COMMISSION IMPLEMENTING REGULATION (EU) 2021/1354
of 6 August 2021
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2021 until 29 September 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
Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
|
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|
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|
|
|
|
|
1 |
–0,605 % |
1,015 % |
–0,615 % |
0,917 % |
–0,120 % |
–0,171 % |
|
2 |
–0,555 % |
1,489 % |
–0,565 % |
1,279 % |
–0,027 % |
–0,072 % |
|
3 |
–0,495 % |
1,720 % |
–0,505 % |
1,546 % |
0,068 % |
–0,007 % |
|
4 |
–0,426 % |
1,816 % |
–0,436 % |
1,772 % |
0,178 % |
0,050 % |
|
5 |
–0,346 % |
1,842 % |
–0,356 % |
1,967 % |
0,284 % |
0,120 % |
|
6 |
–0,276 % |
1,827 % |
–0,286 % |
2,136 % |
0,352 % |
0,214 % |
|
7 |
–0,206 % |
1,796 % |
–0,216 % |
2,285 % |
0,408 % |
0,337 % |
|
8 |
–0,126 % |
1,768 % |
–0,136 % |
2,413 % |
0,472 % |
0,488 % |
|
9 |
–0,064 % |
1,749 % |
–0,074 % |
2,527 % |
0,557 % |
0,666 % |
|
10 |
0,003 % |
1,744 % |
–0,007 % |
2,628 % |
0,675 % |
0,832 % |
|
11 |
0,067 % |
1,754 % |
0,057 % |
2,718 % |
0,831 % |
0,979 % |
|
12 |
0,126 % |
1,776 % |
0,116 % |
2,803 % |
1,000 % |
1,111 % |
|
13 |
0,183 % |
1,805 % |
0,172 % |
2,879 % |
1,164 % |
1,230 % |
|
14 |
0,232 % |
1,840 % |
0,221 % |
2,952 % |
1,318 % |
1,338 % |
|
15 |
0,268 % |
1,878 % |
0,257 % |
3,024 % |
1,458 % |
1,438 % |
|
16 |
0,290 % |
1,920 % |
0,280 % |
3,091 % |
1,584 % |
1,529 % |
|
17 |
0,306 % |
1,963 % |
0,296 % |
3,151 % |
1,698 % |
1,614 % |
|
18 |
0,325 % |
2,007 % |
0,314 % |
3,207 % |
1,801 % |
1,692 % |
|
19 |
0,350 % |
2,051 % |
0,340 % |
3,258 % |
1,894 % |
1,765 % |
|
20 |
0,387 % |
2,094 % |
0,376 % |
3,305 % |
1,978 % |
1,833 % |
|
21 |
0,435 % |
2,136 % |
0,425 % |
3,349 % |
2,054 % |
1,897 % |
|
22 |
0,494 % |
2,178 % |
0,484 % |
3,390 % |
2,124 % |
1,957 % |
|
23 |
0,558 % |
2,218 % |
0,548 % |
3,428 % |
2,187 % |
2,013 % |
|
24 |
0,626 % |
2,257 % |
0,616 % |
3,464 % |
2,246 % |
2,065 % |
|
25 |
0,695 % |
2,294 % |
0,686 % |
3,498 % |
2,300 % |
2,115 % |
|
26 |
0,766 % |
2,331 % |
0,757 % |
3,530 % |
2,349 % |
2,162 % |
|
27 |
0,836 % |
2,366 % |
0,828 % |
3,559 % |
2,395 % |
2,206 % |
|
28 |
0,906 % |
2,399 % |
0,897 % |
3,588 % |
2,438 % |
2,248 % |
|
29 |
0,974 % |
2,431 % |
0,966 % |
3,614 % |
2,478 % |
2,287 % |
|
30 |
1,041 % |
2,462 % |
1,033 % |
3,639 % |
2,515 % |
2,325 % |
|
31 |
1,106 % |
2,492 % |
1,098 % |
3,663 % |
2,550 % |
2,361 % |
|
32 |
1,169 % |
2,520 % |
1,161 % |
3,686 % |
2,583 % |
2,395 % |
|
33 |
1,230 % |
2,548 % |
1,223 % |
3,708 % |
2,613 % |
2,427 % |
|
34 |
1,289 % |
2,574 % |
1,282 % |
3,728 % |
2,642 % |
2,458 % |
|
35 |
1,346 % |
2,599 % |
1,339 % |
3,748 % |
2,669 % |
2,487 % |
|
36 |
1,400 % |
2,623 % |
1,393 % |
3,766 % |
2,695 % |
2,515 % |
|
37 |
1,453 % |
2,647 % |
1,446 % |
3,784 % |
2,719 % |
2,542 % |
|
38 |
1,504 % |
2,669 % |
1,497 % |
3,801 % |
2,743 % |
2,567 % |
|
39 |
1,552 % |
2,690 % |
1,546 % |
3,818 % |
2,764 % |
2,592 % |
|
40 |
1,599 % |
2,711 % |
1,593 % |
3,833 % |
2,785 % |
2,615 % |
|
41 |
1,644 % |
2,731 % |
1,638 % |
3,848 % |
2,805 % |
2,637 % |
|
42 |
1,688 % |
2,750 % |
1,682 % |
3,863 % |
2,824 % |
2,659 % |
|
43 |
1,729 % |
2,768 % |
1,723 % |
3,876 % |
2,842 % |
2,679 % |
|
44 |
1,769 % |
2,785 % |
1,764 % |
3,890 % |
2,859 % |
2,699 % |
|
45 |
1,808 % |
2,802 % |
1,802 % |
3,902 % |
2,875 % |
2,718 % |
|
46 |
1,845 % |
2,819 % |
1,840 % |
3,915 % |
2,891 % |
2,736 % |
|
47 |
1,881 % |
2,834 % |
1,875 % |
3,926 % |
2,906 % |
2,754 % |
|
48 |
1,915 % |
2,849 % |
1,910 % |
3,938 % |
2,921 % |
2,771 % |
|
49 |
1,948 % |
2,864 % |
1,943 % |
3,948 % |
2,934 % |
2,787 % |
|
50 |
1,980 % |
2,878 % |
1,975 % |
3,959 % |
2,948 % |
2,803 % |
|
51 |
2,011 % |
2,892 % |
2,006 % |
3,969 % |
2,960 % |
2,818 % |
|
52 |
2,041 % |
2,905 % |
2,036 % |
3,979 % |
2,973 % |
2,832 % |
|
53 |
2,069 % |
2,917 % |
2,065 % |
3,988 % |
2,985 % |
2,846 % |
|
54 |
2,097 % |
2,930 % |
2,092 % |
3,997 % |
2,996 % |
2,860 % |
|
55 |
2,124 % |
2,941 % |
2,119 % |
4,006 % |
3,007 % |
2,873 % |
|
56 |
2,150 % |
2,953 % |
2,145 % |
4,015 % |
3,017 % |
2,886 % |
|
57 |
2,175 % |
2,964 % |
2,170 % |
4,023 % |
3,028 % |
2,898 % |
|
58 |
2,199 % |
2,975 % |
2,195 % |
4,031 % |
3,037 % |
2,910 % |
|
59 |
2,222 % |
2,985 % |
2,218 % |
4,039 % |
3,047 % |
2,921 % |
|
60 |
2,245 % |
2,995 % |
2,241 % |
4,046 % |
3,056 % |
2,932 % |
|
61 |
2,267 % |
3,005 % |
2,263 % |
4,054 % |
3,065 % |
2,943 % |
|
62 |
2,288 % |
3,014 % |
2,284 % |
4,061 % |
3,074 % |
2,953 % |
|
63 |
2,309 % |
3,023 % |
2,305 % |
4,067 % |
3,082 % |
2,963 % |
|
64 |
2,329 % |
3,032 % |
2,325 % |
4,074 % |
3,090 % |
2,973 % |
|
65 |
2,348 % |
3,041 % |
2,344 % |
4,080 % |
3,098 % |
2,983 % |
|
66 |
2,367 % |
3,049 % |
2,363 % |
4,087 % |
3,105 % |
2,992 % |
|
67 |
2,385 % |
3,057 % |
2,381 % |
4,093 % |
3,113 % |
3,001 % |
|
68 |
2,403 % |
3,065 % |
2,399 % |
4,099 % |
3,120 % |
3,010 % |
|
69 |
2,420 % |
3,073 % |
2,416 % |
4,104 % |
3,127 % |
3,018 % |
|
70 |
2,437 % |
3,080 % |
2,433 % |
4,110 % |
3,134 % |
3,026 % |
|
71 |
2,453 % |
3,088 % |
2,449 % |
4,115 % |
3,140 % |
3,034 % |
|
72 |
2,469 % |
3,095 % |
2,465 % |
4,121 % |
3,147 % |
3,042 % |
|
73 |
2,484 % |
3,102 % |
2,481 % |
4,126 % |
3,153 % |
3,050 % |
|
74 |
2,499 % |
3,108 % |
2,496 % |
4,131 % |
3,159 % |
3,057 % |
|
75 |
2,514 % |
3,115 % |
2,510 % |
4,136 % |
3,165 % |
3,064 % |
|
76 |
2,528 % |
3,121 % |
2,524 % |
4,140 % |
3,170 % |
3,071 % |
|
77 |
2,542 % |
3,127 % |
2,538 % |
4,145 % |
3,176 % |
3,078 % |
|
78 |
2,555 % |
3,133 % |
2,552 % |
4,150 % |
3,181 % |
3,085 % |
|
79 |
2,568 % |
3,139 % |
2,565 % |
4,154 % |
3,187 % |
3,091 % |
|
80 |
2,581 % |
3,145 % |
2,578 % |
4,158 % |
3,192 % |
3,098 % |
|
81 |
2,594 % |
3,150 % |
2,590 % |
4,162 % |
3,197 % |
3,104 % |
|
82 |
2,606 % |
3,156 % |
2,603 % |
4,167 % |
3,202 % |
3,110 % |
|
83 |
2,618 % |
3,161 % |
2,615 % |
4,171 % |
3,207 % |
3,116 % |
|
84 |
2,629 % |
3,166 % |
2,626 % |
4,174 % |
3,211 % |
3,121 % |
|
85 |
2,641 % |
3,172 % |
2,638 % |
4,178 % |
3,216 % |
3,127 % |
|
86 |
2,652 % |
3,176 % |
2,649 % |
4,182 % |
3,220 % |
3,132 % |
|
87 |
2,663 % |
3,181 % |
2,660 % |
4,186 % |
3,225 % |
3,138 % |
|
88 |
2,673 % |
3,186 % |
2,670 % |
4,189 % |
3,229 % |
3,143 % |
|
89 |
2,684 % |
3,191 % |
2,681 % |
4,193 % |
3,233 % |
3,148 % |
|
90 |
2,694 % |
3,195 % |
2,691 % |
4,196 % |
3,237 % |
3,153 % |
|
91 |
2,704 % |
3,200 % |
2,701 % |
4,199 % |
3,241 % |
3,158 % |
|
92 |
2,713 % |
3,204 % |
2,711 % |
4,203 % |
3,245 % |
3,163 % |
|
93 |
2,723 % |
3,208 % |
2,720 % |
4,206 % |
3,249 % |
3,168 % |
|
94 |
2,732 % |
3,212 % |
2,729 % |
4,209 % |
3,253 % |
3,172 % |
|
95 |
2,741 % |
3,217 % |
2,739 % |
4,212 % |
3,256 % |
3,177 % |
|
96 |
2,750 % |
3,220 % |
2,748 % |
4,215 % |
3,260 % |
3,181 % |
|
97 |
2,759 % |
3,224 % |
2,756 % |
4,218 % |
3,263 % |
3,185 % |
|
98 |
2,767 % |
3,228 % |
2,765 % |
4,221 % |
3,267 % |
3,190 % |
|
99 |
2,776 % |
3,232 % |
2,773 % |
4,224 % |
3,270 % |
3,194 % |
|
100 |
2,784 % |
3,236 % |
2,781 % |
4,226 % |
3,273 % |
3,198 % |
|
101 |
2,792 % |
3,239 % |
2,790 % |
4,229 % |
3,277 % |
3,202 % |
|
102 |
2,800 % |
3,243 % |
2,797 % |
4,232 % |
3,280 % |
3,206 % |
|
103 |
2,808 % |
3,246 % |
2,805 % |
4,234 % |
3,283 % |
3,209 % |
|
104 |
2,815 % |
3,250 % |
2,813 % |
4,237 % |
3,286 % |
3,213 % |
|
105 |
2,823 % |
3,253 % |
2,820 % |
4,239 % |
3,289 % |
3,217 % |
|
106 |
2,830 % |
3,256 % |
2,828 % |
4,242 % |
3,292 % |
3,220 % |
|
107 |
2,837 % |
3,259 % |
2,835 % |
4,244 % |
3,295 % |
3,224 % |
|
108 |
2,844 % |
3,263 % |
2,842 % |
4,247 % |
3,297 % |
3,227 % |
|
109 |
2,851 % |
3,266 % |
2,849 % |
4,249 % |
3,300 % |
3,231 % |
|
110 |
2,858 % |
3,269 % |
2,856 % |
4,251 % |
3,303 % |
3,234 % |
|
111 |
2,865 % |
3,272 % |
2,862 % |
4,253 % |
3,306 % |
3,237 % |
|
112 |
2,871 % |
3,275 % |
2,869 % |
4,256 % |
3,308 % |
3,241 % |
|
113 |
2,878 % |
3,277 % |
2,875 % |
4,258 % |
3,311 % |
3,244 % |
|
114 |
2,884 % |
3,280 % |
2,882 % |
4,260 % |
3,313 % |
3,247 % |
|
115 |
2,890 % |
3,283 % |
2,888 % |
4,262 % |
3,316 % |
3,250 % |
|
116 |
2,896 % |
3,286 % |
2,894 % |
4,264 % |
3,318 % |
3,253 % |
|
117 |
2,902 % |
3,288 % |
2,900 % |
4,266 % |
3,321 % |
3,256 % |
|
118 |
2,908 % |
3,291 % |
2,906 % |
4,268 % |
3,323 % |
3,259 % |
|
119 |
2,914 % |
3,294 % |
2,912 % |
4,270 % |
3,325 % |
3,262 % |
|
120 |
2,920 % |
3,296 % |
2,917 % |
4,272 % |
3,328 % |
3,265 % |
|
121 |
2,925 % |
3,299 % |
2,923 % |
4,274 % |
3,330 % |
3,267 % |
|
122 |
2,931 % |
3,301 % |
2,929 % |
4,276 % |
3,332 % |
3,270 % |
|
123 |
2,936 % |
3,304 % |
2,934 % |
4,277 % |
3,334 % |
3,273 % |
|
124 |
2,941 % |
3,306 % |
2,939 % |
4,279 % |
3,336 % |
3,275 % |
|
125 |
2,947 % |
3,308 % |
2,945 % |
4,281 % |
3,339 % |
3,278 % |
|
126 |
2,952 % |
3,311 % |
2,950 % |
4,283 % |
3,341 % |
3,281 % |
|
127 |
2,957 % |
3,313 % |
2,955 % |
4,284 % |
3,343 % |
3,283 % |
|
128 |
2,962 % |
3,315 % |
2,960 % |
4,286 % |
3,345 % |
3,286 % |
|
129 |
2,967 % |
3,317 % |
2,965 % |
4,288 % |
3,347 % |
3,288 % |
|
130 |
2,972 % |
3,320 % |
2,970 % |
4,289 % |
3,349 % |
3,290 % |
|
131 |
2,977 % |
3,322 % |
2,975 % |
4,291 % |
3,351 % |
3,293 % |
|
132 |
2,981 % |
3,324 % |
2,979 % |
4,293 % |
3,352 % |
3,295 % |
|
133 |
2,986 % |
3,326 % |
2,984 % |
4,294 % |
3,354 % |
3,297 % |
|
134 |
2,990 % |
3,328 % |
2,989 % |
4,296 % |
3,356 % |
3,300 % |
|
135 |
2,995 % |
3,330 % |
2,993 % |
4,297 % |
3,358 % |
3,302 % |
|
136 |
2,999 % |
3,332 % |
2,998 % |
4,299 % |
3,360 % |
3,304 % |
|
137 |
3,004 % |
3,334 % |
3,002 % |
4,300 % |
3,361 % |
3,306 % |
|
138 |
3,008 % |
3,336 % |
3,006 % |
4,302 % |
3,363 % |
3,308 % |
|
139 |
3,012 % |
3,338 % |
3,010 % |
4,303 % |
3,365 % |
3,310 % |
|
140 |
3,016 % |
3,340 % |
3,015 % |
4,304 % |
3,367 % |
3,312 % |
|
141 |
3,021 % |
3,341 % |
3,019 % |
4,306 % |
3,368 % |
3,315 % |
|
142 |
3,025 % |
3,343 % |
3,023 % |
4,307 % |
3,370 % |
3,317 % |
|
143 |
3,029 % |
3,345 % |
3,027 % |
4,308 % |
3,371 % |
3,318 % |
|
144 |
3,033 % |
3,347 % |
3,031 % |
4,310 % |
3,373 % |
3,320 % |
|
145 |
3,037 % |
3,349 % |
3,035 % |
4,311 % |
3,375 % |
3,322 % |
|
146 |
3,040 % |
3,350 % |
3,039 % |
4,312 % |
3,376 % |
3,324 % |
|
147 |
3,044 % |
3,352 % |
3,042 % |
4,314 % |
3,378 % |
3,326 % |
|
148 |
3,048 % |
3,354 % |
3,046 % |
4,315 % |
3,379 % |
3,328 % |
|
149 |
3,052 % |
3,355 % |
3,050 % |
4,316 % |
3,381 % |
3,330 % |
|
150 |
3,055 % |
3,357 % |
3,054 % |
4,317 % |
3,382 % |
3,332 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
–0,655 % |
0,056 % |
1,834 % |
–0,093 % |
2,124 % |
0,533 % |
|
2 |
–0,605 % |
0,271 % |
2,100 % |
0,248 % |
2,400 % |
0,937 % |
|
3 |
–0,545 % |
0,410 % |
2,319 % |
0,579 % |
2,624 % |
1,164 % |
|
4 |
–0,476 % |
0,522 % |
2,512 % |
0,864 % |
2,805 % |
1,293 % |
|
5 |
–0,396 % |
0,606 % |
2,689 % |
1,088 % |
2,965 % |
1,372 % |
|
6 |
–0,326 % |
0,679 % |
2,856 % |
1,257 % |
3,111 % |
1,422 % |
|
7 |
–0,256 % |
0,732 % |
3,014 % |
1,382 % |
3,237 % |
1,460 % |
|
8 |
–0,176 % |
0,785 % |
3,166 % |
1,479 % |
3,340 % |
1,496 % |
|
9 |
–0,114 % |
0,831 % |
3,314 % |
1,566 % |
3,418 % |
1,534 % |
|
10 |
–0,048 % |
0,872 % |
3,459 % |
1,652 % |
3,478 % |
1,579 % |
|
11 |
0,016 % |
0,907 % |
3,576 % |
1,733 % |
3,524 % |
1,630 % |
|
12 |
0,075 % |
0,936 % |
3,666 % |
1,809 % |
3,561 % |
1,685 % |
|
13 |
0,132 % |
0,960 % |
3,735 % |
1,880 % |
3,590 % |
1,742 % |
|
14 |
0,181 % |
0,979 % |
3,788 % |
1,947 % |
3,613 % |
1,799 % |
|
15 |
0,217 % |
0,992 % |
3,830 % |
2,010 % |
3,631 % |
1,856 % |
|
16 |
0,238 % |
1,002 % |
3,861 % |
2,069 % |
3,646 % |
1,911 % |
|
17 |
0,255 % |
1,008 % |
3,886 % |
2,125 % |
3,658 % |
1,965 % |
|
18 |
0,273 % |
1,014 % |
3,904 % |
2,177 % |
3,668 % |
2,018 % |
|
19 |
0,299 % |
1,019 % |
3,917 % |
2,227 % |
3,676 % |
2,068 % |
|
20 |
0,335 % |
1,026 % |
3,927 % |
2,273 % |
3,683 % |
2,116 % |
|
21 |
0,385 % |
1,034 % |
3,934 % |
2,317 % |
3,688 % |
2,162 % |
|
22 |
0,444 % |
1,042 % |
3,938 % |
2,359 % |
3,692 % |
2,207 % |
|
23 |
0,509 % |
1,048 % |
3,940 % |
2,399 % |
3,695 % |
2,249 % |
|
24 |
0,578 % |
1,053 % |
3,941 % |
2,436 % |
3,697 % |
2,290 % |
|
25 |
0,649 % |
1,055 % |
3,940 % |
2,472 % |
3,699 % |
2,328 % |
|
26 |
0,721 % |
1,053 % |
3,938 % |
2,505 % |
3,700 % |
2,365 % |
|
27 |
0,793 % |
1,046 % |
3,935 % |
2,538 % |
3,701 % |
2,401 % |
|
28 |
0,863 % |
1,036 % |
3,932 % |
2,568 % |
3,702 % |
2,434 % |
|
29 |
0,933 % |
1,020 % |
3,928 % |
2,597 % |
3,702 % |
2,467 % |
|
30 |
1,001 % |
1,000 % |
3,924 % |
2,625 % |
3,702 % |
2,497 % |
|
31 |
1,067 % |
0,974 % |
3,919 % |
2,651 % |
3,701 % |
2,527 % |
|
32 |
1,131 % |
0,945 % |
3,914 % |
2,676 % |
3,701 % |
2,555 % |
|
33 |
1,193 % |
0,916 % |
3,909 % |
2,700 % |
3,700 % |
2,582 % |
|
34 |
1,253 % |
0,888 % |
3,904 % |
2,723 % |
3,699 % |
2,608 % |
|
35 |
1,310 % |
0,861 % |
3,899 % |
2,745 % |
3,698 % |
2,632 % |
|
36 |
1,366 % |
0,837 % |
3,894 % |
2,766 % |
3,698 % |
2,656 % |
|
37 |
1,419 % |
0,816 % |
3,889 % |
2,786 % |
3,696 % |
2,679 % |
|
38 |
1,471 % |
0,798 % |
3,883 % |
2,805 % |
3,695 % |
2,700 % |
|
39 |
1,520 % |
0,784 % |
3,878 % |
2,824 % |
3,694 % |
2,721 % |
|
40 |
1,568 % |
0,774 % |
3,873 % |
2,841 % |
3,693 % |
2,741 % |
|
41 |
1,614 % |
0,766 % |
3,868 % |
2,858 % |
3,692 % |
2,760 % |
|
42 |
1,658 % |
0,763 % |
3,863 % |
2,874 % |
3,691 % |
2,779 % |
|
43 |
1,700 % |
0,763 % |
3,858 % |
2,890 % |
3,689 % |
2,796 % |
|
44 |
1,741 % |
0,766 % |
3,854 % |
2,905 % |
3,688 % |
2,813 % |
|
45 |
1,780 % |
0,772 % |
3,849 % |
2,920 % |
3,687 % |
2,830 % |
|
46 |
1,818 % |
0,782 % |
3,845 % |
2,933 % |
3,686 % |
2,846 % |
|
47 |
1,854 % |
0,794 % |
3,840 % |
2,947 % |
3,684 % |
2,861 % |
|
48 |
1,889 % |
0,810 % |
3,836 % |
2,960 % |
3,683 % |
2,875 % |
|
49 |
1,923 % |
0,829 % |
3,832 % |
2,972 % |
3,682 % |
2,889 % |
|
50 |
1,955 % |
0,851 % |
3,828 % |
2,984 % |
3,681 % |
2,903 % |
|
51 |
1,986 % |
0,876 % |
3,824 % |
2,996 % |
3,680 % |
2,916 % |
|
52 |
2,017 % |
0,904 % |
3,820 % |
3,007 % |
3,679 % |
2,929 % |
|
53 |
2,046 % |
0,934 % |
3,816 % |
3,018 % |
3,677 % |
2,941 % |
|
54 |
2,074 % |
0,965 % |
3,813 % |
3,028 % |
3,676 % |
2,953 % |
|
55 |
2,101 % |
0,997 % |
3,809 % |
3,038 % |
3,675 % |
2,964 % |
|
56 |
2,127 % |
1,030 % |
3,806 % |
3,048 % |
3,674 % |
2,975 % |
|
57 |
2,153 % |
1,063 % |
3,802 % |
3,057 % |
3,673 % |
2,986 % |
|
58 |
2,177 % |
1,097 % |
3,799 % |
3,066 % |
3,672 % |
2,996 % |
|
59 |
2,201 % |
1,130 % |
3,796 % |
3,075 % |
3,671 % |
3,006 % |
|
60 |
2,224 % |
1,163 % |
3,793 % |
3,084 % |
3,670 % |
3,016 % |
|
61 |
2,246 % |
1,196 % |
3,790 % |
3,092 % |
3,669 % |
3,025 % |
|
62 |
2,268 % |
1,229 % |
3,787 % |
3,100 % |
3,668 % |
3,034 % |
|
63 |
2,289 % |
1,262 % |
3,784 % |
3,108 % |
3,667 % |
3,043 % |
|
64 |
2,309 % |
1,294 % |
3,781 % |
3,115 % |
3,666 % |
3,052 % |
|
65 |
2,328 % |
1,325 % |
3,778 % |
3,123 % |
3,665 % |
3,060 % |
|
66 |
2,348 % |
1,356 % |
3,776 % |
3,130 % |
3,664 % |
3,068 % |
|
67 |
2,366 % |
1,386 % |
3,773 % |
3,137 % |
3,663 % |
3,076 % |
|
68 |
2,384 % |
1,416 % |
3,771 % |
3,143 % |
3,663 % |
3,084 % |
|
69 |
2,402 % |
1,446 % |
3,768 % |
3,150 % |
3,662 % |
3,091 % |
|
70 |
2,419 % |
1,474 % |
3,766 % |
3,156 % |
3,661 % |
3,098 % |
|
71 |
2,435 % |
1,502 % |
3,764 % |
3,163 % |
3,660 % |
3,105 % |
|
72 |
2,451 % |
1,530 % |
3,762 % |
3,169 % |
3,659 % |
3,112 % |
|
73 |
2,467 % |
1,557 % |
3,759 % |
3,174 % |
3,659 % |
3,119 % |
|
74 |
2,482 % |
1,583 % |
3,757 % |
3,180 % |
3,658 % |
3,125 % |
|
75 |
2,497 % |
1,609 % |
3,755 % |
3,186 % |
3,657 % |
3,131 % |
|
76 |
2,511 % |
1,634 % |
3,753 % |
3,191 % |
3,656 % |
3,138 % |
|
77 |
2,525 % |
1,658 % |
3,751 % |
3,196 % |
3,656 % |
3,144 % |
|
78 |
2,539 % |
1,682 % |
3,749 % |
3,201 % |
3,655 % |
3,149 % |
|
79 |
2,552 % |
1,706 % |
3,747 % |
3,206 % |
3,654 % |
3,155 % |
|
80 |
2,565 % |
1,729 % |
3,746 % |
3,211 % |
3,654 % |
3,161 % |
|
81 |
2,578 % |
1,751 % |
3,744 % |
3,216 % |
3,653 % |
3,166 % |
|
82 |
2,590 % |
1,773 % |
3,742 % |
3,221 % |
3,653 % |
3,171 % |
|
83 |
2,602 % |
1,795 % |
3,740 % |
3,225 % |
3,652 % |
3,176 % |
|
84 |
2,614 % |
1,816 % |
3,739 % |
3,230 % |
3,651 % |
3,181 % |
|
85 |
2,626 % |
1,837 % |
3,737 % |
3,234 % |
3,651 % |
3,186 % |
|
86 |
2,637 % |
1,857 % |
3,736 % |
3,238 % |
3,650 % |
3,191 % |
|
87 |
2,648 % |
1,876 % |
3,734 % |
3,242 % |
3,650 % |
3,196 % |
|
88 |
2,659 % |
1,896 % |
3,732 % |
3,247 % |
3,649 % |
3,200 % |
|
89 |
2,669 % |
1,915 % |
3,731 % |
3,250 % |
3,649 % |
3,205 % |
|
90 |
2,680 % |
1,933 % |
3,730 % |
3,254 % |
3,648 % |
3,209 % |
|
91 |
2,690 % |
1,951 % |
3,728 % |
3,258 % |
3,647 % |
3,213 % |
|
92 |
2,700 % |
1,969 % |
3,727 % |
3,262 % |
3,647 % |
3,218 % |
|
93 |
2,709 % |
1,986 % |
3,725 % |
3,265 % |
3,646 % |
3,222 % |
|
94 |
2,719 % |
2,003 % |
3,724 % |
3,269 % |
3,646 % |
3,226 % |
|
95 |
2,728 % |
2,020 % |
3,723 % |
3,273 % |
3,646 % |
3,230 % |
|
96 |
2,737 % |
2,036 % |
3,721 % |
3,276 % |
3,645 % |
3,234 % |
|
97 |
2,746 % |
2,052 % |
3,720 % |
3,279 % |
3,645 % |
3,237 % |
|
98 |
2,754 % |
2,068 % |
3,719 % |
3,283 % |
3,644 % |
3,241 % |
|
99 |
2,763 % |
2,083 % |
3,718 % |
3,286 % |
3,644 % |
3,245 % |
|
100 |
2,771 % |
2,098 % |
3,717 % |
3,289 % |
3,643 % |
3,248 % |
|
101 |
2,780 % |
2,113 % |
3,715 % |
3,292 % |
3,643 % |
3,252 % |
|
102 |
2,788 % |
2,127 % |
3,714 % |
3,295 % |
3,642 % |
3,255 % |
|
103 |
2,795 % |
2,141 % |
3,713 % |
3,298 % |
3,642 % |
3,258 % |
|
104 |
2,803 % |
2,155 % |
3,712 % |
3,301 % |
3,642 % |
3,262 % |
|
105 |
2,811 % |
2,169 % |
3,711 % |
3,304 % |
3,641 % |
3,265 % |
|
106 |
2,818 % |
2,182 % |
3,710 % |
3,306 % |
3,641 % |
3,268 % |
|
107 |
2,825 % |
2,195 % |
3,709 % |
3,309 % |
3,640 % |
3,271 % |
|
108 |
2,832 % |
2,208 % |
3,708 % |
3,312 % |
3,640 % |
3,274 % |
|
109 |
2,840 % |
2,221 % |
3,707 % |
3,314 % |
3,640 % |
3,277 % |
|
110 |
2,846 % |
2,233 % |
3,706 % |
3,317 % |
3,639 % |
3,280 % |
|
111 |
2,853 % |
2,246 % |
3,705 % |
3,320 % |
3,639 % |
3,283 % |
|
112 |
2,860 % |
2,258 % |
3,704 % |
3,322 % |
3,639 % |
3,286 % |
|
113 |
2,866 % |
2,269 % |
3,703 % |
3,325 % |
3,638 % |
3,289 % |
|
114 |
2,873 % |
2,281 % |
3,702 % |
3,327 % |
3,638 % |
3,291 % |
|
115 |
2,879 % |
2,292 % |
3,701 % |
3,329 % |
3,638 % |
3,294 % |
|
116 |
2,885 % |
2,304 % |
3,701 % |
3,332 % |
3,637 % |
3,297 % |
|
117 |
2,891 % |
2,315 % |
3,700 % |
3,334 % |
3,637 % |
3,299 % |
|
118 |
2,897 % |
2,325 % |
3,699 % |
3,336 % |
3,637 % |
3,302 % |
|
119 |
2,903 % |
2,336 % |
3,698 % |
3,338 % |
3,636 % |
3,304 % |
|
120 |
2,909 % |
2,347 % |
3,697 % |
3,341 % |
3,636 % |
3,307 % |
|
121 |
2,915 % |
2,357 % |
3,696 % |
3,343 % |
3,636 % |
3,309 % |
|
122 |
2,920 % |
2,367 % |
3,696 % |
3,345 % |
3,636 % |
3,311 % |
|
123 |
2,926 % |
2,377 % |
3,695 % |
3,347 % |
3,635 % |
3,314 % |
|
124 |
2,931 % |
2,387 % |
3,694 % |
3,349 % |
3,635 % |
3,316 % |
|
125 |
2,937 % |
2,396 % |
3,693 % |
3,351 % |
3,635 % |
3,318 % |
|
126 |
2,942 % |
2,406 % |
3,693 % |
3,353 % |
3,634 % |
3,321 % |
|
127 |
2,947 % |
2,415 % |
3,692 % |
3,355 % |
3,634 % |
3,323 % |
|
128 |
2,952 % |
2,424 % |
3,691 % |
3,357 % |
3,634 % |
3,325 % |
|
129 |
2,957 % |
2,433 % |
3,690 % |
3,359 % |
3,634 % |
3,327 % |
|
130 |
2,962 % |
2,442 % |
3,690 % |
3,361 % |
3,633 % |
3,329 % |
|
131 |
2,967 % |
2,451 % |
3,689 % |
3,362 % |
3,633 % |
3,331 % |
|
132 |
2,972 % |
2,460 % |
3,688 % |
3,364 % |
3,633 % |
3,333 % |
|
133 |
2,976 % |
2,468 % |
3,688 % |
3,366 % |
3,633 % |
3,335 % |
|
134 |
2,981 % |
2,477 % |
3,687 % |
3,368 % |
3,632 % |
3,337 % |
|
135 |
2,986 % |
2,485 % |
3,686 % |
3,369 % |
3,632 % |
3,339 % |
|
136 |
2,990 % |
2,493 % |
3,686 % |
3,371 % |
3,632 % |
3,341 % |
|
137 |
2,994 % |
2,501 % |
3,685 % |
3,373 % |
3,632 % |
3,343 % |
|
138 |
2,999 % |
2,509 % |
3,685 % |
3,374 % |
3,631 % |
3,345 % |
|
139 |
3,003 % |
2,517 % |
3,684 % |
3,376 % |
3,631 % |
3,347 % |
|
140 |
3,007 % |
2,525 % |
3,683 % |
3,378 % |
3,631 % |
3,349 % |
|
141 |
3,012 % |
2,532 % |
3,683 % |
3,379 % |
3,631 % |
3,350 % |
|
142 |
3,016 % |
2,540 % |
3,682 % |
3,381 % |
3,631 % |
3,352 % |
|
143 |
3,020 % |
2,547 % |
3,682 % |
3,382 % |
3,630 % |
3,354 % |
|
144 |
3,024 % |
2,554 % |
3,681 % |
3,384 % |
3,630 % |
3,356 % |
|
145 |
3,028 % |
2,562 % |
3,680 % |
3,385 % |
3,630 % |
3,357 % |
|
146 |
3,032 % |
2,569 % |
3,680 % |
3,387 % |
3,630 % |
3,359 % |
|
147 |
3,036 % |
2,576 % |
3,679 % |
3,388 % |
3,629 % |
3,360 % |
|
148 |
3,039 % |
2,582 % |
3,679 % |
3,390 % |
3,629 % |
3,362 % |
|
149 |
3,043 % |
2,589 % |
3,678 % |
3,391 % |
3,629 % |
3,364 % |
|
150 |
3,047 % |
2,596 % |
3,678 % |
3,392 % |
3,629 % |
3,365 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
–0,800 % |
0,008 % |
0,371 % |
0,487 % |
1,120 % |
2,767 % |
|
2 |
–0,733 % |
0,198 % |
0,472 % |
0,694 % |
2,023 % |
3,850 % |
|
3 |
–0,660 % |
0,409 % |
0,644 % |
0,962 % |
2,631 % |
4,690 % |
|
4 |
–0,575 % |
0,623 % |
0,833 % |
1,179 % |
3,091 % |
5,366 % |
|
5 |
–0,477 % |
0,824 % |
1,020 % |
1,322 % |
3,454 % |
5,876 % |
|
6 |
–0,368 % |
1,008 % |
1,199 % |
1,431 % |
3,755 % |
6,277 % |
|
7 |
–0,265 % |
1,172 % |
1,368 % |
1,524 % |
4,019 % |
6,600 % |
|
8 |
–0,176 % |
1,313 % |
1,520 % |
1,604 % |
4,257 % |
6,864 % |
|
9 |
–0,106 % |
1,430 % |
1,659 % |
1,673 % |
4,463 % |
7,082 % |
|
10 |
–0,056 % |
1,526 % |
1,785 % |
1,728 % |
4,631 % |
7,272 % |
|
11 |
–0,026 % |
1,613 % |
1,903 % |
1,772 % |
4,758 % |
7,404 % |
|
12 |
–0,008 % |
1,691 % |
2,018 % |
1,806 % |
4,854 % |
7,483 % |
|
13 |
0,002 % |
1,757 % |
2,136 % |
1,834 % |
4,925 % |
7,523 % |
|
14 |
0,008 % |
1,812 % |
2,249 % |
1,858 % |
4,978 % |
7,534 % |
|
15 |
0,014 % |
1,856 % |
2,353 % |
1,880 % |
5,017 % |
7,523 % |
|
16 |
0,020 % |
1,891 % |
2,444 % |
1,900 % |
5,046 % |
7,496 % |
|
17 |
0,029 % |
1,917 % |
2,524 % |
1,918 % |
5,065 % |
7,456 % |
|
18 |
0,039 % |
1,937 % |
2,594 % |
1,936 % |
5,078 % |
7,408 % |
|
19 |
0,053 % |
1,952 % |
2,657 % |
1,954 % |
5,086 % |
7,353 % |
|
20 |
0,070 % |
1,962 % |
2,712 % |
1,972 % |
5,090 % |
7,294 % |
|
21 |
0,091 % |
1,968 % |
2,762 % |
1,991 % |
5,090 % |
7,231 % |
|
22 |
0,116 % |
1,970 % |
2,806 % |
2,009 % |
5,088 % |
7,167 % |
|
23 |
0,144 % |
1,968 % |
2,847 % |
2,028 % |
5,084 % |
7,102 % |
|
24 |
0,176 % |
1,962 % |
2,883 % |
2,048 % |
5,078 % |
7,037 % |
|
25 |
0,213 % |
1,953 % |
2,917 % |
2,068 % |
5,071 % |
6,972 % |
|
26 |
0,254 % |
1,939 % |
2,947 % |
2,089 % |
5,063 % |
6,908 % |
|
27 |
0,297 % |
1,926 % |
2,975 % |
2,110 % |
5,054 % |
6,846 % |
|
28 |
0,343 % |
1,914 % |
3,001 % |
2,132 % |
5,045 % |
6,784 % |
|
29 |
0,390 % |
1,907 % |
3,025 % |
2,155 % |
5,036 % |
6,725 % |
|
30 |
0,437 % |
1,906 % |
3,047 % |
2,179 % |
5,026 % |
6,667 % |
|
31 |
0,484 % |
1,912 % |
3,067 % |
2,204 % |
5,016 % |
6,611 % |
|
32 |
0,531 % |
1,923 % |
3,086 % |
2,229 % |
5,006 % |
6,557 % |
|
33 |
0,577 % |
1,939 % |
3,104 % |
2,255 % |
4,996 % |
6,505 % |
|
34 |
0,622 % |
1,958 % |
3,120 % |
2,280 % |
4,986 % |
6,455 % |
|
35 |
0,666 % |
1,980 % |
3,135 % |
2,306 % |
4,976 % |
6,406 % |
|
36 |
0,709 % |
2,003 % |
3,150 % |
2,331 % |
4,967 % |
6,359 % |
|
37 |
0,751 % |
2,027 % |
3,163 % |
2,356 % |
4,957 % |
6,315 % |
|
38 |
0,792 % |
2,053 % |
3,176 % |
2,380 % |
4,948 % |
6,271 % |
|
39 |
0,831 % |
2,079 % |
3,188 % |
2,405 % |
4,939 % |
6,230 % |
|
40 |
0,870 % |
2,105 % |
3,200 % |
2,428 % |
4,930 % |
6,190 % |
|
41 |
0,907 % |
2,132 % |
3,210 % |
2,451 % |
4,922 % |
6,151 % |
|
42 |
0,942 % |
2,158 % |
3,220 % |
2,474 % |
4,913 % |
6,115 % |
|
43 |
0,977 % |
2,184 % |
3,230 % |
2,495 % |
4,905 % |
6,079 % |
|
44 |
1,011 % |
2,210 % |
3,239 % |
2,517 % |
4,897 % |
6,045 % |
|
45 |
1,043 % |
2,235 % |
3,248 % |
2,537 % |
4,890 % |
6,012 % |
|
46 |
1,074 % |
2,260 % |
3,256 % |
2,558 % |
4,882 % |
5,980 % |
|
47 |
1,104 % |
2,284 % |
3,264 % |
2,577 % |
4,875 % |
5,950 % |
|
48 |
1,134 % |
2,308 % |
3,271 % |
2,596 % |
4,868 % |
5,921 % |
|
49 |
1,162 % |
2,331 % |
3,279 % |
2,615 % |
4,861 % |
5,892 % |
|
50 |
1,189 % |
2,354 % |
3,285 % |
2,632 % |
4,854 % |
5,865 % |
|
51 |
1,215 % |
2,376 % |
3,292 % |
2,650 % |
4,848 % |
5,839 % |
|
52 |
1,241 % |
2,397 % |
3,298 % |
2,667 % |
4,842 % |
5,814 % |
|
53 |
1,265 % |
2,418 % |
3,304 % |
2,683 % |
4,836 % |
5,789 % |
|
54 |
1,289 % |
2,438 % |
3,310 % |
2,699 % |
4,830 % |
5,766 % |
|
55 |
1,312 % |
2,458 % |
3,316 % |
2,714 % |
4,824 % |
5,743 % |
|
56 |
1,335 % |
2,477 % |
3,321 % |
2,729 % |
4,819 % |
5,721 % |
|
57 |
1,356 % |
2,496 % |
3,326 % |
2,744 % |
4,813 % |
5,700 % |
|
58 |
1,377 % |
2,514 % |
3,331 % |
2,758 % |
4,808 % |
5,679 % |
|
59 |
1,397 % |
2,532 % |
3,336 % |
2,771 % |
4,803 % |
5,659 % |
|
60 |
1,417 % |
2,549 % |
3,340 % |
2,785 % |
4,798 % |
5,640 % |
|
61 |
1,436 % |
2,565 % |
3,345 % |
2,797 % |
4,794 % |
5,621 % |
|
62 |
1,454 % |
2,581 % |
3,349 % |
2,810 % |
4,789 % |
5,603 % |
|
63 |
1,472 % |
2,597 % |
3,353 % |
2,822 % |
4,785 % |
5,586 % |
|
64 |
1,490 % |
2,612 % |
3,357 % |
2,834 % |
4,780 % |
5,569 % |
|
65 |
1,506 % |
2,627 % |
3,361 % |
2,845 % |
4,776 % |
5,552 % |
|
66 |
1,523 % |
2,641 % |
3,365 % |
2,856 % |
4,772 % |
5,537 % |
|
67 |
1,539 % |
2,655 % |
3,368 % |
2,867 % |
4,768 % |
5,521 % |
|
68 |
1,554 % |
2,669 % |
3,372 % |
2,878 % |
4,764 % |
5,506 % |
|
69 |
1,569 % |
2,682 % |
3,375 % |
2,888 % |
4,760 % |
5,491 % |
|
70 |
1,584 % |
2,695 % |
3,378 % |
2,898 % |
4,757 % |
5,477 % |
|
71 |
1,598 % |
2,708 % |
3,382 % |
2,908 % |
4,753 % |
5,463 % |
|
72 |
1,611 % |
2,720 % |
3,385 % |
2,917 % |
4,750 % |
5,450 % |
|
73 |
1,625 % |
2,732 % |
3,388 % |
2,926 % |
4,746 % |
5,437 % |
|
74 |
1,638 % |
2,744 % |
3,391 % |
2,935 % |
4,743 % |
5,424 % |
|
75 |
1,651 % |
2,755 % |
3,393 % |
2,944 % |
4,740 % |
5,412 % |
|
76 |
1,663 % |
2,766 % |
3,396 % |
2,953 % |
4,737 % |
5,400 % |
|
77 |
1,675 % |
2,777 % |
3,399 % |
2,961 % |
4,734 % |
5,388 % |
|
78 |
1,687 % |
2,787 % |
3,402 % |
2,969 % |
4,731 % |
5,377 % |
|
79 |
1,698 % |
2,797 % |
3,404 % |
2,977 % |
4,728 % |
5,366 % |
|
80 |
1,710 % |
2,807 % |
3,407 % |
2,985 % |
4,725 % |
5,355 % |
|
81 |
1,721 % |
2,817 % |
3,409 % |
2,992 % |
4,722 % |
5,344 % |
|
82 |
1,731 % |
2,826 % |
3,411 % |
3,000 % |
4,719 % |
5,334 % |
|
83 |
1,742 % |
2,836 % |
3,414 % |
3,007 % |
4,717 % |
5,324 % |
|
84 |
1,752 % |
2,845 % |
3,416 % |
3,014 % |
4,714 % |
5,314 % |
|
85 |
1,762 % |
2,854 % |
3,418 % |
3,021 % |
4,712 % |
5,304 % |
|
86 |
1,771 % |
2,862 % |
3,420 % |
3,027 % |
4,709 % |
5,295 % |
|
87 |
1,781 % |
2,871 % |
3,422 % |
3,034 % |
4,707 % |
5,286 % |
|
88 |
1,790 % |
2,879 % |
3,424 % |
3,040 % |
4,704 % |
5,277 % |
|
89 |
1,799 % |
2,887 % |
3,426 % |
3,047 % |
4,702 % |
5,268 % |
|
90 |
1,808 % |
2,895 % |
3,428 % |
3,053 % |
4,700 % |
5,260 % |
|
91 |
1,817 % |
2,902 % |
3,430 % |
3,059 % |
4,698 % |
5,251 % |
|
92 |
1,825 % |
2,910 % |
3,432 % |
3,065 % |
4,696 % |
5,243 % |
|
93 |
1,834 % |
2,917 % |
3,434 % |
3,070 % |
4,693 % |
5,235 % |
|
94 |
1,842 % |
2,925 % |
3,436 % |
3,076 % |
4,691 % |
5,227 % |
|
95 |
1,850 % |
2,932 % |
3,437 % |
3,081 % |
4,689 % |
5,219 % |
|
96 |
1,857 % |
2,939 % |
3,439 % |
3,087 % |
4,687 % |
5,212 % |
|
97 |
1,865 % |
2,945 % |
3,441 % |
3,092 % |
4,685 % |
5,205 % |
|
98 |
1,872 % |
2,952 % |
3,442 % |
3,097 % |
4,684 % |
5,197 % |
|
99 |
1,880 % |
2,959 % |
3,444 % |
3,102 % |
4,682 % |
5,190 % |
|
100 |
1,887 % |
2,965 % |
3,446 % |
3,107 % |
4,680 % |
5,183 % |
|
101 |
1,894 % |
2,971 % |
3,447 % |
3,112 % |
4,678 % |
5,177 % |
|
102 |
1,901 % |
2,977 % |
3,449 % |
3,117 % |
4,676 % |
5,170 % |
|
103 |
1,908 % |
2,983 % |
3,450 % |
3,122 % |
4,675 % |
5,163 % |
|
104 |
1,914 % |
2,989 % |
3,451 % |
3,126 % |
4,673 % |
5,157 % |
|
105 |
1,921 % |
2,995 % |
3,453 % |
3,131 % |
4,671 % |
5,151 % |
|
106 |
1,927 % |
3,001 % |
3,454 % |
3,135 % |
4,670 % |
5,145 % |
|
107 |
1,933 % |
3,006 % |
3,456 % |
3,139 % |
4,668 % |
5,138 % |
|
108 |
1,940 % |
3,012 % |
3,457 % |
3,144 % |
4,667 % |
5,133 % |
|
109 |
1,946 % |
3,017 % |
3,458 % |
3,148 % |
4,665 % |
5,127 % |
|
110 |
1,952 % |
3,023 % |
3,460 % |
3,152 % |
4,664 % |
5,121 % |
|
111 |
1,957 % |
3,028 % |
3,461 % |
3,156 % |
4,662 % |
5,115 % |
|
112 |
1,963 % |
3,033 % |
3,462 % |
3,160 % |
4,661 % |
5,110 % |
|
113 |
1,969 % |
3,038 % |
3,463 % |
3,164 % |
4,659 % |
5,104 % |
|
114 |
1,974 % |
3,043 % |
3,465 % |
3,168 % |
4,658 % |
5,099 % |
|
115 |
1,980 % |
3,048 % |
3,466 % |
3,171 % |
4,656 % |
5,094 % |
|
116 |
1,985 % |
3,052 % |
3,467 % |
3,175 % |
4,655 % |
5,089 % |
|
117 |
1,990 % |
3,057 % |
3,468 % |
3,179 % |
4,654 % |
5,084 % |
|
118 |
1,995 % |
3,062 % |
3,469 % |
3,182 % |
4,652 % |
5,079 % |
|
119 |
2,000 % |
3,066 % |
3,470 % |
3,186 % |
4,651 % |
5,074 % |
|
120 |
2,005 % |
3,071 % |
3,471 % |
3,189 % |
4,650 % |
5,069 % |
|
121 |
2,010 % |
3,075 % |
3,472 % |
3,193 % |
4,649 % |
5,064 % |
|
122 |
2,015 % |
3,079 % |
3,473 % |
3,196 % |
4,647 % |
5,060 % |
|
123 |
2,020 % |
3,083 % |
3,474 % |
3,199 % |
4,646 % |
5,055 % |
|
124 |
2,025 % |
3,088 % |
3,475 % |
3,202 % |
4,645 % |
5,051 % |
|
125 |
2,029 % |
3,092 % |
3,476 % |
3,206 % |
4,644 % |
5,046 % |
|
126 |
2,034 % |
3,096 % |
3,477 % |
3,209 % |
4,643 % |
5,042 % |
|
127 |
2,038 % |
3,100 % |
3,478 % |
3,212 % |
4,642 % |
5,038 % |
|
128 |
2,042 % |
3,104 % |
3,479 % |
3,215 % |
4,641 % |
5,033 % |
|
129 |
2,047 % |
3,107 % |
3,480 % |
3,218 % |
4,639 % |
5,029 % |
|
130 |
2,051 % |
3,111 % |
3,481 % |
3,221 % |
4,638 % |
5,025 % |
|
131 |
2,055 % |
3,115 % |
3,482 % |
3,224 % |
4,637 % |
5,021 % |
|
132 |
2,059 % |
3,119 % |
3,483 % |
3,226 % |
4,636 % |
5,017 % |
|
133 |
2,063 % |
3,122 % |
3,484 % |
3,229 % |
4,635 % |
5,013 % |
|
134 |
2,067 % |
3,126 % |
3,485 % |
3,232 % |
4,634 % |
5,010 % |
|
135 |
2,071 % |
3,129 % |
3,486 % |
3,235 % |
4,633 % |
5,006 % |
|
136 |
2,075 % |
3,133 % |
3,486 % |
3,237 % |
4,632 % |
5,002 % |
|
137 |
2,079 % |
3,136 % |
3,487 % |
3,240 % |
4,631 % |
4,998 % |
|
138 |
2,083 % |
3,139 % |
3,488 % |
3,243 % |
4,630 % |
4,995 % |
|
139 |
2,087 % |
3,143 % |
3,489 % |
3,245 % |
4,629 % |
4,991 % |
|
140 |
2,090 % |
3,146 % |
3,490 % |
3,248 % |
4,628 % |
4,988 % |
|
141 |
2,094 % |
3,149 % |
3,490 % |
3,250 % |
4,628 % |
4,984 % |
|
142 |
2,097 % |
3,152 % |
3,491 % |
3,253 % |
4,627 % |
4,981 % |
|
143 |
2,101 % |
3,156 % |
3,492 % |
3,255 % |
4,626 % |
4,977 % |
|
144 |
2,104 % |
3,159 % |
3,493 % |
3,258 % |
4,625 % |
4,974 % |
|
145 |
2,108 % |
3,162 % |
3,493 % |
3,260 % |
4,624 % |
4,971 % |
|
146 |
2,111 % |
3,165 % |
3,494 % |
3,262 % |
4,623 % |
4,968 % |
|
147 |
2,114 % |
3,168 % |
3,495 % |
3,264 % |
4,622 % |
4,964 % |
|
148 |
2,118 % |
3,171 % |
3,496 % |
3,267 % |
4,622 % |
4,961 % |
|
149 |
2,121 % |
3,173 % |
3,496 % |
3,269 % |
4,621 % |
4,958 % |
|
150 |
2,124 % |
3,176 % |
3,497 % |
3,271 % |
4,620 % |
4,955 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
0,090 % |
3,762 % |
5,336 % |
–0,002 % |
0,406 % |
3,815 % |
|
2 |
0,200 % |
4,417 % |
5,904 % |
0,050 % |
0,692 % |
4,280 % |
|
3 |
0,402 % |
4,922 % |
6,145 % |
0,097 % |
0,920 % |
4,985 % |
|
4 |
0,599 % |
5,345 % |
6,330 % |
0,140 % |
1,117 % |
5,482 % |
|
5 |
0,768 % |
5,673 % |
6,474 % |
0,178 % |
1,276 % |
5,879 % |
|
6 |
0,906 % |
5,914 % |
6,588 % |
0,213 % |
1,422 % |
6,265 % |
|
7 |
1,021 % |
6,094 % |
6,689 % |
0,244 % |
1,545 % |
6,637 % |
|
8 |
1,115 % |
6,221 % |
6,785 % |
0,271 % |
1,653 % |
6,988 % |
|
9 |
1,193 % |
6,325 % |
6,883 % |
0,296 % |
1,746 % |
7,314 % |
|
10 |
1,256 % |
6,418 % |
6,986 % |
0,319 % |
1,821 % |
7,613 % |
|
11 |
1,307 % |
6,485 % |
7,097 % |
0,366 % |
1,892 % |
7,885 % |
|
12 |
1,351 % |
6,529 % |
7,210 % |
0,434 % |
1,961 % |
8,126 % |
|
13 |
1,393 % |
6,556 % |
7,320 % |
0,514 % |
2,027 % |
8,333 % |
|
14 |
1,436 % |
6,570 % |
7,423 % |
0,600 % |
2,090 % |
8,503 % |
|
15 |
1,482 % |
6,575 % |
7,517 % |
0,689 % |
2,150 % |
8,631 % |
|
16 |
1,532 % |
6,573 % |
7,599 % |
0,779 % |
2,207 % |
8,716 % |
|
17 |
1,584 % |
6,566 % |
7,668 % |
0,868 % |
2,261 % |
8,765 % |
|
18 |
1,638 % |
6,554 % |
7,722 % |
0,956 % |
2,312 % |
8,785 % |
|
19 |
1,692 % |
6,540 % |
7,758 % |
1,040 % |
2,359 % |
8,783 % |
|
20 |
1,746 % |
6,523 % |
7,775 % |
1,122 % |
2,404 % |
8,763 % |
|
21 |
1,799 % |
6,504 % |
7,773 % |
1,201 % |
2,446 % |
8,729 % |
|
22 |
1,850 % |
6,485 % |
7,755 % |
1,277 % |
2,485 % |
8,685 % |
|
23 |
1,901 % |
6,465 % |
7,724 % |
1,350 % |
2,522 % |
8,633 % |
|
24 |
1,949 % |
6,444 % |
7,683 % |
1,419 % |
2,557 % |
8,576 % |
|
25 |
1,996 % |
6,424 % |
7,634 % |
1,485 % |
2,590 % |
8,514 % |
|
26 |
2,041 % |
6,403 % |
7,580 % |
1,549 % |
2,621 % |
8,450 % |
|
27 |
2,085 % |
6,382 % |
7,523 % |
1,609 % |
2,650 % |
8,384 % |
|
28 |
2,127 % |
6,362 % |
7,462 % |
1,667 % |
2,678 % |
8,318 % |
|
29 |
2,167 % |
6,342 % |
7,401 % |
1,722 % |
2,704 % |
8,252 % |
|
30 |
2,205 % |
6,322 % |
7,338 % |
1,774 % |
2,729 % |
8,186 % |
|
31 |
2,242 % |
6,303 % |
7,276 % |
1,824 % |
2,753 % |
8,121 % |
|
32 |
2,277 % |
6,285 % |
7,214 % |
1,872 % |
2,776 % |
8,058 % |
|
33 |
2,311 % |
6,266 % |
7,153 % |
1,918 % |
2,797 % |
7,995 % |
|
34 |
2,344 % |
6,249 % |
7,093 % |
1,961 % |
2,818 % |
7,935 % |
|
35 |
2,375 % |
6,232 % |
7,034 % |
2,003 % |
2,838 % |
7,876 % |
|
36 |
2,405 % |
6,215 % |
6,977 % |
2,043 % |
2,856 % |
7,819 % |
|
37 |
2,434 % |
6,199 % |
6,922 % |
2,081 % |
2,874 % |
7,764 % |
|
38 |
2,461 % |
6,184 % |
6,868 % |
2,118 % |
2,891 % |
7,711 % |
|
39 |
2,488 % |
6,169 % |
6,816 % |
2,153 % |
2,908 % |
7,660 % |
|
40 |
2,513 % |
6,154 % |
6,766 % |
2,186 % |
2,924 % |
7,610 % |
|
41 |
2,537 % |
6,140 % |
6,717 % |
2,219 % |
2,939 % |
7,563 % |
|
42 |
2,561 % |
6,127 % |
6,670 % |
2,249 % |
2,953 % |
7,517 % |
|
43 |
2,583 % |
6,114 % |
6,625 % |
2,279 % |
2,967 % |
7,472 % |
|
44 |
2,605 % |
6,101 % |
6,581 % |
2,307 % |
2,981 % |
7,430 % |
|
45 |
2,626 % |
6,089 % |
6,539 % |
2,335 % |
2,993 % |
7,389 % |
|
46 |
2,646 % |
6,077 % |
6,499 % |
2,361 % |
3,006 % |
7,349 % |
|
47 |
2,665 % |
6,066 % |
6,460 % |
2,386 % |
3,018 % |
7,311 % |
|
48 |
2,684 % |
6,055 % |
6,422 % |
2,411 % |
3,029 % |
7,274 % |
|
49 |
2,702 % |
6,044 % |
6,386 % |
2,434 % |
3,040 % |
7,239 % |
|
50 |
2,719 % |
6,034 % |
6,351 % |
2,457 % |
3,051 % |
7,205 % |
|
51 |
2,736 % |
6,024 % |
6,317 % |
2,478 % |
3,061 % |
7,172 % |
|
52 |
2,752 % |
6,014 % |
6,284 % |
2,499 % |
3,071 % |
7,140 % |
|
53 |
2,767 % |
6,005 % |
6,253 % |
2,519 % |
3,081 % |
7,110 % |
|
54 |
2,782 % |
5,996 % |
6,223 % |
2,539 % |
3,090 % |
7,080 % |
|
55 |
2,797 % |
5,987 % |
6,193 % |
2,558 % |
3,099 % |
7,052 % |
|
56 |
2,811 % |
5,979 % |
6,165 % |
2,576 % |
3,108 % |
7,024 % |
|
57 |
2,824 % |
5,971 % |
6,138 % |
2,594 % |
3,116 % |
6,997 % |
|
58 |
2,837 % |
5,963 % |
6,111 % |
2,611 % |
3,124 % |
6,972 % |
|
59 |
2,850 % |
5,955 % |
6,086 % |
2,627 % |
3,132 % |
6,947 % |
|
60 |
2,862 % |
5,948 % |
6,061 % |
2,643 % |
3,139 % |
6,923 % |
|
61 |
2,874 % |
5,941 % |
6,037 % |
2,659 % |
3,147 % |
6,899 % |
|
62 |
2,886 % |
5,934 % |
6,014 % |
2,674 % |
3,154 % |
6,877 % |
|
63 |
2,897 % |
5,927 % |
5,991 % |
2,688 % |
3,161 % |
6,855 % |
|
64 |
2,908 % |
5,920 % |
5,970 % |
2,702 % |
3,168 % |
6,834 % |
|
65 |
2,918 % |
5,914 % |
5,948 % |
2,716 % |
3,174 % |
6,813 % |
|
66 |
2,928 % |
5,908 % |
5,928 % |
2,729 % |
3,181 % |
6,793 % |
|
67 |
2,938 % |
5,902 % |
5,908 % |
2,742 % |
3,187 % |
6,774 % |
|
68 |
2,948 % |
5,896 % |
5,889 % |
2,754 % |
3,193 % |
6,755 % |
|
69 |
2,957 % |
5,890 % |
5,870 % |
2,767 % |
3,198 % |
6,737 % |
|
70 |
2,966 % |
5,885 % |
5,852 % |
2,778 % |
3,204 % |
6,719 % |
|
71 |
2,975 % |
5,879 % |
5,834 % |
2,790 % |
3,210 % |
6,702 % |
|
72 |
2,984 % |
5,874 % |
5,817 % |
2,801 % |
3,215 % |
6,685 % |
|
73 |
2,992 % |
5,869 % |
5,800 % |
2,812 % |
3,220 % |
6,669 % |
|
74 |
3,000 % |
5,864 % |
5,784 % |
2,822 % |
3,225 % |
6,653 % |
|
75 |
3,008 % |
5,859 % |
5,768 % |
2,833 % |
3,230 % |
6,637 % |
|
76 |
3,016 % |
5,854 % |
5,753 % |
2,843 % |
3,235 % |
6,622 % |
|
77 |
3,024 % |
5,850 % |
5,738 % |
2,853 % |
3,240 % |
6,608 % |
|
78 |
3,031 % |
5,845 % |
5,723 % |
2,862 % |
3,244 % |
6,594 % |
|
79 |
3,038 % |
5,841 % |
5,709 % |
2,871 % |
3,249 % |
6,580 % |
|
80 |
3,045 % |
5,837 % |
5,695 % |
2,880 % |
3,253 % |
6,566 % |
|
81 |
3,052 % |
5,833 % |
5,681 % |
2,889 % |
3,257 % |
6,553 % |
|
82 |
3,059 % |
5,829 % |
5,668 % |
2,898 % |
3,262 % |
6,540 % |
|
83 |
3,065 % |
5,825 % |
5,655 % |
2,906 % |
3,266 % |
6,527 % |
|
84 |
3,071 % |
5,821 % |
5,642 % |
2,915 % |
3,270 % |
6,515 % |
|
85 |
3,078 % |
5,817 % |
5,630 % |
2,923 % |
3,273 % |
6,503 % |
|
86 |
3,084 % |
5,813 % |
5,618 % |
2,930 % |
3,277 % |
6,491 % |
|
87 |
3,090 % |
5,810 % |
5,606 % |
2,938 % |
3,281 % |
6,480 % |
|
88 |
3,095 % |
5,806 % |
5,595 % |
2,946 % |
3,285 % |
6,469 % |
|
89 |
3,101 % |
5,803 % |
5,584 % |
2,953 % |
3,288 % |
6,458 % |
|
90 |
3,106 % |
5,799 % |
5,573 % |
2,960 % |
3,292 % |
6,447 % |
|
91 |
3,112 % |
5,796 % |
5,562 % |
2,967 % |
3,295 % |
6,437 % |
|
92 |
3,117 % |
5,793 % |
5,551 % |
2,974 % |
3,298 % |
6,426 % |
|
93 |
3,122 % |
5,790 % |
5,541 % |
2,981 % |
3,301 % |
6,416 % |
|
94 |
3,127 % |
5,787 % |
5,531 % |
2,987 % |
3,305 % |
6,407 % |
|
95 |
3,132 % |
5,784 % |
5,521 % |
2,994 % |
3,308 % |
6,397 % |
|
96 |
3,137 % |
5,781 % |
5,511 % |
3,000 % |
3,311 % |
6,388 % |
|
97 |
3,142 % |
5,778 % |
5,502 % |
3,006 % |
3,314 % |
6,379 % |
|
98 |
3,147 % |
5,775 % |
5,493 % |
3,012 % |
3,317 % |
6,370 % |
|
99 |
3,151 % |
5,772 % |
5,484 % |
3,018 % |
3,319 % |
6,361 % |
|
100 |
3,156 % |
5,769 % |
5,475 % |
3,024 % |
3,322 % |
6,352 % |
|
101 |
3,160 % |
5,767 % |
5,466 % |
3,030 % |
3,325 % |
6,344 % |
|
102 |
3,164 % |
5,764 % |
5,458 % |
3,035 % |
3,328 % |
6,335 % |
|
103 |
3,169 % |
5,762 % |
5,449 % |
3,041 % |
3,330 % |
6,327 % |
|
104 |
3,173 % |
5,759 % |
5,441 % |
3,046 % |
3,333 % |
6,319 % |
|
105 |
3,177 % |
5,757 % |
5,433 % |
3,051 % |
3,335 % |
6,311 % |
|
106 |
3,181 % |
5,754 % |
5,425 % |
3,056 % |
3,338 % |
6,304 % |
|
107 |
3,185 % |
5,752 % |
5,417 % |
3,061 % |
3,340 % |
6,296 % |
|
108 |
3,189 % |
5,749 % |
5,410 % |
3,066 % |
3,343 % |
6,289 % |
|
109 |
3,192 % |
5,747 % |
5,402 % |
3,071 % |
3,345 % |
6,281 % |
|
110 |
3,196 % |
5,745 % |
5,395 % |
3,076 % |
3,347 % |
6,274 % |
|
111 |
3,200 % |
5,743 % |
5,388 % |
3,081 % |
3,350 % |
6,267 % |
|
112 |
3,203 % |
5,740 % |
5,381 % |
3,085 % |
3,352 % |
6,260 % |
|
113 |
3,207 % |
5,738 % |
5,374 % |
3,090 % |
3,354 % |
6,254 % |
|
114 |
3,210 % |
5,736 % |
5,367 % |
3,094 % |
3,356 % |
6,247 % |
|
115 |
3,214 % |
5,734 % |
5,360 % |
3,099 % |
3,358 % |
6,241 % |
|
116 |
3,217 % |
5,732 % |
5,354 % |
3,103 % |
3,361 % |
6,234 % |
|
117 |
3,220 % |
5,730 % |
5,347 % |
3,107 % |
3,363 % |
6,228 % |
|
118 |
3,223 % |
5,728 % |
5,341 % |
3,112 % |
3,365 % |
6,222 % |
|
119 |
3,226 % |
5,726 % |
5,335 % |
3,116 % |
3,367 % |
6,216 % |
|
120 |
3,230 % |
5,724 % |
5,329 % |
3,120 % |
3,368 % |
6,210 % |
|
121 |
3,233 % |
5,723 % |
5,323 % |
3,124 % |
3,370 % |
6,204 % |
|
122 |
3,236 % |
5,721 % |
5,317 % |
3,128 % |
3,372 % |
6,198 % |
|
123 |
3,239 % |
5,719 % |
5,311 % |
3,131 % |
3,374 % |
6,192 % |
|
124 |
3,242 % |
5,717 % |
5,305 % |
3,135 % |
3,376 % |
6,187 % |
|
125 |
3,244 % |
5,715 % |
5,299 % |
3,139 % |
3,378 % |
6,181 % |
|
126 |
3,247 % |
5,714 % |
5,294 % |
3,142 % |
3,379 % |
6,176 % |
|
127 |
3,250 % |
5,712 % |
5,288 % |
3,146 % |
3,381 % |
6,170 % |
|
128 |
3,253 % |
5,710 % |
5,283 % |
3,150 % |
3,383 % |
6,165 % |
|
129 |
3,255 % |
5,709 % |
5,278 % |
3,153 % |
3,385 % |
6,160 % |
|
130 |
3,258 % |
5,707 % |
5,272 % |
3,157 % |
3,386 % |
6,155 % |
|
131 |
3,261 % |
5,706 % |
5,267 % |
3,160 % |
3,388 % |
6,150 % |
|
132 |
3,263 % |
5,704 % |
5,262 % |
3,163 % |
3,389 % |
6,145 % |
|
133 |
3,266 % |
5,702 % |
5,257 % |
3,167 % |
3,391 % |
6,140 % |
|
134 |
3,268 % |
5,701 % |
5,252 % |
3,170 % |
3,393 % |
6,135 % |
|
135 |
3,271 % |
5,699 % |
5,247 % |
3,173 % |
3,394 % |
6,130 % |
|
136 |
3,273 % |
5,698 % |
5,243 % |
3,176 % |
3,396 % |
6,126 % |
|
137 |
3,275 % |
5,697 % |
5,238 % |
3,179 % |
3,397 % |
6,121 % |
|
138 |
3,278 % |
5,695 % |
5,233 % |
3,182 % |
3,399 % |
6,117 % |
|
139 |
3,280 % |
5,694 % |
5,229 % |
3,185 % |
3,400 % |
6,112 % |
|
140 |
3,282 % |
5,692 % |
5,224 % |
3,188 % |
3,402 % |
6,108 % |
|
141 |
3,285 % |
5,691 % |
5,220 % |
3,191 % |
3,403 % |
6,104 % |
|
142 |
3,287 % |
5,690 % |
5,215 % |
3,194 % |
3,404 % |
6,099 % |
|
143 |
3,289 % |
5,688 % |
5,211 % |
3,197 % |
3,406 % |
6,095 % |
|
144 |
3,291 % |
5,687 % |
5,207 % |
3,200 % |
3,407 % |
6,091 % |
|
145 |
3,293 % |
5,686 % |
5,203 % |
3,202 % |
3,408 % |
6,087 % |
|
146 |
3,295 % |
5,684 % |
5,198 % |
3,205 % |
3,410 % |
6,083 % |
|
147 |
3,298 % |
5,683 % |
5,194 % |
3,208 % |
3,411 % |
6,079 % |
|
148 |
3,300 % |
5,682 % |
5,190 % |
3,210 % |
3,412 % |
6,075 % |
|
149 |
3,302 % |
5,681 % |
5,186 % |
3,213 % |
3,413 % |
6,071 % |
|
150 |
3,304 % |
5,680 % |
5,182 % |
3,216 % |
3,415 % |
6,067 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
6,222 % |
2,229 % |
1,579 % |
5,931 % |
0,200 % |
0,896 % |
|
2 |
7,045 % |
2,352 % |
1,818 % |
6,369 % |
0,401 % |
1,177 % |
|
3 |
7,477 % |
2,464 % |
2,092 % |
6,562 % |
0,667 % |
1,343 % |
|
4 |
7,843 % |
2,561 % |
2,330 % |
6,667 % |
0,847 % |
1,453 % |
|
5 |
8,139 % |
2,646 % |
2,534 % |
6,716 % |
0,984 % |
1,515 % |
|
6 |
8,395 % |
2,720 % |
2,718 % |
6,751 % |
1,111 % |
1,553 % |
|
7 |
8,620 % |
2,786 % |
2,895 % |
6,780 % |
1,223 % |
1,584 % |
|
8 |
8,816 % |
2,848 % |
3,062 % |
6,805 % |
1,315 % |
1,614 % |
|
9 |
8,993 % |
2,907 % |
3,228 % |
6,832 % |
1,386 % |
1,637 % |
|
10 |
9,167 % |
2,964 % |
3,391 % |
6,864 % |
1,434 % |
1,649 % |
|
11 |
9,285 % |
3,018 % |
3,550 % |
6,896 % |
1,461 % |
1,649 % |
|
12 |
9,348 % |
3,071 % |
3,700 % |
6,922 % |
1,476 % |
1,643 % |
|
13 |
9,370 % |
3,122 % |
3,838 % |
6,942 % |
1,484 % |
1,635 % |
|
14 |
9,362 % |
3,170 % |
3,963 % |
6,953 % |
1,489 % |
1,628 % |
|
15 |
9,330 % |
3,217 % |
4,076 % |
6,952 % |
1,496 % |
1,625 % |
|
16 |
9,282 % |
3,261 % |
4,178 % |
6,939 % |
1,505 % |
1,625 % |
|
17 |
9,221 % |
3,302 % |
4,267 % |
6,917 % |
1,518 % |
1,631 % |
|
18 |
9,150 % |
3,342 % |
4,344 % |
6,887 % |
1,535 % |
1,643 % |
|
19 |
9,074 % |
3,380 % |
4,408 % |
6,851 % |
1,558 % |
1,661 % |
|
20 |
8,993 % |
3,416 % |
4,458 % |
6,812 % |
1,586 % |
1,684 % |
|
21 |
8,909 % |
3,450 % |
4,495 % |
6,770 % |
1,620 % |
1,714 % |
|
22 |
8,824 % |
3,483 % |
4,521 % |
6,727 % |
1,658 % |
1,748 % |
|
23 |
8,739 % |
3,514 % |
4,537 % |
6,682 % |
1,699 % |
1,786 % |
|
24 |
8,654 % |
3,543 % |
4,545 % |
6,638 % |
1,741 % |
1,825 % |
|
25 |
8,570 % |
3,572 % |
4,548 % |
6,593 % |
1,784 % |
1,865 % |
|
26 |
8,488 % |
3,598 % |
4,546 % |
6,549 % |
1,828 % |
1,905 % |
|
27 |
8,408 % |
3,624 % |
4,541 % |
6,505 % |
1,871 % |
1,945 % |
|
28 |
8,330 % |
3,648 % |
4,532 % |
6,462 % |
1,913 % |
1,985 % |
|
29 |
8,254 % |
3,672 % |
4,521 % |
6,420 % |
1,955 % |
2,025 % |
|
30 |
8,181 % |
3,694 % |
4,509 % |
6,380 % |
1,996 % |
2,063 % |
|
31 |
8,110 % |
3,715 % |
4,495 % |
6,340 % |
2,035 % |
2,101 % |
|
32 |
8,042 % |
3,735 % |
4,480 % |
6,302 % |
2,074 % |
2,138 % |
|
33 |
7,976 % |
3,755 % |
4,465 % |
6,265 % |
2,111 % |
2,173 % |
|
34 |
7,913 % |
3,773 % |
4,449 % |
6,229 % |
2,147 % |
2,207 % |
|
35 |
7,852 % |
3,791 % |
4,433 % |
6,194 % |
2,182 % |
2,241 % |
|
36 |
7,794 % |
3,808 % |
4,417 % |
6,161 % |
2,216 % |
2,273 % |
|
37 |
7,738 % |
3,825 % |
4,400 % |
6,129 % |
2,248 % |
2,304 % |
|
38 |
7,684 % |
3,840 % |
4,384 % |
6,098 % |
2,280 % |
2,334 % |
|
39 |
7,632 % |
3,855 % |
4,369 % |
6,068 % |
2,310 % |
2,362 % |
|
40 |
7,582 % |
3,870 % |
4,353 % |
6,039 % |
2,339 % |
2,390 % |
|
41 |
7,534 % |
3,884 % |
4,338 % |
6,012 % |
2,367 % |
2,417 % |
|
42 |
7,488 % |
3,897 % |
4,323 % |
5,985 % |
2,394 % |
2,443 % |
|
43 |
7,444 % |
3,910 % |
4,309 % |
5,959 % |
2,420 % |
2,467 % |
|
44 |
7,402 % |
3,922 % |
4,295 % |
5,935 % |
2,445 % |
2,491 % |
|
45 |
7,361 % |
3,934 % |
4,281 % |
5,911 % |
2,469 % |
2,514 % |
|
46 |
7,322 % |
3,945 % |
4,268 % |
5,888 % |
2,492 % |
2,537 % |
|
47 |
7,284 % |
3,957 % |
4,255 % |
5,866 % |
2,514 % |
2,558 % |
|
48 |
7,248 % |
3,967 % |
4,242 % |
5,844 % |
2,536 % |
2,579 % |
|
49 |
7,213 % |
3,977 % |
4,230 % |
5,824 % |
2,557 % |
2,599 % |
|
50 |
7,179 % |
3,987 % |
4,218 % |
5,804 % |
2,577 % |
2,618 % |
|
51 |
7,147 % |
3,997 % |
4,207 % |
5,785 % |
2,596 % |
2,636 % |
|
52 |
7,115 % |
4,006 % |
4,196 % |
5,766 % |
2,615 % |
2,654 % |
|
53 |
7,085 % |
4,015 % |
4,185 % |
5,749 % |
2,633 % |
2,671 % |
|
54 |
7,056 % |
4,024 % |
4,174 % |
5,731 % |
2,650 % |
2,688 % |
|
55 |
7,028 % |
4,032 % |
4,164 % |
5,715 % |
2,667 % |
2,704 % |
|
56 |
7,001 % |
4,040 % |
4,155 % |
5,699 % |
2,683 % |
2,720 % |
|
57 |
6,975 % |
4,048 % |
4,145 % |
5,683 % |
2,699 % |
2,735 % |
|
58 |
6,949 % |
4,055 % |
4,136 % |
5,668 % |
2,714 % |
2,750 % |
|
59 |
6,925 % |
4,063 % |
4,127 % |
5,653 % |
2,729 % |
2,764 % |
|
60 |
6,901 % |
4,070 % |
4,118 % |
5,639 % |
2,743 % |
2,778 % |
|
61 |
6,878 % |
4,077 % |
4,110 % |
5,626 % |
2,757 % |
2,791 % |
|
62 |
6,856 % |
4,083 % |
4,102 % |
5,613 % |
2,770 % |
2,804 % |
|
63 |
6,834 % |
4,090 % |
4,094 % |
5,600 % |
2,783 % |
2,816 % |
|
64 |
6,813 % |
4,096 % |
4,086 % |
5,587 % |
2,796 % |
2,828 % |
|
65 |
6,793 % |
4,102 % |
4,079 % |
5,575 % |
2,808 % |
2,840 % |
|
66 |
6,774 % |
4,108 % |
4,072 % |
5,563 % |
2,820 % |
2,851 % |
|
67 |
6,755 % |
4,114 % |
4,065 % |
5,552 % |
2,832 % |
2,862 % |
|
68 |
6,736 % |
4,119 % |
4,058 % |
5,541 % |
2,843 % |
2,873 % |
|
69 |
6,718 % |
4,125 % |
4,051 % |
5,530 % |
2,854 % |
2,884 % |
|
70 |
6,701 % |
4,130 % |
4,045 % |
5,520 % |
2,864 % |
2,894 % |
|
71 |
6,684 % |
4,135 % |
4,039 % |
5,510 % |
2,875 % |
2,904 % |
|
72 |
6,667 % |
4,140 % |
4,033 % |
5,500 % |
2,885 % |
2,913 % |
|
73 |
6,651 % |
4,145 % |
4,027 % |
5,490 % |
2,894 % |
2,923 % |
|
74 |
6,635 % |
4,150 % |
4,021 % |
5,481 % |
2,904 % |
2,932 % |
|
75 |
6,620 % |
4,155 % |
4,015 % |
5,472 % |
2,913 % |
2,941 % |
|
76 |
6,605 % |
4,159 % |
4,010 % |
5,463 % |
2,922 % |
2,949 % |
|
77 |
6,591 % |
4,163 % |
4,005 % |
5,454 % |
2,931 % |
2,958 % |
|
78 |
6,577 % |
4,168 % |
3,999 % |
5,446 % |
2,939 % |
2,966 % |
|
79 |
6,563 % |
4,172 % |
3,994 % |
5,438 % |
2,948 % |
2,974 % |
|
80 |
6,550 % |
4,176 % |
3,989 % |
5,430 % |
2,956 % |
2,982 % |
|
81 |
6,537 % |
4,180 % |
3,985 % |
5,422 % |
2,964 % |
2,989 % |
|
82 |
6,524 % |
4,184 % |
3,980 % |
5,415 % |
2,971 % |
2,997 % |
|
83 |
6,512 % |
4,188 % |
3,975 % |
5,407 % |
2,979 % |
3,004 % |
|
84 |
6,500 % |
4,191 % |
3,971 % |
5,400 % |
2,986 % |
3,011 % |
|
85 |
6,488 % |
4,195 % |
3,967 % |
5,393 % |
2,994 % |
3,018 % |
|
86 |
6,476 % |
4,198 % |
3,962 % |
5,386 % |
3,001 % |
3,025 % |
|
87 |
6,465 % |
4,202 % |
3,958 % |
5,379 % |
3,007 % |
3,031 % |
|
88 |
6,454 % |
4,205 % |
3,954 % |
5,373 % |
3,014 % |
3,038 % |
|
89 |
6,443 % |
4,209 % |
3,950 % |
5,366 % |
3,021 % |
3,044 % |
|
90 |
6,433 % |
4,212 % |
3,946 % |
5,360 % |
3,027 % |
3,050 % |
|
91 |
6,423 % |
4,215 % |
3,942 % |
5,354 % |
3,033 % |
3,056 % |
|
92 |
6,412 % |
4,218 % |
3,939 % |
5,348 % |
3,039 % |
3,062 % |
|
93 |
6,403 % |
4,221 % |
3,935 % |
5,342 % |
3,046 % |
3,068 % |
|
94 |
6,393 % |
4,224 % |
3,931 % |
5,336 % |
3,051 % |
3,073 % |
|
95 |
6,384 % |
4,227 % |
3,928 % |
5,330 % |
3,057 % |
3,079 % |
|
96 |
6,374 % |
4,230 % |
3,925 % |
5,325 % |
3,063 % |
3,084 % |
|
97 |
6,365 % |
4,233 % |
3,921 % |
5,319 % |
3,068 % |
3,090 % |
|
98 |
6,356 % |
4,235 % |
3,918 % |
5,314 % |
3,074 % |
3,095 % |
|
99 |
6,348 % |
4,238 % |
3,915 % |
5,309 % |
3,079 % |
3,100 % |
|
100 |
6,339 % |
4,241 % |
3,912 % |
5,304 % |
3,084 % |
3,105 % |
|
101 |
6,331 % |
4,243 % |
3,908 % |
5,299 % |
3,089 % |
3,110 % |
|
102 |
6,323 % |
4,246 % |
3,905 % |
5,294 % |
3,094 % |
3,115 % |
|
103 |
6,315 % |
4,248 % |
3,902 % |
5,289 % |
3,099 % |
3,119 % |
|
104 |
6,307 % |
4,250 % |
3,900 % |
5,284 % |
3,104 % |
3,124 % |
|
105 |
6,299 % |
4,253 % |
3,897 % |
5,280 % |
3,109 % |
3,128 % |
|
106 |
6,292 % |
4,255 % |
3,894 % |
5,275 % |
3,113 % |
3,133 % |
|
107 |
6,284 % |
4,257 % |
3,891 % |
5,271 % |
3,118 % |
3,137 % |
|
108 |
6,277 % |
4,260 % |
3,888 % |
5,266 % |
3,122 % |
3,141 % |
|
109 |
6,270 % |
4,262 % |
3,886 % |
5,262 % |
3,127 % |
3,146 % |
|
110 |
6,263 % |
4,264 % |
3,883 % |
5,258 % |
3,131 % |
3,150 % |
|
111 |
6,256 % |
4,266 % |
3,881 % |
5,254 % |
3,135 % |
3,154 % |
|
112 |
6,249 % |
4,268 % |
3,878 % |
5,250 % |
3,139 % |
3,158 % |
|
113 |
6,242 % |
4,270 % |
3,876 % |
5,246 % |
3,143 % |
3,162 % |
|
114 |
6,236 % |
4,272 % |
3,873 % |
5,242 % |
3,147 % |
3,166 % |
|
115 |
6,229 % |
4,274 % |
3,871 % |
5,238 % |
3,151 % |
3,169 % |
|
116 |
6,223 % |
4,276 % |
3,868 % |
5,234 % |
3,155 % |
3,173 % |
|
117 |
6,217 % |
4,278 % |
3,866 % |
5,230 % |
3,159 % |
3,177 % |
|
118 |
6,211 % |
4,280 % |
3,864 % |
5,227 % |
3,163 % |
3,180 % |
|
119 |
6,205 % |
4,282 % |
3,862 % |
5,223 % |
3,166 % |
3,184 % |
|
120 |
6,199 % |
4,284 % |
3,860 % |
5,220 % |
3,170 % |
3,187 % |
|
121 |
6,193 % |
4,285 % |
3,857 % |
5,216 % |
3,174 % |
3,191 % |
|
122 |
6,187 % |
4,287 % |
3,855 % |
5,213 % |
3,177 % |
3,194 % |
|
123 |
6,182 % |
4,289 % |
3,853 % |
5,209 % |
3,180 % |
3,197 % |
|
124 |
6,176 % |
4,291 % |
3,851 % |
5,206 % |
3,184 % |
3,201 % |
|
125 |
6,171 % |
4,292 % |
3,849 % |
5,203 % |
3,187 % |
3,204 % |
|
126 |
6,165 % |
4,294 % |
3,847 % |
5,200 % |
3,190 % |
3,207 % |
|
127 |
6,160 % |
4,296 % |
3,845 % |
5,196 % |
3,194 % |
3,210 % |
|
128 |
6,155 % |
4,297 % |
3,843 % |
5,193 % |
3,197 % |
3,213 % |
|
129 |
6,150 % |
4,299 % |
3,841 % |
5,190 % |
3,200 % |
3,216 % |
|
130 |
6,145 % |
4,300 % |
3,840 % |
5,187 % |
3,203 % |
3,219 % |
|
131 |
6,140 % |
4,302 % |
3,838 % |
5,184 % |
3,206 % |
3,222 % |
|
132 |
6,135 % |
4,303 % |
3,836 % |
5,181 % |
3,209 % |
3,225 % |
|
133 |
6,130 % |
4,305 % |
3,834 % |
5,179 % |
3,212 % |
3,227 % |
|
134 |
6,126 % |
4,306 % |
3,832 % |
5,176 % |
3,215 % |
3,230 % |
|
135 |
6,121 % |
4,308 % |
3,831 % |
5,173 % |
3,218 % |
3,233 % |
|
136 |
6,116 % |
4,309 % |
3,829 % |
5,170 % |
3,220 % |
3,236 % |
|
137 |
6,112 % |
4,311 % |
3,827 % |
5,167 % |
3,223 % |
3,238 % |
|
138 |
6,107 % |
4,312 % |
3,826 % |
5,165 % |
3,226 % |
3,241 % |
|
139 |
6,103 % |
4,313 % |
3,824 % |
5,162 % |
3,229 % |
3,244 % |
|
140 |
6,099 % |
4,315 % |
3,822 % |
5,160 % |
3,231 % |
3,246 % |
|
141 |
6,094 % |
4,316 % |
3,821 % |
5,157 % |
3,234 % |
3,249 % |
|
142 |
6,090 % |
4,317 % |
3,819 % |
5,154 % |
3,236 % |
3,251 % |
|
143 |
6,086 % |
4,318 % |
3,818 % |
5,152 % |
3,239 % |
3,254 % |
|
144 |
6,082 % |
4,320 % |
3,816 % |
5,150 % |
3,242 % |
3,256 % |
|
145 |
6,078 % |
4,321 % |
3,815 % |
5,147 % |
3,244 % |
3,258 % |
|
146 |
6,074 % |
4,322 % |
3,813 % |
5,145 % |
3,246 % |
3,261 % |
|
147 |
6,070 % |
4,323 % |
3,812 % |
5,142 % |
3,249 % |
3,263 % |
|
148 |
6,066 % |
4,325 % |
3,810 % |
5,140 % |
3,251 % |
3,265 % |
|
149 |
6,062 % |
4,326 % |
3,809 % |
5,138 % |
3,254 % |
3,267 % |
|
150 |
6,059 % |
4,327 % |
3,808 % |
5,136 % |
3,256 % |
3,270 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
17,835 % |
0,083 % |
–0,156 % |
|
2 |
18,093 % |
0,227 % |
–0,132 % |
|
3 |
18,166 % |
0,474 % |
–0,126 % |
|
4 |
18,102 % |
0,694 % |
–0,122 % |
|
5 |
17,923 % |
0,874 % |
–0,114 % |
|
6 |
17,688 % |
1,017 % |
–0,101 % |
|
7 |
17,408 % |
1,134 % |
–0,084 % |
|
8 |
17,091 % |
1,229 % |
–0,064 % |
|
9 |
16,772 % |
1,305 % |
–0,043 % |
|
10 |
16,456 % |
1,371 % |
–0,018 % |
|
11 |
16,143 % |
1,429 % |
0,007 % |
|
12 |
15,832 % |
1,479 % |
0,033 % |
|
13 |
15,524 % |
1,520 % |
0,061 % |
|
14 |
15,219 % |
1,555 % |
0,090 % |
|
15 |
14,919 % |
1,586 % |
0,117 % |
|
16 |
14,624 % |
1,614 % |
0,143 % |
|
17 |
14,335 % |
1,638 % |
0,168 % |
|
18 |
14,053 % |
1,658 % |
0,193 % |
|
19 |
13,779 % |
1,674 % |
0,217 % |
|
20 |
13,513 % |
1,685 % |
0,242 % |
|
21 |
13,255 % |
1,693 % |
0,266 % |
|
22 |
13,007 % |
1,697 % |
0,289 % |
|
23 |
12,767 % |
1,701 % |
0,310 % |
|
24 |
12,537 % |
1,706 % |
0,328 % |
|
25 |
12,316 % |
1,711 % |
0,341 % |
|
26 |
12,105 % |
1,718 % |
0,350 % |
|
27 |
11,902 % |
1,724 % |
0,358 % |
|
28 |
11,708 % |
1,727 % |
0,369 % |
|
29 |
11,523 % |
1,724 % |
0,386 % |
|
30 |
11,347 % |
1,715 % |
0,411 % |
|
31 |
11,178 % |
1,699 % |
0,444 % |
|
32 |
11,017 % |
1,678 % |
0,483 % |
|
33 |
10,863 % |
1,654 % |
0,528 % |
|
34 |
10,716 % |
1,628 % |
0,576 % |
|
35 |
10,576 % |
1,603 % |
0,626 % |
|
36 |
10,442 % |
1,579 % |
0,677 % |
|
37 |
10,315 % |
1,557 % |
0,729 % |
|
38 |
10,193 % |
1,537 % |
0,782 % |
|
39 |
10,076 % |
1,520 % |
0,834 % |
|
40 |
9,965 % |
1,505 % |
0,885 % |
|
41 |
9,858 % |
1,493 % |
0,936 % |
|
42 |
9,756 % |
1,483 % |
0,986 % |
|
43 |
9,658 % |
1,477 % |
1,035 % |
|
44 |
9,565 % |
1,474 % |
1,083 % |
|
45 |
9,475 % |
1,473 % |
1,130 % |
|
46 |
9,389 % |
1,475 % |
1,175 % |
|
47 |
9,306 % |
1,481 % |
1,219 % |
|
48 |
9,227 % |
1,488 % |
1,262 % |
|
49 |
9,151 % |
1,499 % |
1,304 % |
|
50 |
9,078 % |
1,513 % |
1,345 % |
|
51 |
9,007 % |
1,529 % |
1,384 % |
|
52 |
8,939 % |
1,548 % |
1,422 % |
|
53 |
8,874 % |
1,568 % |
1,459 % |
|
54 |
8,811 % |
1,590 % |
1,495 % |
|
55 |
8,750 % |
1,612 % |
1,529 % |
|
56 |
8,692 % |
1,636 % |
1,563 % |
|
57 |
8,635 % |
1,660 % |
1,596 % |
|
58 |
8,581 % |
1,684 % |
1,627 % |
|
59 |
8,528 % |
1,709 % |
1,658 % |
|
60 |
8,477 % |
1,734 % |
1,688 % |
|
61 |
8,428 % |
1,758 % |
1,717 % |
|
62 |
8,380 % |
1,783 % |
1,745 % |
|
63 |
8,334 % |
1,807 % |
1,772 % |
|
64 |
8,289 % |
1,831 % |
1,798 % |
|
65 |
8,246 % |
1,854 % |
1,824 % |
|
66 |
8,204 % |
1,878 % |
1,849 % |
|
67 |
8,163 % |
1,901 % |
1,873 % |
|
68 |
8,123 % |
1,923 % |
1,896 % |
|
69 |
8,085 % |
1,945 % |
1,919 % |
|
70 |
8,048 % |
1,967 % |
1,942 % |
|
71 |
8,011 % |
1,989 % |
1,963 % |
|
72 |
7,976 % |
2,009 % |
1,984 % |
|
73 |
7,942 % |
2,030 % |
2,005 % |
|
74 |
7,908 % |
2,050 % |
2,025 % |
|
75 |
7,876 % |
2,070 % |
2,044 % |
|
76 |
7,844 % |
2,089 % |
2,063 % |
|
77 |
7,814 % |
2,108 % |
2,082 % |
|
78 |
7,784 % |
2,126 % |
2,100 % |
|
79 |
7,754 % |
2,144 % |
2,117 % |
|
80 |
7,726 % |
2,162 % |
2,134 % |
|
81 |
7,698 % |
2,179 % |
2,151 % |
|
82 |
7,671 % |
2,196 % |
2,167 % |
|
83 |
7,645 % |
2,212 % |
2,183 % |
|
84 |
7,619 % |
2,228 % |
2,199 % |
|
85 |
7,594 % |
2,244 % |
2,214 % |
|
86 |
7,569 % |
2,260 % |
2,229 % |
|
87 |
7,545 % |
2,275 % |
2,243 % |
|
88 |
7,522 % |
2,290 % |
2,258 % |
|
89 |
7,499 % |
2,304 % |
2,271 % |
|
90 |
7,476 % |
2,318 % |
2,285 % |
|
91 |
7,454 % |
2,332 % |
2,298 % |
|
92 |
7,433 % |
2,346 % |
2,311 % |
|
93 |
7,412 % |
2,359 % |
2,324 % |
|
94 |
7,391 % |
2,372 % |
2,336 % |
|
95 |
7,371 % |
2,385 % |
2,349 % |
|
96 |
7,352 % |
2,398 % |
2,361 % |
|
97 |
7,332 % |
2,410 % |
2,372 % |
|
98 |
7,314 % |
2,422 % |
2,384 % |
|
99 |
7,295 % |
2,434 % |
2,395 % |
|
100 |
7,277 % |
2,445 % |
2,406 % |
|
101 |
7,259 % |
2,457 % |
2,417 % |
|
102 |
7,242 % |
2,468 % |
2,427 % |
|
103 |
7,225 % |
2,479 % |
2,438 % |
|
104 |
7,208 % |
2,489 % |
2,448 % |
|
105 |
7,192 % |
2,500 % |
2,458 % |
|
106 |
7,176 % |
2,510 % |
2,467 % |
|
107 |
7,160 % |
2,520 % |
2,477 % |
|
108 |
7,144 % |
2,530 % |
2,487 % |
|
109 |
7,129 % |
2,540 % |
2,496 % |
|
110 |
7,114 % |
2,549 % |
2,505 % |
|
111 |
7,100 % |
2,559 % |
2,514 % |
|
112 |
7,085 % |
2,568 % |
2,523 % |
|
113 |
7,071 % |
2,577 % |
2,531 % |
|
114 |
7,057 % |
2,586 % |
2,540 % |
|
115 |
7,044 % |
2,595 % |
2,548 % |
|
116 |
7,030 % |
2,604 % |
2,556 % |
|
117 |
7,017 % |
2,612 % |
2,564 % |
|
118 |
7,004 % |
2,620 % |
2,572 % |
|
119 |
6,991 % |
2,629 % |
2,580 % |
|
120 |
6,979 % |
2,637 % |
2,587 % |
|
121 |
6,967 % |
2,645 % |
2,595 % |
|
122 |
6,954 % |
2,652 % |
2,602 % |
|
123 |
6,942 % |
2,660 % |
2,610 % |
|
124 |
6,931 % |
2,668 % |
2,617 % |
|
125 |
6,919 % |
2,675 % |
2,624 % |
|
126 |
6,908 % |
2,682 % |
2,631 % |
|
127 |
6,897 % |
2,689 % |
2,637 % |
|
128 |
6,886 % |
2,697 % |
2,644 % |
|
129 |
6,875 % |
2,703 % |
2,651 % |
|
130 |
6,864 % |
2,710 % |
2,657 % |
|
131 |
6,854 % |
2,717 % |
2,664 % |
|
132 |
6,844 % |
2,724 % |
2,670 % |
|
133 |
6,833 % |
2,730 % |
2,676 % |
|
134 |
6,823 % |
2,737 % |
2,682 % |
|
135 |
6,813 % |
2,743 % |
2,688 % |
|
136 |
6,804 % |
2,749 % |
2,694 % |
|
137 |
6,794 % |
2,756 % |
2,700 % |
|
138 |
6,785 % |
2,762 % |
2,706 % |
|
139 |
6,775 % |
2,768 % |
2,712 % |
|
140 |
6,766 % |
2,774 % |
2,717 % |
|
141 |
6,757 % |
2,779 % |
2,723 % |
|
142 |
6,748 % |
2,785 % |
2,728 % |
|
143 |
6,740 % |
2,791 % |
2,734 % |
|
144 |
6,731 % |
2,797 % |
2,739 % |
|
145 |
6,722 % |
2,802 % |
2,744 % |
|
146 |
6,714 % |
2,807 % |
2,749 % |
|
147 |
6,706 % |
2,813 % |
2,754 % |
|
148 |
6,697 % |
2,818 % |
2,759 % |
|
149 |
6,689 % |
2,823 % |
2,764 % |
|
150 |
6,681 % |
2,829 % |
2,769 % |
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 |
24 |
1 |
|
2 |
0 |
0 |
38 |
5 |
0 |
39 |
0 |
|
3 |
0 |
1 |
43 |
5 |
1 |
45 |
0 |
|
4 |
0 |
2 |
45 |
5 |
2 |
46 |
0 |
|
5 |
0 |
3 |
50 |
5 |
4 |
49 |
0 |
|
6 |
1 |
4 |
52 |
5 |
6 |
51 |
0 |
|
7 |
2 |
5 |
55 |
5 |
8 |
52 |
0 |
|
8 |
2 |
6 |
57 |
5 |
11 |
52 |
0 |
|
9 |
3 |
7 |
59 |
5 |
12 |
49 |
0 |
|
10 |
3 |
8 |
60 |
5 |
13 |
49 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
375 |
4 |
15 |
|
2 |
0 |
0 |
0 |
0 |
233 |
4 |
21 |
|
3 |
1 |
0 |
0 |
0 |
207 |
4 |
24 |
|
4 |
2 |
0 |
0 |
0 |
181 |
4 |
25 |
|
5 |
3 |
0 |
0 |
0 |
166 |
4 |
26 |
|
6 |
4 |
0 |
0 |
0 |
163 |
4 |
27 |
|
7 |
5 |
0 |
0 |
0 |
161 |
4 |
28 |
|
8 |
6 |
0 |
1 |
0 |
165 |
2 |
29 |
|
9 |
7 |
0 |
2 |
0 |
167 |
1 |
29 |
|
10 |
8 |
0 |
3 |
0 |
169 |
4 |
30 |
|
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 |
19 |
13 |
14 |
0 |
24 |
0 |
4 |
|
4 |
21 |
15 |
16 |
0 |
25 |
0 |
4 |
|
5 |
24 |
17 |
18 |
0 |
26 |
0 |
4 |
|
6 |
25 |
18 |
20 |
0 |
27 |
0 |
4 |
|
7 |
27 |
20 |
21 |
0 |
28 |
0 |
4 |
|
8 |
28 |
21 |
23 |
1 |
29 |
0 |
4 |
|
9 |
30 |
22 |
24 |
2 |
29 |
0 |
4 |
|
10 |
31 |
23 |
25 |
2 |
30 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
24 |
9 |
12 |
17 |
5 |
0 |
0 |
|
2 |
39 |
16 |
15 |
20 |
11 |
0 |
0 |
|
3 |
45 |
18 |
17 |
25 |
14 |
0 |
0 |
|
4 |
46 |
19 |
18 |
29 |
16 |
0 |
0 |
|
5 |
49 |
21 |
20 |
32 |
18 |
0 |
0 |
|
6 |
51 |
22 |
21 |
35 |
20 |
0 |
0 |
|
7 |
52 |
23 |
22 |
37 |
21 |
0 |
0 |
|
8 |
52 |
25 |
24 |
38 |
23 |
0 |
0 |
|
9 |
49 |
26 |
24 |
39 |
24 |
0 |
0 |
|
10 |
49 |
24 |
24 |
39 |
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 |
40 |
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 |
1 |
0 |
10 |
15 |
0 |
4 |
|
6 |
0 |
5 |
0 |
11 |
15 |
0 |
4 |
|
7 |
0 |
7 |
0 |
13 |
16 |
0 |
4 |
|
8 |
0 |
11 |
0 |
15 |
16 |
0 |
4 |
|
9 |
0 |
17 |
0 |
15 |
16 |
0 |
4 |
|
10 |
0 |
17 |
0 |
17 |
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 |
44 |
115 |
228 |
534 |
1205 |
|
2 |
7 |
20 |
44 |
115 |
228 |
534 |
969 |
|
3 |
8 |
22 |
45 |
109 |
224 |
530 |
790 |
|
4 |
9 |
24 |
47 |
111 |
223 |
529 |
654 |
|
5 |
10 |
27 |
52 |
114 |
223 |
529 |
550 |
|
6 |
11 |
29 |
56 |
119 |
223 |
529 |
529 |
|
7 |
13 |
31 |
58 |
121 |
223 |
529 |
529 |
|
8 |
13 |
32 |
57 |
120 |
223 |
529 |
529 |
|
9 |
13 |
33 |
57 |
120 |
223 |
529 |
529 |
|
10 |
13 |
34 |
58 |
120 |
223 |
529 |
529 |
|
11 |
14 |
35 |
58 |
120 |
223 |
529 |
529 |
|
12 |
14 |
36 |
58 |
120 |
223 |
529 |
529 |
|
13 |
15 |
37 |
58 |
120 |
223 |
529 |
529 |
|
14 |
15 |
37 |
58 |
120 |
223 |
529 |
529 |
|
15 |
15 |
37 |
58 |
120 |
223 |
529 |
529 |
|
16 |
15 |
37 |
58 |
120 |
223 |
529 |
529 |
|
17 |
15 |
37 |
58 |
120 |
223 |
529 |
529 |
|
18 |
15 |
37 |
58 |
120 |
223 |
529 |
529 |
|
19 |
15 |
37 |
58 |
120 |
223 |
529 |
529 |
|
20 |
15 |
37 |
58 |
120 |
223 |
529 |
529 |
|
21 |
15 |
37 |
58 |
120 |
223 |
529 |
529 |
|
22 |
17 |
37 |
58 |
120 |
223 |
529 |
529 |
|
23 |
17 |
37 |
58 |
120 |
223 |
529 |
529 |
|
24 |
18 |
37 |
58 |
120 |
223 |
529 |
529 |
|
25 |
18 |
37 |
58 |
120 |
223 |
529 |
529 |
|
26 |
19 |
37 |
58 |
120 |
223 |
529 |
529 |
|
27 |
19 |
37 |
58 |
120 |
223 |
529 |
529 |
|
28 |
21 |
37 |
58 |
120 |
223 |
529 |
529 |
|
29 |
21 |
37 |
58 |
120 |
223 |
529 |
529 |
|
30 |
22 |
37 |
58 |
120 |
223 |
529 |
529 |
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 |
27 |
51 |
123 |
235 |
542 |
1235 |
|
2 |
16 |
29 |
53 |
125 |
237 |
544 |
999 |
|
3 |
18 |
32 |
55 |
119 |
234 |
540 |
816 |
|
4 |
19 |
34 |
57 |
121 |
233 |
539 |
676 |
|
5 |
20 |
36 |
62 |
124 |
232 |
539 |
568 |
|
6 |
20 |
38 |
65 |
128 |
232 |
538 |
538 |
|
7 |
21 |
39 |
66 |
129 |
231 |
537 |
537 |
|
8 |
20 |
39 |
65 |
128 |
230 |
537 |
537 |
|
9 |
20 |
40 |
64 |
127 |
230 |
536 |
536 |
|
10 |
20 |
40 |
64 |
126 |
229 |
536 |
536 |
|
11 |
20 |
41 |
64 |
126 |
229 |
535 |
535 |
|
12 |
20 |
41 |
63 |
125 |
228 |
535 |
535 |
|
13 |
19 |
41 |
63 |
125 |
228 |
534 |
534 |
|
14 |
19 |
41 |
62 |
124 |
227 |
534 |
534 |
|
15 |
19 |
41 |
62 |
124 |
227 |
533 |
533 |
|
16 |
18 |
40 |
61 |
123 |
226 |
533 |
533 |
|
17 |
18 |
40 |
61 |
123 |
226 |
533 |
533 |
|
18 |
18 |
40 |
61 |
123 |
226 |
532 |
532 |
|
19 |
18 |
40 |
61 |
123 |
226 |
533 |
533 |
|
20 |
18 |
40 |
62 |
123 |
226 |
533 |
533 |
|
21 |
19 |
41 |
62 |
124 |
227 |
533 |
533 |
|
22 |
19 |
41 |
62 |
124 |
227 |
533 |
533 |
|
23 |
19 |
41 |
62 |
124 |
227 |
534 |
534 |
|
24 |
19 |
41 |
62 |
124 |
227 |
534 |
534 |
|
25 |
19 |
41 |
62 |
124 |
227 |
534 |
534 |
|
26 |
19 |
41 |
62 |
124 |
227 |
534 |
534 |
|
27 |
21 |
41 |
62 |
124 |
227 |
534 |
534 |
|
28 |
21 |
41 |
62 |
124 |
227 |
533 |
533 |
|
29 |
22 |
41 |
62 |
124 |
227 |
533 |
533 |
|
30 |
22 |
41 |
62 |
124 |
227 |
533 |
533 |
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 |
115 |
227 |
534 |
1205 |
|
2 |
6 |
20 |
43 |
115 |
227 |
534 |
969 |
|
3 |
7 |
22 |
45 |
109 |
224 |
530 |
790 |
|
4 |
9 |
24 |
47 |
111 |
223 |
529 |
654 |
|
5 |
10 |
27 |
52 |
114 |
223 |
529 |
550 |
|
6 |
11 |
29 |
56 |
119 |
223 |
529 |
529 |
|
7 |
12 |
31 |
57 |
121 |
223 |
529 |
529 |
|
8 |
12 |
32 |
57 |
120 |
223 |
529 |
529 |
|
9 |
13 |
33 |
57 |
120 |
223 |
529 |
529 |
|
10 |
13 |
34 |
58 |
120 |
223 |
529 |
529 |
|
11 |
14 |
35 |
58 |
120 |
223 |
529 |
529 |
|
12 |
14 |
36 |
58 |
120 |
223 |
529 |
529 |
|
13 |
14 |
36 |
58 |
120 |
223 |
529 |
529 |
|
14 |
15 |
37 |
58 |
120 |
223 |
529 |
529 |
|
15 |
15 |
37 |
58 |
120 |
223 |
529 |
529 |
|
16 |
15 |
37 |
58 |
120 |
223 |
529 |
529 |
|
17 |
15 |
37 |
58 |
120 |
223 |
529 |
529 |
|
18 |
15 |
37 |
58 |
120 |
223 |
529 |
529 |
|
19 |
15 |
37 |
58 |
120 |
223 |
529 |
529 |
|
20 |
15 |
37 |
58 |
120 |
223 |
529 |
529 |
|
21 |
15 |
37 |
58 |
120 |
223 |
529 |
529 |
|
22 |
17 |
37 |
58 |
120 |
223 |
529 |
529 |
|
23 |
17 |
37 |
58 |
120 |
223 |
529 |
529 |
|
24 |
18 |
37 |
58 |
120 |
223 |
529 |
529 |
|
25 |
18 |
37 |
58 |
120 |
223 |
529 |
529 |
|
26 |
19 |
37 |
58 |
120 |
223 |
529 |
529 |
|
27 |
19 |
37 |
58 |
120 |
223 |
529 |
529 |
|
28 |
21 |
37 |
58 |
120 |
223 |
529 |
529 |
|
29 |
21 |
37 |
58 |
120 |
223 |
529 |
529 |
|
30 |
22 |
37 |
58 |
120 |
223 |
529 |
529 |
2.4
Forint
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
78 |
91 |
115 |
186 |
299 |
605 |
1234 |
|
2 |
74 |
88 |
111 |
183 |
295 |
602 |
996 |
|
3 |
78 |
93 |
115 |
179 |
295 |
601 |
814 |
|
4 |
78 |
93 |
116 |
180 |
292 |
598 |
675 |
|
5 |
77 |
94 |
119 |
181 |
290 |
596 |
596 |
|
6 |
76 |
94 |
121 |
184 |
288 |
594 |
594 |
|
7 |
76 |
95 |
121 |
185 |
286 |
593 |
593 |
|
8 |
75 |
94 |
120 |
183 |
285 |
592 |
592 |
|
9 |
74 |
94 |
119 |
181 |
284 |
591 |
591 |
|
10 |
71 |
92 |
116 |
178 |
281 |
587 |
587 |
|
11 |
69 |
91 |
114 |
175 |
278 |
585 |
585 |
|
12 |
69 |
90 |
112 |
174 |
277 |
584 |
584 |
|
13 |
68 |
90 |
112 |
174 |
277 |
583 |
583 |
|
14 |
68 |
90 |
111 |
173 |
276 |
583 |
583 |
|
15 |
68 |
90 |
111 |
173 |
276 |
582 |
582 |
|
16 |
67 |
89 |
110 |
172 |
275 |
582 |
582 |
|
17 |
67 |
89 |
110 |
172 |
275 |
581 |
581 |
|
18 |
66 |
88 |
110 |
171 |
274 |
581 |
581 |
|
19 |
66 |
88 |
109 |
171 |
274 |
580 |
580 |
|
20 |
65 |
87 |
108 |
170 |
273 |
580 |
580 |
|
21 |
64 |
86 |
108 |
170 |
273 |
579 |
579 |
|
22 |
64 |
86 |
107 |
169 |
272 |
578 |
578 |
|
23 |
63 |
85 |
106 |
168 |
271 |
577 |
577 |
|
24 |
62 |
84 |
105 |
167 |
270 |
576 |
576 |
|
25 |
61 |
83 |
104 |
166 |
269 |
575 |
575 |
|
26 |
60 |
82 |
103 |
165 |
268 |
574 |
574 |
|
27 |
59 |
81 |
102 |
164 |
267 |
573 |
573 |
|
28 |
58 |
80 |
101 |
163 |
266 |
572 |
572 |
|
29 |
57 |
79 |
100 |
162 |
265 |
571 |
571 |
|
30 |
56 |
78 |
99 |
161 |
264 |
570 |
570 |
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 |
119 |
231 |
538 |
1214 |
|
2 |
12 |
25 |
49 |
120 |
233 |
539 |
977 |
|
3 |
14 |
29 |
51 |
115 |
231 |
537 |
797 |
|
4 |
16 |
31 |
55 |
118 |
230 |
536 |
660 |
|
5 |
18 |
34 |
60 |
121 |
230 |
537 |
555 |
|
6 |
19 |
36 |
63 |
126 |
230 |
537 |
537 |
|
7 |
19 |
38 |
65 |
128 |
230 |
536 |
536 |
|
8 |
19 |
39 |
64 |
127 |
229 |
536 |
536 |
|
9 |
19 |
39 |
64 |
126 |
229 |
536 |
536 |
|
10 |
19 |
40 |
64 |
125 |
229 |
535 |
535 |
|
11 |
19 |
41 |
64 |
125 |
228 |
535 |
535 |
|
12 |
20 |
41 |
64 |
125 |
228 |
535 |
535 |
|
13 |
20 |
42 |
63 |
125 |
228 |
535 |
535 |
|
14 |
20 |
42 |
63 |
125 |
228 |
535 |
535 |
|
15 |
20 |
42 |
63 |
125 |
228 |
535 |
535 |
|
16 |
20 |
42 |
63 |
125 |
228 |
534 |
534 |
|
17 |
20 |
42 |
63 |
125 |
228 |
535 |
535 |
|
18 |
20 |
42 |
63 |
125 |
228 |
535 |
535 |
|
19 |
20 |
42 |
64 |
126 |
229 |
535 |
535 |
|
20 |
21 |
43 |
64 |
126 |
229 |
535 |
535 |
|
21 |
21 |
43 |
65 |
126 |
229 |
536 |
536 |
|
22 |
21 |
43 |
65 |
127 |
230 |
536 |
536 |
|
23 |
22 |
44 |
65 |
127 |
230 |
536 |
536 |
|
24 |
22 |
44 |
65 |
127 |
230 |
536 |
536 |
|
25 |
22 |
44 |
65 |
127 |
230 |
536 |
536 |
|
26 |
22 |
44 |
65 |
127 |
230 |
536 |
536 |
|
27 |
22 |
44 |
65 |
127 |
230 |
536 |
536 |
|
28 |
21 |
44 |
65 |
127 |
230 |
536 |
536 |
|
29 |
22 |
43 |
65 |
127 |
230 |
536 |
536 |
|
30 |
22 |
43 |
65 |
126 |
229 |
536 |
536 |
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 |
85 |
156 |
269 |
575 |
1213 |
|
2 |
52 |
65 |
89 |
160 |
273 |
579 |
976 |
|
3 |
57 |
71 |
94 |
158 |
273 |
579 |
796 |
|
4 |
60 |
76 |
99 |
162 |
274 |
581 |
659 |
|
5 |
62 |
79 |
105 |
166 |
275 |
582 |
582 |
|
6 |
64 |
81 |
108 |
171 |
275 |
582 |
582 |
|
7 |
64 |
83 |
109 |
173 |
275 |
581 |
581 |
|
8 |
63 |
83 |
108 |
171 |
274 |
580 |
580 |
|
9 |
62 |
83 |
107 |
169 |
273 |
579 |
579 |
|
10 |
62 |
82 |
106 |
168 |
271 |
578 |
578 |
|
11 |
61 |
82 |
105 |
167 |
270 |
576 |
576 |
|
12 |
60 |
82 |
104 |
166 |
269 |
575 |
575 |
|
13 |
59 |
81 |
103 |
164 |
267 |
574 |
574 |
|
14 |
58 |
80 |
101 |
163 |
266 |
573 |
573 |
|
15 |
57 |
79 |
100 |
162 |
265 |
572 |
572 |
|
16 |
56 |
78 |
99 |
161 |
264 |
571 |
571 |
|
17 |
55 |
77 |
99 |
161 |
264 |
570 |
570 |
|
18 |
55 |
77 |
98 |
160 |
263 |
569 |
569 |
|
19 |
54 |
76 |
98 |
159 |
262 |
569 |
569 |
|
20 |
54 |
76 |
97 |
159 |
262 |
568 |
568 |
|
21 |
53 |
75 |
96 |
158 |
261 |
568 |
568 |
|
22 |
52 |
74 |
96 |
158 |
261 |
567 |
567 |
|
23 |
52 |
74 |
95 |
157 |
260 |
566 |
566 |
|
24 |
51 |
73 |
94 |
156 |
259 |
565 |
565 |
|
25 |
50 |
72 |
93 |
155 |
258 |
565 |
565 |
|
26 |
49 |
71 |
93 |
154 |
257 |
564 |
564 |
|
27 |
48 |
70 |
92 |
154 |
257 |
563 |
563 |
|
28 |
48 |
70 |
91 |
153 |
256 |
562 |
562 |
|
29 |
47 |
69 |
90 |
152 |
255 |
561 |
561 |
|
30 |
46 |
68 |
89 |
151 |
254 |
561 |
561 |
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 |
43 |
114 |
227 |
533 |
1204 |
|
2 |
6 |
19 |
43 |
114 |
227 |
533 |
968 |
|
3 |
7 |
21 |
44 |
108 |
223 |
529 |
789 |
|
4 |
8 |
24 |
47 |
110 |
222 |
529 |
653 |
|
5 |
9 |
26 |
52 |
113 |
222 |
528 |
549 |
|
6 |
10 |
28 |
55 |
118 |
222 |
528 |
528 |
|
7 |
12 |
30 |
57 |
121 |
222 |
528 |
528 |
|
8 |
12 |
31 |
57 |
119 |
222 |
528 |
528 |
|
9 |
12 |
32 |
57 |
119 |
222 |
528 |
528 |
|
10 |
12 |
33 |
57 |
119 |
222 |
528 |
528 |
|
11 |
13 |
34 |
57 |
119 |
222 |
528 |
528 |
|
12 |
13 |
35 |
57 |
119 |
222 |
528 |
528 |
|
13 |
14 |
36 |
57 |
119 |
222 |
528 |
528 |
|
14 |
14 |
36 |
57 |
119 |
222 |
528 |
528 |
|
15 |
14 |
36 |
57 |
119 |
222 |
528 |
528 |
|
16 |
14 |
36 |
57 |
119 |
222 |
528 |
528 |
|
17 |
14 |
36 |
57 |
119 |
222 |
528 |
528 |
|
18 |
14 |
36 |
57 |
119 |
222 |
528 |
528 |
|
19 |
14 |
36 |
57 |
119 |
222 |
528 |
528 |
|
20 |
15 |
36 |
57 |
119 |
222 |
528 |
528 |
|
21 |
15 |
36 |
57 |
119 |
222 |
528 |
528 |
|
22 |
17 |
36 |
57 |
119 |
222 |
528 |
528 |
|
23 |
17 |
36 |
57 |
119 |
222 |
528 |
528 |
|
24 |
18 |
36 |
57 |
119 |
222 |
529 |
529 |
|
25 |
18 |
36 |
57 |
119 |
222 |
529 |
529 |
|
26 |
19 |
36 |
57 |
119 |
222 |
529 |
529 |
|
27 |
19 |
36 |
57 |
119 |
222 |
529 |
529 |
|
28 |
21 |
36 |
57 |
119 |
222 |
529 |
529 |
|
29 |
21 |
36 |
57 |
119 |
222 |
529 |
529 |
|
30 |
22 |
36 |
57 |
119 |
222 |
529 |
529 |
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 |
54 |
146 |
245 |
552 |
1217 |
|
2 |
8 |
24 |
54 |
146 |
245 |
552 |
981 |
|
3 |
9 |
26 |
54 |
132 |
242 |
548 |
801 |
|
4 |
10 |
29 |
56 |
123 |
240 |
546 |
663 |
|
5 |
12 |
30 |
57 |
112 |
239 |
545 |
558 |
|
6 |
14 |
34 |
60 |
106 |
238 |
544 |
544 |
|
7 |
16 |
37 |
61 |
99 |
237 |
543 |
543 |
|
8 |
17 |
38 |
60 |
92 |
236 |
542 |
542 |
|
9 |
20 |
45 |
63 |
87 |
235 |
541 |
541 |
|
10 |
19 |
44 |
61 |
84 |
234 |
540 |
540 |
|
11 |
18 |
43 |
60 |
84 |
233 |
539 |
539 |
|
12 |
18 |
43 |
60 |
86 |
232 |
539 |
539 |
|
13 |
18 |
43 |
61 |
86 |
232 |
538 |
538 |
|
14 |
18 |
43 |
61 |
86 |
231 |
537 |
537 |
|
15 |
18 |
43 |
61 |
86 |
230 |
536 |
536 |
|
16 |
18 |
44 |
61 |
86 |
229 |
535 |
535 |
|
17 |
18 |
44 |
61 |
86 |
228 |
534 |
534 |
|
18 |
18 |
44 |
61 |
86 |
227 |
534 |
534 |
|
19 |
18 |
44 |
61 |
86 |
227 |
534 |
534 |
|
20 |
18 |
44 |
61 |
86 |
228 |
534 |
534 |
|
21 |
18 |
44 |
61 |
86 |
228 |
534 |
534 |
|
22 |
18 |
44 |
61 |
86 |
227 |
534 |
534 |
|
23 |
18 |
44 |
61 |
86 |
227 |
533 |
533 |
|
24 |
18 |
44 |
61 |
86 |
226 |
533 |
533 |
|
25 |
18 |
44 |
61 |
86 |
226 |
532 |
532 |
|
26 |
19 |
44 |
61 |
86 |
225 |
532 |
532 |
|
27 |
19 |
44 |
61 |
86 |
225 |
531 |
531 |
|
28 |
21 |
44 |
61 |
86 |
224 |
531 |
531 |
|
29 |
21 |
44 |
61 |
86 |
224 |
530 |
530 |
|
30 |
22 |
44 |
61 |
86 |
223 |
530 |
530 |
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 |
85 |
98 |
122 |
193 |
306 |
612 |
1251 |
|
2 |
83 |
96 |
120 |
191 |
304 |
610 |
1009 |
|
3 |
83 |
97 |
120 |
184 |
299 |
605 |
825 |
|
4 |
82 |
98 |
121 |
184 |
296 |
603 |
684 |
|
5 |
81 |
98 |
123 |
185 |
294 |
600 |
600 |
|
6 |
80 |
98 |
125 |
188 |
292 |
598 |
598 |
|
7 |
79 |
98 |
124 |
188 |
289 |
596 |
596 |
|
8 |
77 |
96 |
122 |
184 |
287 |
594 |
594 |
|
9 |
75 |
95 |
120 |
182 |
285 |
591 |
591 |
|
10 |
74 |
95 |
118 |
180 |
283 |
590 |
590 |
|
11 |
73 |
94 |
117 |
179 |
282 |
588 |
588 |
|
12 |
72 |
94 |
116 |
177 |
280 |
587 |
587 |
|
13 |
71 |
93 |
114 |
176 |
279 |
585 |
585 |
|
14 |
69 |
91 |
113 |
175 |
278 |
584 |
584 |
|
15 |
68 |
90 |
111 |
173 |
276 |
583 |
583 |
|
16 |
67 |
89 |
110 |
172 |
275 |
582 |
582 |
|
17 |
66 |
88 |
109 |
171 |
274 |
581 |
581 |
|
18 |
65 |
87 |
108 |
170 |
273 |
580 |
580 |
|
19 |
64 |
86 |
108 |
169 |
272 |
579 |
579 |
|
20 |
63 |
85 |
107 |
169 |
272 |
578 |
578 |
|
21 |
63 |
85 |
106 |
168 |
271 |
577 |
577 |
|
22 |
62 |
84 |
105 |
167 |
270 |
576 |
576 |
|
23 |
61 |
83 |
104 |
166 |
269 |
575 |
575 |
|
24 |
60 |
82 |
103 |
165 |
268 |
574 |
574 |
|
25 |
58 |
80 |
102 |
164 |
267 |
573 |
573 |
|
26 |
57 |
79 |
101 |
162 |
266 |
572 |
572 |
|
27 |
56 |
78 |
100 |
161 |
264 |
571 |
571 |
|
28 |
55 |
77 |
99 |
160 |
263 |
570 |
570 |
|
29 |
54 |
76 |
98 |
159 |
262 |
569 |
569 |
|
30 |
53 |
75 |
97 |
158 |
261 |
568 |
568 |
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 |
94 |
165 |
278 |
584 |
1214 |
|
2 |
56 |
69 |
93 |
164 |
277 |
583 |
980 |
|
3 |
56 |
71 |
94 |
158 |
273 |
579 |
802 |
|
4 |
57 |
72 |
95 |
159 |
271 |
577 |
665 |
|
5 |
57 |
73 |
99 |
161 |
269 |
576 |
576 |
|
6 |
56 |
74 |
101 |
164 |
268 |
574 |
574 |
|
7 |
56 |
75 |
101 |
165 |
266 |
573 |
573 |
|
8 |
55 |
74 |
99 |
162 |
265 |
571 |
571 |
|
9 |
53 |
73 |
98 |
160 |
263 |
570 |
570 |
|
10 |
53 |
73 |
97 |
159 |
262 |
569 |
569 |
|
11 |
52 |
74 |
97 |
158 |
261 |
568 |
568 |
|
12 |
52 |
74 |
96 |
158 |
261 |
567 |
567 |
|
13 |
52 |
74 |
95 |
157 |
260 |
566 |
566 |
|
14 |
51 |
73 |
95 |
156 |
259 |
566 |
566 |
|
15 |
51 |
73 |
94 |
156 |
259 |
565 |
565 |
|
16 |
50 |
72 |
93 |
155 |
258 |
564 |
564 |
|
17 |
49 |
71 |
93 |
154 |
257 |
564 |
564 |
|
18 |
49 |
71 |
92 |
154 |
257 |
563 |
563 |
|
19 |
48 |
70 |
92 |
153 |
256 |
563 |
563 |
|
20 |
48 |
70 |
91 |
153 |
256 |
563 |
563 |
|
21 |
48 |
70 |
91 |
153 |
256 |
562 |
562 |
|
22 |
47 |
69 |
91 |
153 |
256 |
562 |
562 |
|
23 |
47 |
69 |
90 |
152 |
255 |
561 |
561 |
|
24 |
46 |
68 |
90 |
151 |
254 |
561 |
561 |
|
25 |
46 |
68 |
89 |
151 |
254 |
560 |
560 |
|
26 |
45 |
67 |
88 |
150 |
253 |
560 |
560 |
|
27 |
44 |
66 |
88 |
149 |
252 |
559 |
559 |
|
28 |
44 |
66 |
87 |
149 |
252 |
558 |
558 |
|
29 |
43 |
65 |
86 |
148 |
251 |
557 |
557 |
|
30 |
42 |
64 |
86 |
147 |
250 |
557 |
557 |
2.11
Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
31 |
45 |
68 |
140 |
252 |
559 |
1226 |
|
2 |
32 |
45 |
69 |
140 |
253 |
559 |
991 |
|
3 |
32 |
47 |
69 |
133 |
249 |
555 |
809 |
|
4 |
33 |
48 |
71 |
135 |
247 |
553 |
671 |
|
5 |
33 |
50 |
76 |
137 |
246 |
552 |
564 |
|
6 |
34 |
51 |
78 |
141 |
245 |
552 |
552 |
|
7 |
34 |
53 |
79 |
143 |
244 |
551 |
551 |
|
8 |
33 |
53 |
78 |
141 |
244 |
550 |
550 |
|
9 |
33 |
53 |
77 |
140 |
243 |
549 |
549 |
|
10 |
33 |
53 |
77 |
139 |
242 |
549 |
549 |
|
11 |
33 |
54 |
77 |
139 |
242 |
548 |
548 |
|
12 |
32 |
54 |
76 |
138 |
241 |
547 |
547 |
|
13 |
32 |
54 |
75 |
137 |
240 |
547 |
547 |
|
14 |
31 |
53 |
75 |
136 |
239 |
546 |
546 |
|
15 |
31 |
53 |
74 |
136 |
239 |
545 |
545 |
|
16 |
30 |
52 |
73 |
135 |
238 |
545 |
545 |
|
17 |
30 |
52 |
73 |
135 |
238 |
544 |
544 |
|
18 |
29 |
51 |
73 |
134 |
237 |
544 |
544 |
|
19 |
29 |
51 |
72 |
134 |
237 |
544 |
544 |
|
20 |
29 |
51 |
73 |
134 |
237 |
544 |
544 |
|
21 |
29 |
51 |
73 |
134 |
237 |
544 |
544 |
|
22 |
29 |
51 |
73 |
134 |
237 |
544 |
544 |
|
23 |
29 |
51 |
72 |
134 |
237 |
544 |
544 |
|
24 |
29 |
51 |
72 |
134 |
237 |
543 |
543 |
|
25 |
29 |
51 |
72 |
134 |
237 |
543 |
543 |
|
26 |
28 |
50 |
72 |
133 |
236 |
543 |
543 |
|
27 |
28 |
50 |
71 |
133 |
236 |
543 |
543 |
|
28 |
28 |
50 |
71 |
133 |
236 |
542 |
542 |
|
29 |
27 |
49 |
71 |
133 |
236 |
542 |
542 |
|
30 |
27 |
49 |
70 |
132 |
235 |
542 |
542 |
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 |
96 |
209 |
515 |
1201 |
|
2 |
1 |
5 |
26 |
97 |
210 |
516 |
966 |
|
3 |
2 |
5 |
27 |
91 |
206 |
513 |
788 |
|
4 |
2 |
7 |
30 |
93 |
205 |
512 |
652 |
|
5 |
4 |
9 |
35 |
97 |
205 |
512 |
548 |
|
6 |
4 |
12 |
38 |
101 |
205 |
512 |
512 |
|
7 |
5 |
14 |
40 |
104 |
205 |
512 |
512 |
|
8 |
6 |
14 |
40 |
103 |
205 |
512 |
512 |
|
9 |
7 |
15 |
40 |
102 |
205 |
512 |
512 |
|
10 |
8 |
16 |
40 |
102 |
205 |
512 |
512 |
|
11 |
8 |
18 |
41 |
103 |
206 |
513 |
513 |
|
12 |
9 |
18 |
40 |
102 |
205 |
511 |
511 |
|
13 |
10 |
19 |
41 |
103 |
206 |
512 |
512 |
|
14 |
10 |
19 |
41 |
103 |
206 |
512 |
512 |
|
15 |
12 |
18 |
40 |
101 |
204 |
511 |
511 |
|
16 |
12 |
17 |
39 |
100 |
203 |
510 |
510 |
|
17 |
13 |
17 |
39 |
100 |
203 |
510 |
510 |
|
18 |
14 |
17 |
39 |
101 |
204 |
510 |
510 |
|
19 |
14 |
18 |
39 |
101 |
204 |
510 |
510 |
|
20 |
15 |
18 |
40 |
101 |
204 |
511 |
511 |
|
21 |
15 |
20 |
40 |
102 |
205 |
511 |
511 |
|
22 |
17 |
20 |
40 |
102 |
205 |
511 |
511 |
|
23 |
17 |
21 |
40 |
102 |
205 |
511 |
511 |
|
24 |
18 |
21 |
40 |
101 |
204 |
511 |
511 |
|
25 |
18 |
22 |
39 |
101 |
204 |
511 |
511 |
|
26 |
19 |
23 |
39 |
101 |
204 |
511 |
511 |
|
27 |
19 |
24 |
41 |
101 |
204 |
511 |
511 |
|
28 |
21 |
24 |
42 |
101 |
204 |
510 |
510 |
|
29 |
21 |
25 |
43 |
101 |
204 |
510 |
510 |
|
30 |
22 |
26 |
44 |
101 |
204 |
510 |
510 |
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 |
83 |
154 |
267 |
573 |
1216 |
|
2 |
46 |
59 |
83 |
154 |
267 |
573 |
980 |
|
3 |
46 |
61 |
84 |
148 |
263 |
569 |
800 |
|
4 |
47 |
62 |
86 |
149 |
261 |
567 |
664 |
|
5 |
47 |
64 |
90 |
151 |
260 |
566 |
566 |
|
6 |
47 |
65 |
92 |
155 |
259 |
566 |
566 |
|
7 |
48 |
67 |
93 |
157 |
258 |
565 |
565 |
|
8 |
47 |
66 |
92 |
155 |
257 |
564 |
564 |
|
9 |
46 |
66 |
91 |
153 |
256 |
563 |
563 |
|
10 |
46 |
67 |
90 |
152 |
256 |
562 |
562 |
|
11 |
46 |
67 |
90 |
152 |
255 |
561 |
561 |
|
12 |
45 |
67 |
89 |
151 |
254 |
560 |
560 |
|
13 |
45 |
67 |
88 |
150 |
253 |
560 |
560 |
|
14 |
45 |
67 |
88 |
150 |
253 |
559 |
559 |
|
15 |
44 |
66 |
87 |
149 |
252 |
559 |
559 |
|
16 |
43 |
65 |
86 |
148 |
251 |
558 |
558 |
|
17 |
43 |
65 |
86 |
148 |
251 |
557 |
557 |
|
18 |
42 |
64 |
85 |
147 |
250 |
557 |
557 |
|
19 |
42 |
64 |
85 |
147 |
250 |
556 |
556 |
|
20 |
41 |
63 |
85 |
147 |
250 |
556 |
556 |
|
21 |
41 |
63 |
85 |
146 |
249 |
556 |
556 |
|
22 |
41 |
63 |
84 |
146 |
249 |
555 |
555 |
|
23 |
40 |
62 |
84 |
145 |
248 |
555 |
555 |
|
24 |
40 |
62 |
83 |
145 |
248 |
554 |
554 |
|
25 |
39 |
61 |
82 |
144 |
247 |
554 |
554 |
|
26 |
38 |
60 |
82 |
143 |
246 |
553 |
553 |
|
27 |
38 |
60 |
81 |
143 |
246 |
552 |
552 |
|
28 |
37 |
59 |
80 |
142 |
245 |
551 |
551 |
|
29 |
36 |
58 |
79 |
141 |
244 |
551 |
551 |
|
30 |
36 |
58 |
79 |
141 |
244 |
550 |
550 |
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 |
17 |
31 |
54 |
126 |
239 |
545 |
1223 |
|
2 |
21 |
35 |
58 |
130 |
242 |
549 |
985 |
|
3 |
25 |
40 |
62 |
126 |
242 |
548 |
804 |
|
4 |
29 |
44 |
67 |
131 |
243 |
549 |
666 |
|
5 |
31 |
48 |
74 |
135 |
244 |
551 |
561 |
|
6 |
31 |
48 |
75 |
138 |
242 |
549 |
549 |
|
7 |
35 |
54 |
80 |
144 |
246 |
552 |
552 |
|
8 |
34 |
53 |
79 |
142 |
244 |
551 |
551 |
|
9 |
35 |
55 |
80 |
142 |
245 |
552 |
552 |
|
10 |
37 |
58 |
81 |
143 |
246 |
553 |
553 |
|
11 |
38 |
60 |
83 |
144 |
247 |
554 |
554 |
|
12 |
39 |
61 |
83 |
145 |
248 |
554 |
554 |
|
13 |
40 |
62 |
84 |
145 |
248 |
555 |
555 |
|
14 |
41 |
63 |
84 |
146 |
249 |
555 |
555 |
|
15 |
41 |
63 |
84 |
146 |
249 |
555 |
555 |
|
16 |
40 |
62 |
84 |
145 |
248 |
555 |
555 |
|
17 |
40 |
62 |
84 |
145 |
248 |
555 |
555 |
|
18 |
40 |
62 |
83 |
145 |
248 |
554 |
554 |
|
19 |
39 |
61 |
83 |
145 |
248 |
554 |
554 |
|
20 |
39 |
61 |
83 |
145 |
248 |
554 |
554 |
|
21 |
39 |
61 |
83 |
144 |
247 |
554 |
554 |
|
22 |
39 |
61 |
82 |
144 |
247 |
554 |
554 |
|
23 |
39 |
61 |
82 |
144 |
247 |
553 |
553 |
|
24 |
38 |
60 |
82 |
144 |
247 |
553 |
553 |
|
25 |
38 |
60 |
81 |
143 |
246 |
552 |
552 |
|
26 |
37 |
59 |
81 |
143 |
246 |
552 |
552 |
|
27 |
37 |
59 |
80 |
142 |
245 |
551 |
551 |
|
28 |
36 |
58 |
80 |
142 |
245 |
551 |
551 |
|
29 |
36 |
58 |
79 |
141 |
244 |
550 |
550 |
|
30 |
35 |
57 |
79 |
140 |
243 |
550 |
550 |
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 |
238 |
544 |
1225 |
|
2 |
18 |
32 |
55 |
127 |
239 |
546 |
988 |
|
3 |
20 |
35 |
57 |
121 |
237 |
543 |
807 |
|
4 |
22 |
37 |
61 |
124 |
236 |
542 |
669 |
|
5 |
23 |
40 |
66 |
127 |
236 |
542 |
563 |
|
6 |
24 |
42 |
69 |
132 |
236 |
542 |
542 |
|
7 |
26 |
44 |
71 |
134 |
236 |
542 |
542 |
|
8 |
25 |
45 |
70 |
133 |
236 |
542 |
542 |
|
9 |
26 |
46 |
70 |
133 |
236 |
542 |
542 |
|
10 |
26 |
47 |
71 |
133 |
236 |
542 |
542 |
|
11 |
27 |
48 |
71 |
133 |
236 |
543 |
543 |
|
12 |
28 |
49 |
71 |
133 |
236 |
543 |
543 |
|
13 |
28 |
50 |
71 |
133 |
236 |
543 |
543 |
|
14 |
28 |
50 |
71 |
133 |
236 |
543 |
543 |
|
15 |
28 |
50 |
72 |
133 |
236 |
543 |
543 |
|
16 |
28 |
50 |
71 |
133 |
236 |
543 |
543 |
|
17 |
28 |
50 |
71 |
133 |
236 |
543 |
543 |
|
18 |
28 |
50 |
71 |
133 |
236 |
543 |
543 |
|
19 |
28 |
50 |
71 |
133 |
236 |
542 |
542 |
|
20 |
28 |
50 |
71 |
133 |
236 |
543 |
543 |
|
21 |
28 |
50 |
71 |
133 |
236 |
543 |
543 |
|
22 |
28 |
50 |
71 |
133 |
236 |
542 |
542 |
|
23 |
27 |
49 |
71 |
132 |
235 |
542 |
542 |
|
24 |
27 |
49 |
70 |
132 |
235 |
541 |
541 |
|
25 |
26 |
48 |
70 |
131 |
234 |
541 |
541 |
|
26 |
26 |
48 |
69 |
131 |
234 |
540 |
540 |
|
27 |
25 |
47 |
69 |
131 |
234 |
540 |
540 |
|
28 |
25 |
47 |
68 |
130 |
233 |
540 |
540 |
|
29 |
25 |
47 |
68 |
130 |
233 |
539 |
539 |
|
30 |
24 |
46 |
68 |
129 |
232 |
539 |
539 |
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 |
158 |
270 |
577 |
1237 |
|
2 |
52 |
66 |
89 |
161 |
273 |
580 |
1006 |
|
3 |
56 |
71 |
94 |
158 |
273 |
579 |
826 |
|
4 |
59 |
74 |
98 |
161 |
273 |
579 |
687 |
|
5 |
61 |
78 |
103 |
165 |
274 |
580 |
580 |
|
6 |
63 |
80 |
107 |
170 |
274 |
581 |
581 |
|
7 |
64 |
83 |
109 |
173 |
274 |
581 |
581 |
|
8 |
64 |
83 |
109 |
171 |
274 |
580 |
580 |
|
9 |
64 |
84 |
108 |
171 |
274 |
580 |
580 |
|
10 |
64 |
85 |
109 |
171 |
274 |
580 |
580 |
|
11 |
65 |
86 |
109 |
171 |
274 |
580 |
580 |
|
12 |
64 |
86 |
108 |
170 |
273 |
580 |
580 |
|
13 |
64 |
86 |
108 |
169 |
272 |
579 |
579 |
|
14 |
64 |
85 |
107 |
169 |
272 |
578 |
578 |
|
15 |
63 |
85 |
106 |
168 |
271 |
577 |
577 |
|
16 |
62 |
84 |
105 |
167 |
270 |
577 |
577 |
|
17 |
61 |
83 |
105 |
166 |
269 |
576 |
576 |
|
18 |
61 |
83 |
104 |
166 |
269 |
575 |
575 |
|
19 |
60 |
82 |
103 |
165 |
268 |
575 |
575 |
|
20 |
59 |
81 |
103 |
165 |
268 |
574 |
574 |
|
21 |
59 |
81 |
102 |
164 |
267 |
573 |
573 |
|
22 |
58 |
80 |
101 |
163 |
266 |
573 |
573 |
|
23 |
57 |
79 |
100 |
162 |
265 |
572 |
572 |
|
24 |
56 |
78 |
99 |
161 |
264 |
571 |
571 |
|
25 |
55 |
77 |
99 |
160 |
263 |
570 |
570 |
|
26 |
54 |
76 |
98 |
159 |
262 |
569 |
569 |
|
27 |
53 |
75 |
97 |
159 |
262 |
568 |
568 |
|
28 |
53 |
75 |
96 |
158 |
261 |
567 |
567 |
|
29 |
52 |
74 |
95 |
157 |
260 |
566 |
566 |
|
30 |
51 |
73 |
94 |
156 |
259 |
565 |
565 |
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 |
189 |
302 |
608 |
1269 |
|
2 |
86 |
99 |
123 |
194 |
307 |
613 |
1034 |
|
3 |
88 |
102 |
125 |
189 |
304 |
610 |
851 |
|
4 |
89 |
104 |
127 |
191 |
303 |
609 |
709 |
|
5 |
92 |
109 |
134 |
196 |
305 |
611 |
611 |
|
6 |
94 |
112 |
139 |
202 |
306 |
612 |
612 |
|
7 |
96 |
115 |
141 |
205 |
306 |
613 |
613 |
|
8 |
97 |
117 |
142 |
205 |
307 |
614 |
614 |
|
9 |
98 |
118 |
143 |
205 |
308 |
615 |
615 |
|
10 |
99 |
120 |
143 |
205 |
309 |
615 |
615 |
|
11 |
99 |
121 |
143 |
205 |
308 |
615 |
615 |
|
12 |
99 |
121 |
143 |
204 |
307 |
614 |
614 |
|
13 |
98 |
120 |
141 |
203 |
306 |
613 |
613 |
|
14 |
97 |
119 |
140 |
202 |
305 |
611 |
611 |
|
15 |
96 |
117 |
139 |
201 |
304 |
610 |
610 |
|
16 |
94 |
116 |
137 |
199 |
302 |
609 |
609 |
|
17 |
93 |
115 |
136 |
198 |
301 |
607 |
607 |
|
18 |
91 |
113 |
135 |
197 |
300 |
606 |
606 |
|
19 |
90 |
112 |
133 |
195 |
298 |
605 |
605 |
|
20 |
89 |
111 |
132 |
194 |
297 |
603 |
603 |
|
21 |
87 |
109 |
131 |
193 |
296 |
602 |
602 |
|
22 |
86 |
108 |
129 |
191 |
294 |
601 |
601 |
|
23 |
84 |
106 |
128 |
189 |
292 |
599 |
599 |
|
24 |
83 |
105 |
126 |
188 |
291 |
597 |
597 |
|
25 |
81 |
103 |
124 |
186 |
289 |
596 |
596 |
|
26 |
79 |
101 |
123 |
185 |
288 |
594 |
594 |
|
27 |
78 |
100 |
121 |
183 |
286 |
592 |
592 |
|
28 |
76 |
98 |
120 |
181 |
284 |
591 |
591 |
|
29 |
75 |
97 |
118 |
180 |
283 |
589 |
589 |
|
30 |
73 |
95 |
116 |
178 |
281 |
588 |
588 |
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 |
119 |
232 |
538 |
1218 |
|
2 |
14 |
27 |
51 |
122 |
235 |
541 |
980 |
|
3 |
17 |
32 |
54 |
118 |
234 |
540 |
801 |
|
4 |
20 |
36 |
59 |
122 |
234 |
541 |
664 |
|
5 |
23 |
39 |
65 |
126 |
235 |
542 |
559 |
|
6 |
24 |
42 |
69 |
132 |
236 |
542 |
542 |
|
7 |
25 |
44 |
71 |
134 |
236 |
542 |
542 |
|
8 |
26 |
45 |
70 |
133 |
236 |
542 |
542 |
|
9 |
26 |
46 |
70 |
133 |
236 |
542 |
542 |
|
10 |
26 |
47 |
71 |
133 |
236 |
542 |
542 |
|
11 |
27 |
48 |
71 |
133 |
236 |
542 |
542 |
|
12 |
27 |
49 |
71 |
132 |
235 |
542 |
542 |
|
13 |
27 |
48 |
70 |
132 |
235 |
541 |
541 |
|
14 |
26 |
48 |
69 |
131 |
234 |
541 |
541 |
|
15 |
25 |
47 |
69 |
131 |
234 |
540 |
540 |
|
16 |
25 |
47 |
68 |
130 |
233 |
539 |
539 |
|
17 |
24 |
46 |
68 |
129 |
232 |
539 |
539 |
|
18 |
24 |
46 |
67 |
129 |
232 |
539 |
539 |
|
19 |
24 |
46 |
67 |
129 |
232 |
538 |
538 |
|
20 |
24 |
46 |
67 |
129 |
232 |
539 |
539 |
|
21 |
24 |
46 |
68 |
129 |
232 |
539 |
539 |
|
22 |
24 |
46 |
68 |
129 |
232 |
539 |
539 |
|
23 |
24 |
46 |
67 |
129 |
232 |
539 |
539 |
|
24 |
24 |
46 |
67 |
129 |
232 |
539 |
539 |
|
25 |
24 |
46 |
67 |
129 |
232 |
538 |
538 |
|
26 |
24 |
46 |
67 |
129 |
232 |
538 |
538 |
|
27 |
23 |
46 |
67 |
129 |
232 |
538 |
538 |
|
28 |
23 |
45 |
67 |
128 |
231 |
538 |
538 |
|
29 |
23 |
45 |
66 |
128 |
231 |
538 |
538 |
|
30 |
23 |
45 |
66 |
128 |
231 |
537 |
537 |
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 |
203 |
316 |
622 |
1288 |
|
2 |
96 |
109 |
133 |
204 |
317 |
623 |
1044 |
|
3 |
97 |
112 |
134 |
198 |
314 |
620 |
856 |
|
4 |
99 |
114 |
137 |
201 |
313 |
619 |
712 |
|
5 |
100 |
116 |
142 |
204 |
312 |
619 |
619 |
|
6 |
100 |
118 |
145 |
208 |
312 |
618 |
618 |
|
7 |
101 |
120 |
146 |
210 |
312 |
618 |
618 |
|
8 |
101 |
120 |
146 |
209 |
311 |
618 |
618 |
|
9 |
100 |
120 |
145 |
207 |
311 |
617 |
617 |
|
10 |
99 |
120 |
144 |
206 |
309 |
616 |
616 |
|
11 |
98 |
120 |
143 |
204 |
307 |
614 |
614 |
|
12 |
97 |
119 |
141 |
203 |
306 |
612 |
612 |
|
13 |
96 |
117 |
139 |
201 |
304 |
610 |
610 |
|
14 |
94 |
116 |
137 |
199 |
302 |
609 |
609 |
|
15 |
92 |
114 |
136 |
197 |
300 |
607 |
607 |
|
16 |
90 |
112 |
134 |
195 |
298 |
605 |
605 |
|
17 |
89 |
111 |
132 |
194 |
297 |
603 |
603 |
|
18 |
87 |
109 |
131 |
192 |
295 |
602 |
602 |
|
19 |
86 |
108 |
129 |
191 |
294 |
600 |
600 |
|
20 |
85 |
107 |
128 |
190 |
293 |
599 |
599 |
|
21 |
84 |
106 |
127 |
189 |
292 |
598 |
598 |
|
22 |
83 |
105 |
126 |
188 |
291 |
597 |
597 |
|
23 |
81 |
103 |
125 |
187 |
290 |
596 |
596 |
|
24 |
80 |
102 |
124 |
185 |
288 |
595 |
595 |
|
25 |
79 |
101 |
122 |
184 |
287 |
594 |
594 |
|
26 |
78 |
100 |
121 |
183 |
286 |
592 |
592 |
|
27 |
77 |
99 |
120 |
182 |
285 |
591 |
591 |
|
28 |
75 |
97 |
119 |
181 |
284 |
590 |
590 |
|
29 |
74 |
96 |
118 |
179 |
282 |
589 |
589 |
|
30 |
73 |
95 |
117 |
178 |
281 |
588 |
588 |
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 |
321 |
335 |
358 |
430 |
542 |
849 |
1319 |
|
2 |
84 |
98 |
121 |
193 |
305 |
612 |
1068 |
|
3 |
88 |
102 |
125 |
189 |
304 |
610 |
873 |
|
4 |
91 |
107 |
130 |
193 |
305 |
612 |
724 |
|
5 |
94 |
110 |
136 |
198 |
306 |
613 |
613 |
|
6 |
95 |
113 |
140 |
203 |
307 |
613 |
613 |
|
7 |
97 |
116 |
142 |
206 |
307 |
614 |
614 |
|
8 |
98 |
117 |
143 |
206 |
308 |
615 |
615 |
|
9 |
98 |
118 |
143 |
205 |
308 |
615 |
615 |
|
10 |
99 |
119 |
143 |
205 |
308 |
615 |
615 |
|
11 |
99 |
120 |
143 |
205 |
308 |
615 |
615 |
|
12 |
100 |
121 |
144 |
205 |
308 |
615 |
615 |
|
13 |
100 |
122 |
144 |
206 |
309 |
615 |
615 |
|
14 |
101 |
123 |
144 |
206 |
309 |
616 |
616 |
|
15 |
102 |
124 |
145 |
207 |
310 |
616 |
616 |
|
16 |
103 |
125 |
146 |
208 |
311 |
617 |
617 |
|
17 |
104 |
126 |
147 |
209 |
312 |
618 |
618 |
|
18 |
105 |
127 |
148 |
210 |
313 |
619 |
619 |
|
19 |
106 |
128 |
149 |
211 |
314 |
620 |
620 |
|
20 |
106 |
128 |
149 |
211 |
314 |
621 |
621 |
|
21 |
106 |
128 |
150 |
211 |
314 |
621 |
621 |
|
22 |
106 |
128 |
149 |
211 |
314 |
620 |
620 |
|
23 |
105 |
127 |
149 |
210 |
313 |
620 |
620 |
|
24 |
104 |
126 |
148 |
209 |
312 |
619 |
619 |
|
25 |
103 |
125 |
147 |
208 |
311 |
618 |
618 |
|
26 |
102 |
124 |
145 |
207 |
310 |
617 |
617 |
|
27 |
101 |
123 |
144 |
206 |
309 |
615 |
615 |
|
28 |
99 |
121 |
143 |
204 |
307 |
614 |
614 |
|
29 |
98 |
120 |
141 |
203 |
306 |
612 |
612 |
|
30 |
96 |
118 |
140 |
202 |
305 |
611 |
611 |
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 |
107 |
220 |
526 |
1216 |
|
2 |
1 |
12 |
36 |
107 |
220 |
526 |
978 |
|
3 |
2 |
14 |
37 |
101 |
216 |
522 |
797 |
|
4 |
2 |
15 |
39 |
102 |
214 |
520 |
660 |
|
5 |
4 |
17 |
43 |
104 |
213 |
520 |
554 |
|
6 |
4 |
18 |
45 |
108 |
212 |
519 |
519 |
|
7 |
5 |
20 |
46 |
110 |
212 |
518 |
518 |
|
8 |
6 |
20 |
45 |
108 |
211 |
517 |
517 |
|
9 |
7 |
20 |
44 |
107 |
210 |
516 |
516 |
|
10 |
8 |
21 |
44 |
106 |
209 |
516 |
516 |
|
11 |
8 |
22 |
44 |
106 |
209 |
516 |
516 |
|
12 |
9 |
22 |
44 |
106 |
209 |
516 |
516 |
|
13 |
10 |
23 |
44 |
106 |
209 |
516 |
516 |
|
14 |
10 |
23 |
45 |
107 |
210 |
516 |
516 |
|
15 |
12 |
24 |
45 |
107 |
210 |
516 |
516 |
|
16 |
12 |
24 |
45 |
107 |
210 |
516 |
516 |
|
17 |
13 |
24 |
46 |
107 |
210 |
517 |
517 |
|
18 |
14 |
25 |
46 |
108 |
211 |
517 |
517 |
|
19 |
14 |
25 |
47 |
109 |
212 |
518 |
518 |
|
20 |
15 |
26 |
48 |
109 |
212 |
519 |
519 |
|
21 |
16 |
27 |
48 |
110 |
213 |
520 |
520 |
|
22 |
17 |
28 |
49 |
111 |
214 |
520 |
520 |
|
23 |
17 |
28 |
50 |
111 |
214 |
521 |
521 |
|
24 |
18 |
29 |
50 |
112 |
215 |
521 |
521 |
|
25 |
18 |
29 |
50 |
112 |
215 |
522 |
522 |
|
26 |
19 |
30 |
51 |
113 |
216 |
522 |
522 |
|
27 |
19 |
30 |
51 |
113 |
216 |
522 |
522 |
|
28 |
21 |
30 |
51 |
113 |
216 |
523 |
523 |
|
29 |
21 |
30 |
52 |
113 |
216 |
523 |
523 |
|
30 |
22 |
31 |
52 |
114 |
217 |
523 |
523 |
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 |
65 |
88 |
160 |
273 |
579 |
1224 |
|
2 |
52 |
66 |
89 |
161 |
273 |
580 |
987 |
|
3 |
53 |
68 |
90 |
154 |
270 |
576 |
807 |
|
4 |
54 |
69 |
93 |
156 |
268 |
574 |
669 |
|
5 |
54 |
71 |
97 |
158 |
267 |
574 |
574 |
|
6 |
55 |
73 |
100 |
163 |
267 |
573 |
573 |
|
7 |
55 |
74 |
100 |
164 |
265 |
572 |
572 |
|
8 |
55 |
74 |
100 |
162 |
265 |
571 |
571 |
|
9 |
54 |
74 |
99 |
161 |
264 |
571 |
571 |
|
10 |
53 |
74 |
98 |
160 |
263 |
570 |
570 |
|
11 |
53 |
74 |
97 |
159 |
262 |
568 |
568 |
|
12 |
52 |
73 |
95 |
157 |
260 |
567 |
567 |
|
13 |
51 |
72 |
94 |
156 |
259 |
565 |
565 |
|
14 |
49 |
71 |
93 |
154 |
257 |
564 |
564 |
|
15 |
48 |
70 |
91 |
153 |
256 |
563 |
563 |
|
16 |
47 |
69 |
90 |
152 |
255 |
561 |
561 |
|
17 |
46 |
68 |
89 |
151 |
254 |
560 |
560 |
|
18 |
45 |
67 |
88 |
150 |
253 |
559 |
559 |
|
19 |
44 |
66 |
87 |
149 |
252 |
558 |
558 |
|
20 |
43 |
65 |
87 |
148 |
251 |
558 |
558 |
|
21 |
43 |
65 |
86 |
148 |
251 |
557 |
557 |
|
22 |
42 |
64 |
85 |
147 |
250 |
557 |
557 |
|
23 |
41 |
63 |
85 |
147 |
250 |
556 |
556 |
|
24 |
41 |
63 |
84 |
146 |
249 |
555 |
555 |
|
25 |
40 |
62 |
83 |
145 |
248 |
555 |
555 |
|
26 |
39 |
61 |
83 |
145 |
248 |
554 |
554 |
|
27 |
39 |
61 |
82 |
144 |
247 |
553 |
553 |
|
28 |
38 |
60 |
81 |
143 |
246 |
553 |
553 |
|
29 |
37 |
59 |
81 |
143 |
246 |
552 |
552 |
|
30 |
37 |
59 |
80 |
142 |
245 |
551 |
551 |
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 |
152 |
223 |
336 |
642 |
1289 |
|
2 |
116 |
130 |
153 |
225 |
337 |
644 |
1043 |
|
3 |
119 |
133 |
156 |
220 |
335 |
642 |
857 |
|
4 |
121 |
137 |
160 |
223 |
335 |
642 |
713 |
|
5 |
123 |
140 |
165 |
227 |
336 |
642 |
642 |
|
6 |
124 |
142 |
169 |
232 |
336 |
642 |
642 |
|
7 |
125 |
144 |
170 |
234 |
336 |
642 |
642 |
|
8 |
125 |
144 |
170 |
233 |
335 |
642 |
642 |
|
9 |
125 |
145 |
169 |
232 |
335 |
641 |
641 |
|
10 |
125 |
145 |
169 |
231 |
334 |
641 |
641 |
|
11 |
124 |
145 |
168 |
230 |
333 |
640 |
640 |
|
12 |
123 |
145 |
167 |
229 |
332 |
638 |
638 |
|
13 |
122 |
144 |
165 |
227 |
330 |
636 |
636 |
|
14 |
120 |
142 |
163 |
225 |
328 |
635 |
635 |
|
15 |
118 |
140 |
161 |
223 |
326 |
633 |
633 |
|
16 |
116 |
138 |
159 |
221 |
324 |
630 |
630 |
|
17 |
114 |
136 |
157 |
219 |
322 |
628 |
628 |
|
18 |
112 |
134 |
155 |
217 |
320 |
626 |
626 |
|
19 |
110 |
132 |
153 |
215 |
318 |
624 |
624 |
|
20 |
108 |
130 |
151 |
213 |
316 |
623 |
623 |
|
21 |
106 |
128 |
150 |
212 |
315 |
621 |
621 |
|
22 |
105 |
127 |
148 |
210 |
313 |
619 |
619 |
|
23 |
103 |
125 |
146 |
208 |
311 |
617 |
617 |
|
24 |
101 |
123 |
144 |
206 |
309 |
615 |
615 |
|
25 |
99 |
121 |
142 |
204 |
307 |
614 |
614 |
|
26 |
97 |
119 |
140 |
202 |
305 |
612 |
612 |
|
27 |
95 |
117 |
139 |
201 |
304 |
610 |
610 |
|
28 |
94 |
116 |
137 |
199 |
302 |
608 |
608 |
|
29 |
92 |
114 |
135 |
197 |
300 |
607 |
607 |
|
30 |
90 |
112 |
134 |
195 |
298 |
605 |
605 |
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 |
203 |
274 |
387 |
693 |
1336 |
|
2 |
176 |
189 |
213 |
284 |
397 |
703 |
1086 |
|
3 |
182 |
196 |
219 |
283 |
398 |
705 |
889 |
|
4 |
185 |
200 |
223 |
287 |
399 |
705 |
739 |
|
5 |
186 |
203 |
229 |
290 |
399 |
706 |
706 |
|
6 |
187 |
204 |
231 |
294 |
398 |
705 |
705 |
|
7 |
187 |
205 |
232 |
296 |
397 |
704 |
704 |
|
8 |
185 |
205 |
230 |
293 |
396 |
702 |
702 |
|
9 |
184 |
205 |
229 |
291 |
395 |
701 |
701 |
|
10 |
184 |
205 |
228 |
290 |
393 |
700 |
700 |
|
11 |
183 |
204 |
227 |
289 |
392 |
698 |
698 |
|
12 |
181 |
202 |
224 |
286 |
389 |
696 |
696 |
|
13 |
178 |
200 |
222 |
284 |
387 |
693 |
693 |
|
14 |
176 |
197 |
219 |
281 |
384 |
690 |
690 |
|
15 |
172 |
194 |
216 |
278 |
381 |
687 |
687 |
|
16 |
169 |
191 |
213 |
275 |
378 |
684 |
684 |
|
17 |
166 |
188 |
210 |
272 |
375 |
681 |
681 |
|
18 |
163 |
185 |
207 |
269 |
372 |
678 |
678 |
|
19 |
160 |
182 |
204 |
266 |
369 |
675 |
675 |
|
20 |
158 |
180 |
201 |
263 |
366 |
672 |
672 |
|
21 |
155 |
177 |
198 |
260 |
363 |
669 |
669 |
|
22 |
152 |
174 |
195 |
257 |
360 |
666 |
666 |
|
23 |
148 |
170 |
192 |
254 |
357 |
663 |
663 |
|
24 |
145 |
167 |
189 |
251 |
354 |
660 |
660 |
|
25 |
142 |
164 |
186 |
247 |
351 |
657 |
657 |
|
26 |
139 |
161 |
183 |
245 |
348 |
654 |
654 |
|
27 |
136 |
159 |
180 |
242 |
345 |
651 |
651 |
|
28 |
134 |
156 |
177 |
239 |
342 |
648 |
648 |
|
29 |
131 |
153 |
174 |
236 |
339 |
645 |
645 |
|
30 |
128 |
150 |
172 |
233 |
336 |
643 |
643 |
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 |
140 |
253 |
559 |
1259 |
|
2 |
33 |
46 |
70 |
141 |
254 |
560 |
1014 |
|
3 |
34 |
48 |
71 |
135 |
250 |
557 |
827 |
|
4 |
35 |
50 |
74 |
137 |
249 |
555 |
685 |
|
5 |
36 |
53 |
78 |
140 |
249 |
555 |
576 |
|
6 |
36 |
54 |
81 |
144 |
248 |
554 |
554 |
|
7 |
37 |
55 |
82 |
146 |
247 |
554 |
554 |
|
8 |
36 |
55 |
81 |
143 |
246 |
552 |
552 |
|
9 |
35 |
55 |
80 |
142 |
245 |
552 |
552 |
|
10 |
35 |
56 |
79 |
141 |
244 |
551 |
551 |
|
11 |
35 |
56 |
79 |
141 |
244 |
550 |
550 |
|
12 |
35 |
56 |
78 |
140 |
243 |
550 |
550 |
|
13 |
34 |
56 |
78 |
140 |
243 |
549 |
549 |
|
14 |
34 |
56 |
77 |
139 |
242 |
549 |
549 |
|
15 |
34 |
56 |
77 |
139 |
242 |
548 |
548 |
|
16 |
34 |
56 |
77 |
139 |
242 |
548 |
548 |
|
17 |
34 |
56 |
77 |
139 |
242 |
548 |
548 |
|
18 |
34 |
56 |
77 |
139 |
242 |
548 |
548 |
|
19 |
34 |
56 |
77 |
139 |
242 |
548 |
548 |
|
20 |
34 |
56 |
77 |
139 |
242 |
548 |
548 |
|
21 |
34 |
56 |
77 |
139 |
242 |
548 |
548 |
|
22 |
34 |
56 |
77 |
139 |
242 |
548 |
548 |
|
23 |
34 |
56 |
77 |
139 |
242 |
548 |
548 |
|
24 |
33 |
55 |
77 |
138 |
241 |
548 |
548 |
|
25 |
33 |
55 |
76 |
138 |
241 |
548 |
548 |
|
26 |
33 |
55 |
76 |
138 |
241 |
547 |
547 |
|
27 |
32 |
54 |
76 |
137 |
240 |
547 |
547 |
|
28 |
32 |
54 |
75 |
137 |
240 |
547 |
547 |
|
29 |
32 |
54 |
75 |
137 |
240 |
546 |
546 |
|
30 |
31 |
53 |
75 |
136 |
239 |
546 |
546 |
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 |
137 |
250 |
556 |
1246 |
|
2 |
30 |
44 |
67 |
139 |
252 |
558 |
1005 |
|
3 |
33 |
48 |
70 |
134 |
250 |
556 |
821 |
|
4 |
35 |
51 |
74 |
138 |
250 |
556 |
681 |
|
5 |
38 |
54 |
80 |
142 |
250 |
557 |
574 |
|
6 |
39 |
57 |
83 |
146 |
250 |
557 |
557 |
|
7 |
41 |
59 |
86 |
149 |
251 |
557 |
557 |
|
8 |
41 |
60 |
86 |
148 |
251 |
557 |
557 |
|
9 |
41 |
61 |
86 |
148 |
251 |
558 |
558 |
|
10 |
42 |
63 |
86 |
148 |
252 |
558 |
558 |
|
11 |
43 |
64 |
87 |
149 |
252 |
558 |
558 |
|
12 |
43 |
65 |
87 |
149 |
252 |
558 |
558 |
|
13 |
44 |
66 |
87 |
149 |
252 |
558 |
558 |
|
14 |
44 |
66 |
87 |
149 |
252 |
558 |
558 |
|
15 |
44 |
66 |
87 |
149 |
252 |
558 |
558 |
|
16 |
43 |
65 |
87 |
148 |
251 |
558 |
558 |
|
17 |
43 |
65 |
87 |
149 |
252 |
558 |
558 |
|
18 |
43 |
65 |
87 |
149 |
252 |
558 |
558 |
|
19 |
43 |
65 |
87 |
149 |
252 |
558 |
558 |
|
20 |
44 |
66 |
87 |
149 |
252 |
558 |
558 |
|
21 |
44 |
66 |
87 |
149 |
252 |
559 |
559 |
|
22 |
44 |
66 |
87 |
149 |
252 |
558 |
558 |
|
23 |
44 |
66 |
87 |
149 |
252 |
558 |
558 |
|
24 |
43 |
65 |
87 |
148 |
251 |
558 |
558 |
|
25 |
43 |
65 |
86 |
148 |
251 |
557 |
557 |
|
26 |
42 |
64 |
86 |
147 |
250 |
557 |
557 |
|
27 |
42 |
64 |
85 |
147 |
250 |
556 |
556 |
|
28 |
41 |
63 |
84 |
146 |
249 |
556 |
556 |
|
29 |
41 |
63 |
84 |
146 |
249 |
555 |
555 |
|
30 |
40 |
62 |
83 |
145 |
248 |
555 |
555 |
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 |
125 |
139 |
162 |
234 |
346 |
653 |
1331 |
|
2 |
124 |
138 |
161 |
233 |
345 |
652 |
1076 |
|
3 |
125 |
139 |
162 |
226 |
341 |
647 |
879 |
|
4 |
125 |
141 |
164 |
227 |
339 |
646 |
728 |
|
5 |
126 |
142 |
168 |
230 |
338 |
645 |
645 |
|
6 |
125 |
143 |
170 |
233 |
337 |
643 |
643 |
|
7 |
126 |
144 |
171 |
235 |
336 |
643 |
643 |
|
8 |
125 |
144 |
170 |
233 |
335 |
642 |
642 |
|
9 |
124 |
144 |
169 |
231 |
334 |
641 |
641 |
|
10 |
124 |
145 |
168 |
230 |
334 |
640 |
640 |
|
11 |
124 |
145 |
168 |
230 |
333 |
639 |
639 |
|
12 |
123 |
145 |
167 |
229 |
332 |
638 |
638 |
|
13 |
122 |
144 |
166 |
227 |
330 |
637 |
637 |
|
14 |
121 |
143 |
164 |
226 |
329 |
636 |
636 |
|
15 |
119 |
141 |
162 |
224 |
327 |
634 |
634 |
|
16 |
117 |
139 |
160 |
222 |
325 |
632 |
632 |
|
17 |
114 |
136 |
158 |
220 |
323 |
629 |
629 |
|
18 |
112 |
134 |
156 |
217 |
320 |
627 |
627 |
|
19 |
110 |
132 |
154 |
215 |
318 |
625 |
625 |
|
20 |
108 |
130 |
151 |
213 |
316 |
623 |
623 |
|
21 |
106 |
128 |
149 |
211 |
314 |
620 |
620 |
|
22 |
104 |
126 |
147 |
209 |
312 |
618 |
618 |
|
23 |
101 |
123 |
145 |
207 |
310 |
616 |
616 |
|
24 |
99 |
121 |
143 |
204 |
307 |
614 |
614 |
|
25 |
97 |
119 |
140 |
202 |
305 |
612 |
612 |
|
26 |
95 |
117 |
138 |
200 |
303 |
610 |
610 |
|
27 |
93 |
115 |
136 |
198 |
301 |
607 |
607 |
|
28 |
91 |
113 |
134 |
196 |
299 |
605 |
605 |
|
29 |
89 |
111 |
132 |
194 |
297 |
603 |
603 |
|
30 |
87 |
109 |
130 |
192 |
295 |
602 |
602 |
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 |
108 |
221 |
527 |
1220 |
|
2 |
1 |
15 |
39 |
110 |
223 |
529 |
983 |
|
3 |
4 |
18 |
41 |
105 |
220 |
527 |
803 |
|
4 |
6 |
22 |
45 |
108 |
220 |
527 |
666 |
|
5 |
8 |
25 |
51 |
112 |
221 |
528 |
560 |
|
6 |
10 |
28 |
54 |
118 |
222 |
528 |
528 |
|
7 |
11 |
30 |
57 |
120 |
222 |
528 |
528 |
|
8 |
11 |
31 |
56 |
119 |
222 |
528 |
528 |
|
9 |
12 |
32 |
56 |
119 |
222 |
528 |
528 |
|
10 |
12 |
33 |
56 |
118 |
222 |
528 |
528 |
|
11 |
12 |
34 |
56 |
118 |
221 |
528 |
528 |
|
12 |
12 |
34 |
56 |
118 |
221 |
528 |
528 |
|
13 |
13 |
34 |
56 |
118 |
221 |
527 |
527 |
|
14 |
12 |
34 |
56 |
118 |
221 |
527 |
527 |
|
15 |
12 |
34 |
56 |
117 |
220 |
527 |
527 |
|
16 |
13 |
34 |
55 |
117 |
220 |
526 |
526 |
|
17 |
13 |
34 |
55 |
117 |
220 |
526 |
526 |
|
18 |
14 |
34 |
55 |
117 |
220 |
527 |
527 |
|
19 |
14 |
34 |
55 |
117 |
220 |
527 |
527 |
|
20 |
15 |
35 |
56 |
118 |
221 |
527 |
527 |
|
21 |
16 |
35 |
56 |
118 |
221 |
528 |
528 |
|
22 |
17 |
35 |
57 |
118 |
221 |
528 |
528 |
|
23 |
17 |
36 |
57 |
119 |
222 |
528 |
528 |
|
24 |
18 |
36 |
57 |
119 |
222 |
528 |
528 |
|
25 |
19 |
36 |
57 |
119 |
222 |
528 |
528 |
|
26 |
19 |
36 |
57 |
119 |
222 |
529 |
529 |
|
27 |
21 |
36 |
57 |
119 |
222 |
529 |
529 |
|
28 |
21 |
36 |
57 |
119 |
222 |
529 |
529 |
|
29 |
22 |
36 |
58 |
119 |
222 |
529 |
529 |
|
30 |
22 |
36 |
58 |
119 |
222 |
529 |
529 |
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 |
73 |
144 |
257 |
563 |
1233 |
|
2 |
36 |
49 |
73 |
144 |
257 |
563 |
995 |
|
3 |
36 |
51 |
73 |
137 |
253 |
559 |
812 |
|
4 |
36 |
52 |
75 |
138 |
251 |
557 |
673 |
|
5 |
37 |
53 |
79 |
141 |
249 |
556 |
566 |
|
6 |
39 |
57 |
83 |
146 |
250 |
557 |
557 |
|
7 |
37 |
55 |
82 |
146 |
247 |
553 |
553 |
|
8 |
40 |
59 |
85 |
148 |
250 |
557 |
557 |
|
9 |
39 |
59 |
84 |
146 |
249 |
556 |
556 |
|
10 |
34 |
55 |
79 |
141 |
244 |
550 |
550 |
|
11 |
31 |
52 |
75 |
137 |
240 |
546 |
546 |
|
12 |
28 |
49 |
71 |
133 |
236 |
543 |
543 |
|
13 |
26 |
48 |
69 |
131 |
234 |
540 |
540 |
|
14 |
24 |
46 |
67 |
129 |
232 |
538 |
538 |
|
15 |
22 |
44 |
66 |
128 |
231 |
537 |
537 |
|
16 |
21 |
43 |
64 |
126 |
229 |
536 |
536 |
|
17 |
20 |
42 |
63 |
125 |
228 |
535 |
535 |
|
18 |
19 |
41 |
63 |
125 |
228 |
534 |
534 |
|
19 |
19 |
41 |
62 |
124 |
227 |
534 |
534 |
|
20 |
19 |
41 |
62 |
124 |
227 |
534 |
534 |
|
21 |
19 |
41 |
62 |
124 |
227 |
534 |
534 |
|
22 |
19 |
41 |
62 |
124 |
227 |
534 |
534 |
|
23 |
19 |
41 |
62 |
124 |
227 |
534 |
534 |
|
24 |
19 |
41 |
62 |
124 |
227 |
533 |
533 |
|
25 |
19 |
41 |
62 |
124 |
227 |
533 |
533 |
|
26 |
19 |
41 |
62 |
124 |
227 |
533 |
533 |
|
27 |
21 |
41 |
62 |
124 |
227 |
533 |
533 |
|
28 |
21 |
40 |
62 |
124 |
227 |
533 |
533 |
|
29 |
22 |
40 |
62 |
123 |
226 |
533 |
533 |
|
30 |
22 |
40 |
61 |
123 |
226 |
533 |
533 |
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 |
204 |
217 |
241 |
312 |
425 |
731 |
1572 |
|
2 |
200 |
214 |
237 |
309 |
421 |
728 |
1270 |
|
3 |
197 |
211 |
234 |
298 |
413 |
719 |
1037 |
|
4 |
193 |
209 |
232 |
295 |
407 |
714 |
858 |
|
5 |
189 |
206 |
232 |
293 |
402 |
709 |
720 |
|
6 |
186 |
203 |
230 |
293 |
397 |
704 |
704 |
|
7 |
182 |
201 |
228 |
291 |
393 |
699 |
699 |
|
8 |
178 |
198 |
223 |
286 |
389 |
695 |
695 |
|
9 |
174 |
194 |
219 |
281 |
384 |
691 |
691 |
|
10 |
170 |
191 |
215 |
277 |
380 |
687 |
687 |
|
11 |
167 |
188 |
211 |
273 |
376 |
682 |
682 |
|
12 |
163 |
185 |
207 |
269 |
372 |
678 |
678 |
|
13 |
160 |
182 |
203 |
265 |
368 |
674 |
674 |
|
14 |
156 |
178 |
199 |
261 |
364 |
671 |
671 |
|
15 |
152 |
174 |
196 |
258 |
361 |
667 |
667 |
|
16 |
149 |
171 |
192 |
254 |
357 |
664 |
664 |
|
17 |
146 |
168 |
189 |
251 |
354 |
660 |
660 |
|
18 |
143 |
165 |
186 |
248 |
351 |
657 |
657 |
|
19 |
140 |
162 |
183 |
245 |
348 |
654 |
654 |
|
20 |
137 |
159 |
180 |
242 |
345 |
652 |
652 |
|
21 |
134 |
156 |
177 |
239 |
342 |
649 |
649 |
|
22 |
131 |
153 |
175 |
237 |
340 |
646 |
646 |
|
23 |
129 |
151 |
172 |
234 |
337 |
643 |
643 |
|
24 |
126 |
148 |
169 |
231 |
334 |
641 |
641 |
|
25 |
123 |
145 |
167 |
228 |
331 |
638 |
638 |
|
26 |
121 |
143 |
164 |
226 |
329 |
635 |
635 |
|
27 |
118 |
140 |
162 |
223 |
326 |
633 |
633 |
|
28 |
116 |
138 |
159 |
221 |
324 |
630 |
630 |
|
29 |
114 |
136 |
157 |
219 |
322 |
628 |
628 |
|
30 |
111 |
133 |
155 |
217 |
320 |
626 |
626 |
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 |
237 |
543 |
1218 |
|
2 |
9 |
25 |
49 |
103 |
237 |
543 |
981 |
|
3 |
10 |
29 |
51 |
99 |
235 |
541 |
801 |
|
4 |
13 |
33 |
55 |
97 |
235 |
542 |
664 |
|
5 |
17 |
39 |
60 |
100 |
236 |
543 |
559 |
|
6 |
19 |
42 |
64 |
96 |
237 |
543 |
543 |
|
7 |
20 |
45 |
63 |
91 |
237 |
544 |
544 |
|
8 |
18 |
43 |
63 |
90 |
237 |
544 |
544 |
|
9 |
19 |
45 |
65 |
94 |
237 |
544 |
544 |
|
10 |
21 |
48 |
67 |
97 |
237 |
544 |
544 |
|
11 |
22 |
50 |
69 |
100 |
237 |
544 |
544 |
|
12 |
24 |
53 |
70 |
101 |
237 |
544 |
544 |
|
13 |
25 |
54 |
71 |
101 |
237 |
544 |
544 |
|
14 |
26 |
55 |
71 |
102 |
237 |
544 |
544 |
|
15 |
26 |
55 |
71 |
102 |
237 |
544 |
544 |
|
16 |
26 |
55 |
71 |
102 |
237 |
543 |
543 |
|
17 |
26 |
55 |
71 |
102 |
237 |
544 |
544 |
|
18 |
26 |
55 |
71 |
102 |
237 |
543 |
543 |
|
19 |
26 |
55 |
71 |
102 |
237 |
544 |
544 |
|
20 |
26 |
55 |
71 |
102 |
237 |
544 |
544 |
|
21 |
26 |
55 |
71 |
102 |
238 |
544 |
544 |
|
22 |
26 |
55 |
71 |
102 |
238 |
544 |
544 |
|
23 |
26 |
55 |
71 |
102 |
238 |
544 |
544 |
|
24 |
26 |
55 |
71 |
102 |
238 |
544 |
544 |
|
25 |
26 |
55 |
71 |
102 |
237 |
544 |
544 |
|
26 |
26 |
55 |
71 |
102 |
237 |
544 |
544 |
|
27 |
26 |
55 |
71 |
102 |
237 |
543 |
543 |
|
28 |
26 |
55 |
71 |
102 |
237 |
543 |
543 |
|
29 |
26 |
55 |
71 |
102 |
236 |
543 |
543 |
|
30 |
26 |
55 |
71 |
102 |
236 |
542 |
542 |
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 |
199 |
505 |
1213 |
|
2 |
1 |
5 |
14 |
85 |
198 |
504 |
976 |
|
3 |
2 |
5 |
13 |
77 |
193 |
499 |
795 |
|
4 |
2 |
6 |
15 |
79 |
191 |
497 |
657 |
|
5 |
4 |
7 |
19 |
81 |
190 |
496 |
552 |
|
6 |
4 |
7 |
22 |
85 |
189 |
496 |
496 |
|
7 |
5 |
9 |
24 |
87 |
189 |
495 |
495 |
|
8 |
6 |
9 |
23 |
86 |
189 |
495 |
495 |
|
9 |
7 |
10 |
23 |
86 |
189 |
495 |
495 |
|
10 |
8 |
11 |
24 |
86 |
189 |
495 |
495 |
|
11 |
8 |
11 |
24 |
86 |
189 |
495 |
495 |
|
12 |
9 |
13 |
24 |
86 |
189 |
496 |
496 |
|
13 |
10 |
13 |
24 |
86 |
189 |
496 |
496 |
|
14 |
10 |
14 |
25 |
86 |
189 |
496 |
496 |
|
15 |
12 |
14 |
26 |
87 |
190 |
496 |
496 |
|
16 |
12 |
16 |
27 |
87 |
190 |
496 |
496 |
|
17 |
13 |
16 |
29 |
87 |
190 |
497 |
497 |
|
18 |
14 |
17 |
30 |
88 |
191 |
497 |
497 |
|
19 |
14 |
18 |
31 |
88 |
191 |
498 |
498 |
|
20 |
15 |
18 |
32 |
89 |
192 |
498 |
498 |
|
21 |
15 |
20 |
34 |
89 |
192 |
499 |
499 |
|
22 |
17 |
20 |
35 |
90 |
193 |
499 |
499 |
|
23 |
17 |
21 |
36 |
90 |
193 |
499 |
499 |
|
24 |
18 |
21 |
37 |
90 |
193 |
499 |
499 |
|
25 |
18 |
22 |
38 |
90 |
193 |
500 |
500 |
|
26 |
19 |
23 |
39 |
90 |
193 |
500 |
500 |
|
27 |
19 |
24 |
41 |
90 |
193 |
499 |
499 |
|
28 |
21 |
25 |
42 |
90 |
193 |
499 |
499 |
|
29 |
21 |
25 |
43 |
90 |
193 |
499 |
499 |
|
30 |
22 |
26 |
44 |
90 |
193 |
499 |
499 |
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 |
43 |
161 |
300 |
3173 |
|
2 |
2 |
15 |
21 |
43 |
161 |
344 |
2355 |
|
3 |
2 |
15 |
23 |
47 |
156 |
360 |
1771 |
|
4 |
2 |
16 |
26 |
51 |
153 |
361 |
1364 |
|
5 |
2 |
18 |
29 |
53 |
153 |
353 |
1078 |
|
6 |
4 |
20 |
32 |
56 |
153 |
339 |
872 |
|
7 |
5 |
23 |
34 |
58 |
153 |
323 |
720 |
|
8 |
6 |
24 |
35 |
61 |
153 |
306 |
604 |
|
9 |
6 |
25 |
36 |
64 |
153 |
289 |
513 |
|
10 |
6 |
25 |
38 |
66 |
153 |
271 |
441 |
|
11 |
7 |
26 |
38 |
67 |
153 |
255 |
383 |
|
12 |
7 |
26 |
39 |
67 |
153 |
248 |
334 |
|
13 |
7 |
26 |
39 |
67 |
153 |
248 |
294 |
|
14 |
7 |
26 |
39 |
67 |
153 |
248 |
260 |
|
15 |
7 |
26 |
39 |
67 |
153 |
248 |
248 |
|
16 |
7 |
26 |
41 |
67 |
153 |
248 |
248 |
|
17 |
7 |
26 |
43 |
67 |
153 |
248 |
248 |
|
18 |
7 |
26 |
46 |
67 |
153 |
248 |
248 |
|
19 |
7 |
26 |
48 |
67 |
153 |
248 |
248 |
|
20 |
7 |
26 |
50 |
67 |
153 |
248 |
248 |
|
21 |
7 |
26 |
53 |
67 |
153 |
248 |
248 |
|
22 |
8 |
26 |
55 |
67 |
153 |
248 |
248 |
|
23 |
8 |
26 |
57 |
67 |
153 |
248 |
248 |
|
24 |
8 |
26 |
59 |
67 |
153 |
248 |
248 |
|
25 |
9 |
26 |
62 |
67 |
153 |
248 |
248 |
|
26 |
9 |
26 |
64 |
68 |
153 |
248 |
248 |
|
27 |
10 |
26 |
67 |
70 |
153 |
248 |
248 |
|
28 |
10 |
26 |
69 |
72 |
153 |
248 |
248 |
|
29 |
10 |
26 |
72 |
74 |
153 |
248 |
248 |
|
30 |
11 |
26 |
74 |
75 |
153 |
248 |
248 |
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 |
169 |
308 |
3259 |
|
2 |
12 |
24 |
31 |
52 |
171 |
355 |
2433 |
|
3 |
11 |
25 |
33 |
57 |
166 |
372 |
1834 |
|
4 |
11 |
26 |
36 |
61 |
163 |
373 |
1413 |
|
5 |
12 |
27 |
39 |
63 |
163 |
365 |
1116 |
|
6 |
13 |
29 |
40 |
65 |
162 |
350 |
902 |
|
7 |
13 |
31 |
42 |
66 |
161 |
334 |
743 |
|
8 |
13 |
31 |
42 |
68 |
161 |
316 |
623 |
|
9 |
13 |
31 |
43 |
71 |
160 |
297 |
529 |
|
10 |
13 |
32 |
44 |
72 |
160 |
279 |
454 |
|
11 |
12 |
32 |
44 |
73 |
159 |
262 |
394 |
|
12 |
12 |
31 |
44 |
72 |
159 |
253 |
344 |
|
13 |
11 |
31 |
43 |
72 |
158 |
252 |
302 |
|
14 |
11 |
30 |
43 |
71 |
158 |
252 |
268 |
|
15 |
10 |
30 |
42 |
71 |
157 |
251 |
251 |
|
16 |
10 |
29 |
42 |
70 |
157 |
251 |
251 |
|
17 |
10 |
29 |
44 |
70 |
157 |
251 |
251 |
|
18 |
10 |
29 |
47 |
70 |
157 |
251 |
251 |
|
19 |
10 |
29 |
49 |
70 |
157 |
251 |
251 |
|
20 |
10 |
29 |
51 |
70 |
157 |
251 |
251 |
|
21 |
11 |
30 |
54 |
71 |
157 |
252 |
252 |
|
22 |
11 |
30 |
57 |
71 |
158 |
252 |
252 |
|
23 |
11 |
30 |
58 |
71 |
158 |
252 |
252 |
|
24 |
11 |
30 |
61 |
71 |
158 |
252 |
252 |
|
25 |
11 |
30 |
63 |
71 |
158 |
252 |
252 |
|
26 |
11 |
30 |
66 |
71 |
158 |
252 |
252 |
|
27 |
11 |
30 |
68 |
72 |
158 |
252 |
252 |
|
28 |
11 |
30 |
71 |
74 |
158 |
252 |
252 |
|
29 |
11 |
30 |
73 |
75 |
157 |
252 |
252 |
|
30 |
11 |
30 |
76 |
77 |
157 |
252 |
252 |
3.3
Danish krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
2 |
14 |
21 |
42 |
161 |
300 |
3172 |
|
2 |
2 |
14 |
21 |
42 |
161 |
344 |
2355 |
|
3 |
1 |
15 |
23 |
47 |
156 |
360 |
1771 |
|
4 |
1 |
16 |
26 |
51 |
153 |
361 |
1364 |
|
5 |
2 |
18 |
29 |
53 |
153 |
353 |
1078 |
|
6 |
4 |
20 |
32 |
56 |
153 |
339 |
872 |
|
7 |
5 |
23 |
33 |
58 |
153 |
323 |
720 |
|
8 |
5 |
23 |
35 |
61 |
153 |
306 |
604 |
|
9 |
6 |
24 |
36 |
64 |
153 |
289 |
513 |
|
10 |
6 |
25 |
38 |
66 |
153 |
271 |
441 |
|
11 |
6 |
26 |
38 |
67 |
153 |
255 |
383 |
|
12 |
6 |
26 |
38 |
67 |
153 |
247 |
334 |
|
13 |
6 |
26 |
38 |
67 |
153 |
247 |
294 |
|
14 |
6 |
26 |
38 |
67 |
153 |
247 |
260 |
|
15 |
6 |
26 |
38 |
67 |
153 |
247 |
247 |
|
16 |
6 |
26 |
41 |
67 |
153 |
247 |
247 |
|
17 |
6 |
26 |
43 |
67 |
153 |
247 |
247 |
|
18 |
6 |
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 |
248 |
248 |
|
27 |
10 |
26 |
67 |
70 |
153 |
248 |
248 |
|
28 |
10 |
26 |
69 |
72 |
153 |
248 |
248 |
|
29 |
10 |
26 |
72 |
74 |
153 |
248 |
248 |
|
30 |
11 |
26 |
74 |
75 |
153 |
248 |
248 |
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 |
86 |
92 |
114 |
232 |
328 |
3254 |
|
2 |
70 |
82 |
89 |
110 |
229 |
354 |
2426 |
|
3 |
72 |
85 |
94 |
118 |
226 |
371 |
1829 |
|
4 |
70 |
84 |
95 |
120 |
222 |
373 |
1411 |
|
5 |
69 |
85 |
96 |
120 |
220 |
365 |
1117 |
|
6 |
69 |
85 |
97 |
121 |
219 |
352 |
904 |
|
7 |
69 |
86 |
97 |
122 |
217 |
335 |
747 |
|
8 |
68 |
86 |
97 |
123 |
216 |
318 |
627 |
|
9 |
67 |
86 |
98 |
125 |
215 |
309 |
533 |
|
10 |
64 |
83 |
96 |
124 |
211 |
306 |
458 |
|
11 |
62 |
81 |
94 |
122 |
209 |
303 |
398 |
|
12 |
61 |
80 |
93 |
121 |
208 |
302 |
348 |
|
13 |
60 |
79 |
92 |
121 |
207 |
301 |
306 |
|
14 |
60 |
79 |
92 |
120 |
207 |
301 |
301 |
|
15 |
60 |
79 |
91 |
120 |
206 |
301 |
301 |
|
16 |
59 |
78 |
91 |
119 |
206 |
300 |
300 |
|
17 |
59 |
78 |
91 |
119 |
205 |
300 |
300 |
|
18 |
58 |
77 |
90 |
118 |
205 |
299 |
299 |
|
19 |
57 |
77 |
89 |
118 |
204 |
298 |
298 |
|
20 |
57 |
76 |
89 |
117 |
204 |
298 |
298 |
|
21 |
56 |
75 |
88 |
117 |
203 |
297 |
297 |
|
22 |
55 |
75 |
87 |
116 |
202 |
296 |
296 |
|
23 |
55 |
74 |
86 |
115 |
201 |
296 |
296 |
|
24 |
54 |
73 |
85 |
114 |
200 |
295 |
295 |
|
25 |
53 |
72 |
84 |
113 |
199 |
294 |
294 |
|
26 |
52 |
71 |
83 |
112 |
198 |
293 |
293 |
|
27 |
51 |
70 |
82 |
111 |
197 |
292 |
292 |
|
28 |
49 |
69 |
81 |
110 |
196 |
290 |
290 |
|
29 |
48 |
68 |
80 |
109 |
195 |
289 |
289 |
|
30 |
47 |
67 |
79 |
108 |
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 |
165 |
302 |
3198 |
|
2 |
8 |
20 |
26 |
48 |
167 |
347 |
2376 |
|
3 |
8 |
21 |
30 |
54 |
162 |
363 |
1788 |
|
4 |
9 |
23 |
33 |
58 |
161 |
364 |
1377 |
|
5 |
10 |
25 |
37 |
60 |
161 |
356 |
1089 |
|
6 |
11 |
28 |
39 |
63 |
161 |
342 |
881 |
|
7 |
12 |
30 |
41 |
65 |
160 |
326 |
727 |
|
8 |
12 |
30 |
41 |
67 |
160 |
309 |
609 |
|
9 |
12 |
31 |
42 |
70 |
160 |
291 |
518 |
|
10 |
12 |
31 |
44 |
72 |
159 |
274 |
446 |
|
11 |
12 |
31 |
44 |
72 |
159 |
258 |
387 |
|
12 |
12 |
31 |
44 |
72 |
159 |
253 |
339 |
|
13 |
12 |
31 |
44 |
72 |
159 |
253 |
298 |
|
14 |
12 |
31 |
44 |
72 |
159 |
253 |
264 |
|
15 |
12 |
31 |
44 |
72 |
159 |
253 |
253 |
|
16 |
12 |
31 |
44 |
72 |
159 |
253 |
253 |
|
17 |
12 |
31 |
44 |
72 |
159 |
253 |
253 |
|
18 |
12 |
31 |
46 |
72 |
159 |
253 |
253 |
|
19 |
12 |
32 |
49 |
73 |
159 |
253 |
253 |
|
20 |
13 |
32 |
51 |
73 |
160 |
254 |
254 |
|
21 |
13 |
32 |
54 |
73 |
160 |
254 |
254 |
|
22 |
13 |
33 |
56 |
74 |
160 |
254 |
254 |
|
23 |
13 |
33 |
58 |
74 |
160 |
254 |
254 |
|
24 |
14 |
33 |
61 |
74 |
160 |
255 |
255 |
|
25 |
14 |
33 |
63 |
74 |
160 |
255 |
255 |
|
26 |
13 |
33 |
66 |
74 |
160 |
255 |
255 |
|
27 |
13 |
33 |
68 |
74 |
160 |
254 |
254 |
|
28 |
13 |
33 |
71 |
74 |
160 |
254 |
254 |
|
29 |
13 |
32 |
73 |
75 |
160 |
254 |
254 |
|
30 |
13 |
32 |
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 |
56 |
62 |
84 |
202 |
302 |
3196 |
|
2 |
47 |
60 |
66 |
88 |
206 |
347 |
2374 |
|
3 |
51 |
64 |
72 |
97 |
205 |
363 |
1786 |
|
4 |
53 |
67 |
77 |
103 |
205 |
364 |
1375 |
|
5 |
55 |
70 |
82 |
105 |
206 |
355 |
1087 |
|
6 |
56 |
73 |
84 |
108 |
206 |
342 |
879 |
|
7 |
57 |
75 |
85 |
110 |
205 |
326 |
726 |
|
8 |
56 |
74 |
86 |
112 |
204 |
309 |
609 |
|
9 |
56 |
74 |
86 |
113 |
203 |
297 |
519 |
|
10 |
55 |
74 |
86 |
114 |
202 |
296 |
446 |
|
11 |
54 |
73 |
85 |
114 |
200 |
295 |
387 |
|
12 |
52 |
72 |
84 |
113 |
199 |
293 |
339 |
|
13 |
51 |
70 |
83 |
111 |
198 |
292 |
298 |
|
14 |
50 |
69 |
82 |
110 |
197 |
291 |
291 |
|
15 |
49 |
68 |
81 |
109 |
196 |
290 |
290 |
|
16 |
48 |
67 |
80 |
108 |
195 |
289 |
289 |
|
17 |
47 |
67 |
79 |
108 |
194 |
288 |
288 |
|
18 |
47 |
66 |
79 |
107 |
193 |
288 |
288 |
|
19 |
46 |
65 |
78 |
106 |
193 |
287 |
287 |
|
20 |
46 |
65 |
78 |
106 |
192 |
287 |
287 |
|
21 |
45 |
64 |
77 |
105 |
192 |
286 |
286 |
|
22 |
44 |
64 |
76 |
105 |
191 |
285 |
285 |
|
23 |
44 |
63 |
75 |
104 |
190 |
285 |
285 |
|
24 |
43 |
62 |
75 |
103 |
190 |
284 |
284 |
|
25 |
42 |
61 |
74 |
102 |
189 |
283 |
283 |
|
26 |
41 |
60 |
73 |
101 |
188 |
282 |
282 |
|
27 |
40 |
60 |
72 |
101 |
187 |
281 |
281 |
|
28 |
39 |
59 |
71 |
100 |
186 |
281 |
281 |
|
29 |
39 |
58 |
73 |
99 |
185 |
280 |
280 |
|
30 |
38 |
57 |
76 |
98 |
185 |
279 |
279 |
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 |
42 |
160 |
300 |
3170 |
|
2 |
1 |
14 |
20 |
42 |
160 |
344 |
2353 |
|
3 |
1 |
14 |
22 |
47 |
155 |
360 |
1770 |
|
4 |
1 |
15 |
25 |
50 |
153 |
361 |
1363 |
|
5 |
2 |
17 |
29 |
52 |
153 |
352 |
1077 |
|
6 |
3 |
19 |
31 |
55 |
153 |
339 |
871 |
|
7 |
5 |
22 |
33 |
57 |
153 |
323 |
719 |
|
8 |
5 |
23 |
34 |
60 |
153 |
306 |
603 |
|
9 |
5 |
24 |
35 |
63 |
153 |
288 |
513 |
|
10 |
5 |
24 |
37 |
65 |
153 |
271 |
441 |
|
11 |
6 |
25 |
38 |
66 |
153 |
255 |
382 |
|
12 |
6 |
25 |
38 |
66 |
153 |
247 |
334 |
|
13 |
6 |
25 |
38 |
66 |
153 |
247 |
294 |
|
14 |
6 |
25 |
38 |
66 |
153 |
247 |
260 |
|
15 |
6 |
25 |
38 |
66 |
153 |
247 |
247 |
|
16 |
6 |
25 |
41 |
66 |
153 |
247 |
247 |
|
17 |
6 |
25 |
43 |
66 |
153 |
247 |
247 |
|
18 |
6 |
25 |
46 |
66 |
153 |
247 |
247 |
|
19 |
7 |
25 |
48 |
66 |
153 |
247 |
247 |
|
20 |
7 |
25 |
50 |
66 |
153 |
247 |
247 |
|
21 |
7 |
25 |
53 |
66 |
153 |
247 |
247 |
|
22 |
8 |
25 |
55 |
66 |
153 |
247 |
247 |
|
23 |
8 |
25 |
57 |
66 |
153 |
247 |
247 |
|
24 |
8 |
25 |
59 |
66 |
153 |
247 |
247 |
|
25 |
9 |
25 |
62 |
66 |
153 |
247 |
247 |
|
26 |
9 |
25 |
64 |
68 |
153 |
247 |
247 |
|
27 |
10 |
25 |
67 |
70 |
153 |
247 |
247 |
|
28 |
10 |
25 |
69 |
72 |
153 |
247 |
247 |
|
29 |
10 |
25 |
72 |
73 |
153 |
247 |
247 |
|
30 |
11 |
25 |
74 |
75 |
153 |
247 |
247 |
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 |
179 |
303 |
3208 |
|
2 |
0 |
11 |
22 |
45 |
179 |
348 |
2387 |
|
3 |
1 |
11 |
23 |
50 |
174 |
365 |
1797 |
|
4 |
1 |
13 |
26 |
55 |
170 |
366 |
1385 |
|
5 |
1 |
16 |
28 |
59 |
169 |
358 |
1094 |
|
6 |
2 |
18 |
33 |
60 |
168 |
344 |
885 |
|
7 |
3 |
21 |
36 |
60 |
167 |
328 |
730 |
|
8 |
5 |
24 |
37 |
59 |
166 |
311 |
612 |
|
9 |
8 |
30 |
42 |
58 |
165 |
293 |
520 |
|
10 |
11 |
34 |
42 |
57 |
164 |
275 |
447 |
|
11 |
10 |
33 |
41 |
57 |
164 |
258 |
388 |
|
12 |
9 |
32 |
41 |
57 |
163 |
257 |
339 |
|
13 |
8 |
31 |
42 |
57 |
162 |
256 |
298 |
|
14 |
8 |
31 |
42 |
57 |
161 |
256 |
264 |
|
15 |
8 |
31 |
43 |
57 |
161 |
255 |
255 |
|
16 |
8 |
31 |
43 |
57 |
159 |
253 |
253 |
|
17 |
8 |
31 |
44 |
57 |
158 |
253 |
253 |
|
18 |
8 |
31 |
46 |
57 |
158 |
252 |
252 |
|
19 |
8 |
31 |
48 |
57 |
158 |
252 |
252 |
|
20 |
8 |
31 |
51 |
57 |
158 |
252 |
252 |
|
21 |
8 |
31 |
53 |
59 |
158 |
252 |
252 |
|
22 |
8 |
31 |
55 |
61 |
158 |
252 |
252 |
|
23 |
8 |
31 |
58 |
63 |
157 |
252 |
252 |
|
24 |
9 |
31 |
61 |
65 |
157 |
251 |
251 |
|
25 |
9 |
31 |
62 |
66 |
156 |
250 |
250 |
|
26 |
9 |
31 |
65 |
68 |
156 |
250 |
250 |
|
27 |
10 |
31 |
67 |
70 |
155 |
249 |
249 |
|
28 |
10 |
31 |
70 |
72 |
155 |
249 |
249 |
|
29 |
10 |
31 |
72 |
74 |
154 |
248 |
248 |
|
30 |
11 |
31 |
74 |
76 |
154 |
248 |
248 |
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 |
93 |
99 |
121 |
239 |
335 |
3303 |
|
2 |
79 |
91 |
97 |
119 |
238 |
358 |
2460 |
|
3 |
77 |
90 |
98 |
122 |
231 |
376 |
1854 |
|
4 |
75 |
89 |
99 |
124 |
227 |
377 |
1430 |
|
5 |
73 |
88 |
100 |
124 |
224 |
369 |
1131 |
|
6 |
73 |
89 |
100 |
125 |
222 |
356 |
916 |
|
7 |
72 |
89 |
100 |
125 |
220 |
339 |
756 |
|
8 |
70 |
88 |
99 |
125 |
218 |
322 |
635 |
|
9 |
68 |
87 |
98 |
126 |
216 |
310 |
540 |
|
10 |
67 |
86 |
98 |
126 |
214 |
308 |
464 |
|
11 |
66 |
85 |
98 |
126 |
213 |
307 |
403 |
|
12 |
64 |
83 |
96 |
124 |
211 |
305 |
352 |
|
13 |
63 |
82 |
95 |
123 |
210 |
304 |
310 |
|
14 |
61 |
81 |
93 |
122 |
208 |
302 |
302 |
|
15 |
60 |
79 |
92 |
120 |
207 |
301 |
301 |
|
16 |
59 |
78 |
91 |
119 |
206 |
300 |
300 |
|
17 |
58 |
77 |
90 |
118 |
205 |
299 |
299 |
|
18 |
57 |
76 |
89 |
117 |
204 |
298 |
298 |
|
19 |
56 |
75 |
88 |
116 |
203 |
297 |
297 |
|
20 |
55 |
75 |
87 |
116 |
202 |
296 |
296 |
|
21 |
54 |
74 |
86 |
115 |
201 |
295 |
295 |
|
22 |
53 |
73 |
85 |
114 |
200 |
294 |
294 |
|
23 |
52 |
72 |
84 |
113 |
199 |
293 |
293 |
|
24 |
51 |
71 |
83 |
112 |
198 |
292 |
292 |
|
25 |
50 |
70 |
82 |
111 |
197 |
291 |
291 |
|
26 |
49 |
68 |
81 |
110 |
196 |
290 |
290 |
|
27 |
48 |
67 |
80 |
108 |
195 |
289 |
289 |
|
28 |
47 |
66 |
79 |
107 |
194 |
288 |
288 |
|
29 |
46 |
65 |
78 |
106 |
193 |
287 |
287 |
|
30 |
45 |
64 |
77 |
105 |
192 |
286 |
286 |
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 |
93 |
211 |
308 |
3200 |
|
2 |
52 |
64 |
71 |
92 |
211 |
348 |
2384 |
|
3 |
50 |
64 |
72 |
96 |
205 |
366 |
1799 |
|
4 |
49 |
64 |
74 |
99 |
201 |
368 |
1389 |
|
5 |
49 |
64 |
76 |
99 |
200 |
360 |
1100 |
|
6 |
49 |
65 |
76 |
101 |
198 |
347 |
890 |
|
7 |
49 |
66 |
77 |
102 |
197 |
331 |
735 |
|
8 |
48 |
66 |
77 |
103 |
195 |
313 |
617 |
|
9 |
46 |
65 |
77 |
104 |
194 |
296 |
525 |
|
10 |
46 |
65 |
77 |
105 |
193 |
287 |
451 |
|
11 |
45 |
64 |
77 |
105 |
192 |
286 |
391 |
|
12 |
44 |
64 |
76 |
105 |
191 |
285 |
342 |
|
13 |
44 |
63 |
76 |
104 |
191 |
285 |
301 |
|
14 |
43 |
62 |
75 |
103 |
190 |
284 |
284 |
|
15 |
43 |
62 |
74 |
103 |
189 |
284 |
284 |
|
16 |
42 |
61 |
74 |
102 |
188 |
283 |
283 |
|
17 |
41 |
60 |
73 |
101 |
188 |
282 |
282 |
|
18 |
41 |
60 |
73 |
101 |
187 |
282 |
282 |
|
19 |
40 |
59 |
72 |
100 |
187 |
281 |
281 |
|
20 |
40 |
59 |
72 |
100 |
187 |
281 |
281 |
|
21 |
40 |
59 |
72 |
100 |
187 |
281 |
281 |
|
22 |
39 |
59 |
71 |
100 |
186 |
280 |
280 |
|
23 |
39 |
58 |
71 |
99 |
186 |
280 |
280 |
|
24 |
38 |
57 |
70 |
98 |
185 |
279 |
279 |
|
25 |
38 |
57 |
69 |
98 |
184 |
279 |
279 |
|
26 |
37 |
56 |
69 |
97 |
184 |
278 |
278 |
|
27 |
36 |
55 |
69 |
96 |
183 |
277 |
277 |
|
28 |
35 |
55 |
71 |
96 |
182 |
276 |
276 |
|
29 |
35 |
54 |
73 |
95 |
182 |
276 |
276 |
|
30 |
34 |
53 |
76 |
94 |
181 |
275 |
275 |
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 |
186 |
305 |
3233 |
|
2 |
28 |
40 |
47 |
68 |
187 |
352 |
2411 |
|
3 |
26 |
40 |
48 |
72 |
181 |
369 |
1818 |
|
4 |
25 |
40 |
50 |
75 |
177 |
370 |
1401 |
|
5 |
26 |
41 |
53 |
76 |
177 |
362 |
1107 |
|
6 |
26 |
43 |
54 |
79 |
176 |
348 |
895 |
|
7 |
27 |
44 |
55 |
80 |
175 |
332 |
739 |
|
8 |
26 |
44 |
55 |
82 |
174 |
314 |
619 |
|
9 |
26 |
45 |
56 |
84 |
173 |
296 |
526 |
|
10 |
26 |
45 |
57 |
85 |
173 |
278 |
452 |
|
11 |
25 |
44 |
57 |
85 |
172 |
266 |
392 |
|
12 |
25 |
44 |
56 |
85 |
171 |
266 |
343 |
|
13 |
24 |
43 |
56 |
84 |
171 |
265 |
301 |
|
14 |
23 |
42 |
55 |
84 |
170 |
264 |
267 |
|
15 |
23 |
42 |
55 |
83 |
169 |
264 |
264 |
|
16 |
22 |
41 |
54 |
82 |
169 |
263 |
263 |
|
17 |
22 |
41 |
53 |
82 |
168 |
263 |
263 |
|
18 |
21 |
40 |
53 |
82 |
168 |
262 |
262 |
|
19 |
21 |
40 |
53 |
81 |
168 |
262 |
262 |
|
20 |
21 |
40 |
53 |
81 |
168 |
262 |
262 |
|
21 |
21 |
40 |
54 |
81 |
168 |
262 |
262 |
|
22 |
21 |
40 |
57 |
81 |
168 |
262 |
262 |
|
23 |
21 |
40 |
58 |
81 |
168 |
262 |
262 |
|
24 |
21 |
40 |
61 |
81 |
168 |
262 |
262 |
|
25 |
20 |
40 |
63 |
81 |
167 |
261 |
261 |
|
26 |
20 |
39 |
66 |
80 |
167 |
261 |
261 |
|
27 |
20 |
39 |
68 |
80 |
167 |
261 |
261 |
|
28 |
20 |
39 |
71 |
80 |
166 |
261 |
261 |
|
29 |
19 |
39 |
73 |
80 |
166 |
260 |
260 |
|
30 |
19 |
38 |
76 |
79 |
166 |
260 |
260 |
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 |
3162 |
|
2 |
0 |
1 |
6 |
25 |
143 |
343 |
2348 |
|
3 |
1 |
1 |
8 |
30 |
138 |
359 |
1766 |
|
4 |
1 |
3 |
11 |
34 |
136 |
360 |
1360 |
|
5 |
1 |
4 |
14 |
36 |
136 |
352 |
1075 |
|
6 |
2 |
4 |
16 |
39 |
136 |
339 |
870 |
|
7 |
2 |
6 |
19 |
41 |
136 |
323 |
718 |
|
8 |
2 |
6 |
22 |
43 |
136 |
306 |
603 |
|
9 |
3 |
7 |
23 |
46 |
136 |
288 |
512 |
|
10 |
4 |
8 |
26 |
48 |
136 |
271 |
440 |
|
11 |
4 |
9 |
29 |
50 |
137 |
254 |
382 |
|
12 |
4 |
10 |
31 |
49 |
135 |
238 |
334 |
|
13 |
4 |
10 |
34 |
50 |
136 |
231 |
293 |
|
14 |
4 |
12 |
35 |
50 |
136 |
230 |
259 |
|
15 |
5 |
12 |
38 |
48 |
135 |
229 |
231 |
|
16 |
6 |
13 |
41 |
48 |
134 |
228 |
228 |
|
17 |
6 |
14 |
43 |
50 |
134 |
228 |
228 |
|
18 |
6 |
15 |
45 |
52 |
134 |
228 |
228 |
|
19 |
7 |
15 |
47 |
54 |
134 |
229 |
229 |
|
20 |
7 |
17 |
50 |
56 |
135 |
229 |
229 |
|
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 |
135 |
229 |
229 |
|
25 |
9 |
20 |
62 |
66 |
135 |
229 |
229 |
|
26 |
9 |
21 |
64 |
68 |
135 |
229 |
229 |
|
27 |
10 |
23 |
67 |
70 |
137 |
229 |
229 |
|
28 |
10 |
23 |
68 |
71 |
138 |
229 |
229 |
|
29 |
10 |
24 |
71 |
73 |
139 |
229 |
229 |
|
30 |
11 |
25 |
74 |
75 |
141 |
229 |
229 |
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 |
54 |
60 |
82 |
200 |
303 |
3205 |
|
2 |
41 |
54 |
60 |
82 |
200 |
348 |
2384 |
|
3 |
40 |
54 |
62 |
86 |
195 |
365 |
1796 |
|
4 |
40 |
54 |
64 |
89 |
192 |
366 |
1386 |
|
5 |
40 |
55 |
67 |
90 |
191 |
359 |
1096 |
|
6 |
40 |
57 |
68 |
92 |
190 |
346 |
888 |
|
7 |
41 |
58 |
69 |
94 |
189 |
330 |
734 |
|
8 |
40 |
58 |
69 |
95 |
188 |
312 |
616 |
|
9 |
39 |
58 |
70 |
97 |
187 |
295 |
524 |
|
10 |
39 |
58 |
70 |
98 |
186 |
280 |
450 |
|
11 |
38 |
58 |
70 |
99 |
185 |
279 |
391 |
|
12 |
38 |
57 |
70 |
98 |
184 |
279 |
342 |
|
13 |
37 |
56 |
69 |
97 |
184 |
278 |
301 |
|
14 |
36 |
56 |
68 |
97 |
183 |
277 |
277 |
|
15 |
36 |
55 |
68 |
96 |
183 |
277 |
277 |
|
16 |
35 |
54 |
67 |
95 |
182 |
276 |
276 |
|
17 |
35 |
54 |
66 |
95 |
181 |
276 |
276 |
|
18 |
34 |
53 |
66 |
94 |
181 |
275 |
275 |
|
19 |
34 |
53 |
65 |
94 |
180 |
275 |
275 |
|
20 |
33 |
53 |
65 |
94 |
180 |
274 |
274 |
|
21 |
33 |
52 |
65 |
93 |
180 |
274 |
274 |
|
22 |
33 |
52 |
65 |
93 |
179 |
274 |
274 |
|
23 |
32 |
51 |
64 |
92 |
179 |
273 |
273 |
|
24 |
32 |
51 |
63 |
92 |
178 |
273 |
273 |
|
25 |
31 |
50 |
63 |
91 |
178 |
272 |
272 |
|
26 |
30 |
49 |
66 |
90 |
177 |
271 |
271 |
|
27 |
29 |
49 |
68 |
90 |
176 |
270 |
270 |
|
28 |
29 |
48 |
71 |
89 |
176 |
270 |
270 |
|
29 |
28 |
47 |
73 |
88 |
175 |
269 |
269 |
|
30 |
27 |
47 |
76 |
88 |
174 |
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 |
25 |
32 |
54 |
172 |
305 |
3224 |
|
2 |
17 |
29 |
36 |
57 |
176 |
350 |
2396 |
|
3 |
19 |
33 |
41 |
65 |
173 |
367 |
1804 |
|
4 |
21 |
36 |
46 |
71 |
173 |
368 |
1391 |
|
5 |
24 |
39 |
51 |
74 |
175 |
360 |
1101 |
|
6 |
23 |
40 |
51 |
76 |
173 |
347 |
892 |
|
7 |
28 |
46 |
56 |
81 |
176 |
331 |
736 |
|
8 |
27 |
45 |
56 |
82 |
175 |
314 |
618 |
|
9 |
28 |
47 |
59 |
86 |
176 |
296 |
526 |
|
10 |
30 |
49 |
61 |
89 |
177 |
279 |
452 |
|
11 |
31 |
50 |
63 |
91 |
178 |
272 |
393 |
|
12 |
32 |
51 |
64 |
92 |
179 |
273 |
343 |
|
13 |
32 |
51 |
64 |
92 |
179 |
273 |
302 |
|
14 |
32 |
52 |
64 |
93 |
179 |
273 |
273 |
|
15 |
33 |
52 |
64 |
93 |
179 |
274 |
274 |
|
16 |
32 |
51 |
64 |
92 |
179 |
273 |
273 |
|
17 |
32 |
51 |
64 |
92 |
179 |
273 |
273 |
|
18 |
32 |
51 |
63 |
92 |
178 |
273 |
273 |
|
19 |
31 |
50 |
63 |
92 |
178 |
272 |
272 |
|
20 |
31 |
51 |
63 |
92 |
178 |
272 |
272 |
|
21 |
31 |
50 |
63 |
91 |
178 |
272 |
272 |
|
22 |
31 |
50 |
63 |
91 |
178 |
272 |
272 |
|
23 |
31 |
50 |
63 |
91 |
177 |
272 |
272 |
|
24 |
30 |
49 |
62 |
91 |
177 |
271 |
271 |
|
25 |
30 |
49 |
64 |
90 |
177 |
271 |
271 |
|
26 |
29 |
49 |
66 |
90 |
176 |
270 |
270 |
|
27 |
29 |
48 |
69 |
89 |
176 |
270 |
270 |
|
28 |
28 |
47 |
71 |
89 |
175 |
269 |
269 |
|
29 |
28 |
47 |
74 |
88 |
175 |
269 |
269 |
|
30 |
27 |
46 |
76 |
87 |
174 |
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 |
172 |
305 |
3231 |
|
2 |
14 |
26 |
33 |
54 |
173 |
351 |
2404 |
|
3 |
14 |
28 |
36 |
60 |
169 |
368 |
1812 |
|
4 |
15 |
29 |
39 |
64 |
167 |
370 |
1398 |
|
5 |
16 |
31 |
42 |
66 |
167 |
361 |
1106 |
|
6 |
17 |
33 |
45 |
69 |
167 |
348 |
895 |
|
7 |
18 |
36 |
47 |
71 |
166 |
332 |
738 |
|
8 |
19 |
37 |
48 |
74 |
166 |
314 |
619 |
|
9 |
19 |
38 |
49 |
77 |
166 |
296 |
527 |
|
10 |
19 |
38 |
51 |
79 |
167 |
279 |
453 |
|
11 |
20 |
39 |
52 |
80 |
167 |
261 |
392 |
|
12 |
20 |
39 |
52 |
80 |
167 |
261 |
343 |
|
13 |
20 |
39 |
52 |
80 |
167 |
261 |
302 |
|
14 |
20 |
39 |
52 |
80 |
167 |
261 |
267 |
|
15 |
20 |
39 |
52 |
80 |
167 |
261 |
261 |
|
16 |
20 |
39 |
52 |
80 |
167 |
261 |
261 |
|
17 |
20 |
39 |
52 |
80 |
167 |
261 |
261 |
|
18 |
20 |
39 |
52 |
80 |
167 |
261 |
261 |
|
19 |
20 |
39 |
52 |
80 |
167 |
261 |
261 |
|
20 |
20 |
39 |
52 |
80 |
167 |
261 |
261 |
|
21 |
20 |
39 |
54 |
80 |
167 |
261 |
261 |
|
22 |
20 |
39 |
56 |
80 |
166 |
261 |
261 |
|
23 |
19 |
38 |
58 |
79 |
166 |
260 |
260 |
|
24 |
19 |
38 |
61 |
79 |
165 |
260 |
260 |
|
25 |
18 |
37 |
63 |
78 |
165 |
259 |
259 |
|
26 |
18 |
37 |
66 |
78 |
165 |
259 |
259 |
|
27 |
17 |
37 |
68 |
78 |
164 |
258 |
258 |
|
28 |
17 |
36 |
71 |
77 |
164 |
258 |
258 |
|
29 |
17 |
36 |
73 |
77 |
163 |
258 |
258 |
|
30 |
16 |
35 |
76 |
77 |
163 |
257 |
257 |
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 |
204 |
308 |
3264 |
|
2 |
48 |
60 |
67 |
88 |
207 |
357 |
2450 |
|
3 |
50 |
64 |
72 |
96 |
205 |
377 |
1855 |
|
4 |
52 |
66 |
76 |
101 |
203 |
379 |
1435 |
|
5 |
53 |
69 |
80 |
104 |
204 |
372 |
1138 |
|
6 |
55 |
72 |
83 |
108 |
205 |
359 |
923 |
|
7 |
57 |
74 |
85 |
110 |
205 |
343 |
763 |
|
8 |
57 |
75 |
86 |
112 |
205 |
326 |
641 |
|
9 |
57 |
76 |
87 |
115 |
204 |
308 |
546 |
|
10 |
57 |
76 |
89 |
117 |
204 |
299 |
470 |
|
11 |
57 |
77 |
89 |
117 |
204 |
298 |
408 |
|
12 |
57 |
76 |
89 |
117 |
204 |
298 |
356 |
|
13 |
56 |
75 |
88 |
116 |
203 |
297 |
314 |
|
14 |
55 |
75 |
87 |
116 |
202 |
296 |
296 |
|
15 |
55 |
74 |
86 |
115 |
201 |
296 |
296 |
|
16 |
54 |
73 |
86 |
114 |
201 |
295 |
295 |
|
17 |
53 |
72 |
85 |
113 |
200 |
294 |
294 |
|
18 |
53 |
72 |
84 |
113 |
199 |
294 |
294 |
|
19 |
52 |
71 |
84 |
112 |
199 |
293 |
293 |
|
20 |
51 |
71 |
83 |
112 |
198 |
292 |
292 |
|
21 |
51 |
70 |
83 |
111 |
197 |
292 |
292 |
|
22 |
50 |
69 |
82 |
110 |
197 |
291 |
291 |
|
23 |
49 |
68 |
81 |
109 |
196 |
290 |
290 |
|
24 |
48 |
67 |
80 |
108 |
195 |
289 |
289 |
|
25 |
47 |
66 |
79 |
107 |
194 |
288 |
288 |
|
26 |
46 |
65 |
78 |
106 |
193 |
287 |
287 |
|
27 |
45 |
65 |
77 |
106 |
192 |
286 |
286 |
|
28 |
44 |
64 |
76 |
105 |
191 |
285 |
285 |
|
29 |
43 |
63 |
76 |
104 |
190 |
284 |
284 |
|
30 |
43 |
62 |
79 |
103 |
189 |
284 |
284 |
3.17
Colombian peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
76 |
89 |
95 |
117 |
235 |
332 |
3353 |
|
2 |
81 |
94 |
100 |
122 |
240 |
367 |
2523 |
|
3 |
82 |
95 |
103 |
127 |
236 |
388 |
1915 |
|
4 |
81 |
96 |
106 |
131 |
233 |
392 |
1485 |
|
5 |
84 |
100 |
111 |
135 |
235 |
385 |
1179 |
|
6 |
87 |
103 |
114 |
139 |
236 |
372 |
957 |
|
7 |
89 |
106 |
117 |
142 |
237 |
356 |
792 |
|
8 |
90 |
108 |
119 |
145 |
238 |
338 |
665 |
|
9 |
91 |
110 |
122 |
149 |
239 |
333 |
566 |
|
10 |
92 |
111 |
124 |
151 |
239 |
333 |
487 |
|
11 |
92 |
111 |
124 |
152 |
239 |
333 |
423 |
|
12 |
91 |
110 |
123 |
151 |
238 |
332 |
370 |
|
13 |
90 |
109 |
122 |
150 |
237 |
331 |
331 |
|
14 |
89 |
108 |
121 |
149 |
236 |
330 |
330 |
|
15 |
87 |
107 |
119 |
148 |
234 |
328 |
328 |
|
16 |
86 |
105 |
118 |
146 |
233 |
327 |
327 |
|
17 |
85 |
104 |
117 |
145 |
231 |
326 |
326 |
|
18 |
83 |
103 |
115 |
144 |
230 |
324 |
324 |
|
19 |
82 |
101 |
114 |
142 |
229 |
323 |
323 |
|
20 |
81 |
100 |
113 |
141 |
228 |
322 |
322 |
|
21 |
79 |
99 |
111 |
140 |
226 |
320 |
320 |
|
22 |
78 |
97 |
110 |
138 |
225 |
319 |
319 |
|
23 |
76 |
95 |
108 |
136 |
223 |
317 |
317 |
|
24 |
75 |
94 |
106 |
135 |
221 |
316 |
316 |
|
25 |
73 |
92 |
105 |
133 |
220 |
314 |
314 |
|
26 |
71 |
91 |
103 |
132 |
218 |
312 |
312 |
|
27 |
70 |
89 |
102 |
130 |
216 |
311 |
311 |
|
28 |
68 |
87 |
100 |
128 |
215 |
309 |
309 |
|
29 |
67 |
86 |
98 |
127 |
213 |
308 |
308 |
|
30 |
65 |
84 |
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 |
6 |
19 |
25 |
47 |
165 |
303 |
3209 |
|
2 |
9 |
22 |
28 |
50 |
168 |
348 |
2385 |
|
3 |
11 |
24 |
33 |
57 |
165 |
365 |
1797 |
|
4 |
13 |
27 |
37 |
62 |
165 |
366 |
1386 |
|
5 |
15 |
30 |
42 |
65 |
166 |
358 |
1096 |
|
6 |
17 |
33 |
44 |
69 |
166 |
345 |
887 |
|
7 |
18 |
36 |
47 |
71 |
166 |
329 |
733 |
|
8 |
19 |
37 |
48 |
74 |
166 |
312 |
615 |
|
9 |
19 |
38 |
49 |
77 |
166 |
294 |
523 |
|
10 |
19 |
38 |
51 |
79 |
166 |
277 |
449 |
|
11 |
19 |
39 |
51 |
80 |
166 |
261 |
390 |
|
12 |
19 |
38 |
51 |
79 |
166 |
260 |
340 |
|
13 |
19 |
38 |
51 |
79 |
165 |
260 |
299 |
|
14 |
18 |
37 |
50 |
78 |
165 |
259 |
265 |
|
15 |
17 |
37 |
49 |
78 |
164 |
258 |
258 |
|
16 |
17 |
36 |
48 |
77 |
163 |
258 |
258 |
|
17 |
16 |
35 |
48 |
76 |
163 |
257 |
257 |
|
18 |
16 |
35 |
48 |
76 |
163 |
257 |
257 |
|
19 |
16 |
35 |
49 |
76 |
163 |
257 |
257 |
|
20 |
16 |
35 |
51 |
76 |
163 |
257 |
257 |
|
21 |
16 |
35 |
54 |
76 |
163 |
257 |
257 |
|
22 |
16 |
35 |
56 |
76 |
163 |
257 |
257 |
|
23 |
16 |
35 |
58 |
76 |
163 |
257 |
257 |
|
24 |
16 |
35 |
61 |
76 |
163 |
257 |
257 |
|
25 |
16 |
35 |
63 |
76 |
163 |
257 |
257 |
|
26 |
16 |
35 |
66 |
76 |
162 |
257 |
257 |
|
27 |
15 |
35 |
68 |
76 |
162 |
256 |
256 |
|
28 |
15 |
34 |
71 |
75 |
162 |
256 |
256 |
|
29 |
15 |
34 |
73 |
75 |
162 |
256 |
256 |
|
30 |
15 |
34 |
76 |
77 |
162 |
256 |
256 |
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 |
346 |
3408 |
|
2 |
91 |
104 |
110 |
132 |
250 |
370 |
2551 |
|
3 |
91 |
104 |
113 |
137 |
245 |
390 |
1929 |
|
4 |
91 |
106 |
116 |
141 |
243 |
393 |
1492 |
|
5 |
92 |
107 |
119 |
143 |
243 |
385 |
1182 |
|
6 |
93 |
109 |
121 |
145 |
242 |
371 |
957 |
|
7 |
94 |
112 |
122 |
147 |
242 |
355 |
791 |
|
8 |
94 |
112 |
123 |
149 |
242 |
336 |
663 |
|
9 |
94 |
112 |
124 |
151 |
241 |
335 |
564 |
|
10 |
93 |
112 |
124 |
152 |
240 |
334 |
485 |
|
11 |
91 |
110 |
123 |
151 |
238 |
332 |
420 |
|
12 |
89 |
109 |
121 |
150 |
236 |
330 |
367 |
|
13 |
88 |
107 |
120 |
148 |
234 |
329 |
329 |
|
14 |
86 |
105 |
118 |
146 |
233 |
327 |
327 |
|
15 |
84 |
103 |
116 |
144 |
231 |
325 |
325 |
|
16 |
82 |
101 |
114 |
142 |
229 |
323 |
323 |
|
17 |
81 |
100 |
112 |
141 |
227 |
322 |
322 |
|
18 |
79 |
98 |
111 |
139 |
226 |
320 |
320 |
|
19 |
78 |
97 |
110 |
138 |
225 |
319 |
319 |
|
20 |
77 |
96 |
109 |
137 |
224 |
318 |
318 |
|
21 |
76 |
95 |
108 |
136 |
222 |
317 |
317 |
|
22 |
75 |
94 |
106 |
135 |
221 |
316 |
316 |
|
23 |
73 |
93 |
105 |
134 |
220 |
314 |
314 |
|
24 |
72 |
91 |
104 |
132 |
219 |
313 |
313 |
|
25 |
71 |
90 |
103 |
131 |
218 |
312 |
312 |
|
26 |
70 |
89 |
102 |
130 |
216 |
311 |
311 |
|
27 |
68 |
88 |
100 |
129 |
215 |
309 |
309 |
|
28 |
67 |
87 |
99 |
128 |
214 |
308 |
308 |
|
29 |
66 |
85 |
98 |
126 |
213 |
307 |
307 |
|
30 |
65 |
84 |
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 |
317 |
329 |
336 |
357 |
476 |
572 |
3494 |
|
2 |
80 |
92 |
99 |
120 |
239 |
378 |
2615 |
|
3 |
82 |
95 |
103 |
128 |
236 |
398 |
1972 |
|
4 |
84 |
98 |
108 |
133 |
236 |
399 |
1520 |
|
5 |
86 |
101 |
113 |
137 |
237 |
390 |
1202 |
|
6 |
88 |
104 |
116 |
140 |
238 |
376 |
972 |
|
7 |
90 |
107 |
118 |
143 |
238 |
359 |
802 |
|
8 |
91 |
109 |
120 |
146 |
239 |
340 |
672 |
|
9 |
91 |
110 |
122 |
149 |
239 |
333 |
572 |
|
10 |
92 |
111 |
123 |
151 |
239 |
333 |
491 |
|
11 |
92 |
111 |
124 |
152 |
239 |
333 |
426 |
|
12 |
92 |
111 |
124 |
152 |
239 |
333 |
372 |
|
13 |
92 |
112 |
124 |
153 |
239 |
333 |
333 |
|
14 |
93 |
112 |
125 |
153 |
240 |
334 |
334 |
|
15 |
94 |
113 |
126 |
154 |
241 |
335 |
335 |
|
16 |
95 |
114 |
127 |
155 |
241 |
336 |
336 |
|
17 |
96 |
115 |
128 |
156 |
242 |
337 |
337 |
|
18 |
97 |
116 |
129 |
157 |
243 |
338 |
338 |
|
19 |
97 |
117 |
129 |
158 |
244 |
338 |
338 |
|
20 |
98 |
117 |
130 |
158 |
245 |
339 |
339 |
|
21 |
98 |
117 |
130 |
158 |
245 |
339 |
339 |
|
22 |
98 |
117 |
130 |
158 |
245 |
339 |
339 |
|
23 |
97 |
116 |
129 |
157 |
244 |
338 |
338 |
|
24 |
96 |
115 |
128 |
156 |
243 |
337 |
337 |
|
25 |
95 |
114 |
127 |
155 |
242 |
336 |
336 |
|
26 |
94 |
113 |
126 |
154 |
241 |
335 |
335 |
|
27 |
93 |
112 |
124 |
153 |
239 |
334 |
334 |
|
28 |
91 |
110 |
123 |
151 |
238 |
332 |
332 |
|
29 |
90 |
109 |
122 |
150 |
236 |
331 |
331 |
|
30 |
88 |
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 |
3205 |
|
2 |
0 |
7 |
13 |
35 |
153 |
347 |
2379 |
|
3 |
1 |
7 |
15 |
39 |
148 |
364 |
1789 |
|
4 |
1 |
7 |
17 |
42 |
145 |
364 |
1378 |
|
5 |
1 |
8 |
20 |
43 |
144 |
356 |
1088 |
|
6 |
2 |
10 |
21 |
46 |
143 |
342 |
880 |
|
7 |
2 |
12 |
22 |
47 |
142 |
326 |
726 |
|
8 |
2 |
12 |
23 |
49 |
141 |
308 |
608 |
|
9 |
3 |
12 |
25 |
51 |
140 |
291 |
517 |
|
10 |
4 |
12 |
26 |
52 |
140 |
273 |
444 |
|
11 |
4 |
12 |
29 |
53 |
140 |
256 |
385 |
|
12 |
4 |
12 |
31 |
53 |
140 |
240 |
337 |
|
13 |
4 |
12 |
34 |
53 |
140 |
234 |
296 |
|
14 |
4 |
12 |
37 |
54 |
140 |
234 |
262 |
|
15 |
6 |
13 |
38 |
54 |
140 |
235 |
235 |
|
16 |
6 |
13 |
41 |
54 |
140 |
235 |
235 |
|
17 |
6 |
14 |
44 |
54 |
141 |
235 |
235 |
|
18 |
6 |
15 |
46 |
55 |
141 |
236 |
236 |
|
19 |
7 |
15 |
48 |
56 |
142 |
236 |
236 |
|
20 |
7 |
17 |
51 |
57 |
143 |
237 |
237 |
|
21 |
7 |
17 |
53 |
59 |
144 |
238 |
238 |
|
22 |
8 |
18 |
55 |
61 |
144 |
239 |
239 |
|
23 |
8 |
19 |
58 |
63 |
145 |
239 |
239 |
|
24 |
9 |
20 |
61 |
65 |
145 |
240 |
240 |
|
25 |
9 |
21 |
62 |
66 |
146 |
240 |
240 |
|
26 |
9 |
21 |
65 |
68 |
146 |
240 |
240 |
|
27 |
10 |
23 |
67 |
70 |
146 |
241 |
241 |
|
28 |
10 |
23 |
70 |
72 |
147 |
241 |
241 |
|
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 |
88 |
206 |
305 |
3226 |
|
2 |
48 |
60 |
67 |
88 |
207 |
351 |
2403 |
|
3 |
47 |
61 |
69 |
93 |
201 |
368 |
1811 |
|
4 |
47 |
61 |
71 |
96 |
198 |
369 |
1397 |
|
5 |
47 |
62 |
74 |
97 |
198 |
361 |
1105 |
|
6 |
48 |
64 |
76 |
100 |
197 |
348 |
894 |
|
7 |
48 |
65 |
76 |
101 |
196 |
332 |
738 |
|
8 |
48 |
66 |
77 |
103 |
196 |
314 |
620 |
|
9 |
47 |
66 |
78 |
105 |
195 |
297 |
527 |
|
10 |
46 |
66 |
78 |
106 |
194 |
288 |
453 |
|
11 |
45 |
65 |
77 |
105 |
192 |
286 |
393 |
|
12 |
44 |
63 |
76 |
104 |
191 |
285 |
343 |
|
13 |
43 |
62 |
74 |
103 |
189 |
284 |
302 |
|
14 |
41 |
60 |
73 |
101 |
188 |
282 |
282 |
|
15 |
40 |
59 |
72 |
100 |
187 |
281 |
281 |
|
16 |
38 |
58 |
70 |
99 |
185 |
279 |
279 |
|
17 |
37 |
57 |
69 |
98 |
184 |
278 |
278 |
|
18 |
36 |
56 |
68 |
97 |
183 |
277 |
277 |
|
19 |
36 |
55 |
68 |
96 |
182 |
277 |
277 |
|
20 |
35 |
54 |
67 |
95 |
182 |
276 |
276 |
|
21 |
35 |
54 |
67 |
95 |
181 |
276 |
276 |
|
22 |
34 |
53 |
66 |
94 |
181 |
275 |
275 |
|
23 |
33 |
53 |
65 |
94 |
180 |
274 |
274 |
|
24 |
33 |
52 |
65 |
93 |
179 |
274 |
274 |
|
25 |
32 |
51 |
64 |
92 |
179 |
273 |
273 |
|
26 |
31 |
51 |
66 |
92 |
178 |
272 |
272 |
|
27 |
31 |
50 |
69 |
91 |
177 |
272 |
272 |
|
28 |
30 |
49 |
71 |
90 |
177 |
271 |
271 |
|
29 |
29 |
49 |
73 |
90 |
176 |
270 |
270 |
|
30 |
29 |
48 |
76 |
89 |
175 |
270 |
270 |
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 |
366 |
3410 |
|
2 |
112 |
124 |
131 |
152 |
271 |
370 |
2548 |
|
3 |
113 |
126 |
134 |
159 |
267 |
390 |
1931 |
|
4 |
114 |
128 |
138 |
163 |
266 |
393 |
1494 |
|
5 |
115 |
131 |
142 |
166 |
266 |
386 |
1184 |
|
6 |
117 |
133 |
145 |
169 |
266 |
373 |
961 |
|
7 |
118 |
136 |
146 |
171 |
266 |
360 |
795 |
|
8 |
118 |
136 |
147 |
173 |
266 |
360 |
668 |
|
9 |
118 |
137 |
148 |
176 |
265 |
360 |
570 |
|
10 |
118 |
137 |
149 |
177 |
265 |
359 |
491 |
|
11 |
117 |
136 |
149 |
177 |
264 |
358 |
426 |
|
12 |
115 |
135 |
147 |
176 |
262 |
356 |
373 |
|
13 |
114 |
133 |
146 |
174 |
260 |
355 |
355 |
|
14 |
112 |
131 |
144 |
172 |
259 |
353 |
353 |
|
15 |
110 |
129 |
142 |
170 |
257 |
351 |
351 |
|
16 |
108 |
127 |
139 |
168 |
254 |
349 |
349 |
|
17 |
106 |
125 |
137 |
166 |
252 |
347 |
347 |
|
18 |
104 |
123 |
135 |
164 |
250 |
345 |
345 |
|
19 |
102 |
121 |
134 |
162 |
248 |
343 |
343 |
|
20 |
100 |
119 |
132 |
160 |
247 |
341 |
341 |
|
21 |
98 |
117 |
130 |
159 |
245 |
339 |
339 |
|
22 |
96 |
116 |
128 |
157 |
243 |
337 |
337 |
|
23 |
95 |
114 |
126 |
155 |
241 |
336 |
336 |
|
24 |
93 |
112 |
125 |
153 |
239 |
334 |
334 |
|
25 |
91 |
110 |
123 |
151 |
238 |
332 |
332 |
|
26 |
89 |
108 |
121 |
149 |
236 |
330 |
330 |
|
27 |
87 |
106 |
119 |
148 |
234 |
328 |
328 |
|
28 |
86 |
105 |
117 |
146 |
232 |
327 |
327 |
|
29 |
84 |
103 |
116 |
144 |
231 |
325 |
325 |
|
30 |
82 |
101 |
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 |
417 |
3543 |
|
2 |
171 |
184 |
190 |
212 |
330 |
426 |
2660 |
|
3 |
176 |
189 |
197 |
222 |
330 |
426 |
2010 |
|
4 |
178 |
192 |
202 |
227 |
329 |
424 |
1553 |
|
5 |
179 |
194 |
206 |
229 |
330 |
424 |
1230 |
|
6 |
179 |
196 |
207 |
232 |
329 |
423 |
996 |
|
7 |
180 |
197 |
208 |
233 |
328 |
422 |
823 |
|
8 |
179 |
197 |
208 |
234 |
326 |
421 |
690 |
|
9 |
178 |
196 |
208 |
235 |
325 |
419 |
587 |
|
10 |
177 |
196 |
208 |
236 |
324 |
418 |
505 |
|
11 |
175 |
194 |
207 |
235 |
322 |
416 |
438 |
|
12 |
173 |
192 |
205 |
233 |
320 |
414 |
414 |
|
13 |
170 |
190 |
202 |
231 |
317 |
411 |
411 |
|
14 |
167 |
187 |
199 |
228 |
314 |
408 |
408 |
|
15 |
164 |
184 |
196 |
225 |
311 |
405 |
405 |
|
16 |
161 |
181 |
193 |
222 |
308 |
402 |
402 |
|
17 |
158 |
178 |
190 |
219 |
305 |
399 |
399 |
|
18 |
155 |
175 |
187 |
216 |
302 |
396 |
396 |
|
19 |
152 |
172 |
184 |
213 |
299 |
393 |
393 |
|
20 |
149 |
169 |
181 |
210 |
296 |
391 |
391 |
|
21 |
147 |
166 |
178 |
207 |
293 |
388 |
388 |
|
22 |
143 |
163 |
175 |
204 |
290 |
384 |
384 |
|
23 |
140 |
160 |
172 |
201 |
287 |
381 |
381 |
|
24 |
137 |
157 |
169 |
198 |
284 |
378 |
378 |
|
25 |
134 |
153 |
166 |
195 |
281 |
375 |
375 |
|
26 |
131 |
151 |
163 |
192 |
278 |
372 |
372 |
|
27 |
128 |
148 |
160 |
189 |
275 |
369 |
369 |
|
28 |
126 |
145 |
157 |
186 |
272 |
367 |
367 |
|
29 |
123 |
142 |
155 |
183 |
270 |
364 |
364 |
|
30 |
120 |
139 |
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 |
27 |
40 |
46 |
68 |
186 |
313 |
3324 |
|
2 |
28 |
41 |
47 |
69 |
187 |
360 |
2472 |
|
3 |
28 |
41 |
50 |
74 |
182 |
377 |
1861 |
|
4 |
28 |
42 |
52 |
77 |
180 |
378 |
1433 |
|
5 |
28 |
43 |
55 |
79 |
179 |
369 |
1133 |
|
6 |
29 |
45 |
57 |
81 |
178 |
355 |
916 |
|
7 |
30 |
47 |
58 |
83 |
178 |
339 |
756 |
|
8 |
29 |
47 |
58 |
84 |
177 |
321 |
634 |
|
9 |
28 |
47 |
59 |
86 |
176 |
302 |
538 |
|
10 |
28 |
47 |
59 |
87 |
175 |
284 |
463 |
|
11 |
27 |
47 |
59 |
88 |
174 |
269 |
401 |
|
12 |
27 |
46 |
59 |
87 |
174 |
268 |
351 |
|
13 |
26 |
46 |
58 |
87 |
173 |
267 |
308 |
|
14 |
26 |
45 |
58 |
86 |
173 |
267 |
273 |
|
15 |
26 |
45 |
58 |
86 |
172 |
267 |
267 |
|
16 |
25 |
45 |
57 |
86 |
172 |
267 |
267 |
|
17 |
25 |
45 |
57 |
86 |
172 |
266 |
266 |
|
18 |
25 |
45 |
57 |
86 |
172 |
267 |
267 |
|
19 |
26 |
45 |
57 |
86 |
172 |
267 |
267 |
|
20 |
26 |
45 |
58 |
86 |
172 |
267 |
267 |
|
21 |
26 |
45 |
58 |
86 |
173 |
267 |
267 |
|
22 |
26 |
45 |
57 |
86 |
172 |
267 |
267 |
|
23 |
25 |
45 |
60 |
86 |
172 |
266 |
266 |
|
24 |
25 |
44 |
62 |
85 |
172 |
266 |
266 |
|
25 |
25 |
44 |
65 |
85 |
172 |
266 |
266 |
|
26 |
25 |
44 |
67 |
85 |
171 |
266 |
266 |
|
27 |
24 |
43 |
70 |
85 |
171 |
265 |
265 |
|
28 |
24 |
43 |
72 |
84 |
171 |
265 |
265 |
|
29 |
24 |
43 |
75 |
84 |
170 |
265 |
265 |
|
30 |
23 |
42 |
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 |
24 |
37 |
43 |
65 |
183 |
310 |
3289 |
|
2 |
26 |
38 |
45 |
67 |
185 |
357 |
2449 |
|
3 |
27 |
40 |
49 |
73 |
181 |
375 |
1847 |
|
4 |
28 |
42 |
53 |
78 |
180 |
376 |
1425 |
|
5 |
30 |
45 |
57 |
80 |
181 |
368 |
1127 |
|
6 |
31 |
48 |
59 |
84 |
181 |
355 |
913 |
|
7 |
34 |
51 |
62 |
86 |
181 |
338 |
754 |
|
8 |
34 |
52 |
63 |
89 |
182 |
321 |
633 |
|
9 |
34 |
53 |
65 |
92 |
182 |
303 |
539 |
|
10 |
35 |
54 |
67 |
94 |
182 |
285 |
463 |
|
11 |
36 |
55 |
67 |
96 |
182 |
277 |
402 |
|
12 |
36 |
55 |
68 |
96 |
183 |
277 |
352 |
|
13 |
36 |
55 |
68 |
96 |
183 |
277 |
310 |
|
14 |
36 |
55 |
68 |
96 |
182 |
277 |
277 |
|
15 |
36 |
55 |
67 |
96 |
182 |
277 |
277 |
|
16 |
35 |
54 |
67 |
95 |
182 |
276 |
276 |
|
17 |
35 |
55 |
67 |
96 |
182 |
276 |
276 |
|
18 |
35 |
55 |
67 |
96 |
182 |
276 |
276 |
|
19 |
35 |
55 |
67 |
96 |
182 |
276 |
276 |
|
20 |
36 |
55 |
68 |
96 |
183 |
277 |
277 |
|
21 |
36 |
55 |
68 |
96 |
183 |
277 |
277 |
|
22 |
36 |
55 |
68 |
96 |
183 |
277 |
277 |
|
23 |
35 |
55 |
67 |
96 |
182 |
276 |
276 |
|
24 |
35 |
54 |
67 |
95 |
182 |
276 |
276 |
|
25 |
35 |
54 |
67 |
95 |
181 |
276 |
276 |
|
26 |
34 |
53 |
68 |
94 |
181 |
275 |
275 |
|
27 |
34 |
53 |
70 |
94 |
180 |
275 |
275 |
|
28 |
33 |
52 |
73 |
93 |
180 |
274 |
274 |
|
29 |
32 |
52 |
75 |
93 |
179 |
273 |
273 |
|
30 |
32 |
51 |
78 |
92 |
179 |
273 |
273 |
3.27
Russian rouble
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
121 |
133 |
140 |
162 |
280 |
376 |
3527 |
|
2 |
120 |
132 |
139 |
160 |
279 |
381 |
2636 |
|
3 |
119 |
132 |
140 |
164 |
273 |
400 |
1987 |
|
4 |
118 |
132 |
142 |
167 |
270 |
401 |
1530 |
|
5 |
118 |
133 |
145 |
169 |
269 |
392 |
1208 |
|
6 |
118 |
134 |
146 |
170 |
268 |
377 |
977 |
|
7 |
119 |
136 |
147 |
172 |
267 |
361 |
805 |
|
8 |
118 |
136 |
147 |
173 |
266 |
360 |
674 |
|
9 |
117 |
136 |
148 |
175 |
265 |
359 |
573 |
|
10 |
117 |
136 |
149 |
177 |
264 |
358 |
492 |
|
11 |
116 |
136 |
148 |
177 |
263 |
358 |
426 |
|
12 |
115 |
135 |
147 |
176 |
262 |
356 |
372 |
|
13 |
114 |
133 |
146 |
175 |
261 |
355 |
355 |
|
14 |
113 |
132 |
145 |
173 |
260 |
354 |
354 |
|
15 |
111 |
130 |
143 |
171 |
258 |
352 |
352 |
|
16 |
109 |
128 |
141 |
169 |
256 |
350 |
350 |
|
17 |
106 |
126 |
138 |
167 |
253 |
347 |
347 |
|
18 |
104 |
123 |
136 |
164 |
251 |
345 |
345 |
|
19 |
102 |
121 |
134 |
162 |
249 |
343 |
343 |
|
20 |
100 |
119 |
132 |
160 |
247 |
341 |
341 |
|
21 |
98 |
117 |
130 |
158 |
245 |
339 |
339 |
|
22 |
96 |
115 |
127 |
156 |
242 |
337 |
337 |
|
23 |
93 |
113 |
125 |
154 |
240 |
334 |
334 |
|
24 |
91 |
110 |
123 |
151 |
238 |
332 |
332 |
|
25 |
89 |
108 |
121 |
149 |
236 |
330 |
330 |
|
26 |
87 |
106 |
119 |
147 |
234 |
328 |
328 |
|
27 |
85 |
104 |
117 |
145 |
232 |
326 |
326 |
|
28 |
83 |
102 |
115 |
143 |
230 |
324 |
324 |
|
29 |
81 |
100 |
113 |
141 |
228 |
322 |
322 |
|
30 |
79 |
98 |
111 |
139 |
226 |
320 |
320 |
3.28
Singapore dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
8 |
14 |
36 |
154 |
304 |
3215 |
|
2 |
0 |
9 |
16 |
38 |
156 |
349 |
2392 |
|
3 |
1 |
11 |
20 |
44 |
152 |
367 |
1803 |
|
4 |
1 |
13 |
24 |
49 |
151 |
368 |
1391 |
|
5 |
1 |
16 |
28 |
51 |
152 |
360 |
1100 |
|
6 |
3 |
19 |
30 |
55 |
152 |
346 |
890 |
|
7 |
4 |
22 |
32 |
57 |
152 |
330 |
735 |
|
8 |
5 |
23 |
34 |
60 |
152 |
313 |
617 |
|
9 |
5 |
23 |
35 |
63 |
152 |
295 |
524 |
|
10 |
5 |
24 |
37 |
65 |
152 |
277 |
450 |
|
11 |
5 |
24 |
37 |
65 |
152 |
260 |
391 |
|
12 |
5 |
24 |
37 |
65 |
152 |
246 |
341 |
|
13 |
5 |
24 |
36 |
65 |
151 |
246 |
300 |
|
14 |
4 |
24 |
37 |
65 |
151 |
245 |
265 |
|
15 |
6 |
23 |
39 |
64 |
151 |
245 |
245 |
|
16 |
6 |
23 |
41 |
64 |
151 |
245 |
245 |
|
17 |
6 |
23 |
44 |
64 |
151 |
245 |
245 |
|
18 |
6 |
23 |
46 |
64 |
151 |
245 |
245 |
|
19 |
7 |
23 |
49 |
64 |
151 |
245 |
245 |
|
20 |
7 |
24 |
51 |
65 |
151 |
245 |
245 |
|
21 |
7 |
24 |
54 |
65 |
152 |
246 |
246 |
|
22 |
8 |
24 |
56 |
65 |
152 |
246 |
246 |
|
23 |
8 |
25 |
58 |
66 |
152 |
246 |
246 |
|
24 |
9 |
25 |
61 |
66 |
152 |
247 |
247 |
|
25 |
9 |
25 |
63 |
68 |
153 |
247 |
247 |
|
26 |
9 |
25 |
66 |
69 |
153 |
247 |
247 |
|
27 |
10 |
25 |
68 |
71 |
153 |
247 |
247 |
|
28 |
10 |
25 |
71 |
73 |
153 |
247 |
247 |
|
29 |
11 |
25 |
73 |
75 |
153 |
247 |
247 |
|
30 |
11 |
25 |
76 |
77 |
153 |
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 |
44 |
50 |
72 |
190 |
307 |
3252 |
|
2 |
31 |
44 |
50 |
72 |
190 |
353 |
2422 |
|
3 |
30 |
43 |
52 |
76 |
184 |
370 |
1825 |
|
4 |
29 |
43 |
54 |
79 |
181 |
371 |
1406 |
|
5 |
29 |
44 |
56 |
80 |
180 |
363 |
1111 |
|
6 |
31 |
48 |
59 |
84 |
181 |
349 |
898 |
|
7 |
30 |
47 |
58 |
82 |
178 |
332 |
741 |
|
8 |
33 |
51 |
62 |
88 |
181 |
315 |
621 |
|
9 |
32 |
51 |
63 |
90 |
180 |
297 |
528 |
|
10 |
27 |
46 |
59 |
87 |
175 |
279 |
453 |
|
11 |
23 |
42 |
55 |
83 |
170 |
264 |
393 |
|
12 |
20 |
39 |
52 |
80 |
167 |
261 |
343 |
|
13 |
18 |
37 |
50 |
78 |
164 |
259 |
302 |
|
14 |
16 |
35 |
48 |
76 |
163 |
257 |
267 |
|
15 |
14 |
34 |
46 |
75 |
161 |
255 |
255 |
|
16 |
13 |
32 |
45 |
73 |
160 |
254 |
254 |
|
17 |
12 |
31 |
44 |
72 |
159 |
253 |
253 |
|
18 |
11 |
31 |
47 |
72 |
158 |
252 |
252 |
|
19 |
11 |
30 |
49 |
71 |
158 |
252 |
252 |
|
20 |
11 |
30 |
51 |
71 |
158 |
252 |
252 |
|
21 |
11 |
30 |
54 |
71 |
158 |
252 |
252 |
|
22 |
11 |
30 |
56 |
71 |
158 |
252 |
252 |
|
23 |
11 |
30 |
58 |
71 |
158 |
252 |
252 |
|
24 |
11 |
30 |
61 |
71 |
158 |
252 |
252 |
|
25 |
11 |
30 |
63 |
71 |
157 |
252 |
252 |
|
26 |
11 |
30 |
66 |
71 |
157 |
252 |
252 |
|
27 |
10 |
30 |
68 |
71 |
157 |
251 |
251 |
|
28 |
10 |
29 |
71 |
73 |
157 |
251 |
251 |
|
29 |
11 |
29 |
73 |
75 |
157 |
251 |
251 |
|
30 |
11 |
29 |
76 |
77 |
157 |
251 |
251 |
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 |
199 |
212 |
218 |
240 |
358 |
454 |
4215 |
|
2 |
196 |
208 |
215 |
236 |
355 |
451 |
3154 |
|
3 |
190 |
204 |
212 |
236 |
345 |
469 |
2377 |
|
4 |
186 |
200 |
210 |
235 |
338 |
470 |
1827 |
|
5 |
182 |
197 |
209 |
232 |
333 |
459 |
1438 |
|
6 |
178 |
195 |
206 |
231 |
328 |
441 |
1158 |
|
7 |
175 |
193 |
203 |
228 |
323 |
419 |
950 |
|
8 |
171 |
189 |
200 |
226 |
319 |
413 |
793 |
|
9 |
167 |
186 |
198 |
225 |
315 |
409 |
670 |
|
10 |
164 |
183 |
195 |
223 |
311 |
405 |
573 |
|
11 |
160 |
179 |
192 |
220 |
307 |
401 |
495 |
|
12 |
156 |
175 |
188 |
216 |
302 |
397 |
430 |
|
13 |
152 |
171 |
184 |
212 |
298 |
393 |
393 |
|
14 |
148 |
167 |
180 |
208 |
295 |
389 |
389 |
|
15 |
144 |
164 |
176 |
205 |
291 |
385 |
385 |
|
16 |
141 |
160 |
173 |
201 |
288 |
382 |
382 |
|
17 |
138 |
157 |
169 |
198 |
284 |
379 |
379 |
|
18 |
135 |
154 |
166 |
195 |
281 |
376 |
376 |
|
19 |
132 |
151 |
163 |
192 |
278 |
373 |
373 |
|
20 |
129 |
148 |
161 |
189 |
276 |
370 |
370 |
|
21 |
126 |
145 |
158 |
186 |
273 |
367 |
367 |
|
22 |
123 |
142 |
155 |
184 |
270 |
364 |
364 |
|
23 |
120 |
140 |
152 |
181 |
267 |
362 |
362 |
|
24 |
118 |
137 |
150 |
178 |
265 |
359 |
359 |
|
25 |
115 |
134 |
147 |
175 |
262 |
356 |
356 |
|
26 |
113 |
132 |
145 |
173 |
259 |
354 |
354 |
|
27 |
110 |
129 |
142 |
170 |
257 |
351 |
351 |
|
28 |
108 |
127 |
140 |
168 |
255 |
349 |
349 |
|
29 |
105 |
125 |
137 |
166 |
252 |
346 |
346 |
|
30 |
103 |
122 |
135 |
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 |
52 |
170 |
303 |
3209 |
|
2 |
0 |
14 |
26 |
52 |
170 |
348 |
2386 |
|
3 |
1 |
17 |
28 |
56 |
167 |
366 |
1798 |
|
4 |
1 |
20 |
32 |
61 |
166 |
367 |
1387 |
|
5 |
3 |
23 |
36 |
67 |
167 |
359 |
1097 |
|
6 |
5 |
27 |
39 |
68 |
167 |
346 |
888 |
|
7 |
8 |
31 |
42 |
71 |
168 |
330 |
734 |
|
8 |
10 |
34 |
46 |
74 |
168 |
312 |
615 |
|
9 |
12 |
37 |
49 |
76 |
168 |
295 |
523 |
|
10 |
13 |
39 |
51 |
77 |
168 |
277 |
450 |
|
11 |
14 |
40 |
52 |
78 |
168 |
262 |
390 |
|
12 |
15 |
42 |
54 |
79 |
168 |
262 |
341 |
|
13 |
15 |
43 |
55 |
80 |
168 |
262 |
300 |
|
14 |
16 |
44 |
55 |
80 |
168 |
262 |
265 |
|
15 |
16 |
44 |
55 |
80 |
168 |
262 |
262 |
|
16 |
16 |
44 |
55 |
80 |
168 |
262 |
262 |
|
17 |
16 |
44 |
55 |
80 |
168 |
262 |
262 |
|
18 |
16 |
44 |
55 |
80 |
168 |
262 |
262 |
|
19 |
16 |
44 |
55 |
80 |
168 |
262 |
262 |
|
20 |
16 |
44 |
55 |
80 |
168 |
262 |
262 |
|
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 |
168 |
262 |
262 |
|
26 |
16 |
44 |
66 |
80 |
168 |
262 |
262 |
|
27 |
16 |
44 |
68 |
80 |
167 |
262 |
262 |
|
28 |
16 |
44 |
71 |
80 |
167 |
261 |
261 |
|
29 |
16 |
44 |
73 |
80 |
167 |
261 |
261 |
|
30 |
16 |
44 |
75 |
80 |
167 |
261 |
261 |
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 |
3196 |
|
2 |
0 |
1 |
6 |
14 |
131 |
346 |
2372 |
|
3 |
1 |
1 |
9 |
17 |
124 |
363 |
1783 |
|
4 |
1 |
3 |
11 |
20 |
121 |
363 |
1372 |
|
5 |
1 |
4 |
14 |
22 |
120 |
354 |
1084 |
|
6 |
2 |
4 |
16 |
25 |
120 |
340 |
876 |
|
7 |
2 |
6 |
19 |
27 |
119 |
324 |
722 |
|
8 |
2 |
6 |
22 |
30 |
119 |
307 |
606 |
|
9 |
3 |
7 |
24 |
33 |
119 |
289 |
515 |
|
10 |
4 |
8 |
26 |
34 |
119 |
272 |
442 |
|
11 |
4 |
9 |
29 |
37 |
119 |
255 |
383 |
|
12 |
4 |
10 |
31 |
39 |
120 |
239 |
335 |
|
13 |
4 |
10 |
34 |
41 |
120 |
223 |
294 |
|
14 |
4 |
12 |
36 |
43 |
120 |
214 |
260 |
|
15 |
6 |
12 |
38 |
45 |
120 |
215 |
231 |
|
16 |
6 |
13 |
41 |
48 |
120 |
215 |
215 |
|
17 |
6 |
14 |
43 |
50 |
121 |
215 |
215 |
|
18 |
6 |
15 |
45 |
52 |
122 |
215 |
215 |
|
19 |
7 |
15 |
48 |
54 |
125 |
216 |
216 |
|
20 |
7 |
17 |
50 |
56 |
127 |
217 |
217 |
|
21 |
7 |
17 |
53 |
58 |
128 |
217 |
217 |
|
22 |
8 |
18 |
55 |
60 |
130 |
217 |
217 |
|
23 |
8 |
18 |
57 |
62 |
132 |
218 |
218 |
|
24 |
8 |
20 |
59 |
64 |
133 |
218 |
218 |
|
25 |
9 |
20 |
62 |
66 |
134 |
218 |
218 |
|
26 |
9 |
21 |
64 |
68 |
137 |
218 |
218 |
|
27 |
10 |
23 |
67 |
70 |
138 |
218 |
218 |
|
28 |
10 |
23 |
69 |
71 |
138 |
218 |
218 |
|
29 |
10 |
24 |
72 |
73 |
139 |
218 |
218 |
|
30 |
11 |
25 |
74 |
75 |
141 |
218 |
218 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
5 |
|
Euro |
Belgium |
5 |
|
Euro |
Cyprus |
5 |
|
Euro |
Estonia |
5 |
|
Euro |
Finland |
5 |
|
Euro |
France |
5 |
|
Euro |
Germany |
5 |
|
Euro |
Greece |
5 |
|
Euro |
Ireland |
5 |
|
Euro |
Italy |
5 |
|
Euro |
Latvia |
5 |
|
Euro |
Lithuania |
5 |
|
Euro |
Luxembourg |
5 |
|
Euro |
Malta |
5 |
|
Euro |
Netherlands |
5 |
|
Euro |
Portugal |
5 |
|
Euro |
Slovakia |
5 |
|
Euro |
Slovenia |
5 |
|
Euro |
Spain |
5 |
|
Czech koruna |
Czech Republic |
10 |
|
Danish krone |
Denmark |
48 |
|
Forint |
Hungary |
3 |
|
Krona |
Sweden |
11 |
|
Kuna |
Croatia |
0 |
|
Lev |
Bulgaria |
-5 |
|
Pound sterling |
United Kingdom |
7 |
|
Romanian leu |
Romania |
-1 |
|
Zloty |
Poland |
4 |
|
Króna |
Iceland |
-4 |
|
Norwegian krone |
Norway |
31 |
|
Swiss franc |
Liechtenstein |
8 |
|
Swiss franc |
Switzerland |
8 |
|
Australian dollar |
Australia |
9 |
|
Canadian dollar |
Canada |
39 |
|
Renminbi-yuan |
China |
41 |
|
Hong Kong dollar |
Hong Kong |
2 |
|
US dollar |
United States |
22 |
|
Yen |
Japan |
7 |
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