COMMISSION IMPLEMENTING REGULATION (EU) 2020/1145
of 31 July 2020
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2020 until 29 September 2020 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance
(Text with EEA relevance)
Article 1
Article 2
ANNEX I
Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
|
Term to maturity (in years) |
Euro |
Czech koruna |
Danish krone |
Forint |
Krona |
Kuna |
|
1 |
-0,445 % |
0,205 % |
-0,455 % |
0,245 % |
-0,108 % |
-0,190 % |
|
2 |
-0,475 % |
0,245 % |
-0,485 % |
0,515 % |
-0,117 % |
0,193 % |
|
3 |
-0,485 % |
0,289 % |
-0,495 % |
0,766 % |
-0,108 % |
0,524 % |
|
4 |
-0,465 % |
0,336 % |
-0,475 % |
0,999 % |
-0,077 % |
0,773 % |
|
5 |
-0,445 % |
0,386 % |
-0,455 % |
1,217 % |
-0,042 % |
0,962 % |
|
6 |
-0,415 % |
0,435 % |
-0,426 % |
1,418 % |
-0,000 % |
1,107 % |
|
7 |
-0,386 % |
0,481 % |
-0,396 % |
1,602 % |
0,045 % |
1,213 % |
|
8 |
-0,346 % |
0,521 % |
-0,356 % |
1,773 % |
0,060 % |
1,285 % |
|
9 |
-0,306 % |
0,554 % |
-0,316 % |
1,927 % |
0,091 % |
1,334 % |
|
10 |
-0,267 % |
0,578 % |
-0,277 % |
2,069 % |
0,181 % |
1,390 % |
|
11 |
-0,234 % |
0,597 % |
-0,244 % |
2,199 % |
0,348 % |
1,454 % |
|
12 |
-0,187 % |
0,617 % |
-0,197 % |
2,317 % |
0,545 % |
1,522 % |
|
13 |
-0,158 % |
0,642 % |
-0,168 % |
2,426 % |
0,745 % |
1,592 % |
|
14 |
-0,125 % |
0,677 % |
-0,135 % |
2,525 % |
0,933 % |
1,661 % |
|
15 |
-0,094 % |
0,724 % |
-0,104 % |
2,615 % |
1,105 % |
1,730 % |
|
16 |
-0,082 % |
0,782 % |
-0,092 % |
2,698 % |
1,261 % |
1,796 % |
|
17 |
-0,080 % |
0,849 % |
-0,090 % |
2,774 % |
1,402 % |
1,861 % |
|
18 |
-0,075 % |
0,921 % |
-0,085 % |
2,843 % |
1,529 % |
1,923 % |
|
19 |
-0,059 % |
0,996 % |
-0,069 % |
2,908 % |
1,643 % |
1,983 % |
|
20 |
-0,027 % |
1,071 % |
0,038 % |
2,968 % |
1,747 % |
2,040 % |
|
21 |
0,022 % |
1,146 % |
0,012 % |
3,024 % |
1,841 % |
2,094 % |
|
22 |
0,086 % |
1,220 % |
0,076 % |
3,076 % |
1,927 % |
2,146 % |
|
23 |
0,158 % |
1,293 % |
0,148 % |
3,125 % |
2,006 % |
2,196 % |
|
24 |
0,236 % |
1,363 % |
0,226 % |
3,171 % |
2,078 % |
2,244 % |
|
25 |
0,317 % |
1,431 % |
0,308 % |
3,214 % |
2,144 % |
2,289 % |
|
26 |
0,399 % |
1,497 % |
0,390 % |
3,255 % |
2,205 % |
2,332 % |
|
27 |
0,482 % |
1,561 % |
0,474 % |
3,294 % |
2,262 % |
2,373 % |
|
28 |
0,564 % |
1,622 % |
0,556 % |
3,330 % |
2,315 % |
2,413 % |
|
29 |
0,645 % |
1,681 % |
0,637 % |
3,364 % |
2,364 % |
2,450 % |
|
30 |
0,724 % |
1,737 % |
0,716 % |
3,397 % |
2,410 % |
2,486 % |
|
31 |
0,801 % |
1,791 % |
0,793 % |
3,428 % |
2,453 % |
2,520 % |
|
32 |
0,876 % |
1,843 % |
0,868 % |
3,457 % |
2,493 % |
2,553 % |
|
33 |
0,948 % |
1,893 % |
0,941 % |
3,485 % |
2,531 % |
2,584 % |
|
34 |
1,018 % |
1,940 % |
1,011 % |
3,511 % |
2,567 % |
2,614 % |
|
35 |
1,085 % |
1,986 % |
1,078 % |
3,537 % |
2,600 % |
2,642 % |
|
36 |
1,150 % |
2,030 % |
1,143 % |
3,561 % |
2,632 % |
2,670 % |
|
37 |
1,213 % |
2,072 % |
1,206 % |
3,584 % |
2,662 % |
2,696 % |
|
38 |
1,273 % |
2,112 % |
1,266 % |
3,606 % |
2,690 % |
2,721 % |
|
39 |
1,330 % |
2,150 % |
1,324 % |
3,627 % |
2,718 % |
2,745 % |
|
40 |
1,386 % |
2,187 % |
1,380 % |
3,647 % |
2,743 % |
2,768 % |
|
41 |
1,439 % |
2,223 % |
1,433 % |
3,666 % |
2,768 % |
2,790 % |
|
42 |
1,491 % |
2,257 % |
1,485 % |
3,685 % |
2,791 % |
2,811 % |
|
43 |
1,540 % |
2,289 % |
1,534 % |
3,703 % |
2,813 % |
2,832 % |
|
44 |
1,588 % |
2,321 % |
1,582 % |
3,720 % |
2,834 % |
2,851 % |
|
45 |
1,633 % |
2,351 % |
1,628 % |
3,736 % |
2,855 % |
2,870 % |
|
46 |
1,677 % |
2,380 % |
1,672 % |
3,752 % |
2,874 % |
2,888 % |
|
47 |
1,719 % |
2,408 % |
1,714 % |
3,767 % |
2,893 % |
2,905 % |
|
48 |
1,760 % |
2,435 % |
1,755 % |
3,781 % |
2,910 % |
2,922 % |
|
49 |
1,799 % |
2,460 % |
1,794 % |
3,795 % |
2,927 % |
2,938 % |
|
50 |
1,837 % |
2,485 % |
1,832 % |
3,809 % |
2,944 % |
2,954 % |
|
51 |
1,874 % |
2,509 % |
1,869 % |
3,822 % |
2,960 % |
2,969 % |
|
52 |
1,909 % |
2,533 % |
1,904 % |
3,835 % |
2,975 % |
2,983 % |
|
53 |
1,943 % |
2,555 % |
1,938 % |
3,847 % |
2,989 % |
2,997 % |
|
54 |
1,975 % |
2,577 % |
1,971 % |
3,858 % |
3,003 % |
3,011 % |
|
55 |
2,007 % |
2,597 % |
2,002 % |
3,870 % |
3,017 % |
3,024 % |
|
56 |
2,038 % |
2,618 % |
2,033 % |
3,881 % |
3,030 % |
3,037 % |
|
57 |
2,067 % |
2,637 % |
2,063 % |
3,891 % |
3,042 % |
3,049 % |
|
58 |
2,096 % |
2,656 % |
2,091 % |
3,902 % |
3,055 % |
3,061 % |
|
59 |
2,123 % |
2,674 % |
2,119 % |
3,911 % |
3,066 % |
3,072 % |
|
60 |
2,150 % |
2,692 % |
2,146 % |
3,921 % |
3,078 % |
3,083 % |
|
61 |
2,176 % |
2,709 % |
2,172 % |
3,930 % |
3,089 % |
3,094 % |
|
62 |
2,201 % |
2,726 % |
2,197 % |
3,939 % |
3,099 % |
3,104 % |
|
63 |
2,225 % |
2,742 % |
2,221 % |
3,948 % |
3,110 % |
3,114 % |
|
64 |
2,249 % |
2,757 % |
2,245 % |
3,957 % |
3,120 % |
3,124 % |
|
65 |
2,272 % |
2,772 % |
2,268 % |
3,965 % |
3,129 % |
3,134 % |
|
66 |
2,294 % |
2,787 % |
2,290 % |
3,973 % |
3,139 % |
3,143 % |
|
67 |
2,315 % |
2,801 % |
2,312 % |
3,981 % |
3,148 % |
3,152 % |
|
68 |
2,336 % |
2,815 % |
2,332 % |
3,988 % |
3,157 % |
3,161 % |
|
69 |
2,356 % |
2,828 % |
2,353 % |
3,995 % |
3,165 % |
3,169 % |
|
70 |
2,376 % |
2,841 % |
2,373 % |
4,003 % |
3,173 % |
3,177 % |
|
71 |
2,395 % |
2,854 % |
2,392 % |
4,010 % |
3,182 % |
3,185 % |
|
72 |
2,414 % |
2,867 % |
2,411 % |
4,016 % |
3,189 % |
3,193 % |
|
73 |
2,432 % |
2,879 % |
2,429 % |
4,023 % |
3,197 % |
3,201 % |
|
74 |
2,450 % |
2,890 % |
2,446 % |
4,029 % |
3,205 % |
3,208 % |
|
75 |
2,467 % |
2,902 % |
2,464 % |
4,035 % |
3,212 % |
3,215 % |
|
76 |
2,484 % |
2,913 % |
2,481 % |
4,042 % |
3,219 % |
3,222 % |
|
77 |
2,500 % |
2,924 % |
2,497 % |
4,047 % |
3,226 % |
3,229 % |
|
78 |
2,516 % |
2,934 % |
2,513 % |
4,053 % |
3,232 % |
3,236 % |
|
79 |
2,532 % |
2,944 % |
2,528 % |
4,059 % |
3,239 % |
3,242 % |
|
80 |
2,547 % |
2,954 % |
2,544 % |
4,064 % |
3,245 % |
3,248 % |
|
81 |
2,561 % |
2,964 % |
2,558 % |
4,070 % |
3,252 % |
3,255 % |
|
82 |
2,576 % |
2,974 % |
2,573 % |
4,075 % |
3,258 % |
3,261 % |
|
83 |
2,590 % |
2,983 % |
2,587 % |
4,080 % |
3,264 % |
3,266 % |
|
84 |
2,604 % |
2,992 % |
2,601 % |
4,085 % |
3,269 % |
3,272 % |
|
85 |
2,617 % |
3,001 % |
2,614 % |
4,090 % |
3,275 % |
3,278 % |
|
86 |
2,630 % |
3,010 % |
2,627 % |
4,095 % |
3,281 % |
3,283 % |
|
87 |
2,643 % |
3,018 % |
2,640 % |
4,099 % |
3,286 % |
3,289 % |
|
88 |
2,655 % |
3,026 % |
2,653 % |
4,104 % |
3,291 % |
3,294 % |
|
89 |
2,668 % |
3,034 % |
2,665 % |
4,108 % |
3,296 % |
3,299 % |
|
90 |
2,680 % |
3,042 % |
2,677 % |
4,112 % |
3,301 % |
3,304 % |
|
91 |
2,691 % |
3,050 % |
2,689 % |
4,117 % |
3,306 % |
3,309 % |
|
92 |
2,703 % |
3,058 % |
2,700 % |
4,121 % |
3,311 % |
3,314 % |
|
93 |
2,714 % |
3,065 % |
2,711 % |
4,125 % |
3,316 % |
3,318 % |
|
94 |
2,725 % |
3,072 % |
2,722 % |
4,129 % |
3,320 % |
3,323 % |
|
95 |
2,736 % |
3,080 % |
2,733 % |
4,133 % |
3,325 % |
3,327 % |
|
96 |
2,746 % |
3,086 % |
2,744 % |
4,137 % |
3,329 % |
3,332 % |
|
97 |
2,757 % |
3,093 % |
2,754 % |
4,140 % |
3,334 % |
3,336 % |
|
98 |
2,767 % |
3,100 % |
2,764 % |
4,144 % |
3,338 % |
3,340 % |
|
99 |
2,777 % |
3,107 % |
2,774 % |
4,148 % |
3,342 % |
3,344 % |
|
100 |
2,786 % |
3,113 % |
2,784 % |
4,151 % |
3,346 % |
3,348 % |
|
101 |
2,796 % |
3,119 % |
2,793 % |
4,155 % |
3,350 % |
3,352 % |
|
102 |
2,805 % |
3,125 % |
2,803 % |
4,158 % |
3,354 % |
3,356 % |
|
103 |
2,814 % |
3,131 % |
2,812 % |
4,161 % |
3,358 % |
3,360 % |
|
104 |
2,823 % |
3,137 % |
2,821 % |
4,164 % |
3,362 % |
3,364 % |
|
105 |
2,832 % |
3,143 % |
2,830 % |
4,168 % |
3,365 % |
3,367 % |
|
106 |
2,841 % |
3,149 % |
2,838 % |
4,171 % |
3,369 % |
3,371 % |
|
107 |
2,849 % |
3,154 % |
2,847 % |
4,174 % |
3,372 % |
3,375 % |
|
108 |
2,857 % |
3,160 % |
2,855 % |
4,177 % |
3,376 % |
3,378 % |
|
109 |
2,865 % |
3,165 % |
2,863 % |
4,180 % |
3,379 % |
3,382 % |
|
110 |
2,873 % |
3,171 % |
2,871 % |
4,183 % |
3,383 % |
3,385 % |
|
111 |
2,881 % |
3,176 % |
2,879 % |
4,186 % |
3,386 % |
3,388 % |
|
112 |
2,889 % |
3,181 % |
2,887 % |
4,188 % |
3,389 % |
3,391 % |
|
113 |
2,897 % |
3,186 % |
2,894 % |
4,191 % |
3,392 % |
3,395 % |
|
114 |
2,904 % |
3,191 % |
2,902 % |
4,194 % |
3,396 % |
3,398 % |
|
115 |
2,911 % |
3,196 % |
2,909 % |
4,197 % |
3,399 % |
3,401 % |
|
116 |
2,919 % |
3,201 % |
2,916 % |
4,199 % |
3,402 % |
3,404 % |
|
117 |
2,926 % |
3,205 % |
2,924 % |
4,202 % |
3,405 % |
3,407 % |
|
118 |
2,933 % |
3,210 % |
2,931 % |
4,204 % |
3,408 % |
3,410 % |
|
119 |
2,939 % |
3,214 % |
2,937 % |
4,207 % |
3,410 % |
3,412 % |
|
120 |
2,946 % |
3,219 % |
2,944 % |
4,209 % |
3,413 % |
3,415 % |
|
121 |
2,953 % |
3,223 % |
2,951 % |
4,212 % |
3,416 % |
3,418 % |
|
122 |
2,959 % |
3,228 % |
2,957 % |
4,214 % |
3,419 % |
3,421 % |
|
123 |
2,966 % |
3,232 % |
2,964 % |
4,216 % |
3,422 % |
3,423 % |
|
124 |
2,972 % |
3,236 % |
2,970 % |
4,219 % |
3,424 % |
3,426 % |
|
125 |
2,978 % |
3,240 % |
2,976 % |
4,221 % |
3,427 % |
3,429 % |
|
126 |
2,984 % |
3,244 % |
2,982 % |
4,223 % |
3,429 % |
3,431 % |
|
127 |
2,990 % |
3,248 % |
2,988 % |
4,225 % |
3,432 % |
3,434 % |
|
128 |
2,996 % |
3,252 % |
2,994 % |
4,227 % |
3,434 % |
3,436 % |
|
129 |
3,002 % |
3,256 % |
3,000 % |
4,229 % |
3,437 % |
3,439 % |
|
130 |
3,008 % |
3,260 % |
3,006 % |
4,231 % |
3,439 % |
3,441 % |
|
131 |
3,013 % |
3,263 % |
3,012 % |
4,234 % |
3,442 % |
3,443 % |
|
132 |
3,019 % |
3,267 % |
3,017 % |
4,236 % |
3,444 % |
3,446 % |
|
133 |
3,024 % |
3,271 % |
3,023 % |
4,238 % |
3,446 % |
3,448 % |
|
134 |
3,030 % |
3,274 % |
3,028 % |
4,239 % |
3,448 % |
3,450 % |
|
135 |
3,035 % |
3,278 % |
3,033 % |
4,241 % |
3,451 % |
3,452 % |
|
136 |
3,040 % |
3,281 % |
3,039 % |
4,243 % |
3,453 % |
3,455 % |
|
137 |
3,046 % |
3,285 % |
3,044 % |
4,245 % |
3,455 % |
3,457 % |
|
138 |
3,051 % |
3,288 % |
3,049 % |
4,247 % |
3,457 % |
3,459 % |
|
139 |
3,056 % |
3,291 % |
3,054 % |
4,249 % |
3,459 % |
3,461 % |
|
140 |
3,061 % |
3,295 % |
3,059 % |
4,251 % |
3,461 % |
3,463 % |
|
141 |
3,066 % |
3,298 % |
3,064 % |
4,252 % |
3,463 % |
3,465 % |
|
142 |
3,070 % |
3,301 % |
3,069 % |
4,254 % |
3,465 % |
3,467 % |
|
143 |
3,075 % |
3,304 % |
3,073 % |
4,256 % |
3,467 % |
3,469 % |
|
144 |
3,080 % |
3,307 % |
3,078 % |
4,258 % |
3,469 % |
3,471 % |
|
145 |
3,084 % |
3,310 % |
3,083 % |
4,259 % |
3,471 % |
3,473 % |
|
146 |
3,089 % |
3,313 % |
3,087 % |
4,261 % |
3,473 % |
3,475 % |
|
147 |
3,093 % |
3,316 % |
3,092 % |
4,263 % |
3,475 % |
3,477 % |
|
148 |
3,098 % |
3,319 % |
3,096 % |
4,264 % |
3,477 % |
3,478 % |
|
149 |
3,102 % |
3,322 % |
3,100 % |
4,266 % |
3,479 % |
3,480 % |
|
150 |
3,106 % |
3,325 % |
3,105 % |
4,267 % |
3,481 % |
3,482 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
-0,495 % |
0,097 % |
2,908 % |
-0,155 % |
1,083 % |
0,252 % |
|
2 |
-0,525 % |
0,047 % |
3,186 % |
-0,021 % |
1,258 % |
0,365 % |
|
3 |
-0,535 % |
0,048 % |
3,352 % |
0,171 % |
1,490 % |
0,415 % |
|
4 |
-0,515 % |
0,070 % |
3,477 % |
0,397 % |
1,700 % |
0,486 % |
|
5 |
-0,495 % |
0,100 % |
3,580 % |
0,626 % |
1,895 % |
0,549 % |
|
6 |
-0,466 % |
0,126 % |
3,664 % |
0,836 % |
2,086 % |
0,594 % |
|
7 |
-0,436 % |
0,153 % |
3,736 % |
1,012 % |
2,273 % |
0,633 % |
|
8 |
-0,396 % |
0,180 % |
3,800 % |
1,150 % |
2,438 % |
0,678 % |
|
9 |
-0,357 % |
0,206 % |
3,856 % |
1,252 % |
2,570 % |
0,731 % |
|
10 |
-0,317 % |
0,230 % |
3,911 % |
1,327 % |
2,677 % |
0,797 % |
|
11 |
-0,285 % |
0,250 % |
3,955 % |
1,400 % |
2,765 % |
0,875 % |
|
12 |
-0,237 % |
0,266 % |
3,987 % |
1,476 % |
2,839 % |
0,959 % |
|
13 |
-0,208 % |
0,279 % |
4,011 % |
1,552 % |
2,902 % |
1,046 % |
|
14 |
-0,176 % |
0,290 % |
4,029 % |
1,626 % |
2,956 % |
1,135 % |
|
15 |
-0,145 % |
0,298 % |
4,041 % |
1,699 % |
3,003 % |
1,221 % |
|
16 |
-0,133 % |
0,304 % |
4,050 % |
1,769 % |
3,045 % |
1,306 % |
|
17 |
-0,131 % |
0,308 % |
4,056 % |
1,836 % |
3,082 % |
1,389 % |
|
18 |
-0,126 % |
0,311 % |
4,059 % |
1,900 % |
3,115 % |
1,468 % |
|
19 |
-0,110 % |
0,313 % |
4,061 % |
1,962 % |
3,144 % |
1,544 % |
|
20 |
-0,078 % |
0,314 % |
4,061 % |
2,021 % |
3,171 % |
1,617 % |
|
21 |
-0,028 % |
0,314 % |
4,060 % |
2,077 % |
3,196 % |
1,686 % |
|
22 |
0,037 % |
0,314 % |
4,058 % |
2,130 % |
3,218 % |
1,753 % |
|
23 |
0,110 % |
0,313 % |
4,055 % |
2,181 % |
3,239 % |
1,816 % |
|
24 |
0,189 % |
0,311 % |
4,052 % |
2,229 % |
3,258 % |
1,876 % |
|
25 |
0,271 % |
0,308 % |
4,048 % |
2,276 % |
3,276 % |
1,933 % |
|
26 |
0,355 % |
0,305 % |
4,044 % |
2,320 % |
3,292 % |
1,988 % |
|
27 |
0,439 % |
0,301 % |
4,039 % |
2,361 % |
3,307 % |
2,040 % |
|
28 |
0,522 % |
0,298 % |
4,035 % |
2,401 % |
3,322 % |
2,090 % |
|
29 |
0,604 % |
0,296 % |
4,030 % |
2,439 % |
3,335 % |
2,137 % |
|
30 |
0,685 % |
0,295 % |
4,025 % |
2,476 % |
3,348 % |
2,182 % |
|
31 |
0,763 % |
0,294 % |
4,020 % |
2,510 % |
3,359 % |
2,225 % |
|
32 |
0,838 % |
0,294 % |
4,015 % |
2,543 % |
3,370 % |
2,266 % |
|
33 |
0,912 % |
0,294 % |
4,011 % |
2,575 % |
3,381 % |
2,305 % |
|
34 |
0,982 % |
0,293 % |
4,006 % |
2,605 % |
3,391 % |
2,343 % |
|
35 |
1,051 % |
0,290 % |
4,001 % |
2,634 % |
3,400 % |
2,379 % |
|
36 |
1,116 % |
0,287 % |
3,996 % |
2,661 % |
3,409 % |
2,413 % |
|
37 |
1,180 % |
0,281 % |
3,992 % |
2,688 % |
3,418 % |
2,445 % |
|
38 |
1,241 % |
0,273 % |
3,987 % |
2,713 % |
3,426 % |
2,477 % |
|
39 |
1,299 % |
0,263 % |
3,983 % |
2,737 % |
3,433 % |
2,507 % |
|
40 |
1,355 % |
0,250 % |
3,978 % |
2,760 % |
3,441 % |
2,535 % |
|
41 |
1,410 % |
0,234 % |
3,974 % |
2,783 % |
3,448 % |
2,563 % |
|
42 |
1,462 % |
0,218 % |
3,970 % |
2,804 % |
3,454 % |
2,589 % |
|
43 |
1,512 % |
0,203 % |
3,966 % |
2,825 % |
3,461 % |
2,615 % |
|
44 |
1,560 % |
0,190 % |
3,962 % |
2,844 % |
3,467 % |
2,639 % |
|
45 |
1,606 % |
0,182 % |
3,958 % |
2,863 % |
3,473 % |
2,663 % |
|
46 |
1,650 % |
0,178 % |
3,954 % |
2,882 % |
3,478 % |
2,685 % |
|
47 |
1,693 % |
0,179 % |
3,951 % |
2,899 % |
3,484 % |
2,707 % |
|
48 |
1,735 % |
0,186 % |
3,947 % |
2,916 % |
3,489 % |
2,728 % |
|
49 |
1,774 % |
0,198 % |
3,944 % |
2,932 % |
3,494 % |
2,748 % |
|
50 |
1,813 % |
0,217 % |
3,940 % |
2,948 % |
3,499 % |
2,767 % |
|
51 |
1,849 % |
0,242 % |
3,937 % |
2,963 % |
3,503 % |
2,786 % |
|
52 |
1,885 % |
0,272 % |
3,934 % |
2,978 % |
3,508 % |
2,804 % |
|
53 |
1,919 % |
0,306 % |
3,931 % |
2,992 % |
3,512 % |
2,821 % |
|
54 |
1,953 % |
0,342 % |
3,928 % |
3,006 % |
3,516 % |
2,838 % |
|
55 |
1,985 % |
0,381 % |
3,925 % |
3,019 % |
3,520 % |
2,854 % |
|
56 |
2,015 % |
0,422 % |
3,922 % |
3,031 % |
3,524 % |
2,869 % |
|
57 |
2,045 % |
0,463 % |
3,919 % |
3,044 % |
3,528 % |
2,885 % |
|
58 |
2,074 % |
0,505 % |
3,916 % |
3,056 % |
3,532 % |
2,899 % |
|
59 |
2,102 % |
0,548 % |
3,914 % |
3,067 % |
3,535 % |
2,913 % |
|
60 |
2,129 % |
0,590 % |
3,911 % |
3,078 % |
3,539 % |
2,927 % |
|
61 |
2,155 % |
0,633 % |
3,909 % |
3,089 % |
3,542 % |
2,940 % |
|
62 |
2,181 % |
0,675 % |
3,906 % |
3,100 % |
3,545 % |
2,953 % |
|
63 |
2,205 % |
0,717 % |
3,904 % |
3,110 % |
3,548 % |
2,966 % |
|
64 |
2,229 % |
0,758 % |
3,902 % |
3,120 % |
3,551 % |
2,978 % |
|
65 |
2,252 % |
0,799 % |
3,900 % |
3,129 % |
3,554 % |
2,990 % |
|
66 |
2,275 % |
0,839 % |
3,897 % |
3,138 % |
3,557 % |
3,001 % |
|
67 |
2,297 % |
0,878 % |
3,895 % |
3,148 % |
3,560 % |
3,012 % |
|
68 |
2,318 % |
0,917 % |
3,893 % |
3,156 % |
3,563 % |
3,023 % |
|
69 |
2,338 % |
0,955 % |
3,891 % |
3,165 % |
3,565 % |
3,033 % |
|
70 |
2,358 % |
0,992 % |
3,889 % |
3,173 % |
3,568 % |
3,043 % |
|
71 |
2,378 % |
1,028 % |
3,887 % |
3,181 % |
3,570 % |
3,053 % |
|
72 |
2,397 % |
1,064 % |
3,885 % |
3,189 % |
3,573 % |
3,063 % |
|
73 |
2,415 % |
1,099 % |
3,884 % |
3,197 % |
3,575 % |
3,072 % |
|
74 |
2,433 % |
1,133 % |
3,882 % |
3,204 % |
3,578 % |
3,081 % |
|
75 |
2,451 % |
1,166 % |
3,880 % |
3,211 % |
3,580 % |
3,090 % |
|
76 |
2,467 % |
1,199 % |
3,879 % |
3,218 % |
3,582 % |
3,099 % |
|
77 |
2,484 % |
1,231 % |
3,877 % |
3,225 % |
3,584 % |
3,107 % |
|
78 |
2,500 % |
1,262 % |
3,875 % |
3,232 % |
3,586 % |
3,115 % |
|
79 |
2,516 % |
1,293 % |
3,874 % |
3,238 % |
3,588 % |
3,123 % |
|
80 |
2,531 % |
1,323 % |
3,872 % |
3,245 % |
3,590 % |
3,131 % |
|
81 |
2,546 % |
1,352 % |
3,871 % |
3,251 % |
3,592 % |
3,139 % |
|
82 |
2,561 % |
1,380 % |
3,869 % |
3,257 % |
3,594 % |
3,146 % |
|
83 |
2,575 % |
1,408 % |
3,868 % |
3,263 % |
3,596 % |
3,153 % |
|
84 |
2,589 % |
1,436 % |
3,866 % |
3,269 % |
3,598 % |
3,160 % |
|
85 |
2,602 % |
1,462 % |
3,865 % |
3,274 % |
3,599 % |
3,167 % |
|
86 |
2,616 % |
1,488 % |
3,864 % |
3,280 % |
3,601 % |
3,174 % |
|
87 |
2,629 % |
1,514 % |
3,862 % |
3,285 % |
3,603 % |
3,181 % |
|
88 |
2,641 % |
1,539 % |
3,861 % |
3,290 % |
3,604 % |
3,187 % |
|
89 |
2,654 % |
1,563 % |
3,860 % |
3,296 % |
3,606 % |
3,193 % |
|
90 |
2,666 % |
1,587 % |
3,859 % |
3,301 % |
3,608 % |
3,200 % |
|
91 |
2,678 % |
1,611 % |
3,858 % |
3,306 % |
3,609 % |
3,206 % |
|
92 |
2,689 % |
1,634 % |
3,856 % |
3,310 % |
3,611 % |
3,212 % |
|
93 |
2,701 % |
1,656 % |
3,855 % |
3,315 % |
3,612 % |
3,217 % |
|
94 |
2,712 % |
1,678 % |
3,854 % |
3,320 % |
3,614 % |
3,223 % |
|
95 |
2,723 % |
1,699 % |
3,853 % |
3,324 % |
3,615 % |
3,229 % |
|
96 |
2,733 % |
1,721 % |
3,852 % |
3,329 % |
3,616 % |
3,234 % |
|
97 |
2,744 % |
1,741 % |
3,851 % |
3,333 % |
3,618 % |
3,239 % |
|
98 |
2,754 % |
1,762 % |
3,850 % |
3,337 % |
3,619 % |
3,244 % |
|
99 |
2,764 % |
1,781 % |
3,849 % |
3,341 % |
3,620 % |
3,250 % |
|
100 |
2,774 % |
1,801 % |
3,848 % |
3,345 % |
3,622 % |
3,255 % |
|
101 |
2,783 % |
1,820 % |
3,847 % |
3,349 % |
3,623 % |
3,259 % |
|
102 |
2,793 % |
1,839 % |
3,846 % |
3,353 % |
3,624 % |
3,264 % |
|
103 |
2,802 % |
1,857 % |
3,845 % |
3,357 % |
3,625 % |
3,269 % |
|
104 |
2,811 % |
1,875 % |
3,844 % |
3,361 % |
3,627 % |
3,274 % |
|
105 |
2,820 % |
1,893 % |
3,843 % |
3,365 % |
3,628 % |
3,278 % |
|
106 |
2,829 % |
1,910 % |
3,842 % |
3,368 % |
3,629 % |
3,282 % |
|
107 |
2,837 % |
1,927 % |
3,842 % |
3,372 % |
3,630 % |
3,287 % |
|
108 |
2,846 % |
1,944 % |
3,841 % |
3,375 % |
3,631 % |
3,291 % |
|
109 |
2,854 % |
1,960 % |
3,840 % |
3,379 % |
3,632 % |
3,295 % |
|
110 |
2,862 % |
1,976 % |
3,839 % |
3,382 % |
3,633 % |
3,299 % |
|
111 |
2,870 % |
1,992 % |
3,838 % |
3,385 % |
3,634 % |
3,303 % |
|
112 |
2,878 % |
2,008 % |
3,837 % |
3,389 % |
3,635 % |
3,307 % |
|
113 |
2,886 % |
2,023 % |
3,837 % |
3,392 % |
3,636 % |
3,311 % |
|
114 |
2,893 % |
2,038 % |
3,836 % |
3,395 % |
3,637 % |
3,315 % |
|
115 |
2,901 % |
2,053 % |
3,835 % |
3,398 % |
3,638 % |
3,319 % |
|
116 |
2,908 % |
2,067 % |
3,834 % |
3,401 % |
3,639 % |
3,323 % |
|
117 |
2,915 % |
2,082 % |
3,834 % |
3,404 % |
3,640 % |
3,326 % |
|
118 |
2,922 % |
2,096 % |
3,833 % |
3,407 % |
3,641 % |
3,330 % |
|
119 |
2,929 % |
2,109 % |
3,832 % |
3,410 % |
3,642 % |
3,333 % |
|
120 |
2,936 % |
2,123 % |
3,832 % |
3,413 % |
3,643 % |
3,337 % |
|
121 |
2,943 % |
2,136 % |
3,831 % |
3,416 % |
3,644 % |
3,340 % |
|
122 |
2,949 % |
2,149 % |
3,830 % |
3,418 % |
3,645 % |
3,344 % |
|
123 |
2,956 % |
2,162 % |
3,830 % |
3,421 % |
3,646 % |
3,347 % |
|
124 |
2,962 % |
2,175 % |
3,829 % |
3,424 % |
3,646 % |
3,350 % |
|
125 |
2,968 % |
2,188 % |
3,828 % |
3,426 % |
3,647 % |
3,353 % |
|
126 |
2,974 % |
2,200 % |
3,828 % |
3,429 % |
3,648 % |
3,357 % |
|
127 |
2,981 % |
2,212 % |
3,827 % |
3,431 % |
3,649 % |
3,360 % |
|
128 |
2,987 % |
2,224 % |
3,827 % |
3,434 % |
3,650 % |
3,363 % |
|
129 |
2,992 % |
2,236 % |
3,826 % |
3,436 % |
3,650 % |
3,366 % |
|
130 |
2,998 % |
2,247 % |
3,825 % |
3,439 % |
3,651 % |
3,369 % |
|
131 |
3,004 % |
2,259 % |
3,825 % |
3,441 % |
3,652 % |
3,372 % |
|
132 |
3,010 % |
2,270 % |
3,824 % |
3,443 % |
3,653 % |
3,374 % |
|
133 |
3,015 % |
2,281 % |
3,824 % |
3,446 % |
3,653 % |
3,377 % |
|
134 |
3,021 % |
2,292 % |
3,823 % |
3,448 % |
3,654 % |
3,380 % |
|
135 |
3,026 % |
2,302 % |
3,823 % |
3,450 % |
3,655 % |
3,383 % |
|
136 |
3,031 % |
2,313 % |
3,822 % |
3,452 % |
3,656 % |
3,385 % |
|
137 |
3,036 % |
2,323 % |
3,821 % |
3,455 % |
3,656 % |
3,388 % |
|
138 |
3,042 % |
2,334 % |
3,821 % |
3,457 % |
3,657 % |
3,391 % |
|
139 |
3,047 % |
2,344 % |
3,820 % |
3,459 % |
3,658 % |
3,393 % |
|
140 |
3,052 % |
2,354 % |
3,820 % |
3,461 % |
3,658 % |
3,396 % |
|
141 |
3,057 % |
2,364 % |
3,819 % |
3,463 % |
3,659 % |
3,398 % |
|
142 |
3,062 % |
2,373 % |
3,819 % |
3,465 % |
3,660 % |
3,401 % |
|
143 |
3,066 % |
2,383 % |
3,818 % |
3,467 % |
3,660 % |
3,403 % |
|
144 |
3,071 % |
2,392 % |
3,818 % |
3,469 % |
3,661 % |
3,406 % |
|
145 |
3,076 % |
2,402 % |
3,818 % |
3,471 % |
3,661 % |
3,408 % |
|
146 |
3,080 % |
2,411 % |
3,817 % |
3,473 % |
3,662 % |
3,410 % |
|
147 |
3,085 % |
2,420 % |
3,817 % |
3,475 % |
3,663 % |
3,413 % |
|
148 |
3,089 % |
2,429 % |
3,816 % |
3,476 % |
3,663 % |
3,415 % |
|
149 |
3,094 % |
2,438 % |
3,816 % |
3,478 % |
3,664 % |
3,417 % |
|
150 |
3,098 % |
2,446 % |
3,815 % |
3,480 % |
3,664 % |
3,419 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
-0,737 % |
0,052 % |
0,101 % |
0,334 % |
0,011 % |
1,787 % |
|
2 |
-0,736 % |
0,096 % |
0,112 % |
0,392 % |
-0,050 % |
2,643 % |
|
3 |
-0,724 % |
0,138 % |
0,211 % |
0,454 % |
0,007 % |
3,237 % |
|
4 |
-0,693 % |
0,202 % |
0,345 % |
0,525 % |
0,250 % |
3,683 % |
|
5 |
-0,642 % |
0,280 % |
0,482 % |
0,586 % |
0,576 % |
4,124 % |
|
6 |
-0,577 % |
0,368 % |
0,610 % |
0,640 % |
0,923 % |
4,612 % |
|
7 |
-0,513 % |
0,466 % |
0,727 % |
0,695 % |
1,277 % |
5,164 % |
|
8 |
-0,461 % |
0,571 % |
0,834 % |
0,756 % |
1,634 % |
5,766 % |
|
9 |
-0,425 % |
0,671 % |
0,930 % |
0,809 % |
1,969 % |
6,385 % |
|
10 |
-0,408 % |
0,758 % |
1,017 % |
0,849 % |
2,261 % |
6,990 % |
|
11 |
-0,407 % |
0,828 % |
1,096 % |
0,872 % |
2,501 % |
7,466 % |
|
12 |
-0,417 % |
0,884 % |
1,166 % |
0,884 % |
2,700 % |
7,817 % |
|
13 |
-0,430 % |
0,927 % |
1,226 % |
0,891 % |
2,866 % |
8,070 % |
|
14 |
-0,443 % |
0,960 % |
1,282 % |
0,895 % |
3,006 % |
8,248 % |
|
15 |
-0,452 % |
0,986 % |
1,339 % |
0,899 % |
3,127 % |
8,366 % |
|
16 |
-0,458 % |
1,006 % |
1,400 % |
0,905 % |
3,231 % |
8,437 % |
|
17 |
-0,459 % |
1,022 % |
1,463 % |
0,912 % |
3,321 % |
8,471 % |
|
18 |
-0,454 % |
1,037 % |
1,526 % |
0,922 % |
3,401 % |
8,475 % |
|
19 |
-0,443 % |
1,050 % |
1,590 % |
0,934 % |
3,471 % |
8,456 % |
|
20 |
-0,427 % |
1,062 % |
1,653 % |
0,949 % |
3,534 % |
8,418 % |
|
21 |
-0,405 % |
1,074 % |
1,715 % |
0,967 % |
3,589 % |
8,367 % |
|
22 |
-0,377 % |
1,084 % |
1,775 % |
0,988 % |
3,639 % |
8,306 % |
|
23 |
-0,343 % |
1,091 % |
1,833 % |
1,011 % |
3,684 % |
8,237 % |
|
24 |
-0,303 % |
1,092 % |
1,889 % |
1,037 % |
3,725 % |
8,162 % |
|
25 |
-0,258 % |
1,087 % |
1,942 % |
1,065 % |
3,762 % |
8,084 % |
|
26 |
-0,207 % |
1,077 % |
1,994 % |
1,096 % |
3,796 % |
8,003 % |
|
27 |
-0,151 % |
1,065 % |
2,044 % |
1,129 % |
3,827 % |
7,921 % |
|
28 |
-0,093 % |
1,057 % |
2,092 % |
1,165 % |
3,855 % |
7,839 % |
|
29 |
-0,033 % |
1,055 % |
2,138 % |
1,203 % |
3,881 % |
7,758 % |
|
30 |
0,027 % |
1,062 % |
2,181 % |
1,243 % |
3,906 % |
7,677 % |
|
31 |
0,087 % |
1,079 % |
2,223 % |
1,286 % |
3,928 % |
7,598 % |
|
32 |
0,147 % |
1,105 % |
2,264 % |
1,330 % |
3,948 % |
7,521 % |
|
33 |
0,206 % |
1,136 % |
2,302 % |
1,375 % |
3,968 % |
7,446 % |
|
34 |
0,263 % |
1,172 % |
2,339 % |
1,421 % |
3,986 % |
7,373 % |
|
35 |
0,320 % |
1,211 % |
2,374 % |
1,467 % |
4,002 % |
7,303 % |
|
36 |
0,375 % |
1,253 % |
2,408 % |
1,513 % |
4,018 % |
7,234 % |
|
37 |
0,428 % |
1,295 % |
2,441 % |
1,558 % |
4,033 % |
7,168 % |
|
38 |
0,480 % |
1,339 % |
2,472 % |
1,602 % |
4,047 % |
7,105 % |
|
39 |
0,530 % |
1,383 % |
2,502 % |
1,646 % |
4,060 % |
7,044 % |
|
40 |
0,579 % |
1,427 % |
2,530 % |
1,689 % |
4,072 % |
6,985 % |
|
41 |
0,625 % |
1,470 % |
2,558 % |
1,730 % |
4,083 % |
6,928 % |
|
42 |
0,671 % |
1,513 % |
2,584 % |
1,771 % |
4,094 % |
6,873 % |
|
43 |
0,715 % |
1,556 % |
2,610 % |
1,810 % |
4,105 % |
6,821 % |
|
44 |
0,757 % |
1,597 % |
2,634 % |
1,849 % |
4,114 % |
6,770 % |
|
45 |
0,798 % |
1,638 % |
2,658 % |
1,886 % |
4,124 % |
6,721 % |
|
46 |
0,837 % |
1,678 % |
2,680 % |
1,922 % |
4,133 % |
6,675 % |
|
47 |
0,875 % |
1,717 % |
2,702 % |
1,957 % |
4,141 % |
6,629 % |
|
48 |
0,912 % |
1,754 % |
2,723 % |
1,991 % |
4,149 % |
6,586 % |
|
49 |
0,948 % |
1,791 % |
2,743 % |
2,024 % |
4,157 % |
6,544 % |
|
50 |
0,982 % |
1,827 % |
2,762 % |
2,056 % |
4,164 % |
6,504 % |
|
51 |
1,015 % |
1,862 % |
2,781 % |
2,087 % |
4,171 % |
6,465 % |
|
52 |
1,047 % |
1,895 % |
2,799 % |
2,117 % |
4,178 % |
6,428 % |
|
53 |
1,078 % |
1,928 % |
2,816 % |
2,146 % |
4,184 % |
6,392 % |
|
54 |
1,108 % |
1,960 % |
2,833 % |
2,174 % |
4,190 % |
6,357 % |
|
55 |
1,137 % |
1,991 % |
2,849 % |
2,201 % |
4,196 % |
6,323 % |
|
56 |
1,165 % |
2,021 % |
2,865 % |
2,228 % |
4,202 % |
6,291 % |
|
57 |
1,192 % |
2,050 % |
2,880 % |
2,253 % |
4,207 % |
6,259 % |
|
58 |
1,218 % |
2,078 % |
2,895 % |
2,278 % |
4,213 % |
6,229 % |
|
59 |
1,244 % |
2,105 % |
2,909 % |
2,302 % |
4,218 % |
6,200 % |
|
60 |
1,268 % |
2,132 % |
2,923 % |
2,326 % |
4,222 % |
6,171 % |
|
61 |
1,292 % |
2,157 % |
2,936 % |
2,348 % |
4,227 % |
6,144 % |
|
62 |
1,315 % |
2,182 % |
2,949 % |
2,370 % |
4,232 % |
6,117 % |
|
63 |
1,338 % |
2,207 % |
2,962 % |
2,392 % |
4,236 % |
6,092 % |
|
64 |
1,359 % |
2,230 % |
2,974 % |
2,413 % |
4,240 % |
6,067 % |
|
65 |
1,380 % |
2,253 % |
2,986 % |
2,433 % |
4,244 % |
6,042 % |
|
66 |
1,401 % |
2,275 % |
2,997 % |
2,452 % |
4,248 % |
6,019 % |
|
67 |
1,421 % |
2,297 % |
3,008 % |
2,471 % |
4,252 % |
5,996 % |
|
68 |
1,440 % |
2,318 % |
3,019 % |
2,490 % |
4,256 % |
5,974 % |
|
69 |
1,459 % |
2,338 % |
3,030 % |
2,508 % |
4,260 % |
5,953 % |
|
70 |
1,477 % |
2,358 % |
3,040 % |
2,525 % |
4,263 % |
5,932 % |
|
71 |
1,495 % |
2,378 % |
3,050 % |
2,542 % |
4,267 % |
5,911 % |
|
72 |
1,512 % |
2,396 % |
3,059 % |
2,559 % |
4,270 % |
5,892 % |
|
73 |
1,529 % |
2,415 % |
3,069 % |
2,575 % |
4,273 % |
5,873 % |
|
74 |
1,545 % |
2,433 % |
3,078 % |
2,591 % |
4,276 % |
5,854 % |
|
75 |
1,561 % |
2,450 % |
3,087 % |
2,606 % |
4,279 % |
5,836 % |
|
76 |
1,577 % |
2,467 % |
3,096 % |
2,621 % |
4,282 % |
5,818 % |
|
77 |
1,592 % |
2,483 % |
3,104 % |
2,635 % |
4,285 % |
5,801 % |
|
78 |
1,607 % |
2,500 % |
3,112 % |
2,650 % |
4,288 % |
5,784 % |
|
79 |
1,621 % |
2,515 % |
3,120 % |
2,663 % |
4,290 % |
5,768 % |
|
80 |
1,635 % |
2,531 % |
3,128 % |
2,677 % |
4,293 % |
5,752 % |
|
81 |
1,649 % |
2,545 % |
3,136 % |
2,690 % |
4,296 % |
5,736 % |
|
82 |
1,662 % |
2,560 % |
3,143 % |
2,703 % |
4,298 % |
5,721 % |
|
83 |
1,675 % |
2,574 % |
3,151 % |
2,715 % |
4,301 % |
5,706 % |
|
84 |
1,688 % |
2,588 % |
3,158 % |
2,728 % |
4,303 % |
5,692 % |
|
85 |
1,700 % |
2,602 % |
3,165 % |
2,739 % |
4,305 % |
5,678 % |
|
86 |
1,712 % |
2,615 % |
3,171 % |
2,751 % |
4,308 % |
5,664 % |
|
87 |
1,724 % |
2,628 % |
3,178 % |
2,763 % |
4,310 % |
5,651 % |
|
88 |
1,736 % |
2,641 % |
3,184 % |
2,774 % |
4,312 % |
5,637 % |
|
89 |
1,747 % |
2,653 % |
3,191 % |
2,785 % |
4,314 % |
5,625 % |
|
90 |
1,758 % |
2,665 % |
3,197 % |
2,795 % |
4,316 % |
5,612 % |
|
91 |
1,769 % |
2,677 % |
3,203 % |
2,806 % |
4,318 % |
5,600 % |
|
92 |
1,780 % |
2,689 % |
3,209 % |
2,816 % |
4,320 % |
5,588 % |
|
93 |
1,790 % |
2,700 % |
3,215 % |
2,826 % |
4,322 % |
5,576 % |
|
94 |
1,800 % |
2,711 % |
3,220 % |
2,836 % |
4,324 % |
5,565 % |
|
95 |
1,810 % |
2,722 % |
3,226 % |
2,845 % |
4,326 % |
5,553 % |
|
96 |
1,820 % |
2,733 % |
3,231 % |
2,855 % |
4,328 % |
5,542 % |
|
97 |
1,829 % |
2,743 % |
3,237 % |
2,864 % |
4,330 % |
5,531 % |
|
98 |
1,839 % |
2,753 % |
3,242 % |
2,873 % |
4,331 % |
5,521 % |
|
99 |
1,848 % |
2,763 % |
3,247 % |
2,882 % |
4,333 % |
5,510 % |
|
100 |
1,857 % |
2,773 % |
3,252 % |
2,890 % |
4,335 % |
5,500 % |
|
101 |
1,866 % |
2,783 % |
3,257 % |
2,899 % |
4,336 % |
5,490 % |
|
102 |
1,874 % |
2,792 % |
3,262 % |
2,907 % |
4,338 % |
5,481 % |
|
103 |
1,883 % |
2,801 % |
3,267 % |
2,915 % |
4,340 % |
5,471 % |
|
104 |
1,891 % |
2,810 % |
3,271 % |
2,923 % |
4,341 % |
5,462 % |
|
105 |
1,899 % |
2,819 % |
3,276 % |
2,931 % |
4,343 % |
5,452 % |
|
106 |
1,907 % |
2,828 % |
3,280 % |
2,939 % |
4,344 % |
5,443 % |
|
107 |
1,915 % |
2,837 % |
3,285 % |
2,946 % |
4,346 % |
5,435 % |
|
108 |
1,923 % |
2,845 % |
3,289 % |
2,954 % |
4,347 % |
5,426 % |
|
109 |
1,930 % |
2,853 % |
3,293 % |
2,961 % |
4,348 % |
5,417 % |
|
110 |
1,938 % |
2,861 % |
3,297 % |
2,968 % |
4,350 % |
5,409 % |
|
111 |
1,945 % |
2,869 % |
3,301 % |
2,975 % |
4,351 % |
5,401 % |
|
112 |
1,952 % |
2,877 % |
3,305 % |
2,982 % |
4,352 % |
5,393 % |
|
113 |
1,959 % |
2,885 % |
3,309 % |
2,989 % |
4,354 % |
5,385 % |
|
114 |
1,966 % |
2,893 % |
3,313 % |
2,995 % |
4,355 % |
5,377 % |
|
115 |
1,973 % |
2,900 % |
3,317 % |
3,002 % |
4,356 % |
5,369 % |
|
116 |
1,980 % |
2,907 % |
3,321 % |
3,008 % |
4,358 % |
5,362 % |
|
117 |
1,986 % |
2,914 % |
3,324 % |
3,015 % |
4,359 % |
5,354 % |
|
118 |
1,993 % |
2,921 % |
3,328 % |
3,021 % |
4,360 % |
5,347 % |
|
119 |
1,999 % |
2,928 % |
3,331 % |
3,027 % |
4,361 % |
5,340 % |
|
120 |
2,005 % |
2,935 % |
3,335 % |
3,033 % |
4,362 % |
5,333 % |
|
121 |
2,011 % |
2,942 % |
3,338 % |
3,039 % |
4,363 % |
5,326 % |
|
122 |
2,017 % |
2,949 % |
3,342 % |
3,045 % |
4,365 % |
5,319 % |
|
123 |
2,023 % |
2,955 % |
3,345 % |
3,051 % |
4,366 % |
5,313 % |
|
124 |
2,029 % |
2,961 % |
3,348 % |
3,056 % |
4,367 % |
5,306 % |
|
125 |
2,035 % |
2,968 % |
3,351 % |
3,062 % |
4,368 % |
5,300 % |
|
126 |
2,041 % |
2,974 % |
3,355 % |
3,067 % |
4,369 % |
5,293 % |
|
127 |
2,046 % |
2,980 % |
3,358 % |
3,072 % |
4,370 % |
5,287 % |
|
128 |
2,052 % |
2,986 % |
3,361 % |
3,078 % |
4,371 % |
5,281 % |
|
129 |
2,057 % |
2,992 % |
3,364 % |
3,083 % |
4,372 % |
5,275 % |
|
130 |
2,062 % |
2,998 % |
3,367 % |
3,088 % |
4,373 % |
5,269 % |
|
131 |
2,067 % |
3,003 % |
3,370 % |
3,093 % |
4,374 % |
5,263 % |
|
132 |
2,073 % |
3,009 % |
3,373 % |
3,098 % |
4,375 % |
5,257 % |
|
133 |
2,078 % |
3,015 % |
3,375 % |
3,103 % |
4,376 % |
5,251 % |
|
134 |
2,083 % |
3,020 % |
3,378 % |
3,108 % |
4,377 % |
5,246 % |
|
135 |
2,088 % |
3,025 % |
3,381 % |
3,112 % |
4,378 % |
5,240 % |
|
136 |
2,093 % |
3,031 % |
3,384 % |
3,117 % |
4,378 % |
5,235 % |
|
137 |
2,097 % |
3,036 % |
3,386 % |
3,122 % |
4,379 % |
5,229 % |
|
138 |
2,102 % |
3,041 % |
3,389 % |
3,126 % |
4,380 % |
5,224 % |
|
139 |
2,107 % |
3,046 % |
3,392 % |
3,131 % |
4,381 % |
5,219 % |
|
140 |
2,111 % |
3,051 % |
3,394 % |
3,135 % |
4,382 % |
5,214 % |
|
141 |
2,116 % |
3,056 % |
3,397 % |
3,140 % |
4,383 % |
5,208 % |
|
142 |
2,120 % |
3,061 % |
3,399 % |
3,144 % |
4,384 % |
5,203 % |
|
143 |
2,125 % |
3,066 % |
3,402 % |
3,148 % |
4,384 % |
5,199 % |
|
144 |
2,129 % |
3,071 % |
3,404 % |
3,152 % |
4,385 % |
5,194 % |
|
145 |
2,133 % |
3,075 % |
3,406 % |
3,156 % |
4,386 % |
5,189 % |
|
146 |
2,137 % |
3,080 % |
3,409 % |
3,160 % |
4,387 % |
5,184 % |
|
147 |
2,142 % |
3,084 % |
3,411 % |
3,164 % |
4,388 % |
5,179 % |
|
148 |
2,146 % |
3,089 % |
3,413 % |
3,168 % |
4,388 % |
5,175 % |
|
149 |
2,150 % |
3,093 % |
3,416 % |
3,172 % |
4,389 % |
5,170 % |
|
150 |
2,154 % |
3,098 % |
3,418 % |
3,176 % |
4,390 % |
5,166 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
0,411 % |
3,377 % |
4,173 % |
0,040 % |
0,035 % |
3,280 % |
|
2 |
0,370 % |
3,878 % |
4,126 % |
0,067 % |
-0,002 % |
3,447 % |
|
3 |
0,370 % |
4,354 % |
4,235 % |
0,093 % |
0,018 % |
3,821 % |
|
4 |
0,396 % |
4,769 % |
4,423 % |
0,118 % |
0,068 % |
4,383 % |
|
5 |
0,441 % |
5,132 % |
4,598 % |
0,142 % |
0,135 % |
4,983 % |
|
6 |
0,501 % |
5,425 % |
4,833 % |
0,166 % |
0,213 % |
5,553 % |
|
7 |
0,561 % |
5,656 % |
5,075 % |
0,190 % |
0,297 % |
6,078 % |
|
8 |
0,614 % |
5,841 % |
5,279 % |
0,213 % |
0,378 % |
6,552 % |
|
9 |
0,657 % |
5,979 % |
5,455 % |
0,236 % |
0,455 % |
6,977 % |
|
10 |
0,687 % |
6,090 % |
5,617 % |
0,258 % |
0,527 % |
7,349 % |
|
11 |
0,705 % |
6,170 % |
5,771 % |
0,307 % |
0,583 % |
7,670 % |
|
12 |
0,721 % |
6,227 % |
5,917 % |
0,379 % |
0,626 % |
7,943 % |
|
13 |
0,741 % |
6,267 % |
6,052 % |
0,465 % |
0,664 % |
8,171 % |
|
14 |
0,771 % |
6,292 % |
6,175 % |
0,557 % |
0,699 % |
8,354 % |
|
15 |
0,812 % |
6,308 % |
6,285 % |
0,653 % |
0,735 % |
8,491 % |
|
16 |
0,866 % |
6,316 % |
6,381 % |
0,749 % |
0,773 % |
8,584 % |
|
17 |
0,928 % |
6,318 % |
6,464 % |
0,845 % |
0,814 % |
8,640 % |
|
18 |
0,996 % |
6,316 % |
6,531 % |
0,938 % |
0,859 % |
8,667 % |
|
19 |
1,067 % |
6,310 % |
6,583 % |
1,029 % |
0,908 % |
8,670 % |
|
20 |
1,139 % |
6,301 % |
6,619 % |
1,117 % |
0,963 % |
8,655 % |
|
21 |
1,211 % |
6,291 % |
6,638 % |
1,201 % |
1,022 % |
8,627 % |
|
22 |
1,282 % |
6,279 % |
6,644 % |
1,282 % |
1,085 % |
8,587 % |
|
23 |
1,352 % |
6,265 % |
6,639 % |
1,360 % |
1,150 % |
8,539 % |
|
24 |
1,420 % |
6,251 % |
6,626 % |
1,434 % |
1,215 % |
8,486 % |
|
25 |
1,486 % |
6,237 % |
6,606 % |
1,504 % |
1,280 % |
8,428 % |
|
26 |
1,550 % |
6,222 % |
6,582 % |
1,572 % |
1,345 % |
8,367 % |
|
27 |
1,612 % |
6,207 % |
6,553 % |
1,636 % |
1,408 % |
8,304 % |
|
28 |
1,671 % |
6,192 % |
6,522 % |
1,698 % |
1,469 % |
8,241 % |
|
29 |
1,729 % |
6,178 % |
6,490 % |
1,757 % |
1,529 % |
8,177 % |
|
30 |
1,783 % |
6,163 % |
6,455 % |
1,813 % |
1,587 % |
8,114 % |
|
31 |
1,836 % |
6,148 % |
6,420 % |
1,866 % |
1,643 % |
8,051 % |
|
32 |
1,886 % |
6,134 % |
6,385 % |
1,917 % |
1,697 % |
7,990 % |
|
33 |
1,935 % |
6,120 % |
6,350 % |
1,965 % |
1,749 % |
7,930 % |
|
34 |
1,981 % |
6,107 % |
6,315 % |
2,012 % |
1,800 % |
7,871 % |
|
35 |
2,026 % |
6,093 % |
6,281 % |
2,056 % |
1,848 % |
7,814 % |
|
36 |
2,068 % |
6,080 % |
6,247 % |
2,099 % |
1,894 % |
7,759 % |
|
37 |
2,109 % |
6,068 % |
6,214 % |
2,139 % |
1,939 % |
7,706 % |
|
38 |
2,148 % |
6,056 % |
6,181 % |
2,178 % |
1,982 % |
7,654 % |
|
39 |
2,186 % |
6,044 % |
6,150 % |
2,215 % |
2,023 % |
7,604 % |
|
40 |
2,222 % |
6,032 % |
6,119 % |
2,251 % |
2,062 % |
7,556 % |
|
41 |
2,257 % |
6,021 % |
6,090 % |
2,285 % |
2,101 % |
7,510 % |
|
42 |
2,290 % |
6,010 % |
6,061 % |
2,318 % |
2,137 % |
7,465 % |
|
43 |
2,322 % |
6,000 % |
6,033 % |
2,349 % |
2,172 % |
7,422 % |
|
44 |
2,352 % |
5,990 % |
6,006 % |
2,380 % |
2,206 % |
7,380 % |
|
45 |
2,382 % |
5,980 % |
5,980 % |
2,409 % |
2,238 % |
7,340 % |
|
46 |
2,410 % |
5,971 % |
5,955 % |
2,437 % |
2,270 % |
7,302 % |
|
47 |
2,437 % |
5,962 % |
5,931 % |
2,463 % |
2,300 % |
7,265 % |
|
48 |
2,464 % |
5,953 % |
5,907 % |
2,489 % |
2,329 % |
7,229 % |
|
49 |
2,489 % |
5,944 % |
5,885 % |
2,514 % |
2,357 % |
7,195 % |
|
50 |
2,513 % |
5,936 % |
5,863 % |
2,538 % |
2,384 % |
7,162 % |
|
51 |
2,537 % |
5,928 % |
5,842 % |
2,561 % |
2,410 % |
7,130 % |
|
52 |
2,560 % |
5,920 % |
5,821 % |
2,583 % |
2,435 % |
7,099 % |
|
53 |
2,581 % |
5,913 % |
5,801 % |
2,605 % |
2,459 % |
7,069 % |
|
54 |
2,603 % |
5,905 % |
5,782 % |
2,625 % |
2,482 % |
7,040 % |
|
55 |
2,623 % |
5,898 % |
5,764 % |
2,645 % |
2,505 % |
7,012 % |
|
56 |
2,643 % |
5,891 % |
5,746 % |
2,665 % |
2,527 % |
6,985 % |
|
57 |
2,662 % |
5,885 % |
5,729 % |
2,683 % |
2,548 % |
6,960 % |
|
58 |
2,680 % |
5,878 % |
5,712 % |
2,701 % |
2,568 % |
6,934 % |
|
59 |
2,698 % |
5,872 % |
5,696 % |
2,719 % |
2,588 % |
6,910 % |
|
60 |
2,715 % |
5,866 % |
5,680 % |
2,736 % |
2,607 % |
6,887 % |
|
61 |
2,732 % |
5,860 % |
5,665 % |
2,752 % |
2,625 % |
6,864 % |
|
62 |
2,748 % |
5,855 % |
5,650 % |
2,768 % |
2,643 % |
6,842 % |
|
63 |
2,764 % |
5,849 % |
5,636 % |
2,783 % |
2,661 % |
6,821 % |
|
64 |
2,779 % |
5,844 % |
5,622 % |
2,798 % |
2,677 % |
6,800 % |
|
65 |
2,794 % |
5,839 % |
5,609 % |
2,813 % |
2,694 % |
6,780 % |
|
66 |
2,808 % |
5,834 % |
5,596 % |
2,827 % |
2,710 % |
6,761 % |
|
67 |
2,822 % |
5,829 % |
5,583 % |
2,841 % |
2,725 % |
6,742 % |
|
68 |
2,836 % |
5,824 % |
5,571 % |
2,854 % |
2,740 % |
6,723 % |
|
69 |
2,849 % |
5,819 % |
5,559 % |
2,867 % |
2,754 % |
6,706 % |
|
70 |
2,862 % |
5,815 % |
5,548 % |
2,879 % |
2,769 % |
6,688 % |
|
71 |
2,874 % |
5,810 % |
5,536 % |
2,891 % |
2,782 % |
6,672 % |
|
72 |
2,886 % |
5,806 % |
5,525 % |
2,903 % |
2,796 % |
6,655 % |
|
73 |
2,898 % |
5,802 % |
5,515 % |
2,915 % |
2,809 % |
6,639 % |
|
74 |
2,909 % |
5,798 % |
5,505 % |
2,926 % |
2,821 % |
6,624 % |
|
75 |
2,920 % |
5,794 % |
5,494 % |
2,937 % |
2,834 % |
6,609 % |
|
76 |
2,931 % |
5,790 % |
5,485 % |
2,947 % |
2,845 % |
6,594 % |
|
77 |
2,942 % |
5,786 % |
5,475 % |
2,958 % |
2,857 % |
6,580 % |
|
78 |
2,952 % |
5,783 % |
5,466 % |
2,968 % |
2,869 % |
6,566 % |
|
79 |
2,962 % |
5,779 % |
5,457 % |
2,978 % |
2,880 % |
6,552 % |
|
80 |
2,972 % |
5,776 % |
5,448 % |
2,987 % |
2,890 % |
6,539 % |
|
81 |
2,982 % |
5,772 % |
5,439 % |
2,997 % |
2,901 % |
6,526 % |
|
82 |
2,991 % |
5,769 % |
5,431 % |
3,006 % |
2,911 % |
6,514 % |
|
83 |
3,000 % |
5,766 % |
5,423 % |
3,015 % |
2,921 % |
6,502 % |
|
84 |
3,009 % |
5,763 % |
5,414 % |
3,024 % |
2,931 % |
6,490 % |
|
85 |
3,018 % |
5,759 % |
5,407 % |
3,032 % |
2,941 % |
6,478 % |
|
86 |
3,026 % |
5,756 % |
5,399 % |
3,040 % |
2,950 % |
6,466 % |
|
87 |
3,034 % |
5,754 % |
5,392 % |
3,048 % |
2,959 % |
6,455 % |
|
88 |
3,042 % |
5,751 % |
5,384 % |
3,056 % |
2,968 % |
6,444 % |
|
89 |
3,050 % |
5,748 % |
5,377 % |
3,064 % |
2,977 % |
6,434 % |
|
90 |
3,058 % |
5,745 % |
5,370 % |
3,072 % |
2,986 % |
6,423 % |
|
91 |
3,066 % |
5,742 % |
5,363 % |
3,079 % |
2,994 % |
6,413 % |
|
92 |
3,073 % |
5,740 % |
5,357 % |
3,086 % |
3,002 % |
6,403 % |
|
93 |
3,080 % |
5,737 % |
5,350 % |
3,094 % |
3,010 % |
6,393 % |
|
94 |
3,087 % |
5,735 % |
5,344 % |
3,101 % |
3,018 % |
6,384 % |
|
95 |
3,094 % |
5,732 % |
5,337 % |
3,107 % |
3,026 % |
6,375 % |
|
96 |
3,101 % |
5,730 % |
5,331 % |
3,114 % |
3,033 % |
6,365 % |
|
97 |
3,108 % |
5,727 % |
5,325 % |
3,121 % |
3,041 % |
6,356 % |
|
98 |
3,114 % |
5,725 % |
5,319 % |
3,127 % |
3,048 % |
6,348 % |
|
99 |
3,121 % |
5,723 % |
5,314 % |
3,133 % |
3,055 % |
6,339 % |
|
100 |
3,127 % |
5,721 % |
5,308 % |
3,139 % |
3,062 % |
6,331 % |
|
101 |
3,133 % |
5,718 % |
5,302 % |
3,145 % |
3,069 % |
6,322 % |
|
102 |
3,139 % |
5,716 % |
5,297 % |
3,151 % |
3,075 % |
6,314 % |
|
103 |
3,145 % |
5,714 % |
5,292 % |
3,157 % |
3,082 % |
6,306 % |
|
104 |
3,151 % |
5,712 % |
5,286 % |
3,163 % |
3,088 % |
6,299 % |
|
105 |
3,157 % |
5,710 % |
5,281 % |
3,168 % |
3,094 % |
6,291 % |
|
106 |
3,162 % |
5,708 % |
5,276 % |
3,174 % |
3,101 % |
6,283 % |
|
107 |
3,168 % |
5,706 % |
5,271 % |
3,179 % |
3,107 % |
6,276 % |
|
108 |
3,173 % |
5,704 % |
5,266 % |
3,184 % |
3,113 % |
6,269 % |
|
109 |
3,178 % |
5,702 % |
5,262 % |
3,190 % |
3,118 % |
6,262 % |
|
110 |
3,183 % |
5,701 % |
5,257 % |
3,195 % |
3,124 % |
6,255 % |
|
111 |
3,189 % |
5,699 % |
5,252 % |
3,200 % |
3,130 % |
6,248 % |
|
112 |
3,194 % |
5,697 % |
5,248 % |
3,205 % |
3,135 % |
6,241 % |
|
113 |
3,198 % |
5,695 % |
5,244 % |
3,209 % |
3,141 % |
6,235 % |
|
114 |
3,203 % |
5,693 % |
5,239 % |
3,214 % |
3,146 % |
6,228 % |
|
115 |
3,208 % |
5,692 % |
5,235 % |
3,219 % |
3,151 % |
6,222 % |
|
116 |
3,213 % |
5,690 % |
5,231 % |
3,223 % |
3,156 % |
6,216 % |
|
117 |
3,217 % |
5,689 % |
5,227 % |
3,228 % |
3,161 % |
6,210 % |
|
118 |
3,222 % |
5,687 % |
5,223 % |
3,232 % |
3,166 % |
6,203 % |
|
119 |
3,226 % |
5,685 % |
5,219 % |
3,237 % |
3,171 % |
6,198 % |
|
120 |
3,231 % |
5,684 % |
5,215 % |
3,241 % |
3,176 % |
6,192 % |
|
121 |
3,235 % |
5,682 % |
5,211 % |
3,245 % |
3,181 % |
6,186 % |
|
122 |
3,239 % |
5,681 % |
5,207 % |
3,249 % |
3,186 % |
6,180 % |
|
123 |
3,243 % |
5,679 % |
5,203 % |
3,253 % |
3,190 % |
6,175 % |
|
124 |
3,247 % |
5,678 % |
5,200 % |
3,257 % |
3,195 % |
6,169 % |
|
125 |
3,251 % |
5,676 % |
5,196 % |
3,261 % |
3,199 % |
6,164 % |
|
126 |
3,255 % |
5,675 % |
5,193 % |
3,265 % |
3,203 % |
6,159 % |
|
127 |
3,259 % |
5,674 % |
5,189 % |
3,269 % |
3,208 % |
6,153 % |
|
128 |
3,263 % |
5,672 % |
5,186 % |
3,273 % |
3,212 % |
6,148 % |
|
129 |
3,267 % |
5,671 % |
5,182 % |
3,276 % |
3,216 % |
6,143 % |
|
130 |
3,270 % |
5,670 % |
5,179 % |
3,280 % |
3,220 % |
6,138 % |
|
131 |
3,274 % |
5,668 % |
5,176 % |
3,284 % |
3,224 % |
6,133 % |
|
132 |
3,278 % |
5,667 % |
5,172 % |
3,287 % |
3,228 % |
6,129 % |
|
133 |
3,281 % |
5,666 % |
5,169 % |
3,291 % |
3,232 % |
6,124 % |
|
134 |
3,285 % |
5,665 % |
5,166 % |
3,294 % |
3,236 % |
6,119 % |
|
135 |
3,288 % |
5,663 % |
5,163 % |
3,297 % |
3,240 % |
6,115 % |
|
136 |
3,292 % |
5,662 % |
5,160 % |
3,301 % |
3,243 % |
6,110 % |
|
137 |
3,295 % |
5,661 % |
5,157 % |
3,304 % |
3,247 % |
6,106 % |
|
138 |
3,298 % |
5,660 % |
5,154 % |
3,307 % |
3,251 % |
6,101 % |
|
139 |
3,301 % |
5,659 % |
5,151 % |
3,310 % |
3,254 % |
6,097 % |
|
140 |
3,305 % |
5,658 % |
5,148 % |
3,313 % |
3,258 % |
6,093 % |
|
141 |
3,308 % |
5,656 % |
5,145 % |
3,317 % |
3,261 % |
6,088 % |
|
142 |
3,311 % |
5,655 % |
5,143 % |
3,320 % |
3,265 % |
6,084 % |
|
143 |
3,314 % |
5,654 % |
5,140 % |
3,323 % |
3,268 % |
6,080 % |
|
144 |
3,317 % |
5,653 % |
5,137 % |
3,326 % |
3,272 % |
6,076 % |
|
145 |
3,320 % |
5,652 % |
5,134 % |
3,328 % |
3,275 % |
6,072 % |
|
146 |
3,323 % |
5,651 % |
5,132 % |
3,331 % |
3,278 % |
6,068 % |
|
147 |
3,326 % |
5,650 % |
5,129 % |
3,334 % |
3,281 % |
6,064 % |
|
148 |
3,329 % |
5,649 % |
5,127 % |
3,337 % |
3,284 % |
6,061 % |
|
149 |
3,331 % |
5,648 % |
5,124 % |
3,340 % |
3,288 % |
6,057 % |
|
150 |
3,334 % |
5,647 % |
5,122 % |
3,343 % |
3,291 % |
6,053 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
2,140 % |
1,792 % |
1,645 % |
3,942 % |
-0,025 % |
0,421 % |
|
2 |
3,251 % |
1,843 % |
1,832 % |
4,203 % |
0,025 % |
0,451 % |
|
3 |
4,244 % |
1,914 % |
1,966 % |
4,464 % |
0,088 % |
0,481 % |
|
4 |
5,006 % |
1,996 % |
2,103 % |
4,701 % |
0,163 % |
0,504 % |
|
5 |
5,606 % |
2,083 % |
2,255 % |
4,934 % |
0,248 % |
0,516 % |
|
6 |
6,062 % |
2,174 % |
2,403 % |
5,138 % |
0,339 % |
0,525 % |
|
7 |
6,421 % |
2,264 % |
2,534 % |
5,318 % |
0,422 % |
0,544 % |
|
8 |
6,710 % |
2,352 % |
2,650 % |
5,477 % |
0,489 % |
0,576 % |
|
9 |
6,947 % |
2,437 % |
2,750 % |
5,616 % |
0,537 % |
0,598 % |
|
10 |
7,152 % |
2,518 % |
2,845 % |
5,737 % |
0,564 % |
0,595 % |
|
11 |
7,302 % |
2,595 % |
2,939 % |
5,844 % |
0,571 % |
0,563 % |
|
12 |
7,403 % |
2,669 % |
3,032 % |
5,939 % |
0,569 % |
0,516 % |
|
13 |
7,467 % |
2,739 % |
3,122 % |
6,019 % |
0,566 % |
0,466 % |
|
14 |
7,504 % |
2,805 % |
3,211 % |
6,083 % |
0,564 % |
0,423 % |
|
15 |
7,520 % |
2,868 % |
3,301 % |
6,129 % |
0,568 % |
0,389 % |
|
16 |
7,521 % |
2,927 % |
3,393 % |
6,158 % |
0,580 % |
0,368 % |
|
17 |
7,509 % |
2,983 % |
3,484 % |
6,173 % |
0,599 % |
0,361 % |
|
18 |
7,489 % |
3,036 % |
3,569 % |
6,176 % |
0,627 % |
0,368 % |
|
19 |
7,462 % |
3,086 % |
3,647 % |
6,170 % |
0,664 % |
0,389 % |
|
20 |
7,430 % |
3,133 % |
3,715 % |
6,157 % |
0,710 % |
0,424 % |
|
21 |
7,394 % |
3,178 % |
3,770 % |
6,139 % |
0,766 % |
0,474 % |
|
22 |
7,356 % |
3,221 % |
3,816 % |
6,118 % |
0,827 % |
0,533 % |
|
23 |
7,316 % |
3,261 % |
3,852 % |
6,094 % |
0,893 % |
0,599 % |
|
24 |
7,275 % |
3,299 % |
3,882 % |
6,067 % |
0,960 % |
0,669 % |
|
25 |
7,234 % |
3,336 % |
3,905 % |
6,039 % |
1,029 % |
0,742 % |
|
26 |
7,193 % |
3,371 % |
3,924 % |
6,011 % |
1,097 % |
0,815 % |
|
27 |
7,152 % |
3,403 % |
3,939 % |
5,981 % |
1,165 % |
0,888 % |
|
28 |
7,112 % |
3,435 % |
3,951 % |
5,952 % |
1,231 % |
0,960 % |
|
29 |
7,073 % |
3,465 % |
3,959 % |
5,923 % |
1,296 % |
1,030 % |
|
30 |
7,034 % |
3,493 % |
3,966 % |
5,894 % |
1,359 % |
1,100 % |
|
31 |
6,996 % |
3,520 % |
3,971 % |
5,865 % |
1,420 % |
1,167 % |
|
32 |
6,960 % |
3,546 % |
3,974 % |
5,837 % |
1,480 % |
1,232 % |
|
33 |
6,924 % |
3,571 % |
3,976 % |
5,810 % |
1,537 % |
1,295 % |
|
34 |
6,890 % |
3,595 % |
3,976 % |
5,783 % |
1,592 % |
1,356 % |
|
35 |
6,856 % |
3,617 % |
3,976 % |
5,757 % |
1,645 % |
1,415 % |
|
36 |
6,824 % |
3,639 % |
3,976 % |
5,732 % |
1,697 % |
1,472 % |
|
37 |
6,793 % |
3,659 % |
3,974 % |
5,707 % |
1,746 % |
1,527 % |
|
38 |
6,763 % |
3,679 % |
3,973 % |
5,683 % |
1,793 % |
1,579 % |
|
39 |
6,734 % |
3,698 % |
3,970 % |
5,660 % |
1,839 % |
1,630 % |
|
40 |
6,707 % |
3,717 % |
3,968 % |
5,638 % |
1,882 % |
1,678 % |
|
41 |
6,680 % |
3,734 % |
3,965 % |
5,616 % |
1,925 % |
1,725 % |
|
42 |
6,654 % |
3,751 % |
3,962 % |
5,596 % |
1,965 % |
1,770 % |
|
43 |
6,629 % |
3,767 % |
3,960 % |
5,576 % |
2,004 % |
1,813 % |
|
44 |
6,605 % |
3,782 % |
3,957 % |
5,556 % |
2,041 % |
1,854 % |
|
45 |
6,582 % |
3,797 % |
3,953 % |
5,538 % |
2,077 % |
1,894 % |
|
46 |
6,560 % |
3,812 % |
3,950 % |
5,519 % |
2,112 % |
1,933 % |
|
47 |
6,538 % |
3,826 % |
3,947 % |
5,502 % |
2,145 % |
1,970 % |
|
48 |
6,517 % |
3,839 % |
3,944 % |
5,485 % |
2,177 % |
2,005 % |
|
49 |
6,497 % |
3,852 % |
3,941 % |
5,469 % |
2,208 % |
2,040 % |
|
50 |
6,478 % |
3,864 % |
3,938 % |
5,453 % |
2,238 % |
2,073 % |
|
51 |
6,460 % |
3,876 % |
3,935 % |
5,438 % |
2,267 % |
2,105 % |
|
52 |
6,442 % |
3,888 % |
3,932 % |
5,423 % |
2,295 % |
2,136 % |
|
53 |
6,424 % |
3,899 % |
3,929 % |
5,409 % |
2,321 % |
2,165 % |
|
54 |
6,408 % |
3,909 % |
3,926 % |
5,396 % |
2,347 % |
2,194 % |
|
55 |
6,391 % |
3,920 % |
3,923 % |
5,382 % |
2,372 % |
2,222 % |
|
56 |
6,376 % |
3,930 % |
3,920 % |
5,370 % |
2,396 % |
2,248 % |
|
57 |
6,361 % |
3,940 % |
3,918 % |
5,357 % |
2,420 % |
2,274 % |
|
58 |
6,346 % |
3,949 % |
3,915 % |
5,345 % |
2,442 % |
2,299 % |
|
59 |
6,332 % |
3,958 % |
3,912 % |
5,334 % |
2,464 % |
2,324 % |
|
60 |
6,318 % |
3,967 % |
3,910 % |
5,322 % |
2,485 % |
2,347 % |
|
61 |
6,305 % |
3,976 % |
3,907 % |
5,311 % |
2,506 % |
2,370 % |
|
62 |
6,292 % |
3,984 % |
3,905 % |
5,301 % |
2,525 % |
2,392 % |
|
63 |
6,279 % |
3,992 % |
3,903 % |
5,291 % |
2,545 % |
2,413 % |
|
64 |
6,267 % |
4,000 % |
3,900 % |
5,281 % |
2,563 % |
2,434 % |
|
65 |
6,255 % |
4,007 % |
3,898 % |
5,271 % |
2,581 % |
2,454 % |
|
66 |
6,244 % |
4,015 % |
3,896 % |
5,262 % |
2,599 % |
2,473 % |
|
67 |
6,233 % |
4,022 % |
3,894 % |
5,253 % |
2,616 % |
2,492 % |
|
68 |
6,222 % |
4,029 % |
3,892 % |
5,244 % |
2,632 % |
2,510 % |
|
69 |
6,212 % |
4,035 % |
3,890 % |
5,235 % |
2,648 % |
2,528 % |
|
70 |
6,202 % |
4,042 % |
3,888 % |
5,227 % |
2,664 % |
2,545 % |
|
71 |
6,192 % |
4,048 % |
3,886 % |
5,219 % |
2,679 % |
2,562 % |
|
72 |
6,182 % |
4,055 % |
3,884 % |
5,211 % |
2,694 % |
2,579 % |
|
73 |
6,173 % |
4,061 % |
3,882 % |
5,203 % |
2,708 % |
2,595 % |
|
74 |
6,164 % |
4,066 % |
3,881 % |
5,196 % |
2,722 % |
2,610 % |
|
75 |
6,155 % |
4,072 % |
3,879 % |
5,189 % |
2,736 % |
2,625 % |
|
76 |
6,146 % |
4,078 % |
3,877 % |
5,181 % |
2,749 % |
2,640 % |
|
77 |
6,138 % |
4,083 % |
3,876 % |
5,175 % |
2,762 % |
2,654 % |
|
78 |
6,130 % |
4,089 % |
3,874 % |
5,168 % |
2,775 % |
2,668 % |
|
79 |
6,122 % |
4,094 % |
3,872 % |
5,161 % |
2,787 % |
2,682 % |
|
80 |
6,114 % |
4,099 % |
3,871 % |
5,155 % |
2,799 % |
2,695 % |
|
81 |
6,106 % |
4,104 % |
3,869 % |
5,149 % |
2,811 % |
2,708 % |
|
82 |
6,099 % |
4,109 % |
3,868 % |
5,143 % |
2,822 % |
2,721 % |
|
83 |
6,092 % |
4,113 % |
3,867 % |
5,137 % |
2,833 % |
2,733 % |
|
84 |
6,085 % |
4,118 % |
3,865 % |
5,131 % |
2,844 % |
2,745 % |
|
85 |
6,078 % |
4,122 % |
3,864 % |
5,125 % |
2,855 % |
2,757 % |
|
86 |
6,071 % |
4,127 % |
3,862 % |
5,120 % |
2,865 % |
2,768 % |
|
87 |
6,064 % |
4,131 % |
3,861 % |
5,114 % |
2,875 % |
2,779 % |
|
88 |
6,058 % |
4,135 % |
3,860 % |
5,109 % |
2,885 % |
2,790 % |
|
89 |
6,052 % |
4,139 % |
3,859 % |
5,104 % |
2,895 % |
2,801 % |
|
90 |
6,046 % |
4,143 % |
3,857 % |
5,099 % |
2,904 % |
2,812 % |
|
91 |
6,040 % |
4,147 % |
3,856 % |
5,094 % |
2,913 % |
2,822 % |
|
92 |
6,034 % |
4,151 % |
3,855 % |
5,089 % |
2,922 % |
2,832 % |
|
93 |
6,028 % |
4,155 % |
3,854 % |
5,084 % |
2,931 % |
2,842 % |
|
94 |
6,022 % |
4,158 % |
3,853 % |
5,080 % |
2,940 % |
2,851 % |
|
95 |
6,017 % |
4,162 % |
3,852 % |
5,075 % |
2,948 % |
2,861 % |
|
96 |
6,011 % |
4,165 % |
3,851 % |
5,071 % |
2,957 % |
2,870 % |
|
97 |
6,006 % |
4,169 % |
3,850 % |
5,066 % |
2,965 % |
2,879 % |
|
98 |
6,001 % |
4,172 % |
3,849 % |
5,062 % |
2,973 % |
2,888 % |
|
99 |
5,996 % |
4,176 % |
3,848 % |
5,058 % |
2,981 % |
2,897 % |
|
100 |
5,991 % |
4,179 % |
3,847 % |
5,054 % |
2,988 % |
2,905 % |
|
101 |
5,986 % |
4,182 % |
3,846 % |
5,050 % |
2,996 % |
2,913 % |
|
102 |
5,981 % |
4,185 % |
3,845 % |
5,046 % |
3,003 % |
2,922 % |
|
103 |
5,977 % |
4,188 % |
3,844 % |
5,042 % |
3,011 % |
2,930 % |
|
104 |
5,972 % |
4,191 % |
3,843 % |
5,038 % |
3,018 % |
2,937 % |
|
105 |
5,967 % |
4,194 % |
3,842 % |
5,035 % |
3,025 % |
2,945 % |
|
106 |
5,963 % |
4,197 % |
3,841 % |
5,031 % |
3,031 % |
2,953 % |
|
107 |
5,959 % |
4,200 % |
3,840 % |
5,027 % |
3,038 % |
2,960 % |
|
108 |
5,954 % |
4,203 % |
3,840 % |
5,024 % |
3,045 % |
2,967 % |
|
109 |
5,950 % |
4,205 % |
3,839 % |
5,020 % |
3,051 % |
2,975 % |
|
110 |
5,946 % |
4,208 % |
3,838 % |
5,017 % |
3,057 % |
2,982 % |
|
111 |
5,942 % |
4,211 % |
3,837 % |
5,014 % |
3,064 % |
2,989 % |
|
112 |
5,938 % |
4,213 % |
3,836 % |
5,010 % |
3,070 % |
2,995 % |
|
113 |
5,934 % |
4,216 % |
3,836 % |
5,007 % |
3,076 % |
3,002 % |
|
114 |
5,931 % |
4,218 % |
3,835 % |
5,004 % |
3,082 % |
3,009 % |
|
115 |
5,927 % |
4,221 % |
3,834 % |
5,001 % |
3,087 % |
3,015 % |
|
116 |
5,923 % |
4,223 % |
3,833 % |
4,998 % |
3,093 % |
3,021 % |
|
117 |
5,919 % |
4,225 % |
3,833 % |
4,995 % |
3,099 % |
3,027 % |
|
118 |
5,916 % |
4,228 % |
3,832 % |
4,992 % |
3,104 % |
3,034 % |
|
119 |
5,912 % |
4,230 % |
3,831 % |
4,989 % |
3,110 % |
3,040 % |
|
120 |
5,909 % |
4,232 % |
3,831 % |
4,986 % |
3,115 % |
3,045 % |
|
121 |
5,906 % |
4,234 % |
3,830 % |
4,984 % |
3,120 % |
3,051 % |
|
122 |
5,902 % |
4,237 % |
3,829 % |
4,981 % |
3,125 % |
3,057 % |
|
123 |
5,899 % |
4,239 % |
3,829 % |
4,978 % |
3,130 % |
3,063 % |
|
124 |
5,896 % |
4,241 % |
3,828 % |
4,975 % |
3,135 % |
3,068 % |
|
125 |
5,893 % |
4,243 % |
3,827 % |
4,973 % |
3,140 % |
3,074 % |
|
126 |
5,889 % |
4,245 % |
3,827 % |
4,970 % |
3,145 % |
3,079 % |
|
127 |
5,886 % |
4,247 % |
3,826 % |
4,968 % |
3,150 % |
3,084 % |
|
128 |
5,883 % |
4,249 % |
3,826 % |
4,965 % |
3,155 % |
3,089 % |
|
129 |
5,880 % |
4,251 % |
3,825 % |
4,963 % |
3,159 % |
3,094 % |
|
130 |
5,877 % |
4,253 % |
3,824 % |
4,960 % |
3,164 % |
3,099 % |
|
131 |
5,875 % |
4,255 % |
3,824 % |
4,958 % |
3,168 % |
3,104 % |
|
132 |
5,872 % |
4,257 % |
3,823 % |
4,956 % |
3,173 % |
3,109 % |
|
133 |
5,869 % |
4,258 % |
3,823 % |
4,953 % |
3,177 % |
3,114 % |
|
134 |
5,866 % |
4,260 % |
3,822 % |
4,951 % |
3,181 % |
3,119 % |
|
135 |
5,863 % |
4,262 % |
3,822 % |
4,949 % |
3,185 % |
3,124 % |
|
136 |
5,861 % |
4,264 % |
3,821 % |
4,947 % |
3,189 % |
3,128 % |
|
137 |
5,858 % |
4,265 % |
3,821 % |
4,945 % |
3,194 % |
3,133 % |
|
138 |
5,856 % |
4,267 % |
3,820 % |
4,942 % |
3,198 % |
3,137 % |
|
139 |
5,853 % |
4,269 % |
3,820 % |
4,940 % |
3,202 % |
3,141 % |
|
140 |
5,850 % |
4,270 % |
3,819 % |
4,938 % |
3,205 % |
3,146 % |
|
141 |
5,848 % |
4,272 % |
3,819 % |
4,936 % |
3,209 % |
3,150 % |
|
142 |
5,845 % |
4,274 % |
3,818 % |
4,934 % |
3,213 % |
3,154 % |
|
143 |
5,843 % |
4,275 % |
3,818 % |
4,932 % |
3,217 % |
3,158 % |
|
144 |
5,841 % |
4,277 % |
3,817 % |
4,930 % |
3,221 % |
3,163 % |
|
145 |
5,838 % |
4,278 % |
3,817 % |
4,928 % |
3,224 % |
3,167 % |
|
146 |
5,836 % |
4,280 % |
3,816 % |
4,926 % |
3,228 % |
3,171 % |
|
147 |
5,834 % |
4,281 % |
3,816 % |
4,925 % |
3,231 % |
3,175 % |
|
148 |
5,831 % |
4,283 % |
3,815 % |
4,923 % |
3,235 % |
3,178 % |
|
149 |
5,829 % |
4,284 % |
3,815 % |
4,921 % |
3,238 % |
3,182 % |
|
150 |
5,827 % |
4,286 % |
3,814 % |
4,919 % |
3,242 % |
3,186 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
8,466 % |
0,062 % |
-0,116 % |
|
2 |
9,188 % |
0,024 % |
-0,122 % |
|
3 |
9,694 % |
0,032 % |
-0,127 % |
|
4 |
10,213 % |
0,067 % |
-0,125 % |
|
5 |
10,732 % |
0,126 % |
-0,119 % |
|
6 |
11,234 % |
0,196 % |
-0,108 % |
|
7 |
11,754 % |
0,262 % |
-0,093 % |
|
8 |
12,303 % |
0,332 % |
-0,074 % |
|
9 |
12,798 % |
0,391 % |
-0,053 % |
|
10 |
13,156 % |
0,443 % |
-0,030 % |
|
11 |
13,389 % |
0,489 % |
-0,007 % |
|
12 |
13,528 % |
0,528 % |
0,015 % |
|
13 |
13,592 % |
0,560 % |
0,037 % |
|
14 |
13,598 % |
0,588 % |
0,059 % |
|
15 |
13,557 % |
0,612 % |
0,083 % |
|
16 |
13,479 % |
0,635 % |
0,108 % |
|
17 |
13,372 % |
0,656 % |
0,131 % |
|
18 |
13,243 % |
0,674 % |
0,150 % |
|
19 |
13,095 % |
0,688 % |
0,163 % |
|
20 |
12,935 % |
0,697 % |
0,168 % |
|
21 |
12,766 % |
0,703 % |
0,167 % |
|
22 |
12,591 % |
0,707 % |
0,162 % |
|
23 |
12,413 % |
0,710 % |
0,157 % |
|
24 |
12,234 % |
0,715 % |
0,155 % |
|
25 |
12,055 % |
0,723 % |
0,156 % |
|
26 |
11,878 % |
0,732 % |
0,163 % |
|
27 |
11,705 % |
0,740 % |
0,176 % |
|
28 |
11,535 % |
0,745 % |
0,195 % |
|
29 |
11,370 % |
0,743 % |
0,221 % |
|
30 |
11,209 % |
0,732 % |
0,255 % |
|
31 |
11,054 % |
0,713 % |
0,296 % |
|
32 |
10,904 % |
0,689 % |
0,343 % |
|
33 |
10,760 % |
0,661 % |
0,394 % |
|
34 |
10,622 % |
0,633 % |
0,447 % |
|
35 |
10,488 % |
0,607 % |
0,503 % |
|
36 |
10,360 % |
0,582 % |
0,558 % |
|
37 |
10,237 % |
0,561 % |
0,615 % |
|
38 |
10,120 % |
0,543 % |
0,671 % |
|
39 |
10,007 % |
0,528 % |
0,726 % |
|
40 |
9,898 % |
0,517 % |
0,781 % |
|
41 |
9,794 % |
0,511 % |
0,835 % |
|
42 |
9,695 % |
0,508 % |
0,888 % |
|
43 |
9,599 % |
0,509 % |
0,939 % |
|
44 |
9,508 % |
0,513 % |
0,989 % |
|
45 |
9,420 % |
0,522 % |
1,038 % |
|
46 |
9,335 % |
0,534 % |
1,086 % |
|
47 |
9,254 % |
0,549 % |
1,132 % |
|
48 |
9,176 % |
0,568 % |
1,177 % |
|
49 |
9,101 % |
0,590 % |
1,220 % |
|
50 |
9,029 % |
0,616 % |
1,263 % |
|
51 |
8,960 % |
0,646 % |
1,303 % |
|
52 |
8,893 % |
0,679 % |
1,343 % |
|
53 |
8,829 % |
0,713 % |
1,382 % |
|
54 |
8,767 % |
0,749 % |
1,419 % |
|
55 |
8,707 % |
0,786 % |
1,455 % |
|
56 |
8,649 % |
0,824 % |
1,490 % |
|
57 |
8,593 % |
0,863 % |
1,524 % |
|
58 |
8,539 % |
0,901 % |
1,557 % |
|
59 |
8,487 % |
0,940 % |
1,588 % |
|
60 |
8,437 % |
0,978 % |
1,619 % |
|
61 |
8,389 % |
1,016 % |
1,649 % |
|
62 |
8,341 % |
1,053 % |
1,678 % |
|
63 |
8,296 % |
1,091 % |
1,707 % |
|
64 |
8,252 % |
1,127 % |
1,734 % |
|
65 |
8,209 % |
1,163 % |
1,761 % |
|
66 |
8,167 % |
1,199 % |
1,787 % |
|
67 |
8,127 % |
1,233 % |
1,812 % |
|
68 |
8,088 % |
1,267 % |
1,836 % |
|
69 |
8,050 % |
1,301 % |
1,860 % |
|
70 |
8,013 % |
1,333 % |
1,883 % |
|
71 |
7,978 % |
1,365 % |
1,905 % |
|
72 |
7,943 % |
1,397 % |
1,927 % |
|
73 |
7,909 % |
1,427 % |
1,949 % |
|
74 |
7,876 % |
1,457 % |
1,969 % |
|
75 |
7,844 % |
1,487 % |
1,989 % |
|
76 |
7,813 % |
1,515 % |
2,009 % |
|
77 |
7,783 % |
1,543 % |
2,028 % |
|
78 |
7,753 % |
1,571 % |
2,047 % |
|
79 |
7,724 % |
1,597 % |
2,065 % |
|
80 |
7,696 % |
1,624 % |
2,083 % |
|
81 |
7,669 % |
1,649 % |
2,100 % |
|
82 |
7,642 % |
1,674 % |
2,117 % |
|
83 |
7,616 % |
1,699 % |
2,134 % |
|
84 |
7,591 % |
1,722 % |
2,150 % |
|
85 |
7,566 % |
1,746 % |
2,166 % |
|
86 |
7,541 % |
1,769 % |
2,181 % |
|
87 |
7,518 % |
1,791 % |
2,196 % |
|
88 |
7,495 % |
1,813 % |
2,211 % |
|
89 |
7,472 % |
1,834 % |
2,225 % |
|
90 |
7,450 % |
1,855 % |
2,239 % |
|
91 |
7,428 % |
1,876 % |
2,253 % |
|
92 |
7,407 % |
1,896 % |
2,266 % |
|
93 |
7,386 % |
1,916 % |
2,280 % |
|
94 |
7,366 % |
1,935 % |
2,293 % |
|
95 |
7,346 % |
1,954 % |
2,305 % |
|
96 |
7,327 % |
1,972 % |
2,318 % |
|
97 |
7,308 % |
1,990 % |
2,330 % |
|
98 |
7,289 % |
2,008 % |
2,342 % |
|
99 |
7,271 % |
2,026 % |
2,353 % |
|
100 |
7,253 % |
2,043 % |
2,365 % |
|
101 |
7,236 % |
2,059 % |
2,376 % |
|
102 |
7,219 % |
2,076 % |
2,387 % |
|
103 |
7,202 % |
2,092 % |
2,397 % |
|
104 |
7,185 % |
2,108 % |
2,408 % |
|
105 |
7,169 % |
2,123 % |
2,418 % |
|
106 |
7,153 % |
2,138 % |
2,429 % |
|
107 |
7,138 % |
2,153 % |
2,438 % |
|
108 |
7,122 % |
2,168 % |
2,448 % |
|
109 |
7,107 % |
2,182 % |
2,458 % |
|
110 |
7,093 % |
2,197 % |
2,467 % |
|
111 |
7,078 % |
2,210 % |
2,477 % |
|
112 |
7,064 % |
2,224 % |
2,486 % |
|
113 |
7,050 % |
2,237 % |
2,495 % |
|
114 |
7,036 % |
2,251 % |
2,503 % |
|
115 |
7,023 % |
2,264 % |
2,512 % |
|
116 |
7,010 % |
2,276 % |
2,520 % |
|
117 |
6,997 % |
2,289 % |
2,529 % |
|
118 |
6,984 % |
2,301 % |
2,537 % |
|
119 |
6,971 % |
2,313 % |
2,545 % |
|
120 |
6,959 % |
2,325 % |
2,553 % |
|
121 |
6,947 % |
2,337 % |
2,561 % |
|
122 |
6,935 % |
2,348 % |
2,568 % |
|
123 |
6,923 % |
2,360 % |
2,576 % |
|
124 |
6,912 % |
2,371 % |
2,583 % |
|
125 |
6,900 % |
2,382 % |
2,591 % |
|
126 |
6,889 % |
2,392 % |
2,598 % |
|
127 |
6,878 % |
2,403 % |
2,605 % |
|
128 |
6,867 % |
2,414 % |
2,612 % |
|
129 |
6,857 % |
2,424 % |
2,619 % |
|
130 |
6,846 % |
2,434 % |
2,625 % |
|
131 |
6,836 % |
2,444 % |
2,632 % |
|
132 |
6,826 % |
2,454 % |
2,639 % |
|
133 |
6,816 % |
2,463 % |
2,645 % |
|
134 |
6,806 % |
2,473 % |
2,651 % |
|
135 |
6,796 % |
2,482 % |
2,658 % |
|
136 |
6,786 % |
2,492 % |
2,664 % |
|
137 |
6,777 % |
2,501 % |
2,670 % |
|
138 |
6,768 % |
2,510 % |
2,676 % |
|
139 |
6,758 % |
2,519 % |
2,682 % |
|
140 |
6,749 % |
2,527 % |
2,688 % |
|
141 |
6,740 % |
2,536 % |
2,693 % |
|
142 |
6,732 % |
2,545 % |
2,699 % |
|
143 |
6,723 % |
2,553 % |
2,705 % |
|
144 |
6,715 % |
2,561 % |
2,710 % |
|
145 |
6,706 % |
2,569 % |
2,716 % |
|
146 |
6,698 % |
2,577 % |
2,721 % |
|
147 |
6,690 % |
2,585 % |
2,726 % |
|
148 |
6,681 % |
2,593 % |
2,731 % |
|
149 |
6,674 % |
2,601 % |
2,737 % |
|
150 |
6,666 % |
2,608 % |
2,742 % |
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 |
31 |
5 |
0 |
25 |
1 |
|
2 |
0 |
0 |
39 |
5 |
0 |
41 |
0 |
|
3 |
0 |
1 |
44 |
5 |
1 |
46 |
0 |
|
4 |
0 |
2 |
47 |
5 |
3 |
47 |
0 |
|
5 |
0 |
4 |
51 |
5 |
4 |
50 |
0 |
|
6 |
1 |
5 |
54 |
5 |
6 |
53 |
0 |
|
7 |
2 |
5 |
57 |
5 |
9 |
54 |
0 |
|
8 |
2 |
6 |
58 |
5 |
11 |
53 |
0 |
|
9 |
3 |
7 |
60 |
5 |
12 |
51 |
0 |
|
10 |
3 |
8 |
62 |
5 |
13 |
50 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
388 |
4 |
16 |
|
2 |
0 |
0 |
0 |
0 |
241 |
4 |
22 |
|
3 |
1 |
0 |
0 |
0 |
214 |
4 |
25 |
|
4 |
2 |
0 |
0 |
0 |
186 |
4 |
26 |
|
5 |
4 |
0 |
0 |
0 |
171 |
4 |
27 |
|
6 |
5 |
0 |
0 |
0 |
168 |
4 |
28 |
|
7 |
5 |
0 |
0 |
0 |
165 |
4 |
29 |
|
8 |
6 |
0 |
1 |
0 |
169 |
2 |
30 |
|
9 |
7 |
0 |
2 |
0 |
171 |
1 |
30 |
|
10 |
8 |
0 |
3 |
0 |
173 |
4 |
31 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
5 |
5 |
0 |
16 |
0 |
4 |
|
2 |
14 |
11 |
11 |
0 |
22 |
0 |
4 |
|
3 |
19 |
14 |
15 |
0 |
25 |
0 |
4 |
|
4 |
22 |
16 |
17 |
0 |
26 |
0 |
4 |
|
5 |
24 |
18 |
19 |
0 |
27 |
0 |
4 |
|
6 |
25 |
19 |
20 |
0 |
28 |
0 |
4 |
|
7 |
27 |
21 |
22 |
0 |
29 |
0 |
4 |
|
8 |
28 |
22 |
23 |
1 |
30 |
0 |
4 |
|
9 |
30 |
23 |
24 |
2 |
30 |
0 |
4 |
|
10 |
31 |
23 |
25 |
2 |
31 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
25 |
9 |
12 |
18 |
5 |
0 |
0 |
|
2 |
41 |
17 |
15 |
21 |
11 |
0 |
0 |
|
3 |
46 |
19 |
18 |
25 |
15 |
0 |
0 |
|
4 |
47 |
20 |
19 |
30 |
17 |
0 |
0 |
|
5 |
50 |
21 |
20 |
33 |
19 |
0 |
0 |
|
6 |
53 |
23 |
22 |
36 |
20 |
0 |
0 |
|
7 |
54 |
24 |
23 |
38 |
22 |
0 |
0 |
|
8 |
53 |
26 |
24 |
39 |
23 |
0 |
0 |
|
9 |
51 |
27 |
25 |
40 |
24 |
0 |
0 |
|
10 |
50 |
25 |
25 |
40 |
25 |
0 |
0 |
|
Duration (in years) |
Liechtenstein |
Norway |
Switzerland |
Australia |
Brazil |
Canada |
Chile |
|
1 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
2 |
0 |
0 |
0 |
0 |
12 |
0 |
19 |
|
3 |
0 |
0 |
0 |
0 |
12 |
0 |
18 |
|
4 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
5 |
0 |
0 |
0 |
0 |
12 |
0 |
16 |
|
6 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
7 |
0 |
0 |
0 |
0 |
12 |
0 |
14 |
|
8 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
9 |
0 |
0 |
0 |
0 |
12 |
0 |
16 |
|
10 |
0 |
0 |
0 |
0 |
12 |
0 |
13 |
|
Duration (in years) |
China |
Colombia |
Hong Kong |
India |
Japan |
Malaysia |
Mexico |
|
1 |
0 |
11 |
0 |
10 |
0 |
0 |
9 |
|
2 |
0 |
18 |
0 |
10 |
0 |
0 |
9 |
|
3 |
2 |
29 |
0 |
10 |
0 |
0 |
10 |
|
4 |
2 |
36 |
0 |
10 |
0 |
0 |
10 |
|
5 |
3 |
38 |
0 |
10 |
0 |
0 |
10 |
|
6 |
3 |
41 |
0 |
10 |
0 |
0 |
10 |
|
7 |
4 |
43 |
0 |
10 |
0 |
0 |
10 |
|
8 |
7 |
41 |
0 |
10 |
0 |
0 |
10 |
|
9 |
5 |
38 |
0 |
10 |
0 |
0 |
10 |
|
10 |
5 |
41 |
0 |
10 |
1 |
0 |
10 |
|
Duration (in years) |
New Zealand |
Russia |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
|
1 |
0 |
0 |
0 |
6 |
9 |
1 |
4 |
|
2 |
0 |
0 |
0 |
8 |
12 |
0 |
4 |
|
3 |
0 |
0 |
0 |
9 |
12 |
0 |
4 |
|
4 |
0 |
0 |
0 |
8 |
14 |
0 |
4 |
|
5 |
0 |
1 |
0 |
8 |
15 |
0 |
4 |
|
6 |
0 |
5 |
0 |
9 |
15 |
0 |
4 |
|
7 |
0 |
7 |
0 |
10 |
15 |
0 |
4 |
|
8 |
0 |
11 |
0 |
12 |
15 |
0 |
4 |
|
9 |
0 |
17 |
0 |
12 |
15 |
0 |
4 |
|
10 |
0 |
17 |
0 |
13 |
15 |
0 |
4 |
|
Duration (in years) |
United States |
|
1 |
0 |
|
2 |
0 |
|
3 |
0 |
|
4 |
0 |
|
5 |
0 |
|
6 |
0 |
|
7 |
0 |
|
8 |
0 |
|
9 |
0 |
|
10 |
0 |
2.
Exposures to financial institutions
2.1
Euro
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
20 |
45 |
118 |
232 |
548 |
1186 |
|
2 |
6 |
20 |
45 |
118 |
232 |
548 |
954 |
|
3 |
7 |
22 |
46 |
112 |
228 |
545 |
778 |
|
4 |
9 |
25 |
48 |
114 |
227 |
544 |
644 |
|
5 |
10 |
27 |
53 |
117 |
227 |
544 |
544 |
|
6 |
11 |
30 |
57 |
122 |
227 |
544 |
544 |
|
7 |
12 |
32 |
59 |
124 |
227 |
544 |
544 |
|
8 |
12 |
33 |
58 |
123 |
227 |
544 |
544 |
|
9 |
13 |
33 |
58 |
122 |
227 |
544 |
544 |
|
10 |
13 |
35 |
59 |
122 |
227 |
544 |
544 |
|
11 |
14 |
36 |
59 |
122 |
227 |
544 |
544 |
|
12 |
14 |
37 |
59 |
122 |
227 |
544 |
544 |
|
13 |
14 |
37 |
59 |
122 |
227 |
544 |
544 |
|
14 |
15 |
37 |
59 |
122 |
227 |
544 |
544 |
|
15 |
15 |
37 |
59 |
122 |
227 |
544 |
544 |
|
16 |
15 |
37 |
59 |
122 |
227 |
544 |
544 |
|
17 |
15 |
37 |
59 |
122 |
227 |
544 |
544 |
|
18 |
15 |
37 |
59 |
122 |
227 |
544 |
544 |
|
19 |
15 |
37 |
59 |
122 |
227 |
544 |
544 |
|
20 |
16 |
37 |
59 |
122 |
227 |
544 |
544 |
|
21 |
16 |
37 |
59 |
122 |
227 |
544 |
544 |
|
22 |
17 |
37 |
59 |
122 |
227 |
544 |
544 |
|
23 |
17 |
37 |
59 |
122 |
227 |
544 |
544 |
|
24 |
18 |
37 |
59 |
122 |
227 |
544 |
544 |
|
25 |
18 |
37 |
59 |
122 |
227 |
544 |
544 |
|
26 |
20 |
37 |
59 |
122 |
227 |
544 |
544 |
|
27 |
21 |
37 |
59 |
122 |
227 |
544 |
544 |
|
28 |
21 |
37 |
59 |
122 |
227 |
544 |
544 |
|
29 |
22 |
37 |
59 |
122 |
227 |
544 |
544 |
|
30 |
22 |
37 |
59 |
122 |
227 |
544 |
544 |
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 |
52 |
125 |
239 |
556 |
1198 |
|
2 |
15 |
29 |
54 |
127 |
241 |
557 |
965 |
|
3 |
17 |
32 |
55 |
121 |
237 |
554 |
787 |
|
4 |
18 |
34 |
58 |
123 |
236 |
553 |
652 |
|
5 |
19 |
36 |
62 |
126 |
236 |
552 |
552 |
|
6 |
19 |
38 |
65 |
130 |
235 |
552 |
552 |
|
7 |
20 |
39 |
66 |
132 |
234 |
551 |
551 |
|
8 |
19 |
39 |
65 |
130 |
234 |
550 |
550 |
|
9 |
19 |
40 |
65 |
128 |
233 |
550 |
550 |
|
10 |
19 |
40 |
64 |
128 |
233 |
549 |
549 |
|
11 |
19 |
41 |
64 |
127 |
232 |
549 |
549 |
|
12 |
19 |
41 |
63 |
127 |
231 |
548 |
548 |
|
13 |
18 |
41 |
63 |
126 |
231 |
548 |
548 |
|
14 |
18 |
41 |
62 |
126 |
230 |
547 |
547 |
|
15 |
18 |
40 |
62 |
125 |
230 |
547 |
547 |
|
16 |
17 |
40 |
61 |
125 |
229 |
546 |
546 |
|
17 |
17 |
40 |
61 |
124 |
229 |
546 |
546 |
|
18 |
17 |
40 |
61 |
124 |
229 |
546 |
546 |
|
19 |
17 |
40 |
61 |
124 |
229 |
546 |
546 |
|
20 |
17 |
40 |
62 |
125 |
230 |
546 |
546 |
|
21 |
18 |
40 |
62 |
125 |
230 |
547 |
547 |
|
22 |
18 |
41 |
62 |
125 |
230 |
547 |
547 |
|
23 |
18 |
41 |
62 |
125 |
230 |
547 |
547 |
|
24 |
18 |
41 |
62 |
126 |
230 |
547 |
547 |
|
25 |
20 |
41 |
62 |
126 |
230 |
547 |
547 |
|
26 |
20 |
41 |
62 |
126 |
230 |
547 |
547 |
|
27 |
21 |
41 |
62 |
126 |
230 |
547 |
547 |
|
28 |
21 |
41 |
62 |
125 |
230 |
547 |
547 |
|
29 |
22 |
41 |
62 |
125 |
230 |
547 |
547 |
|
30 |
22 |
41 |
62 |
125 |
230 |
547 |
547 |
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 |
44 |
118 |
231 |
548 |
1186 |
|
2 |
6 |
20 |
44 |
118 |
231 |
548 |
954 |
|
3 |
7 |
22 |
45 |
111 |
228 |
544 |
778 |
|
4 |
8 |
25 |
48 |
114 |
227 |
543 |
644 |
|
5 |
10 |
27 |
53 |
117 |
227 |
543 |
543 |
|
6 |
11 |
29 |
57 |
121 |
227 |
543 |
543 |
|
7 |
12 |
32 |
59 |
124 |
227 |
543 |
543 |
|
8 |
12 |
32 |
58 |
123 |
227 |
543 |
543 |
|
9 |
12 |
33 |
58 |
122 |
227 |
543 |
543 |
|
10 |
13 |
34 |
58 |
122 |
227 |
543 |
543 |
|
11 |
14 |
36 |
59 |
122 |
227 |
543 |
543 |
|
12 |
14 |
36 |
59 |
122 |
227 |
543 |
543 |
|
13 |
14 |
37 |
59 |
122 |
227 |
543 |
543 |
|
14 |
14 |
37 |
59 |
122 |
227 |
543 |
543 |
|
15 |
14 |
37 |
59 |
122 |
227 |
543 |
543 |
|
16 |
14 |
37 |
59 |
122 |
227 |
543 |
543 |
|
17 |
14 |
37 |
59 |
122 |
227 |
543 |
543 |
|
18 |
14 |
37 |
59 |
122 |
227 |
543 |
543 |
|
19 |
14 |
37 |
59 |
122 |
227 |
543 |
543 |
|
20 |
16 |
37 |
59 |
122 |
227 |
543 |
543 |
|
21 |
16 |
37 |
59 |
122 |
227 |
543 |
543 |
|
22 |
17 |
37 |
59 |
122 |
227 |
543 |
543 |
|
23 |
17 |
37 |
59 |
122 |
227 |
543 |
543 |
|
24 |
18 |
37 |
59 |
122 |
227 |
543 |
543 |
|
25 |
18 |
37 |
59 |
122 |
227 |
543 |
543 |
|
26 |
20 |
37 |
59 |
122 |
227 |
543 |
543 |
|
27 |
21 |
37 |
59 |
122 |
227 |
543 |
543 |
|
28 |
21 |
37 |
59 |
122 |
227 |
543 |
543 |
|
29 |
22 |
37 |
59 |
122 |
227 |
543 |
543 |
|
30 |
22 |
37 |
59 |
122 |
227 |
543 |
543 |
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 |
80 |
93 |
118 |
191 |
305 |
622 |
1199 |
|
2 |
76 |
90 |
114 |
188 |
301 |
618 |
968 |
|
3 |
80 |
95 |
118 |
184 |
300 |
617 |
792 |
|
4 |
79 |
95 |
119 |
184 |
297 |
614 |
658 |
|
5 |
78 |
95 |
122 |
185 |
295 |
612 |
612 |
|
6 |
77 |
96 |
123 |
188 |
293 |
610 |
610 |
|
7 |
77 |
96 |
123 |
189 |
291 |
608 |
608 |
|
8 |
76 |
96 |
122 |
186 |
290 |
607 |
607 |
|
9 |
75 |
96 |
121 |
184 |
289 |
606 |
606 |
|
10 |
72 |
93 |
117 |
181 |
285 |
602 |
602 |
|
11 |
70 |
92 |
115 |
178 |
283 |
600 |
600 |
|
12 |
69 |
91 |
114 |
177 |
282 |
598 |
598 |
|
13 |
68 |
91 |
113 |
176 |
281 |
598 |
598 |
|
14 |
68 |
91 |
112 |
176 |
280 |
597 |
597 |
|
15 |
68 |
91 |
112 |
175 |
280 |
597 |
597 |
|
16 |
67 |
90 |
112 |
175 |
279 |
596 |
596 |
|
17 |
67 |
90 |
111 |
174 |
279 |
596 |
596 |
|
18 |
66 |
89 |
111 |
174 |
278 |
595 |
595 |
|
19 |
65 |
88 |
110 |
173 |
278 |
594 |
594 |
|
20 |
65 |
88 |
109 |
172 |
277 |
594 |
594 |
|
21 |
64 |
87 |
109 |
172 |
276 |
593 |
593 |
|
22 |
63 |
86 |
108 |
171 |
276 |
592 |
592 |
|
23 |
62 |
85 |
107 |
170 |
275 |
591 |
591 |
|
24 |
61 |
84 |
106 |
169 |
274 |
590 |
590 |
|
25 |
60 |
83 |
105 |
168 |
273 |
589 |
589 |
|
26 |
59 |
82 |
104 |
167 |
272 |
588 |
588 |
|
27 |
58 |
81 |
103 |
166 |
271 |
587 |
587 |
|
28 |
57 |
80 |
102 |
165 |
270 |
586 |
586 |
|
29 |
56 |
79 |
101 |
164 |
268 |
585 |
585 |
|
30 |
55 |
78 |
100 |
163 |
267 |
584 |
584 |
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 |
48 |
122 |
235 |
552 |
1192 |
|
2 |
12 |
26 |
50 |
124 |
237 |
554 |
959 |
|
3 |
14 |
29 |
52 |
118 |
235 |
551 |
782 |
|
4 |
16 |
32 |
55 |
121 |
234 |
551 |
648 |
|
5 |
17 |
35 |
61 |
124 |
234 |
551 |
551 |
|
6 |
18 |
37 |
64 |
129 |
234 |
551 |
551 |
|
7 |
19 |
39 |
66 |
131 |
234 |
550 |
550 |
|
8 |
19 |
39 |
65 |
129 |
233 |
550 |
550 |
|
9 |
19 |
39 |
64 |
128 |
233 |
550 |
550 |
|
10 |
19 |
40 |
64 |
128 |
232 |
549 |
549 |
|
11 |
19 |
41 |
64 |
127 |
232 |
549 |
549 |
|
12 |
19 |
42 |
64 |
127 |
232 |
549 |
549 |
|
13 |
19 |
42 |
64 |
127 |
232 |
549 |
549 |
|
14 |
19 |
42 |
64 |
127 |
232 |
548 |
548 |
|
15 |
19 |
42 |
64 |
127 |
232 |
548 |
548 |
|
16 |
19 |
42 |
63 |
126 |
231 |
548 |
548 |
|
17 |
19 |
42 |
63 |
127 |
231 |
548 |
548 |
|
18 |
19 |
42 |
63 |
127 |
231 |
548 |
548 |
|
19 |
19 |
42 |
64 |
127 |
232 |
548 |
548 |
|
20 |
20 |
42 |
64 |
127 |
232 |
549 |
549 |
|
21 |
20 |
43 |
64 |
128 |
232 |
549 |
549 |
|
22 |
20 |
43 |
65 |
128 |
233 |
549 |
549 |
|
23 |
20 |
43 |
65 |
128 |
233 |
549 |
549 |
|
24 |
21 |
43 |
65 |
128 |
233 |
550 |
550 |
|
25 |
21 |
43 |
65 |
128 |
233 |
550 |
550 |
|
26 |
21 |
43 |
65 |
128 |
233 |
550 |
550 |
|
27 |
21 |
43 |
65 |
128 |
233 |
549 |
549 |
|
28 |
21 |
43 |
65 |
128 |
233 |
549 |
549 |
|
29 |
22 |
43 |
65 |
128 |
233 |
549 |
549 |
|
30 |
22 |
43 |
65 |
128 |
232 |
549 |
549 |
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 |
49 |
63 |
87 |
161 |
274 |
591 |
1191 |
|
2 |
53 |
67 |
91 |
165 |
278 |
595 |
963 |
|
3 |
58 |
73 |
96 |
162 |
279 |
595 |
788 |
|
4 |
62 |
78 |
101 |
167 |
280 |
597 |
655 |
|
5 |
64 |
81 |
107 |
171 |
281 |
597 |
597 |
|
6 |
65 |
83 |
111 |
175 |
281 |
597 |
597 |
|
7 |
66 |
85 |
112 |
177 |
280 |
597 |
597 |
|
8 |
65 |
85 |
111 |
175 |
279 |
596 |
596 |
|
9 |
63 |
84 |
109 |
173 |
278 |
595 |
595 |
|
10 |
63 |
84 |
108 |
172 |
276 |
593 |
593 |
|
11 |
62 |
84 |
107 |
170 |
275 |
592 |
592 |
|
12 |
61 |
83 |
106 |
169 |
273 |
590 |
590 |
|
13 |
60 |
82 |
104 |
167 |
272 |
589 |
589 |
|
14 |
59 |
81 |
103 |
166 |
271 |
588 |
588 |
|
15 |
58 |
80 |
102 |
165 |
270 |
587 |
587 |
|
16 |
57 |
79 |
101 |
164 |
269 |
586 |
586 |
|
17 |
56 |
79 |
100 |
163 |
268 |
585 |
585 |
|
18 |
55 |
78 |
99 |
163 |
267 |
584 |
584 |
|
19 |
54 |
77 |
99 |
162 |
267 |
584 |
584 |
|
20 |
54 |
77 |
98 |
161 |
266 |
583 |
583 |
|
21 |
53 |
76 |
98 |
161 |
266 |
582 |
582 |
|
22 |
53 |
75 |
97 |
160 |
265 |
582 |
582 |
|
23 |
52 |
75 |
96 |
159 |
264 |
581 |
581 |
|
24 |
51 |
74 |
95 |
159 |
263 |
580 |
580 |
|
25 |
50 |
73 |
95 |
158 |
262 |
579 |
579 |
|
26 |
49 |
72 |
94 |
157 |
262 |
578 |
578 |
|
27 |
49 |
71 |
93 |
156 |
261 |
578 |
578 |
|
28 |
48 |
70 |
92 |
155 |
260 |
577 |
577 |
|
29 |
47 |
70 |
91 |
154 |
259 |
576 |
576 |
|
30 |
46 |
69 |
90 |
154 |
258 |
575 |
575 |
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 |
44 |
117 |
231 |
548 |
1185 |
|
2 |
6 |
19 |
44 |
117 |
231 |
548 |
953 |
|
3 |
7 |
22 |
45 |
111 |
227 |
544 |
777 |
|
4 |
8 |
24 |
48 |
113 |
226 |
543 |
644 |
|
5 |
9 |
27 |
53 |
116 |
226 |
543 |
543 |
|
6 |
10 |
29 |
56 |
121 |
226 |
543 |
543 |
|
7 |
12 |
31 |
58 |
123 |
226 |
543 |
543 |
|
8 |
11 |
32 |
58 |
122 |
226 |
543 |
543 |
|
9 |
12 |
33 |
58 |
121 |
226 |
543 |
543 |
|
10 |
12 |
34 |
58 |
121 |
226 |
543 |
543 |
|
11 |
13 |
35 |
58 |
121 |
226 |
543 |
543 |
|
12 |
13 |
36 |
58 |
121 |
226 |
543 |
543 |
|
13 |
14 |
36 |
58 |
121 |
226 |
543 |
543 |
|
14 |
14 |
37 |
58 |
121 |
226 |
543 |
543 |
|
15 |
14 |
36 |
58 |
121 |
226 |
543 |
543 |
|
16 |
14 |
36 |
58 |
121 |
226 |
543 |
543 |
|
17 |
14 |
36 |
58 |
121 |
226 |
543 |
543 |
|
18 |
14 |
36 |
58 |
121 |
226 |
543 |
543 |
|
19 |
14 |
36 |
58 |
121 |
226 |
543 |
543 |
|
20 |
16 |
36 |
58 |
121 |
226 |
543 |
543 |
|
21 |
16 |
36 |
58 |
121 |
226 |
543 |
543 |
|
22 |
17 |
36 |
58 |
121 |
226 |
543 |
543 |
|
23 |
17 |
36 |
58 |
121 |
226 |
543 |
543 |
|
24 |
18 |
37 |
58 |
121 |
226 |
543 |
543 |
|
25 |
18 |
37 |
58 |
121 |
226 |
543 |
543 |
|
26 |
20 |
37 |
58 |
121 |
226 |
543 |
543 |
|
27 |
21 |
37 |
58 |
121 |
226 |
543 |
543 |
|
28 |
21 |
37 |
58 |
121 |
226 |
543 |
543 |
|
29 |
22 |
37 |
58 |
121 |
226 |
543 |
543 |
|
30 |
22 |
37 |
58 |
121 |
226 |
543 |
543 |
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 |
25 |
55 |
149 |
250 |
566 |
1196 |
|
2 |
8 |
25 |
55 |
149 |
250 |
566 |
962 |
|
3 |
9 |
27 |
55 |
135 |
246 |
563 |
784 |
|
4 |
10 |
29 |
57 |
125 |
244 |
561 |
650 |
|
5 |
11 |
31 |
58 |
114 |
243 |
560 |
560 |
|
6 |
14 |
34 |
61 |
107 |
242 |
559 |
559 |
|
7 |
16 |
37 |
62 |
100 |
241 |
557 |
557 |
|
8 |
17 |
38 |
60 |
93 |
240 |
556 |
556 |
|
9 |
20 |
45 |
64 |
87 |
239 |
555 |
555 |
|
10 |
19 |
45 |
62 |
84 |
238 |
555 |
555 |
|
11 |
18 |
44 |
61 |
84 |
237 |
554 |
554 |
|
12 |
18 |
43 |
61 |
86 |
236 |
553 |
553 |
|
13 |
18 |
44 |
62 |
86 |
235 |
552 |
552 |
|
14 |
18 |
44 |
62 |
86 |
235 |
551 |
551 |
|
15 |
18 |
44 |
62 |
86 |
234 |
551 |
551 |
|
16 |
18 |
44 |
62 |
86 |
232 |
549 |
549 |
|
17 |
18 |
44 |
62 |
86 |
232 |
548 |
548 |
|
18 |
18 |
44 |
62 |
86 |
231 |
548 |
548 |
|
19 |
18 |
44 |
62 |
86 |
231 |
548 |
548 |
|
20 |
18 |
44 |
62 |
86 |
231 |
548 |
548 |
|
21 |
18 |
44 |
62 |
86 |
231 |
548 |
548 |
|
22 |
18 |
44 |
62 |
86 |
231 |
548 |
548 |
|
23 |
18 |
44 |
62 |
86 |
231 |
547 |
547 |
|
24 |
18 |
44 |
62 |
86 |
230 |
547 |
547 |
|
25 |
19 |
44 |
62 |
86 |
230 |
546 |
546 |
|
26 |
20 |
44 |
62 |
86 |
229 |
546 |
546 |
|
27 |
21 |
44 |
62 |
86 |
229 |
545 |
545 |
|
28 |
21 |
44 |
62 |
86 |
228 |
545 |
545 |
|
29 |
22 |
44 |
62 |
86 |
228 |
544 |
544 |
|
30 |
22 |
44 |
62 |
86 |
227 |
544 |
544 |
2.9
Romanian leu
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
86 |
100 |
124 |
197 |
311 |
628 |
1249 |
|
2 |
84 |
98 |
122 |
196 |
309 |
626 |
1009 |
|
3 |
83 |
98 |
121 |
187 |
304 |
620 |
824 |
|
4 |
82 |
99 |
122 |
187 |
301 |
617 |
684 |
|
5 |
81 |
99 |
125 |
188 |
298 |
615 |
615 |
|
6 |
80 |
99 |
126 |
191 |
296 |
613 |
613 |
|
7 |
79 |
98 |
125 |
191 |
293 |
610 |
610 |
|
8 |
77 |
97 |
123 |
187 |
291 |
608 |
608 |
|
9 |
75 |
96 |
120 |
184 |
289 |
606 |
606 |
|
10 |
74 |
95 |
119 |
183 |
287 |
604 |
604 |
|
11 |
73 |
95 |
118 |
181 |
286 |
603 |
603 |
|
12 |
71 |
94 |
116 |
179 |
284 |
601 |
601 |
|
13 |
70 |
93 |
115 |
178 |
283 |
599 |
599 |
|
14 |
69 |
92 |
113 |
176 |
281 |
598 |
598 |
|
15 |
68 |
90 |
112 |
175 |
280 |
597 |
597 |
|
16 |
66 |
89 |
111 |
174 |
279 |
595 |
595 |
|
17 |
65 |
88 |
110 |
173 |
278 |
594 |
594 |
|
18 |
64 |
87 |
109 |
172 |
277 |
593 |
593 |
|
19 |
64 |
86 |
108 |
171 |
276 |
593 |
593 |
|
20 |
63 |
85 |
107 |
170 |
275 |
592 |
592 |
|
21 |
62 |
85 |
106 |
169 |
274 |
591 |
591 |
|
22 |
61 |
84 |
105 |
168 |
273 |
590 |
590 |
|
23 |
60 |
83 |
104 |
167 |
272 |
589 |
589 |
|
24 |
59 |
82 |
103 |
166 |
271 |
588 |
588 |
|
25 |
58 |
80 |
102 |
165 |
270 |
587 |
587 |
|
26 |
57 |
79 |
101 |
164 |
269 |
586 |
586 |
|
27 |
56 |
78 |
100 |
163 |
268 |
585 |
585 |
|
28 |
55 |
77 |
99 |
162 |
267 |
584 |
584 |
|
29 |
54 |
76 |
98 |
161 |
266 |
583 |
583 |
|
30 |
53 |
75 |
97 |
160 |
265 |
582 |
582 |
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 |
58 |
72 |
97 |
170 |
284 |
600 |
1191 |
|
2 |
57 |
71 |
96 |
169 |
283 |
599 |
960 |
|
3 |
58 |
73 |
96 |
162 |
278 |
595 |
785 |
|
4 |
58 |
74 |
98 |
163 |
276 |
593 |
652 |
|
5 |
57 |
75 |
101 |
164 |
274 |
591 |
591 |
|
6 |
57 |
75 |
102 |
167 |
272 |
589 |
589 |
|
7 |
56 |
76 |
103 |
168 |
271 |
588 |
588 |
|
8 |
55 |
75 |
101 |
166 |
269 |
586 |
586 |
|
9 |
54 |
74 |
99 |
163 |
268 |
585 |
585 |
|
10 |
53 |
74 |
98 |
162 |
267 |
583 |
583 |
|
11 |
53 |
75 |
98 |
161 |
266 |
582 |
582 |
|
12 |
52 |
75 |
97 |
160 |
265 |
582 |
582 |
|
13 |
52 |
74 |
96 |
159 |
264 |
581 |
581 |
|
14 |
51 |
74 |
96 |
159 |
263 |
580 |
580 |
|
15 |
51 |
73 |
95 |
158 |
263 |
580 |
580 |
|
16 |
50 |
72 |
94 |
157 |
262 |
579 |
579 |
|
17 |
49 |
72 |
93 |
157 |
261 |
578 |
578 |
|
18 |
48 |
71 |
93 |
156 |
261 |
578 |
578 |
|
19 |
48 |
71 |
92 |
156 |
260 |
577 |
577 |
|
20 |
48 |
71 |
92 |
155 |
260 |
577 |
577 |
|
21 |
48 |
70 |
92 |
155 |
260 |
577 |
577 |
|
22 |
47 |
70 |
91 |
155 |
259 |
576 |
576 |
|
23 |
47 |
69 |
91 |
154 |
259 |
576 |
576 |
|
24 |
46 |
69 |
90 |
153 |
258 |
575 |
575 |
|
25 |
45 |
68 |
90 |
153 |
258 |
574 |
574 |
|
26 |
45 |
67 |
89 |
152 |
257 |
574 |
574 |
|
27 |
44 |
67 |
88 |
151 |
256 |
573 |
573 |
|
28 |
43 |
66 |
88 |
151 |
255 |
572 |
572 |
|
29 |
43 |
65 |
87 |
150 |
255 |
572 |
572 |
|
30 |
42 |
65 |
86 |
149 |
254 |
571 |
571 |
2.11
Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
31 |
45 |
70 |
143 |
257 |
573 |
1199 |
|
2 |
32 |
46 |
70 |
144 |
257 |
574 |
966 |
|
3 |
32 |
47 |
70 |
136 |
253 |
569 |
788 |
|
4 |
33 |
49 |
72 |
138 |
251 |
568 |
653 |
|
5 |
33 |
50 |
77 |
140 |
250 |
567 |
567 |
|
6 |
33 |
52 |
79 |
144 |
249 |
566 |
566 |
|
7 |
34 |
53 |
80 |
146 |
248 |
565 |
565 |
|
8 |
33 |
53 |
79 |
143 |
247 |
564 |
564 |
|
9 |
32 |
53 |
78 |
142 |
247 |
563 |
563 |
|
10 |
32 |
54 |
78 |
141 |
246 |
563 |
563 |
|
11 |
32 |
54 |
77 |
141 |
245 |
562 |
562 |
|
12 |
32 |
54 |
77 |
140 |
244 |
561 |
561 |
|
13 |
31 |
54 |
76 |
139 |
244 |
560 |
560 |
|
14 |
31 |
54 |
75 |
138 |
243 |
560 |
560 |
|
15 |
30 |
53 |
74 |
138 |
242 |
559 |
559 |
|
16 |
29 |
52 |
74 |
137 |
242 |
558 |
558 |
|
17 |
29 |
52 |
73 |
136 |
241 |
558 |
558 |
|
18 |
29 |
51 |
73 |
136 |
241 |
558 |
558 |
|
19 |
28 |
51 |
73 |
136 |
241 |
557 |
557 |
|
20 |
28 |
51 |
73 |
136 |
241 |
557 |
557 |
|
21 |
28 |
51 |
73 |
136 |
241 |
557 |
557 |
|
22 |
28 |
51 |
73 |
136 |
241 |
557 |
557 |
|
23 |
28 |
51 |
73 |
136 |
240 |
557 |
557 |
|
24 |
28 |
51 |
72 |
136 |
240 |
557 |
557 |
|
25 |
28 |
51 |
72 |
135 |
240 |
557 |
557 |
|
26 |
28 |
50 |
72 |
135 |
240 |
557 |
557 |
|
27 |
27 |
50 |
72 |
135 |
239 |
556 |
556 |
|
28 |
27 |
50 |
71 |
134 |
239 |
556 |
556 |
|
29 |
27 |
49 |
71 |
134 |
239 |
556 |
556 |
|
30 |
26 |
49 |
71 |
134 |
239 |
555 |
555 |
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 |
99 |
212 |
529 |
1180 |
|
2 |
1 |
5 |
26 |
100 |
213 |
530 |
950 |
|
3 |
2 |
5 |
28 |
93 |
210 |
526 |
775 |
|
4 |
3 |
7 |
30 |
96 |
209 |
526 |
642 |
|
5 |
4 |
9 |
35 |
99 |
209 |
525 |
540 |
|
6 |
5 |
11 |
39 |
103 |
209 |
525 |
525 |
|
7 |
5 |
14 |
41 |
106 |
209 |
525 |
525 |
|
8 |
6 |
14 |
40 |
105 |
209 |
525 |
525 |
|
9 |
7 |
15 |
40 |
104 |
209 |
525 |
525 |
|
10 |
8 |
16 |
40 |
104 |
209 |
525 |
525 |
|
11 |
9 |
19 |
42 |
105 |
210 |
526 |
526 |
|
12 |
9 |
18 |
40 |
104 |
208 |
525 |
525 |
|
13 |
10 |
19 |
41 |
105 |
209 |
526 |
526 |
|
14 |
11 |
20 |
41 |
104 |
209 |
526 |
526 |
|
15 |
12 |
18 |
40 |
103 |
208 |
525 |
525 |
|
16 |
13 |
17 |
39 |
102 |
207 |
524 |
524 |
|
17 |
13 |
17 |
39 |
102 |
207 |
524 |
524 |
|
18 |
14 |
17 |
39 |
102 |
207 |
524 |
524 |
|
19 |
14 |
18 |
39 |
103 |
207 |
524 |
524 |
|
20 |
16 |
19 |
40 |
103 |
208 |
525 |
525 |
|
21 |
16 |
19 |
40 |
103 |
208 |
525 |
525 |
|
22 |
17 |
20 |
40 |
104 |
208 |
525 |
525 |
|
23 |
17 |
20 |
40 |
103 |
208 |
525 |
525 |
|
24 |
18 |
22 |
40 |
103 |
208 |
525 |
525 |
|
25 |
18 |
22 |
40 |
103 |
208 |
525 |
525 |
|
26 |
20 |
23 |
40 |
103 |
208 |
525 |
525 |
|
27 |
20 |
23 |
41 |
103 |
208 |
524 |
524 |
|
28 |
21 |
24 |
43 |
103 |
208 |
524 |
524 |
|
29 |
21 |
26 |
44 |
103 |
208 |
524 |
524 |
|
30 |
22 |
26 |
45 |
103 |
207 |
524 |
524 |
2.13
Australian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
47 |
60 |
85 |
158 |
272 |
589 |
1195 |
|
2 |
47 |
60 |
85 |
158 |
272 |
589 |
962 |
|
3 |
47 |
62 |
85 |
151 |
268 |
584 |
785 |
|
4 |
48 |
64 |
87 |
153 |
266 |
583 |
651 |
|
5 |
48 |
65 |
91 |
155 |
265 |
582 |
582 |
|
6 |
48 |
66 |
94 |
158 |
264 |
580 |
580 |
|
7 |
48 |
68 |
95 |
160 |
263 |
579 |
579 |
|
8 |
47 |
67 |
93 |
158 |
262 |
578 |
578 |
|
9 |
46 |
67 |
92 |
156 |
261 |
577 |
577 |
|
10 |
46 |
68 |
92 |
155 |
260 |
577 |
577 |
|
11 |
46 |
68 |
91 |
154 |
259 |
576 |
576 |
|
12 |
45 |
68 |
90 |
153 |
258 |
575 |
575 |
|
13 |
45 |
68 |
90 |
153 |
257 |
574 |
574 |
|
14 |
45 |
67 |
89 |
152 |
257 |
574 |
574 |
|
15 |
44 |
67 |
88 |
151 |
256 |
573 |
573 |
|
16 |
43 |
66 |
87 |
151 |
255 |
572 |
572 |
|
17 |
42 |
65 |
87 |
150 |
255 |
572 |
572 |
|
18 |
42 |
65 |
86 |
149 |
254 |
571 |
571 |
|
19 |
42 |
64 |
86 |
149 |
254 |
571 |
571 |
|
20 |
41 |
64 |
86 |
149 |
254 |
570 |
570 |
|
21 |
41 |
64 |
85 |
149 |
253 |
570 |
570 |
|
22 |
41 |
63 |
85 |
148 |
253 |
570 |
570 |
|
23 |
40 |
63 |
85 |
148 |
252 |
569 |
569 |
|
24 |
40 |
62 |
84 |
147 |
252 |
569 |
569 |
|
25 |
39 |
62 |
83 |
146 |
251 |
568 |
568 |
|
26 |
38 |
61 |
83 |
146 |
251 |
567 |
567 |
|
27 |
38 |
60 |
82 |
145 |
250 |
567 |
567 |
|
28 |
37 |
60 |
81 |
144 |
249 |
566 |
566 |
|
29 |
36 |
59 |
81 |
144 |
248 |
565 |
565 |
|
30 |
36 |
58 |
80 |
143 |
248 |
565 |
565 |
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 |
55 |
129 |
242 |
559 |
1196 |
|
2 |
21 |
35 |
59 |
133 |
246 |
563 |
963 |
|
3 |
25 |
40 |
63 |
129 |
246 |
562 |
786 |
|
4 |
29 |
45 |
68 |
134 |
247 |
564 |
652 |
|
5 |
31 |
49 |
75 |
138 |
248 |
565 |
565 |
|
6 |
30 |
49 |
76 |
141 |
246 |
563 |
563 |
|
7 |
35 |
55 |
81 |
147 |
249 |
566 |
566 |
|
8 |
34 |
54 |
80 |
144 |
248 |
565 |
565 |
|
9 |
35 |
56 |
80 |
144 |
249 |
566 |
566 |
|
10 |
37 |
58 |
82 |
145 |
250 |
567 |
567 |
|
11 |
38 |
60 |
83 |
146 |
251 |
568 |
568 |
|
12 |
39 |
62 |
84 |
147 |
252 |
569 |
569 |
|
13 |
40 |
62 |
84 |
147 |
252 |
569 |
569 |
|
14 |
40 |
63 |
85 |
148 |
253 |
569 |
569 |
|
15 |
40 |
63 |
85 |
148 |
253 |
569 |
569 |
|
16 |
40 |
63 |
84 |
147 |
252 |
569 |
569 |
|
17 |
40 |
63 |
84 |
147 |
252 |
569 |
569 |
|
18 |
39 |
62 |
84 |
147 |
251 |
568 |
568 |
|
19 |
39 |
62 |
83 |
146 |
251 |
568 |
568 |
|
20 |
39 |
62 |
83 |
146 |
251 |
568 |
568 |
|
21 |
39 |
62 |
83 |
146 |
251 |
568 |
568 |
|
22 |
39 |
61 |
83 |
146 |
251 |
568 |
568 |
|
23 |
38 |
61 |
83 |
146 |
251 |
567 |
567 |
|
24 |
38 |
61 |
82 |
145 |
250 |
567 |
567 |
|
25 |
37 |
60 |
82 |
145 |
250 |
566 |
566 |
|
26 |
37 |
60 |
81 |
144 |
249 |
566 |
566 |
|
27 |
36 |
59 |
81 |
144 |
249 |
565 |
565 |
|
28 |
36 |
59 |
80 |
143 |
248 |
565 |
565 |
|
29 |
35 |
58 |
80 |
143 |
248 |
564 |
564 |
|
30 |
35 |
58 |
79 |
142 |
247 |
564 |
564 |
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 |
55 |
128 |
242 |
559 |
1200 |
|
2 |
18 |
32 |
56 |
130 |
243 |
560 |
967 |
|
3 |
20 |
35 |
58 |
124 |
240 |
557 |
789 |
|
4 |
21 |
37 |
61 |
126 |
240 |
556 |
654 |
|
5 |
23 |
40 |
66 |
130 |
239 |
556 |
556 |
|
6 |
24 |
42 |
70 |
134 |
239 |
556 |
556 |
|
7 |
25 |
44 |
71 |
137 |
239 |
556 |
556 |
|
8 |
25 |
45 |
71 |
135 |
239 |
556 |
556 |
|
9 |
25 |
46 |
71 |
135 |
239 |
556 |
556 |
|
10 |
26 |
47 |
71 |
135 |
239 |
556 |
556 |
|
11 |
26 |
48 |
72 |
135 |
240 |
556 |
556 |
|
12 |
27 |
49 |
72 |
135 |
240 |
556 |
556 |
|
13 |
27 |
50 |
72 |
135 |
240 |
556 |
556 |
|
14 |
28 |
50 |
72 |
135 |
240 |
557 |
557 |
|
15 |
28 |
50 |
72 |
135 |
240 |
557 |
557 |
|
16 |
27 |
50 |
72 |
135 |
240 |
556 |
556 |
|
17 |
27 |
50 |
72 |
135 |
240 |
556 |
556 |
|
18 |
27 |
50 |
72 |
135 |
240 |
556 |
556 |
|
19 |
27 |
50 |
72 |
135 |
239 |
556 |
556 |
|
20 |
27 |
50 |
72 |
135 |
240 |
556 |
556 |
|
21 |
27 |
50 |
72 |
135 |
240 |
556 |
556 |
|
22 |
27 |
50 |
71 |
135 |
239 |
556 |
556 |
|
23 |
27 |
49 |
71 |
134 |
239 |
556 |
556 |
|
24 |
26 |
49 |
71 |
134 |
238 |
555 |
555 |
|
25 |
26 |
49 |
70 |
133 |
238 |
555 |
555 |
|
26 |
25 |
48 |
70 |
133 |
238 |
554 |
554 |
|
27 |
25 |
48 |
69 |
132 |
237 |
554 |
554 |
|
28 |
25 |
47 |
69 |
132 |
237 |
554 |
554 |
|
29 |
24 |
47 |
69 |
132 |
236 |
553 |
553 |
|
30 |
24 |
47 |
68 |
131 |
236 |
553 |
553 |
2.16
Chilean peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
50 |
64 |
89 |
162 |
276 |
592 |
1194 |
|
2 |
53 |
67 |
91 |
165 |
279 |
595 |
960 |
|
3 |
57 |
72 |
95 |
161 |
278 |
594 |
784 |
|
4 |
59 |
76 |
99 |
164 |
278 |
594 |
651 |
|
5 |
61 |
79 |
105 |
168 |
278 |
595 |
595 |
|
6 |
63 |
81 |
109 |
173 |
279 |
595 |
595 |
|
7 |
64 |
83 |
110 |
176 |
278 |
595 |
595 |
|
8 |
64 |
84 |
110 |
174 |
278 |
595 |
595 |
|
9 |
63 |
84 |
109 |
173 |
278 |
595 |
595 |
|
10 |
64 |
85 |
110 |
173 |
278 |
594 |
594 |
|
11 |
64 |
86 |
109 |
173 |
277 |
594 |
594 |
|
12 |
64 |
86 |
109 |
172 |
277 |
593 |
593 |
|
13 |
64 |
86 |
108 |
171 |
276 |
593 |
593 |
|
14 |
63 |
86 |
107 |
170 |
275 |
592 |
592 |
|
15 |
62 |
85 |
106 |
169 |
274 |
591 |
591 |
|
16 |
61 |
84 |
106 |
169 |
273 |
590 |
590 |
|
17 |
60 |
83 |
105 |
168 |
273 |
589 |
589 |
|
18 |
60 |
83 |
104 |
167 |
272 |
589 |
589 |
|
19 |
59 |
82 |
103 |
167 |
271 |
588 |
588 |
|
20 |
58 |
81 |
103 |
166 |
271 |
587 |
587 |
|
21 |
58 |
80 |
102 |
165 |
270 |
587 |
587 |
|
22 |
57 |
80 |
101 |
164 |
269 |
586 |
586 |
|
23 |
56 |
79 |
100 |
164 |
268 |
585 |
585 |
|
24 |
55 |
78 |
99 |
163 |
267 |
584 |
584 |
|
25 |
54 |
77 |
99 |
162 |
266 |
583 |
583 |
|
26 |
53 |
76 |
98 |
161 |
266 |
582 |
582 |
|
27 |
52 |
75 |
97 |
160 |
265 |
581 |
581 |
|
28 |
52 |
74 |
96 |
159 |
264 |
580 |
580 |
|
29 |
51 |
73 |
95 |
158 |
263 |
580 |
580 |
|
30 |
50 |
73 |
94 |
157 |
262 |
579 |
579 |
2.17
Colombian peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
82 |
96 |
120 |
194 |
307 |
624 |
1228 |
|
2 |
86 |
100 |
124 |
198 |
312 |
628 |
998 |
|
3 |
88 |
103 |
126 |
192 |
309 |
625 |
820 |
|
4 |
89 |
105 |
128 |
194 |
307 |
624 |
683 |
|
5 |
92 |
109 |
135 |
199 |
309 |
625 |
625 |
|
6 |
94 |
112 |
139 |
204 |
309 |
626 |
626 |
|
7 |
95 |
115 |
142 |
207 |
310 |
626 |
626 |
|
8 |
96 |
116 |
142 |
207 |
311 |
627 |
627 |
|
9 |
97 |
118 |
143 |
207 |
311 |
628 |
628 |
|
10 |
98 |
119 |
143 |
207 |
311 |
628 |
628 |
|
11 |
98 |
120 |
143 |
206 |
311 |
628 |
628 |
|
12 |
97 |
120 |
142 |
205 |
310 |
627 |
627 |
|
13 |
97 |
119 |
141 |
204 |
309 |
626 |
626 |
|
14 |
95 |
118 |
140 |
203 |
308 |
624 |
624 |
|
15 |
94 |
117 |
138 |
201 |
306 |
623 |
623 |
|
16 |
93 |
115 |
137 |
200 |
305 |
622 |
622 |
|
17 |
91 |
114 |
135 |
199 |
303 |
620 |
620 |
|
18 |
90 |
113 |
134 |
197 |
302 |
619 |
619 |
|
19 |
88 |
111 |
133 |
196 |
301 |
617 |
617 |
|
20 |
87 |
110 |
131 |
195 |
299 |
616 |
616 |
|
21 |
86 |
108 |
130 |
193 |
298 |
615 |
615 |
|
22 |
84 |
107 |
129 |
192 |
296 |
613 |
613 |
|
23 |
83 |
105 |
127 |
190 |
295 |
612 |
612 |
|
24 |
81 |
104 |
125 |
189 |
293 |
610 |
610 |
|
25 |
79 |
102 |
124 |
187 |
292 |
608 |
608 |
|
26 |
78 |
101 |
122 |
185 |
290 |
607 |
607 |
|
27 |
76 |
99 |
120 |
184 |
288 |
605 |
605 |
|
28 |
75 |
97 |
119 |
182 |
287 |
604 |
604 |
|
29 |
73 |
96 |
117 |
181 |
285 |
602 |
602 |
|
30 |
72 |
94 |
116 |
179 |
284 |
601 |
601 |
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 |
10 |
24 |
48 |
122 |
236 |
552 |
1202 |
|
2 |
13 |
27 |
52 |
125 |
239 |
555 |
967 |
|
3 |
17 |
32 |
55 |
121 |
237 |
554 |
788 |
|
4 |
20 |
36 |
59 |
125 |
238 |
555 |
653 |
|
5 |
22 |
39 |
65 |
129 |
239 |
556 |
556 |
|
6 |
24 |
42 |
69 |
134 |
239 |
556 |
556 |
|
7 |
25 |
45 |
71 |
137 |
240 |
556 |
556 |
|
8 |
25 |
45 |
71 |
136 |
240 |
556 |
556 |
|
9 |
25 |
46 |
71 |
135 |
240 |
556 |
556 |
|
10 |
26 |
47 |
71 |
135 |
240 |
556 |
556 |
|
11 |
26 |
48 |
71 |
135 |
239 |
556 |
556 |
|
12 |
26 |
49 |
71 |
134 |
239 |
556 |
556 |
|
13 |
26 |
49 |
71 |
134 |
238 |
555 |
555 |
|
14 |
26 |
48 |
70 |
133 |
238 |
555 |
555 |
|
15 |
25 |
48 |
69 |
132 |
237 |
554 |
554 |
|
16 |
24 |
47 |
68 |
132 |
236 |
553 |
553 |
|
17 |
24 |
46 |
68 |
131 |
236 |
553 |
553 |
|
18 |
23 |
46 |
68 |
131 |
236 |
552 |
552 |
|
19 |
23 |
46 |
67 |
131 |
235 |
552 |
552 |
|
20 |
23 |
46 |
68 |
131 |
236 |
552 |
552 |
|
21 |
23 |
46 |
68 |
131 |
236 |
552 |
552 |
|
22 |
23 |
46 |
68 |
131 |
236 |
552 |
552 |
|
23 |
23 |
46 |
68 |
131 |
236 |
552 |
552 |
|
24 |
23 |
46 |
68 |
131 |
235 |
552 |
552 |
|
25 |
23 |
46 |
67 |
131 |
235 |
552 |
552 |
|
26 |
23 |
46 |
67 |
130 |
235 |
552 |
552 |
|
27 |
23 |
46 |
67 |
130 |
235 |
552 |
552 |
|
28 |
23 |
45 |
67 |
130 |
235 |
552 |
552 |
|
29 |
22 |
45 |
67 |
130 |
235 |
551 |
551 |
|
30 |
22 |
45 |
66 |
130 |
234 |
551 |
551 |
2.19
Indian rupee
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
95 |
109 |
133 |
207 |
321 |
637 |
1258 |
|
2 |
96 |
110 |
134 |
208 |
321 |
638 |
1019 |
|
3 |
97 |
112 |
135 |
201 |
317 |
634 |
836 |
|
4 |
98 |
114 |
138 |
203 |
316 |
633 |
695 |
|
5 |
99 |
116 |
142 |
206 |
316 |
633 |
633 |
|
6 |
99 |
118 |
145 |
210 |
315 |
632 |
632 |
|
7 |
100 |
120 |
147 |
212 |
315 |
631 |
631 |
|
8 |
100 |
120 |
146 |
210 |
314 |
631 |
631 |
|
9 |
99 |
120 |
145 |
209 |
313 |
630 |
630 |
|
10 |
98 |
120 |
144 |
207 |
312 |
629 |
629 |
|
11 |
97 |
119 |
142 |
206 |
310 |
627 |
627 |
|
12 |
96 |
118 |
140 |
204 |
308 |
625 |
625 |
|
13 |
94 |
117 |
139 |
202 |
307 |
623 |
623 |
|
14 |
92 |
115 |
137 |
200 |
305 |
621 |
621 |
|
15 |
91 |
113 |
135 |
198 |
303 |
620 |
620 |
|
16 |
89 |
111 |
133 |
196 |
301 |
618 |
618 |
|
17 |
87 |
110 |
131 |
195 |
299 |
616 |
616 |
|
18 |
85 |
108 |
130 |
193 |
298 |
615 |
615 |
|
19 |
84 |
107 |
128 |
192 |
296 |
613 |
613 |
|
20 |
83 |
106 |
127 |
191 |
295 |
612 |
612 |
|
21 |
82 |
105 |
126 |
190 |
294 |
611 |
611 |
|
22 |
81 |
104 |
125 |
188 |
293 |
610 |
610 |
|
23 |
80 |
102 |
124 |
187 |
292 |
609 |
609 |
|
24 |
79 |
101 |
123 |
186 |
291 |
607 |
607 |
|
25 |
77 |
100 |
122 |
185 |
290 |
606 |
606 |
|
26 |
76 |
99 |
120 |
184 |
288 |
605 |
605 |
|
27 |
75 |
98 |
119 |
182 |
287 |
604 |
604 |
|
28 |
74 |
97 |
118 |
181 |
286 |
603 |
603 |
|
29 |
73 |
96 |
117 |
180 |
285 |
602 |
602 |
|
30 |
72 |
94 |
116 |
179 |
284 |
601 |
601 |
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 |
330 |
344 |
369 |
442 |
556 |
872 |
1273 |
|
2 |
83 |
97 |
122 |
195 |
309 |
625 |
1024 |
|
3 |
87 |
102 |
125 |
191 |
308 |
624 |
837 |
|
4 |
90 |
106 |
130 |
195 |
309 |
625 |
694 |
|
5 |
93 |
110 |
136 |
200 |
310 |
626 |
626 |
|
6 |
94 |
113 |
140 |
205 |
310 |
627 |
627 |
|
7 |
96 |
116 |
142 |
208 |
310 |
627 |
627 |
|
8 |
97 |
117 |
143 |
207 |
311 |
628 |
628 |
|
9 |
97 |
118 |
143 |
207 |
311 |
628 |
628 |
|
10 |
97 |
119 |
143 |
206 |
311 |
628 |
628 |
|
11 |
98 |
120 |
143 |
206 |
311 |
628 |
628 |
|
12 |
98 |
121 |
143 |
206 |
311 |
628 |
628 |
|
13 |
99 |
122 |
144 |
207 |
311 |
628 |
628 |
|
14 |
100 |
123 |
144 |
207 |
312 |
629 |
629 |
|
15 |
101 |
123 |
145 |
208 |
313 |
629 |
629 |
|
16 |
101 |
124 |
146 |
209 |
314 |
630 |
630 |
|
17 |
102 |
125 |
147 |
210 |
315 |
631 |
631 |
|
18 |
103 |
126 |
148 |
211 |
316 |
632 |
632 |
|
19 |
104 |
127 |
149 |
212 |
316 |
633 |
633 |
|
20 |
105 |
128 |
149 |
212 |
317 |
634 |
634 |
|
21 |
105 |
128 |
149 |
212 |
317 |
634 |
634 |
|
22 |
105 |
127 |
149 |
212 |
317 |
634 |
634 |
|
23 |
104 |
127 |
148 |
211 |
316 |
633 |
633 |
|
24 |
103 |
126 |
147 |
211 |
315 |
632 |
632 |
|
25 |
102 |
125 |
146 |
210 |
314 |
631 |
631 |
|
26 |
101 |
124 |
145 |
208 |
313 |
630 |
630 |
|
27 |
100 |
122 |
144 |
207 |
312 |
629 |
629 |
|
28 |
98 |
121 |
142 |
206 |
310 |
627 |
627 |
|
29 |
97 |
120 |
141 |
204 |
309 |
626 |
626 |
|
30 |
95 |
118 |
140 |
203 |
308 |
624 |
624 |
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 |
109 |
223 |
540 |
1195 |
|
2 |
1 |
11 |
36 |
109 |
223 |
540 |
962 |
|
3 |
2 |
13 |
37 |
103 |
219 |
536 |
785 |
|
4 |
3 |
15 |
39 |
104 |
217 |
534 |
650 |
|
5 |
4 |
17 |
43 |
106 |
216 |
533 |
547 |
|
6 |
5 |
18 |
45 |
110 |
215 |
532 |
532 |
|
7 |
5 |
20 |
47 |
112 |
215 |
532 |
532 |
|
8 |
6 |
20 |
46 |
110 |
214 |
531 |
531 |
|
9 |
7 |
20 |
44 |
108 |
213 |
530 |
530 |
|
10 |
8 |
20 |
44 |
108 |
212 |
529 |
529 |
|
11 |
9 |
21 |
44 |
108 |
212 |
529 |
529 |
|
12 |
9 |
22 |
44 |
108 |
212 |
529 |
529 |
|
13 |
10 |
23 |
44 |
108 |
212 |
529 |
529 |
|
14 |
11 |
23 |
45 |
108 |
213 |
529 |
529 |
|
15 |
12 |
23 |
45 |
108 |
213 |
530 |
530 |
|
16 |
13 |
23 |
45 |
108 |
213 |
530 |
530 |
|
17 |
13 |
24 |
45 |
109 |
213 |
530 |
530 |
|
18 |
14 |
24 |
46 |
109 |
214 |
531 |
531 |
|
19 |
15 |
25 |
47 |
110 |
214 |
531 |
531 |
|
20 |
16 |
26 |
47 |
111 |
215 |
532 |
532 |
|
21 |
17 |
27 |
48 |
111 |
216 |
533 |
533 |
|
22 |
17 |
27 |
49 |
112 |
217 |
534 |
534 |
|
23 |
18 |
28 |
49 |
113 |
217 |
534 |
534 |
|
24 |
18 |
28 |
50 |
113 |
218 |
535 |
535 |
|
25 |
20 |
29 |
50 |
114 |
218 |
535 |
535 |
|
26 |
20 |
29 |
51 |
114 |
219 |
535 |
535 |
|
27 |
21 |
29 |
51 |
114 |
219 |
536 |
536 |
|
28 |
21 |
30 |
51 |
114 |
219 |
536 |
536 |
|
29 |
22 |
30 |
52 |
115 |
219 |
536 |
536 |
|
30 |
22 |
30 |
52 |
115 |
220 |
536 |
536 |
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 |
52 |
66 |
91 |
164 |
278 |
594 |
1195 |
|
2 |
53 |
67 |
92 |
165 |
279 |
595 |
961 |
|
3 |
54 |
69 |
92 |
158 |
275 |
591 |
784 |
|
4 |
55 |
71 |
95 |
160 |
273 |
590 |
650 |
|
5 |
55 |
73 |
99 |
162 |
272 |
589 |
589 |
|
6 |
56 |
74 |
102 |
166 |
272 |
588 |
588 |
|
7 |
56 |
75 |
102 |
168 |
270 |
587 |
587 |
|
8 |
55 |
75 |
101 |
166 |
270 |
586 |
586 |
|
9 |
55 |
76 |
100 |
164 |
269 |
586 |
586 |
|
10 |
54 |
75 |
99 |
163 |
268 |
584 |
584 |
|
11 |
53 |
75 |
98 |
161 |
266 |
583 |
583 |
|
12 |
52 |
74 |
97 |
160 |
265 |
581 |
581 |
|
13 |
51 |
73 |
95 |
158 |
263 |
580 |
580 |
|
14 |
50 |
72 |
94 |
157 |
262 |
579 |
579 |
|
15 |
48 |
71 |
93 |
156 |
260 |
577 |
577 |
|
16 |
47 |
69 |
91 |
154 |
259 |
576 |
576 |
|
17 |
46 |
68 |
90 |
153 |
258 |
575 |
575 |
|
18 |
44 |
67 |
89 |
152 |
257 |
574 |
574 |
|
19 |
44 |
66 |
88 |
151 |
256 |
573 |
573 |
|
20 |
43 |
66 |
87 |
151 |
255 |
572 |
572 |
|
21 |
43 |
65 |
87 |
150 |
255 |
572 |
572 |
|
22 |
42 |
65 |
86 |
149 |
254 |
571 |
571 |
|
23 |
41 |
64 |
86 |
149 |
254 |
570 |
570 |
|
24 |
41 |
63 |
85 |
148 |
253 |
570 |
570 |
|
25 |
40 |
63 |
84 |
147 |
252 |
569 |
569 |
|
26 |
39 |
62 |
84 |
147 |
251 |
568 |
568 |
|
27 |
39 |
61 |
83 |
146 |
251 |
568 |
568 |
|
28 |
38 |
61 |
82 |
145 |
250 |
567 |
567 |
|
29 |
37 |
60 |
82 |
145 |
249 |
566 |
566 |
|
30 |
37 |
59 |
81 |
144 |
249 |
566 |
566 |
2.23
Rand
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
116 |
130 |
154 |
228 |
341 |
658 |
1256 |
|
2 |
117 |
131 |
155 |
229 |
342 |
659 |
1013 |
|
3 |
120 |
135 |
158 |
224 |
340 |
657 |
830 |
|
4 |
122 |
138 |
161 |
227 |
340 |
657 |
692 |
|
5 |
123 |
141 |
167 |
230 |
340 |
657 |
657 |
|
6 |
124 |
143 |
170 |
235 |
340 |
657 |
657 |
|
7 |
125 |
145 |
171 |
237 |
339 |
656 |
656 |
|
8 |
124 |
145 |
170 |
235 |
339 |
656 |
656 |
|
9 |
124 |
145 |
170 |
233 |
338 |
655 |
655 |
|
10 |
123 |
145 |
169 |
232 |
337 |
654 |
654 |
|
11 |
123 |
145 |
168 |
231 |
336 |
653 |
653 |
|
12 |
122 |
144 |
166 |
229 |
334 |
651 |
651 |
|
13 |
120 |
143 |
164 |
228 |
332 |
649 |
649 |
|
14 |
118 |
141 |
162 |
226 |
330 |
647 |
647 |
|
15 |
116 |
139 |
160 |
223 |
328 |
645 |
645 |
|
16 |
113 |
136 |
158 |
221 |
326 |
643 |
643 |
|
17 |
111 |
134 |
156 |
219 |
324 |
640 |
640 |
|
18 |
109 |
132 |
154 |
217 |
322 |
638 |
638 |
|
19 |
107 |
130 |
152 |
215 |
320 |
636 |
636 |
|
20 |
106 |
128 |
150 |
213 |
318 |
635 |
635 |
|
21 |
104 |
127 |
148 |
211 |
316 |
633 |
633 |
|
22 |
102 |
125 |
146 |
210 |
314 |
631 |
631 |
|
23 |
100 |
123 |
145 |
208 |
312 |
629 |
629 |
|
24 |
98 |
121 |
143 |
206 |
311 |
627 |
627 |
|
25 |
97 |
119 |
141 |
204 |
309 |
626 |
626 |
|
26 |
95 |
118 |
139 |
202 |
307 |
624 |
624 |
|
27 |
93 |
116 |
137 |
200 |
305 |
622 |
622 |
|
28 |
91 |
114 |
136 |
199 |
304 |
620 |
620 |
|
29 |
90 |
112 |
134 |
197 |
302 |
619 |
619 |
|
30 |
88 |
111 |
132 |
196 |
300 |
617 |
617 |
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 |
169 |
183 |
207 |
281 |
394 |
711 |
1234 |
|
2 |
178 |
192 |
217 |
290 |
404 |
720 |
1007 |
|
3 |
184 |
199 |
222 |
288 |
405 |
721 |
831 |
|
4 |
187 |
203 |
226 |
292 |
405 |
722 |
722 |
|
5 |
188 |
205 |
231 |
295 |
405 |
722 |
722 |
|
6 |
188 |
206 |
234 |
298 |
404 |
720 |
720 |
|
7 |
188 |
207 |
234 |
300 |
402 |
719 |
719 |
|
8 |
187 |
207 |
233 |
297 |
401 |
718 |
718 |
|
9 |
185 |
206 |
231 |
295 |
400 |
716 |
716 |
|
10 |
185 |
206 |
230 |
293 |
398 |
715 |
715 |
|
11 |
183 |
205 |
228 |
292 |
396 |
713 |
713 |
|
12 |
181 |
204 |
226 |
289 |
394 |
711 |
711 |
|
13 |
179 |
201 |
223 |
286 |
391 |
708 |
708 |
|
14 |
176 |
199 |
220 |
283 |
388 |
705 |
705 |
|
15 |
173 |
196 |
217 |
280 |
385 |
702 |
702 |
|
16 |
170 |
192 |
214 |
277 |
382 |
699 |
699 |
|
17 |
167 |
189 |
211 |
274 |
379 |
696 |
696 |
|
18 |
164 |
186 |
208 |
271 |
376 |
693 |
693 |
|
19 |
161 |
183 |
205 |
268 |
373 |
690 |
690 |
|
20 |
158 |
180 |
202 |
265 |
370 |
687 |
687 |
|
21 |
155 |
177 |
199 |
262 |
367 |
684 |
684 |
|
22 |
151 |
174 |
196 |
259 |
364 |
680 |
680 |
|
23 |
148 |
171 |
193 |
256 |
361 |
677 |
677 |
|
24 |
145 |
168 |
190 |
253 |
357 |
674 |
674 |
|
25 |
142 |
165 |
187 |
250 |
354 |
671 |
671 |
|
26 |
139 |
162 |
184 |
247 |
351 |
668 |
668 |
|
27 |
136 |
159 |
181 |
244 |
348 |
665 |
665 |
|
28 |
133 |
156 |
178 |
241 |
346 |
662 |
662 |
|
29 |
131 |
153 |
175 |
238 |
343 |
660 |
660 |
|
30 |
128 |
151 |
172 |
236 |
340 |
657 |
657 |
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 |
31 |
44 |
69 |
142 |
256 |
573 |
1228 |
|
2 |
31 |
45 |
70 |
143 |
257 |
573 |
989 |
|
3 |
33 |
48 |
71 |
137 |
253 |
570 |
807 |
|
4 |
34 |
50 |
73 |
139 |
252 |
569 |
669 |
|
5 |
35 |
52 |
78 |
141 |
251 |
568 |
568 |
|
6 |
35 |
53 |
81 |
145 |
251 |
567 |
567 |
|
7 |
35 |
55 |
82 |
147 |
250 |
567 |
567 |
|
8 |
34 |
54 |
80 |
145 |
249 |
565 |
565 |
|
9 |
33 |
54 |
79 |
143 |
248 |
565 |
565 |
|
10 |
33 |
55 |
79 |
142 |
247 |
564 |
564 |
|
11 |
33 |
55 |
78 |
142 |
246 |
563 |
563 |
|
12 |
33 |
55 |
78 |
141 |
246 |
562 |
562 |
|
13 |
33 |
55 |
77 |
140 |
245 |
562 |
562 |
|
14 |
32 |
55 |
77 |
140 |
245 |
561 |
561 |
|
15 |
32 |
55 |
76 |
140 |
244 |
561 |
561 |
|
16 |
32 |
55 |
76 |
139 |
244 |
561 |
561 |
|
17 |
32 |
55 |
76 |
139 |
244 |
561 |
561 |
|
18 |
32 |
55 |
76 |
139 |
244 |
561 |
561 |
|
19 |
32 |
55 |
76 |
140 |
244 |
561 |
561 |
|
20 |
32 |
55 |
76 |
140 |
244 |
561 |
561 |
|
21 |
32 |
55 |
76 |
140 |
244 |
561 |
561 |
|
22 |
32 |
55 |
76 |
140 |
244 |
561 |
561 |
|
23 |
32 |
55 |
76 |
139 |
244 |
561 |
561 |
|
24 |
32 |
54 |
76 |
139 |
244 |
561 |
561 |
|
25 |
31 |
54 |
76 |
139 |
244 |
560 |
560 |
|
26 |
31 |
54 |
75 |
139 |
243 |
560 |
560 |
|
27 |
31 |
54 |
75 |
138 |
243 |
560 |
560 |
|
28 |
31 |
53 |
75 |
138 |
243 |
559 |
559 |
|
29 |
30 |
53 |
74 |
138 |
242 |
559 |
559 |
|
30 |
30 |
53 |
74 |
137 |
242 |
559 |
559 |
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 |
28 |
42 |
66 |
140 |
253 |
570 |
1225 |
|
2 |
30 |
43 |
68 |
141 |
255 |
572 |
988 |
|
3 |
32 |
47 |
70 |
136 |
253 |
569 |
807 |
|
4 |
34 |
51 |
74 |
139 |
253 |
569 |
670 |
|
5 |
37 |
54 |
80 |
143 |
253 |
570 |
570 |
|
6 |
38 |
56 |
84 |
148 |
254 |
570 |
570 |
|
7 |
40 |
59 |
86 |
151 |
254 |
571 |
571 |
|
8 |
40 |
60 |
86 |
150 |
254 |
571 |
571 |
|
9 |
40 |
61 |
86 |
149 |
254 |
571 |
571 |
|
10 |
41 |
62 |
86 |
150 |
254 |
571 |
571 |
|
11 |
42 |
64 |
87 |
150 |
255 |
572 |
572 |
|
12 |
42 |
65 |
87 |
150 |
255 |
572 |
572 |
|
13 |
42 |
65 |
87 |
150 |
255 |
572 |
572 |
|
14 |
42 |
65 |
87 |
150 |
255 |
571 |
571 |
|
15 |
42 |
65 |
87 |
150 |
254 |
571 |
571 |
|
16 |
42 |
65 |
86 |
149 |
254 |
571 |
571 |
|
17 |
42 |
65 |
86 |
149 |
254 |
571 |
571 |
|
18 |
42 |
65 |
86 |
149 |
254 |
571 |
571 |
|
19 |
42 |
65 |
86 |
149 |
254 |
571 |
571 |
|
20 |
42 |
65 |
87 |
150 |
254 |
571 |
571 |
|
21 |
42 |
65 |
87 |
150 |
255 |
571 |
571 |
|
22 |
42 |
65 |
87 |
150 |
254 |
571 |
571 |
|
23 |
42 |
65 |
86 |
150 |
254 |
571 |
571 |
|
24 |
42 |
64 |
86 |
149 |
254 |
571 |
571 |
|
25 |
41 |
64 |
86 |
149 |
253 |
570 |
570 |
|
26 |
41 |
64 |
85 |
148 |
253 |
570 |
570 |
|
27 |
40 |
63 |
85 |
148 |
252 |
569 |
569 |
|
28 |
40 |
63 |
84 |
147 |
252 |
569 |
569 |
|
29 |
39 |
62 |
83 |
147 |
251 |
568 |
568 |
|
30 |
39 |
61 |
83 |
146 |
251 |
568 |
568 |
2.27
Russian rouble
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
126 |
140 |
164 |
238 |
352 |
668 |
1268 |
|
2 |
125 |
139 |
163 |
237 |
350 |
667 |
1024 |
|
3 |
125 |
140 |
163 |
229 |
346 |
662 |
838 |
|
4 |
125 |
141 |
165 |
230 |
344 |
660 |
696 |
|
5 |
126 |
143 |
169 |
233 |
343 |
659 |
659 |
|
6 |
125 |
144 |
171 |
236 |
341 |
658 |
658 |
|
7 |
126 |
145 |
172 |
237 |
340 |
657 |
657 |
|
8 |
125 |
145 |
171 |
235 |
339 |
656 |
656 |
|
9 |
124 |
144 |
169 |
233 |
338 |
655 |
655 |
|
10 |
124 |
145 |
169 |
233 |
337 |
654 |
654 |
|
11 |
123 |
145 |
169 |
232 |
337 |
653 |
653 |
|
12 |
123 |
145 |
167 |
231 |
335 |
652 |
652 |
|
13 |
122 |
144 |
166 |
229 |
334 |
651 |
651 |
|
14 |
121 |
143 |
165 |
228 |
333 |
650 |
650 |
|
15 |
118 |
141 |
163 |
226 |
331 |
647 |
647 |
|
16 |
116 |
139 |
161 |
224 |
328 |
645 |
645 |
|
17 |
114 |
136 |
158 |
221 |
326 |
643 |
643 |
|
18 |
111 |
134 |
156 |
219 |
324 |
640 |
640 |
|
19 |
109 |
132 |
154 |
217 |
322 |
638 |
638 |
|
20 |
107 |
130 |
151 |
215 |
319 |
636 |
636 |
|
21 |
105 |
128 |
149 |
212 |
317 |
634 |
634 |
|
22 |
103 |
125 |
147 |
210 |
315 |
632 |
632 |
|
23 |
100 |
123 |
145 |
208 |
313 |
629 |
629 |
|
24 |
98 |
121 |
143 |
206 |
310 |
627 |
627 |
|
25 |
96 |
119 |
140 |
204 |
308 |
625 |
625 |
|
26 |
94 |
117 |
138 |
201 |
306 |
623 |
623 |
|
27 |
92 |
115 |
136 |
199 |
304 |
621 |
621 |
|
28 |
90 |
113 |
134 |
197 |
302 |
619 |
619 |
|
29 |
88 |
111 |
132 |
195 |
300 |
617 |
617 |
|
30 |
86 |
109 |
130 |
193 |
298 |
615 |
615 |
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 |
12 |
37 |
110 |
224 |
541 |
1194 |
|
2 |
1 |
14 |
39 |
112 |
226 |
542 |
961 |
|
3 |
3 |
18 |
41 |
107 |
224 |
540 |
784 |
|
4 |
5 |
21 |
45 |
110 |
224 |
540 |
650 |
|
5 |
7 |
25 |
51 |
114 |
224 |
541 |
547 |
|
6 |
9 |
27 |
55 |
119 |
225 |
541 |
541 |
|
7 |
10 |
30 |
57 |
122 |
225 |
542 |
542 |
|
8 |
10 |
31 |
56 |
121 |
225 |
542 |
542 |
|
9 |
10 |
31 |
56 |
120 |
225 |
542 |
542 |
|
10 |
11 |
32 |
56 |
120 |
225 |
541 |
541 |
|
11 |
11 |
33 |
56 |
120 |
224 |
541 |
541 |
|
12 |
11 |
34 |
56 |
119 |
224 |
541 |
541 |
|
13 |
11 |
34 |
56 |
119 |
224 |
541 |
541 |
|
14 |
11 |
34 |
56 |
119 |
224 |
540 |
540 |
|
15 |
12 |
34 |
56 |
119 |
223 |
540 |
540 |
|
16 |
13 |
34 |
55 |
118 |
223 |
540 |
540 |
|
17 |
13 |
34 |
55 |
118 |
223 |
540 |
540 |
|
18 |
14 |
34 |
55 |
118 |
223 |
540 |
540 |
|
19 |
15 |
34 |
55 |
119 |
223 |
540 |
540 |
|
20 |
16 |
34 |
56 |
119 |
224 |
541 |
541 |
|
21 |
16 |
35 |
56 |
120 |
224 |
541 |
541 |
|
22 |
17 |
35 |
57 |
120 |
225 |
541 |
541 |
|
23 |
18 |
35 |
57 |
120 |
225 |
542 |
542 |
|
24 |
18 |
36 |
57 |
120 |
225 |
542 |
542 |
|
25 |
20 |
36 |
57 |
120 |
225 |
542 |
542 |
|
26 |
20 |
36 |
57 |
121 |
225 |
542 |
542 |
|
27 |
21 |
36 |
58 |
121 |
225 |
542 |
542 |
|
28 |
21 |
36 |
58 |
121 |
226 |
542 |
542 |
|
29 |
22 |
36 |
58 |
121 |
226 |
542 |
542 |
|
30 |
22 |
36 |
58 |
121 |
226 |
542 |
542 |
2.29
South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
36 |
50 |
74 |
147 |
261 |
578 |
1202 |
|
2 |
36 |
50 |
74 |
148 |
261 |
578 |
968 |
|
3 |
36 |
51 |
74 |
140 |
257 |
573 |
790 |
|
4 |
36 |
52 |
76 |
141 |
255 |
571 |
654 |
|
5 |
37 |
54 |
80 |
143 |
253 |
570 |
570 |
|
6 |
39 |
57 |
85 |
149 |
255 |
571 |
571 |
|
7 |
37 |
56 |
83 |
148 |
251 |
568 |
568 |
|
8 |
40 |
60 |
86 |
151 |
254 |
571 |
571 |
|
9 |
39 |
60 |
85 |
149 |
253 |
570 |
570 |
|
10 |
34 |
56 |
80 |
143 |
248 |
565 |
565 |
|
11 |
30 |
52 |
75 |
139 |
243 |
560 |
560 |
|
12 |
27 |
50 |
72 |
135 |
240 |
557 |
557 |
|
13 |
25 |
48 |
70 |
133 |
238 |
554 |
554 |
|
14 |
23 |
46 |
68 |
131 |
236 |
552 |
552 |
|
15 |
22 |
45 |
66 |
129 |
234 |
551 |
551 |
|
16 |
20 |
43 |
65 |
128 |
233 |
549 |
549 |
|
17 |
20 |
42 |
64 |
127 |
232 |
549 |
549 |
|
18 |
19 |
42 |
63 |
126 |
231 |
548 |
548 |
|
19 |
18 |
41 |
63 |
126 |
231 |
548 |
548 |
|
20 |
19 |
41 |
63 |
126 |
231 |
548 |
548 |
|
21 |
19 |
41 |
63 |
126 |
231 |
548 |
548 |
|
22 |
19 |
41 |
63 |
126 |
231 |
548 |
548 |
|
23 |
18 |
41 |
63 |
126 |
231 |
547 |
547 |
|
24 |
18 |
41 |
63 |
126 |
231 |
547 |
547 |
|
25 |
20 |
41 |
63 |
126 |
230 |
547 |
547 |
|
26 |
20 |
41 |
62 |
126 |
230 |
547 |
547 |
|
27 |
21 |
41 |
62 |
125 |
230 |
547 |
547 |
|
28 |
21 |
41 |
62 |
125 |
230 |
547 |
547 |
|
29 |
22 |
41 |
62 |
125 |
230 |
547 |
547 |
|
30 |
22 |
40 |
62 |
125 |
230 |
547 |
547 |
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 |
201 |
214 |
239 |
312 |
426 |
743 |
1356 |
|
2 |
197 |
211 |
235 |
309 |
422 |
739 |
1101 |
|
3 |
193 |
208 |
231 |
297 |
414 |
730 |
904 |
|
4 |
190 |
206 |
229 |
295 |
408 |
725 |
753 |
|
5 |
186 |
203 |
229 |
293 |
403 |
720 |
720 |
|
6 |
182 |
201 |
228 |
293 |
398 |
715 |
715 |
|
7 |
179 |
198 |
225 |
291 |
393 |
710 |
710 |
|
8 |
174 |
195 |
221 |
285 |
389 |
706 |
706 |
|
9 |
170 |
191 |
216 |
280 |
385 |
701 |
701 |
|
10 |
167 |
188 |
212 |
276 |
380 |
697 |
697 |
|
11 |
163 |
185 |
208 |
272 |
376 |
693 |
693 |
|
12 |
159 |
182 |
204 |
267 |
372 |
689 |
689 |
|
13 |
156 |
178 |
200 |
263 |
368 |
685 |
685 |
|
14 |
152 |
175 |
196 |
260 |
364 |
681 |
681 |
|
15 |
149 |
171 |
193 |
256 |
361 |
678 |
678 |
|
16 |
145 |
168 |
189 |
253 |
357 |
674 |
674 |
|
17 |
142 |
165 |
186 |
249 |
354 |
671 |
671 |
|
18 |
139 |
162 |
183 |
246 |
351 |
668 |
668 |
|
19 |
136 |
159 |
180 |
244 |
348 |
665 |
665 |
|
20 |
133 |
156 |
178 |
241 |
346 |
662 |
662 |
|
21 |
131 |
153 |
175 |
238 |
343 |
660 |
660 |
|
22 |
128 |
151 |
172 |
235 |
340 |
657 |
657 |
|
23 |
125 |
148 |
169 |
233 |
337 |
654 |
654 |
|
24 |
123 |
145 |
167 |
230 |
335 |
652 |
652 |
|
25 |
120 |
143 |
164 |
227 |
332 |
649 |
649 |
|
26 |
118 |
140 |
162 |
225 |
330 |
647 |
647 |
|
27 |
115 |
138 |
159 |
223 |
327 |
644 |
644 |
|
28 |
113 |
136 |
157 |
220 |
325 |
642 |
642 |
|
29 |
111 |
133 |
155 |
218 |
323 |
640 |
640 |
|
30 |
108 |
131 |
153 |
216 |
321 |
637 |
637 |
2.31
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
9 |
26 |
50 |
105 |
241 |
557 |
1195 |
|
2 |
9 |
26 |
50 |
105 |
241 |
557 |
961 |
|
3 |
10 |
29 |
52 |
101 |
239 |
555 |
784 |
|
4 |
13 |
34 |
56 |
98 |
239 |
556 |
650 |
|
5 |
17 |
40 |
61 |
101 |
240 |
557 |
557 |
|
6 |
19 |
43 |
65 |
98 |
241 |
557 |
557 |
|
7 |
20 |
45 |
64 |
92 |
241 |
558 |
558 |
|
8 |
18 |
44 |
63 |
91 |
241 |
558 |
558 |
|
9 |
18 |
45 |
65 |
95 |
241 |
558 |
558 |
|
10 |
20 |
48 |
68 |
98 |
241 |
558 |
558 |
|
11 |
22 |
50 |
70 |
101 |
241 |
558 |
558 |
|
12 |
24 |
53 |
71 |
102 |
241 |
558 |
558 |
|
13 |
25 |
55 |
71 |
102 |
241 |
558 |
558 |
|
14 |
25 |
55 |
72 |
102 |
241 |
558 |
558 |
|
15 |
25 |
55 |
72 |
102 |
241 |
558 |
558 |
|
16 |
25 |
55 |
72 |
102 |
241 |
557 |
557 |
|
17 |
25 |
55 |
72 |
102 |
241 |
557 |
557 |
|
18 |
25 |
55 |
72 |
102 |
241 |
557 |
557 |
|
19 |
25 |
55 |
72 |
102 |
241 |
558 |
558 |
|
20 |
25 |
55 |
72 |
102 |
241 |
558 |
558 |
|
21 |
25 |
55 |
72 |
102 |
241 |
558 |
558 |
|
22 |
25 |
55 |
72 |
102 |
241 |
558 |
558 |
|
23 |
25 |
55 |
72 |
102 |
241 |
558 |
558 |
|
24 |
25 |
55 |
72 |
102 |
241 |
558 |
558 |
|
25 |
25 |
55 |
72 |
102 |
241 |
558 |
558 |
|
26 |
25 |
55 |
72 |
102 |
241 |
558 |
558 |
|
27 |
25 |
55 |
72 |
102 |
241 |
558 |
558 |
|
28 |
25 |
55 |
72 |
102 |
241 |
557 |
557 |
|
29 |
25 |
55 |
72 |
102 |
240 |
557 |
557 |
|
30 |
25 |
55 |
72 |
102 |
240 |
557 |
557 |
2.32
Yen
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
3 |
14 |
88 |
202 |
518 |
1192 |
|
2 |
1 |
5 |
13 |
87 |
200 |
517 |
959 |
|
3 |
2 |
5 |
13 |
79 |
195 |
512 |
782 |
|
4 |
3 |
6 |
14 |
80 |
193 |
510 |
648 |
|
5 |
4 |
6 |
19 |
82 |
192 |
509 |
545 |
|
6 |
5 |
8 |
22 |
86 |
192 |
508 |
508 |
|
7 |
5 |
9 |
23 |
89 |
191 |
508 |
508 |
|
8 |
6 |
9 |
23 |
87 |
191 |
508 |
508 |
|
9 |
7 |
10 |
23 |
87 |
191 |
508 |
508 |
|
10 |
8 |
10 |
23 |
87 |
191 |
508 |
508 |
|
11 |
9 |
12 |
23 |
87 |
191 |
508 |
508 |
|
12 |
9 |
12 |
24 |
87 |
192 |
508 |
508 |
|
13 |
10 |
13 |
24 |
87 |
192 |
509 |
509 |
|
14 |
11 |
13 |
26 |
87 |
192 |
509 |
509 |
|
15 |
12 |
15 |
27 |
88 |
192 |
509 |
509 |
|
16 |
13 |
16 |
28 |
88 |
192 |
509 |
509 |
|
17 |
13 |
16 |
30 |
88 |
193 |
510 |
510 |
|
18 |
14 |
17 |
31 |
89 |
193 |
510 |
510 |
|
19 |
14 |
18 |
32 |
89 |
194 |
511 |
511 |
|
20 |
16 |
19 |
33 |
90 |
194 |
511 |
511 |
|
21 |
16 |
19 |
34 |
90 |
195 |
512 |
512 |
|
22 |
17 |
20 |
36 |
91 |
195 |
512 |
512 |
|
23 |
17 |
21 |
37 |
91 |
196 |
512 |
512 |
|
24 |
18 |
22 |
38 |
91 |
196 |
513 |
513 |
|
25 |
18 |
22 |
39 |
91 |
196 |
513 |
513 |
|
26 |
20 |
23 |
40 |
91 |
196 |
513 |
513 |
|
27 |
21 |
23 |
41 |
91 |
196 |
513 |
513 |
|
28 |
21 |
25 |
43 |
91 |
196 |
513 |
513 |
|
29 |
22 |
26 |
44 |
91 |
196 |
513 |
513 |
|
30 |
22 |
26 |
45 |
91 |
196 |
513 |
513 |
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 |
163 |
294 |
3030 |
|
2 |
2 |
15 |
21 |
43 |
163 |
333 |
2255 |
|
3 |
1 |
15 |
23 |
48 |
158 |
346 |
1701 |
|
4 |
1 |
16 |
26 |
52 |
155 |
346 |
1313 |
|
5 |
2 |
18 |
30 |
54 |
155 |
337 |
1040 |
|
6 |
4 |
21 |
32 |
57 |
155 |
324 |
843 |
|
7 |
5 |
23 |
34 |
59 |
155 |
309 |
697 |
|
8 |
5 |
24 |
35 |
62 |
155 |
292 |
586 |
|
9 |
6 |
25 |
37 |
65 |
155 |
276 |
499 |
|
10 |
6 |
26 |
38 |
67 |
155 |
259 |
429 |
|
11 |
6 |
26 |
39 |
68 |
155 |
250 |
373 |
|
12 |
6 |
26 |
39 |
68 |
155 |
250 |
326 |
|
13 |
6 |
26 |
39 |
68 |
155 |
250 |
287 |
|
14 |
6 |
26 |
39 |
68 |
155 |
250 |
254 |
|
15 |
6 |
26 |
39 |
68 |
155 |
250 |
250 |
|
16 |
6 |
26 |
40 |
68 |
155 |
250 |
250 |
|
17 |
6 |
26 |
43 |
68 |
155 |
250 |
250 |
|
18 |
6 |
26 |
45 |
68 |
155 |
250 |
250 |
|
19 |
7 |
26 |
47 |
68 |
155 |
250 |
250 |
|
20 |
7 |
26 |
50 |
68 |
155 |
250 |
250 |
|
21 |
7 |
26 |
52 |
68 |
155 |
250 |
250 |
|
22 |
7 |
26 |
54 |
68 |
155 |
250 |
250 |
|
23 |
8 |
26 |
57 |
68 |
155 |
250 |
250 |
|
24 |
8 |
26 |
59 |
68 |
155 |
250 |
250 |
|
25 |
9 |
26 |
61 |
68 |
155 |
250 |
250 |
|
26 |
9 |
26 |
63 |
68 |
155 |
250 |
250 |
|
27 |
9 |
26 |
66 |
68 |
155 |
250 |
250 |
|
28 |
10 |
26 |
68 |
70 |
155 |
250 |
250 |
|
29 |
10 |
26 |
70 |
72 |
155 |
250 |
250 |
|
30 |
10 |
26 |
73 |
74 |
155 |
250 |
250 |
3.2
Czech koruna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
9 |
22 |
28 |
50 |
170 |
297 |
3063 |
|
2 |
11 |
24 |
30 |
52 |
172 |
336 |
2281 |
|
3 |
10 |
24 |
33 |
57 |
167 |
350 |
1722 |
|
4 |
10 |
25 |
36 |
61 |
164 |
350 |
1330 |
|
5 |
11 |
27 |
38 |
63 |
164 |
341 |
1054 |
|
6 |
12 |
29 |
40 |
65 |
163 |
328 |
855 |
|
7 |
12 |
31 |
41 |
67 |
163 |
313 |
707 |
|
8 |
12 |
31 |
42 |
68 |
162 |
296 |
594 |
|
9 |
12 |
31 |
43 |
71 |
161 |
279 |
505 |
|
10 |
12 |
31 |
44 |
73 |
161 |
263 |
435 |
|
11 |
11 |
31 |
44 |
73 |
160 |
255 |
378 |
|
12 |
11 |
31 |
43 |
72 |
160 |
254 |
330 |
|
13 |
10 |
30 |
43 |
72 |
159 |
254 |
291 |
|
14 |
10 |
30 |
42 |
71 |
159 |
253 |
258 |
|
15 |
9 |
29 |
42 |
71 |
158 |
253 |
253 |
|
16 |
9 |
28 |
41 |
70 |
158 |
252 |
252 |
|
17 |
8 |
28 |
43 |
70 |
158 |
252 |
252 |
|
18 |
8 |
28 |
46 |
70 |
157 |
252 |
252 |
|
19 |
8 |
28 |
48 |
70 |
157 |
252 |
252 |
|
20 |
9 |
29 |
50 |
71 |
158 |
252 |
252 |
|
21 |
9 |
29 |
53 |
71 |
158 |
253 |
253 |
|
22 |
9 |
29 |
55 |
71 |
158 |
253 |
253 |
|
23 |
9 |
29 |
57 |
71 |
159 |
253 |
253 |
|
24 |
10 |
29 |
60 |
71 |
159 |
253 |
253 |
|
25 |
10 |
29 |
62 |
71 |
159 |
253 |
253 |
|
26 |
10 |
29 |
65 |
71 |
159 |
253 |
253 |
|
27 |
10 |
29 |
67 |
71 |
159 |
253 |
253 |
|
28 |
10 |
29 |
69 |
71 |
159 |
253 |
253 |
|
29 |
10 |
29 |
72 |
73 |
158 |
253 |
253 |
|
30 |
10 |
29 |
74 |
74 |
158 |
253 |
253 |
3.3
Danish krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
14 |
21 |
43 |
163 |
294 |
3030 |
|
2 |
1 |
14 |
21 |
43 |
163 |
333 |
2254 |
|
3 |
1 |
15 |
23 |
48 |
157 |
346 |
1700 |
|
4 |
1 |
16 |
26 |
52 |
155 |
346 |
1313 |
|
5 |
2 |
18 |
30 |
54 |
155 |
337 |
1040 |
|
6 |
3 |
20 |
32 |
57 |
155 |
324 |
843 |
|
7 |
5 |
23 |
34 |
59 |
155 |
308 |
697 |
|
8 |
5 |
24 |
35 |
62 |
155 |
292 |
586 |
|
9 |
5 |
25 |
37 |
65 |
155 |
275 |
499 |
|
10 |
6 |
25 |
38 |
67 |
155 |
259 |
429 |
|
11 |
6 |
26 |
39 |
68 |
155 |
249 |
373 |
|
12 |
6 |
26 |
39 |
68 |
155 |
249 |
326 |
|
13 |
6 |
26 |
39 |
68 |
155 |
249 |
287 |
|
14 |
6 |
26 |
39 |
68 |
155 |
249 |
254 |
|
15 |
6 |
26 |
39 |
68 |
155 |
249 |
249 |
|
16 |
6 |
26 |
40 |
68 |
155 |
249 |
249 |
|
17 |
6 |
26 |
43 |
68 |
155 |
249 |
249 |
|
18 |
6 |
26 |
45 |
68 |
155 |
249 |
249 |
|
19 |
7 |
26 |
47 |
68 |
155 |
249 |
249 |
|
20 |
7 |
26 |
50 |
68 |
155 |
249 |
249 |
|
21 |
7 |
26 |
52 |
68 |
155 |
249 |
249 |
|
22 |
7 |
26 |
54 |
68 |
155 |
249 |
249 |
|
23 |
8 |
26 |
57 |
68 |
155 |
249 |
249 |
|
24 |
8 |
26 |
59 |
68 |
155 |
249 |
249 |
|
25 |
9 |
26 |
61 |
68 |
155 |
249 |
249 |
|
26 |
9 |
26 |
63 |
68 |
155 |
249 |
249 |
|
27 |
9 |
26 |
66 |
68 |
155 |
249 |
249 |
|
28 |
10 |
26 |
68 |
70 |
155 |
249 |
249 |
|
29 |
10 |
26 |
70 |
72 |
155 |
249 |
249 |
|
30 |
10 |
26 |
73 |
74 |
155 |
249 |
249 |
3.4
Forint
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
75 |
88 |
94 |
116 |
236 |
333 |
3065 |
|
2 |
71 |
84 |
91 |
113 |
233 |
338 |
2289 |
|
3 |
73 |
87 |
96 |
120 |
230 |
352 |
1732 |
|
4 |
71 |
86 |
97 |
122 |
225 |
353 |
1341 |
|
5 |
70 |
86 |
98 |
122 |
223 |
345 |
1065 |
|
6 |
70 |
87 |
98 |
123 |
221 |
332 |
865 |
|
7 |
69 |
87 |
98 |
123 |
220 |
317 |
716 |
|
8 |
68 |
87 |
98 |
125 |
218 |
313 |
602 |
|
9 |
68 |
87 |
99 |
127 |
217 |
312 |
513 |
|
10 |
64 |
84 |
97 |
125 |
214 |
308 |
442 |
|
11 |
62 |
82 |
95 |
124 |
211 |
306 |
385 |
|
12 |
61 |
81 |
94 |
123 |
210 |
304 |
337 |
|
13 |
60 |
80 |
93 |
122 |
209 |
304 |
304 |
|
14 |
60 |
80 |
92 |
121 |
209 |
303 |
303 |
|
15 |
59 |
79 |
92 |
121 |
208 |
303 |
303 |
|
16 |
59 |
79 |
92 |
121 |
208 |
302 |
302 |
|
17 |
58 |
78 |
91 |
120 |
207 |
302 |
302 |
|
18 |
58 |
78 |
91 |
119 |
207 |
301 |
301 |
|
19 |
57 |
77 |
90 |
119 |
206 |
300 |
300 |
|
20 |
56 |
76 |
89 |
118 |
205 |
300 |
300 |
|
21 |
56 |
76 |
89 |
117 |
205 |
299 |
299 |
|
22 |
55 |
75 |
88 |
117 |
204 |
298 |
298 |
|
23 |
54 |
74 |
87 |
116 |
203 |
297 |
297 |
|
24 |
53 |
73 |
86 |
115 |
202 |
296 |
296 |
|
25 |
52 |
72 |
85 |
114 |
201 |
295 |
295 |
|
26 |
51 |
71 |
84 |
113 |
200 |
294 |
294 |
|
27 |
50 |
70 |
83 |
112 |
199 |
293 |
293 |
|
28 |
49 |
69 |
82 |
111 |
198 |
292 |
292 |
|
29 |
48 |
68 |
81 |
110 |
197 |
291 |
291 |
|
30 |
47 |
67 |
80 |
109 |
196 |
290 |
290 |
3.5
Krona
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
5 |
18 |
25 |
47 |
167 |
296 |
3047 |
|
2 |
7 |
20 |
27 |
49 |
168 |
335 |
2268 |
|
3 |
8 |
21 |
30 |
55 |
164 |
348 |
1711 |
|
4 |
8 |
23 |
33 |
59 |
162 |
348 |
1322 |
|
5 |
9 |
25 |
37 |
61 |
162 |
339 |
1047 |
|
6 |
11 |
28 |
39 |
64 |
162 |
326 |
849 |
|
7 |
12 |
30 |
41 |
66 |
162 |
311 |
702 |
|
8 |
12 |
30 |
42 |
68 |
162 |
294 |
589 |
|
9 |
12 |
31 |
43 |
71 |
161 |
277 |
502 |
|
10 |
11 |
31 |
44 |
72 |
161 |
261 |
432 |
|
11 |
11 |
31 |
44 |
73 |
160 |
255 |
376 |
|
12 |
11 |
31 |
44 |
73 |
160 |
255 |
329 |
|
13 |
11 |
31 |
44 |
73 |
160 |
255 |
291 |
|
14 |
11 |
31 |
44 |
73 |
160 |
254 |
258 |
|
15 |
11 |
31 |
44 |
73 |
160 |
254 |
254 |
|
16 |
11 |
30 |
43 |
72 |
160 |
254 |
254 |
|
17 |
11 |
31 |
43 |
72 |
160 |
254 |
254 |
|
18 |
11 |
31 |
46 |
72 |
160 |
254 |
254 |
|
19 |
11 |
31 |
48 |
73 |
160 |
254 |
254 |
|
20 |
11 |
31 |
50 |
73 |
160 |
255 |
255 |
|
21 |
12 |
32 |
53 |
73 |
161 |
255 |
255 |
|
22 |
12 |
32 |
56 |
74 |
161 |
255 |
255 |
|
23 |
12 |
32 |
58 |
74 |
161 |
256 |
256 |
|
24 |
12 |
32 |
60 |
74 |
161 |
256 |
256 |
|
25 |
12 |
32 |
62 |
74 |
161 |
256 |
256 |
|
26 |
12 |
32 |
65 |
74 |
161 |
256 |
256 |
|
27 |
12 |
32 |
67 |
74 |
161 |
256 |
256 |
|
28 |
12 |
32 |
70 |
74 |
161 |
255 |
255 |
|
29 |
12 |
32 |
72 |
74 |
161 |
255 |
255 |
|
30 |
12 |
32 |
74 |
76 |
161 |
255 |
255 |
3.6
Kuna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
44 |
57 |
64 |
86 |
206 |
302 |
3043 |
|
2 |
48 |
61 |
68 |
90 |
209 |
336 |
2276 |
|
3 |
52 |
66 |
74 |
99 |
208 |
351 |
1724 |
|
4 |
54 |
69 |
79 |
105 |
208 |
352 |
1335 |
|
5 |
56 |
72 |
83 |
108 |
209 |
344 |
1060 |
|
6 |
57 |
74 |
86 |
111 |
209 |
331 |
860 |
|
7 |
58 |
76 |
87 |
112 |
208 |
315 |
712 |
|
8 |
57 |
76 |
87 |
114 |
207 |
302 |
598 |
|
9 |
56 |
76 |
88 |
116 |
206 |
301 |
509 |
|
10 |
55 |
75 |
88 |
116 |
205 |
299 |
438 |
|
11 |
54 |
74 |
87 |
116 |
203 |
298 |
381 |
|
12 |
53 |
73 |
86 |
115 |
202 |
296 |
333 |
|
13 |
51 |
71 |
84 |
113 |
200 |
295 |
295 |
|
14 |
50 |
70 |
83 |
112 |
199 |
294 |
294 |
|
15 |
49 |
69 |
82 |
111 |
198 |
293 |
293 |
|
16 |
48 |
68 |
81 |
110 |
197 |
292 |
292 |
|
17 |
47 |
67 |
80 |
109 |
196 |
291 |
291 |
|
18 |
47 |
67 |
79 |
108 |
196 |
290 |
290 |
|
19 |
46 |
66 |
79 |
108 |
195 |
290 |
290 |
|
20 |
46 |
65 |
78 |
107 |
195 |
289 |
289 |
|
21 |
45 |
65 |
78 |
107 |
194 |
288 |
288 |
|
22 |
44 |
64 |
77 |
106 |
193 |
288 |
288 |
|
23 |
43 |
63 |
76 |
105 |
192 |
287 |
287 |
|
24 |
43 |
62 |
75 |
104 |
192 |
286 |
286 |
|
25 |
42 |
62 |
75 |
103 |
191 |
285 |
285 |
|
26 |
41 |
61 |
74 |
103 |
190 |
284 |
284 |
|
27 |
40 |
60 |
73 |
102 |
189 |
284 |
284 |
|
28 |
39 |
59 |
72 |
101 |
188 |
283 |
283 |
|
29 |
38 |
58 |
72 |
100 |
187 |
282 |
282 |
|
30 |
38 |
58 |
75 |
99 |
187 |
281 |
281 |
3.7
Lev
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
14 |
20 |
42 |
162 |
294 |
3028 |
|
2 |
1 |
14 |
20 |
42 |
162 |
332 |
2253 |
|
3 |
1 |
14 |
23 |
47 |
157 |
346 |
1699 |
|
4 |
1 |
15 |
26 |
51 |
154 |
345 |
1312 |
|
5 |
1 |
17 |
29 |
53 |
154 |
337 |
1040 |
|
6 |
3 |
20 |
31 |
56 |
154 |
324 |
843 |
|
7 |
4 |
22 |
33 |
58 |
154 |
308 |
697 |
|
8 |
4 |
23 |
34 |
61 |
154 |
292 |
585 |
|
9 |
5 |
24 |
36 |
64 |
154 |
275 |
498 |
|
10 |
5 |
25 |
38 |
66 |
154 |
259 |
429 |
|
11 |
5 |
25 |
38 |
67 |
154 |
249 |
372 |
|
12 |
5 |
25 |
38 |
67 |
154 |
249 |
326 |
|
13 |
5 |
25 |
38 |
67 |
154 |
249 |
287 |
|
14 |
5 |
25 |
38 |
67 |
154 |
249 |
254 |
|
15 |
5 |
25 |
38 |
67 |
154 |
249 |
249 |
|
16 |
6 |
25 |
40 |
67 |
154 |
249 |
249 |
|
17 |
6 |
25 |
43 |
67 |
154 |
249 |
249 |
|
18 |
6 |
25 |
45 |
67 |
154 |
249 |
249 |
|
19 |
7 |
25 |
47 |
67 |
154 |
249 |
249 |
|
20 |
7 |
25 |
50 |
67 |
154 |
249 |
249 |
|
21 |
7 |
25 |
52 |
67 |
154 |
249 |
249 |
|
22 |
7 |
25 |
54 |
67 |
154 |
249 |
249 |
|
23 |
8 |
25 |
57 |
67 |
154 |
249 |
249 |
|
24 |
8 |
25 |
59 |
67 |
154 |
249 |
249 |
|
25 |
9 |
25 |
61 |
67 |
154 |
249 |
249 |
|
26 |
9 |
25 |
63 |
67 |
154 |
249 |
249 |
|
27 |
9 |
25 |
66 |
68 |
154 |
249 |
249 |
|
28 |
10 |
25 |
68 |
70 |
154 |
249 |
249 |
|
29 |
10 |
25 |
70 |
72 |
154 |
249 |
249 |
|
30 |
10 |
25 |
73 |
74 |
154 |
249 |
249 |
3.8
Pound sterling
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
11 |
22 |
45 |
181 |
297 |
3058 |
|
2 |
0 |
11 |
22 |
45 |
181 |
335 |
2275 |
|
3 |
1 |
11 |
24 |
50 |
176 |
349 |
1716 |
|
4 |
1 |
13 |
26 |
56 |
172 |
349 |
1325 |
|
5 |
1 |
16 |
29 |
59 |
171 |
340 |
1050 |
|
6 |
2 |
18 |
33 |
60 |
170 |
327 |
851 |
|
7 |
3 |
21 |
36 |
60 |
169 |
311 |
703 |
|
8 |
5 |
24 |
37 |
60 |
168 |
295 |
591 |
|
9 |
8 |
31 |
42 |
59 |
167 |
278 |
503 |
|
10 |
10 |
34 |
42 |
57 |
166 |
261 |
433 |
|
11 |
9 |
33 |
41 |
57 |
165 |
260 |
376 |
|
12 |
8 |
32 |
41 |
57 |
164 |
259 |
329 |
|
13 |
7 |
31 |
42 |
57 |
164 |
258 |
289 |
|
14 |
7 |
31 |
42 |
57 |
163 |
257 |
257 |
|
15 |
7 |
31 |
43 |
57 |
162 |
257 |
257 |
|
16 |
7 |
31 |
43 |
57 |
161 |
255 |
255 |
|
17 |
7 |
31 |
43 |
57 |
160 |
254 |
254 |
|
18 |
7 |
31 |
45 |
57 |
159 |
254 |
254 |
|
19 |
7 |
31 |
47 |
57 |
159 |
254 |
254 |
|
20 |
7 |
31 |
50 |
57 |
160 |
254 |
254 |
|
21 |
7 |
31 |
52 |
57 |
160 |
254 |
254 |
|
22 |
7 |
31 |
54 |
59 |
160 |
254 |
254 |
|
23 |
8 |
31 |
57 |
60 |
159 |
253 |
253 |
|
24 |
8 |
31 |
59 |
62 |
158 |
253 |
253 |
|
25 |
9 |
31 |
62 |
64 |
158 |
252 |
252 |
|
26 |
9 |
31 |
63 |
66 |
157 |
252 |
252 |
|
27 |
9 |
31 |
66 |
68 |
157 |
251 |
251 |
|
28 |
10 |
31 |
68 |
70 |
156 |
251 |
251 |
|
29 |
10 |
31 |
70 |
72 |
156 |
250 |
250 |
|
30 |
10 |
31 |
73 |
74 |
156 |
250 |
250 |
3.9
Romanian leu
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
81 |
94 |
100 |
123 |
242 |
339 |
3201 |
|
2 |
79 |
92 |
99 |
121 |
241 |
351 |
2393 |
|
3 |
77 |
91 |
99 |
124 |
233 |
367 |
1809 |
|
4 |
75 |
90 |
100 |
126 |
229 |
367 |
1399 |
|
5 |
73 |
89 |
101 |
125 |
226 |
358 |
1109 |
|
6 |
73 |
90 |
101 |
126 |
224 |
344 |
899 |
|
7 |
72 |
90 |
101 |
126 |
222 |
328 |
743 |
|
8 |
69 |
88 |
100 |
126 |
219 |
314 |
625 |
|
9 |
68 |
87 |
99 |
127 |
217 |
312 |
532 |
|
10 |
66 |
86 |
99 |
127 |
216 |
310 |
458 |
|
11 |
65 |
85 |
98 |
127 |
214 |
309 |
397 |
|
12 |
63 |
83 |
96 |
125 |
213 |
307 |
348 |
|
13 |
62 |
82 |
95 |
124 |
211 |
305 |
306 |
|
14 |
60 |
80 |
93 |
122 |
210 |
304 |
304 |
|
15 |
59 |
79 |
92 |
121 |
208 |
303 |
303 |
|
16 |
58 |
78 |
91 |
120 |
207 |
301 |
301 |
|
17 |
57 |
77 |
90 |
119 |
206 |
300 |
300 |
|
18 |
56 |
76 |
89 |
118 |
205 |
299 |
299 |
|
19 |
55 |
75 |
88 |
117 |
204 |
299 |
299 |
|
20 |
54 |
74 |
87 |
116 |
203 |
298 |
298 |
|
21 |
53 |
73 |
86 |
115 |
202 |
297 |
297 |
|
22 |
52 |
72 |
85 |
114 |
201 |
296 |
296 |
|
23 |
51 |
71 |
84 |
113 |
200 |
295 |
295 |
|
24 |
50 |
70 |
83 |
112 |
199 |
294 |
294 |
|
25 |
49 |
69 |
82 |
111 |
198 |
293 |
293 |
|
26 |
48 |
68 |
81 |
110 |
197 |
292 |
292 |
|
27 |
47 |
67 |
80 |
109 |
196 |
291 |
291 |
|
28 |
46 |
66 |
79 |
108 |
195 |
290 |
290 |
|
29 |
45 |
65 |
78 |
107 |
194 |
289 |
289 |
|
30 |
44 |
64 |
77 |
106 |
193 |
288 |
288 |
3.10
Zloty
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
54 |
67 |
73 |
95 |
215 |
311 |
3045 |
|
2 |
53 |
66 |
72 |
94 |
214 |
335 |
2270 |
|
3 |
51 |
65 |
74 |
98 |
208 |
349 |
1717 |
|
4 |
50 |
65 |
76 |
101 |
204 |
350 |
1329 |
|
5 |
49 |
65 |
77 |
101 |
203 |
342 |
1055 |
|
6 |
49 |
66 |
78 |
103 |
201 |
329 |
857 |
|
7 |
49 |
67 |
78 |
103 |
199 |
314 |
709 |
|
8 |
48 |
67 |
78 |
104 |
198 |
298 |
597 |
|
9 |
47 |
66 |
78 |
106 |
196 |
291 |
508 |
|
10 |
46 |
65 |
78 |
107 |
195 |
289 |
438 |
|
11 |
45 |
65 |
78 |
107 |
194 |
288 |
380 |
|
12 |
44 |
64 |
77 |
106 |
193 |
288 |
333 |
|
13 |
43 |
63 |
76 |
105 |
192 |
287 |
293 |
|
14 |
43 |
63 |
76 |
105 |
192 |
286 |
286 |
|
15 |
42 |
62 |
75 |
104 |
191 |
286 |
286 |
|
16 |
41 |
61 |
74 |
103 |
190 |
285 |
285 |
|
17 |
41 |
61 |
73 |
102 |
190 |
284 |
284 |
|
18 |
40 |
60 |
73 |
102 |
189 |
284 |
284 |
|
19 |
40 |
59 |
72 |
101 |
189 |
283 |
283 |
|
20 |
39 |
59 |
72 |
101 |
188 |
283 |
283 |
|
21 |
39 |
59 |
72 |
101 |
188 |
283 |
283 |
|
22 |
39 |
59 |
71 |
100 |
188 |
282 |
282 |
|
23 |
38 |
58 |
71 |
100 |
187 |
282 |
282 |
|
24 |
38 |
57 |
70 |
99 |
187 |
281 |
281 |
|
25 |
37 |
57 |
70 |
99 |
186 |
280 |
280 |
|
26 |
36 |
56 |
69 |
98 |
185 |
280 |
280 |
|
27 |
36 |
55 |
68 |
97 |
185 |
279 |
279 |
|
28 |
35 |
55 |
70 |
97 |
184 |
278 |
278 |
|
29 |
34 |
54 |
72 |
96 |
183 |
278 |
278 |
|
30 |
33 |
53 |
75 |
95 |
182 |
277 |
277 |
3.11
Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
27 |
40 |
46 |
68 |
188 |
297 |
3065 |
|
2 |
27 |
40 |
47 |
69 |
189 |
337 |
2285 |
|
3 |
26 |
40 |
48 |
73 |
182 |
351 |
1725 |
|
4 |
25 |
40 |
50 |
76 |
179 |
351 |
1333 |
|
5 |
25 |
41 |
53 |
77 |
178 |
342 |
1057 |
|
6 |
26 |
43 |
54 |
79 |
177 |
329 |
857 |
|
7 |
26 |
45 |
55 |
81 |
177 |
313 |
708 |
|
8 |
26 |
44 |
56 |
82 |
176 |
297 |
595 |
|
9 |
25 |
45 |
57 |
85 |
175 |
280 |
507 |
|
10 |
25 |
45 |
58 |
86 |
174 |
269 |
436 |
|
11 |
25 |
44 |
57 |
86 |
174 |
268 |
379 |
|
12 |
24 |
44 |
57 |
86 |
173 |
267 |
332 |
|
13 |
23 |
43 |
56 |
85 |
172 |
267 |
292 |
|
14 |
22 |
42 |
55 |
84 |
171 |
266 |
266 |
|
15 |
22 |
42 |
54 |
83 |
171 |
265 |
265 |
|
16 |
21 |
41 |
54 |
83 |
170 |
264 |
264 |
|
17 |
20 |
40 |
53 |
82 |
170 |
264 |
264 |
|
18 |
20 |
40 |
53 |
82 |
169 |
264 |
264 |
|
19 |
20 |
40 |
53 |
82 |
169 |
263 |
263 |
|
20 |
20 |
40 |
53 |
82 |
169 |
263 |
263 |
|
21 |
20 |
40 |
53 |
82 |
169 |
263 |
263 |
|
22 |
20 |
40 |
56 |
82 |
169 |
263 |
263 |
|
23 |
20 |
40 |
58 |
82 |
169 |
263 |
263 |
|
24 |
20 |
39 |
60 |
81 |
169 |
263 |
263 |
|
25 |
19 |
39 |
62 |
81 |
168 |
263 |
263 |
|
26 |
19 |
39 |
65 |
81 |
168 |
263 |
263 |
|
27 |
19 |
39 |
67 |
81 |
168 |
262 |
262 |
|
28 |
19 |
38 |
70 |
80 |
168 |
262 |
262 |
|
29 |
18 |
38 |
72 |
80 |
167 |
262 |
262 |
|
30 |
18 |
38 |
74 |
80 |
167 |
261 |
261 |
3.12
Swiss franc
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
0 |
3 |
24 |
144 |
293 |
3016 |
|
2 |
0 |
1 |
6 |
25 |
145 |
331 |
2244 |
|
3 |
1 |
1 |
8 |
30 |
140 |
345 |
1693 |
|
4 |
1 |
3 |
11 |
34 |
137 |
344 |
1308 |
|
5 |
1 |
4 |
14 |
36 |
137 |
336 |
1036 |
|
6 |
2 |
4 |
16 |
39 |
137 |
323 |
840 |
|
7 |
2 |
5 |
19 |
41 |
137 |
308 |
695 |
|
8 |
2 |
6 |
22 |
43 |
137 |
291 |
584 |
|
9 |
2 |
7 |
23 |
46 |
137 |
275 |
497 |
|
10 |
4 |
8 |
26 |
48 |
137 |
259 |
428 |
|
11 |
4 |
9 |
29 |
50 |
138 |
243 |
371 |
|
12 |
4 |
9 |
30 |
49 |
137 |
231 |
325 |
|
13 |
4 |
10 |
33 |
50 |
138 |
232 |
286 |
|
14 |
4 |
11 |
36 |
50 |
137 |
232 |
253 |
|
15 |
5 |
12 |
38 |
49 |
136 |
231 |
231 |
|
16 |
6 |
12 |
40 |
48 |
135 |
230 |
230 |
|
17 |
6 |
14 |
42 |
49 |
135 |
230 |
230 |
|
18 |
6 |
14 |
45 |
50 |
135 |
230 |
230 |
|
19 |
7 |
15 |
47 |
53 |
136 |
230 |
230 |
|
20 |
7 |
16 |
49 |
54 |
136 |
231 |
231 |
|
21 |
7 |
17 |
51 |
56 |
137 |
231 |
231 |
|
22 |
7 |
17 |
54 |
59 |
137 |
231 |
231 |
|
23 |
8 |
19 |
57 |
60 |
137 |
231 |
231 |
|
24 |
8 |
19 |
58 |
62 |
136 |
231 |
231 |
|
25 |
8 |
20 |
61 |
64 |
136 |
231 |
231 |
|
26 |
9 |
21 |
63 |
66 |
136 |
231 |
231 |
|
27 |
9 |
22 |
66 |
68 |
136 |
230 |
230 |
|
28 |
10 |
22 |
68 |
70 |
136 |
230 |
230 |
|
29 |
10 |
24 |
70 |
72 |
136 |
230 |
230 |
|
30 |
10 |
24 |
73 |
74 |
136 |
230 |
230 |
3.13
Australian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
42 |
55 |
61 |
83 |
203 |
300 |
3055 |
|
2 |
42 |
55 |
61 |
83 |
203 |
336 |
2276 |
|
3 |
41 |
55 |
63 |
88 |
197 |
349 |
1718 |
|
4 |
40 |
55 |
65 |
91 |
194 |
349 |
1327 |
|
5 |
40 |
56 |
68 |
92 |
193 |
341 |
1052 |
|
6 |
40 |
57 |
69 |
94 |
192 |
328 |
853 |
|
7 |
41 |
59 |
70 |
95 |
191 |
312 |
706 |
|
8 |
40 |
59 |
70 |
96 |
190 |
296 |
593 |
|
9 |
39 |
59 |
71 |
99 |
189 |
283 |
505 |
|
10 |
39 |
59 |
71 |
100 |
188 |
283 |
435 |
|
11 |
38 |
58 |
71 |
100 |
187 |
282 |
378 |
|
12 |
37 |
57 |
70 |
99 |
186 |
281 |
331 |
|
13 |
37 |
57 |
70 |
98 |
186 |
280 |
292 |
|
14 |
36 |
56 |
69 |
98 |
185 |
280 |
280 |
|
15 |
35 |
55 |
68 |
97 |
185 |
279 |
279 |
|
16 |
35 |
54 |
67 |
96 |
184 |
278 |
278 |
|
17 |
34 |
54 |
67 |
96 |
183 |
278 |
278 |
|
18 |
34 |
53 |
66 |
95 |
183 |
277 |
277 |
|
19 |
33 |
53 |
66 |
95 |
182 |
277 |
277 |
|
20 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
21 |
33 |
53 |
65 |
94 |
182 |
276 |
276 |
|
22 |
32 |
52 |
65 |
94 |
181 |
276 |
276 |
|
23 |
32 |
52 |
65 |
93 |
181 |
275 |
275 |
|
24 |
31 |
51 |
64 |
93 |
180 |
275 |
275 |
|
25 |
31 |
50 |
63 |
92 |
180 |
274 |
274 |
|
26 |
30 |
50 |
64 |
92 |
179 |
273 |
273 |
|
27 |
29 |
49 |
67 |
91 |
178 |
273 |
273 |
|
28 |
28 |
48 |
69 |
90 |
178 |
272 |
272 |
|
29 |
28 |
48 |
72 |
90 |
177 |
271 |
271 |
|
30 |
27 |
47 |
74 |
89 |
176 |
271 |
271 |
3.14
Baht
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
12 |
25 |
32 |
54 |
174 |
297 |
3058 |
|
2 |
16 |
29 |
36 |
58 |
178 |
336 |
2277 |
|
3 |
19 |
33 |
41 |
66 |
175 |
350 |
1719 |
|
4 |
21 |
36 |
46 |
72 |
175 |
350 |
1330 |
|
5 |
23 |
39 |
51 |
75 |
176 |
342 |
1055 |
|
6 |
23 |
40 |
51 |
76 |
174 |
329 |
856 |
|
7 |
28 |
46 |
57 |
82 |
178 |
313 |
708 |
|
8 |
27 |
45 |
57 |
83 |
177 |
297 |
595 |
|
9 |
28 |
47 |
59 |
87 |
177 |
280 |
507 |
|
10 |
29 |
49 |
62 |
90 |
179 |
273 |
437 |
|
11 |
31 |
50 |
63 |
92 |
180 |
274 |
379 |
|
12 |
31 |
51 |
64 |
93 |
180 |
275 |
332 |
|
13 |
32 |
51 |
64 |
93 |
181 |
275 |
293 |
|
14 |
32 |
52 |
65 |
94 |
181 |
275 |
275 |
|
15 |
32 |
52 |
65 |
94 |
181 |
275 |
275 |
|
16 |
31 |
51 |
64 |
93 |
180 |
275 |
275 |
|
17 |
31 |
51 |
64 |
93 |
180 |
275 |
275 |
|
18 |
31 |
51 |
64 |
93 |
180 |
274 |
274 |
|
19 |
30 |
50 |
63 |
92 |
179 |
274 |
274 |
|
20 |
30 |
50 |
63 |
92 |
179 |
274 |
274 |
|
21 |
30 |
50 |
63 |
92 |
179 |
274 |
274 |
|
22 |
30 |
50 |
63 |
92 |
179 |
274 |
274 |
|
23 |
30 |
50 |
63 |
92 |
179 |
273 |
273 |
|
24 |
29 |
49 |
62 |
91 |
178 |
273 |
273 |
|
25 |
29 |
49 |
62 |
91 |
178 |
272 |
272 |
|
26 |
28 |
48 |
65 |
90 |
178 |
272 |
272 |
|
27 |
28 |
48 |
67 |
90 |
177 |
271 |
271 |
|
28 |
27 |
47 |
70 |
89 |
176 |
271 |
271 |
|
29 |
27 |
47 |
72 |
89 |
176 |
270 |
270 |
|
30 |
26 |
46 |
74 |
88 |
175 |
270 |
270 |
3.15
Canadian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
12 |
25 |
31 |
53 |
173 |
298 |
3069 |
|
2 |
13 |
26 |
33 |
55 |
174 |
337 |
2287 |
|
3 |
13 |
27 |
36 |
60 |
170 |
351 |
1727 |
|
4 |
14 |
29 |
39 |
65 |
168 |
351 |
1334 |
|
5 |
15 |
31 |
42 |
67 |
168 |
342 |
1057 |
|
6 |
16 |
33 |
45 |
70 |
168 |
329 |
857 |
|
7 |
18 |
36 |
47 |
72 |
168 |
314 |
709 |
|
8 |
18 |
36 |
48 |
74 |
168 |
297 |
596 |
|
9 |
18 |
37 |
49 |
77 |
168 |
280 |
507 |
|
10 |
19 |
38 |
51 |
79 |
168 |
264 |
436 |
|
11 |
19 |
39 |
52 |
80 |
168 |
262 |
379 |
|
12 |
19 |
39 |
52 |
81 |
168 |
262 |
332 |
|
13 |
19 |
39 |
52 |
81 |
168 |
263 |
292 |
|
14 |
19 |
39 |
52 |
81 |
168 |
263 |
263 |
|
15 |
19 |
39 |
52 |
81 |
168 |
263 |
263 |
|
16 |
19 |
39 |
52 |
81 |
168 |
262 |
262 |
|
17 |
19 |
39 |
52 |
81 |
168 |
262 |
262 |
|
18 |
19 |
39 |
52 |
81 |
168 |
262 |
262 |
|
19 |
19 |
39 |
52 |
81 |
168 |
262 |
262 |
|
20 |
19 |
39 |
52 |
81 |
168 |
262 |
262 |
|
21 |
19 |
39 |
53 |
81 |
168 |
262 |
262 |
|
22 |
19 |
39 |
55 |
80 |
168 |
262 |
262 |
|
23 |
18 |
38 |
57 |
80 |
167 |
262 |
262 |
|
24 |
18 |
38 |
59 |
80 |
167 |
261 |
261 |
|
25 |
17 |
37 |
62 |
79 |
166 |
261 |
261 |
|
26 |
17 |
37 |
64 |
79 |
166 |
260 |
260 |
|
27 |
17 |
36 |
67 |
78 |
166 |
260 |
260 |
|
28 |
16 |
36 |
69 |
78 |
165 |
260 |
260 |
|
29 |
16 |
36 |
72 |
77 |
165 |
259 |
259 |
|
30 |
15 |
35 |
74 |
77 |
164 |
259 |
259 |
3.16
Chilean peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
46 |
59 |
65 |
87 |
207 |
303 |
3053 |
|
2 |
49 |
61 |
68 |
90 |
210 |
335 |
2271 |
|
3 |
51 |
65 |
73 |
98 |
207 |
349 |
1714 |
|
4 |
52 |
67 |
77 |
103 |
206 |
349 |
1327 |
|
5 |
53 |
69 |
81 |
105 |
207 |
342 |
1055 |
|
6 |
55 |
72 |
84 |
109 |
207 |
330 |
858 |
|
7 |
57 |
75 |
86 |
111 |
207 |
315 |
712 |
|
8 |
56 |
75 |
86 |
113 |
206 |
301 |
600 |
|
9 |
56 |
76 |
88 |
116 |
206 |
301 |
512 |
|
10 |
57 |
76 |
89 |
118 |
206 |
300 |
442 |
|
11 |
57 |
76 |
89 |
118 |
206 |
300 |
385 |
|
12 |
56 |
76 |
89 |
118 |
205 |
299 |
337 |
|
13 |
55 |
75 |
88 |
117 |
204 |
299 |
299 |
|
14 |
54 |
74 |
87 |
116 |
203 |
298 |
298 |
|
15 |
54 |
73 |
86 |
115 |
203 |
297 |
297 |
|
16 |
53 |
73 |
86 |
114 |
202 |
296 |
296 |
|
17 |
52 |
72 |
85 |
114 |
201 |
295 |
295 |
|
18 |
51 |
71 |
84 |
113 |
200 |
295 |
295 |
|
19 |
51 |
71 |
83 |
112 |
200 |
294 |
294 |
|
20 |
50 |
70 |
83 |
112 |
199 |
294 |
294 |
|
21 |
49 |
69 |
82 |
111 |
198 |
293 |
293 |
|
22 |
48 |
68 |
81 |
110 |
198 |
292 |
292 |
|
23 |
48 |
68 |
80 |
109 |
197 |
291 |
291 |
|
24 |
47 |
67 |
79 |
108 |
196 |
290 |
290 |
|
25 |
46 |
66 |
79 |
108 |
195 |
289 |
289 |
|
26 |
45 |
65 |
78 |
107 |
194 |
288 |
288 |
|
27 |
44 |
64 |
77 |
106 |
193 |
287 |
287 |
|
28 |
43 |
63 |
76 |
105 |
192 |
287 |
287 |
|
29 |
42 |
62 |
75 |
104 |
191 |
286 |
286 |
|
30 |
41 |
61 |
76 |
103 |
190 |
285 |
285 |
3.17
Colombian peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
77 |
90 |
97 |
119 |
239 |
335 |
3143 |
|
2 |
82 |
95 |
101 |
123 |
243 |
348 |
2366 |
|
3 |
82 |
95 |
104 |
129 |
238 |
365 |
1798 |
|
4 |
81 |
96 |
106 |
132 |
235 |
367 |
1395 |
|
5 |
84 |
100 |
112 |
136 |
237 |
360 |
1110 |
|
6 |
86 |
103 |
115 |
140 |
238 |
348 |
904 |
|
7 |
88 |
106 |
117 |
142 |
238 |
333 |
751 |
|
8 |
89 |
108 |
119 |
146 |
239 |
334 |
635 |
|
9 |
90 |
109 |
121 |
149 |
240 |
334 |
544 |
|
10 |
91 |
110 |
123 |
151 |
240 |
334 |
470 |
|
11 |
90 |
110 |
123 |
152 |
239 |
334 |
410 |
|
12 |
89 |
109 |
122 |
151 |
239 |
333 |
360 |
|
13 |
88 |
108 |
121 |
150 |
237 |
332 |
332 |
|
14 |
87 |
107 |
120 |
149 |
236 |
330 |
330 |
|
15 |
85 |
105 |
118 |
147 |
234 |
329 |
329 |
|
16 |
84 |
104 |
117 |
146 |
233 |
328 |
328 |
|
17 |
83 |
103 |
115 |
144 |
232 |
326 |
326 |
|
18 |
81 |
101 |
114 |
143 |
230 |
325 |
325 |
|
19 |
80 |
100 |
113 |
142 |
229 |
323 |
323 |
|
20 |
79 |
99 |
111 |
140 |
228 |
322 |
322 |
|
21 |
77 |
97 |
110 |
139 |
226 |
321 |
321 |
|
22 |
76 |
96 |
109 |
137 |
225 |
319 |
319 |
|
23 |
74 |
94 |
107 |
136 |
223 |
318 |
318 |
|
24 |
73 |
92 |
105 |
134 |
222 |
316 |
316 |
|
25 |
71 |
91 |
104 |
133 |
220 |
314 |
314 |
|
26 |
69 |
89 |
102 |
131 |
218 |
313 |
313 |
|
27 |
68 |
88 |
100 |
129 |
217 |
311 |
311 |
|
28 |
66 |
86 |
99 |
128 |
215 |
310 |
310 |
|
29 |
65 |
85 |
97 |
126 |
214 |
308 |
308 |
|
30 |
63 |
83 |
96 |
125 |
212 |
307 |
307 |
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 |
167 |
298 |
3073 |
|
2 |
9 |
22 |
28 |
50 |
170 |
337 |
2287 |
|
3 |
10 |
24 |
33 |
57 |
167 |
351 |
1725 |
|
4 |
12 |
27 |
37 |
63 |
166 |
350 |
1333 |
|
5 |
14 |
30 |
42 |
66 |
167 |
342 |
1056 |
|
6 |
16 |
33 |
45 |
70 |
168 |
329 |
856 |
|
7 |
18 |
36 |
47 |
72 |
168 |
313 |
708 |
|
8 |
18 |
37 |
48 |
74 |
168 |
296 |
595 |
|
9 |
18 |
38 |
50 |
77 |
168 |
280 |
506 |
|
10 |
19 |
38 |
51 |
79 |
168 |
263 |
436 |
|
11 |
19 |
39 |
51 |
80 |
168 |
262 |
378 |
|
12 |
18 |
38 |
51 |
80 |
167 |
262 |
331 |
|
13 |
18 |
38 |
51 |
80 |
167 |
261 |
291 |
|
14 |
17 |
37 |
50 |
79 |
166 |
261 |
261 |
|
15 |
16 |
36 |
49 |
78 |
165 |
260 |
260 |
|
16 |
16 |
35 |
48 |
77 |
165 |
259 |
259 |
|
17 |
15 |
35 |
48 |
77 |
164 |
259 |
259 |
|
18 |
15 |
35 |
48 |
77 |
164 |
258 |
258 |
|
19 |
15 |
35 |
48 |
76 |
164 |
258 |
258 |
|
20 |
15 |
35 |
50 |
77 |
164 |
258 |
258 |
|
21 |
15 |
35 |
53 |
77 |
164 |
258 |
258 |
|
22 |
15 |
35 |
55 |
77 |
164 |
258 |
258 |
|
23 |
15 |
35 |
57 |
77 |
164 |
258 |
258 |
|
24 |
15 |
35 |
60 |
77 |
164 |
258 |
258 |
|
25 |
15 |
35 |
62 |
76 |
164 |
258 |
258 |
|
26 |
14 |
34 |
65 |
76 |
164 |
258 |
258 |
|
27 |
14 |
34 |
67 |
76 |
163 |
258 |
258 |
|
28 |
14 |
34 |
69 |
76 |
163 |
258 |
258 |
|
29 |
14 |
34 |
72 |
76 |
163 |
257 |
257 |
|
30 |
14 |
34 |
74 |
75 |
163 |
257 |
257 |
3.19
Indian rupee
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
91 |
104 |
110 |
132 |
252 |
348 |
3225 |
|
2 |
91 |
104 |
111 |
133 |
253 |
355 |
2418 |
|
3 |
91 |
104 |
113 |
138 |
247 |
372 |
1834 |
|
4 |
90 |
105 |
116 |
141 |
245 |
373 |
1423 |
|
5 |
91 |
107 |
119 |
143 |
244 |
365 |
1131 |
|
6 |
92 |
109 |
120 |
145 |
243 |
352 |
919 |
|
7 |
93 |
111 |
122 |
147 |
243 |
337 |
761 |
|
8 |
93 |
111 |
123 |
149 |
243 |
337 |
640 |
|
9 |
92 |
111 |
123 |
151 |
242 |
336 |
546 |
|
10 |
91 |
111 |
123 |
152 |
240 |
335 |
470 |
|
11 |
90 |
109 |
122 |
151 |
239 |
333 |
408 |
|
12 |
88 |
108 |
120 |
149 |
237 |
331 |
357 |
|
13 |
86 |
106 |
119 |
148 |
235 |
329 |
329 |
|
14 |
84 |
104 |
117 |
146 |
233 |
327 |
327 |
|
15 |
82 |
102 |
115 |
144 |
231 |
326 |
326 |
|
16 |
80 |
100 |
113 |
142 |
229 |
324 |
324 |
|
17 |
79 |
98 |
111 |
140 |
228 |
322 |
322 |
|
18 |
77 |
97 |
110 |
139 |
226 |
321 |
321 |
|
19 |
76 |
96 |
108 |
137 |
225 |
319 |
319 |
|
20 |
75 |
95 |
107 |
136 |
224 |
318 |
318 |
|
21 |
74 |
93 |
106 |
135 |
223 |
317 |
317 |
|
22 |
72 |
92 |
105 |
134 |
221 |
316 |
316 |
|
23 |
71 |
91 |
104 |
133 |
220 |
315 |
315 |
|
24 |
70 |
90 |
103 |
132 |
219 |
314 |
314 |
|
25 |
69 |
89 |
102 |
131 |
218 |
312 |
312 |
|
26 |
68 |
88 |
100 |
129 |
217 |
311 |
311 |
|
27 |
66 |
86 |
99 |
128 |
216 |
310 |
310 |
|
28 |
65 |
85 |
98 |
127 |
214 |
309 |
309 |
|
29 |
64 |
84 |
97 |
126 |
213 |
308 |
308 |
|
30 |
63 |
83 |
96 |
125 |
212 |
307 |
307 |
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 |
326 |
339 |
345 |
367 |
487 |
583 |
3266 |
|
2 |
79 |
92 |
98 |
120 |
240 |
356 |
2433 |
|
3 |
81 |
94 |
103 |
128 |
237 |
372 |
1838 |
|
4 |
83 |
98 |
108 |
134 |
237 |
372 |
1422 |
|
5 |
85 |
101 |
112 |
137 |
238 |
363 |
1128 |
|
6 |
87 |
104 |
115 |
140 |
239 |
350 |
916 |
|
7 |
89 |
107 |
118 |
143 |
239 |
335 |
758 |
|
8 |
90 |
108 |
120 |
146 |
240 |
334 |
638 |
|
9 |
90 |
109 |
121 |
149 |
240 |
334 |
544 |
|
10 |
90 |
110 |
123 |
151 |
240 |
334 |
468 |
|
11 |
90 |
110 |
123 |
152 |
239 |
334 |
407 |
|
12 |
90 |
110 |
123 |
152 |
240 |
334 |
357 |
|
13 |
91 |
111 |
124 |
153 |
240 |
334 |
334 |
|
14 |
91 |
111 |
124 |
153 |
240 |
335 |
335 |
|
15 |
92 |
112 |
125 |
154 |
241 |
336 |
336 |
|
16 |
93 |
113 |
126 |
155 |
242 |
336 |
336 |
|
17 |
94 |
114 |
127 |
156 |
243 |
337 |
337 |
|
18 |
95 |
115 |
128 |
157 |
244 |
338 |
338 |
|
19 |
96 |
116 |
129 |
158 |
245 |
339 |
339 |
|
20 |
96 |
116 |
129 |
158 |
245 |
340 |
340 |
|
21 |
96 |
116 |
129 |
158 |
245 |
340 |
340 |
|
22 |
96 |
116 |
129 |
158 |
245 |
340 |
340 |
|
23 |
95 |
115 |
128 |
157 |
245 |
339 |
339 |
|
24 |
95 |
115 |
127 |
156 |
244 |
338 |
338 |
|
25 |
94 |
113 |
126 |
155 |
243 |
337 |
337 |
|
26 |
92 |
112 |
125 |
154 |
241 |
336 |
336 |
|
27 |
91 |
111 |
124 |
153 |
240 |
335 |
335 |
|
28 |
90 |
110 |
122 |
151 |
239 |
333 |
333 |
|
29 |
88 |
108 |
121 |
150 |
237 |
332 |
332 |
|
30 |
87 |
107 |
120 |
149 |
236 |
330 |
330 |
3.21
New Taiwan dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
6 |
12 |
35 |
154 |
296 |
3055 |
|
2 |
0 |
6 |
12 |
34 |
154 |
335 |
2275 |
|
3 |
1 |
6 |
14 |
39 |
149 |
349 |
1717 |
|
4 |
1 |
6 |
17 |
42 |
145 |
349 |
1326 |
|
5 |
1 |
7 |
19 |
43 |
145 |
340 |
1050 |
|
6 |
2 |
9 |
21 |
46 |
144 |
327 |
851 |
|
7 |
2 |
11 |
22 |
47 |
143 |
311 |
704 |
|
8 |
2 |
11 |
22 |
49 |
142 |
295 |
591 |
|
9 |
2 |
11 |
24 |
51 |
141 |
278 |
503 |
|
10 |
4 |
11 |
26 |
52 |
141 |
261 |
433 |
|
11 |
4 |
11 |
29 |
53 |
141 |
245 |
376 |
|
12 |
4 |
11 |
32 |
53 |
141 |
235 |
329 |
|
13 |
4 |
12 |
33 |
53 |
141 |
235 |
290 |
|
14 |
4 |
12 |
36 |
54 |
141 |
235 |
257 |
|
15 |
5 |
12 |
39 |
54 |
141 |
236 |
236 |
|
16 |
6 |
12 |
40 |
54 |
141 |
236 |
236 |
|
17 |
6 |
14 |
43 |
54 |
142 |
236 |
236 |
|
18 |
6 |
14 |
46 |
55 |
142 |
237 |
237 |
|
19 |
7 |
15 |
48 |
55 |
143 |
237 |
237 |
|
20 |
7 |
16 |
50 |
56 |
144 |
238 |
238 |
|
21 |
7 |
17 |
53 |
57 |
144 |
239 |
239 |
|
22 |
8 |
17 |
55 |
60 |
145 |
240 |
240 |
|
23 |
8 |
19 |
57 |
62 |
146 |
240 |
240 |
|
24 |
8 |
20 |
60 |
64 |
146 |
241 |
241 |
|
25 |
9 |
20 |
62 |
65 |
147 |
241 |
241 |
|
26 |
9 |
22 |
65 |
67 |
147 |
241 |
241 |
|
27 |
9 |
22 |
67 |
69 |
147 |
242 |
242 |
|
28 |
10 |
23 |
69 |
71 |
148 |
242 |
242 |
|
29 |
10 |
24 |
72 |
73 |
148 |
242 |
242 |
|
30 |
10 |
24 |
74 |
74 |
148 |
243 |
243 |
3.22
New Zealand dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
48 |
61 |
67 |
89 |
209 |
306 |
3054 |
|
2 |
49 |
62 |
68 |
90 |
210 |
335 |
2273 |
|
3 |
48 |
62 |
70 |
95 |
204 |
349 |
1715 |
|
4 |
47 |
62 |
72 |
98 |
201 |
348 |
1325 |
|
5 |
47 |
63 |
75 |
99 |
200 |
340 |
1050 |
|
6 |
48 |
65 |
77 |
102 |
200 |
327 |
852 |
|
7 |
48 |
67 |
77 |
102 |
199 |
312 |
704 |
|
8 |
48 |
67 |
78 |
105 |
198 |
295 |
592 |
|
9 |
48 |
67 |
79 |
107 |
197 |
292 |
504 |
|
10 |
47 |
66 |
79 |
108 |
196 |
290 |
434 |
|
11 |
45 |
65 |
78 |
107 |
195 |
289 |
377 |
|
12 |
44 |
64 |
77 |
106 |
193 |
287 |
330 |
|
13 |
43 |
62 |
75 |
104 |
192 |
286 |
291 |
|
14 |
41 |
61 |
74 |
103 |
190 |
285 |
285 |
|
15 |
40 |
60 |
73 |
101 |
189 |
283 |
283 |
|
16 |
38 |
58 |
71 |
100 |
187 |
282 |
282 |
|
17 |
37 |
57 |
70 |
99 |
186 |
281 |
281 |
|
18 |
36 |
56 |
69 |
98 |
185 |
280 |
280 |
|
19 |
35 |
55 |
68 |
97 |
184 |
279 |
279 |
|
20 |
35 |
55 |
67 |
96 |
184 |
278 |
278 |
|
21 |
34 |
54 |
67 |
96 |
183 |
278 |
278 |
|
22 |
34 |
53 |
66 |
95 |
183 |
277 |
277 |
|
23 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
24 |
32 |
52 |
65 |
94 |
181 |
276 |
276 |
|
25 |
31 |
51 |
64 |
93 |
180 |
275 |
275 |
|
26 |
31 |
51 |
65 |
92 |
180 |
274 |
274 |
|
27 |
30 |
50 |
67 |
92 |
179 |
274 |
274 |
|
28 |
29 |
49 |
69 |
91 |
178 |
273 |
273 |
|
29 |
29 |
49 |
72 |
90 |
178 |
272 |
272 |
|
30 |
28 |
48 |
74 |
90 |
177 |
272 |
272 |
3.23
Rand
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
111 |
124 |
131 |
153 |
273 |
369 |
3220 |
|
2 |
112 |
125 |
132 |
154 |
274 |
370 |
2404 |
|
3 |
113 |
127 |
136 |
160 |
270 |
369 |
1822 |
|
4 |
114 |
129 |
139 |
165 |
268 |
371 |
1415 |
|
5 |
115 |
131 |
143 |
167 |
268 |
364 |
1127 |
|
6 |
117 |
134 |
145 |
170 |
268 |
363 |
919 |
|
7 |
118 |
136 |
147 |
172 |
268 |
362 |
763 |
|
8 |
117 |
136 |
147 |
174 |
267 |
362 |
644 |
|
9 |
117 |
136 |
148 |
176 |
266 |
361 |
550 |
|
10 |
116 |
136 |
149 |
177 |
266 |
360 |
475 |
|
11 |
115 |
135 |
148 |
177 |
264 |
359 |
414 |
|
12 |
114 |
133 |
146 |
175 |
263 |
357 |
363 |
|
13 |
112 |
132 |
144 |
173 |
261 |
355 |
355 |
|
14 |
110 |
130 |
142 |
171 |
259 |
353 |
353 |
|
15 |
108 |
127 |
140 |
169 |
257 |
351 |
351 |
|
16 |
105 |
125 |
138 |
167 |
254 |
349 |
349 |
|
17 |
103 |
123 |
136 |
165 |
252 |
346 |
346 |
|
18 |
101 |
121 |
134 |
163 |
250 |
344 |
344 |
|
19 |
99 |
119 |
132 |
161 |
248 |
342 |
342 |
|
20 |
97 |
117 |
130 |
159 |
246 |
341 |
341 |
|
21 |
95 |
115 |
128 |
157 |
244 |
339 |
339 |
|
22 |
94 |
113 |
126 |
155 |
243 |
337 |
337 |
|
23 |
92 |
112 |
125 |
153 |
241 |
335 |
335 |
|
24 |
90 |
110 |
123 |
152 |
239 |
333 |
333 |
|
25 |
88 |
108 |
121 |
150 |
237 |
332 |
332 |
|
26 |
86 |
106 |
119 |
148 |
235 |
330 |
330 |
|
27 |
85 |
104 |
117 |
146 |
234 |
328 |
328 |
|
28 |
83 |
103 |
116 |
145 |
232 |
326 |
326 |
|
29 |
81 |
101 |
114 |
143 |
230 |
325 |
325 |
|
30 |
80 |
99 |
112 |
141 |
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 |
164 |
177 |
184 |
206 |
326 |
422 |
3161 |
|
2 |
174 |
187 |
193 |
215 |
335 |
431 |
2387 |
|
3 |
178 |
192 |
200 |
225 |
334 |
431 |
1822 |
|
4 |
179 |
194 |
204 |
230 |
333 |
428 |
1419 |
|
5 |
180 |
196 |
208 |
232 |
333 |
428 |
1131 |
|
6 |
180 |
197 |
209 |
234 |
332 |
426 |
921 |
|
7 |
181 |
199 |
210 |
235 |
331 |
425 |
764 |
|
8 |
179 |
198 |
209 |
236 |
329 |
424 |
643 |
|
9 |
178 |
198 |
210 |
237 |
328 |
422 |
549 |
|
10 |
177 |
197 |
210 |
238 |
327 |
421 |
473 |
|
11 |
176 |
196 |
208 |
237 |
325 |
419 |
419 |
|
12 |
173 |
193 |
206 |
235 |
322 |
417 |
417 |
|
13 |
170 |
190 |
203 |
232 |
319 |
414 |
414 |
|
14 |
167 |
187 |
200 |
229 |
316 |
411 |
411 |
|
15 |
164 |
184 |
197 |
226 |
313 |
408 |
408 |
|
16 |
161 |
181 |
194 |
223 |
310 |
405 |
405 |
|
17 |
158 |
178 |
191 |
220 |
307 |
402 |
402 |
|
18 |
155 |
175 |
188 |
217 |
304 |
399 |
399 |
|
19 |
152 |
172 |
185 |
214 |
301 |
396 |
396 |
|
20 |
149 |
169 |
182 |
211 |
298 |
393 |
393 |
|
21 |
146 |
166 |
179 |
208 |
295 |
390 |
390 |
|
22 |
143 |
163 |
176 |
205 |
292 |
387 |
387 |
|
23 |
140 |
160 |
173 |
202 |
289 |
383 |
383 |
|
24 |
137 |
157 |
170 |
199 |
286 |
380 |
380 |
|
25 |
134 |
154 |
167 |
195 |
283 |
377 |
377 |
|
26 |
131 |
151 |
164 |
192 |
280 |
374 |
374 |
|
27 |
128 |
148 |
161 |
190 |
277 |
371 |
371 |
|
28 |
125 |
145 |
158 |
187 |
274 |
368 |
368 |
|
29 |
122 |
142 |
155 |
184 |
271 |
366 |
366 |
|
30 |
120 |
139 |
152 |
181 |
269 |
363 |
363 |
3.25
Renminbi-yuan
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
26 |
39 |
45 |
67 |
187 |
304 |
3144 |
|
2 |
27 |
40 |
46 |
68 |
188 |
345 |
2343 |
|
3 |
26 |
40 |
49 |
73 |
183 |
359 |
1769 |
|
4 |
26 |
41 |
51 |
77 |
180 |
359 |
1367 |
|
5 |
27 |
42 |
54 |
78 |
180 |
350 |
1084 |
|
6 |
27 |
44 |
56 |
81 |
179 |
337 |
879 |
|
7 |
28 |
46 |
57 |
82 |
178 |
321 |
727 |
|
8 |
27 |
46 |
57 |
84 |
177 |
304 |
611 |
|
9 |
26 |
46 |
58 |
86 |
176 |
287 |
520 |
|
10 |
26 |
46 |
59 |
87 |
175 |
270 |
448 |
|
11 |
26 |
45 |
58 |
87 |
175 |
269 |
389 |
|
12 |
25 |
45 |
58 |
87 |
174 |
268 |
340 |
|
13 |
24 |
44 |
57 |
86 |
173 |
268 |
300 |
|
14 |
24 |
44 |
57 |
86 |
173 |
267 |
267 |
|
15 |
24 |
44 |
56 |
85 |
173 |
267 |
267 |
|
16 |
24 |
43 |
56 |
85 |
173 |
267 |
267 |
|
17 |
23 |
43 |
56 |
85 |
172 |
267 |
267 |
|
18 |
23 |
43 |
56 |
85 |
173 |
267 |
267 |
|
19 |
24 |
43 |
56 |
85 |
173 |
267 |
267 |
|
20 |
24 |
44 |
56 |
85 |
173 |
267 |
267 |
|
21 |
24 |
44 |
56 |
85 |
173 |
267 |
267 |
|
22 |
24 |
44 |
57 |
85 |
173 |
267 |
267 |
|
23 |
23 |
43 |
59 |
85 |
172 |
267 |
267 |
|
24 |
23 |
43 |
61 |
85 |
172 |
267 |
267 |
|
25 |
23 |
43 |
64 |
85 |
172 |
266 |
266 |
|
26 |
23 |
43 |
66 |
84 |
172 |
266 |
266 |
|
27 |
22 |
42 |
69 |
84 |
171 |
266 |
266 |
|
28 |
22 |
42 |
71 |
84 |
171 |
266 |
266 |
|
29 |
22 |
42 |
73 |
83 |
171 |
265 |
265 |
|
30 |
21 |
41 |
77 |
83 |
170 |
265 |
265 |
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 |
23 |
36 |
43 |
65 |
185 |
304 |
3136 |
|
2 |
25 |
38 |
44 |
66 |
186 |
344 |
2341 |
|
3 |
26 |
40 |
48 |
73 |
182 |
359 |
1769 |
|
4 |
27 |
42 |
52 |
78 |
181 |
359 |
1368 |
|
5 |
29 |
45 |
56 |
80 |
182 |
351 |
1085 |
|
6 |
30 |
47 |
59 |
84 |
182 |
338 |
881 |
|
7 |
32 |
50 |
61 |
86 |
182 |
322 |
729 |
|
8 |
32 |
51 |
62 |
89 |
182 |
305 |
613 |
|
9 |
33 |
52 |
64 |
92 |
182 |
288 |
522 |
|
10 |
33 |
53 |
66 |
94 |
183 |
277 |
449 |
|
11 |
34 |
54 |
67 |
96 |
183 |
278 |
390 |
|
12 |
34 |
54 |
67 |
96 |
183 |
278 |
342 |
|
13 |
34 |
54 |
67 |
96 |
183 |
278 |
301 |
|
14 |
34 |
54 |
67 |
96 |
183 |
277 |
277 |
|
15 |
34 |
54 |
67 |
95 |
183 |
277 |
277 |
|
16 |
33 |
53 |
66 |
95 |
182 |
277 |
277 |
|
17 |
33 |
53 |
66 |
95 |
182 |
277 |
277 |
|
18 |
33 |
53 |
66 |
95 |
182 |
277 |
277 |
|
19 |
33 |
53 |
66 |
95 |
182 |
277 |
277 |
|
20 |
34 |
54 |
67 |
95 |
183 |
277 |
277 |
|
21 |
34 |
54 |
67 |
96 |
183 |
277 |
277 |
|
22 |
34 |
54 |
67 |
96 |
183 |
277 |
277 |
|
23 |
34 |
53 |
66 |
95 |
183 |
277 |
277 |
|
24 |
33 |
53 |
66 |
95 |
182 |
277 |
277 |
|
25 |
33 |
53 |
66 |
95 |
182 |
276 |
276 |
|
26 |
32 |
52 |
67 |
94 |
181 |
276 |
276 |
|
27 |
32 |
52 |
70 |
94 |
181 |
275 |
275 |
|
28 |
31 |
51 |
72 |
93 |
180 |
275 |
275 |
|
29 |
31 |
51 |
75 |
92 |
180 |
274 |
274 |
|
30 |
30 |
50 |
77 |
92 |
179 |
274 |
274 |
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 |
122 |
134 |
141 |
163 |
283 |
379 |
3254 |
|
2 |
120 |
133 |
140 |
162 |
282 |
378 |
2433 |
|
3 |
119 |
132 |
141 |
166 |
275 |
373 |
1842 |
|
4 |
118 |
133 |
143 |
169 |
272 |
373 |
1426 |
|
5 |
118 |
134 |
146 |
170 |
271 |
365 |
1131 |
|
6 |
118 |
135 |
146 |
171 |
269 |
364 |
919 |
|
7 |
118 |
136 |
147 |
172 |
268 |
363 |
760 |
|
8 |
118 |
136 |
148 |
174 |
268 |
362 |
639 |
|
9 |
117 |
136 |
148 |
176 |
266 |
361 |
545 |
|
10 |
116 |
136 |
149 |
177 |
266 |
360 |
469 |
|
11 |
116 |
136 |
149 |
177 |
265 |
359 |
407 |
|
12 |
115 |
135 |
147 |
176 |
264 |
358 |
358 |
|
13 |
113 |
133 |
146 |
175 |
262 |
357 |
357 |
|
14 |
112 |
132 |
145 |
174 |
261 |
356 |
356 |
|
15 |
110 |
130 |
143 |
172 |
259 |
353 |
353 |
|
16 |
108 |
128 |
141 |
170 |
257 |
351 |
351 |
|
17 |
105 |
125 |
138 |
167 |
254 |
349 |
349 |
|
18 |
103 |
123 |
136 |
165 |
252 |
346 |
346 |
|
19 |
101 |
121 |
134 |
163 |
250 |
344 |
344 |
|
20 |
99 |
119 |
131 |
160 |
248 |
342 |
342 |
|
21 |
96 |
116 |
129 |
158 |
245 |
340 |
340 |
|
22 |
94 |
114 |
127 |
156 |
243 |
338 |
338 |
|
23 |
92 |
112 |
125 |
154 |
241 |
335 |
335 |
|
24 |
90 |
110 |
123 |
152 |
239 |
333 |
333 |
|
25 |
88 |
108 |
120 |
149 |
237 |
331 |
331 |
|
26 |
85 |
105 |
118 |
147 |
235 |
329 |
329 |
|
27 |
83 |
103 |
116 |
145 |
232 |
327 |
327 |
|
28 |
81 |
101 |
114 |
143 |
230 |
325 |
325 |
|
29 |
79 |
99 |
112 |
141 |
228 |
323 |
323 |
|
30 |
77 |
97 |
110 |
139 |
226 |
321 |
321 |
3.28
Singapore dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
7 |
13 |
35 |
155 |
296 |
3051 |
|
2 |
0 |
9 |
15 |
37 |
157 |
335 |
2273 |
|
3 |
1 |
10 |
19 |
44 |
153 |
349 |
1716 |
|
4 |
1 |
13 |
23 |
48 |
152 |
349 |
1326 |
|
5 |
1 |
15 |
27 |
51 |
153 |
340 |
1051 |
|
6 |
2 |
18 |
30 |
55 |
153 |
327 |
853 |
|
7 |
3 |
21 |
32 |
57 |
153 |
312 |
705 |
|
8 |
3 |
22 |
33 |
60 |
153 |
296 |
593 |
|
9 |
3 |
23 |
35 |
63 |
153 |
279 |
505 |
|
10 |
4 |
23 |
36 |
65 |
153 |
262 |
434 |
|
11 |
4 |
24 |
36 |
65 |
153 |
247 |
377 |
|
12 |
4 |
23 |
36 |
65 |
152 |
247 |
330 |
|
13 |
4 |
23 |
36 |
65 |
152 |
247 |
290 |
|
14 |
4 |
23 |
36 |
65 |
152 |
246 |
257 |
|
15 |
5 |
23 |
39 |
65 |
152 |
246 |
246 |
|
16 |
6 |
22 |
40 |
64 |
151 |
246 |
246 |
|
17 |
6 |
22 |
43 |
64 |
151 |
246 |
246 |
|
18 |
6 |
22 |
46 |
64 |
151 |
246 |
246 |
|
19 |
7 |
22 |
48 |
64 |
152 |
246 |
246 |
|
20 |
7 |
23 |
50 |
65 |
152 |
247 |
247 |
|
21 |
7 |
23 |
53 |
65 |
153 |
247 |
247 |
|
22 |
8 |
24 |
54 |
66 |
153 |
247 |
247 |
|
23 |
8 |
24 |
57 |
66 |
153 |
248 |
248 |
|
24 |
8 |
24 |
59 |
66 |
153 |
248 |
248 |
|
25 |
9 |
24 |
62 |
66 |
154 |
248 |
248 |
|
26 |
9 |
25 |
64 |
67 |
154 |
248 |
248 |
|
27 |
9 |
25 |
67 |
69 |
154 |
248 |
248 |
|
28 |
10 |
25 |
69 |
71 |
154 |
248 |
248 |
|
29 |
10 |
25 |
72 |
72 |
154 |
248 |
248 |
|
30 |
10 |
25 |
74 |
74 |
154 |
248 |
248 |
3.29
South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
31 |
44 |
50 |
73 |
192 |
298 |
3074 |
|
2 |
31 |
44 |
51 |
73 |
193 |
337 |
2289 |
|
3 |
30 |
44 |
52 |
77 |
186 |
351 |
1728 |
|
4 |
29 |
44 |
54 |
80 |
183 |
351 |
1335 |
|
5 |
29 |
44 |
56 |
80 |
182 |
342 |
1057 |
|
6 |
31 |
48 |
60 |
85 |
183 |
329 |
857 |
|
7 |
29 |
47 |
58 |
83 |
179 |
313 |
708 |
|
8 |
33 |
52 |
63 |
89 |
183 |
296 |
595 |
|
9 |
32 |
51 |
63 |
91 |
182 |
280 |
506 |
|
10 |
27 |
47 |
59 |
88 |
176 |
271 |
435 |
|
11 |
23 |
42 |
55 |
84 |
172 |
266 |
378 |
|
12 |
19 |
39 |
52 |
81 |
168 |
263 |
330 |
|
13 |
17 |
37 |
50 |
79 |
166 |
260 |
291 |
|
14 |
15 |
35 |
48 |
77 |
164 |
258 |
258 |
|
15 |
13 |
33 |
46 |
75 |
162 |
257 |
257 |
|
16 |
12 |
32 |
45 |
74 |
161 |
255 |
255 |
|
17 |
11 |
31 |
44 |
73 |
160 |
255 |
255 |
|
18 |
10 |
30 |
46 |
72 |
159 |
254 |
254 |
|
19 |
10 |
30 |
47 |
72 |
159 |
254 |
254 |
|
20 |
10 |
30 |
50 |
72 |
159 |
254 |
254 |
|
21 |
10 |
30 |
53 |
72 |
159 |
254 |
254 |
|
22 |
10 |
30 |
54 |
72 |
159 |
254 |
254 |
|
23 |
10 |
30 |
57 |
72 |
159 |
253 |
253 |
|
24 |
10 |
30 |
59 |
72 |
159 |
253 |
253 |
|
25 |
10 |
30 |
62 |
72 |
159 |
253 |
253 |
|
26 |
10 |
30 |
64 |
71 |
159 |
253 |
253 |
|
27 |
10 |
29 |
67 |
71 |
159 |
253 |
253 |
|
28 |
10 |
29 |
69 |
71 |
158 |
253 |
253 |
|
29 |
10 |
29 |
72 |
72 |
158 |
253 |
253 |
|
30 |
10 |
29 |
74 |
74 |
158 |
253 |
253 |
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 |
196 |
209 |
215 |
237 |
357 |
454 |
3493 |
|
2 |
192 |
205 |
212 |
234 |
354 |
450 |
2628 |
|
3 |
187 |
201 |
209 |
234 |
343 |
440 |
1996 |
|
4 |
182 |
197 |
207 |
233 |
336 |
431 |
1549 |
|
5 |
178 |
194 |
206 |
230 |
331 |
426 |
1232 |
|
6 |
175 |
192 |
203 |
228 |
326 |
421 |
1003 |
|
7 |
172 |
190 |
201 |
226 |
322 |
416 |
832 |
|
8 |
167 |
186 |
197 |
224 |
317 |
412 |
702 |
|
9 |
163 |
183 |
195 |
223 |
313 |
407 |
600 |
|
10 |
159 |
179 |
192 |
220 |
309 |
403 |
518 |
|
11 |
156 |
175 |
188 |
217 |
305 |
399 |
450 |
|
12 |
151 |
171 |
184 |
213 |
301 |
395 |
395 |
|
13 |
148 |
167 |
180 |
209 |
297 |
391 |
391 |
|
14 |
144 |
164 |
176 |
205 |
293 |
387 |
387 |
|
15 |
140 |
160 |
173 |
202 |
289 |
384 |
384 |
|
16 |
137 |
157 |
169 |
198 |
286 |
380 |
380 |
|
17 |
133 |
153 |
166 |
195 |
283 |
377 |
377 |
|
18 |
130 |
150 |
163 |
192 |
279 |
374 |
374 |
|
19 |
128 |
147 |
160 |
189 |
277 |
371 |
371 |
|
20 |
125 |
145 |
158 |
187 |
274 |
368 |
368 |
|
21 |
122 |
142 |
155 |
184 |
271 |
366 |
366 |
|
22 |
119 |
139 |
152 |
181 |
268 |
363 |
363 |
|
23 |
117 |
137 |
149 |
178 |
266 |
360 |
360 |
|
24 |
114 |
134 |
147 |
176 |
263 |
358 |
358 |
|
25 |
112 |
131 |
144 |
173 |
261 |
355 |
355 |
|
26 |
109 |
129 |
142 |
171 |
258 |
353 |
353 |
|
27 |
107 |
127 |
139 |
168 |
256 |
350 |
350 |
|
28 |
104 |
124 |
137 |
166 |
253 |
348 |
348 |
|
29 |
102 |
122 |
135 |
164 |
251 |
346 |
346 |
|
30 |
100 |
120 |
133 |
162 |
249 |
343 |
343 |
3.31
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
15 |
26 |
52 |
172 |
297 |
3056 |
|
2 |
0 |
15 |
26 |
52 |
172 |
335 |
2274 |
|
3 |
1 |
17 |
28 |
57 |
169 |
349 |
1715 |
|
4 |
1 |
20 |
32 |
62 |
167 |
348 |
1325 |
|
5 |
2 |
23 |
37 |
67 |
168 |
340 |
1050 |
|
6 |
5 |
27 |
39 |
69 |
169 |
327 |
851 |
|
7 |
7 |
31 |
42 |
72 |
169 |
312 |
704 |
|
8 |
10 |
34 |
46 |
74 |
169 |
295 |
592 |
|
9 |
11 |
37 |
50 |
76 |
169 |
278 |
504 |
|
10 |
12 |
39 |
51 |
77 |
169 |
264 |
434 |
|
11 |
13 |
40 |
53 |
78 |
169 |
264 |
377 |
|
12 |
14 |
41 |
54 |
80 |
169 |
264 |
330 |
|
13 |
15 |
43 |
55 |
80 |
169 |
264 |
290 |
|
14 |
15 |
44 |
55 |
80 |
169 |
264 |
264 |
|
15 |
15 |
44 |
55 |
80 |
169 |
264 |
264 |
|
16 |
15 |
44 |
55 |
80 |
169 |
263 |
263 |
|
17 |
15 |
44 |
55 |
80 |
169 |
263 |
263 |
|
18 |
15 |
44 |
55 |
80 |
169 |
263 |
263 |
|
19 |
15 |
44 |
55 |
80 |
169 |
264 |
264 |
|
20 |
15 |
44 |
55 |
80 |
169 |
264 |
264 |
|
21 |
15 |
44 |
55 |
80 |
170 |
264 |
264 |
|
22 |
15 |
44 |
55 |
80 |
170 |
264 |
264 |
|
23 |
15 |
44 |
57 |
80 |
170 |
264 |
264 |
|
24 |
15 |
44 |
59 |
80 |
170 |
264 |
264 |
|
25 |
15 |
44 |
62 |
80 |
170 |
264 |
264 |
|
26 |
15 |
44 |
64 |
80 |
169 |
264 |
264 |
|
27 |
15 |
44 |
66 |
80 |
169 |
264 |
264 |
|
28 |
15 |
44 |
68 |
80 |
169 |
263 |
263 |
|
29 |
15 |
44 |
71 |
80 |
169 |
263 |
263 |
|
30 |
15 |
44 |
73 |
80 |
168 |
263 |
263 |
3.32
Yen
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
0 |
3 |
13 |
133 |
296 |
3047 |
|
2 |
0 |
1 |
6 |
14 |
132 |
334 |
2268 |
|
3 |
1 |
1 |
9 |
17 |
125 |
348 |
1711 |
|
4 |
1 |
3 |
11 |
19 |
121 |
347 |
1321 |
|
5 |
1 |
4 |
14 |
22 |
120 |
339 |
1046 |
|
6 |
2 |
4 |
16 |
25 |
120 |
326 |
848 |
|
7 |
2 |
6 |
19 |
27 |
120 |
310 |
701 |
|
8 |
2 |
6 |
22 |
30 |
120 |
293 |
589 |
|
9 |
2 |
7 |
24 |
31 |
120 |
277 |
501 |
|
10 |
4 |
8 |
26 |
34 |
120 |
260 |
431 |
|
11 |
4 |
9 |
29 |
36 |
120 |
244 |
374 |
|
12 |
4 |
9 |
31 |
38 |
120 |
229 |
327 |
|
13 |
4 |
10 |
33 |
41 |
120 |
215 |
288 |
|
14 |
4 |
11 |
36 |
43 |
120 |
215 |
255 |
|
15 |
5 |
12 |
38 |
44 |
121 |
215 |
227 |
|
16 |
6 |
12 |
40 |
47 |
121 |
215 |
215 |
|
17 |
6 |
14 |
43 |
49 |
121 |
216 |
216 |
|
18 |
6 |
14 |
45 |
51 |
122 |
216 |
216 |
|
19 |
7 |
15 |
47 |
53 |
122 |
217 |
217 |
|
20 |
7 |
16 |
50 |
54 |
123 |
217 |
217 |
|
21 |
7 |
17 |
52 |
57 |
123 |
218 |
218 |
|
22 |
7 |
17 |
54 |
59 |
124 |
218 |
218 |
|
23 |
8 |
19 |
57 |
60 |
126 |
218 |
218 |
|
24 |
8 |
19 |
59 |
62 |
128 |
219 |
219 |
|
25 |
8 |
20 |
61 |
64 |
129 |
219 |
219 |
|
26 |
9 |
21 |
63 |
66 |
130 |
219 |
219 |
|
27 |
9 |
22 |
66 |
68 |
131 |
219 |
219 |
|
28 |
10 |
22 |
68 |
70 |
132 |
219 |
219 |
|
29 |
10 |
24 |
70 |
72 |
133 |
219 |
219 |
|
30 |
10 |
24 |
73 |
74 |
135 |
219 |
219 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
19 |
|
Euro |
Belgium |
19 |
|
Euro |
Cyprus |
19 |
|
Euro |
Estonia |
19 |
|
Euro |
Finland |
19 |
|
Euro |
France |
19 |
|
Euro |
Germany |
19 |
|
Euro |
Greece |
19 |
|
Euro |
Ireland |
19 |
|
Euro |
Italy |
19 |
|
Euro |
Latvia |
19 |
|
Euro |
Lithuania |
19 |
|
Euro |
Luxembourg |
19 |
|
Euro |
Malta |
19 |
|
Euro |
Netherlands |
19 |
|
Euro |
Portugal |
19 |
|
Euro |
Slovakia |
19 |
|
Euro |
Slovenia |
19 |
|
Euro |
Spain |
19 |
|
Czech koruna |
Czech Republic |
13 |
|
Danish krone |
Denmark |
31 |
|
Forint |
Hungary |
5 |
|
Krona |
Sweden |
17 |
|
Kuna |
Croatia |
6 |
|
Lev |
Bulgaria |
11 |
|
Pound sterling |
United Kingdom |
27 |
|
Romanian leu |
Romania |
6 |
|
Zloty |
Poland |
9 |
|
Króna |
Iceland |
14 |
|
Norwegian krone |
Norway |
36 |
|
Swiss franc |
Liechtenstein |
15 |
|
Swiss franc |
Switzerland |
15 |
|
Australian dollar |
Australia |
10 |
|
Canadian dollar |
Canada |
29 |
|
Renminbi-yuan |
China |
54 |
|
Hong Kong dollar |
Hong Kong |
8 |
|
US dollar |
United States |
53 |
|
Yen |
Japan |
12 |
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