COMMISSION IMPLEMENTING REGULATION (EU) 2021/1964
of 11 November 2021
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2021 until 30 December 2021 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
|
Term to maturity (in years) |
Euro |
Czech koruna |
Danish krone |
Forint |
Krona |
Kuna |
|
1 |
-0,595 % |
2,325 % |
-0,605 % |
1,411 % |
-0,092 % |
-0,194 % |
|
2 |
-0,525 % |
2,609 % |
-0,535 % |
1,804 % |
0,017 % |
-0,115 % |
|
3 |
-0,445 % |
2,671 % |
-0,455 % |
2,108 % |
0,148 % |
-0,071 % |
|
4 |
-0,366 % |
2,637 % |
-0,376 % |
2,360 % |
0,283 % |
-0,028 % |
|
5 |
-0,286 % |
2,573 % |
-0,296 % |
2,560 % |
0,409 % |
0,037 % |
|
6 |
-0,206 % |
2,503 % |
-0,216 % |
2,723 % |
0,488 % |
0,135 % |
|
7 |
-0,145 % |
2,438 % |
-0,155 % |
2,856 % |
0,549 % |
0,269 % |
|
8 |
-0,069 % |
2,387 % |
-0,079 % |
2,963 % |
0,614 % |
0,437 % |
|
9 |
0,001 % |
2,350 % |
-0,009 % |
3,050 % |
0,697 % |
0,635 % |
|
10 |
0,066 % |
2,330 % |
0,056 % |
3,124 % |
0,810 % |
0,816 % |
|
11 |
0,118 % |
2,326 % |
0,108 % |
3,185 % |
0,959 % |
0,975 % |
|
12 |
0,180 % |
2,333 % |
0,170 % |
3,245 % |
1,120 % |
1,115 % |
|
13 |
0,237 % |
2,349 % |
0,226 % |
3,306 % |
1,277 % |
1,240 % |
|
14 |
0,281 % |
2,369 % |
0,271 % |
3,373 % |
1,423 % |
1,353 % |
|
15 |
0,311 % |
2,393 % |
0,301 % |
3,448 % |
1,556 % |
1,456 % |
|
16 |
0,328 % |
2,419 % |
0,317 % |
3,517 % |
1,677 % |
1,550 % |
|
17 |
0,339 % |
2,447 % |
0,328 % |
3,578 % |
1,786 % |
1,637 % |
|
18 |
0,352 % |
2,476 % |
0,342 % |
3,632 % |
1,884 % |
1,716 % |
|
19 |
0,374 % |
2,504 % |
0,364 % |
3,681 % |
1,972 % |
1,790 % |
|
20 |
0,407 % |
2,533 % |
0,397 % |
3,724 % |
2,052 % |
1,859 % |
|
21 |
0,453 % |
2,561 % |
0,443 % |
3,763 % |
2,125 % |
1,923 % |
|
22 |
0,509 % |
2,589 % |
0,499 % |
3,798 % |
2,191 % |
1,982 % |
|
23 |
0,571 % |
2,616 % |
0,562 % |
3,831 % |
2,252 % |
2,038 % |
|
24 |
0,638 % |
2,642 % |
0,628 % |
3,860 % |
2,308 % |
2,091 % |
|
25 |
0,706 % |
2,668 % |
0,697 % |
3,887 % |
2,359 % |
2,140 % |
|
26 |
0,776 % |
2,692 % |
0,767 % |
3,912 % |
2,407 % |
2,187 % |
|
27 |
0,846 % |
2,716 % |
0,837 % |
3,935 % |
2,451 % |
2,231 % |
|
28 |
0,915 % |
2,739 % |
0,906 % |
3,957 % |
2,491 % |
2,272 % |
|
29 |
0,982 % |
2,761 % |
0,974 % |
3,976 % |
2,529 % |
2,311 % |
|
30 |
1,049 % |
2,783 % |
1,041 % |
3,995 % |
2,565 % |
2,348 % |
|
31 |
1,113 % |
2,803 % |
1,105 % |
4,012 % |
2,598 % |
2,384 % |
|
32 |
1,176 % |
2,823 % |
1,168 % |
4,028 % |
2,629 % |
2,417 % |
|
33 |
1,236 % |
2,842 % |
1,229 % |
4,043 % |
2,659 % |
2,449 % |
|
34 |
1,295 % |
2,861 % |
1,288 % |
4,057 % |
2,686 % |
2,479 % |
|
35 |
1,351 % |
2,878 % |
1,344 % |
4,071 % |
2,712 % |
2,508 % |
|
36 |
1,406 % |
2,895 % |
1,399 % |
4,083 % |
2,737 % |
2,535 % |
|
37 |
1,458 % |
2,912 % |
1,452 % |
4,095 % |
2,760 % |
2,562 % |
|
38 |
1,509 % |
2,927 % |
1,502 % |
4,106 % |
2,782 % |
2,587 % |
|
39 |
1,557 % |
2,942 % |
1,551 % |
4,117 % |
2,803 % |
2,611 % |
|
40 |
1,604 % |
2,957 % |
1,598 % |
4,127 % |
2,823 % |
2,634 % |
|
41 |
1,649 % |
2,971 % |
1,643 % |
4,136 % |
2,842 % |
2,656 % |
|
42 |
1,692 % |
2,985 % |
1,686 % |
4,145 % |
2,860 % |
2,677 % |
|
43 |
1,734 % |
2,998 % |
1,728 % |
4,154 % |
2,877 % |
2,697 % |
|
44 |
1,774 % |
3,010 % |
1,768 % |
4,162 % |
2,893 % |
2,716 % |
|
45 |
1,812 % |
3,022 % |
1,807 % |
4,170 % |
2,909 % |
2,735 % |
|
46 |
1,849 % |
3,034 % |
1,844 % |
4,178 % |
2,924 % |
2,753 % |
|
47 |
1,885 % |
3,045 % |
1,879 % |
4,185 % |
2,938 % |
2,770 % |
|
48 |
1,919 % |
3,056 % |
1,914 % |
4,191 % |
2,952 % |
2,787 % |
|
49 |
1,952 % |
3,066 % |
1,947 % |
4,198 % |
2,965 % |
2,803 % |
|
50 |
1,984 % |
3,076 % |
1,979 % |
4,204 % |
2,978 % |
2,818 % |
|
51 |
2,015 % |
3,086 % |
2,010 % |
4,210 % |
2,990 % |
2,833 % |
|
52 |
2,044 % |
3,095 % |
2,040 % |
4,216 % |
3,002 % |
2,847 % |
|
53 |
2,073 % |
3,105 % |
2,068 % |
4,222 % |
3,013 % |
2,861 % |
|
54 |
2,101 % |
3,113 % |
2,096 % |
4,227 % |
3,024 % |
2,874 % |
|
55 |
2,127 % |
3,122 % |
2,123 % |
4,232 % |
3,034 % |
2,887 % |
|
56 |
2,153 % |
3,130 % |
2,149 % |
4,237 % |
3,044 % |
2,899 % |
|
57 |
2,178 % |
3,138 % |
2,174 % |
4,242 % |
3,054 % |
2,911 % |
|
58 |
2,202 % |
3,146 % |
2,198 % |
4,246 % |
3,063 % |
2,923 % |
|
59 |
2,225 % |
3,153 % |
2,221 % |
4,251 % |
3,072 % |
2,934 % |
|
60 |
2,248 % |
3,160 % |
2,244 % |
4,255 % |
3,081 % |
2,945 % |
|
61 |
2,270 % |
3,168 % |
2,266 % |
4,259 % |
3,090 % |
2,956 % |
|
62 |
2,291 % |
3,174 % |
2,287 % |
4,263 % |
3,098 % |
2,966 % |
|
63 |
2,312 % |
3,181 % |
2,308 % |
4,267 % |
3,106 % |
2,976 % |
|
64 |
2,332 % |
3,187 % |
2,328 % |
4,271 % |
3,114 % |
2,985 % |
|
65 |
2,351 % |
3,194 % |
2,347 % |
4,274 % |
3,121 % |
2,995 % |
|
66 |
2,370 % |
3,200 % |
2,366 % |
4,278 % |
3,128 % |
3,004 % |
|
67 |
2,388 % |
3,206 % |
2,384 % |
4,281 % |
3,135 % |
3,013 % |
|
68 |
2,405 % |
3,211 % |
2,402 % |
4,284 % |
3,142 % |
3,021 % |
|
69 |
2,423 % |
3,217 % |
2,419 % |
4,288 % |
3,149 % |
3,029 % |
|
70 |
2,439 % |
3,222 % |
2,436 % |
4,291 % |
3,155 % |
3,037 % |
|
71 |
2,456 % |
3,227 % |
2,452 % |
4,294 % |
3,161 % |
3,045 % |
|
72 |
2,471 % |
3,233 % |
2,468 % |
4,297 % |
3,167 % |
3,053 % |
|
73 |
2,487 % |
3,238 % |
2,483 % |
4,299 % |
3,173 % |
3,060 % |
|
74 |
2,502 % |
3,242 % |
2,498 % |
4,302 % |
3,179 % |
3,068 % |
|
75 |
2,516 % |
3,247 % |
2,513 % |
4,305 % |
3,185 % |
3,075 % |
|
76 |
2,530 % |
3,252 % |
2,527 % |
4,307 % |
3,190 % |
3,081 % |
|
77 |
2,544 % |
3,256 % |
2,541 % |
4,310 % |
3,195 % |
3,088 % |
|
78 |
2,558 % |
3,261 % |
2,554 % |
4,312 % |
3,201 % |
3,095 % |
|
79 |
2,571 % |
3,265 % |
2,567 % |
4,315 % |
3,206 % |
3,101 % |
|
80 |
2,583 % |
3,269 % |
2,580 % |
4,317 % |
3,211 % |
3,107 % |
|
81 |
2,596 % |
3,273 % |
2,593 % |
4,320 % |
3,215 % |
3,113 % |
|
82 |
2,608 % |
3,277 % |
2,605 % |
4,322 % |
3,220 % |
3,119 % |
|
83 |
2,620 % |
3,281 % |
2,617 % |
4,324 % |
3,225 % |
3,125 % |
|
84 |
2,632 % |
3,285 % |
2,629 % |
4,326 % |
3,229 % |
3,131 % |
|
85 |
2,643 % |
3,288 % |
2,640 % |
4,328 % |
3,233 % |
3,136 % |
|
86 |
2,654 % |
3,292 % |
2,651 % |
4,330 % |
3,238 % |
3,141 % |
|
87 |
2,665 % |
3,296 % |
2,662 % |
4,332 % |
3,242 % |
3,147 % |
|
88 |
2,675 % |
3,299 % |
2,673 % |
4,334 % |
3,246 % |
3,152 % |
|
89 |
2,686 % |
3,302 % |
2,683 % |
4,336 % |
3,250 % |
3,157 % |
|
90 |
2,696 % |
3,306 % |
2,693 % |
4,338 % |
3,254 % |
3,162 % |
|
91 |
2,706 % |
3,309 % |
2,703 % |
4,340 % |
3,258 % |
3,167 % |
|
92 |
2,715 % |
3,312 % |
2,713 % |
4,341 % |
3,261 % |
3,171 % |
|
93 |
2,725 % |
3,315 % |
2,722 % |
4,343 % |
3,265 % |
3,176 % |
|
94 |
2,734 % |
3,318 % |
2,732 % |
4,345 % |
3,269 % |
3,180 % |
|
95 |
2,743 % |
3,321 % |
2,741 % |
4,346 % |
3,272 % |
3,185 % |
|
96 |
2,752 % |
3,324 % |
2,750 % |
4,348 % |
3,275 % |
3,189 % |
|
97 |
2,761 % |
3,327 % |
2,758 % |
4,350 % |
3,279 % |
3,193 % |
|
98 |
2,769 % |
3,330 % |
2,767 % |
4,351 % |
3,282 % |
3,197 % |
|
99 |
2,778 % |
3,332 % |
2,775 % |
4,353 % |
3,285 % |
3,201 % |
|
100 |
2,786 % |
3,335 % |
2,783 % |
4,354 % |
3,288 % |
3,205 % |
|
101 |
2,794 % |
3,338 % |
2,791 % |
4,356 % |
3,291 % |
3,209 % |
|
102 |
2,802 % |
3,340 % |
2,799 % |
4,357 % |
3,294 % |
3,213 % |
|
103 |
2,810 % |
3,343 % |
2,807 % |
4,358 % |
3,297 % |
3,217 % |
|
104 |
2,817 % |
3,345 % |
2,815 % |
4,360 % |
3,300 % |
3,221 % |
|
105 |
2,825 % |
3,348 % |
2,822 % |
4,361 % |
3,303 % |
3,224 % |
|
106 |
2,832 % |
3,350 % |
2,829 % |
4,362 % |
3,306 % |
3,228 % |
|
107 |
2,839 % |
3,352 % |
2,837 % |
4,364 % |
3,309 % |
3,231 % |
|
108 |
2,846 % |
3,355 % |
2,844 % |
4,365 % |
3,311 % |
3,235 % |
|
109 |
2,853 % |
3,357 % |
2,851 % |
4,366 % |
3,314 % |
3,238 % |
|
110 |
2,860 % |
3,359 % |
2,857 % |
4,367 % |
3,317 % |
3,241 % |
|
111 |
2,866 % |
3,361 % |
2,864 % |
4,369 % |
3,319 % |
3,244 % |
|
112 |
2,873 % |
3,363 % |
2,871 % |
4,370 % |
3,322 % |
3,248 % |
|
113 |
2,879 % |
3,365 % |
2,877 % |
4,371 % |
3,324 % |
3,251 % |
|
114 |
2,886 % |
3,368 % |
2,883 % |
4,372 % |
3,327 % |
3,254 % |
|
115 |
2,892 % |
3,370 % |
2,890 % |
4,373 % |
3,329 % |
3,257 % |
|
116 |
2,898 % |
3,372 % |
2,896 % |
4,374 % |
3,331 % |
3,260 % |
|
117 |
2,904 % |
3,373 % |
2,902 % |
4,375 % |
3,334 % |
3,263 % |
|
118 |
2,910 % |
3,375 % |
2,908 % |
4,376 % |
3,336 % |
3,266 % |
|
119 |
2,915 % |
3,377 % |
2,913 % |
4,377 % |
3,338 % |
3,268 % |
|
120 |
2,921 % |
3,379 % |
2,919 % |
4,378 % |
3,340 % |
3,271 % |
|
121 |
2,927 % |
3,381 % |
2,925 % |
4,379 % |
3,342 % |
3,274 % |
|
122 |
2,932 % |
3,383 % |
2,930 % |
4,380 % |
3,345 % |
3,276 % |
|
123 |
2,938 % |
3,384 % |
2,936 % |
4,381 % |
3,347 % |
3,279 % |
|
124 |
2,943 % |
3,386 % |
2,941 % |
4,382 % |
3,349 % |
3,282 % |
|
125 |
2,948 % |
3,388 % |
2,946 % |
4,383 % |
3,351 % |
3,284 % |
|
126 |
2,953 % |
3,390 % |
2,951 % |
4,384 % |
3,353 % |
3,287 % |
|
127 |
2,958 % |
3,391 % |
2,956 % |
4,385 % |
3,355 % |
3,289 % |
|
128 |
2,963 % |
3,393 % |
2,961 % |
4,386 % |
3,356 % |
3,292 % |
|
129 |
2,968 % |
3,395 % |
2,966 % |
4,387 % |
3,358 % |
3,294 % |
|
130 |
2,973 % |
3,396 % |
2,971 % |
4,388 % |
3,360 % |
3,296 % |
|
131 |
2,978 % |
3,398 % |
2,976 % |
4,389 % |
3,362 % |
3,299 % |
|
132 |
2,983 % |
3,399 % |
2,981 % |
4,390 % |
3,364 % |
3,301 % |
|
133 |
2,987 % |
3,401 % |
2,985 % |
4,390 % |
3,366 % |
3,303 % |
|
134 |
2,992 % |
3,402 % |
2,990 % |
4,391 % |
3,367 % |
3,305 % |
|
135 |
2,996 % |
3,404 % |
2,994 % |
4,392 % |
3,369 % |
3,308 % |
|
136 |
3,001 % |
3,405 % |
2,999 % |
4,393 % |
3,371 % |
3,310 % |
|
137 |
3,005 % |
3,406 % |
3,003 % |
4,394 % |
3,372 % |
3,312 % |
|
138 |
3,009 % |
3,408 % |
3,008 % |
4,394 % |
3,374 % |
3,314 % |
|
139 |
3,014 % |
3,409 % |
3,012 % |
4,395 % |
3,376 % |
3,316 % |
|
140 |
3,018 % |
3,411 % |
3,016 % |
4,396 % |
3,377 % |
3,318 % |
|
141 |
3,022 % |
3,412 % |
3,020 % |
4,397 % |
3,379 % |
3,320 % |
|
142 |
3,026 % |
3,413 % |
3,024 % |
4,397 % |
3,380 % |
3,322 % |
|
143 |
3,030 % |
3,415 % |
3,028 % |
4,398 % |
3,382 % |
3,324 % |
|
144 |
3,034 % |
3,416 % |
3,032 % |
4,399 % |
3,384 % |
3,326 % |
|
145 |
3,038 % |
3,417 % |
3,036 % |
4,399 % |
3,385 % |
3,328 % |
|
146 |
3,042 % |
3,418 % |
3,040 % |
4,400 % |
3,386 % |
3,330 % |
|
147 |
3,046 % |
3,420 % |
3,044 % |
4,401 % |
3,388 % |
3,331 % |
|
148 |
3,049 % |
3,421 % |
3,048 % |
4,401 % |
3,389 % |
3,333 % |
|
149 |
3,053 % |
3,422 % |
3,051 % |
4,402 % |
3,391 % |
3,335 % |
|
150 |
3,057 % |
3,423 % |
3,055 % |
4,403 % |
3,392 % |
3,337 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
-0,645 % |
0,354 % |
2,502 % |
0,090 % |
2,332 % |
0,859 % |
|
2 |
-0,575 % |
0,628 % |
2,861 % |
0,586 % |
2,689 % |
1,232 % |
|
3 |
-0,496 % |
0,757 % |
3,142 % |
0,891 % |
2,960 % |
1,440 % |
|
4 |
-0,416 % |
0,842 % |
3,375 % |
1,141 % |
3,168 % |
1,556 % |
|
5 |
-0,336 % |
0,902 % |
3,559 % |
1,353 % |
3,347 % |
1,628 % |
|
6 |
-0,256 % |
0,946 % |
3,712 % |
1,539 % |
3,507 % |
1,673 % |
|
7 |
-0,195 % |
0,998 % |
3,840 % |
1,702 % |
3,643 % |
1,707 % |
|
8 |
-0,119 % |
1,027 % |
3,947 % |
1,848 % |
3,751 % |
1,739 % |
|
9 |
-0,049 % |
1,059 % |
4,037 % |
1,979 % |
3,829 % |
1,773 % |
|
10 |
0,015 % |
1,101 % |
4,119 % |
2,099 % |
3,885 % |
1,812 % |
|
11 |
0,068 % |
1,133 % |
4,180 % |
2,202 % |
3,926 % |
1,856 % |
|
12 |
0,129 % |
1,154 % |
4,223 % |
2,290 % |
3,955 % |
1,904 % |
|
13 |
0,186 % |
1,168 % |
4,252 % |
2,367 % |
3,975 % |
1,954 % |
|
14 |
0,230 % |
1,177 % |
4,271 % |
2,434 % |
3,989 % |
2,004 % |
|
15 |
0,260 % |
1,184 % |
4,282 % |
2,494 % |
3,998 % |
2,053 % |
|
16 |
0,276 % |
1,188 % |
4,287 % |
2,547 % |
4,004 % |
2,101 % |
|
17 |
0,287 % |
1,192 % |
4,287 % |
2,595 % |
4,006 % |
2,149 % |
|
18 |
0,301 % |
1,196 % |
4,284 % |
2,639 % |
4,006 % |
2,194 % |
|
19 |
0,322 % |
1,201 % |
4,279 % |
2,679 % |
4,005 % |
2,238 % |
|
20 |
0,356 % |
1,206 % |
4,271 % |
2,715 % |
4,002 % |
2,280 % |
|
21 |
0,403 % |
1,211 % |
4,262 % |
2,749 % |
3,998 % |
2,321 % |
|
22 |
0,459 % |
1,217 % |
4,252 % |
2,780 % |
3,993 % |
2,360 % |
|
23 |
0,523 % |
1,220 % |
4,241 % |
2,810 % |
3,988 % |
2,397 % |
|
24 |
0,590 % |
1,222 % |
4,229 % |
2,837 % |
3,982 % |
2,432 % |
|
25 |
0,660 % |
1,220 % |
4,217 % |
2,862 % |
3,976 % |
2,466 % |
|
26 |
0,731 % |
1,215 % |
4,205 % |
2,886 % |
3,969 % |
2,499 % |
|
27 |
0,802 % |
1,207 % |
4,193 % |
2,908 % |
3,963 % |
2,530 % |
|
28 |
0,872 % |
1,194 % |
4,180 % |
2,929 % |
3,956 % |
2,560 % |
|
29 |
0,941 % |
1,176 % |
4,168 % |
2,948 % |
3,949 % |
2,588 % |
|
30 |
1,008 % |
1,153 % |
4,156 % |
2,967 % |
3,942 % |
2,616 % |
|
31 |
1,074 % |
1,126 % |
4,144 % |
2,985 % |
3,936 % |
2,642 % |
|
32 |
1,138 % |
1,096 % |
4,132 % |
3,001 % |
3,929 % |
2,666 % |
|
33 |
1,199 % |
1,065 % |
4,121 % |
3,017 % |
3,923 % |
2,690 % |
|
34 |
1,259 % |
1,036 % |
4,109 % |
3,032 % |
3,916 % |
2,713 % |
|
35 |
1,316 % |
1,008 % |
4,098 % |
3,047 % |
3,910 % |
2,735 % |
|
36 |
1,372 % |
0,983 % |
4,088 % |
3,061 % |
3,904 % |
2,756 % |
|
37 |
1,425 % |
0,960 % |
4,077 % |
3,074 % |
3,898 % |
2,776 % |
|
38 |
1,476 % |
0,942 % |
4,067 % |
3,086 % |
3,892 % |
2,795 % |
|
39 |
1,525 % |
0,926 % |
4,057 % |
3,098 % |
3,886 % |
2,814 % |
|
40 |
1,573 % |
0,914 % |
4,048 % |
3,109 % |
3,880 % |
2,832 % |
|
41 |
1,619 % |
0,906 % |
4,039 % |
3,120 % |
3,875 % |
2,849 % |
|
42 |
1,662 % |
0,901 % |
4,030 % |
3,131 % |
3,870 % |
2,865 % |
|
43 |
1,705 % |
0,899 % |
4,021 % |
3,141 % |
3,864 % |
2,881 % |
|
44 |
1,745 % |
0,901 % |
4,013 % |
3,151 % |
3,859 % |
2,896 % |
|
45 |
1,784 % |
0,906 % |
4,004 % |
3,160 % |
3,855 % |
2,911 % |
|
46 |
1,822 % |
0,914 % |
3,997 % |
3,169 % |
3,850 % |
2,925 % |
|
47 |
1,858 % |
0,925 % |
3,989 % |
3,177 % |
3,845 % |
2,938 % |
|
48 |
1,893 % |
0,939 % |
3,982 % |
3,186 % |
3,841 % |
2,951 % |
|
49 |
1,927 % |
0,957 % |
3,974 % |
3,194 % |
3,836 % |
2,964 % |
|
50 |
1,959 % |
0,977 % |
3,968 % |
3,201 % |
3,832 % |
2,976 % |
|
51 |
1,990 % |
1,001 % |
3,961 % |
3,209 % |
3,828 % |
2,988 % |
|
52 |
2,020 % |
1,027 % |
3,954 % |
3,216 % |
3,824 % |
2,999 % |
|
53 |
2,049 % |
1,055 % |
3,948 % |
3,223 % |
3,820 % |
3,010 % |
|
54 |
2,077 % |
1,084 % |
3,942 % |
3,229 % |
3,817 % |
3,020 % |
|
55 |
2,105 % |
1,114 % |
3,936 % |
3,236 % |
3,813 % |
3,030 % |
|
56 |
2,131 % |
1,145 % |
3,930 % |
3,242 % |
3,809 % |
3,040 % |
|
57 |
2,156 % |
1,177 % |
3,925 % |
3,248 % |
3,806 % |
3,050 % |
|
58 |
2,181 % |
1,208 % |
3,919 % |
3,254 % |
3,803 % |
3,059 % |
|
59 |
2,204 % |
1,240 % |
3,914 % |
3,260 % |
3,799 % |
3,068 % |
|
60 |
2,227 % |
1,272 % |
3,909 % |
3,265 % |
3,796 % |
3,077 % |
|
61 |
2,249 % |
1,303 % |
3,904 % |
3,270 % |
3,793 % |
3,085 % |
|
62 |
2,271 % |
1,335 % |
3,899 % |
3,276 % |
3,790 % |
3,093 % |
|
63 |
2,292 % |
1,365 % |
3,895 % |
3,281 % |
3,787 % |
3,101 % |
|
64 |
2,312 % |
1,396 % |
3,890 % |
3,285 % |
3,784 % |
3,109 % |
|
65 |
2,331 % |
1,426 % |
3,886 % |
3,290 % |
3,782 % |
3,116 % |
|
66 |
2,351 % |
1,455 % |
3,882 % |
3,295 % |
3,779 % |
3,123 % |
|
67 |
2,369 % |
1,484 % |
3,878 % |
3,299 % |
3,777 % |
3,130 % |
|
68 |
2,387 % |
1,513 % |
3,874 % |
3,304 % |
3,774 % |
3,137 % |
|
69 |
2,404 % |
1,541 % |
3,870 % |
3,308 % |
3,772 % |
3,144 % |
|
70 |
2,421 % |
1,568 % |
3,866 % |
3,312 % |
3,769 % |
3,150 % |
|
71 |
2,438 % |
1,595 % |
3,862 % |
3,316 % |
3,767 % |
3,157 % |
|
72 |
2,454 % |
1,621 % |
3,859 % |
3,320 % |
3,765 % |
3,163 % |
|
73 |
2,469 % |
1,647 % |
3,855 % |
3,323 % |
3,762 % |
3,169 % |
|
74 |
2,485 % |
1,672 % |
3,852 % |
3,327 % |
3,760 % |
3,174 % |
|
75 |
2,499 % |
1,696 % |
3,848 % |
3,331 % |
3,758 % |
3,180 % |
|
76 |
2,514 % |
1,720 % |
3,845 % |
3,334 % |
3,756 % |
3,186 % |
|
77 |
2,528 % |
1,744 % |
3,842 % |
3,338 % |
3,754 % |
3,191 % |
|
78 |
2,541 % |
1,767 % |
3,839 % |
3,341 % |
3,752 % |
3,196 % |
|
79 |
2,555 % |
1,789 % |
3,836 % |
3,344 % |
3,750 % |
3,201 % |
|
80 |
2,568 % |
1,811 % |
3,833 % |
3,347 % |
3,748 % |
3,206 % |
|
81 |
2,580 % |
1,833 % |
3,830 % |
3,350 % |
3,747 % |
3,211 % |
|
82 |
2,593 % |
1,854 % |
3,827 % |
3,353 % |
3,745 % |
3,216 % |
|
83 |
2,605 % |
1,874 % |
3,825 % |
3,356 % |
3,743 % |
3,220 % |
|
84 |
2,617 % |
1,894 % |
3,822 % |
3,359 % |
3,741 % |
3,225 % |
|
85 |
2,628 % |
1,914 % |
3,819 % |
3,362 % |
3,740 % |
3,229 % |
|
86 |
2,639 % |
1,933 % |
3,817 % |
3,365 % |
3,738 % |
3,233 % |
|
87 |
2,650 % |
1,952 % |
3,814 % |
3,367 % |
3,737 % |
3,238 % |
|
88 |
2,661 % |
1,971 % |
3,812 % |
3,370 % |
3,735 % |
3,242 % |
|
89 |
2,672 % |
1,989 % |
3,809 % |
3,373 % |
3,733 % |
3,246 % |
|
90 |
2,682 % |
2,006 % |
3,807 % |
3,375 % |
3,732 % |
3,250 % |
|
91 |
2,692 % |
2,024 % |
3,805 % |
3,378 % |
3,731 % |
3,254 % |
|
92 |
2,702 % |
2,040 % |
3,803 % |
3,380 % |
3,729 % |
3,257 % |
|
93 |
2,711 % |
2,057 % |
3,800 % |
3,382 % |
3,728 % |
3,261 % |
|
94 |
2,721 % |
2,073 % |
3,798 % |
3,385 % |
3,726 % |
3,265 % |
|
95 |
2,730 % |
2,089 % |
3,796 % |
3,387 % |
3,725 % |
3,268 % |
|
96 |
2,739 % |
2,105 % |
3,794 % |
3,389 % |
3,724 % |
3,272 % |
|
97 |
2,748 % |
2,120 % |
3,792 % |
3,391 % |
3,722 % |
3,275 % |
|
98 |
2,757 % |
2,135 % |
3,790 % |
3,393 % |
3,721 % |
3,278 % |
|
99 |
2,765 % |
2,150 % |
3,788 % |
3,396 % |
3,720 % |
3,281 % |
|
100 |
2,773 % |
2,164 % |
3,786 % |
3,398 % |
3,719 % |
3,285 % |
|
101 |
2,781 % |
2,178 % |
3,785 % |
3,400 % |
3,718 % |
3,288 % |
|
102 |
2,789 % |
2,192 % |
3,783 % |
3,401 % |
3,717 % |
3,291 % |
|
103 |
2,797 % |
2,205 % |
3,781 % |
3,403 % |
3,715 % |
3,294 % |
|
104 |
2,805 % |
2,219 % |
3,779 % |
3,405 % |
3,714 % |
3,297 % |
|
105 |
2,813 % |
2,232 % |
3,778 % |
3,407 % |
3,713 % |
3,300 % |
|
106 |
2,820 % |
2,245 % |
3,776 % |
3,409 % |
3,712 % |
3,302 % |
|
107 |
2,827 % |
2,257 % |
3,774 % |
3,411 % |
3,711 % |
3,305 % |
|
108 |
2,834 % |
2,270 % |
3,773 % |
3,412 % |
3,710 % |
3,308 % |
|
109 |
2,841 % |
2,282 % |
3,771 % |
3,414 % |
3,709 % |
3,311 % |
|
110 |
2,848 % |
2,294 % |
3,769 % |
3,416 % |
3,708 % |
3,313 % |
|
111 |
2,855 % |
2,305 % |
3,768 % |
3,418 % |
3,707 % |
3,316 % |
|
112 |
2,862 % |
2,317 % |
3,766 % |
3,419 % |
3,706 % |
3,318 % |
|
113 |
2,868 % |
2,328 % |
3,765 % |
3,421 % |
3,705 % |
3,321 % |
|
114 |
2,874 % |
2,339 % |
3,764 % |
3,422 % |
3,704 % |
3,323 % |
|
115 |
2,881 % |
2,350 % |
3,762 % |
3,424 % |
3,703 % |
3,326 % |
|
116 |
2,887 % |
2,361 % |
3,761 % |
3,425 % |
3,702 % |
3,328 % |
|
117 |
2,893 % |
2,371 % |
3,759 % |
3,427 % |
3,702 % |
3,330 % |
|
118 |
2,899 % |
2,382 % |
3,758 % |
3,428 % |
3,701 % |
3,333 % |
|
119 |
2,905 % |
2,392 % |
3,757 % |
3,430 % |
3,700 % |
3,335 % |
|
120 |
2,911 % |
2,402 % |
3,755 % |
3,431 % |
3,699 % |
3,337 % |
|
121 |
2,916 % |
2,412 % |
3,754 % |
3,433 % |
3,698 % |
3,339 % |
|
122 |
2,922 % |
2,421 % |
3,753 % |
3,434 % |
3,697 % |
3,341 % |
|
123 |
2,927 % |
2,431 % |
3,752 % |
3,435 % |
3,697 % |
3,344 % |
|
124 |
2,933 % |
2,440 % |
3,750 % |
3,437 % |
3,696 % |
3,346 % |
|
125 |
2,938 % |
2,449 % |
3,749 % |
3,438 % |
3,695 % |
3,348 % |
|
126 |
2,943 % |
2,458 % |
3,748 % |
3,439 % |
3,694 % |
3,350 % |
|
127 |
2,948 % |
2,467 % |
3,747 % |
3,440 % |
3,694 % |
3,352 % |
|
128 |
2,954 % |
2,476 % |
3,746 % |
3,442 % |
3,693 % |
3,354 % |
|
129 |
2,959 % |
2,485 % |
3,744 % |
3,443 % |
3,692 % |
3,355 % |
|
130 |
2,963 % |
2,493 % |
3,743 % |
3,444 % |
3,691 % |
3,357 % |
|
131 |
2,968 % |
2,502 % |
3,742 % |
3,445 % |
3,691 % |
3,359 % |
|
132 |
2,973 % |
2,510 % |
3,741 % |
3,447 % |
3,690 % |
3,361 % |
|
133 |
2,978 % |
2,518 % |
3,740 % |
3,448 % |
3,689 % |
3,363 % |
|
134 |
2,982 % |
2,526 % |
3,739 % |
3,449 % |
3,689 % |
3,365 % |
|
135 |
2,987 % |
2,534 % |
3,738 % |
3,450 % |
3,688 % |
3,366 % |
|
136 |
2,991 % |
2,542 % |
3,737 % |
3,451 % |
3,687 % |
3,368 % |
|
137 |
2,996 % |
2,550 % |
3,736 % |
3,452 % |
3,687 % |
3,370 % |
|
138 |
3,000 % |
2,557 % |
3,735 % |
3,453 % |
3,686 % |
3,371 % |
|
139 |
3,005 % |
2,565 % |
3,734 % |
3,454 % |
3,686 % |
3,373 % |
|
140 |
3,009 % |
2,572 % |
3,733 % |
3,455 % |
3,685 % |
3,375 % |
|
141 |
3,013 % |
2,579 % |
3,732 % |
3,456 % |
3,684 % |
3,376 % |
|
142 |
3,017 % |
2,586 % |
3,731 % |
3,457 % |
3,684 % |
3,378 % |
|
143 |
3,021 % |
2,594 % |
3,730 % |
3,458 % |
3,683 % |
3,379 % |
|
144 |
3,025 % |
2,600 % |
3,729 % |
3,459 % |
3,683 % |
3,381 % |
|
145 |
3,029 % |
2,607 % |
3,729 % |
3,460 % |
3,682 % |
3,382 % |
|
146 |
3,033 % |
2,614 % |
3,728 % |
3,461 % |
3,681 % |
3,384 % |
|
147 |
3,037 % |
2,621 % |
3,727 % |
3,462 % |
3,681 % |
3,385 % |
|
148 |
3,041 % |
2,627 % |
3,726 % |
3,463 % |
3,680 % |
3,387 % |
|
149 |
3,044 % |
2,634 % |
3,725 % |
3,464 % |
3,680 % |
3,388 % |
|
150 |
3,048 % |
2,640 % |
3,724 % |
3,465 % |
3,679 % |
3,390 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
-0,780 % |
-0,001 % |
0,477 % |
0,616 % |
3,403 % |
2,840 % |
|
2 |
-0,695 % |
0,214 % |
0,432 % |
0,831 % |
4,232 % |
4,188 % |
|
3 |
-0,600 % |
0,465 % |
0,614 % |
1,104 % |
4,622 % |
5,196 % |
|
4 |
-0,500 % |
0,703 % |
0,855 % |
1,309 % |
4,856 % |
5,905 % |
|
5 |
-0,394 % |
0,911 % |
1,077 % |
1,446 % |
5,021 % |
6,402 % |
|
6 |
-0,287 % |
1,072 % |
1,270 % |
1,549 % |
5,148 % |
6,763 % |
|
7 |
-0,189 % |
1,231 % |
1,437 % |
1,640 % |
5,256 % |
7,038 % |
|
8 |
-0,106 % |
1,362 % |
1,585 % |
1,727 % |
5,352 % |
7,260 % |
|
9 |
-0,041 % |
1,471 % |
1,720 % |
1,805 % |
5,433 % |
7,455 % |
|
10 |
0,005 % |
1,564 % |
1,846 % |
1,870 % |
5,495 % |
7,615 % |
|
11 |
0,033 % |
1,663 % |
1,961 % |
1,922 % |
5,534 % |
7,719 % |
|
12 |
0,048 % |
1,749 % |
2,066 % |
1,963 % |
5,557 % |
7,774 % |
|
13 |
0,058 % |
1,808 % |
2,165 % |
1,997 % |
5,568 % |
7,794 % |
|
14 |
0,064 % |
1,846 % |
2,256 % |
2,026 % |
5,570 % |
7,788 % |
|
15 |
0,070 % |
1,874 % |
2,338 % |
2,052 % |
5,565 % |
7,762 % |
|
16 |
0,076 % |
1,897 % |
2,411 % |
2,075 % |
5,555 % |
7,721 % |
|
17 |
0,085 % |
1,917 % |
2,476 % |
2,096 % |
5,541 % |
7,669 % |
|
18 |
0,095 % |
1,933 % |
2,533 % |
2,116 % |
5,525 % |
7,610 % |
|
19 |
0,109 % |
1,945 % |
2,585 % |
2,135 % |
5,507 % |
7,545 % |
|
20 |
0,126 % |
1,953 % |
2,632 % |
2,154 % |
5,488 % |
7,476 % |
|
21 |
0,147 % |
1,957 % |
2,674 % |
2,173 % |
5,467 % |
7,406 % |
|
22 |
0,171 % |
1,957 % |
2,713 % |
2,191 % |
5,447 % |
7,334 % |
|
23 |
0,199 % |
1,953 % |
2,749 % |
2,210 % |
5,425 % |
7,262 % |
|
24 |
0,231 % |
1,946 % |
2,782 % |
2,228 % |
5,404 % |
7,190 % |
|
25 |
0,267 % |
1,935 % |
2,812 % |
2,247 % |
5,383 % |
7,120 % |
|
26 |
0,306 % |
1,921 % |
2,840 % |
2,267 % |
5,363 % |
7,050 % |
|
27 |
0,349 % |
1,908 % |
2,866 % |
2,286 % |
5,342 % |
6,983 % |
|
28 |
0,394 % |
1,897 % |
2,890 % |
2,307 % |
5,322 % |
6,917 % |
|
29 |
0,439 % |
1,890 % |
2,913 % |
2,327 % |
5,302 % |
6,853 % |
|
30 |
0,485 % |
1,890 % |
2,934 % |
2,349 % |
5,283 % |
6,791 % |
|
31 |
0,531 % |
1,896 % |
2,954 % |
2,371 % |
5,265 % |
6,731 % |
|
32 |
0,577 % |
1,908 % |
2,973 % |
2,393 % |
5,247 % |
6,673 % |
|
33 |
0,622 % |
1,924 % |
2,991 % |
2,416 % |
5,229 % |
6,617 % |
|
34 |
0,666 % |
1,944 % |
3,008 % |
2,438 % |
5,212 % |
6,564 % |
|
35 |
0,709 % |
1,966 % |
3,024 % |
2,461 % |
5,196 % |
6,512 % |
|
36 |
0,751 % |
1,990 % |
3,039 % |
2,483 % |
5,180 % |
6,462 % |
|
37 |
0,792 % |
2,015 % |
3,053 % |
2,505 % |
5,165 % |
6,415 % |
|
38 |
0,832 % |
2,040 % |
3,067 % |
2,526 % |
5,150 % |
6,369 % |
|
39 |
0,871 % |
2,067 % |
3,080 % |
2,547 % |
5,136 % |
6,325 % |
|
40 |
0,908 % |
2,093 % |
3,092 % |
2,568 % |
5,122 % |
6,282 % |
|
41 |
0,944 % |
2,120 % |
3,104 % |
2,588 % |
5,108 % |
6,242 % |
|
42 |
0,979 % |
2,146 % |
3,115 % |
2,608 % |
5,096 % |
6,203 % |
|
43 |
1,013 % |
2,173 % |
3,125 % |
2,627 % |
5,083 % |
6,165 % |
|
44 |
1,046 % |
2,199 % |
3,136 % |
2,645 % |
5,071 % |
6,129 % |
|
45 |
1,077 % |
2,224 % |
3,146 % |
2,664 % |
5,060 % |
6,094 % |
|
46 |
1,108 % |
2,249 % |
3,155 % |
2,681 % |
5,048 % |
6,061 % |
|
47 |
1,137 % |
2,274 % |
3,164 % |
2,698 % |
5,038 % |
6,029 % |
|
48 |
1,166 % |
2,298 % |
3,173 % |
2,715 % |
5,027 % |
5,998 % |
|
49 |
1,194 % |
2,321 % |
3,181 % |
2,731 % |
5,017 % |
5,968 % |
|
50 |
1,220 % |
2,344 % |
3,189 % |
2,747 % |
5,007 % |
5,939 % |
|
51 |
1,246 % |
2,366 % |
3,197 % |
2,762 % |
4,998 % |
5,911 % |
|
52 |
1,271 % |
2,388 % |
3,204 % |
2,777 % |
4,989 % |
5,885 % |
|
53 |
1,295 % |
2,409 % |
3,211 % |
2,791 % |
4,980 % |
5,859 % |
|
54 |
1,318 % |
2,429 % |
3,218 % |
2,805 % |
4,971 % |
5,834 % |
|
55 |
1,341 % |
2,449 % |
3,225 % |
2,819 % |
4,963 % |
5,810 % |
|
56 |
1,362 % |
2,469 % |
3,232 % |
2,832 % |
4,955 % |
5,787 % |
|
57 |
1,384 % |
2,487 % |
3,238 % |
2,845 % |
4,947 % |
5,764 % |
|
58 |
1,404 % |
2,506 % |
3,244 % |
2,857 % |
4,940 % |
5,743 % |
|
59 |
1,424 % |
2,523 % |
3,250 % |
2,869 % |
4,933 % |
5,722 % |
|
60 |
1,443 % |
2,541 % |
3,255 % |
2,881 % |
4,926 % |
5,701 % |
|
61 |
1,461 % |
2,557 % |
3,261 % |
2,892 % |
4,919 % |
5,682 % |
|
62 |
1,479 % |
2,574 % |
3,266 % |
2,903 % |
4,912 % |
5,663 % |
|
63 |
1,497 % |
2,589 % |
3,271 % |
2,914 % |
4,906 % |
5,644 % |
|
64 |
1,514 % |
2,605 % |
3,276 % |
2,924 % |
4,899 % |
5,626 % |
|
65 |
1,530 % |
2,620 % |
3,281 % |
2,934 % |
4,893 % |
5,609 % |
|
66 |
1,546 % |
2,634 % |
3,286 % |
2,944 % |
4,888 % |
5,592 % |
|
67 |
1,562 % |
2,648 % |
3,290 % |
2,953 % |
4,882 % |
5,576 % |
|
68 |
1,577 % |
2,662 % |
3,295 % |
2,963 % |
4,876 % |
5,560 % |
|
69 |
1,592 % |
2,675 % |
3,299 % |
2,972 % |
4,871 % |
5,545 % |
|
70 |
1,606 % |
2,688 % |
3,303 % |
2,980 % |
4,866 % |
5,530 % |
|
71 |
1,620 % |
2,701 % |
3,308 % |
2,989 % |
4,860 % |
5,515 % |
|
72 |
1,633 % |
2,713 % |
3,311 % |
2,997 % |
4,856 % |
5,501 % |
|
73 |
1,646 % |
2,725 % |
3,315 % |
3,006 % |
4,851 % |
5,487 % |
|
74 |
1,659 % |
2,737 % |
3,319 % |
3,013 % |
4,846 % |
5,474 % |
|
75 |
1,672 % |
2,748 % |
3,323 % |
3,021 % |
4,841 % |
5,461 % |
|
76 |
1,684 % |
2,760 % |
3,326 % |
3,029 % |
4,837 % |
5,448 % |
|
77 |
1,695 % |
2,770 % |
3,330 % |
3,036 % |
4,833 % |
5,436 % |
|
78 |
1,707 % |
2,781 % |
3,333 % |
3,043 % |
4,828 % |
5,424 % |
|
79 |
1,718 % |
2,791 % |
3,337 % |
3,050 % |
4,824 % |
5,412 % |
|
80 |
1,729 % |
2,801 % |
3,340 % |
3,057 % |
4,820 % |
5,401 % |
|
81 |
1,740 % |
2,811 % |
3,343 % |
3,064 % |
4,816 % |
5,390 % |
|
82 |
1,750 % |
2,821 % |
3,346 % |
3,070 % |
4,812 % |
5,379 % |
|
83 |
1,760 % |
2,830 % |
3,349 % |
3,076 % |
4,809 % |
5,368 % |
|
84 |
1,770 % |
2,839 % |
3,352 % |
3,083 % |
4,805 % |
5,358 % |
|
85 |
1,780 % |
2,848 % |
3,355 % |
3,089 % |
4,801 % |
5,348 % |
|
86 |
1,790 % |
2,857 % |
3,358 % |
3,095 % |
4,798 % |
5,338 % |
|
87 |
1,799 % |
2,865 % |
3,361 % |
3,100 % |
4,794 % |
5,328 % |
|
88 |
1,808 % |
2,873 % |
3,363 % |
3,106 % |
4,791 % |
5,319 % |
|
89 |
1,817 % |
2,881 % |
3,366 % |
3,111 % |
4,788 % |
5,309 % |
|
90 |
1,825 % |
2,889 % |
3,368 % |
3,117 % |
4,785 % |
5,300 % |
|
91 |
1,834 % |
2,897 % |
3,371 % |
3,122 % |
4,781 % |
5,291 % |
|
92 |
1,842 % |
2,905 % |
3,373 % |
3,127 % |
4,778 % |
5,283 % |
|
93 |
1,850 % |
2,912 % |
3,376 % |
3,132 % |
4,775 % |
5,274 % |
|
94 |
1,858 % |
2,920 % |
3,378 % |
3,137 % |
4,772 % |
5,266 % |
|
95 |
1,866 % |
2,927 % |
3,380 % |
3,142 % |
4,770 % |
5,258 % |
|
96 |
1,874 % |
2,934 % |
3,383 % |
3,147 % |
4,767 % |
5,250 % |
|
97 |
1,881 % |
2,941 % |
3,385 % |
3,152 % |
4,764 % |
5,242 % |
|
98 |
1,888 % |
2,947 % |
3,387 % |
3,156 % |
4,761 % |
5,235 % |
|
99 |
1,896 % |
2,954 % |
3,389 % |
3,161 % |
4,759 % |
5,227 % |
|
100 |
1,903 % |
2,960 % |
3,391 % |
3,165 % |
4,756 % |
5,220 % |
|
101 |
1,910 % |
2,967 % |
3,393 % |
3,169 % |
4,754 % |
5,213 % |
|
102 |
1,916 % |
2,973 % |
3,395 % |
3,173 % |
4,751 % |
5,206 % |
|
103 |
1,923 % |
2,979 % |
3,397 % |
3,178 % |
4,749 % |
5,199 % |
|
104 |
1,929 % |
2,985 % |
3,399 % |
3,182 % |
4,746 % |
5,192 % |
|
105 |
1,936 % |
2,991 % |
3,401 % |
3,186 % |
4,744 % |
5,186 % |
|
106 |
1,942 % |
2,996 % |
3,403 % |
3,190 % |
4,742 % |
5,179 % |
|
107 |
1,948 % |
3,002 % |
3,405 % |
3,193 % |
4,739 % |
5,173 % |
|
108 |
1,954 % |
3,007 % |
3,407 % |
3,197 % |
4,737 % |
5,167 % |
|
109 |
1,960 % |
3,013 % |
3,409 % |
3,201 % |
4,735 % |
5,160 % |
|
110 |
1,966 % |
3,018 % |
3,410 % |
3,204 % |
4,733 % |
5,154 % |
|
111 |
1,972 % |
3,023 % |
3,412 % |
3,208 % |
4,731 % |
5,148 % |
|
112 |
1,977 % |
3,029 % |
3,414 % |
3,211 % |
4,729 % |
5,143 % |
|
113 |
1,983 % |
3,034 % |
3,415 % |
3,215 % |
4,727 % |
5,137 % |
|
114 |
1,988 % |
3,039 % |
3,417 % |
3,218 % |
4,725 % |
5,131 % |
|
115 |
1,993 % |
3,043 % |
3,418 % |
3,222 % |
4,723 % |
5,126 % |
|
116 |
1,999 % |
3,048 % |
3,420 % |
3,225 % |
4,721 % |
5,120 % |
|
117 |
2,004 % |
3,053 % |
3,422 % |
3,228 % |
4,719 % |
5,115 % |
|
118 |
2,009 % |
3,058 % |
3,423 % |
3,231 % |
4,717 % |
5,110 % |
|
119 |
2,014 % |
3,062 % |
3,425 % |
3,234 % |
4,715 % |
5,105 % |
|
120 |
2,019 % |
3,067 % |
3,426 % |
3,237 % |
4,713 % |
5,100 % |
|
121 |
2,023 % |
3,071 % |
3,427 % |
3,240 % |
4,712 % |
5,095 % |
|
122 |
2,028 % |
3,075 % |
3,429 % |
3,243 % |
4,710 % |
5,090 % |
|
123 |
2,033 % |
3,080 % |
3,430 % |
3,246 % |
4,708 % |
5,085 % |
|
124 |
2,037 % |
3,084 % |
3,432 % |
3,249 % |
4,707 % |
5,080 % |
|
125 |
2,042 % |
3,088 % |
3,433 % |
3,252 % |
4,705 % |
5,076 % |
|
126 |
2,046 % |
3,092 % |
3,434 % |
3,255 % |
4,703 % |
5,071 % |
|
127 |
2,050 % |
3,096 % |
3,436 % |
3,257 % |
4,702 % |
5,067 % |
|
128 |
2,055 % |
3,100 % |
3,437 % |
3,260 % |
4,700 % |
5,062 % |
|
129 |
2,059 % |
3,104 % |
3,438 % |
3,263 % |
4,699 % |
5,058 % |
|
130 |
2,063 % |
3,107 % |
3,439 % |
3,265 % |
4,697 % |
5,053 % |
|
131 |
2,067 % |
3,111 % |
3,441 % |
3,268 % |
4,695 % |
5,049 % |
|
132 |
2,071 % |
3,115 % |
3,442 % |
3,270 % |
4,694 % |
5,045 % |
|
133 |
2,075 % |
3,119 % |
3,443 % |
3,273 % |
4,693 % |
5,041 % |
|
134 |
2,079 % |
3,122 % |
3,444 % |
3,275 % |
4,691 % |
5,037 % |
|
135 |
2,083 % |
3,126 % |
3,445 % |
3,278 % |
4,690 % |
5,033 % |
|
136 |
2,087 % |
3,129 % |
3,446 % |
3,280 % |
4,688 % |
5,029 % |
|
137 |
2,090 % |
3,133 % |
3,448 % |
3,282 % |
4,687 % |
5,025 % |
|
138 |
2,094 % |
3,136 % |
3,449 % |
3,285 % |
4,686 % |
5,021 % |
|
139 |
2,098 % |
3,139 % |
3,450 % |
3,287 % |
4,684 % |
5,018 % |
|
140 |
2,101 % |
3,143 % |
3,451 % |
3,289 % |
4,683 % |
5,014 % |
|
141 |
2,105 % |
3,146 % |
3,452 % |
3,291 % |
4,682 % |
5,010 % |
|
142 |
2,108 % |
3,149 % |
3,453 % |
3,293 % |
4,680 % |
5,007 % |
|
143 |
2,112 % |
3,152 % |
3,454 % |
3,296 % |
4,679 % |
5,003 % |
|
144 |
2,115 % |
3,155 % |
3,455 % |
3,298 % |
4,678 % |
4,999 % |
|
145 |
2,119 % |
3,158 % |
3,456 % |
3,300 % |
4,677 % |
4,996 % |
|
146 |
2,122 % |
3,161 % |
3,457 % |
3,302 % |
4,675 % |
4,993 % |
|
147 |
2,125 % |
3,164 % |
3,458 % |
3,304 % |
4,674 % |
4,989 % |
|
148 |
2,128 % |
3,167 % |
3,459 % |
3,306 % |
4,673 % |
4,986 % |
|
149 |
2,131 % |
3,170 % |
3,460 % |
3,308 % |
4,672 % |
4,983 % |
|
150 |
2,135 % |
3,173 % |
3,461 % |
3,310 % |
4,671 % |
4,979 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
0,120 % |
3,648 % |
5,672 % |
0,128 % |
0,990 % |
3,889 % |
|
2 |
0,311 % |
4,273 % |
6,249 % |
0,159 % |
1,337 % |
4,639 % |
|
3 |
0,573 % |
4,792 % |
6,616 % |
0,187 % |
1,549 % |
5,213 % |
|
4 |
0,801 % |
5,227 % |
6,831 % |
0,214 % |
1,690 % |
5,689 % |
|
5 |
0,982 % |
5,573 % |
6,993 % |
0,238 % |
1,799 % |
6,120 % |
|
6 |
1,122 % |
5,844 % |
7,113 % |
0,260 % |
1,890 % |
6,523 % |
|
7 |
1,234 % |
6,061 % |
7,209 % |
0,280 % |
1,974 % |
6,898 % |
|
8 |
1,325 % |
6,224 % |
7,296 % |
0,298 % |
2,051 % |
7,242 % |
|
9 |
1,400 % |
6,364 % |
7,384 % |
0,315 % |
2,124 % |
7,557 % |
|
10 |
1,462 % |
6,483 % |
7,480 % |
0,332 % |
2,192 % |
7,842 % |
|
11 |
1,513 % |
6,569 % |
7,585 % |
0,374 % |
2,248 % |
8,099 % |
|
12 |
1,559 % |
6,627 % |
7,695 % |
0,438 % |
2,293 % |
8,325 % |
|
13 |
1,601 % |
6,664 % |
7,804 % |
0,515 % |
2,331 % |
8,518 % |
|
14 |
1,644 % |
6,685 % |
7,906 % |
0,599 % |
2,364 % |
8,673 % |
|
15 |
1,689 % |
6,694 % |
8,000 % |
0,687 % |
2,394 % |
8,789 % |
|
16 |
1,737 % |
6,695 % |
8,082 % |
0,776 % |
2,421 % |
8,862 % |
|
17 |
1,786 % |
6,689 % |
8,150 % |
0,864 % |
2,447 % |
8,901 % |
|
18 |
1,835 % |
6,677 % |
8,203 % |
0,951 % |
2,472 % |
8,913 % |
|
19 |
1,885 % |
6,662 % |
8,237 % |
1,036 % |
2,497 % |
8,902 % |
|
20 |
1,934 % |
6,644 % |
8,251 % |
1,117 % |
2,522 % |
8,876 % |
|
21 |
1,981 % |
6,625 % |
8,244 % |
1,196 % |
2,547 % |
8,836 % |
|
22 |
2,028 % |
6,603 % |
8,218 % |
1,272 % |
2,573 % |
8,786 % |
|
23 |
2,073 % |
6,581 % |
8,179 % |
1,344 % |
2,598 % |
8,730 % |
|
24 |
2,117 % |
6,558 % |
8,129 % |
1,414 % |
2,623 % |
8,668 % |
|
25 |
2,159 % |
6,535 % |
8,071 % |
1,480 % |
2,648 % |
8,602 % |
|
26 |
2,199 % |
6,512 % |
8,008 % |
1,543 % |
2,672 % |
8,534 % |
|
27 |
2,238 % |
6,489 % |
7,940 % |
1,604 % |
2,695 % |
8,465 % |
|
28 |
2,276 % |
6,466 % |
7,869 % |
1,661 % |
2,718 % |
8,396 % |
|
29 |
2,312 % |
6,444 % |
7,797 % |
1,717 % |
2,740 % |
8,327 % |
|
30 |
2,346 % |
6,422 % |
7,725 % |
1,769 % |
2,762 % |
8,258 % |
|
31 |
2,379 % |
6,400 % |
7,652 % |
1,819 % |
2,782 % |
8,191 % |
|
32 |
2,411 % |
6,379 % |
7,580 % |
1,867 % |
2,802 % |
8,125 % |
|
33 |
2,441 % |
6,359 % |
7,510 % |
1,913 % |
2,822 % |
8,061 % |
|
34 |
2,470 % |
6,339 % |
7,441 % |
1,957 % |
2,840 % |
7,998 % |
|
35 |
2,498 % |
6,319 % |
7,373 % |
1,999 % |
2,858 % |
7,938 % |
|
36 |
2,525 % |
6,301 % |
7,307 % |
2,039 % |
2,875 % |
7,879 % |
|
37 |
2,551 % |
6,283 % |
7,244 % |
2,077 % |
2,892 % |
7,822 % |
|
38 |
2,575 % |
6,265 % |
7,182 % |
2,114 % |
2,908 % |
7,767 % |
|
39 |
2,599 % |
6,248 % |
7,122 % |
2,149 % |
2,923 % |
7,715 % |
|
40 |
2,622 % |
6,232 % |
7,064 % |
2,182 % |
2,938 % |
7,664 % |
|
41 |
2,644 % |
6,216 % |
7,009 % |
2,215 % |
2,953 % |
7,615 % |
|
42 |
2,665 % |
6,201 % |
6,955 % |
2,245 % |
2,966 % |
7,567 % |
|
43 |
2,685 % |
6,186 % |
6,903 % |
2,275 % |
2,980 % |
7,522 % |
|
44 |
2,704 % |
6,172 % |
6,853 % |
2,304 % |
2,993 % |
7,478 % |
|
45 |
2,723 % |
6,158 % |
6,805 % |
2,331 % |
3,005 % |
7,436 % |
|
46 |
2,741 % |
6,145 % |
6,759 % |
2,357 % |
3,017 % |
7,395 % |
|
47 |
2,758 % |
6,132 % |
6,714 % |
2,383 % |
3,029 % |
7,356 % |
|
48 |
2,775 % |
6,120 % |
6,671 % |
2,407 % |
3,040 % |
7,319 % |
|
49 |
2,791 % |
6,108 % |
6,630 % |
2,431 % |
3,050 % |
7,282 % |
|
50 |
2,807 % |
6,097 % |
6,590 % |
2,453 % |
3,061 % |
7,247 % |
|
51 |
2,821 % |
6,085 % |
6,551 % |
2,475 % |
3,071 % |
7,214 % |
|
52 |
2,836 % |
6,075 % |
6,514 % |
2,496 % |
3,080 % |
7,181 % |
|
53 |
2,850 % |
6,064 % |
6,478 % |
2,516 % |
3,090 % |
7,150 % |
|
54 |
2,863 % |
6,054 % |
6,444 % |
2,536 % |
3,099 % |
7,119 % |
|
55 |
2,876 % |
6,044 % |
6,410 % |
2,555 % |
3,108 % |
7,090 % |
|
56 |
2,889 % |
6,035 % |
6,378 % |
2,573 % |
3,116 % |
7,062 % |
|
57 |
2,901 % |
6,026 % |
6,347 % |
2,591 % |
3,124 % |
7,035 % |
|
58 |
2,913 % |
6,017 % |
6,317 % |
2,608 % |
3,132 % |
7,008 % |
|
59 |
2,924 % |
6,008 % |
6,288 % |
2,624 % |
3,140 % |
6,983 % |
|
60 |
2,935 % |
6,000 % |
6,260 % |
2,640 % |
3,148 % |
6,958 % |
|
61 |
2,946 % |
5,992 % |
6,232 % |
2,656 % |
3,155 % |
6,934 % |
|
62 |
2,956 % |
5,984 % |
6,206 % |
2,671 % |
3,162 % |
6,911 % |
|
63 |
2,966 % |
5,977 % |
6,181 % |
2,685 % |
3,169 % |
6,889 % |
|
64 |
2,976 % |
5,969 % |
6,156 % |
2,700 % |
3,175 % |
6,867 % |
|
65 |
2,986 % |
5,962 % |
6,132 % |
2,713 % |
3,182 % |
6,846 % |
|
66 |
2,995 % |
5,955 % |
6,108 % |
2,727 % |
3,188 % |
6,825 % |
|
67 |
3,004 % |
5,949 % |
6,086 % |
2,739 % |
3,194 % |
6,805 % |
|
68 |
3,012 % |
5,942 % |
6,064 % |
2,752 % |
3,200 % |
6,786 % |
|
69 |
3,021 % |
5,936 % |
6,043 % |
2,764 % |
3,206 % |
6,767 % |
|
70 |
3,029 % |
5,929 % |
6,022 % |
2,776 % |
3,211 % |
6,749 % |
|
71 |
3,037 % |
5,923 % |
6,002 % |
2,788 % |
3,217 % |
6,732 % |
|
72 |
3,045 % |
5,918 % |
5,982 % |
2,799 % |
3,222 % |
6,714 % |
|
73 |
3,052 % |
5,912 % |
5,963 % |
2,810 % |
3,227 % |
6,698 % |
|
74 |
3,060 % |
5,906 % |
5,945 % |
2,820 % |
3,232 % |
6,682 % |
|
75 |
3,067 % |
5,901 % |
5,927 % |
2,831 % |
3,237 % |
6,666 % |
|
76 |
3,074 % |
5,896 % |
5,909 % |
2,841 % |
3,242 % |
6,650 % |
|
77 |
3,081 % |
5,891 % |
5,892 % |
2,850 % |
3,246 % |
6,635 % |
|
78 |
3,087 % |
5,886 % |
5,875 % |
2,860 % |
3,251 % |
6,621 % |
|
79 |
3,094 % |
5,881 % |
5,859 % |
2,869 % |
3,255 % |
6,606 % |
|
80 |
3,100 % |
5,876 % |
5,843 % |
2,878 % |
3,259 % |
6,593 % |
|
81 |
3,106 % |
5,871 % |
5,828 % |
2,887 % |
3,264 % |
6,579 % |
|
82 |
3,112 % |
5,867 % |
5,813 % |
2,896 % |
3,268 % |
6,566 % |
|
83 |
3,118 % |
5,862 % |
5,798 % |
2,904 % |
3,272 % |
6,553 % |
|
84 |
3,124 % |
5,858 % |
5,784 % |
2,913 % |
3,275 % |
6,540 % |
|
85 |
3,129 % |
5,854 % |
5,770 % |
2,921 % |
3,279 % |
6,528 % |
|
86 |
3,135 % |
5,850 % |
5,756 % |
2,929 % |
3,283 % |
6,516 % |
|
87 |
3,140 % |
5,846 % |
5,743 % |
2,936 % |
3,287 % |
6,504 % |
|
88 |
3,145 % |
5,842 % |
5,730 % |
2,944 % |
3,290 % |
6,493 % |
|
89 |
3,150 % |
5,838 % |
5,717 % |
2,951 % |
3,294 % |
6,482 % |
|
90 |
3,155 % |
5,834 % |
5,704 % |
2,958 % |
3,297 % |
6,471 % |
|
91 |
3,160 % |
5,831 % |
5,692 % |
2,965 % |
3,300 % |
6,460 % |
|
92 |
3,165 % |
5,827 % |
5,680 % |
2,972 % |
3,304 % |
6,449 % |
|
93 |
3,170 % |
5,823 % |
5,669 % |
2,979 % |
3,307 % |
6,439 % |
|
94 |
3,174 % |
5,820 % |
5,657 % |
2,985 % |
3,310 % |
6,429 % |
|
95 |
3,179 % |
5,817 % |
5,646 % |
2,992 % |
3,313 % |
6,419 % |
|
96 |
3,183 % |
5,813 % |
5,635 % |
2,998 % |
3,316 % |
6,410 % |
|
97 |
3,187 % |
5,810 % |
5,624 % |
3,004 % |
3,319 % |
6,400 % |
|
98 |
3,192 % |
5,807 % |
5,614 % |
3,010 % |
3,322 % |
6,391 % |
|
99 |
3,196 % |
5,804 % |
5,603 % |
3,016 % |
3,324 % |
6,382 % |
|
100 |
3,200 % |
5,801 % |
5,593 % |
3,022 % |
3,327 % |
6,373 % |
|
101 |
3,204 % |
5,798 % |
5,584 % |
3,028 % |
3,330 % |
6,364 % |
|
102 |
3,208 % |
5,795 % |
5,574 % |
3,034 % |
3,333 % |
6,356 % |
|
103 |
3,211 % |
5,792 % |
5,564 % |
3,039 % |
3,335 % |
6,348 % |
|
104 |
3,215 % |
5,789 % |
5,555 % |
3,044 % |
3,338 % |
6,339 % |
|
105 |
3,219 % |
5,786 % |
5,546 % |
3,050 % |
3,340 % |
6,331 % |
|
106 |
3,222 % |
5,784 % |
5,537 % |
3,055 % |
3,343 % |
6,324 % |
|
107 |
3,226 % |
5,781 % |
5,528 % |
3,060 % |
3,345 % |
6,316 % |
|
108 |
3,229 % |
5,778 % |
5,519 % |
3,065 % |
3,347 % |
6,308 % |
|
109 |
3,233 % |
5,776 % |
5,511 % |
3,070 % |
3,350 % |
6,301 % |
|
110 |
3,236 % |
5,773 % |
5,503 % |
3,075 % |
3,352 % |
6,293 % |
|
111 |
3,239 % |
5,771 % |
5,495 % |
3,079 % |
3,354 % |
6,286 % |
|
112 |
3,243 % |
5,768 % |
5,487 % |
3,084 % |
3,356 % |
6,279 % |
|
113 |
3,246 % |
5,766 % |
5,479 % |
3,089 % |
3,359 % |
6,272 % |
|
114 |
3,249 % |
5,764 % |
5,471 % |
3,093 % |
3,361 % |
6,266 % |
|
115 |
3,252 % |
5,761 % |
5,463 % |
3,097 % |
3,363 % |
6,259 % |
|
116 |
3,255 % |
5,759 % |
5,456 % |
3,102 % |
3,365 % |
6,252 % |
|
117 |
3,258 % |
5,757 % |
5,448 % |
3,106 % |
3,367 % |
6,246 % |
|
118 |
3,261 % |
5,755 % |
5,441 % |
3,110 % |
3,369 % |
6,239 % |
|
119 |
3,263 % |
5,753 % |
5,434 % |
3,114 % |
3,371 % |
6,233 % |
|
120 |
3,266 % |
5,751 % |
5,427 % |
3,118 % |
3,373 % |
6,227 % |
|
121 |
3,269 % |
5,748 % |
5,420 % |
3,122 % |
3,375 % |
6,221 % |
|
122 |
3,272 % |
5,746 % |
5,414 % |
3,126 % |
3,376 % |
6,215 % |
|
123 |
3,274 % |
5,744 % |
5,407 % |
3,130 % |
3,378 % |
6,209 % |
|
124 |
3,277 % |
5,742 % |
5,400 % |
3,134 % |
3,380 % |
6,204 % |
|
125 |
3,280 % |
5,741 % |
5,394 % |
3,138 % |
3,382 % |
6,198 % |
|
126 |
3,282 % |
5,739 % |
5,388 % |
3,141 % |
3,383 % |
6,192 % |
|
127 |
3,285 % |
5,737 % |
5,381 % |
3,145 % |
3,385 % |
6,187 % |
|
128 |
3,287 % |
5,735 % |
5,375 % |
3,148 % |
3,387 % |
6,182 % |
|
129 |
3,290 % |
5,733 % |
5,369 % |
3,152 % |
3,388 % |
6,176 % |
|
130 |
3,292 % |
5,731 % |
5,363 % |
3,155 % |
3,390 % |
6,171 % |
|
131 |
3,294 % |
5,730 % |
5,357 % |
3,159 % |
3,392 % |
6,166 % |
|
132 |
3,297 % |
5,728 % |
5,352 % |
3,162 % |
3,393 % |
6,161 % |
|
133 |
3,299 % |
5,726 % |
5,346 % |
3,165 % |
3,395 % |
6,156 % |
|
134 |
3,301 % |
5,724 % |
5,340 % |
3,169 % |
3,396 % |
6,151 % |
|
135 |
3,303 % |
5,723 % |
5,335 % |
3,172 % |
3,398 % |
6,146 % |
|
136 |
3,305 % |
5,721 % |
5,330 % |
3,175 % |
3,399 % |
6,141 % |
|
137 |
3,308 % |
5,719 % |
5,324 % |
3,178 % |
3,401 % |
6,137 % |
|
138 |
3,310 % |
5,718 % |
5,319 % |
3,181 % |
3,402 % |
6,132 % |
|
139 |
3,312 % |
5,716 % |
5,314 % |
3,184 % |
3,404 % |
6,127 % |
|
140 |
3,314 % |
5,715 % |
5,309 % |
3,187 % |
3,405 % |
6,123 % |
|
141 |
3,316 % |
5,713 % |
5,304 % |
3,190 % |
3,406 % |
6,119 % |
|
142 |
3,318 % |
5,712 % |
5,299 % |
3,193 % |
3,408 % |
6,114 % |
|
143 |
3,320 % |
5,710 % |
5,294 % |
3,196 % |
3,409 % |
6,110 % |
|
144 |
3,322 % |
5,709 % |
5,289 % |
3,198 % |
3,410 % |
6,106 % |
|
145 |
3,324 % |
5,707 % |
5,284 % |
3,201 % |
3,412 % |
6,101 % |
|
146 |
3,326 % |
5,706 % |
5,279 % |
3,204 % |
3,413 % |
6,097 % |
|
147 |
3,328 % |
5,704 % |
5,275 % |
3,207 % |
3,414 % |
6,093 % |
|
148 |
3,329 % |
5,703 % |
5,270 % |
3,209 % |
3,416 % |
6,089 % |
|
149 |
3,331 % |
5,702 % |
5,266 % |
3,212 % |
3,417 % |
6,085 % |
|
150 |
3,333 % |
5,700 % |
5,261 % |
3,214 % |
3,418 % |
6,081 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
8,451 % |
2,162 % |
1,642 % |
6,830 % |
0,200 % |
1,254 % |
|
2 |
9,187 % |
2,229 % |
1,993 % |
6,848 % |
0,469 % |
1,460 % |
|
3 |
9,707 % |
2,340 % |
2,342 % |
6,871 % |
0,787 % |
1,575 % |
|
4 |
10,078 % |
2,450 % |
2,627 % |
6,881 % |
1,034 % |
1,670 % |
|
5 |
10,359 % |
2,544 % |
2,854 % |
6,896 % |
1,220 % |
1,722 % |
|
6 |
10,574 % |
2,619 % |
3,043 % |
6,915 % |
1,363 % |
1,749 % |
|
7 |
10,733 % |
2,682 % |
3,202 % |
6,941 % |
1,475 % |
1,773 % |
|
8 |
10,854 % |
2,740 % |
3,338 % |
6,974 % |
1,563 % |
1,800 % |
|
9 |
10,959 % |
2,795 % |
3,459 % |
7,010 % |
1,631 % |
1,822 % |
|
10 |
11,039 % |
2,849 % |
3,575 % |
7,048 % |
1,682 % |
1,831 % |
|
11 |
11,067 % |
2,903 % |
3,681 % |
7,094 % |
1,718 % |
1,824 % |
|
12 |
11,049 % |
2,957 % |
3,782 % |
7,142 % |
1,745 % |
1,809 % |
|
13 |
10,998 % |
3,009 % |
3,878 % |
7,186 % |
1,767 % |
1,791 % |
|
14 |
10,922 % |
3,060 % |
3,971 % |
7,220 % |
1,786 % |
1,774 % |
|
15 |
10,827 % |
3,108 % |
4,059 % |
7,239 % |
1,805 % |
1,760 % |
|
16 |
10,720 % |
3,155 % |
4,141 % |
7,241 % |
1,825 % |
1,751 % |
|
17 |
10,603 % |
3,200 % |
4,215 % |
7,227 % |
1,846 % |
1,749 % |
|
18 |
10,481 % |
3,242 % |
4,281 % |
7,203 % |
1,869 % |
1,752 % |
|
19 |
10,354 % |
3,283 % |
4,337 % |
7,170 % |
1,895 % |
1,762 % |
|
20 |
10,226 % |
3,322 % |
4,381 % |
7,131 % |
1,925 % |
1,779 % |
|
21 |
10,098 % |
3,359 % |
4,414 % |
7,088 % |
1,957 % |
1,803 % |
|
22 |
9,970 % |
3,394 % |
4,436 % |
7,041 % |
1,991 % |
1,833 % |
|
23 |
9,845 % |
3,428 % |
4,450 % |
6,993 % |
2,027 % |
1,865 % |
|
24 |
9,722 % |
3,460 % |
4,458 % |
6,943 % |
2,064 % |
1,900 % |
|
25 |
9,602 % |
3,491 % |
4,460 % |
6,892 % |
2,101 % |
1,937 % |
|
26 |
9,486 % |
3,520 % |
4,458 % |
6,842 % |
2,137 % |
1,974 % |
|
27 |
9,373 % |
3,547 % |
4,453 % |
6,792 % |
2,173 % |
2,012 % |
|
28 |
9,264 % |
3,574 % |
4,446 % |
6,743 % |
2,209 % |
2,049 % |
|
29 |
9,159 % |
3,599 % |
4,436 % |
6,695 % |
2,243 % |
2,086 % |
|
30 |
9,057 % |
3,624 % |
4,425 % |
6,647 % |
2,277 % |
2,122 % |
|
31 |
8,960 % |
3,647 % |
4,412 % |
6,601 % |
2,310 % |
2,158 % |
|
32 |
8,867 % |
3,669 % |
4,399 % |
6,557 % |
2,342 % |
2,193 % |
|
33 |
8,777 % |
3,690 % |
4,385 % |
6,513 % |
2,372 % |
2,226 % |
|
34 |
8,691 % |
3,710 % |
4,371 % |
6,471 % |
2,402 % |
2,259 % |
|
35 |
8,608 % |
3,730 % |
4,356 % |
6,431 % |
2,431 % |
2,291 % |
|
36 |
8,529 % |
3,748 % |
4,342 % |
6,392 % |
2,458 % |
2,321 % |
|
37 |
8,454 % |
3,766 % |
4,327 % |
6,354 % |
2,485 % |
2,351 % |
|
38 |
8,381 % |
3,783 % |
4,313 % |
6,318 % |
2,511 % |
2,380 % |
|
39 |
8,311 % |
3,800 % |
4,299 % |
6,283 % |
2,535 % |
2,407 % |
|
40 |
8,245 % |
3,816 % |
4,285 % |
6,249 % |
2,559 % |
2,434 % |
|
41 |
8,181 % |
3,831 % |
4,271 % |
6,216 % |
2,582 % |
2,459 % |
|
42 |
8,119 % |
3,845 % |
4,258 % |
6,185 % |
2,604 % |
2,484 % |
|
43 |
8,060 % |
3,859 % |
4,245 % |
6,155 % |
2,625 % |
2,508 % |
|
44 |
8,004 % |
3,873 % |
4,232 % |
6,126 % |
2,646 % |
2,531 % |
|
45 |
7,950 % |
3,886 % |
4,220 % |
6,098 % |
2,666 % |
2,553 % |
|
46 |
7,897 % |
3,898 % |
4,207 % |
6,071 % |
2,685 % |
2,575 % |
|
47 |
7,847 % |
3,910 % |
4,196 % |
6,045 % |
2,703 % |
2,595 % |
|
48 |
7,799 % |
3,922 % |
4,184 % |
6,020 % |
2,721 % |
2,615 % |
|
49 |
7,753 % |
3,933 % |
4,173 % |
5,996 % |
2,738 % |
2,634 % |
|
50 |
7,708 % |
3,944 % |
4,163 % |
5,973 % |
2,754 % |
2,653 % |
|
51 |
7,665 % |
3,954 % |
4,152 % |
5,950 % |
2,770 % |
2,671 % |
|
52 |
7,624 % |
3,964 % |
4,142 % |
5,929 % |
2,786 % |
2,688 % |
|
53 |
7,584 % |
3,974 % |
4,132 % |
5,908 % |
2,801 % |
2,704 % |
|
54 |
7,545 % |
3,983 % |
4,123 % |
5,887 % |
2,815 % |
2,721 % |
|
55 |
7,508 % |
3,992 % |
4,114 % |
5,868 % |
2,829 % |
2,736 % |
|
56 |
7,472 % |
4,001 % |
4,105 % |
5,849 % |
2,842 % |
2,751 % |
|
57 |
7,438 % |
4,009 % |
4,096 % |
5,831 % |
2,855 % |
2,766 % |
|
58 |
7,404 % |
4,018 % |
4,088 % |
5,813 % |
2,868 % |
2,780 % |
|
59 |
7,372 % |
4,026 % |
4,080 % |
5,796 % |
2,880 % |
2,793 % |
|
60 |
7,341 % |
4,033 % |
4,072 % |
5,780 % |
2,892 % |
2,807 % |
|
61 |
7,310 % |
4,041 % |
4,065 % |
5,764 % |
2,903 % |
2,819 % |
|
62 |
7,281 % |
4,048 % |
4,057 % |
5,748 % |
2,914 % |
2,832 % |
|
63 |
7,253 % |
4,055 % |
4,050 % |
5,733 % |
2,925 % |
2,844 % |
|
64 |
7,225 % |
4,062 % |
4,043 % |
5,719 % |
2,935 % |
2,856 % |
|
65 |
7,199 % |
4,068 % |
4,036 % |
5,705 % |
2,945 % |
2,867 % |
|
66 |
7,173 % |
4,075 % |
4,030 % |
5,691 % |
2,955 % |
2,878 % |
|
67 |
7,148 % |
4,081 % |
4,023 % |
5,678 % |
2,965 % |
2,889 % |
|
68 |
7,123 % |
4,087 % |
4,017 % |
5,665 % |
2,974 % |
2,899 % |
|
69 |
7,100 % |
4,093 % |
4,011 % |
5,652 % |
2,983 % |
2,909 % |
|
70 |
7,077 % |
4,099 % |
4,005 % |
5,640 % |
2,992 % |
2,919 % |
|
71 |
7,054 % |
4,104 % |
4,000 % |
5,628 % |
3,000 % |
2,928 % |
|
72 |
7,033 % |
4,110 % |
3,994 % |
5,617 % |
3,009 % |
2,938 % |
|
73 |
7,012 % |
4,115 % |
3,989 % |
5,606 % |
3,017 % |
2,947 % |
|
74 |
6,991 % |
4,120 % |
3,984 % |
5,595 % |
3,024 % |
2,955 % |
|
75 |
6,971 % |
4,125 % |
3,979 % |
5,584 % |
3,032 % |
2,964 % |
|
76 |
6,951 % |
4,130 % |
3,974 % |
5,574 % |
3,039 % |
2,972 % |
|
77 |
6,933 % |
4,135 % |
3,969 % |
5,564 % |
3,047 % |
2,980 % |
|
78 |
6,914 % |
4,140 % |
3,964 % |
5,554 % |
3,054 % |
2,988 % |
|
79 |
6,896 % |
4,144 % |
3,959 % |
5,544 % |
3,061 % |
2,996 % |
|
80 |
6,878 % |
4,149 % |
3,955 % |
5,535 % |
3,067 % |
3,003 % |
|
81 |
6,861 % |
4,153 % |
3,950 % |
5,526 % |
3,074 % |
3,011 % |
|
82 |
6,845 % |
4,157 % |
3,946 % |
5,517 % |
3,080 % |
3,018 % |
|
83 |
6,828 % |
4,161 % |
3,942 % |
5,508 % |
3,086 % |
3,025 % |
|
84 |
6,812 % |
4,165 % |
3,938 % |
5,500 % |
3,093 % |
3,032 % |
|
85 |
6,797 % |
4,169 % |
3,934 % |
5,492 % |
3,099 % |
3,038 % |
|
86 |
6,782 % |
4,173 % |
3,930 % |
5,484 % |
3,104 % |
3,045 % |
|
87 |
6,767 % |
4,177 % |
3,926 % |
5,476 % |
3,110 % |
3,051 % |
|
88 |
6,752 % |
4,180 % |
3,923 % |
5,468 % |
3,116 % |
3,057 % |
|
89 |
6,738 % |
4,184 % |
3,919 % |
5,460 % |
3,121 % |
3,064 % |
|
90 |
6,724 % |
4,187 % |
3,915 % |
5,453 % |
3,126 % |
3,069 % |
|
91 |
6,711 % |
4,191 % |
3,912 % |
5,446 % |
3,131 % |
3,075 % |
|
92 |
6,698 % |
4,194 % |
3,909 % |
5,439 % |
3,137 % |
3,081 % |
|
93 |
6,685 % |
4,197 % |
3,905 % |
5,432 % |
3,142 % |
3,087 % |
|
94 |
6,672 % |
4,201 % |
3,902 % |
5,425 % |
3,146 % |
3,092 % |
|
95 |
6,660 % |
4,204 % |
3,899 % |
5,419 % |
3,151 % |
3,097 % |
|
96 |
6,648 % |
4,207 % |
3,896 % |
5,412 % |
3,156 % |
3,103 % |
|
97 |
6,636 % |
4,210 % |
3,893 % |
5,406 % |
3,160 % |
3,108 % |
|
98 |
6,624 % |
4,213 % |
3,890 % |
5,400 % |
3,165 % |
3,113 % |
|
99 |
6,613 % |
4,216 % |
3,887 % |
5,394 % |
3,169 % |
3,118 % |
|
100 |
6,601 % |
4,219 % |
3,884 % |
5,388 % |
3,174 % |
3,122 % |
|
101 |
6,590 % |
4,221 % |
3,881 % |
5,382 % |
3,178 % |
3,127 % |
|
102 |
6,580 % |
4,224 % |
3,878 % |
5,376 % |
3,182 % |
3,132 % |
|
103 |
6,569 % |
4,227 % |
3,876 % |
5,370 % |
3,186 % |
3,136 % |
|
104 |
6,559 % |
4,229 % |
3,873 % |
5,365 % |
3,190 % |
3,141 % |
|
105 |
6,549 % |
4,232 % |
3,870 % |
5,360 % |
3,194 % |
3,145 % |
|
106 |
6,539 % |
4,234 % |
3,868 % |
5,354 % |
3,198 % |
3,149 % |
|
107 |
6,529 % |
4,237 % |
3,865 % |
5,349 % |
3,201 % |
3,154 % |
|
108 |
6,519 % |
4,239 % |
3,863 % |
5,344 % |
3,205 % |
3,158 % |
|
109 |
6,510 % |
4,242 % |
3,860 % |
5,339 % |
3,209 % |
3,162 % |
|
110 |
6,501 % |
4,244 % |
3,858 % |
5,334 % |
3,212 % |
3,166 % |
|
111 |
6,492 % |
4,246 % |
3,856 % |
5,329 % |
3,216 % |
3,170 % |
|
112 |
6,483 % |
4,249 % |
3,853 % |
5,325 % |
3,219 % |
3,173 % |
|
113 |
6,474 % |
4,251 % |
3,851 % |
5,320 % |
3,223 % |
3,177 % |
|
114 |
6,466 % |
4,253 % |
3,849 % |
5,315 % |
3,226 % |
3,181 % |
|
115 |
6,457 % |
4,255 % |
3,847 % |
5,311 % |
3,229 % |
3,185 % |
|
116 |
6,449 % |
4,257 % |
3,845 % |
5,306 % |
3,232 % |
3,188 % |
|
117 |
6,441 % |
4,259 % |
3,843 % |
5,302 % |
3,235 % |
3,192 % |
|
118 |
6,433 % |
4,261 % |
3,841 % |
5,298 % |
3,238 % |
3,195 % |
|
119 |
6,425 % |
4,263 % |
3,838 % |
5,294 % |
3,242 % |
3,198 % |
|
120 |
6,417 % |
4,265 % |
3,837 % |
5,289 % |
3,245 % |
3,202 % |
|
121 |
6,409 % |
4,267 % |
3,835 % |
5,285 % |
3,247 % |
3,205 % |
|
122 |
6,402 % |
4,269 % |
3,833 % |
5,281 % |
3,250 % |
3,208 % |
|
123 |
6,395 % |
4,271 % |
3,831 % |
5,277 % |
3,253 % |
3,212 % |
|
124 |
6,387 % |
4,273 % |
3,829 % |
5,274 % |
3,256 % |
3,215 % |
|
125 |
6,380 % |
4,275 % |
3,827 % |
5,270 % |
3,259 % |
3,218 % |
|
126 |
6,373 % |
4,277 % |
3,825 % |
5,266 % |
3,261 % |
3,221 % |
|
127 |
6,366 % |
4,278 % |
3,823 % |
5,262 % |
3,264 % |
3,224 % |
|
128 |
6,359 % |
4,280 % |
3,822 % |
5,259 % |
3,267 % |
3,227 % |
|
129 |
6,353 % |
4,282 % |
3,820 % |
5,255 % |
3,269 % |
3,230 % |
|
130 |
6,346 % |
4,283 % |
3,818 % |
5,252 % |
3,272 % |
3,232 % |
|
131 |
6,340 % |
4,285 % |
3,817 % |
5,248 % |
3,274 % |
3,235 % |
|
132 |
6,333 % |
4,287 % |
3,815 % |
5,245 % |
3,277 % |
3,238 % |
|
133 |
6,327 % |
4,288 % |
3,813 % |
5,242 % |
3,279 % |
3,241 % |
|
134 |
6,321 % |
4,290 % |
3,812 % |
5,238 % |
3,282 % |
3,243 % |
|
135 |
6,315 % |
4,291 % |
3,810 % |
5,235 % |
3,284 % |
3,246 % |
|
136 |
6,309 % |
4,293 % |
3,809 % |
5,232 % |
3,286 % |
3,249 % |
|
137 |
6,303 % |
4,295 % |
3,807 % |
5,229 % |
3,289 % |
3,251 % |
|
138 |
6,297 % |
4,296 % |
3,806 % |
5,225 % |
3,291 % |
3,254 % |
|
139 |
6,291 % |
4,297 % |
3,804 % |
5,222 % |
3,293 % |
3,256 % |
|
140 |
6,286 % |
4,299 % |
3,803 % |
5,219 % |
3,295 % |
3,259 % |
|
141 |
6,280 % |
4,300 % |
3,801 % |
5,216 % |
3,297 % |
3,261 % |
|
142 |
6,274 % |
4,302 % |
3,800 % |
5,213 % |
3,299 % |
3,263 % |
|
143 |
6,269 % |
4,303 % |
3,798 % |
5,211 % |
3,302 % |
3,266 % |
|
144 |
6,264 % |
4,304 % |
3,797 % |
5,208 % |
3,304 % |
3,268 % |
|
145 |
6,258 % |
4,306 % |
3,796 % |
5,205 % |
3,306 % |
3,270 % |
|
146 |
6,253 % |
4,307 % |
3,794 % |
5,202 % |
3,308 % |
3,273 % |
|
147 |
6,248 % |
4,308 % |
3,793 % |
5,199 % |
3,310 % |
3,275 % |
|
148 |
6,243 % |
4,310 % |
3,792 % |
5,197 % |
3,312 % |
3,277 % |
|
149 |
6,238 % |
4,311 % |
3,790 % |
5,194 % |
3,314 % |
3,279 % |
|
150 |
6,233 % |
4,312 % |
3,789 % |
5,191 % |
3,316 % |
3,281 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
17,721 % |
0,072 % |
-0,109 % |
|
2 |
17,964 % |
0,282 % |
-0,092 % |
|
3 |
18,231 % |
0,555 % |
-0,086 % |
|
4 |
18,400 % |
0,783 % |
-0,081 % |
|
5 |
18,498 % |
0,965 % |
-0,073 % |
|
6 |
18,528 % |
1,105 % |
-0,060 % |
|
7 |
18,506 % |
1,217 % |
-0,045 % |
|
8 |
18,441 % |
1,304 % |
-0,028 % |
|
9 |
18,326 % |
1,376 % |
-0,008 % |
|
10 |
18,168 % |
1,434 % |
0,014 % |
|
11 |
17,977 % |
1,489 % |
0,036 % |
|
12 |
17,759 % |
1,537 % |
0,060 % |
|
13 |
17,519 % |
1,574 % |
0,087 % |
|
14 |
17,263 % |
1,603 % |
0,114 % |
|
15 |
16,992 % |
1,629 % |
0,141 % |
|
16 |
16,712 % |
1,654 % |
0,167 % |
|
17 |
16,425 % |
1,676 % |
0,192 % |
|
18 |
16,133 % |
1,696 % |
0,216 % |
|
19 |
15,840 % |
1,713 % |
0,240 % |
|
20 |
15,547 % |
1,725 % |
0,264 % |
|
21 |
15,257 % |
1,733 % |
0,289 % |
|
22 |
14,971 % |
1,739 % |
0,311 % |
|
23 |
14,691 % |
1,743 % |
0,332 % |
|
24 |
14,417 % |
1,746 % |
0,350 % |
|
25 |
14,151 % |
1,750 % |
0,363 % |
|
26 |
13,893 % |
1,753 % |
0,374 % |
|
27 |
13,644 % |
1,756 % |
0,384 % |
|
28 |
13,404 % |
1,754 % |
0,397 % |
|
29 |
13,173 % |
1,748 % |
0,415 % |
|
30 |
12,951 % |
1,737 % |
0,441 % |
|
31 |
12,738 % |
1,718 % |
0,474 % |
|
32 |
12,534 % |
1,696 % |
0,514 % |
|
33 |
12,339 % |
1,672 % |
0,559 % |
|
34 |
12,153 % |
1,646 % |
0,607 % |
|
35 |
11,974 % |
1,622 % |
0,656 % |
|
36 |
11,803 % |
1,598 % |
0,708 % |
|
37 |
11,640 % |
1,576 % |
0,759 % |
|
38 |
11,484 % |
1,557 % |
0,811 % |
|
39 |
11,334 % |
1,540 % |
0,863 % |
|
40 |
11,192 % |
1,526 % |
0,914 % |
|
41 |
11,055 % |
1,514 % |
0,965 % |
|
42 |
10,924 % |
1,506 % |
1,014 % |
|
43 |
10,799 % |
1,500 % |
1,063 % |
|
44 |
10,679 % |
1,497 % |
1,110 % |
|
45 |
10,564 % |
1,497 % |
1,156 % |
|
46 |
10,454 % |
1,500 % |
1,201 % |
|
47 |
10,348 % |
1,505 % |
1,245 % |
|
48 |
10,246 % |
1,513 % |
1,287 % |
|
49 |
10,149 % |
1,524 % |
1,329 % |
|
50 |
10,055 % |
1,537 % |
1,369 % |
|
51 |
9,965 % |
1,554 % |
1,407 % |
|
52 |
9,878 % |
1,572 % |
1,445 % |
|
53 |
9,794 % |
1,592 % |
1,482 % |
|
54 |
9,714 % |
1,614 % |
1,517 % |
|
55 |
9,636 % |
1,637 % |
1,551 % |
|
56 |
9,561 % |
1,660 % |
1,585 % |
|
57 |
9,489 % |
1,684 % |
1,617 % |
|
58 |
9,419 % |
1,708 % |
1,648 % |
|
59 |
9,352 % |
1,732 % |
1,678 % |
|
60 |
9,287 % |
1,756 % |
1,708 % |
|
61 |
9,224 % |
1,781 % |
1,736 % |
|
62 |
9,163 % |
1,805 % |
1,764 % |
|
63 |
9,104 % |
1,829 % |
1,791 % |
|
64 |
9,047 % |
1,852 % |
1,817 % |
|
65 |
8,991 % |
1,876 % |
1,843 % |
|
66 |
8,938 % |
1,899 % |
1,867 % |
|
67 |
8,886 % |
1,921 % |
1,891 % |
|
68 |
8,835 % |
1,944 % |
1,914 % |
|
69 |
8,786 % |
1,966 % |
1,937 % |
|
70 |
8,738 % |
1,987 % |
1,959 % |
|
71 |
8,692 % |
2,008 % |
1,980 % |
|
72 |
8,647 % |
2,029 % |
2,001 % |
|
73 |
8,603 % |
2,049 % |
2,022 % |
|
74 |
8,561 % |
2,069 % |
2,041 % |
|
75 |
8,520 % |
2,088 % |
2,061 % |
|
76 |
8,479 % |
2,107 % |
2,079 % |
|
77 |
8,440 % |
2,126 % |
2,098 % |
|
78 |
8,402 % |
2,144 % |
2,115 % |
|
79 |
8,365 % |
2,162 % |
2,133 % |
|
80 |
8,328 % |
2,179 % |
2,150 % |
|
81 |
8,293 % |
2,196 % |
2,166 % |
|
82 |
8,258 % |
2,213 % |
2,182 % |
|
83 |
8,225 % |
2,229 % |
2,198 % |
|
84 |
8,192 % |
2,245 % |
2,213 % |
|
85 |
8,160 % |
2,261 % |
2,228 % |
|
86 |
8,129 % |
2,276 % |
2,243 % |
|
87 |
8,098 % |
2,291 % |
2,257 % |
|
88 |
8,068 % |
2,306 % |
2,272 % |
|
89 |
8,039 % |
2,320 % |
2,285 % |
|
90 |
8,010 % |
2,334 % |
2,299 % |
|
91 |
7,982 % |
2,348 % |
2,312 % |
|
92 |
7,955 % |
2,361 % |
2,325 % |
|
93 |
7,928 % |
2,374 % |
2,337 % |
|
94 |
7,902 % |
2,387 % |
2,349 % |
|
95 |
7,877 % |
2,400 % |
2,361 % |
|
96 |
7,852 % |
2,412 % |
2,373 % |
|
97 |
7,827 % |
2,424 % |
2,385 % |
|
98 |
7,803 % |
2,436 % |
2,396 % |
|
99 |
7,780 % |
2,448 % |
2,407 % |
|
100 |
7,757 % |
2,459 % |
2,418 % |
|
101 |
7,734 % |
2,470 % |
2,429 % |
|
102 |
7,712 % |
2,481 % |
2,439 % |
|
103 |
7,690 % |
2,492 % |
2,449 % |
|
104 |
7,669 % |
2,503 % |
2,460 % |
|
105 |
7,648 % |
2,513 % |
2,469 % |
|
106 |
7,628 % |
2,523 % |
2,479 % |
|
107 |
7,608 % |
2,533 % |
2,489 % |
|
108 |
7,588 % |
2,543 % |
2,498 % |
|
109 |
7,569 % |
2,553 % |
2,507 % |
|
110 |
7,550 % |
2,562 % |
2,516 % |
|
111 |
7,531 % |
2,572 % |
2,525 % |
|
112 |
7,513 % |
2,581 % |
2,533 % |
|
113 |
7,495 % |
2,590 % |
2,542 % |
|
114 |
7,477 % |
2,598 % |
2,550 % |
|
115 |
7,460 % |
2,607 % |
2,559 % |
|
116 |
7,443 % |
2,616 % |
2,567 % |
|
117 |
7,426 % |
2,624 % |
2,575 % |
|
118 |
7,409 % |
2,632 % |
2,582 % |
|
119 |
7,393 % |
2,640 % |
2,590 % |
|
120 |
7,377 % |
2,648 % |
2,598 % |
|
121 |
7,362 % |
2,656 % |
2,605 % |
|
122 |
7,346 % |
2,664 % |
2,612 % |
|
123 |
7,331 % |
2,671 % |
2,620 % |
|
124 |
7,316 % |
2,679 % |
2,627 % |
|
125 |
7,302 % |
2,686 % |
2,634 % |
|
126 |
7,287 % |
2,693 % |
2,640 % |
|
127 |
7,273 % |
2,701 % |
2,647 % |
|
128 |
7,259 % |
2,708 % |
2,654 % |
|
129 |
7,245 % |
2,714 % |
2,660 % |
|
130 |
7,232 % |
2,721 % |
2,667 % |
|
131 |
7,218 % |
2,728 % |
2,673 % |
|
132 |
7,205 % |
2,734 % |
2,679 % |
|
133 |
7,192 % |
2,741 % |
2,685 % |
|
134 |
7,180 % |
2,747 % |
2,692 % |
|
135 |
7,167 % |
2,754 % |
2,697 % |
|
136 |
7,155 % |
2,760 % |
2,703 % |
|
137 |
7,143 % |
2,766 % |
2,709 % |
|
138 |
7,131 % |
2,772 % |
2,715 % |
|
139 |
7,119 % |
2,778 % |
2,721 % |
|
140 |
7,107 % |
2,784 % |
2,726 % |
|
141 |
7,096 % |
2,789 % |
2,732 % |
|
142 |
7,084 % |
2,795 % |
2,737 % |
|
143 |
7,073 % |
2,801 % |
2,742 % |
|
144 |
7,062 % |
2,806 % |
2,747 % |
|
145 |
7,051 % |
2,812 % |
2,753 % |
|
146 |
7,041 % |
2,817 % |
2,758 % |
|
147 |
7,030 % |
2,822 % |
2,763 % |
|
148 |
7,020 % |
2,828 % |
2,768 % |
|
149 |
7,009 % |
2,833 % |
2,773 % |
|
150 |
6,999 % |
2,838 % |
2,777 % |
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 |
30 |
5 |
0 |
23 |
1 |
|
2 |
0 |
0 |
37 |
5 |
0 |
39 |
0 |
|
3 |
0 |
0 |
42 |
5 |
1 |
44 |
0 |
|
4 |
0 |
2 |
45 |
5 |
2 |
45 |
0 |
|
5 |
0 |
3 |
49 |
5 |
4 |
48 |
0 |
|
6 |
1 |
4 |
52 |
5 |
6 |
51 |
0 |
|
7 |
1 |
5 |
55 |
5 |
8 |
52 |
0 |
|
8 |
2 |
6 |
56 |
5 |
10 |
52 |
0 |
|
9 |
3 |
7 |
58 |
5 |
12 |
49 |
0 |
|
10 |
3 |
8 |
60 |
5 |
13 |
48 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
371 |
4 |
15 |
|
2 |
0 |
0 |
0 |
0 |
231 |
4 |
21 |
|
3 |
0 |
0 |
0 |
0 |
205 |
4 |
23 |
|
4 |
2 |
0 |
0 |
0 |
179 |
4 |
24 |
|
5 |
3 |
0 |
0 |
0 |
165 |
4 |
25 |
|
6 |
4 |
0 |
0 |
0 |
162 |
4 |
27 |
|
7 |
5 |
0 |
0 |
0 |
159 |
4 |
28 |
|
8 |
6 |
0 |
1 |
0 |
163 |
3 |
29 |
|
9 |
7 |
0 |
2 |
0 |
165 |
1 |
29 |
|
10 |
8 |
0 |
3 |
0 |
167 |
4 |
29 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
4 |
5 |
0 |
15 |
0 |
4 |
|
2 |
14 |
10 |
11 |
0 |
21 |
0 |
4 |
|
3 |
18 |
13 |
14 |
0 |
23 |
0 |
4 |
|
4 |
21 |
15 |
16 |
0 |
24 |
0 |
4 |
|
5 |
24 |
17 |
18 |
0 |
25 |
0 |
4 |
|
6 |
25 |
18 |
20 |
0 |
27 |
0 |
4 |
|
7 |
27 |
20 |
21 |
0 |
28 |
0 |
4 |
|
8 |
28 |
21 |
23 |
0 |
29 |
0 |
4 |
|
9 |
30 |
22 |
24 |
1 |
29 |
0 |
4 |
|
10 |
31 |
23 |
25 |
2 |
29 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
23 |
9 |
11 |
17 |
5 |
0 |
0 |
|
2 |
39 |
16 |
15 |
20 |
11 |
0 |
0 |
|
3 |
44 |
18 |
17 |
24 |
14 |
0 |
0 |
|
4 |
45 |
19 |
18 |
28 |
16 |
0 |
0 |
|
5 |
48 |
21 |
19 |
32 |
18 |
0 |
0 |
|
6 |
51 |
22 |
21 |
35 |
20 |
0 |
0 |
|
7 |
52 |
23 |
22 |
36 |
21 |
0 |
0 |
|
8 |
52 |
25 |
23 |
38 |
23 |
0 |
0 |
|
9 |
49 |
26 |
24 |
38 |
24 |
0 |
0 |
|
10 |
48 |
24 |
24 |
38 |
25 |
0 |
0 |
|
Duration (in years) |
Liechtenstein |
Norway |
Switzerland |
Australia |
Brazil |
Canada |
Chile |
|
1 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
2 |
0 |
0 |
0 |
0 |
12 |
0 |
18 |
|
3 |
0 |
0 |
0 |
0 |
12 |
0 |
18 |
|
4 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
5 |
0 |
0 |
0 |
0 |
12 |
0 |
16 |
|
6 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
7 |
0 |
0 |
0 |
0 |
12 |
0 |
14 |
|
8 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
9 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
10 |
0 |
0 |
0 |
0 |
12 |
0 |
13 |
|
Duration (in years) |
China |
Colombia |
Hong Kong |
India |
Japan |
Malaysia |
Mexico |
|
1 |
0 |
12 |
0 |
10 |
0 |
0 |
9 |
|
2 |
0 |
18 |
0 |
10 |
0 |
0 |
9 |
|
3 |
2 |
28 |
0 |
10 |
0 |
0 |
10 |
|
4 |
3 |
35 |
0 |
10 |
0 |
0 |
10 |
|
5 |
3 |
37 |
0 |
10 |
0 |
0 |
10 |
|
6 |
3 |
40 |
0 |
10 |
0 |
0 |
10 |
|
7 |
4 |
42 |
0 |
10 |
0 |
0 |
10 |
|
8 |
8 |
40 |
0 |
10 |
0 |
0 |
10 |
|
9 |
5 |
37 |
0 |
10 |
0 |
0 |
10 |
|
10 |
5 |
39 |
0 |
10 |
1 |
0 |
10 |
|
Duration (in years) |
New Zealand |
Russia |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
|
1 |
0 |
0 |
0 |
7 |
9 |
1 |
4 |
|
2 |
0 |
0 |
0 |
9 |
12 |
0 |
4 |
|
3 |
0 |
0 |
0 |
10 |
12 |
0 |
4 |
|
4 |
0 |
0 |
0 |
10 |
14 |
0 |
4 |
|
5 |
0 |
2 |
0 |
10 |
15 |
0 |
4 |
|
6 |
0 |
5 |
0 |
12 |
15 |
0 |
4 |
|
7 |
0 |
7 |
0 |
14 |
16 |
0 |
4 |
|
8 |
0 |
11 |
0 |
15 |
16 |
0 |
4 |
|
9 |
0 |
17 |
0 |
16 |
16 |
0 |
4 |
|
10 |
0 |
17 |
0 |
18 |
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 |
7 |
20 |
43 |
114 |
226 |
530 |
1 205 |
|
2 |
7 |
20 |
43 |
114 |
226 |
530 |
969 |
|
3 |
8 |
22 |
44 |
108 |
223 |
526 |
790 |
|
4 |
9 |
24 |
47 |
110 |
222 |
525 |
654 |
|
5 |
10 |
27 |
52 |
113 |
222 |
525 |
550 |
|
6 |
11 |
29 |
55 |
118 |
222 |
525 |
525 |
|
7 |
13 |
31 |
57 |
121 |
222 |
525 |
525 |
|
8 |
13 |
32 |
57 |
120 |
222 |
525 |
525 |
|
9 |
13 |
33 |
57 |
119 |
222 |
525 |
525 |
|
10 |
13 |
34 |
57 |
119 |
222 |
525 |
525 |
|
11 |
14 |
35 |
58 |
119 |
222 |
525 |
525 |
|
12 |
14 |
36 |
58 |
119 |
222 |
525 |
525 |
|
13 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
|
14 |
15 |
37 |
58 |
119 |
222 |
525 |
525 |
|
15 |
15 |
37 |
58 |
119 |
222 |
525 |
525 |
|
16 |
15 |
37 |
58 |
119 |
222 |
525 |
525 |
|
17 |
15 |
37 |
58 |
119 |
222 |
525 |
525 |
|
18 |
15 |
37 |
58 |
119 |
222 |
525 |
525 |
|
19 |
15 |
37 |
58 |
119 |
222 |
525 |
525 |
|
20 |
15 |
37 |
58 |
119 |
222 |
525 |
525 |
|
21 |
15 |
37 |
58 |
119 |
222 |
525 |
525 |
|
22 |
17 |
37 |
58 |
119 |
222 |
525 |
525 |
|
23 |
17 |
37 |
58 |
119 |
222 |
525 |
525 |
|
24 |
18 |
37 |
58 |
119 |
222 |
525 |
525 |
|
25 |
18 |
37 |
58 |
119 |
222 |
525 |
525 |
|
26 |
19 |
37 |
58 |
119 |
222 |
525 |
525 |
|
27 |
19 |
37 |
58 |
119 |
222 |
525 |
525 |
|
28 |
21 |
37 |
58 |
119 |
222 |
525 |
525 |
|
29 |
21 |
37 |
58 |
119 |
222 |
525 |
525 |
|
30 |
22 |
37 |
58 |
119 |
222 |
525 |
525 |
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 |
14 |
28 |
51 |
122 |
234 |
538 |
1 261 |
|
2 |
16 |
30 |
53 |
124 |
236 |
540 |
1 017 |
|
3 |
18 |
32 |
55 |
118 |
233 |
537 |
830 |
|
4 |
19 |
34 |
57 |
120 |
232 |
536 |
686 |
|
5 |
20 |
36 |
62 |
123 |
231 |
535 |
576 |
|
6 |
20 |
38 |
64 |
127 |
231 |
534 |
534 |
|
7 |
21 |
39 |
66 |
129 |
230 |
534 |
534 |
|
8 |
20 |
39 |
65 |
127 |
229 |
533 |
533 |
|
9 |
20 |
40 |
64 |
126 |
229 |
533 |
533 |
|
10 |
20 |
41 |
64 |
126 |
228 |
532 |
532 |
|
11 |
20 |
41 |
64 |
125 |
228 |
531 |
531 |
|
12 |
20 |
41 |
63 |
125 |
227 |
531 |
531 |
|
13 |
20 |
41 |
63 |
124 |
227 |
530 |
530 |
|
14 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
|
15 |
19 |
41 |
62 |
123 |
226 |
529 |
529 |
|
16 |
18 |
40 |
61 |
123 |
225 |
529 |
529 |
|
17 |
18 |
40 |
61 |
123 |
225 |
529 |
529 |
|
18 |
18 |
40 |
61 |
123 |
225 |
529 |
529 |
|
19 |
18 |
40 |
61 |
123 |
225 |
529 |
529 |
|
20 |
19 |
40 |
62 |
123 |
226 |
529 |
529 |
|
21 |
19 |
41 |
62 |
123 |
226 |
529 |
529 |
|
22 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
|
23 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
|
24 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
|
25 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
|
26 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
|
27 |
21 |
41 |
62 |
124 |
226 |
530 |
530 |
|
28 |
21 |
41 |
62 |
124 |
226 |
530 |
530 |
|
29 |
22 |
41 |
62 |
123 |
226 |
530 |
530 |
|
30 |
22 |
41 |
62 |
123 |
226 |
530 |
530 |
2.3
Danish krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
20 |
43 |
114 |
226 |
530 |
1 205 |
|
2 |
6 |
20 |
43 |
114 |
226 |
530 |
969 |
|
3 |
7 |
22 |
44 |
108 |
223 |
526 |
790 |
|
4 |
9 |
24 |
47 |
110 |
222 |
525 |
654 |
|
5 |
10 |
27 |
52 |
113 |
222 |
525 |
550 |
|
6 |
11 |
29 |
55 |
118 |
222 |
525 |
525 |
|
7 |
12 |
31 |
57 |
120 |
222 |
525 |
525 |
|
8 |
12 |
32 |
57 |
119 |
222 |
525 |
525 |
|
9 |
13 |
32 |
57 |
119 |
222 |
525 |
525 |
|
10 |
13 |
34 |
57 |
119 |
222 |
525 |
525 |
|
11 |
14 |
35 |
58 |
119 |
222 |
525 |
525 |
|
12 |
14 |
36 |
58 |
119 |
222 |
525 |
525 |
|
13 |
14 |
36 |
58 |
119 |
222 |
525 |
525 |
|
14 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
|
15 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
|
16 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
|
17 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
|
18 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
|
19 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
|
20 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
|
21 |
15 |
36 |
58 |
119 |
222 |
525 |
525 |
|
22 |
17 |
36 |
58 |
119 |
222 |
525 |
525 |
|
23 |
17 |
36 |
58 |
119 |
222 |
525 |
525 |
|
24 |
18 |
36 |
58 |
119 |
222 |
525 |
525 |
|
25 |
18 |
36 |
58 |
119 |
222 |
525 |
525 |
|
26 |
19 |
36 |
58 |
119 |
222 |
525 |
525 |
|
27 |
19 |
36 |
58 |
119 |
222 |
525 |
525 |
|
28 |
21 |
36 |
58 |
119 |
222 |
525 |
525 |
|
29 |
21 |
37 |
58 |
119 |
222 |
525 |
525 |
|
30 |
22 |
37 |
58 |
119 |
222 |
525 |
525 |
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 |
77 |
90 |
114 |
185 |
297 |
601 |
1 243 |
|
2 |
74 |
87 |
111 |
181 |
294 |
597 |
1 004 |
|
3 |
78 |
92 |
115 |
178 |
293 |
597 |
821 |
|
4 |
77 |
93 |
116 |
179 |
290 |
594 |
681 |
|
5 |
77 |
93 |
119 |
180 |
288 |
592 |
592 |
|
6 |
76 |
94 |
120 |
183 |
287 |
590 |
590 |
|
7 |
76 |
94 |
120 |
184 |
285 |
588 |
588 |
|
8 |
75 |
94 |
119 |
182 |
284 |
587 |
587 |
|
9 |
74 |
94 |
118 |
180 |
283 |
587 |
587 |
|
10 |
71 |
92 |
115 |
177 |
280 |
583 |
583 |
|
11 |
69 |
90 |
113 |
175 |
277 |
581 |
581 |
|
12 |
69 |
90 |
112 |
173 |
276 |
580 |
580 |
|
13 |
68 |
90 |
111 |
173 |
275 |
579 |
579 |
|
14 |
68 |
90 |
111 |
172 |
275 |
579 |
579 |
|
15 |
68 |
90 |
111 |
172 |
275 |
578 |
578 |
|
16 |
67 |
89 |
110 |
172 |
274 |
578 |
578 |
|
17 |
67 |
89 |
110 |
171 |
274 |
577 |
577 |
|
18 |
66 |
88 |
109 |
171 |
273 |
577 |
577 |
|
19 |
66 |
87 |
109 |
170 |
273 |
576 |
576 |
|
20 |
65 |
87 |
108 |
169 |
272 |
576 |
576 |
|
21 |
64 |
86 |
107 |
169 |
271 |
575 |
575 |
|
22 |
64 |
85 |
107 |
168 |
271 |
574 |
574 |
|
23 |
63 |
85 |
106 |
167 |
270 |
573 |
573 |
|
24 |
62 |
84 |
105 |
166 |
269 |
572 |
572 |
|
25 |
61 |
83 |
104 |
165 |
268 |
571 |
571 |
|
26 |
60 |
82 |
103 |
164 |
267 |
570 |
570 |
|
27 |
59 |
81 |
102 |
163 |
266 |
569 |
569 |
|
28 |
58 |
80 |
101 |
162 |
265 |
568 |
568 |
|
29 |
57 |
79 |
100 |
161 |
264 |
567 |
567 |
|
30 |
56 |
78 |
99 |
160 |
263 |
566 |
566 |
2.5
Krona
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
10 |
24 |
47 |
118 |
230 |
534 |
1 214 |
|
2 |
12 |
25 |
49 |
119 |
232 |
535 |
978 |
|
3 |
14 |
29 |
51 |
115 |
229 |
533 |
798 |
|
4 |
16 |
31 |
54 |
117 |
229 |
532 |
661 |
|
5 |
18 |
34 |
59 |
121 |
229 |
533 |
556 |
|
6 |
19 |
36 |
63 |
125 |
229 |
533 |
533 |
|
7 |
20 |
38 |
64 |
128 |
229 |
532 |
532 |
|
8 |
19 |
38 |
64 |
126 |
228 |
532 |
532 |
|
9 |
19 |
39 |
63 |
125 |
228 |
532 |
532 |
|
10 |
19 |
40 |
63 |
125 |
228 |
531 |
531 |
|
11 |
19 |
41 |
63 |
125 |
227 |
531 |
531 |
|
12 |
20 |
41 |
63 |
125 |
227 |
531 |
531 |
|
13 |
20 |
42 |
63 |
125 |
227 |
531 |
531 |
|
14 |
20 |
42 |
63 |
125 |
227 |
531 |
531 |
|
15 |
20 |
42 |
63 |
125 |
227 |
531 |
531 |
|
16 |
20 |
42 |
63 |
124 |
227 |
531 |
531 |
|
17 |
20 |
42 |
63 |
125 |
227 |
531 |
531 |
|
18 |
20 |
42 |
63 |
125 |
227 |
531 |
531 |
|
19 |
21 |
42 |
64 |
125 |
228 |
531 |
531 |
|
20 |
21 |
43 |
64 |
125 |
228 |
532 |
532 |
|
21 |
21 |
43 |
64 |
126 |
228 |
532 |
532 |
|
22 |
22 |
44 |
65 |
126 |
229 |
532 |
532 |
|
23 |
22 |
44 |
65 |
126 |
229 |
532 |
532 |
|
24 |
22 |
44 |
65 |
126 |
229 |
532 |
532 |
|
25 |
22 |
44 |
65 |
126 |
229 |
532 |
532 |
|
26 |
22 |
44 |
65 |
126 |
229 |
532 |
532 |
|
27 |
22 |
44 |
65 |
126 |
229 |
532 |
532 |
|
28 |
22 |
44 |
65 |
126 |
229 |
532 |
532 |
|
29 |
22 |
43 |
65 |
126 |
229 |
532 |
532 |
|
30 |
22 |
43 |
64 |
126 |
228 |
532 |
532 |
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 |
48 |
61 |
84 |
155 |
267 |
571 |
1 212 |
|
2 |
51 |
64 |
88 |
159 |
271 |
575 |
976 |
|
3 |
56 |
71 |
93 |
157 |
272 |
575 |
795 |
|
4 |
60 |
75 |
98 |
161 |
273 |
576 |
658 |
|
5 |
62 |
79 |
104 |
165 |
274 |
577 |
577 |
|
6 |
63 |
81 |
107 |
170 |
274 |
577 |
577 |
|
7 |
64 |
82 |
109 |
172 |
273 |
577 |
577 |
|
8 |
63 |
82 |
108 |
170 |
272 |
576 |
576 |
|
9 |
62 |
82 |
106 |
168 |
271 |
575 |
575 |
|
10 |
61 |
82 |
106 |
167 |
270 |
573 |
573 |
|
11 |
61 |
82 |
105 |
166 |
268 |
572 |
572 |
|
12 |
60 |
81 |
103 |
165 |
267 |
571 |
571 |
|
13 |
59 |
81 |
102 |
163 |
266 |
570 |
570 |
|
14 |
58 |
80 |
101 |
162 |
265 |
568 |
568 |
|
15 |
57 |
79 |
100 |
161 |
264 |
567 |
567 |
|
16 |
56 |
78 |
99 |
160 |
263 |
567 |
567 |
|
17 |
55 |
77 |
98 |
160 |
262 |
566 |
566 |
|
18 |
55 |
76 |
98 |
159 |
262 |
565 |
565 |
|
19 |
54 |
76 |
97 |
159 |
261 |
565 |
565 |
|
20 |
54 |
75 |
97 |
158 |
261 |
564 |
564 |
|
21 |
53 |
75 |
96 |
157 |
260 |
564 |
564 |
|
22 |
52 |
74 |
95 |
157 |
259 |
563 |
563 |
|
23 |
52 |
73 |
95 |
156 |
259 |
562 |
562 |
|
24 |
51 |
73 |
94 |
155 |
258 |
561 |
561 |
|
25 |
50 |
72 |
93 |
154 |
257 |
561 |
561 |
|
26 |
49 |
71 |
92 |
154 |
256 |
560 |
560 |
|
27 |
48 |
70 |
91 |
153 |
255 |
559 |
559 |
|
28 |
48 |
69 |
91 |
152 |
255 |
558 |
558 |
|
29 |
47 |
69 |
90 |
151 |
254 |
557 |
557 |
|
30 |
46 |
68 |
89 |
150 |
253 |
557 |
557 |
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 |
6 |
19 |
42 |
113 |
226 |
529 |
1 204 |
|
2 |
6 |
19 |
42 |
113 |
226 |
529 |
969 |
|
3 |
7 |
21 |
44 |
107 |
222 |
525 |
790 |
|
4 |
8 |
23 |
46 |
109 |
221 |
525 |
654 |
|
5 |
9 |
26 |
51 |
113 |
221 |
524 |
550 |
|
6 |
10 |
28 |
55 |
117 |
221 |
524 |
524 |
|
7 |
12 |
30 |
56 |
120 |
221 |
524 |
524 |
|
8 |
12 |
31 |
56 |
119 |
221 |
524 |
524 |
|
9 |
12 |
32 |
56 |
118 |
221 |
524 |
524 |
|
10 |
12 |
33 |
57 |
118 |
221 |
524 |
524 |
|
11 |
13 |
34 |
57 |
118 |
221 |
524 |
524 |
|
12 |
13 |
35 |
57 |
118 |
221 |
524 |
524 |
|
13 |
14 |
35 |
57 |
118 |
221 |
524 |
524 |
|
14 |
14 |
36 |
57 |
118 |
221 |
524 |
524 |
|
15 |
14 |
36 |
57 |
118 |
221 |
524 |
524 |
|
16 |
14 |
36 |
57 |
118 |
221 |
524 |
524 |
|
17 |
14 |
36 |
57 |
118 |
221 |
524 |
524 |
|
18 |
14 |
36 |
57 |
118 |
221 |
524 |
524 |
|
19 |
14 |
36 |
57 |
118 |
221 |
524 |
524 |
|
20 |
15 |
36 |
57 |
118 |
221 |
524 |
524 |
|
21 |
15 |
36 |
57 |
118 |
221 |
524 |
524 |
|
22 |
17 |
36 |
57 |
118 |
221 |
524 |
524 |
|
23 |
17 |
36 |
57 |
118 |
221 |
524 |
524 |
|
24 |
18 |
36 |
57 |
118 |
221 |
524 |
524 |
|
25 |
18 |
36 |
57 |
118 |
221 |
525 |
525 |
|
26 |
19 |
36 |
57 |
118 |
221 |
525 |
525 |
|
27 |
19 |
36 |
57 |
118 |
221 |
525 |
525 |
|
28 |
21 |
36 |
57 |
118 |
221 |
525 |
525 |
|
29 |
21 |
36 |
57 |
118 |
221 |
525 |
525 |
|
30 |
22 |
36 |
57 |
118 |
221 |
525 |
525 |
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 |
8 |
24 |
53 |
145 |
244 |
548 |
1 223 |
|
2 |
8 |
24 |
53 |
145 |
244 |
548 |
986 |
|
3 |
9 |
26 |
53 |
131 |
241 |
544 |
805 |
|
4 |
10 |
28 |
55 |
122 |
239 |
542 |
667 |
|
5 |
12 |
30 |
57 |
112 |
238 |
541 |
560 |
|
6 |
14 |
34 |
60 |
105 |
237 |
540 |
540 |
|
7 |
16 |
36 |
61 |
99 |
236 |
539 |
539 |
|
8 |
17 |
38 |
60 |
92 |
235 |
538 |
538 |
|
9 |
20 |
45 |
63 |
87 |
234 |
537 |
537 |
|
10 |
19 |
44 |
61 |
84 |
233 |
536 |
536 |
|
11 |
18 |
43 |
60 |
84 |
232 |
536 |
536 |
|
12 |
18 |
43 |
60 |
86 |
231 |
535 |
535 |
|
13 |
18 |
43 |
61 |
86 |
230 |
534 |
534 |
|
14 |
18 |
43 |
61 |
86 |
230 |
533 |
533 |
|
15 |
18 |
43 |
61 |
86 |
229 |
532 |
532 |
|
16 |
18 |
43 |
61 |
86 |
228 |
531 |
531 |
|
17 |
18 |
43 |
61 |
86 |
227 |
530 |
530 |
|
18 |
18 |
43 |
61 |
86 |
226 |
530 |
530 |
|
19 |
18 |
43 |
61 |
86 |
226 |
530 |
530 |
|
20 |
18 |
43 |
61 |
86 |
226 |
530 |
530 |
|
21 |
18 |
43 |
61 |
86 |
227 |
530 |
530 |
|
22 |
18 |
43 |
61 |
86 |
226 |
530 |
530 |
|
23 |
18 |
43 |
61 |
86 |
226 |
529 |
529 |
|
24 |
18 |
43 |
61 |
86 |
225 |
529 |
529 |
|
25 |
18 |
43 |
61 |
86 |
225 |
528 |
528 |
|
26 |
19 |
43 |
61 |
86 |
224 |
528 |
528 |
|
27 |
19 |
43 |
61 |
86 |
223 |
527 |
527 |
|
28 |
21 |
43 |
61 |
86 |
223 |
527 |
527 |
|
29 |
21 |
43 |
61 |
86 |
222 |
526 |
526 |
|
30 |
22 |
43 |
61 |
86 |
222 |
526 |
526 |
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 |
84 |
98 |
121 |
192 |
304 |
608 |
1 264 |
|
2 |
83 |
96 |
120 |
190 |
303 |
606 |
1 021 |
|
3 |
82 |
97 |
119 |
183 |
298 |
601 |
835 |
|
4 |
82 |
97 |
120 |
183 |
295 |
598 |
692 |
|
5 |
81 |
97 |
123 |
184 |
292 |
596 |
596 |
|
6 |
80 |
98 |
124 |
187 |
290 |
594 |
594 |
|
7 |
79 |
97 |
124 |
187 |
288 |
592 |
592 |
|
8 |
77 |
96 |
121 |
184 |
286 |
590 |
590 |
|
9 |
75 |
95 |
119 |
181 |
284 |
587 |
587 |
|
10 |
74 |
95 |
118 |
180 |
282 |
586 |
586 |
|
11 |
73 |
94 |
117 |
178 |
281 |
585 |
585 |
|
12 |
72 |
93 |
115 |
177 |
279 |
583 |
583 |
|
13 |
71 |
93 |
114 |
175 |
278 |
582 |
582 |
|
14 |
70 |
91 |
113 |
174 |
277 |
580 |
580 |
|
15 |
68 |
90 |
111 |
173 |
275 |
579 |
579 |
|
16 |
67 |
89 |
110 |
172 |
274 |
578 |
578 |
|
17 |
66 |
88 |
109 |
171 |
273 |
577 |
577 |
|
18 |
65 |
87 |
108 |
170 |
272 |
576 |
576 |
|
19 |
64 |
86 |
107 |
169 |
271 |
575 |
575 |
|
20 |
64 |
85 |
107 |
168 |
271 |
574 |
574 |
|
21 |
63 |
85 |
106 |
167 |
270 |
573 |
573 |
|
22 |
62 |
84 |
105 |
166 |
269 |
572 |
572 |
|
23 |
61 |
83 |
104 |
165 |
268 |
571 |
571 |
|
24 |
60 |
82 |
103 |
164 |
267 |
570 |
570 |
|
25 |
59 |
80 |
102 |
163 |
266 |
569 |
569 |
|
26 |
58 |
79 |
101 |
162 |
264 |
568 |
568 |
|
27 |
57 |
78 |
99 |
161 |
263 |
567 |
567 |
|
28 |
55 |
77 |
98 |
160 |
262 |
566 |
566 |
|
29 |
54 |
76 |
97 |
159 |
261 |
565 |
565 |
|
30 |
53 |
75 |
96 |
158 |
260 |
564 |
564 |
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 |
57 |
70 |
93 |
164 |
276 |
580 |
1 218 |
|
2 |
56 |
69 |
92 |
163 |
276 |
579 |
985 |
|
3 |
56 |
70 |
93 |
156 |
271 |
575 |
806 |
|
4 |
57 |
72 |
95 |
158 |
270 |
573 |
668 |
|
5 |
56 |
73 |
98 |
160 |
268 |
572 |
572 |
|
6 |
56 |
73 |
100 |
163 |
266 |
570 |
570 |
|
7 |
56 |
74 |
101 |
164 |
265 |
569 |
569 |
|
8 |
54 |
74 |
99 |
161 |
264 |
567 |
567 |
|
9 |
53 |
73 |
98 |
159 |
262 |
566 |
566 |
|
10 |
53 |
73 |
97 |
158 |
261 |
565 |
565 |
|
11 |
52 |
73 |
96 |
158 |
260 |
564 |
564 |
|
12 |
52 |
74 |
96 |
157 |
259 |
563 |
563 |
|
13 |
52 |
73 |
95 |
156 |
259 |
562 |
562 |
|
14 |
51 |
73 |
94 |
156 |
258 |
562 |
562 |
|
15 |
51 |
73 |
94 |
155 |
258 |
561 |
561 |
|
16 |
50 |
72 |
93 |
154 |
257 |
560 |
560 |
|
17 |
49 |
71 |
92 |
154 |
256 |
560 |
560 |
|
18 |
49 |
71 |
92 |
153 |
256 |
559 |
559 |
|
19 |
48 |
70 |
91 |
153 |
255 |
559 |
559 |
|
20 |
48 |
70 |
91 |
153 |
255 |
559 |
559 |
|
21 |
48 |
70 |
91 |
152 |
255 |
559 |
559 |
|
22 |
47 |
69 |
91 |
152 |
254 |
558 |
558 |
|
23 |
47 |
69 |
90 |
151 |
254 |
558 |
558 |
|
24 |
46 |
68 |
89 |
151 |
253 |
557 |
557 |
|
25 |
46 |
68 |
89 |
150 |
253 |
556 |
556 |
|
26 |
45 |
67 |
88 |
149 |
252 |
556 |
556 |
|
27 |
44 |
66 |
87 |
149 |
251 |
555 |
555 |
|
28 |
44 |
65 |
87 |
148 |
251 |
554 |
554 |
|
29 |
43 |
65 |
86 |
147 |
250 |
554 |
554 |
|
30 |
42 |
64 |
85 |
147 |
249 |
553 |
553 |
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 |
44 |
68 |
139 |
251 |
555 |
1 233 |
|
2 |
32 |
45 |
69 |
140 |
252 |
555 |
995 |
|
3 |
32 |
47 |
69 |
133 |
248 |
551 |
813 |
|
4 |
33 |
48 |
71 |
134 |
246 |
549 |
674 |
|
5 |
33 |
50 |
75 |
137 |
245 |
549 |
566 |
|
6 |
34 |
51 |
78 |
141 |
244 |
548 |
548 |
|
7 |
34 |
53 |
79 |
142 |
243 |
547 |
547 |
|
8 |
33 |
53 |
78 |
140 |
242 |
546 |
546 |
|
9 |
33 |
53 |
77 |
139 |
242 |
545 |
545 |
|
10 |
33 |
53 |
77 |
138 |
241 |
545 |
545 |
|
11 |
33 |
54 |
76 |
138 |
240 |
544 |
544 |
|
12 |
32 |
54 |
76 |
137 |
240 |
543 |
543 |
|
13 |
32 |
54 |
75 |
136 |
239 |
543 |
543 |
|
14 |
32 |
53 |
74 |
136 |
238 |
542 |
542 |
|
15 |
31 |
53 |
74 |
135 |
238 |
541 |
541 |
|
16 |
30 |
52 |
73 |
135 |
237 |
541 |
541 |
|
17 |
30 |
52 |
73 |
134 |
237 |
540 |
540 |
|
18 |
29 |
51 |
73 |
134 |
236 |
540 |
540 |
|
19 |
29 |
51 |
72 |
134 |
236 |
540 |
540 |
|
20 |
29 |
51 |
72 |
134 |
236 |
540 |
540 |
|
21 |
29 |
51 |
73 |
134 |
236 |
540 |
540 |
|
22 |
29 |
51 |
72 |
134 |
236 |
540 |
540 |
|
23 |
29 |
51 |
72 |
134 |
236 |
540 |
540 |
|
24 |
29 |
51 |
72 |
133 |
236 |
540 |
540 |
|
25 |
29 |
51 |
72 |
133 |
236 |
539 |
539 |
|
26 |
28 |
50 |
71 |
133 |
235 |
539 |
539 |
|
27 |
28 |
50 |
71 |
133 |
235 |
539 |
539 |
|
28 |
28 |
50 |
71 |
132 |
235 |
538 |
538 |
|
29 |
28 |
49 |
71 |
132 |
235 |
538 |
538 |
|
30 |
27 |
49 |
70 |
132 |
234 |
538 |
538 |
2.12
Swiss franc
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
3 |
25 |
95 |
208 |
511 |
1 201 |
|
2 |
1 |
5 |
26 |
96 |
209 |
512 |
967 |
|
3 |
2 |
5 |
27 |
91 |
205 |
509 |
788 |
|
4 |
2 |
7 |
30 |
93 |
204 |
508 |
653 |
|
5 |
4 |
9 |
35 |
96 |
204 |
508 |
549 |
|
6 |
4 |
11 |
38 |
101 |
204 |
508 |
508 |
|
7 |
5 |
14 |
40 |
103 |
204 |
508 |
508 |
|
8 |
6 |
14 |
40 |
102 |
204 |
508 |
508 |
|
9 |
7 |
15 |
40 |
101 |
204 |
508 |
508 |
|
10 |
8 |
16 |
40 |
101 |
204 |
508 |
508 |
|
11 |
8 |
18 |
41 |
103 |
205 |
509 |
509 |
|
12 |
9 |
18 |
40 |
101 |
204 |
507 |
507 |
|
13 |
10 |
19 |
41 |
102 |
205 |
508 |
508 |
|
14 |
10 |
19 |
41 |
102 |
205 |
508 |
508 |
|
15 |
12 |
18 |
39 |
101 |
203 |
507 |
507 |
|
16 |
12 |
17 |
39 |
100 |
202 |
506 |
506 |
|
17 |
13 |
17 |
38 |
100 |
202 |
506 |
506 |
|
18 |
14 |
17 |
39 |
100 |
203 |
506 |
506 |
|
19 |
14 |
18 |
39 |
100 |
203 |
506 |
506 |
|
20 |
15 |
18 |
39 |
101 |
203 |
507 |
507 |
|
21 |
15 |
20 |
40 |
101 |
204 |
507 |
507 |
|
22 |
17 |
20 |
40 |
101 |
204 |
507 |
507 |
|
23 |
17 |
21 |
40 |
101 |
204 |
507 |
507 |
|
24 |
18 |
21 |
39 |
101 |
203 |
507 |
507 |
|
25 |
18 |
22 |
39 |
101 |
203 |
507 |
507 |
|
26 |
19 |
23 |
39 |
101 |
203 |
507 |
507 |
|
27 |
19 |
24 |
41 |
100 |
203 |
507 |
507 |
|
28 |
21 |
24 |
42 |
100 |
203 |
506 |
506 |
|
29 |
21 |
25 |
43 |
100 |
203 |
506 |
506 |
|
30 |
22 |
26 |
44 |
100 |
203 |
506 |
506 |
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 |
46 |
59 |
82 |
153 |
265 |
569 |
1 216 |
|
2 |
46 |
59 |
82 |
153 |
265 |
569 |
980 |
|
3 |
46 |
61 |
83 |
147 |
261 |
565 |
801 |
|
4 |
47 |
62 |
85 |
148 |
260 |
563 |
664 |
|
5 |
47 |
64 |
89 |
150 |
259 |
562 |
562 |
|
6 |
47 |
65 |
92 |
154 |
258 |
561 |
561 |
|
7 |
48 |
66 |
92 |
156 |
257 |
561 |
561 |
|
8 |
47 |
66 |
91 |
154 |
256 |
560 |
560 |
|
9 |
46 |
66 |
90 |
152 |
255 |
559 |
559 |
|
10 |
46 |
66 |
90 |
151 |
254 |
558 |
558 |
|
11 |
46 |
67 |
90 |
151 |
253 |
557 |
557 |
|
12 |
45 |
67 |
89 |
150 |
253 |
556 |
556 |
|
13 |
45 |
67 |
88 |
150 |
252 |
556 |
556 |
|
14 |
45 |
66 |
88 |
149 |
251 |
555 |
555 |
|
15 |
44 |
66 |
87 |
148 |
251 |
555 |
555 |
|
16 |
43 |
65 |
86 |
147 |
250 |
554 |
554 |
|
17 |
43 |
64 |
86 |
147 |
250 |
553 |
553 |
|
18 |
42 |
64 |
85 |
147 |
249 |
553 |
553 |
|
19 |
42 |
63 |
85 |
146 |
249 |
552 |
552 |
|
20 |
42 |
63 |
85 |
146 |
248 |
552 |
552 |
|
21 |
41 |
63 |
84 |
146 |
248 |
552 |
552 |
|
22 |
41 |
63 |
84 |
145 |
248 |
551 |
551 |
|
23 |
40 |
62 |
83 |
145 |
247 |
551 |
551 |
|
24 |
40 |
61 |
83 |
144 |
247 |
550 |
550 |
|
25 |
39 |
61 |
82 |
143 |
246 |
550 |
550 |
|
26 |
38 |
60 |
81 |
143 |
245 |
549 |
549 |
|
27 |
38 |
59 |
81 |
142 |
244 |
548 |
548 |
|
28 |
37 |
59 |
80 |
141 |
244 |
547 |
547 |
|
29 |
36 |
58 |
79 |
140 |
243 |
547 |
547 |
|
30 |
35 |
57 |
78 |
140 |
242 |
546 |
546 |
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 |
18 |
31 |
54 |
125 |
237 |
541 |
1 225 |
|
2 |
21 |
35 |
58 |
129 |
241 |
545 |
985 |
|
3 |
25 |
40 |
62 |
126 |
241 |
544 |
804 |
|
4 |
29 |
44 |
67 |
130 |
242 |
545 |
667 |
|
5 |
32 |
48 |
73 |
135 |
243 |
547 |
561 |
|
6 |
31 |
48 |
75 |
137 |
241 |
545 |
545 |
|
7 |
35 |
54 |
80 |
143 |
244 |
548 |
548 |
|
8 |
34 |
53 |
79 |
141 |
243 |
547 |
547 |
|
9 |
35 |
55 |
79 |
141 |
244 |
548 |
548 |
|
10 |
37 |
57 |
81 |
143 |
245 |
549 |
549 |
|
11 |
38 |
60 |
82 |
144 |
246 |
550 |
550 |
|
12 |
39 |
61 |
83 |
144 |
247 |
551 |
551 |
|
13 |
40 |
62 |
83 |
145 |
247 |
551 |
551 |
|
14 |
41 |
62 |
84 |
145 |
248 |
551 |
551 |
|
15 |
41 |
63 |
84 |
145 |
248 |
551 |
551 |
|
16 |
40 |
62 |
83 |
145 |
247 |
551 |
551 |
|
17 |
40 |
62 |
83 |
145 |
247 |
551 |
551 |
|
18 |
40 |
62 |
83 |
144 |
247 |
550 |
550 |
|
19 |
39 |
61 |
83 |
144 |
246 |
550 |
550 |
|
20 |
40 |
61 |
83 |
144 |
246 |
550 |
550 |
|
21 |
39 |
61 |
82 |
144 |
246 |
550 |
550 |
|
22 |
39 |
61 |
82 |
144 |
246 |
550 |
550 |
|
23 |
39 |
61 |
82 |
143 |
246 |
549 |
549 |
|
24 |
39 |
60 |
82 |
143 |
245 |
549 |
549 |
|
25 |
38 |
60 |
81 |
142 |
245 |
549 |
549 |
|
26 |
38 |
59 |
81 |
142 |
244 |
548 |
548 |
|
27 |
37 |
59 |
80 |
141 |
244 |
548 |
548 |
|
28 |
37 |
58 |
80 |
141 |
243 |
547 |
547 |
|
29 |
36 |
58 |
79 |
140 |
243 |
547 |
547 |
|
30 |
35 |
57 |
78 |
140 |
242 |
546 |
546 |
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 |
17 |
30 |
54 |
125 |
237 |
541 |
1 228 |
|
2 |
18 |
32 |
55 |
126 |
238 |
542 |
990 |
|
3 |
21 |
35 |
57 |
121 |
236 |
539 |
809 |
|
4 |
22 |
37 |
60 |
123 |
235 |
539 |
671 |
|
5 |
23 |
40 |
65 |
127 |
235 |
539 |
564 |
|
6 |
25 |
42 |
69 |
131 |
235 |
539 |
539 |
|
7 |
26 |
44 |
71 |
134 |
235 |
539 |
539 |
|
8 |
26 |
45 |
70 |
133 |
235 |
538 |
538 |
|
9 |
26 |
46 |
70 |
132 |
235 |
539 |
539 |
|
10 |
27 |
47 |
71 |
132 |
235 |
539 |
539 |
|
11 |
27 |
48 |
71 |
133 |
235 |
539 |
539 |
|
12 |
28 |
49 |
71 |
133 |
235 |
539 |
539 |
|
13 |
28 |
50 |
71 |
133 |
235 |
539 |
539 |
|
14 |
28 |
50 |
71 |
133 |
235 |
539 |
539 |
|
15 |
28 |
50 |
71 |
133 |
235 |
539 |
539 |
|
16 |
28 |
50 |
71 |
133 |
235 |
539 |
539 |
|
17 |
28 |
50 |
71 |
133 |
235 |
539 |
539 |
|
18 |
28 |
50 |
71 |
132 |
235 |
539 |
539 |
|
19 |
28 |
50 |
71 |
132 |
235 |
539 |
539 |
|
20 |
28 |
50 |
71 |
133 |
235 |
539 |
539 |
|
21 |
28 |
50 |
71 |
132 |
235 |
539 |
539 |
|
22 |
28 |
50 |
71 |
132 |
235 |
538 |
538 |
|
23 |
27 |
49 |
70 |
132 |
234 |
538 |
538 |
|
24 |
27 |
49 |
70 |
131 |
234 |
538 |
538 |
|
25 |
26 |
48 |
69 |
131 |
233 |
537 |
537 |
|
26 |
26 |
48 |
69 |
130 |
233 |
537 |
537 |
|
27 |
26 |
47 |
69 |
130 |
233 |
536 |
536 |
|
28 |
25 |
47 |
68 |
130 |
232 |
536 |
536 |
|
29 |
25 |
47 |
68 |
129 |
232 |
535 |
535 |
|
30 |
24 |
46 |
67 |
129 |
231 |
535 |
535 |
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 |
49 |
63 |
86 |
157 |
269 |
573 |
1 281 |
|
2 |
53 |
66 |
89 |
160 |
272 |
576 |
1 041 |
|
3 |
57 |
71 |
93 |
157 |
272 |
575 |
852 |
|
4 |
59 |
75 |
97 |
160 |
272 |
576 |
707 |
|
5 |
61 |
78 |
103 |
164 |
273 |
576 |
595 |
|
6 |
63 |
81 |
107 |
170 |
273 |
577 |
577 |
|
7 |
64 |
83 |
109 |
172 |
273 |
577 |
577 |
|
8 |
64 |
83 |
109 |
171 |
273 |
577 |
577 |
|
9 |
64 |
84 |
108 |
170 |
273 |
577 |
577 |
|
10 |
65 |
85 |
109 |
170 |
273 |
577 |
577 |
|
11 |
65 |
86 |
109 |
170 |
273 |
576 |
576 |
|
12 |
65 |
86 |
108 |
170 |
272 |
576 |
576 |
|
13 |
64 |
86 |
108 |
169 |
272 |
575 |
575 |
|
14 |
64 |
86 |
107 |
168 |
271 |
574 |
574 |
|
15 |
63 |
85 |
106 |
167 |
270 |
574 |
574 |
|
16 |
62 |
84 |
105 |
167 |
269 |
573 |
573 |
|
17 |
62 |
83 |
105 |
166 |
269 |
572 |
572 |
|
18 |
61 |
83 |
104 |
165 |
268 |
572 |
572 |
|
19 |
60 |
82 |
103 |
165 |
267 |
571 |
571 |
|
20 |
60 |
82 |
103 |
164 |
267 |
570 |
570 |
|
21 |
59 |
81 |
102 |
164 |
266 |
570 |
570 |
|
22 |
58 |
80 |
101 |
163 |
265 |
569 |
569 |
|
23 |
57 |
79 |
100 |
162 |
264 |
568 |
568 |
|
24 |
57 |
78 |
100 |
161 |
263 |
567 |
567 |
|
25 |
56 |
77 |
99 |
160 |
263 |
566 |
566 |
|
26 |
55 |
77 |
98 |
159 |
262 |
565 |
565 |
|
27 |
54 |
76 |
97 |
158 |
261 |
564 |
564 |
|
28 |
53 |
75 |
96 |
157 |
260 |
563 |
563 |
|
29 |
52 |
74 |
95 |
156 |
259 |
562 |
562 |
|
30 |
51 |
73 |
94 |
155 |
258 |
562 |
562 |
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 |
94 |
118 |
188 |
301 |
604 |
1 271 |
|
2 |
86 |
99 |
122 |
193 |
305 |
609 |
1 038 |
|
3 |
88 |
102 |
125 |
188 |
303 |
606 |
856 |
|
4 |
89 |
104 |
127 |
190 |
302 |
605 |
714 |
|
5 |
92 |
109 |
134 |
195 |
304 |
607 |
607 |
|
6 |
94 |
112 |
139 |
201 |
305 |
608 |
608 |
|
7 |
96 |
115 |
141 |
204 |
305 |
609 |
609 |
|
8 |
97 |
117 |
142 |
205 |
307 |
610 |
610 |
|
9 |
98 |
118 |
143 |
205 |
308 |
611 |
611 |
|
10 |
99 |
120 |
144 |
205 |
308 |
611 |
611 |
|
11 |
100 |
121 |
143 |
205 |
307 |
611 |
611 |
|
12 |
99 |
121 |
143 |
204 |
307 |
610 |
610 |
|
13 |
98 |
120 |
142 |
203 |
306 |
609 |
609 |
|
14 |
97 |
119 |
140 |
202 |
304 |
608 |
608 |
|
15 |
96 |
118 |
139 |
200 |
303 |
607 |
607 |
|
16 |
95 |
116 |
138 |
199 |
302 |
605 |
605 |
|
17 |
93 |
115 |
136 |
198 |
300 |
604 |
604 |
|
18 |
92 |
114 |
135 |
196 |
299 |
603 |
603 |
|
19 |
91 |
112 |
134 |
195 |
298 |
601 |
601 |
|
20 |
89 |
111 |
132 |
194 |
296 |
600 |
600 |
|
21 |
88 |
110 |
131 |
192 |
295 |
598 |
598 |
|
22 |
86 |
108 |
129 |
191 |
293 |
597 |
597 |
|
23 |
85 |
107 |
128 |
189 |
292 |
595 |
595 |
|
24 |
83 |
105 |
126 |
188 |
290 |
594 |
594 |
|
25 |
81 |
103 |
124 |
186 |
288 |
592 |
592 |
|
26 |
80 |
102 |
123 |
184 |
287 |
590 |
590 |
|
27 |
78 |
100 |
121 |
183 |
285 |
589 |
589 |
|
28 |
77 |
98 |
120 |
181 |
284 |
587 |
587 |
|
29 |
75 |
97 |
118 |
179 |
282 |
586 |
586 |
|
30 |
74 |
95 |
117 |
178 |
281 |
584 |
584 |
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 |
11 |
24 |
48 |
118 |
231 |
534 |
1 218 |
|
2 |
14 |
27 |
51 |
121 |
234 |
537 |
982 |
|
3 |
17 |
32 |
54 |
118 |
233 |
536 |
802 |
|
4 |
20 |
36 |
58 |
121 |
233 |
537 |
665 |
|
5 |
23 |
39 |
64 |
126 |
234 |
538 |
560 |
|
6 |
24 |
42 |
68 |
131 |
235 |
538 |
538 |
|
7 |
26 |
44 |
70 |
134 |
235 |
538 |
538 |
|
8 |
26 |
45 |
70 |
133 |
235 |
538 |
538 |
|
9 |
26 |
46 |
70 |
132 |
235 |
538 |
538 |
|
10 |
26 |
47 |
71 |
132 |
235 |
538 |
538 |
|
11 |
27 |
48 |
71 |
132 |
235 |
538 |
538 |
|
12 |
27 |
48 |
70 |
132 |
234 |
538 |
538 |
|
13 |
27 |
48 |
70 |
131 |
234 |
537 |
537 |
|
14 |
26 |
48 |
69 |
131 |
233 |
537 |
537 |
|
15 |
26 |
47 |
69 |
130 |
233 |
536 |
536 |
|
16 |
25 |
47 |
68 |
129 |
232 |
535 |
535 |
|
17 |
24 |
46 |
67 |
129 |
231 |
535 |
535 |
|
18 |
24 |
46 |
67 |
129 |
231 |
535 |
535 |
|
19 |
24 |
46 |
67 |
128 |
231 |
535 |
535 |
|
20 |
24 |
46 |
67 |
129 |
231 |
535 |
535 |
|
21 |
24 |
46 |
67 |
129 |
231 |
535 |
535 |
|
22 |
24 |
46 |
67 |
129 |
231 |
535 |
535 |
|
23 |
24 |
46 |
67 |
129 |
231 |
535 |
535 |
|
24 |
24 |
46 |
67 |
129 |
231 |
535 |
535 |
|
25 |
24 |
46 |
67 |
128 |
231 |
535 |
535 |
|
26 |
24 |
46 |
67 |
128 |
231 |
534 |
534 |
|
27 |
24 |
45 |
67 |
128 |
231 |
534 |
534 |
|
28 |
23 |
45 |
66 |
128 |
230 |
534 |
534 |
|
29 |
23 |
45 |
66 |
128 |
230 |
534 |
534 |
|
30 |
23 |
45 |
66 |
127 |
230 |
534 |
534 |
2.19
Indian rupee
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
95 |
108 |
132 |
202 |
315 |
618 |
1 286 |
|
2 |
96 |
109 |
133 |
203 |
316 |
619 |
1 042 |
|
3 |
97 |
112 |
134 |
198 |
312 |
616 |
854 |
|
4 |
99 |
114 |
137 |
200 |
312 |
615 |
710 |
|
5 |
100 |
117 |
142 |
203 |
311 |
615 |
615 |
|
6 |
101 |
118 |
145 |
207 |
311 |
615 |
615 |
|
7 |
101 |
120 |
146 |
210 |
311 |
614 |
614 |
|
8 |
101 |
121 |
146 |
208 |
310 |
614 |
614 |
|
9 |
101 |
121 |
145 |
207 |
310 |
613 |
613 |
|
10 |
100 |
120 |
144 |
205 |
308 |
612 |
612 |
|
11 |
99 |
120 |
143 |
204 |
307 |
610 |
610 |
|
12 |
97 |
119 |
141 |
202 |
305 |
608 |
608 |
|
13 |
96 |
118 |
139 |
201 |
303 |
607 |
607 |
|
14 |
94 |
116 |
137 |
199 |
301 |
605 |
605 |
|
15 |
93 |
114 |
136 |
197 |
300 |
603 |
603 |
|
16 |
91 |
112 |
134 |
195 |
298 |
601 |
601 |
|
17 |
89 |
111 |
132 |
194 |
296 |
600 |
600 |
|
18 |
88 |
109 |
131 |
192 |
295 |
598 |
598 |
|
19 |
86 |
108 |
129 |
191 |
293 |
597 |
597 |
|
20 |
85 |
107 |
128 |
190 |
292 |
596 |
596 |
|
21 |
84 |
106 |
127 |
189 |
291 |
595 |
595 |
|
22 |
83 |
105 |
126 |
187 |
290 |
594 |
594 |
|
23 |
82 |
104 |
125 |
186 |
289 |
592 |
592 |
|
24 |
81 |
102 |
124 |
185 |
288 |
591 |
591 |
|
25 |
79 |
101 |
122 |
184 |
286 |
590 |
590 |
|
26 |
78 |
100 |
121 |
183 |
285 |
589 |
589 |
|
27 |
77 |
99 |
120 |
181 |
284 |
588 |
588 |
|
28 |
76 |
98 |
119 |
180 |
283 |
586 |
586 |
|
29 |
75 |
97 |
118 |
179 |
282 |
585 |
585 |
|
30 |
74 |
95 |
117 |
178 |
281 |
584 |
584 |
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 |
319 |
332 |
356 |
427 |
539 |
843 |
1 326 |
|
2 |
85 |
98 |
121 |
192 |
304 |
608 |
1 074 |
|
3 |
88 |
102 |
125 |
188 |
303 |
607 |
879 |
|
4 |
92 |
107 |
130 |
193 |
305 |
608 |
729 |
|
5 |
94 |
111 |
136 |
197 |
306 |
609 |
614 |
|
6 |
96 |
113 |
140 |
203 |
306 |
610 |
610 |
|
7 |
97 |
116 |
142 |
206 |
307 |
610 |
610 |
|
8 |
98 |
117 |
143 |
205 |
307 |
611 |
611 |
|
9 |
99 |
119 |
143 |
205 |
308 |
611 |
611 |
|
10 |
99 |
120 |
143 |
205 |
307 |
611 |
611 |
|
11 |
100 |
121 |
143 |
205 |
307 |
611 |
611 |
|
12 |
100 |
122 |
144 |
205 |
308 |
611 |
611 |
|
13 |
101 |
123 |
144 |
205 |
308 |
612 |
612 |
|
14 |
102 |
123 |
145 |
206 |
308 |
612 |
612 |
|
15 |
102 |
124 |
145 |
207 |
309 |
613 |
613 |
|
16 |
103 |
125 |
146 |
208 |
310 |
614 |
614 |
|
17 |
104 |
126 |
147 |
209 |
311 |
615 |
615 |
|
18 |
105 |
127 |
148 |
210 |
312 |
616 |
616 |
|
19 |
106 |
128 |
149 |
210 |
313 |
617 |
617 |
|
20 |
107 |
128 |
150 |
211 |
313 |
617 |
617 |
|
21 |
107 |
128 |
150 |
211 |
314 |
617 |
617 |
|
22 |
106 |
128 |
149 |
211 |
313 |
617 |
617 |
|
23 |
106 |
127 |
149 |
210 |
313 |
616 |
616 |
|
24 |
105 |
126 |
148 |
209 |
312 |
615 |
615 |
|
25 |
104 |
125 |
147 |
208 |
311 |
614 |
614 |
|
26 |
102 |
124 |
145 |
207 |
309 |
613 |
613 |
|
27 |
101 |
123 |
144 |
205 |
308 |
612 |
612 |
|
28 |
100 |
121 |
143 |
204 |
307 |
610 |
610 |
|
29 |
98 |
120 |
141 |
203 |
305 |
609 |
609 |
|
30 |
97 |
119 |
140 |
201 |
304 |
607 |
607 |
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 |
12 |
36 |
106 |
219 |
522 |
1 219 |
|
2 |
1 |
12 |
36 |
106 |
219 |
522 |
980 |
|
3 |
2 |
14 |
36 |
100 |
215 |
518 |
799 |
|
4 |
2 |
16 |
38 |
101 |
213 |
517 |
661 |
|
5 |
4 |
17 |
43 |
104 |
212 |
516 |
555 |
|
6 |
4 |
19 |
45 |
108 |
211 |
515 |
515 |
|
7 |
5 |
20 |
46 |
110 |
211 |
514 |
514 |
|
8 |
6 |
20 |
45 |
108 |
210 |
514 |
514 |
|
9 |
7 |
20 |
44 |
106 |
209 |
513 |
513 |
|
10 |
8 |
21 |
44 |
106 |
208 |
512 |
512 |
|
11 |
8 |
22 |
44 |
106 |
208 |
512 |
512 |
|
12 |
9 |
22 |
44 |
106 |
208 |
512 |
512 |
|
13 |
10 |
23 |
44 |
106 |
208 |
512 |
512 |
|
14 |
11 |
23 |
45 |
106 |
209 |
512 |
512 |
|
15 |
12 |
24 |
45 |
106 |
209 |
512 |
512 |
|
16 |
12 |
24 |
45 |
106 |
209 |
513 |
513 |
|
17 |
13 |
24 |
46 |
107 |
210 |
513 |
513 |
|
18 |
14 |
25 |
46 |
107 |
210 |
514 |
514 |
|
19 |
14 |
26 |
47 |
108 |
211 |
514 |
514 |
|
20 |
15 |
26 |
48 |
109 |
212 |
515 |
515 |
|
21 |
16 |
27 |
48 |
110 |
212 |
516 |
516 |
|
22 |
17 |
28 |
49 |
110 |
213 |
517 |
517 |
|
23 |
17 |
28 |
50 |
111 |
214 |
517 |
517 |
|
24 |
18 |
29 |
50 |
111 |
214 |
518 |
518 |
|
25 |
18 |
29 |
50 |
112 |
214 |
518 |
518 |
|
26 |
19 |
30 |
51 |
112 |
215 |
518 |
518 |
|
27 |
19 |
30 |
51 |
112 |
215 |
519 |
519 |
|
28 |
21 |
30 |
51 |
113 |
215 |
519 |
519 |
|
29 |
21 |
30 |
52 |
113 |
216 |
519 |
519 |
|
30 |
22 |
31 |
52 |
113 |
216 |
519 |
519 |
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 |
51 |
64 |
88 |
159 |
271 |
575 |
1 235 |
|
2 |
52 |
65 |
89 |
160 |
272 |
576 |
997 |
|
3 |
53 |
67 |
90 |
153 |
268 |
572 |
815 |
|
4 |
54 |
69 |
92 |
155 |
267 |
570 |
675 |
|
5 |
54 |
71 |
96 |
158 |
266 |
569 |
569 |
|
6 |
55 |
73 |
99 |
162 |
265 |
569 |
569 |
|
7 |
55 |
74 |
100 |
163 |
264 |
568 |
568 |
|
8 |
55 |
74 |
99 |
162 |
264 |
567 |
567 |
|
9 |
54 |
74 |
98 |
160 |
263 |
567 |
567 |
|
10 |
53 |
74 |
98 |
159 |
262 |
565 |
565 |
|
11 |
53 |
74 |
96 |
158 |
260 |
564 |
564 |
|
12 |
52 |
73 |
95 |
156 |
259 |
563 |
563 |
|
13 |
51 |
72 |
94 |
155 |
258 |
561 |
561 |
|
14 |
49 |
71 |
92 |
154 |
256 |
560 |
560 |
|
15 |
48 |
70 |
91 |
152 |
255 |
559 |
559 |
|
16 |
47 |
68 |
90 |
151 |
254 |
557 |
557 |
|
17 |
46 |
67 |
89 |
150 |
253 |
556 |
556 |
|
18 |
45 |
66 |
88 |
149 |
252 |
555 |
555 |
|
19 |
44 |
66 |
87 |
148 |
251 |
554 |
554 |
|
20 |
43 |
65 |
86 |
148 |
250 |
554 |
554 |
|
21 |
43 |
65 |
86 |
147 |
250 |
553 |
553 |
|
22 |
42 |
64 |
85 |
147 |
249 |
553 |
553 |
|
23 |
42 |
63 |
85 |
146 |
249 |
552 |
552 |
|
24 |
41 |
63 |
84 |
145 |
248 |
551 |
551 |
|
25 |
40 |
62 |
83 |
145 |
247 |
551 |
551 |
|
26 |
40 |
61 |
83 |
144 |
246 |
550 |
550 |
|
27 |
39 |
61 |
82 |
143 |
246 |
549 |
549 |
|
28 |
38 |
60 |
81 |
143 |
245 |
549 |
549 |
|
29 |
38 |
59 |
81 |
142 |
244 |
548 |
548 |
|
30 |
37 |
59 |
80 |
141 |
244 |
547 |
547 |
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 |
128 |
151 |
222 |
335 |
638 |
1 291 |
|
2 |
116 |
129 |
153 |
223 |
336 |
639 |
1 048 |
|
3 |
119 |
133 |
156 |
219 |
334 |
637 |
859 |
|
4 |
121 |
136 |
159 |
222 |
334 |
638 |
715 |
|
5 |
123 |
140 |
165 |
226 |
334 |
638 |
638 |
|
6 |
124 |
142 |
168 |
231 |
335 |
638 |
638 |
|
7 |
125 |
144 |
170 |
234 |
335 |
638 |
638 |
|
8 |
125 |
144 |
170 |
232 |
334 |
638 |
638 |
|
9 |
125 |
145 |
169 |
231 |
334 |
637 |
637 |
|
10 |
125 |
145 |
169 |
230 |
333 |
637 |
637 |
|
11 |
124 |
145 |
168 |
230 |
332 |
636 |
636 |
|
12 |
123 |
145 |
167 |
228 |
331 |
634 |
634 |
|
13 |
122 |
144 |
165 |
227 |
329 |
633 |
633 |
|
14 |
120 |
142 |
163 |
225 |
327 |
631 |
631 |
|
15 |
118 |
140 |
161 |
223 |
325 |
629 |
629 |
|
16 |
116 |
138 |
159 |
221 |
323 |
627 |
627 |
|
17 |
114 |
136 |
157 |
219 |
321 |
625 |
625 |
|
18 |
112 |
134 |
155 |
217 |
319 |
623 |
623 |
|
19 |
110 |
132 |
153 |
215 |
317 |
621 |
621 |
|
20 |
109 |
130 |
152 |
213 |
316 |
619 |
619 |
|
21 |
107 |
129 |
150 |
211 |
314 |
617 |
617 |
|
22 |
105 |
127 |
148 |
209 |
312 |
616 |
616 |
|
23 |
103 |
125 |
146 |
208 |
310 |
614 |
614 |
|
24 |
101 |
123 |
144 |
206 |
308 |
612 |
612 |
|
25 |
100 |
121 |
143 |
204 |
306 |
610 |
610 |
|
26 |
98 |
120 |
141 |
202 |
305 |
608 |
608 |
|
27 |
96 |
118 |
139 |
200 |
303 |
606 |
606 |
|
28 |
94 |
116 |
137 |
199 |
301 |
605 |
605 |
|
29 |
93 |
114 |
135 |
197 |
299 |
603 |
603 |
|
30 |
91 |
113 |
134 |
195 |
298 |
601 |
601 |
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 |
166 |
179 |
202 |
273 |
386 |
689 |
1 380 |
|
2 |
176 |
189 |
212 |
283 |
395 |
699 |
1 120 |
|
3 |
182 |
196 |
219 |
282 |
397 |
700 |
919 |
|
4 |
185 |
200 |
223 |
286 |
398 |
701 |
763 |
|
5 |
186 |
203 |
228 |
290 |
398 |
701 |
701 |
|
6 |
187 |
204 |
231 |
293 |
397 |
701 |
701 |
|
7 |
187 |
205 |
232 |
295 |
396 |
700 |
700 |
|
8 |
185 |
205 |
230 |
293 |
395 |
698 |
698 |
|
9 |
184 |
204 |
229 |
291 |
393 |
697 |
697 |
|
10 |
184 |
204 |
228 |
290 |
392 |
696 |
696 |
|
11 |
183 |
204 |
227 |
288 |
391 |
694 |
694 |
|
12 |
181 |
202 |
224 |
286 |
388 |
692 |
692 |
|
13 |
178 |
200 |
222 |
283 |
385 |
689 |
689 |
|
14 |
176 |
197 |
219 |
280 |
383 |
686 |
686 |
|
15 |
173 |
194 |
216 |
277 |
380 |
683 |
683 |
|
16 |
170 |
191 |
213 |
274 |
377 |
680 |
680 |
|
17 |
167 |
188 |
210 |
271 |
374 |
677 |
677 |
|
18 |
164 |
185 |
207 |
268 |
371 |
674 |
674 |
|
19 |
161 |
183 |
204 |
265 |
368 |
671 |
671 |
|
20 |
158 |
180 |
201 |
262 |
365 |
668 |
668 |
|
21 |
155 |
177 |
198 |
259 |
362 |
665 |
665 |
|
22 |
152 |
174 |
195 |
256 |
359 |
662 |
662 |
|
23 |
149 |
171 |
192 |
253 |
356 |
659 |
659 |
|
24 |
146 |
167 |
189 |
250 |
353 |
656 |
656 |
|
25 |
143 |
164 |
186 |
247 |
350 |
653 |
653 |
|
26 |
140 |
161 |
183 |
244 |
347 |
650 |
650 |
|
27 |
137 |
159 |
180 |
241 |
344 |
647 |
647 |
|
28 |
134 |
156 |
177 |
238 |
341 |
644 |
644 |
|
29 |
131 |
153 |
174 |
236 |
338 |
642 |
642 |
|
30 |
129 |
150 |
171 |
233 |
335 |
639 |
639 |
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 |
32 |
45 |
69 |
139 |
252 |
555 |
1 257 |
|
2 |
33 |
46 |
70 |
140 |
253 |
556 |
1 012 |
|
3 |
34 |
49 |
71 |
135 |
249 |
553 |
826 |
|
4 |
35 |
51 |
74 |
136 |
248 |
552 |
684 |
|
5 |
36 |
53 |
78 |
139 |
248 |
551 |
575 |
|
6 |
37 |
54 |
81 |
143 |
247 |
551 |
551 |
|
7 |
37 |
56 |
82 |
145 |
246 |
550 |
550 |
|
8 |
36 |
55 |
81 |
143 |
245 |
549 |
549 |
|
9 |
35 |
55 |
80 |
142 |
244 |
548 |
548 |
|
10 |
35 |
56 |
79 |
141 |
244 |
547 |
547 |
|
11 |
35 |
56 |
79 |
140 |
243 |
547 |
547 |
|
12 |
35 |
56 |
78 |
140 |
242 |
546 |
546 |
|
13 |
35 |
56 |
78 |
139 |
242 |
545 |
545 |
|
14 |
34 |
56 |
77 |
139 |
241 |
545 |
545 |
|
15 |
34 |
56 |
77 |
138 |
241 |
545 |
545 |
|
16 |
34 |
56 |
77 |
138 |
241 |
545 |
545 |
|
17 |
34 |
56 |
77 |
138 |
241 |
545 |
545 |
|
18 |
34 |
56 |
77 |
138 |
241 |
545 |
545 |
|
19 |
34 |
56 |
77 |
138 |
241 |
545 |
545 |
|
20 |
34 |
56 |
77 |
139 |
241 |
545 |
545 |
|
21 |
34 |
56 |
77 |
139 |
241 |
545 |
545 |
|
22 |
34 |
56 |
77 |
138 |
241 |
545 |
545 |
|
23 |
34 |
56 |
77 |
138 |
241 |
544 |
544 |
|
24 |
34 |
55 |
77 |
138 |
241 |
544 |
544 |
|
25 |
33 |
55 |
76 |
138 |
240 |
544 |
544 |
|
26 |
33 |
55 |
76 |
137 |
240 |
544 |
544 |
|
27 |
33 |
55 |
76 |
137 |
240 |
543 |
543 |
|
28 |
32 |
54 |
75 |
137 |
239 |
543 |
543 |
|
29 |
32 |
54 |
75 |
136 |
239 |
543 |
543 |
|
30 |
32 |
53 |
75 |
136 |
239 |
542 |
542 |
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 |
29 |
42 |
66 |
136 |
249 |
552 |
1 247 |
|
2 |
31 |
44 |
67 |
138 |
251 |
554 |
1 007 |
|
3 |
33 |
48 |
70 |
134 |
249 |
552 |
824 |
|
4 |
36 |
51 |
74 |
137 |
249 |
552 |
684 |
|
5 |
38 |
54 |
80 |
141 |
249 |
553 |
576 |
|
6 |
39 |
57 |
83 |
146 |
250 |
553 |
553 |
|
7 |
41 |
59 |
86 |
149 |
250 |
554 |
554 |
|
8 |
41 |
60 |
86 |
148 |
250 |
554 |
554 |
|
9 |
41 |
61 |
86 |
148 |
250 |
554 |
554 |
|
10 |
42 |
63 |
86 |
148 |
251 |
554 |
554 |
|
11 |
43 |
64 |
87 |
148 |
251 |
555 |
555 |
|
12 |
44 |
65 |
87 |
149 |
251 |
555 |
555 |
|
13 |
44 |
66 |
87 |
149 |
251 |
555 |
555 |
|
14 |
44 |
66 |
87 |
149 |
251 |
555 |
555 |
|
15 |
44 |
66 |
87 |
148 |
251 |
555 |
555 |
|
16 |
44 |
66 |
87 |
148 |
251 |
554 |
554 |
|
17 |
44 |
66 |
87 |
148 |
251 |
554 |
554 |
|
18 |
44 |
66 |
87 |
148 |
251 |
554 |
554 |
|
19 |
44 |
66 |
87 |
148 |
251 |
555 |
555 |
|
20 |
44 |
66 |
87 |
149 |
251 |
555 |
555 |
|
21 |
44 |
66 |
87 |
149 |
251 |
555 |
555 |
|
22 |
44 |
66 |
87 |
149 |
251 |
555 |
555 |
|
23 |
44 |
66 |
87 |
148 |
251 |
555 |
555 |
|
24 |
44 |
65 |
87 |
148 |
251 |
554 |
554 |
|
25 |
43 |
65 |
86 |
148 |
250 |
554 |
554 |
|
26 |
43 |
65 |
86 |
147 |
250 |
553 |
553 |
|
27 |
42 |
64 |
85 |
147 |
249 |
553 |
553 |
|
28 |
42 |
63 |
85 |
146 |
249 |
552 |
552 |
|
29 |
41 |
63 |
84 |
145 |
248 |
552 |
552 |
|
30 |
40 |
62 |
83 |
145 |
247 |
551 |
551 |
2.27
Russian rouble
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
126 |
139 |
162 |
233 |
345 |
649 |
1 348 |
|
2 |
124 |
138 |
161 |
232 |
344 |
648 |
1 085 |
|
3 |
125 |
139 |
162 |
225 |
340 |
643 |
885 |
|
4 |
125 |
141 |
164 |
227 |
338 |
642 |
732 |
|
5 |
126 |
142 |
168 |
229 |
337 |
641 |
641 |
|
6 |
126 |
143 |
170 |
232 |
336 |
640 |
640 |
|
7 |
126 |
144 |
171 |
234 |
335 |
639 |
639 |
|
8 |
125 |
144 |
170 |
232 |
334 |
638 |
638 |
|
9 |
124 |
144 |
168 |
230 |
333 |
637 |
637 |
|
10 |
124 |
145 |
168 |
230 |
333 |
636 |
636 |
|
11 |
124 |
145 |
168 |
229 |
332 |
635 |
635 |
|
12 |
123 |
145 |
167 |
228 |
331 |
634 |
634 |
|
13 |
122 |
144 |
166 |
227 |
329 |
633 |
633 |
|
14 |
121 |
143 |
164 |
226 |
328 |
632 |
632 |
|
15 |
119 |
141 |
162 |
224 |
326 |
630 |
630 |
|
16 |
117 |
139 |
160 |
222 |
324 |
628 |
628 |
|
17 |
115 |
136 |
158 |
219 |
322 |
625 |
625 |
|
18 |
113 |
134 |
156 |
217 |
319 |
623 |
623 |
|
19 |
110 |
132 |
153 |
215 |
317 |
621 |
621 |
|
20 |
108 |
130 |
151 |
213 |
315 |
619 |
619 |
|
21 |
106 |
128 |
149 |
211 |
313 |
617 |
617 |
|
22 |
104 |
126 |
147 |
208 |
311 |
615 |
615 |
|
23 |
102 |
124 |
145 |
206 |
309 |
612 |
612 |
|
24 |
100 |
121 |
143 |
204 |
306 |
610 |
610 |
|
25 |
97 |
119 |
140 |
202 |
304 |
608 |
608 |
|
26 |
95 |
117 |
138 |
200 |
302 |
606 |
606 |
|
27 |
93 |
115 |
136 |
198 |
300 |
604 |
604 |
|
28 |
91 |
113 |
134 |
195 |
298 |
602 |
602 |
|
29 |
89 |
111 |
132 |
193 |
296 |
600 |
600 |
|
30 |
87 |
109 |
130 |
192 |
294 |
598 |
598 |
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 |
13 |
37 |
107 |
220 |
523 |
1 220 |
|
2 |
2 |
15 |
38 |
109 |
222 |
525 |
984 |
|
3 |
4 |
19 |
41 |
105 |
219 |
523 |
805 |
|
4 |
7 |
22 |
45 |
108 |
220 |
523 |
668 |
|
5 |
9 |
25 |
51 |
112 |
220 |
524 |
562 |
|
6 |
10 |
28 |
54 |
117 |
221 |
524 |
524 |
|
7 |
12 |
30 |
57 |
120 |
221 |
525 |
525 |
|
8 |
12 |
31 |
56 |
119 |
221 |
525 |
525 |
|
9 |
12 |
32 |
56 |
118 |
221 |
525 |
525 |
|
10 |
12 |
33 |
56 |
118 |
221 |
524 |
524 |
|
11 |
13 |
34 |
56 |
118 |
220 |
524 |
524 |
|
12 |
13 |
34 |
56 |
118 |
220 |
524 |
524 |
|
13 |
13 |
34 |
56 |
117 |
220 |
524 |
524 |
|
14 |
13 |
35 |
56 |
117 |
220 |
523 |
523 |
|
15 |
13 |
34 |
56 |
117 |
219 |
523 |
523 |
|
16 |
13 |
34 |
55 |
117 |
219 |
523 |
523 |
|
17 |
13 |
34 |
55 |
117 |
219 |
523 |
523 |
|
18 |
14 |
34 |
55 |
117 |
219 |
523 |
523 |
|
19 |
14 |
34 |
55 |
117 |
219 |
523 |
523 |
|
20 |
15 |
35 |
56 |
117 |
220 |
523 |
523 |
|
21 |
16 |
35 |
56 |
118 |
220 |
524 |
524 |
|
22 |
17 |
35 |
57 |
118 |
221 |
524 |
524 |
|
23 |
18 |
36 |
57 |
118 |
221 |
524 |
524 |
|
24 |
18 |
36 |
57 |
118 |
221 |
525 |
525 |
|
25 |
19 |
36 |
57 |
119 |
221 |
525 |
525 |
|
26 |
19 |
36 |
57 |
119 |
221 |
525 |
525 |
|
27 |
21 |
36 |
57 |
119 |
221 |
525 |
525 |
|
28 |
21 |
36 |
57 |
119 |
221 |
525 |
525 |
|
29 |
22 |
36 |
57 |
119 |
221 |
525 |
525 |
|
30 |
22 |
36 |
57 |
119 |
221 |
525 |
525 |
2.29
South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
36 |
49 |
72 |
143 |
255 |
559 |
1 240 |
|
2 |
36 |
49 |
73 |
143 |
256 |
559 |
1 000 |
|
3 |
36 |
51 |
73 |
137 |
251 |
555 |
816 |
|
4 |
36 |
52 |
75 |
138 |
249 |
553 |
675 |
|
5 |
37 |
53 |
79 |
140 |
248 |
552 |
568 |
|
6 |
39 |
56 |
83 |
146 |
249 |
553 |
553 |
|
7 |
37 |
55 |
82 |
145 |
246 |
550 |
550 |
|
8 |
40 |
59 |
85 |
147 |
249 |
553 |
553 |
|
9 |
39 |
59 |
84 |
145 |
248 |
552 |
552 |
|
10 |
34 |
55 |
79 |
140 |
243 |
547 |
547 |
|
11 |
31 |
52 |
75 |
136 |
238 |
542 |
542 |
|
12 |
28 |
49 |
71 |
133 |
235 |
539 |
539 |
|
13 |
26 |
47 |
69 |
130 |
233 |
536 |
536 |
|
14 |
24 |
46 |
67 |
128 |
231 |
535 |
535 |
|
15 |
23 |
44 |
66 |
127 |
230 |
533 |
533 |
|
16 |
21 |
43 |
64 |
126 |
228 |
532 |
532 |
|
17 |
20 |
42 |
63 |
125 |
227 |
531 |
531 |
|
18 |
20 |
41 |
63 |
124 |
227 |
530 |
530 |
|
19 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
|
20 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
|
21 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
|
22 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
|
23 |
19 |
41 |
62 |
124 |
226 |
530 |
530 |
|
24 |
19 |
41 |
62 |
123 |
226 |
530 |
530 |
|
25 |
19 |
41 |
62 |
123 |
226 |
530 |
530 |
|
26 |
19 |
41 |
62 |
123 |
226 |
529 |
529 |
|
27 |
21 |
41 |
62 |
123 |
226 |
529 |
529 |
|
28 |
21 |
40 |
62 |
123 |
225 |
529 |
529 |
|
29 |
22 |
40 |
61 |
123 |
225 |
529 |
529 |
|
30 |
22 |
40 |
61 |
123 |
225 |
529 |
529 |
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 |
205 |
218 |
242 |
312 |
425 |
728 |
1 570 |
|
2 |
201 |
215 |
238 |
309 |
421 |
725 |
1 268 |
|
3 |
198 |
212 |
235 |
298 |
413 |
716 |
1 038 |
|
4 |
194 |
210 |
233 |
296 |
407 |
711 |
860 |
|
5 |
191 |
207 |
233 |
294 |
402 |
706 |
723 |
|
6 |
187 |
205 |
231 |
294 |
397 |
701 |
701 |
|
7 |
184 |
202 |
229 |
292 |
393 |
697 |
697 |
|
8 |
179 |
199 |
224 |
286 |
389 |
692 |
692 |
|
9 |
175 |
195 |
220 |
282 |
384 |
688 |
688 |
|
10 |
172 |
192 |
216 |
277 |
380 |
684 |
684 |
|
11 |
168 |
189 |
212 |
274 |
376 |
680 |
680 |
|
12 |
165 |
186 |
208 |
269 |
372 |
676 |
676 |
|
13 |
161 |
183 |
204 |
265 |
368 |
672 |
672 |
|
14 |
157 |
179 |
200 |
262 |
364 |
668 |
668 |
|
15 |
154 |
175 |
197 |
258 |
361 |
664 |
664 |
|
16 |
150 |
172 |
193 |
255 |
357 |
661 |
661 |
|
17 |
147 |
169 |
190 |
251 |
354 |
657 |
657 |
|
18 |
144 |
166 |
187 |
248 |
351 |
654 |
654 |
|
19 |
141 |
163 |
184 |
245 |
348 |
651 |
651 |
|
20 |
138 |
160 |
181 |
242 |
345 |
649 |
649 |
|
21 |
135 |
157 |
178 |
240 |
342 |
646 |
646 |
|
22 |
132 |
154 |
175 |
237 |
339 |
643 |
643 |
|
23 |
130 |
151 |
173 |
234 |
337 |
640 |
640 |
|
24 |
127 |
149 |
170 |
231 |
334 |
638 |
638 |
|
25 |
124 |
146 |
167 |
229 |
331 |
635 |
635 |
|
26 |
122 |
144 |
165 |
226 |
329 |
632 |
632 |
|
27 |
119 |
141 |
162 |
224 |
326 |
630 |
630 |
|
28 |
117 |
139 |
160 |
221 |
324 |
627 |
627 |
|
29 |
115 |
136 |
158 |
219 |
321 |
625 |
625 |
|
30 |
112 |
134 |
155 |
217 |
319 |
623 |
623 |
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 |
25 |
49 |
103 |
236 |
539 |
1 218 |
|
2 |
9 |
25 |
49 |
103 |
236 |
539 |
981 |
|
3 |
10 |
28 |
51 |
98 |
234 |
537 |
802 |
|
4 |
13 |
33 |
54 |
96 |
234 |
538 |
665 |
|
5 |
17 |
39 |
59 |
99 |
235 |
539 |
560 |
|
6 |
18 |
42 |
64 |
96 |
236 |
539 |
539 |
|
7 |
20 |
44 |
63 |
90 |
236 |
540 |
540 |
|
8 |
18 |
43 |
63 |
90 |
236 |
540 |
540 |
|
9 |
19 |
45 |
65 |
93 |
236 |
540 |
540 |
|
10 |
21 |
48 |
67 |
97 |
236 |
540 |
540 |
|
11 |
22 |
50 |
69 |
100 |
236 |
540 |
540 |
|
12 |
24 |
52 |
70 |
101 |
236 |
540 |
540 |
|
13 |
25 |
54 |
71 |
101 |
236 |
540 |
540 |
|
14 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
|
15 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
|
16 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
|
17 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
|
18 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
|
19 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
|
20 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
|
21 |
26 |
55 |
71 |
101 |
237 |
540 |
540 |
|
22 |
26 |
55 |
71 |
101 |
237 |
540 |
540 |
|
23 |
26 |
55 |
71 |
101 |
237 |
540 |
540 |
|
24 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
|
25 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
|
26 |
26 |
55 |
71 |
101 |
236 |
540 |
540 |
|
27 |
26 |
55 |
71 |
101 |
236 |
539 |
539 |
|
28 |
26 |
55 |
71 |
101 |
236 |
539 |
539 |
|
29 |
26 |
55 |
71 |
101 |
235 |
539 |
539 |
|
30 |
26 |
55 |
71 |
101 |
235 |
538 |
538 |
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 |
15 |
86 |
198 |
502 |
1 214 |
|
2 |
1 |
5 |
14 |
84 |
197 |
500 |
976 |
|
3 |
2 |
5 |
13 |
77 |
192 |
495 |
795 |
|
4 |
2 |
6 |
15 |
78 |
190 |
493 |
658 |
|
5 |
4 |
7 |
19 |
81 |
189 |
493 |
553 |
|
6 |
4 |
7 |
22 |
85 |
188 |
492 |
492 |
|
7 |
5 |
9 |
24 |
87 |
188 |
492 |
492 |
|
8 |
6 |
9 |
23 |
86 |
188 |
492 |
492 |
|
9 |
7 |
10 |
23 |
85 |
188 |
492 |
492 |
|
10 |
8 |
11 |
24 |
85 |
188 |
492 |
492 |
|
11 |
8 |
11 |
24 |
86 |
188 |
492 |
492 |
|
12 |
9 |
13 |
24 |
86 |
188 |
492 |
492 |
|
13 |
10 |
13 |
24 |
86 |
188 |
492 |
492 |
|
14 |
10 |
14 |
25 |
86 |
189 |
492 |
492 |
|
15 |
12 |
14 |
26 |
86 |
189 |
493 |
493 |
|
16 |
12 |
16 |
27 |
86 |
189 |
493 |
493 |
|
17 |
13 |
16 |
29 |
87 |
189 |
493 |
493 |
|
18 |
14 |
17 |
30 |
87 |
190 |
493 |
493 |
|
19 |
14 |
18 |
31 |
88 |
190 |
494 |
494 |
|
20 |
15 |
18 |
32 |
88 |
191 |
495 |
495 |
|
21 |
15 |
20 |
34 |
89 |
191 |
495 |
495 |
|
22 |
17 |
20 |
35 |
89 |
192 |
495 |
495 |
|
23 |
17 |
21 |
36 |
89 |
192 |
496 |
496 |
|
24 |
18 |
21 |
37 |
90 |
192 |
496 |
496 |
|
25 |
18 |
22 |
38 |
90 |
192 |
496 |
496 |
|
26 |
19 |
23 |
39 |
90 |
192 |
496 |
496 |
|
27 |
19 |
24 |
41 |
90 |
192 |
496 |
496 |
|
28 |
21 |
25 |
42 |
89 |
192 |
496 |
496 |
|
29 |
21 |
25 |
43 |
89 |
192 |
496 |
496 |
|
30 |
22 |
26 |
44 |
89 |
192 |
496 |
496 |
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 |
2 |
15 |
21 |
42 |
160 |
300 |
3 173 |
|
2 |
2 |
15 |
21 |
42 |
160 |
344 |
2 356 |
|
3 |
2 |
15 |
23 |
47 |
155 |
361 |
1 772 |
|
4 |
2 |
16 |
26 |
51 |
153 |
361 |
1 365 |
|
5 |
3 |
18 |
29 |
53 |
153 |
353 |
1 079 |
|
6 |
4 |
20 |
32 |
56 |
153 |
340 |
873 |
|
7 |
6 |
23 |
33 |
58 |
153 |
324 |
720 |
|
8 |
6 |
24 |
35 |
61 |
153 |
306 |
604 |
|
9 |
6 |
24 |
36 |
63 |
153 |
289 |
514 |
|
10 |
6 |
25 |
38 |
66 |
153 |
272 |
442 |
|
11 |
7 |
26 |
38 |
66 |
153 |
255 |
383 |
|
12 |
7 |
26 |
38 |
67 |
153 |
247 |
335 |
|
13 |
7 |
26 |
38 |
67 |
153 |
247 |
294 |
|
14 |
7 |
26 |
38 |
67 |
153 |
247 |
260 |
|
15 |
7 |
26 |
38 |
67 |
153 |
247 |
247 |
|
16 |
7 |
26 |
41 |
67 |
153 |
247 |
247 |
|
17 |
7 |
26 |
43 |
67 |
153 |
247 |
247 |
|
18 |
7 |
26 |
46 |
67 |
153 |
247 |
247 |
|
19 |
7 |
26 |
48 |
67 |
153 |
247 |
247 |
|
20 |
7 |
26 |
50 |
67 |
153 |
247 |
247 |
|
21 |
7 |
26 |
53 |
67 |
153 |
247 |
247 |
|
22 |
8 |
26 |
55 |
67 |
153 |
247 |
247 |
|
23 |
8 |
26 |
57 |
67 |
153 |
247 |
247 |
|
24 |
8 |
26 |
59 |
67 |
153 |
247 |
247 |
|
25 |
9 |
26 |
62 |
67 |
153 |
247 |
247 |
|
26 |
9 |
26 |
64 |
68 |
153 |
247 |
247 |
|
27 |
10 |
26 |
67 |
70 |
153 |
247 |
247 |
|
28 |
10 |
26 |
69 |
72 |
153 |
247 |
247 |
|
29 |
10 |
26 |
72 |
74 |
153 |
247 |
247 |
|
30 |
11 |
26 |
74 |
75 |
153 |
247 |
247 |
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 |
10 |
22 |
29 |
50 |
168 |
314 |
3 329 |
|
2 |
12 |
24 |
31 |
52 |
170 |
361 |
2 481 |
|
3 |
12 |
25 |
33 |
57 |
165 |
378 |
1 867 |
|
4 |
12 |
26 |
36 |
61 |
163 |
378 |
1 436 |
|
5 |
12 |
27 |
39 |
63 |
162 |
369 |
1 133 |
|
6 |
13 |
29 |
41 |
65 |
162 |
355 |
915 |
|
7 |
14 |
31 |
42 |
66 |
161 |
337 |
754 |
|
8 |
13 |
31 |
42 |
68 |
160 |
319 |
631 |
|
9 |
13 |
32 |
43 |
71 |
160 |
301 |
536 |
|
10 |
13 |
32 |
44 |
72 |
160 |
282 |
460 |
|
11 |
13 |
32 |
44 |
73 |
159 |
265 |
399 |
|
12 |
12 |
31 |
44 |
72 |
158 |
252 |
348 |
|
13 |
12 |
31 |
43 |
72 |
158 |
252 |
306 |
|
14 |
11 |
30 |
43 |
71 |
157 |
251 |
271 |
|
15 |
11 |
30 |
42 |
71 |
157 |
251 |
251 |
|
16 |
10 |
29 |
42 |
70 |
156 |
250 |
250 |
|
17 |
10 |
29 |
44 |
70 |
156 |
250 |
250 |
|
18 |
10 |
29 |
47 |
70 |
156 |
250 |
250 |
|
19 |
10 |
29 |
50 |
70 |
156 |
250 |
250 |
|
20 |
11 |
30 |
51 |
70 |
157 |
251 |
251 |
|
21 |
11 |
30 |
54 |
71 |
157 |
251 |
251 |
|
22 |
11 |
30 |
57 |
71 |
157 |
251 |
251 |
|
23 |
11 |
30 |
59 |
71 |
157 |
251 |
251 |
|
24 |
11 |
30 |
62 |
71 |
157 |
251 |
251 |
|
25 |
11 |
30 |
64 |
71 |
157 |
251 |
251 |
|
26 |
11 |
30 |
66 |
71 |
157 |
251 |
251 |
|
27 |
11 |
30 |
69 |
72 |
157 |
251 |
251 |
|
28 |
11 |
30 |
71 |
74 |
157 |
251 |
251 |
|
29 |
11 |
30 |
73 |
76 |
157 |
251 |
251 |
|
30 |
11 |
30 |
77 |
78 |
157 |
251 |
251 |
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 |
2 |
14 |
21 |
42 |
160 |
300 |
3 173 |
|
2 |
2 |
14 |
21 |
42 |
160 |
344 |
2 356 |
|
3 |
1 |
15 |
23 |
47 |
155 |
361 |
1 772 |
|
4 |
1 |
16 |
26 |
51 |
153 |
361 |
1 365 |
|
5 |
2 |
18 |
29 |
53 |
153 |
353 |
1 079 |
|
6 |
4 |
20 |
31 |
56 |
153 |
340 |
873 |
|
7 |
5 |
23 |
33 |
58 |
153 |
324 |
720 |
|
8 |
5 |
23 |
34 |
60 |
153 |
306 |
604 |
|
9 |
6 |
24 |
36 |
63 |
153 |
289 |
514 |
|
10 |
6 |
25 |
38 |
65 |
153 |
272 |
441 |
|
11 |
6 |
25 |
38 |
66 |
153 |
255 |
383 |
|
12 |
7 |
26 |
38 |
66 |
153 |
247 |
335 |
|
13 |
7 |
26 |
38 |
66 |
153 |
247 |
294 |
|
14 |
7 |
26 |
38 |
66 |
153 |
247 |
260 |
|
15 |
7 |
26 |
38 |
66 |
153 |
247 |
247 |
|
16 |
7 |
26 |
41 |
66 |
153 |
247 |
247 |
|
17 |
7 |
26 |
43 |
66 |
153 |
247 |
247 |
|
18 |
7 |
26 |
46 |
66 |
153 |
247 |
247 |
|
19 |
7 |
26 |
48 |
66 |
153 |
247 |
247 |
|
20 |
7 |
26 |
50 |
66 |
153 |
247 |
247 |
|
21 |
7 |
26 |
53 |
66 |
153 |
247 |
247 |
|
22 |
8 |
26 |
55 |
66 |
153 |
247 |
247 |
|
23 |
8 |
26 |
57 |
66 |
153 |
247 |
247 |
|
24 |
8 |
26 |
59 |
66 |
153 |
247 |
247 |
|
25 |
9 |
26 |
62 |
66 |
153 |
247 |
247 |
|
26 |
9 |
26 |
64 |
68 |
153 |
247 |
247 |
|
27 |
10 |
26 |
67 |
70 |
153 |
247 |
247 |
|
28 |
10 |
26 |
69 |
72 |
153 |
247 |
247 |
|
29 |
10 |
26 |
72 |
74 |
153 |
247 |
247 |
|
30 |
11 |
26 |
74 |
75 |
153 |
247 |
247 |
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 |
73 |
85 |
92 |
113 |
231 |
327 |
3 280 |
|
2 |
70 |
82 |
88 |
110 |
228 |
356 |
2 447 |
|
3 |
72 |
85 |
93 |
117 |
225 |
375 |
1 846 |
|
4 |
70 |
84 |
94 |
119 |
221 |
376 |
1 425 |
|
5 |
69 |
84 |
96 |
119 |
219 |
368 |
1 127 |
|
6 |
69 |
85 |
96 |
121 |
218 |
355 |
913 |
|
7 |
69 |
86 |
97 |
121 |
216 |
338 |
753 |
|
8 |
68 |
86 |
97 |
123 |
215 |
321 |
632 |
|
9 |
67 |
86 |
97 |
125 |
214 |
308 |
537 |
|
10 |
64 |
83 |
96 |
123 |
211 |
305 |
462 |
|
11 |
62 |
81 |
94 |
122 |
208 |
302 |
401 |
|
12 |
61 |
80 |
93 |
121 |
207 |
301 |
350 |
|
13 |
60 |
79 |
92 |
120 |
206 |
300 |
308 |
|
14 |
60 |
79 |
92 |
120 |
206 |
300 |
300 |
|
15 |
60 |
79 |
91 |
120 |
206 |
300 |
300 |
|
16 |
59 |
78 |
91 |
119 |
205 |
299 |
299 |
|
17 |
59 |
78 |
90 |
119 |
205 |
299 |
299 |
|
18 |
58 |
77 |
90 |
118 |
204 |
298 |
298 |
|
19 |
58 |
77 |
89 |
117 |
204 |
298 |
298 |
|
20 |
57 |
76 |
89 |
117 |
203 |
297 |
297 |
|
21 |
56 |
75 |
88 |
116 |
202 |
297 |
297 |
|
22 |
56 |
75 |
87 |
115 |
202 |
296 |
296 |
|
23 |
55 |
74 |
86 |
115 |
201 |
295 |
295 |
|
24 |
54 |
73 |
85 |
114 |
200 |
294 |
294 |
|
25 |
53 |
72 |
84 |
113 |
199 |
293 |
293 |
|
26 |
52 |
71 |
83 |
112 |
198 |
292 |
292 |
|
27 |
51 |
70 |
82 |
111 |
197 |
291 |
291 |
|
28 |
50 |
69 |
81 |
109 |
196 |
290 |
290 |
|
29 |
49 |
68 |
80 |
108 |
195 |
289 |
289 |
|
30 |
48 |
67 |
79 |
107 |
194 |
288 |
288 |
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 |
6 |
18 |
25 |
46 |
164 |
302 |
3 200 |
|
2 |
8 |
20 |
26 |
48 |
166 |
347 |
2 377 |
|
3 |
8 |
21 |
30 |
54 |
162 |
364 |
1 790 |
|
4 |
9 |
23 |
33 |
58 |
160 |
365 |
1 379 |
|
5 |
10 |
25 |
37 |
60 |
160 |
357 |
1 091 |
|
6 |
11 |
28 |
39 |
63 |
160 |
343 |
882 |
|
7 |
13 |
30 |
40 |
65 |
160 |
327 |
728 |
|
8 |
12 |
30 |
41 |
67 |
159 |
310 |
611 |
|
9 |
12 |
31 |
42 |
70 |
159 |
292 |
519 |
|
10 |
12 |
31 |
44 |
71 |
159 |
275 |
446 |
|
11 |
12 |
31 |
44 |
72 |
158 |
258 |
388 |
|
12 |
12 |
31 |
44 |
72 |
158 |
252 |
339 |
|
13 |
12 |
31 |
44 |
72 |
158 |
252 |
299 |
|
14 |
12 |
31 |
44 |
72 |
158 |
252 |
264 |
|
15 |
12 |
31 |
44 |
72 |
158 |
252 |
252 |
|
16 |
12 |
31 |
44 |
72 |
158 |
252 |
252 |
|
17 |
12 |
31 |
44 |
72 |
158 |
252 |
252 |
|
18 |
12 |
31 |
46 |
72 |
158 |
252 |
252 |
|
19 |
13 |
32 |
49 |
72 |
159 |
253 |
253 |
|
20 |
13 |
32 |
51 |
73 |
159 |
253 |
253 |
|
21 |
13 |
33 |
54 |
73 |
160 |
254 |
254 |
|
22 |
14 |
33 |
56 |
74 |
160 |
254 |
254 |
|
23 |
14 |
33 |
58 |
74 |
160 |
254 |
254 |
|
24 |
14 |
33 |
61 |
74 |
160 |
254 |
254 |
|
25 |
14 |
33 |
63 |
74 |
160 |
254 |
254 |
|
26 |
14 |
33 |
66 |
74 |
160 |
254 |
254 |
|
27 |
14 |
33 |
68 |
74 |
160 |
254 |
254 |
|
28 |
14 |
33 |
71 |
74 |
160 |
254 |
254 |
|
29 |
14 |
33 |
73 |
75 |
160 |
254 |
254 |
|
30 |
13 |
33 |
76 |
77 |
160 |
254 |
254 |
3.6
Kuna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
43 |
55 |
62 |
83 |
201 |
302 |
3 194 |
|
2 |
47 |
59 |
65 |
87 |
205 |
346 |
2 372 |
|
3 |
50 |
64 |
72 |
96 |
204 |
363 |
1 784 |
|
4 |
53 |
67 |
77 |
102 |
204 |
363 |
1 374 |
|
5 |
54 |
70 |
81 |
105 |
205 |
355 |
1 085 |
|
6 |
56 |
72 |
83 |
108 |
205 |
341 |
878 |
|
7 |
57 |
74 |
85 |
109 |
204 |
326 |
725 |
|
8 |
56 |
74 |
85 |
111 |
203 |
309 |
609 |
|
9 |
55 |
74 |
85 |
113 |
202 |
296 |
518 |
|
10 |
54 |
73 |
86 |
114 |
201 |
295 |
446 |
|
11 |
53 |
72 |
85 |
113 |
200 |
294 |
387 |
|
12 |
52 |
71 |
84 |
112 |
198 |
292 |
339 |
|
13 |
51 |
70 |
83 |
111 |
197 |
291 |
298 |
|
14 |
50 |
69 |
81 |
110 |
196 |
290 |
290 |
|
15 |
49 |
68 |
80 |
109 |
195 |
289 |
289 |
|
16 |
48 |
67 |
80 |
108 |
194 |
288 |
288 |
|
17 |
47 |
66 |
79 |
107 |
193 |
287 |
287 |
|
18 |
47 |
66 |
78 |
107 |
193 |
287 |
287 |
|
19 |
46 |
65 |
78 |
106 |
192 |
286 |
286 |
|
20 |
46 |
65 |
77 |
105 |
192 |
286 |
286 |
|
21 |
45 |
64 |
77 |
105 |
191 |
285 |
285 |
|
22 |
44 |
63 |
76 |
104 |
190 |
284 |
284 |
|
23 |
44 |
63 |
75 |
103 |
190 |
284 |
284 |
|
24 |
43 |
62 |
74 |
103 |
189 |
283 |
283 |
|
25 |
42 |
61 |
74 |
102 |
188 |
282 |
282 |
|
26 |
41 |
60 |
73 |
101 |
187 |
281 |
281 |
|
27 |
40 |
59 |
72 |
100 |
186 |
280 |
280 |
|
28 |
40 |
59 |
71 |
99 |
186 |
280 |
280 |
|
29 |
39 |
58 |
73 |
99 |
185 |
279 |
279 |
|
30 |
38 |
57 |
76 |
98 |
184 |
278 |
278 |
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 |
1 |
14 |
20 |
41 |
160 |
300 |
3 170 |
|
2 |
1 |
14 |
20 |
41 |
160 |
344 |
2 354 |
|
3 |
1 |
14 |
22 |
46 |
154 |
360 |
1 771 |
|
4 |
1 |
15 |
25 |
50 |
152 |
361 |
1 364 |
|
5 |
2 |
17 |
28 |
52 |
152 |
353 |
1 078 |
|
6 |
3 |
19 |
31 |
55 |
152 |
339 |
872 |
|
7 |
5 |
22 |
32 |
57 |
152 |
323 |
720 |
|
8 |
5 |
23 |
34 |
60 |
152 |
306 |
604 |
|
9 |
5 |
24 |
35 |
63 |
152 |
289 |
513 |
|
10 |
5 |
24 |
37 |
65 |
152 |
271 |
441 |
|
11 |
6 |
25 |
37 |
65 |
152 |
255 |
383 |
|
12 |
6 |
25 |
38 |
66 |
152 |
246 |
334 |
|
13 |
6 |
25 |
38 |
66 |
152 |
246 |
294 |
|
14 |
6 |
25 |
37 |
66 |
152 |
246 |
260 |
|
15 |
6 |
25 |
38 |
66 |
152 |
246 |
246 |
|
16 |
6 |
25 |
41 |
66 |
152 |
246 |
246 |
|
17 |
6 |
25 |
43 |
66 |
152 |
246 |
246 |
|
18 |
6 |
25 |
46 |
66 |
152 |
246 |
246 |
|
19 |
7 |
25 |
48 |
66 |
152 |
246 |
246 |
|
20 |
7 |
25 |
50 |
66 |
152 |
246 |
246 |
|
21 |
7 |
25 |
53 |
66 |
152 |
246 |
246 |
|
22 |
8 |
25 |
55 |
66 |
152 |
246 |
246 |
|
23 |
8 |
25 |
57 |
66 |
152 |
246 |
246 |
|
24 |
8 |
25 |
59 |
66 |
152 |
246 |
246 |
|
25 |
9 |
25 |
62 |
66 |
152 |
246 |
246 |
|
26 |
9 |
25 |
64 |
68 |
152 |
246 |
246 |
|
27 |
10 |
25 |
67 |
70 |
152 |
246 |
246 |
|
28 |
10 |
25 |
69 |
72 |
152 |
246 |
246 |
|
29 |
10 |
25 |
72 |
74 |
152 |
246 |
246 |
|
30 |
11 |
25 |
74 |
75 |
152 |
246 |
246 |
3.8
Pound sterling
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
11 |
22 |
45 |
178 |
305 |
3 224 |
|
2 |
0 |
11 |
22 |
45 |
178 |
350 |
2 400 |
|
3 |
1 |
11 |
23 |
49 |
173 |
367 |
1 807 |
|
4 |
1 |
13 |
26 |
55 |
170 |
368 |
1 392 |
|
5 |
1 |
16 |
28 |
59 |
169 |
359 |
1 100 |
|
6 |
2 |
18 |
33 |
60 |
168 |
346 |
889 |
|
7 |
3 |
21 |
36 |
60 |
167 |
329 |
734 |
|
8 |
5 |
24 |
37 |
59 |
166 |
312 |
615 |
|
9 |
8 |
30 |
42 |
58 |
165 |
294 |
523 |
|
10 |
11 |
34 |
42 |
57 |
164 |
276 |
449 |
|
11 |
10 |
33 |
41 |
57 |
163 |
259 |
389 |
|
12 |
9 |
32 |
41 |
56 |
162 |
256 |
340 |
|
13 |
8 |
31 |
42 |
57 |
162 |
256 |
299 |
|
14 |
8 |
31 |
42 |
57 |
161 |
255 |
265 |
|
15 |
8 |
31 |
43 |
57 |
160 |
254 |
254 |
|
16 |
8 |
31 |
43 |
57 |
159 |
253 |
253 |
|
17 |
8 |
31 |
44 |
57 |
158 |
252 |
252 |
|
18 |
8 |
31 |
46 |
57 |
157 |
251 |
251 |
|
19 |
8 |
31 |
48 |
57 |
157 |
251 |
251 |
|
20 |
8 |
31 |
51 |
57 |
158 |
252 |
252 |
|
21 |
8 |
31 |
53 |
59 |
158 |
252 |
252 |
|
22 |
8 |
31 |
55 |
61 |
157 |
251 |
251 |
|
23 |
8 |
31 |
58 |
63 |
157 |
251 |
251 |
|
24 |
9 |
31 |
61 |
65 |
156 |
250 |
250 |
|
25 |
9 |
31 |
62 |
67 |
156 |
250 |
250 |
|
26 |
9 |
31 |
65 |
68 |
155 |
249 |
249 |
|
27 |
10 |
31 |
67 |
70 |
155 |
249 |
249 |
|
28 |
10 |
31 |
70 |
73 |
154 |
248 |
248 |
|
29 |
11 |
31 |
72 |
75 |
154 |
248 |
248 |
|
30 |
11 |
31 |
74 |
76 |
153 |
247 |
247 |
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 |
80 |
92 |
99 |
120 |
238 |
334 |
3 339 |
|
2 |
78 |
91 |
97 |
119 |
237 |
362 |
2 490 |
|
3 |
76 |
90 |
98 |
122 |
230 |
380 |
1 878 |
|
4 |
75 |
89 |
99 |
124 |
226 |
382 |
1 449 |
|
5 |
73 |
88 |
100 |
123 |
223 |
374 |
1 146 |
|
6 |
73 |
89 |
100 |
125 |
222 |
360 |
928 |
|
7 |
72 |
89 |
100 |
124 |
219 |
343 |
766 |
|
8 |
70 |
88 |
99 |
125 |
217 |
326 |
643 |
|
9 |
68 |
87 |
98 |
126 |
215 |
309 |
546 |
|
10 |
67 |
86 |
98 |
126 |
213 |
308 |
469 |
|
11 |
66 |
85 |
97 |
126 |
212 |
306 |
407 |
|
12 |
64 |
83 |
96 |
124 |
210 |
305 |
356 |
|
13 |
63 |
82 |
95 |
123 |
209 |
303 |
313 |
|
14 |
62 |
81 |
93 |
121 |
208 |
302 |
302 |
|
15 |
60 |
79 |
92 |
120 |
206 |
300 |
300 |
|
16 |
59 |
78 |
91 |
119 |
205 |
299 |
299 |
|
17 |
58 |
77 |
90 |
118 |
204 |
298 |
298 |
|
18 |
57 |
76 |
89 |
117 |
203 |
297 |
297 |
|
19 |
56 |
75 |
88 |
116 |
202 |
297 |
297 |
|
20 |
56 |
75 |
87 |
115 |
202 |
296 |
296 |
|
21 |
55 |
74 |
86 |
115 |
201 |
295 |
295 |
|
22 |
54 |
73 |
85 |
114 |
200 |
294 |
294 |
|
23 |
53 |
72 |
84 |
113 |
199 |
293 |
293 |
|
24 |
52 |
71 |
83 |
112 |
198 |
292 |
292 |
|
25 |
51 |
70 |
82 |
110 |
197 |
291 |
291 |
|
26 |
49 |
69 |
81 |
109 |
196 |
290 |
290 |
|
27 |
48 |
68 |
80 |
108 |
195 |
289 |
289 |
|
28 |
47 |
66 |
79 |
107 |
193 |
288 |
288 |
|
29 |
46 |
65 |
78 |
106 |
192 |
286 |
286 |
|
30 |
45 |
64 |
78 |
105 |
191 |
285 |
285 |
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 |
52 |
65 |
71 |
92 |
210 |
306 |
3 209 |
|
2 |
51 |
64 |
70 |
92 |
210 |
350 |
2 396 |
|
3 |
50 |
63 |
72 |
96 |
204 |
368 |
1 808 |
|
4 |
49 |
63 |
74 |
99 |
201 |
369 |
1 395 |
|
5 |
49 |
64 |
75 |
99 |
199 |
361 |
1 104 |
|
6 |
49 |
65 |
76 |
101 |
197 |
348 |
894 |
|
7 |
49 |
66 |
77 |
101 |
196 |
332 |
739 |
|
8 |
48 |
65 |
77 |
102 |
195 |
315 |
620 |
|
9 |
46 |
65 |
77 |
104 |
193 |
297 |
528 |
|
10 |
46 |
65 |
77 |
105 |
192 |
286 |
454 |
|
11 |
45 |
64 |
77 |
105 |
191 |
285 |
394 |
|
12 |
44 |
64 |
76 |
104 |
191 |
285 |
344 |
|
13 |
44 |
63 |
75 |
104 |
190 |
284 |
303 |
|
14 |
43 |
62 |
75 |
103 |
189 |
283 |
283 |
|
15 |
43 |
62 |
74 |
103 |
189 |
283 |
283 |
|
16 |
42 |
61 |
73 |
102 |
188 |
282 |
282 |
|
17 |
41 |
60 |
73 |
101 |
187 |
281 |
281 |
|
18 |
41 |
60 |
72 |
101 |
187 |
281 |
281 |
|
19 |
40 |
59 |
72 |
100 |
186 |
280 |
280 |
|
20 |
40 |
59 |
72 |
100 |
186 |
280 |
280 |
|
21 |
40 |
59 |
72 |
100 |
186 |
280 |
280 |
|
22 |
39 |
59 |
71 |
99 |
186 |
280 |
280 |
|
23 |
39 |
58 |
71 |
99 |
185 |
279 |
279 |
|
24 |
38 |
57 |
70 |
98 |
184 |
278 |
278 |
|
25 |
38 |
57 |
69 |
98 |
184 |
278 |
278 |
|
26 |
37 |
56 |
69 |
97 |
183 |
277 |
277 |
|
27 |
36 |
55 |
69 |
96 |
182 |
276 |
276 |
|
28 |
36 |
55 |
71 |
95 |
182 |
276 |
276 |
|
29 |
35 |
54 |
74 |
95 |
181 |
275 |
275 |
|
30 |
34 |
53 |
76 |
94 |
180 |
274 |
274 |
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 |
27 |
39 |
46 |
67 |
185 |
307 |
3 250 |
|
2 |
28 |
40 |
46 |
68 |
186 |
353 |
2 424 |
|
3 |
26 |
40 |
48 |
72 |
180 |
371 |
1 826 |
|
4 |
26 |
40 |
50 |
75 |
177 |
372 |
1 408 |
|
5 |
26 |
41 |
52 |
76 |
176 |
363 |
1 112 |
|
6 |
26 |
43 |
54 |
78 |
175 |
350 |
899 |
|
7 |
27 |
44 |
55 |
80 |
174 |
333 |
742 |
|
8 |
26 |
44 |
55 |
81 |
174 |
315 |
622 |
|
9 |
26 |
45 |
56 |
84 |
173 |
297 |
528 |
|
10 |
26 |
45 |
57 |
85 |
172 |
279 |
454 |
|
11 |
25 |
44 |
57 |
85 |
172 |
266 |
394 |
|
12 |
25 |
44 |
56 |
85 |
171 |
265 |
344 |
|
13 |
24 |
43 |
56 |
84 |
170 |
264 |
303 |
|
14 |
23 |
43 |
55 |
83 |
170 |
264 |
268 |
|
15 |
23 |
42 |
55 |
83 |
169 |
263 |
263 |
|
16 |
22 |
41 |
54 |
82 |
168 |
262 |
262 |
|
17 |
22 |
41 |
53 |
82 |
168 |
262 |
262 |
|
18 |
21 |
41 |
53 |
81 |
168 |
262 |
262 |
|
19 |
21 |
40 |
53 |
81 |
167 |
261 |
261 |
|
20 |
21 |
40 |
53 |
81 |
167 |
262 |
262 |
|
21 |
21 |
41 |
54 |
81 |
168 |
262 |
262 |
|
22 |
21 |
40 |
57 |
81 |
167 |
261 |
261 |
|
23 |
21 |
40 |
58 |
81 |
167 |
261 |
261 |
|
24 |
21 |
40 |
61 |
81 |
167 |
261 |
261 |
|
25 |
21 |
40 |
64 |
81 |
167 |
261 |
261 |
|
26 |
20 |
40 |
66 |
80 |
167 |
261 |
261 |
|
27 |
20 |
39 |
69 |
80 |
166 |
260 |
260 |
|
28 |
20 |
39 |
71 |
80 |
166 |
260 |
260 |
|
29 |
20 |
39 |
73 |
79 |
166 |
260 |
260 |
|
30 |
19 |
38 |
76 |
79 |
165 |
259 |
259 |
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 |
142 |
299 |
3 163 |
|
2 |
0 |
1 |
6 |
25 |
143 |
343 |
2 349 |
|
3 |
1 |
1 |
8 |
30 |
138 |
360 |
1 767 |
|
4 |
1 |
3 |
11 |
33 |
135 |
360 |
1 362 |
|
5 |
1 |
4 |
14 |
35 |
135 |
352 |
1 077 |
|
6 |
2 |
4 |
16 |
39 |
135 |
339 |
871 |
|
7 |
2 |
6 |
19 |
41 |
135 |
323 |
719 |
|
8 |
2 |
6 |
22 |
43 |
135 |
306 |
603 |
|
9 |
3 |
7 |
24 |
46 |
135 |
289 |
513 |
|
10 |
4 |
8 |
26 |
48 |
135 |
271 |
441 |
|
11 |
4 |
9 |
29 |
50 |
136 |
255 |
382 |
|
12 |
4 |
10 |
31 |
49 |
135 |
238 |
334 |
|
13 |
4 |
10 |
34 |
50 |
136 |
230 |
294 |
|
14 |
4 |
12 |
36 |
49 |
136 |
230 |
260 |
|
15 |
5 |
12 |
38 |
48 |
134 |
229 |
231 |
|
16 |
6 |
13 |
41 |
48 |
134 |
228 |
228 |
|
17 |
6 |
14 |
43 |
50 |
133 |
228 |
228 |
|
18 |
6 |
15 |
45 |
52 |
134 |
228 |
228 |
|
19 |
7 |
15 |
47 |
54 |
134 |
228 |
228 |
|
20 |
7 |
17 |
50 |
56 |
134 |
228 |
228 |
|
21 |
7 |
17 |
53 |
58 |
135 |
229 |
229 |
|
22 |
8 |
18 |
54 |
60 |
135 |
229 |
229 |
|
23 |
8 |
18 |
57 |
61 |
135 |
229 |
229 |
|
24 |
8 |
20 |
59 |
64 |
134 |
229 |
229 |
|
25 |
9 |
20 |
62 |
66 |
134 |
228 |
228 |
|
26 |
9 |
21 |
64 |
68 |
136 |
228 |
228 |
|
27 |
10 |
23 |
67 |
70 |
137 |
228 |
228 |
|
28 |
10 |
23 |
69 |
71 |
138 |
228 |
228 |
|
29 |
10 |
24 |
72 |
73 |
139 |
228 |
228 |
|
30 |
11 |
25 |
74 |
75 |
141 |
228 |
228 |
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 |
41 |
53 |
60 |
81 |
199 |
303 |
3 205 |
|
2 |
41 |
54 |
60 |
81 |
199 |
348 |
2 384 |
|
3 |
40 |
53 |
62 |
86 |
194 |
365 |
1 797 |
|
4 |
40 |
54 |
64 |
89 |
191 |
367 |
1 387 |
|
5 |
40 |
55 |
66 |
90 |
190 |
359 |
1 098 |
|
6 |
40 |
56 |
68 |
92 |
189 |
346 |
889 |
|
7 |
41 |
58 |
69 |
93 |
188 |
330 |
734 |
|
8 |
40 |
58 |
69 |
95 |
187 |
313 |
616 |
|
9 |
39 |
58 |
69 |
97 |
186 |
295 |
524 |
|
10 |
39 |
58 |
70 |
98 |
185 |
279 |
451 |
|
11 |
38 |
57 |
70 |
98 |
185 |
279 |
391 |
|
12 |
38 |
57 |
69 |
98 |
184 |
278 |
342 |
|
13 |
37 |
56 |
69 |
97 |
183 |
277 |
301 |
|
14 |
36 |
56 |
68 |
96 |
183 |
277 |
277 |
|
15 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
|
16 |
35 |
54 |
67 |
95 |
181 |
275 |
275 |
|
17 |
35 |
54 |
66 |
94 |
181 |
275 |
275 |
|
18 |
34 |
53 |
66 |
94 |
180 |
274 |
274 |
|
19 |
34 |
53 |
65 |
94 |
180 |
274 |
274 |
|
20 |
33 |
53 |
65 |
93 |
180 |
274 |
274 |
|
21 |
33 |
52 |
65 |
93 |
179 |
273 |
273 |
|
22 |
33 |
52 |
64 |
93 |
179 |
273 |
273 |
|
23 |
32 |
51 |
64 |
92 |
178 |
272 |
272 |
|
24 |
32 |
51 |
63 |
91 |
178 |
272 |
272 |
|
25 |
31 |
50 |
63 |
91 |
177 |
271 |
271 |
|
26 |
30 |
49 |
66 |
90 |
176 |
270 |
270 |
|
27 |
29 |
49 |
68 |
89 |
176 |
270 |
270 |
|
28 |
29 |
48 |
71 |
89 |
175 |
269 |
269 |
|
29 |
28 |
47 |
73 |
88 |
174 |
268 |
268 |
|
30 |
27 |
46 |
76 |
87 |
173 |
268 |
268 |
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 |
13 |
26 |
32 |
53 |
171 |
305 |
3 230 |
|
2 |
17 |
29 |
36 |
57 |
175 |
349 |
2 396 |
|
3 |
19 |
33 |
41 |
65 |
173 |
366 |
1 804 |
|
4 |
22 |
36 |
46 |
71 |
173 |
368 |
1 392 |
|
5 |
24 |
39 |
51 |
74 |
174 |
360 |
1 102 |
|
6 |
23 |
40 |
51 |
75 |
172 |
347 |
892 |
|
7 |
28 |
46 |
56 |
81 |
176 |
331 |
737 |
|
8 |
27 |
45 |
56 |
82 |
174 |
314 |
619 |
|
9 |
28 |
47 |
58 |
86 |
175 |
296 |
526 |
|
10 |
30 |
49 |
61 |
89 |
176 |
279 |
453 |
|
11 |
31 |
50 |
63 |
91 |
177 |
271 |
393 |
|
12 |
32 |
51 |
64 |
92 |
178 |
272 |
344 |
|
13 |
32 |
51 |
64 |
92 |
178 |
272 |
302 |
|
14 |
33 |
52 |
64 |
92 |
179 |
273 |
273 |
|
15 |
33 |
52 |
64 |
93 |
179 |
273 |
273 |
|
16 |
32 |
51 |
64 |
92 |
178 |
272 |
272 |
|
17 |
32 |
51 |
64 |
92 |
178 |
273 |
273 |
|
18 |
32 |
51 |
63 |
92 |
178 |
272 |
272 |
|
19 |
31 |
51 |
63 |
91 |
178 |
272 |
272 |
|
20 |
32 |
51 |
63 |
91 |
178 |
272 |
272 |
|
21 |
31 |
51 |
63 |
91 |
178 |
272 |
272 |
|
22 |
31 |
50 |
63 |
91 |
177 |
271 |
271 |
|
23 |
31 |
50 |
63 |
91 |
177 |
271 |
271 |
|
24 |
30 |
50 |
62 |
90 |
177 |
271 |
271 |
|
25 |
30 |
49 |
64 |
90 |
176 |
270 |
270 |
|
26 |
30 |
49 |
66 |
89 |
176 |
270 |
270 |
|
27 |
29 |
48 |
69 |
89 |
175 |
269 |
269 |
|
28 |
28 |
48 |
71 |
88 |
175 |
269 |
269 |
|
29 |
28 |
47 |
73 |
88 |
174 |
268 |
268 |
|
30 |
27 |
46 |
76 |
87 |
173 |
268 |
268 |
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 |
13 |
25 |
31 |
53 |
171 |
306 |
3 237 |
|
2 |
14 |
26 |
33 |
54 |
172 |
351 |
2 409 |
|
3 |
14 |
28 |
36 |
60 |
168 |
369 |
1 817 |
|
4 |
15 |
29 |
39 |
64 |
166 |
370 |
1 401 |
|
5 |
16 |
31 |
42 |
66 |
166 |
362 |
1 108 |
|
6 |
17 |
34 |
45 |
69 |
166 |
349 |
897 |
|
7 |
19 |
36 |
47 |
71 |
166 |
332 |
740 |
|
8 |
19 |
37 |
48 |
74 |
166 |
315 |
621 |
|
9 |
19 |
38 |
49 |
77 |
166 |
297 |
528 |
|
10 |
20 |
39 |
51 |
79 |
166 |
279 |
454 |
|
11 |
20 |
39 |
52 |
80 |
166 |
262 |
393 |
|
12 |
20 |
39 |
52 |
80 |
166 |
260 |
344 |
|
13 |
20 |
39 |
52 |
80 |
166 |
260 |
302 |
|
14 |
20 |
39 |
52 |
80 |
166 |
260 |
267 |
|
15 |
20 |
39 |
52 |
80 |
166 |
260 |
260 |
|
16 |
20 |
39 |
52 |
80 |
166 |
260 |
260 |
|
17 |
20 |
39 |
52 |
80 |
166 |
260 |
260 |
|
18 |
20 |
39 |
52 |
80 |
166 |
260 |
260 |
|
19 |
20 |
39 |
52 |
80 |
166 |
260 |
260 |
|
20 |
20 |
39 |
52 |
80 |
166 |
260 |
260 |
|
21 |
20 |
39 |
54 |
80 |
166 |
260 |
260 |
|
22 |
20 |
39 |
57 |
80 |
166 |
260 |
260 |
|
23 |
19 |
38 |
58 |
79 |
165 |
259 |
259 |
|
24 |
19 |
38 |
61 |
79 |
165 |
259 |
259 |
|
25 |
18 |
38 |
63 |
78 |
165 |
259 |
259 |
|
26 |
18 |
37 |
66 |
78 |
164 |
258 |
258 |
|
27 |
18 |
37 |
68 |
77 |
164 |
258 |
258 |
|
28 |
17 |
36 |
71 |
77 |
163 |
257 |
257 |
|
29 |
17 |
36 |
73 |
77 |
163 |
257 |
257 |
|
30 |
16 |
35 |
76 |
77 |
162 |
256 |
256 |
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 |
57 |
64 |
85 |
203 |
319 |
3 388 |
|
2 |
48 |
60 |
67 |
88 |
206 |
369 |
2 542 |
|
3 |
51 |
64 |
72 |
96 |
204 |
388 |
1 920 |
|
4 |
52 |
66 |
76 |
101 |
203 |
390 |
1 482 |
|
5 |
54 |
69 |
80 |
104 |
204 |
382 |
1 172 |
|
6 |
56 |
72 |
83 |
108 |
204 |
368 |
948 |
|
7 |
57 |
74 |
85 |
110 |
204 |
351 |
782 |
|
8 |
57 |
75 |
86 |
112 |
204 |
332 |
656 |
|
9 |
57 |
76 |
87 |
115 |
204 |
314 |
558 |
|
10 |
58 |
77 |
89 |
117 |
204 |
298 |
479 |
|
11 |
58 |
77 |
89 |
117 |
204 |
298 |
416 |
|
12 |
57 |
76 |
89 |
117 |
203 |
297 |
363 |
|
13 |
57 |
76 |
88 |
116 |
203 |
297 |
319 |
|
14 |
56 |
75 |
87 |
116 |
202 |
296 |
296 |
|
15 |
55 |
74 |
87 |
115 |
201 |
295 |
295 |
|
16 |
54 |
73 |
86 |
114 |
200 |
294 |
294 |
|
17 |
54 |
73 |
85 |
114 |
200 |
294 |
294 |
|
18 |
53 |
72 |
85 |
113 |
199 |
293 |
293 |
|
19 |
52 |
71 |
84 |
112 |
198 |
293 |
293 |
|
20 |
52 |
71 |
83 |
112 |
198 |
292 |
292 |
|
21 |
51 |
70 |
83 |
111 |
197 |
291 |
291 |
|
22 |
50 |
69 |
82 |
110 |
196 |
290 |
290 |
|
23 |
49 |
68 |
81 |
109 |
195 |
290 |
290 |
|
24 |
48 |
68 |
80 |
108 |
195 |
289 |
289 |
|
25 |
48 |
67 |
79 |
107 |
194 |
288 |
288 |
|
26 |
47 |
66 |
78 |
106 |
193 |
287 |
287 |
|
27 |
46 |
65 |
77 |
106 |
192 |
286 |
286 |
|
28 |
45 |
64 |
76 |
105 |
191 |
285 |
285 |
|
29 |
44 |
63 |
76 |
104 |
190 |
284 |
284 |
|
30 |
43 |
62 |
80 |
103 |
189 |
283 |
283 |
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 |
89 |
95 |
117 |
235 |
330 |
3 357 |
|
2 |
81 |
94 |
100 |
121 |
239 |
368 |
2 534 |
|
3 |
82 |
95 |
103 |
127 |
235 |
391 |
1 928 |
|
4 |
82 |
96 |
106 |
131 |
233 |
395 |
1 495 |
|
5 |
85 |
100 |
111 |
135 |
235 |
388 |
1 187 |
|
6 |
87 |
103 |
115 |
139 |
236 |
375 |
963 |
|
7 |
89 |
107 |
117 |
142 |
237 |
358 |
796 |
|
8 |
91 |
108 |
120 |
146 |
238 |
340 |
669 |
|
9 |
92 |
110 |
122 |
149 |
239 |
333 |
569 |
|
10 |
92 |
111 |
124 |
152 |
239 |
333 |
490 |
|
11 |
92 |
111 |
124 |
152 |
239 |
333 |
425 |
|
12 |
92 |
111 |
123 |
152 |
238 |
332 |
371 |
|
13 |
91 |
110 |
122 |
150 |
237 |
331 |
331 |
|
14 |
89 |
108 |
121 |
149 |
235 |
329 |
329 |
|
15 |
88 |
107 |
120 |
148 |
234 |
328 |
328 |
|
16 |
87 |
106 |
118 |
146 |
233 |
327 |
327 |
|
17 |
85 |
104 |
117 |
145 |
231 |
325 |
325 |
|
18 |
84 |
103 |
116 |
144 |
230 |
324 |
324 |
|
19 |
83 |
102 |
114 |
142 |
229 |
323 |
323 |
|
20 |
81 |
100 |
113 |
141 |
227 |
321 |
321 |
|
21 |
80 |
99 |
112 |
140 |
226 |
320 |
320 |
|
22 |
78 |
97 |
110 |
138 |
224 |
318 |
318 |
|
23 |
77 |
96 |
108 |
137 |
223 |
317 |
317 |
|
24 |
75 |
94 |
107 |
135 |
221 |
315 |
315 |
|
25 |
73 |
93 |
105 |
133 |
220 |
314 |
314 |
|
26 |
72 |
91 |
103 |
132 |
218 |
312 |
312 |
|
27 |
70 |
89 |
102 |
130 |
216 |
310 |
310 |
|
28 |
69 |
88 |
100 |
128 |
215 |
309 |
309 |
|
29 |
67 |
86 |
99 |
127 |
213 |
307 |
307 |
|
30 |
66 |
85 |
97 |
125 |
212 |
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 |
7 |
19 |
25 |
47 |
165 |
303 |
3 211 |
|
2 |
10 |
22 |
28 |
50 |
168 |
349 |
2 388 |
|
3 |
11 |
25 |
33 |
57 |
165 |
366 |
1 801 |
|
4 |
13 |
27 |
37 |
62 |
164 |
367 |
1 389 |
|
5 |
15 |
30 |
42 |
65 |
165 |
359 |
1 099 |
|
6 |
17 |
33 |
44 |
69 |
166 |
346 |
890 |
|
7 |
19 |
36 |
46 |
71 |
166 |
330 |
735 |
|
8 |
19 |
37 |
48 |
74 |
166 |
313 |
616 |
|
9 |
19 |
38 |
49 |
77 |
166 |
295 |
524 |
|
10 |
19 |
38 |
51 |
79 |
166 |
277 |
450 |
|
11 |
20 |
39 |
51 |
79 |
166 |
260 |
391 |
|
12 |
19 |
38 |
51 |
79 |
165 |
260 |
341 |
|
13 |
19 |
38 |
50 |
79 |
165 |
259 |
300 |
|
14 |
18 |
37 |
50 |
78 |
164 |
258 |
266 |
|
15 |
18 |
37 |
49 |
77 |
164 |
258 |
258 |
|
16 |
17 |
36 |
48 |
77 |
163 |
257 |
257 |
|
17 |
16 |
36 |
48 |
76 |
163 |
257 |
257 |
|
18 |
16 |
35 |
48 |
76 |
162 |
256 |
256 |
|
19 |
16 |
35 |
49 |
76 |
162 |
256 |
256 |
|
20 |
16 |
35 |
51 |
76 |
162 |
256 |
256 |
|
21 |
16 |
35 |
54 |
76 |
162 |
256 |
256 |
|
22 |
16 |
35 |
56 |
76 |
162 |
256 |
256 |
|
23 |
16 |
35 |
58 |
76 |
162 |
256 |
256 |
|
24 |
16 |
35 |
61 |
76 |
162 |
256 |
256 |
|
25 |
16 |
35 |
63 |
76 |
162 |
256 |
256 |
|
26 |
16 |
35 |
66 |
76 |
162 |
256 |
256 |
|
27 |
16 |
35 |
68 |
75 |
162 |
256 |
256 |
|
28 |
15 |
34 |
71 |
75 |
161 |
256 |
256 |
|
29 |
15 |
34 |
73 |
75 |
161 |
255 |
255 |
|
30 |
15 |
34 |
76 |
77 |
161 |
255 |
255 |
3.19
Indian rupee
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
90 |
103 |
109 |
131 |
249 |
345 |
3 401 |
|
2 |
91 |
104 |
110 |
132 |
250 |
369 |
2 546 |
|
3 |
91 |
104 |
113 |
137 |
245 |
389 |
1 925 |
|
4 |
91 |
106 |
116 |
141 |
243 |
392 |
1 489 |
|
5 |
92 |
107 |
119 |
143 |
243 |
384 |
1 180 |
|
6 |
93 |
110 |
121 |
145 |
242 |
371 |
956 |
|
7 |
94 |
112 |
122 |
147 |
242 |
354 |
790 |
|
8 |
94 |
112 |
123 |
149 |
242 |
336 |
663 |
|
9 |
94 |
112 |
124 |
151 |
241 |
335 |
564 |
|
10 |
93 |
112 |
124 |
152 |
239 |
333 |
485 |
|
11 |
92 |
111 |
123 |
151 |
238 |
332 |
420 |
|
12 |
90 |
109 |
122 |
150 |
236 |
330 |
367 |
|
13 |
88 |
107 |
120 |
148 |
234 |
328 |
328 |
|
14 |
86 |
105 |
118 |
146 |
232 |
326 |
326 |
|
15 |
85 |
104 |
116 |
144 |
231 |
325 |
325 |
|
16 |
83 |
102 |
114 |
142 |
229 |
323 |
323 |
|
17 |
81 |
100 |
113 |
141 |
227 |
321 |
321 |
|
18 |
80 |
99 |
111 |
139 |
226 |
320 |
320 |
|
19 |
78 |
97 |
110 |
138 |
224 |
318 |
318 |
|
20 |
77 |
96 |
109 |
137 |
223 |
317 |
317 |
|
21 |
76 |
95 |
108 |
136 |
222 |
316 |
316 |
|
22 |
75 |
94 |
107 |
135 |
221 |
315 |
315 |
|
23 |
74 |
93 |
105 |
134 |
220 |
314 |
314 |
|
24 |
73 |
92 |
104 |
132 |
219 |
313 |
313 |
|
25 |
71 |
90 |
103 |
131 |
217 |
311 |
311 |
|
26 |
70 |
89 |
102 |
130 |
216 |
310 |
310 |
|
27 |
69 |
88 |
101 |
129 |
215 |
309 |
309 |
|
28 |
68 |
87 |
99 |
128 |
214 |
308 |
308 |
|
29 |
67 |
86 |
98 |
127 |
213 |
307 |
307 |
|
30 |
66 |
85 |
97 |
125 |
212 |
306 |
306 |
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 |
315 |
327 |
334 |
355 |
473 |
569 |
3 513 |
|
2 |
80 |
93 |
99 |
120 |
238 |
380 |
2 629 |
|
3 |
82 |
95 |
104 |
128 |
236 |
400 |
1 985 |
|
4 |
84 |
98 |
109 |
134 |
236 |
402 |
1 531 |
|
5 |
86 |
102 |
113 |
137 |
237 |
393 |
1 211 |
|
6 |
88 |
105 |
116 |
140 |
237 |
379 |
979 |
|
7 |
90 |
108 |
118 |
143 |
238 |
361 |
808 |
|
8 |
91 |
109 |
120 |
146 |
238 |
342 |
677 |
|
9 |
92 |
110 |
122 |
149 |
239 |
333 |
576 |
|
10 |
92 |
111 |
123 |
151 |
239 |
333 |
495 |
|
11 |
92 |
111 |
124 |
152 |
239 |
333 |
429 |
|
12 |
93 |
112 |
124 |
152 |
239 |
333 |
375 |
|
13 |
93 |
112 |
125 |
153 |
239 |
333 |
333 |
|
14 |
94 |
113 |
125 |
153 |
240 |
334 |
334 |
|
15 |
94 |
113 |
126 |
154 |
240 |
334 |
334 |
|
16 |
95 |
114 |
127 |
155 |
241 |
335 |
335 |
|
17 |
96 |
115 |
128 |
156 |
242 |
336 |
336 |
|
18 |
97 |
116 |
129 |
157 |
243 |
337 |
337 |
|
19 |
98 |
117 |
130 |
158 |
244 |
338 |
338 |
|
20 |
98 |
118 |
130 |
158 |
245 |
339 |
339 |
|
21 |
99 |
118 |
130 |
158 |
245 |
339 |
339 |
|
22 |
98 |
117 |
130 |
158 |
244 |
338 |
338 |
|
23 |
98 |
117 |
129 |
157 |
244 |
338 |
338 |
|
24 |
97 |
116 |
128 |
156 |
243 |
337 |
337 |
|
25 |
96 |
115 |
127 |
155 |
242 |
336 |
336 |
|
26 |
94 |
113 |
126 |
154 |
240 |
334 |
334 |
|
27 |
93 |
112 |
125 |
153 |
239 |
333 |
333 |
|
28 |
92 |
111 |
123 |
151 |
238 |
332 |
332 |
|
29 |
90 |
109 |
122 |
150 |
236 |
330 |
330 |
|
30 |
89 |
108 |
120 |
149 |
235 |
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 |
7 |
13 |
35 |
153 |
303 |
3 211 |
|
2 |
0 |
7 |
13 |
35 |
153 |
348 |
2 384 |
|
3 |
1 |
7 |
15 |
39 |
147 |
364 |
1 792 |
|
4 |
1 |
7 |
17 |
42 |
144 |
365 |
1 380 |
|
5 |
1 |
8 |
20 |
43 |
143 |
356 |
1 090 |
|
6 |
2 |
10 |
21 |
46 |
142 |
342 |
881 |
|
7 |
2 |
12 |
22 |
47 |
142 |
326 |
727 |
|
8 |
2 |
12 |
23 |
49 |
141 |
309 |
609 |
|
9 |
3 |
12 |
25 |
51 |
140 |
291 |
517 |
|
10 |
4 |
12 |
26 |
52 |
140 |
273 |
444 |
|
11 |
4 |
12 |
29 |
53 |
139 |
256 |
385 |
|
12 |
4 |
12 |
32 |
53 |
139 |
240 |
337 |
|
13 |
4 |
12 |
34 |
53 |
139 |
234 |
296 |
|
14 |
4 |
13 |
37 |
53 |
140 |
234 |
262 |
|
15 |
6 |
13 |
38 |
54 |
140 |
234 |
234 |
|
16 |
6 |
13 |
41 |
54 |
140 |
234 |
234 |
|
17 |
6 |
14 |
44 |
54 |
141 |
235 |
235 |
|
18 |
6 |
15 |
46 |
55 |
141 |
235 |
235 |
|
19 |
7 |
15 |
48 |
56 |
142 |
236 |
236 |
|
20 |
7 |
17 |
51 |
57 |
143 |
237 |
237 |
|
21 |
7 |
17 |
53 |
59 |
143 |
238 |
238 |
|
22 |
8 |
18 |
55 |
61 |
144 |
238 |
238 |
|
23 |
8 |
19 |
58 |
63 |
145 |
239 |
239 |
|
24 |
9 |
20 |
61 |
65 |
145 |
239 |
239 |
|
25 |
9 |
21 |
62 |
66 |
145 |
240 |
240 |
|
26 |
9 |
21 |
65 |
68 |
146 |
240 |
240 |
|
27 |
10 |
23 |
67 |
70 |
146 |
240 |
240 |
|
28 |
10 |
23 |
70 |
73 |
146 |
240 |
240 |
|
29 |
11 |
24 |
72 |
75 |
147 |
241 |
241 |
|
30 |
11 |
25 |
74 |
77 |
147 |
241 |
241 |
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 |
47 |
59 |
66 |
87 |
205 |
307 |
3 258 |
|
2 |
48 |
60 |
67 |
88 |
206 |
354 |
2 428 |
|
3 |
47 |
60 |
69 |
93 |
201 |
371 |
1 830 |
|
4 |
47 |
61 |
71 |
96 |
198 |
373 |
1 411 |
|
5 |
47 |
62 |
73 |
97 |
197 |
364 |
1 115 |
|
6 |
48 |
64 |
75 |
100 |
197 |
351 |
902 |
|
7 |
48 |
65 |
76 |
100 |
195 |
334 |
744 |
|
8 |
48 |
66 |
77 |
103 |
195 |
317 |
624 |
|
9 |
47 |
66 |
77 |
105 |
194 |
299 |
531 |
|
10 |
46 |
65 |
78 |
106 |
193 |
287 |
456 |
|
11 |
45 |
64 |
77 |
105 |
192 |
286 |
396 |
|
12 |
44 |
63 |
76 |
104 |
190 |
284 |
346 |
|
13 |
43 |
62 |
74 |
103 |
189 |
283 |
304 |
|
14 |
41 |
60 |
73 |
101 |
187 |
281 |
281 |
|
15 |
40 |
59 |
72 |
100 |
186 |
280 |
280 |
|
16 |
39 |
58 |
70 |
98 |
185 |
279 |
279 |
|
17 |
38 |
57 |
69 |
97 |
184 |
278 |
278 |
|
18 |
37 |
56 |
68 |
96 |
183 |
277 |
277 |
|
19 |
36 |
55 |
67 |
96 |
182 |
276 |
276 |
|
20 |
35 |
54 |
67 |
95 |
181 |
275 |
275 |
|
21 |
35 |
54 |
66 |
95 |
181 |
275 |
275 |
|
22 |
34 |
53 |
66 |
94 |
180 |
274 |
274 |
|
23 |
34 |
53 |
65 |
93 |
180 |
274 |
274 |
|
24 |
33 |
52 |
65 |
93 |
179 |
273 |
273 |
|
25 |
32 |
51 |
64 |
92 |
178 |
272 |
272 |
|
26 |
31 |
51 |
66 |
91 |
178 |
272 |
272 |
|
27 |
31 |
50 |
69 |
91 |
177 |
271 |
271 |
|
28 |
30 |
49 |
71 |
90 |
176 |
270 |
270 |
|
29 |
29 |
49 |
73 |
89 |
176 |
270 |
270 |
|
30 |
29 |
48 |
76 |
89 |
175 |
269 |
269 |
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 |
123 |
129 |
151 |
269 |
364 |
3 414 |
|
2 |
112 |
124 |
130 |
152 |
270 |
371 |
2 560 |
|
3 |
113 |
126 |
134 |
158 |
266 |
392 |
1 937 |
|
4 |
114 |
128 |
138 |
163 |
265 |
394 |
1 499 |
|
5 |
115 |
131 |
142 |
166 |
266 |
387 |
1 188 |
|
6 |
117 |
133 |
145 |
169 |
266 |
374 |
964 |
|
7 |
118 |
136 |
146 |
171 |
266 |
360 |
798 |
|
8 |
118 |
136 |
147 |
173 |
265 |
359 |
671 |
|
9 |
118 |
137 |
148 |
176 |
265 |
359 |
572 |
|
10 |
118 |
137 |
149 |
177 |
264 |
358 |
492 |
|
11 |
117 |
136 |
149 |
177 |
263 |
357 |
428 |
|
12 |
116 |
135 |
147 |
176 |
262 |
356 |
374 |
|
13 |
114 |
133 |
146 |
174 |
260 |
354 |
354 |
|
14 |
112 |
131 |
144 |
172 |
258 |
352 |
352 |
|
15 |
110 |
130 |
142 |
170 |
257 |
351 |
351 |
|
16 |
108 |
127 |
140 |
168 |
254 |
348 |
348 |
|
17 |
106 |
125 |
138 |
166 |
252 |
346 |
346 |
|
18 |
104 |
123 |
136 |
164 |
250 |
344 |
344 |
|
19 |
102 |
121 |
134 |
162 |
248 |
342 |
342 |
|
20 |
101 |
120 |
132 |
160 |
247 |
341 |
341 |
|
21 |
99 |
118 |
131 |
159 |
245 |
339 |
339 |
|
22 |
97 |
116 |
129 |
157 |
243 |
337 |
337 |
|
23 |
95 |
114 |
127 |
155 |
241 |
335 |
335 |
|
24 |
93 |
112 |
125 |
153 |
239 |
333 |
333 |
|
25 |
91 |
111 |
123 |
151 |
238 |
332 |
332 |
|
26 |
90 |
109 |
121 |
149 |
236 |
330 |
330 |
|
27 |
88 |
107 |
119 |
148 |
234 |
328 |
328 |
|
28 |
86 |
105 |
118 |
146 |
232 |
326 |
326 |
|
29 |
84 |
104 |
116 |
144 |
231 |
325 |
325 |
|
30 |
83 |
102 |
114 |
143 |
229 |
323 |
323 |
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 |
161 |
174 |
180 |
202 |
320 |
415 |
3 668 |
|
2 |
171 |
184 |
190 |
211 |
329 |
425 |
2 752 |
|
3 |
176 |
189 |
197 |
221 |
329 |
425 |
2 082 |
|
4 |
177 |
192 |
202 |
227 |
329 |
423 |
1 608 |
|
5 |
179 |
194 |
205 |
229 |
329 |
423 |
1 273 |
|
6 |
179 |
196 |
207 |
231 |
328 |
422 |
1 030 |
|
7 |
180 |
197 |
208 |
232 |
327 |
421 |
850 |
|
8 |
179 |
196 |
208 |
234 |
326 |
420 |
713 |
|
9 |
178 |
196 |
208 |
235 |
325 |
419 |
606 |
|
10 |
177 |
196 |
208 |
236 |
323 |
417 |
520 |
|
11 |
175 |
194 |
207 |
235 |
322 |
416 |
451 |
|
12 |
173 |
192 |
205 |
233 |
319 |
413 |
413 |
|
13 |
170 |
190 |
202 |
230 |
317 |
411 |
411 |
|
14 |
168 |
187 |
199 |
227 |
314 |
408 |
408 |
|
15 |
165 |
184 |
196 |
224 |
311 |
405 |
405 |
|
16 |
162 |
181 |
193 |
221 |
308 |
402 |
402 |
|
17 |
159 |
178 |
190 |
218 |
305 |
399 |
399 |
|
18 |
156 |
175 |
187 |
215 |
302 |
396 |
396 |
|
19 |
153 |
172 |
184 |
213 |
299 |
393 |
393 |
|
20 |
150 |
169 |
181 |
210 |
296 |
390 |
390 |
|
21 |
147 |
166 |
178 |
207 |
293 |
387 |
387 |
|
22 |
144 |
163 |
175 |
204 |
290 |
384 |
384 |
|
23 |
141 |
160 |
172 |
201 |
287 |
381 |
381 |
|
24 |
138 |
157 |
169 |
197 |
284 |
378 |
378 |
|
25 |
135 |
154 |
166 |
194 |
281 |
375 |
375 |
|
26 |
132 |
151 |
163 |
191 |
278 |
372 |
372 |
|
27 |
129 |
148 |
160 |
189 |
275 |
369 |
369 |
|
28 |
126 |
145 |
157 |
186 |
272 |
366 |
366 |
|
29 |
123 |
142 |
155 |
183 |
269 |
363 |
363 |
|
30 |
120 |
140 |
152 |
180 |
267 |
361 |
361 |
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 |
28 |
40 |
46 |
68 |
186 |
313 |
3 321 |
|
2 |
28 |
41 |
47 |
69 |
187 |
359 |
2 468 |
|
3 |
28 |
41 |
50 |
74 |
182 |
376 |
1 857 |
|
4 |
28 |
42 |
52 |
77 |
179 |
377 |
1 431 |
|
5 |
28 |
44 |
55 |
79 |
179 |
369 |
1 131 |
|
6 |
29 |
45 |
57 |
81 |
178 |
355 |
915 |
|
7 |
30 |
47 |
58 |
83 |
177 |
338 |
754 |
|
8 |
29 |
47 |
58 |
84 |
176 |
320 |
633 |
|
9 |
29 |
47 |
59 |
86 |
175 |
302 |
538 |
|
10 |
28 |
47 |
60 |
87 |
175 |
284 |
462 |
|
11 |
28 |
47 |
59 |
88 |
174 |
268 |
400 |
|
12 |
27 |
46 |
59 |
87 |
173 |
267 |
350 |
|
13 |
27 |
46 |
58 |
87 |
173 |
267 |
308 |
|
14 |
26 |
45 |
58 |
86 |
172 |
266 |
272 |
|
15 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
|
16 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
|
17 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
|
18 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
|
19 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
|
20 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
|
21 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
|
22 |
26 |
45 |
58 |
86 |
172 |
266 |
266 |
|
23 |
26 |
45 |
60 |
86 |
172 |
266 |
266 |
|
24 |
26 |
45 |
62 |
85 |
172 |
266 |
266 |
|
25 |
25 |
44 |
65 |
85 |
171 |
265 |
265 |
|
26 |
25 |
44 |
67 |
85 |
171 |
265 |
265 |
|
27 |
25 |
44 |
70 |
85 |
171 |
265 |
265 |
|
28 |
24 |
43 |
72 |
84 |
170 |
264 |
264 |
|
29 |
24 |
43 |
75 |
84 |
170 |
264 |
264 |
|
30 |
24 |
43 |
77 |
83 |
170 |
264 |
264 |
3.26
Ringgit
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
25 |
37 |
43 |
65 |
183 |
310 |
3 293 |
|
2 |
26 |
39 |
45 |
67 |
185 |
357 |
2 455 |
|
3 |
27 |
41 |
49 |
73 |
181 |
376 |
1 853 |
|
4 |
28 |
43 |
53 |
78 |
180 |
378 |
1 430 |
|
5 |
30 |
45 |
57 |
80 |
180 |
370 |
1 132 |
|
6 |
32 |
48 |
59 |
84 |
181 |
356 |
917 |
|
7 |
34 |
51 |
62 |
86 |
181 |
340 |
757 |
|
8 |
34 |
52 |
63 |
89 |
181 |
322 |
635 |
|
9 |
35 |
53 |
65 |
92 |
181 |
304 |
540 |
|
10 |
35 |
54 |
67 |
94 |
182 |
286 |
465 |
|
11 |
36 |
55 |
68 |
96 |
182 |
276 |
403 |
|
12 |
36 |
55 |
68 |
96 |
182 |
276 |
353 |
|
13 |
36 |
55 |
68 |
96 |
182 |
276 |
310 |
|
14 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
|
15 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
|
16 |
36 |
55 |
67 |
96 |
182 |
276 |
276 |
|
17 |
36 |
55 |
67 |
96 |
182 |
276 |
276 |
|
18 |
36 |
55 |
67 |
96 |
182 |
276 |
276 |
|
19 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
|
20 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
|
21 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
|
22 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
|
23 |
36 |
55 |
68 |
96 |
182 |
276 |
276 |
|
24 |
36 |
55 |
67 |
95 |
182 |
276 |
276 |
|
25 |
35 |
54 |
67 |
95 |
181 |
275 |
275 |
|
26 |
35 |
54 |
68 |
94 |
181 |
275 |
275 |
|
27 |
34 |
53 |
70 |
94 |
180 |
274 |
274 |
|
28 |
34 |
53 |
73 |
93 |
180 |
274 |
274 |
|
29 |
33 |
52 |
75 |
93 |
179 |
273 |
273 |
|
30 |
32 |
51 |
78 |
92 |
178 |
272 |
272 |
3.27
Russian rouble
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
121 |
133 |
140 |
161 |
279 |
375 |
3 577 |
|
2 |
120 |
132 |
139 |
160 |
278 |
384 |
2 661 |
|
3 |
119 |
132 |
140 |
164 |
272 |
402 |
2 001 |
|
4 |
118 |
132 |
142 |
167 |
269 |
403 |
1 540 |
|
5 |
118 |
133 |
145 |
168 |
268 |
394 |
1 215 |
|
6 |
118 |
134 |
146 |
170 |
267 |
379 |
982 |
|
7 |
119 |
136 |
147 |
171 |
266 |
361 |
809 |
|
8 |
118 |
136 |
147 |
173 |
265 |
359 |
678 |
|
9 |
117 |
136 |
147 |
175 |
264 |
358 |
576 |
|
10 |
117 |
136 |
149 |
176 |
264 |
358 |
494 |
|
11 |
117 |
136 |
148 |
176 |
263 |
357 |
428 |
|
12 |
116 |
135 |
147 |
175 |
262 |
356 |
374 |
|
13 |
114 |
134 |
146 |
174 |
261 |
355 |
355 |
|
14 |
113 |
132 |
145 |
173 |
259 |
353 |
353 |
|
15 |
111 |
130 |
143 |
171 |
257 |
351 |
351 |
|
16 |
109 |
128 |
141 |
169 |
255 |
349 |
349 |
|
17 |
107 |
126 |
138 |
166 |
253 |
347 |
347 |
|
18 |
104 |
124 |
136 |
164 |
251 |
345 |
345 |
|
19 |
102 |
122 |
134 |
162 |
249 |
343 |
343 |
|
20 |
100 |
119 |
132 |
160 |
246 |
340 |
340 |
|
21 |
98 |
117 |
130 |
158 |
244 |
338 |
338 |
|
22 |
96 |
115 |
128 |
156 |
242 |
336 |
336 |
|
23 |
94 |
113 |
125 |
154 |
240 |
334 |
334 |
|
24 |
92 |
111 |
123 |
151 |
238 |
332 |
332 |
|
25 |
89 |
108 |
121 |
149 |
235 |
329 |
329 |
|
26 |
87 |
106 |
119 |
147 |
233 |
327 |
327 |
|
27 |
85 |
104 |
117 |
145 |
231 |
325 |
325 |
|
28 |
83 |
102 |
115 |
143 |
229 |
323 |
323 |
|
29 |
81 |
100 |
113 |
141 |
227 |
321 |
321 |
|
30 |
79 |
98 |
111 |
139 |
225 |
319 |
319 |
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 |
8 |
14 |
36 |
154 |
304 |
3 215 |
|
2 |
0 |
10 |
16 |
38 |
156 |
349 |
2 394 |
|
3 |
1 |
11 |
20 |
44 |
152 |
367 |
1 806 |
|
4 |
1 |
13 |
24 |
49 |
151 |
369 |
1 394 |
|
5 |
1 |
16 |
28 |
51 |
151 |
361 |
1 103 |
|
6 |
3 |
19 |
30 |
55 |
152 |
347 |
893 |
|
7 |
5 |
22 |
33 |
57 |
152 |
331 |
737 |
|
8 |
5 |
23 |
34 |
60 |
152 |
314 |
618 |
|
9 |
5 |
24 |
35 |
63 |
152 |
296 |
526 |
|
10 |
5 |
24 |
37 |
64 |
152 |
278 |
452 |
|
11 |
5 |
24 |
37 |
65 |
152 |
261 |
392 |
|
12 |
5 |
24 |
37 |
65 |
151 |
245 |
342 |
|
13 |
5 |
24 |
37 |
65 |
151 |
245 |
301 |
|
14 |
5 |
24 |
37 |
65 |
151 |
245 |
266 |
|
15 |
6 |
24 |
40 |
64 |
151 |
245 |
245 |
|
16 |
6 |
23 |
41 |
64 |
150 |
244 |
244 |
|
17 |
6 |
23 |
44 |
64 |
150 |
244 |
244 |
|
18 |
7 |
23 |
47 |
64 |
150 |
244 |
244 |
|
19 |
7 |
23 |
49 |
64 |
150 |
244 |
244 |
|
20 |
7 |
24 |
51 |
65 |
151 |
245 |
245 |
|
21 |
7 |
24 |
54 |
65 |
151 |
245 |
245 |
|
22 |
8 |
25 |
56 |
65 |
152 |
246 |
246 |
|
23 |
8 |
25 |
58 |
66 |
152 |
246 |
246 |
|
24 |
9 |
25 |
61 |
66 |
152 |
246 |
246 |
|
25 |
9 |
25 |
63 |
68 |
152 |
246 |
246 |
|
26 |
9 |
25 |
66 |
70 |
152 |
246 |
246 |
|
27 |
10 |
25 |
68 |
72 |
152 |
246 |
246 |
|
28 |
10 |
25 |
71 |
73 |
152 |
246 |
246 |
|
29 |
11 |
25 |
73 |
75 |
152 |
247 |
247 |
|
30 |
11 |
25 |
76 |
77 |
152 |
247 |
247 |
3.29
South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
31 |
43 |
50 |
71 |
189 |
309 |
3 272 |
|
2 |
32 |
44 |
50 |
72 |
190 |
355 |
2 435 |
|
3 |
30 |
43 |
52 |
76 |
184 |
372 |
1 833 |
|
4 |
29 |
43 |
54 |
78 |
180 |
373 |
1 412 |
|
5 |
29 |
44 |
56 |
79 |
179 |
364 |
1 115 |
|
6 |
32 |
48 |
59 |
84 |
180 |
350 |
902 |
|
7 |
30 |
47 |
58 |
82 |
177 |
333 |
744 |
|
8 |
33 |
51 |
62 |
88 |
180 |
316 |
623 |
|
9 |
32 |
51 |
63 |
90 |
179 |
298 |
530 |
|
10 |
28 |
46 |
59 |
87 |
174 |
280 |
455 |
|
11 |
23 |
42 |
55 |
83 |
170 |
264 |
394 |
|
12 |
20 |
39 |
52 |
80 |
166 |
260 |
344 |
|
13 |
18 |
37 |
50 |
78 |
164 |
258 |
303 |
|
14 |
16 |
35 |
48 |
76 |
162 |
256 |
267 |
|
15 |
15 |
34 |
46 |
74 |
161 |
255 |
255 |
|
16 |
13 |
32 |
45 |
73 |
159 |
253 |
253 |
|
17 |
12 |
31 |
44 |
72 |
158 |
252 |
252 |
|
18 |
12 |
31 |
47 |
71 |
158 |
252 |
252 |
|
19 |
11 |
30 |
49 |
71 |
157 |
251 |
251 |
|
20 |
11 |
30 |
51 |
71 |
157 |
251 |
251 |
|
21 |
11 |
30 |
54 |
71 |
157 |
251 |
251 |
|
22 |
11 |
30 |
56 |
71 |
157 |
251 |
251 |
|
23 |
11 |
30 |
58 |
71 |
157 |
251 |
251 |
|
24 |
11 |
30 |
61 |
71 |
157 |
251 |
251 |
|
25 |
11 |
30 |
63 |
71 |
157 |
251 |
251 |
|
26 |
11 |
30 |
66 |
71 |
157 |
251 |
251 |
|
27 |
11 |
30 |
68 |
72 |
157 |
251 |
251 |
|
28 |
10 |
30 |
71 |
73 |
157 |
251 |
251 |
|
29 |
11 |
29 |
73 |
75 |
156 |
250 |
250 |
|
30 |
11 |
29 |
76 |
77 |
156 |
250 |
250 |
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 |
201 |
213 |
219 |
241 |
359 |
455 |
4 208 |
|
2 |
197 |
209 |
216 |
237 |
355 |
451 |
3 149 |
|
3 |
192 |
205 |
213 |
237 |
345 |
470 |
2 377 |
|
4 |
187 |
201 |
212 |
236 |
338 |
472 |
1 831 |
|
5 |
183 |
198 |
210 |
233 |
333 |
462 |
1 445 |
|
6 |
180 |
196 |
207 |
232 |
329 |
444 |
1 166 |
|
7 |
177 |
194 |
205 |
229 |
324 |
424 |
960 |
|
8 |
173 |
190 |
202 |
227 |
320 |
414 |
802 |
|
9 |
169 |
187 |
199 |
226 |
316 |
410 |
680 |
|
10 |
165 |
184 |
196 |
224 |
311 |
405 |
582 |
|
11 |
161 |
180 |
193 |
221 |
307 |
401 |
503 |
|
12 |
157 |
176 |
189 |
217 |
303 |
397 |
438 |
|
13 |
153 |
172 |
185 |
213 |
299 |
393 |
393 |
|
14 |
149 |
168 |
181 |
209 |
295 |
389 |
389 |
|
15 |
146 |
165 |
177 |
205 |
292 |
386 |
386 |
|
16 |
142 |
161 |
174 |
202 |
288 |
382 |
382 |
|
17 |
139 |
158 |
171 |
199 |
285 |
379 |
379 |
|
18 |
136 |
155 |
167 |
196 |
282 |
376 |
376 |
|
19 |
133 |
152 |
164 |
193 |
279 |
373 |
373 |
|
20 |
130 |
149 |
162 |
190 |
276 |
370 |
370 |
|
21 |
127 |
146 |
159 |
187 |
273 |
367 |
367 |
|
22 |
124 |
143 |
156 |
184 |
270 |
365 |
365 |
|
23 |
122 |
141 |
153 |
181 |
268 |
362 |
362 |
|
24 |
119 |
138 |
151 |
179 |
265 |
359 |
359 |
|
25 |
116 |
135 |
148 |
176 |
262 |
356 |
356 |
|
26 |
114 |
133 |
145 |
174 |
260 |
354 |
354 |
|
27 |
111 |
130 |
143 |
171 |
257 |
351 |
351 |
|
28 |
109 |
128 |
140 |
169 |
255 |
349 |
349 |
|
29 |
106 |
126 |
138 |
166 |
253 |
347 |
347 |
|
30 |
104 |
123 |
136 |
164 |
250 |
344 |
344 |
3.31
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
14 |
26 |
51 |
170 |
303 |
3 208 |
|
2 |
0 |
14 |
26 |
51 |
170 |
348 |
2 387 |
|
3 |
1 |
17 |
28 |
56 |
166 |
366 |
1 800 |
|
4 |
1 |
20 |
31 |
61 |
165 |
367 |
1 389 |
|
5 |
3 |
23 |
36 |
66 |
166 |
359 |
1 099 |
|
6 |
5 |
27 |
39 |
68 |
167 |
346 |
889 |
|
7 |
8 |
31 |
42 |
71 |
167 |
330 |
734 |
|
8 |
10 |
34 |
45 |
74 |
167 |
313 |
616 |
|
9 |
12 |
37 |
49 |
76 |
167 |
295 |
524 |
|
10 |
13 |
39 |
51 |
77 |
167 |
277 |
450 |
|
11 |
14 |
40 |
52 |
78 |
167 |
262 |
390 |
|
12 |
15 |
42 |
54 |
79 |
167 |
261 |
341 |
|
13 |
16 |
43 |
54 |
80 |
167 |
261 |
300 |
|
14 |
16 |
44 |
55 |
80 |
167 |
261 |
265 |
|
15 |
16 |
44 |
55 |
80 |
167 |
261 |
261 |
|
16 |
16 |
44 |
55 |
80 |
167 |
261 |
261 |
|
17 |
16 |
44 |
55 |
80 |
167 |
261 |
261 |
|
18 |
16 |
44 |
55 |
80 |
167 |
261 |
261 |
|
19 |
16 |
44 |
55 |
80 |
167 |
261 |
261 |
|
20 |
16 |
44 |
55 |
80 |
167 |
261 |
261 |
|
21 |
16 |
44 |
55 |
80 |
168 |
262 |
262 |
|
22 |
16 |
44 |
56 |
80 |
168 |
262 |
262 |
|
23 |
16 |
44 |
58 |
80 |
168 |
262 |
262 |
|
24 |
16 |
44 |
61 |
80 |
168 |
262 |
262 |
|
25 |
16 |
44 |
63 |
80 |
167 |
261 |
261 |
|
26 |
16 |
44 |
66 |
80 |
167 |
261 |
261 |
|
27 |
16 |
44 |
68 |
80 |
167 |
261 |
261 |
|
28 |
16 |
44 |
71 |
80 |
167 |
261 |
261 |
|
29 |
16 |
44 |
73 |
80 |
166 |
260 |
260 |
|
30 |
16 |
44 |
75 |
80 |
166 |
260 |
260 |
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 |
14 |
132 |
302 |
3 199 |
|
2 |
0 |
1 |
6 |
14 |
131 |
347 |
2 374 |
|
3 |
1 |
1 |
9 |
17 |
124 |
363 |
1 784 |
|
4 |
1 |
3 |
11 |
20 |
121 |
363 |
1 373 |
|
5 |
1 |
4 |
14 |
22 |
120 |
354 |
1 084 |
|
6 |
2 |
4 |
16 |
25 |
120 |
341 |
877 |
|
7 |
2 |
6 |
19 |
27 |
119 |
324 |
723 |
|
8 |
2 |
6 |
22 |
30 |
119 |
307 |
606 |
|
9 |
3 |
7 |
24 |
33 |
119 |
289 |
515 |
|
10 |
4 |
8 |
26 |
35 |
119 |
272 |
442 |
|
11 |
4 |
9 |
29 |
37 |
119 |
255 |
383 |
|
12 |
4 |
10 |
31 |
39 |
119 |
239 |
335 |
|
13 |
4 |
10 |
34 |
41 |
119 |
224 |
295 |
|
14 |
4 |
12 |
36 |
43 |
120 |
214 |
261 |
|
15 |
6 |
12 |
38 |
45 |
120 |
214 |
232 |
|
16 |
6 |
13 |
41 |
48 |
120 |
214 |
214 |
|
17 |
6 |
14 |
43 |
50 |
121 |
215 |
215 |
|
18 |
6 |
15 |
45 |
52 |
123 |
215 |
215 |
|
19 |
7 |
15 |
48 |
54 |
125 |
215 |
215 |
|
20 |
7 |
17 |
50 |
56 |
127 |
216 |
216 |
|
21 |
7 |
17 |
53 |
58 |
128 |
217 |
217 |
|
22 |
8 |
18 |
55 |
60 |
130 |
217 |
217 |
|
23 |
8 |
18 |
57 |
62 |
132 |
217 |
217 |
|
24 |
8 |
20 |
59 |
64 |
133 |
217 |
217 |
|
25 |
9 |
20 |
62 |
66 |
134 |
217 |
217 |
|
26 |
9 |
21 |
64 |
68 |
137 |
217 |
217 |
|
27 |
10 |
23 |
67 |
70 |
138 |
217 |
217 |
|
28 |
10 |
23 |
69 |
71 |
138 |
217 |
217 |
|
29 |
10 |
24 |
72 |
73 |
140 |
217 |
217 |
|
30 |
11 |
25 |
74 |
75 |
141 |
217 |
217 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
3 |
|
Euro |
Belgium |
3 |
|
Euro |
Cyprus |
3 |
|
Euro |
Estonia |
3 |
|
Euro |
Finland |
3 |
|
Euro |
France |
3 |
|
Euro |
Germany |
3 |
|
Euro |
Greece |
3 |
|
Euro |
Ireland |
3 |
|
Euro |
Italy |
3 |
|
Euro |
Latvia |
3 |
|
Euro |
Lithuania |
3 |
|
Euro |
Luxembourg |
3 |
|
Euro |
Malta |
3 |
|
Euro |
Netherlands |
3 |
|
Euro |
Portugal |
3 |
|
Euro |
Slovakia |
3 |
|
Euro |
Slovenia |
3 |
|
Euro |
Spain |
3 |
|
Czech koruna |
Czech Republic |
14 |
|
Danish krone |
Denmark |
55 |
|
Forint |
Hungary |
4 |
|
Krona |
Sweden |
10 |
|
Kuna |
Croatia |
0 |
|
Lev |
Bulgaria |
-7 |
|
Pound sterling |
United Kingdom |
5 |
|
Romanian leu |
Romania |
1 |
|
Zloty |
Poland |
5 |
|
Króna |
Iceland |
-6 |
|
Norwegian krone |
Norway |
33 |
|
Swiss franc |
Liechtenstein |
8 |
|
Swiss franc |
Switzerland |
8 |
|
Australian dollar |
Australia |
8 |
|
Canadian dollar |
Canada |
38 |
|
Renminbi-yuan |
China |
36 |
|
Hong Kong dollar |
Hong Kong |
2 |
|
US dollar |
United States |
23 |
|
Yen |
Japan |
6 |
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