COMMISSION IMPLEMENTING REGULATION (EU) 2019/699
of 6 May 2019
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2019 until 29 June 2019 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance
(Text with EEA relevance)
Article 1
Article 2
ANNEX I
Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
|
Term to maturity (in years) |
Euro |
Czech koruna |
Danish krone |
Forint |
Krona |
Kuna |
|
1 |
– 0,330 % |
1,993 % |
– 0,340 % |
0,288 % |
– 0,055 % |
– 0,033 % |
|
2 |
– 0,290 % |
1,904 % |
– 0,300 % |
0,917 % |
0,003 % |
0,050 % |
|
3 |
– 0,240 % |
1,833 % |
– 0,250 % |
1,129 % |
0,081 % |
0,208 % |
|
4 |
– 0,168 % |
1,765 % |
– 0,178 % |
1,417 % |
0,171 % |
0,442 % |
|
5 |
– 0,088 % |
1,711 % |
– 0,098 % |
1,691 % |
0,273 % |
0,721 % |
|
6 |
0,001 % |
1,670 % |
– 0,009 % |
1,954 % |
0,371 % |
1,001 % |
|
7 |
0,095 % |
1,651 % |
0,085 % |
2,229 % |
0,471 % |
1,256 % |
|
8 |
0,191 % |
1,652 % |
0,181 % |
2,437 % |
0,568 % |
1,476 % |
|
9 |
0,290 % |
1,664 % |
0,280 % |
2,600 % |
0,658 % |
1,658 % |
|
10 |
0,378 % |
1,678 % |
0,367 % |
2,730 % |
0,746 % |
1,811 % |
|
11 |
0,460 % |
1,681 % |
0,450 % |
2,847 % |
0,891 % |
1,941 % |
|
12 |
0,541 % |
1,684 % |
0,531 % |
2,956 % |
1,064 % |
2,054 % |
|
13 |
0,619 % |
1,697 % |
0,609 % |
3,055 % |
1,239 % |
2,154 % |
|
14 |
0,687 % |
1,721 % |
0,677 % |
3,146 % |
1,405 % |
2,243 % |
|
15 |
0,741 % |
1,754 % |
0,731 % |
3,227 % |
1,557 % |
2,323 % |
|
16 |
0,779 % |
1,794 % |
0,769 % |
3,298 % |
1,695 % |
2,395 % |
|
17 |
0,809 % |
1,840 % |
0,798 % |
3,362 % |
1,820 % |
2,460 % |
|
18 |
0,838 % |
1,889 % |
0,827 % |
3,419 % |
1,932 % |
2,521 % |
|
19 |
0,871 % |
1,940 % |
0,860 % |
3,470 % |
2,033 % |
2,576 % |
|
20 |
0,911 % |
1,992 % |
0,901 % |
3,516 % |
2,125 % |
2,627 % |
|
21 |
0,962 % |
2,043 % |
0,951 % |
3,559 % |
2,209 % |
2,674 % |
|
22 |
1,019 % |
2,094 % |
1,009 % |
3,597 % |
2,285 % |
2,718 % |
|
23 |
1,081 % |
2,144 % |
1,071 % |
3,633 % |
2,354 % |
2,760 % |
|
24 |
1,146 % |
2,192 % |
1,136 % |
3,666 % |
2,418 % |
2,798 % |
|
25 |
1,212 % |
2,240 % |
1,203 % |
3,696 % |
2,477 % |
2,834 % |
|
26 |
1,278 % |
2,285 % |
1,269 % |
3,724 % |
2,531 % |
2,868 % |
|
27 |
1,344 % |
2,330 % |
1,335 % |
3,750 % |
2,582 % |
2,900 % |
|
28 |
1,409 % |
2,372 % |
1,400 % |
3,775 % |
2,629 % |
2,930 % |
|
29 |
1,473 % |
2,413 % |
1,464 % |
3,798 % |
2,672 % |
2,959 % |
|
30 |
1,535 % |
2,453 % |
1,526 % |
3,819 % |
2,713 % |
2,986 % |
|
31 |
1,595 % |
2,491 % |
1,587 % |
3,839 % |
2,751 % |
3,011 % |
|
32 |
1,653 % |
2,527 % |
1,645 % |
3,858 % |
2,787 % |
3,036 % |
|
33 |
1,709 % |
2,562 % |
1,702 % |
3,876 % |
2,820 % |
3,059 % |
|
34 |
1,764 % |
2,596 % |
1,757 % |
3,893 % |
2,852 % |
3,081 % |
|
35 |
1,816 % |
2,628 % |
1,809 % |
3,909 % |
2,882 % |
3,102 % |
|
36 |
1,867 % |
2,659 % |
1,860 % |
3,925 % |
2,910 % |
3,122 % |
|
37 |
1,915 % |
2,689 % |
1,909 % |
3,939 % |
2,936 % |
3,141 % |
|
38 |
1,962 % |
2,717 % |
1,956 % |
3,953 % |
2,962 % |
3,159 % |
|
39 |
2,007 % |
2,745 % |
2,001 % |
3,966 % |
2,986 % |
3,176 % |
|
40 |
2,050 % |
2,771 % |
2,044 % |
3,978 % |
3,008 % |
3,193 % |
|
41 |
2,092 % |
2,796 % |
2,086 % |
3,990 % |
3,030 % |
3,209 % |
|
42 |
2,132 % |
2,820 % |
2,126 % |
4,002 % |
3,051 % |
3,224 % |
|
43 |
2,171 % |
2,844 % |
2,165 % |
4,013 % |
3,070 % |
3,239 % |
|
44 |
2,208 % |
2,866 % |
2,202 % |
4,023 % |
3,089 % |
3,253 % |
|
45 |
2,243 % |
2,888 % |
2,238 % |
4,033 % |
3,107 % |
3,266 % |
|
46 |
2,278 % |
2,909 % |
2,272 % |
4,043 % |
3,124 % |
3,279 % |
|
47 |
2,311 % |
2,929 % |
2,305 % |
4,052 % |
3,141 % |
3,292 % |
|
48 |
2,342 % |
2,948 % |
2,337 % |
4,061 % |
3,156 % |
3,304 % |
|
49 |
2,373 % |
2,967 % |
2,368 % |
4,070 % |
3,172 % |
3,315 % |
|
50 |
2,402 % |
2,985 % |
2,397 % |
4,078 % |
3,186 % |
3,327 % |
|
51 |
2,431 % |
3,002 % |
2,426 % |
4,086 % |
3,200 % |
3,337 % |
|
52 |
2,458 % |
3,019 % |
2,453 % |
4,093 % |
3,213 % |
3,348 % |
|
53 |
2,485 % |
3,035 % |
2,480 % |
4,101 % |
3,226 % |
3,358 % |
|
54 |
2,510 % |
3,050 % |
2,506 % |
4,108 % |
3,239 % |
3,367 % |
|
55 |
2,535 % |
3,065 % |
2,531 % |
4,115 % |
3,251 % |
3,377 % |
|
56 |
2,559 % |
3,080 % |
2,555 % |
4,121 % |
3,262 % |
3,386 % |
|
57 |
2,582 % |
3,094 % |
2,578 % |
4,128 % |
3,273 % |
3,395 % |
|
58 |
2,605 % |
3,108 % |
2,600 % |
4,134 % |
3,284 % |
3,403 % |
|
59 |
2,626 % |
3,121 % |
2,622 % |
4,140 % |
3,295 % |
3,411 % |
|
60 |
2,647 % |
3,133 % |
2,643 % |
4,146 % |
3,305 % |
3,419 % |
|
61 |
2,667 % |
3,146 % |
2,663 % |
4,151 % |
3,314 % |
3,427 % |
|
62 |
2,687 % |
3,158 % |
2,683 % |
4,157 % |
3,324 % |
3,434 % |
|
63 |
2,706 % |
3,169 % |
2,702 % |
4,162 % |
3,333 % |
3,442 % |
|
64 |
2,724 % |
3,181 % |
2,720 % |
4,167 % |
3,342 % |
3,449 % |
|
65 |
2,742 % |
3,192 % |
2,738 % |
4,172 % |
3,350 % |
3,456 % |
|
66 |
2,760 % |
3,202 % |
2,756 % |
4,177 % |
3,359 % |
3,462 % |
|
67 |
2,777 % |
3,213 % |
2,773 % |
4,182 % |
3,367 % |
3,469 % |
|
68 |
2,793 % |
3,223 % |
2,789 % |
4,186 % |
3,375 % |
3,475 % |
|
69 |
2,809 % |
3,232 % |
2,805 % |
4,191 % |
3,382 % |
3,481 % |
|
70 |
2,824 % |
3,242 % |
2,821 % |
4,195 % |
3,390 % |
3,487 % |
|
71 |
2,839 % |
3,251 % |
2,836 % |
4,199 % |
3,397 % |
3,493 % |
|
72 |
2,854 % |
3,260 % |
2,850 % |
4,203 % |
3,404 % |
3,498 % |
|
73 |
2,868 % |
3,269 % |
2,865 % |
4,207 % |
3,410 % |
3,504 % |
|
74 |
2,882 % |
3,277 % |
2,879 % |
4,211 % |
3,417 % |
3,509 % |
|
75 |
2,896 % |
3,285 % |
2,892 % |
4,215 % |
3,423 % |
3,514 % |
|
76 |
2,909 % |
3,293 % |
2,905 % |
4,219 % |
3,430 % |
3,519 % |
|
77 |
2,921 % |
3,301 % |
2,918 % |
4,222 % |
3,436 % |
3,524 % |
|
78 |
2,934 % |
3,309 % |
2,931 % |
4,226 % |
3,442 % |
3,529 % |
|
79 |
2,946 % |
3,316 % |
2,943 % |
4,229 % |
3,448 % |
3,533 % |
|
80 |
2,958 % |
3,323 % |
2,955 % |
4,233 % |
3,453 % |
3,538 % |
|
81 |
2,970 % |
3,331 % |
2,966 % |
4,236 % |
3,459 % |
3,542 % |
|
82 |
2,981 % |
3,337 % |
2,978 % |
4,239 % |
3,464 % |
3,547 % |
|
83 |
2,992 % |
3,344 % |
2,989 % |
4,242 % |
3,469 % |
3,551 % |
|
84 |
3,003 % |
3,351 % |
3,000 % |
4,245 % |
3,474 % |
3,555 % |
|
85 |
3,013 % |
3,357 % |
3,010 % |
4,248 % |
3,479 % |
3,559 % |
|
86 |
3,023 % |
3,364 % |
3,020 % |
4,251 % |
3,484 % |
3,563 % |
|
87 |
3,033 % |
3,370 % |
3,030 % |
4,254 % |
3,489 % |
3,567 % |
|
88 |
3,043 % |
3,376 % |
3,040 % |
4,257 % |
3,494 % |
3,571 % |
|
89 |
3,053 % |
3,382 % |
3,050 % |
4,259 % |
3,498 % |
3,574 % |
|
90 |
3,062 % |
3,387 % |
3,059 % |
4,262 % |
3,503 % |
3,578 % |
|
91 |
3,071 % |
3,393 % |
3,068 % |
4,265 % |
3,507 % |
3,582 % |
|
92 |
3,080 % |
3,398 % |
3,077 % |
4,267 % |
3,511 % |
3,585 % |
|
93 |
3,089 % |
3,404 % |
3,086 % |
4,270 % |
3,516 % |
3,588 % |
|
94 |
3,098 % |
3,409 % |
3,095 % |
4,272 % |
3,520 % |
3,592 % |
|
95 |
3,106 % |
3,414 % |
3,103 % |
4,274 % |
3,524 % |
3,595 % |
|
96 |
3,114 % |
3,419 % |
3,112 % |
4,277 % |
3,528 % |
3,598 % |
|
97 |
3,122 % |
3,424 % |
3,120 % |
4,279 % |
3,531 % |
3,601 % |
|
98 |
3,130 % |
3,429 % |
3,128 % |
4,281 % |
3,535 % |
3,604 % |
|
99 |
3,138 % |
3,434 % |
3,135 % |
4,283 % |
3,539 % |
3,607 % |
|
100 |
3,146 % |
3,438 % |
3,143 % |
4,286 % |
3,542 % |
3,610 % |
|
101 |
3,153 % |
3,443 % |
3,150 % |
4,288 % |
3,546 % |
3,613 % |
|
102 |
3,160 % |
3,447 % |
3,158 % |
4,290 % |
3,549 % |
3,616 % |
|
103 |
3,168 % |
3,452 % |
3,165 % |
4,292 % |
3,553 % |
3,619 % |
|
104 |
3,175 % |
3,456 % |
3,172 % |
4,294 % |
3,556 % |
3,621 % |
|
105 |
3,181 % |
3,460 % |
3,179 % |
4,296 % |
3,559 % |
3,624 % |
|
106 |
3,188 % |
3,465 % |
3,186 % |
4,298 % |
3,563 % |
3,626 % |
|
107 |
3,195 % |
3,469 % |
3,192 % |
4,300 % |
3,566 % |
3,629 % |
|
108 |
3,201 % |
3,473 % |
3,199 % |
4,301 % |
3,569 % |
3,632 % |
|
109 |
3,208 % |
3,476 % |
3,205 % |
4,303 % |
3,572 % |
3,634 % |
|
110 |
3,214 % |
3,480 % |
3,212 % |
4,305 % |
3,575 % |
3,636 % |
|
111 |
3,220 % |
3,484 % |
3,218 % |
4,307 % |
3,578 % |
3,639 % |
|
112 |
3,226 % |
3,488 % |
3,224 % |
4,308 % |
3,581 % |
3,641 % |
|
113 |
3,232 % |
3,491 % |
3,230 % |
4,310 % |
3,583 % |
3,643 % |
|
114 |
3,238 % |
3,495 % |
3,236 % |
4,312 % |
3,586 % |
3,646 % |
|
115 |
3,244 % |
3,499 % |
3,241 % |
4,313 % |
3,589 % |
3,648 % |
|
116 |
3,249 % |
3,502 % |
3,247 % |
4,315 % |
3,592 % |
3,650 % |
|
117 |
3,255 % |
3,505 % |
3,253 % |
4,317 % |
3,594 % |
3,652 % |
|
118 |
3,260 % |
3,509 % |
3,258 % |
4,318 % |
3,597 % |
3,654 % |
|
119 |
3,266 % |
3,512 % |
3,264 % |
4,320 % |
3,599 % |
3,656 % |
|
120 |
3,271 % |
3,515 % |
3,269 % |
4,321 % |
3,602 % |
3,658 % |
|
121 |
3,276 % |
3,518 % |
3,274 % |
4,323 % |
3,604 % |
3,660 % |
|
122 |
3,281 % |
3,522 % |
3,279 % |
4,324 % |
3,607 % |
3,662 % |
|
123 |
3,286 % |
3,525 % |
3,284 % |
4,326 % |
3,609 % |
3,664 % |
|
124 |
3,291 % |
3,528 % |
3,289 % |
4,327 % |
3,612 % |
3,666 % |
|
125 |
3,296 % |
3,531 % |
3,294 % |
4,328 % |
3,614 % |
3,668 % |
|
126 |
3,301 % |
3,534 % |
3,299 % |
4,330 % |
3,616 % |
3,670 % |
|
127 |
3,306 % |
3,536 % |
3,303 % |
4,331 % |
3,618 % |
3,672 % |
|
128 |
3,310 % |
3,539 % |
3,308 % |
4,332 % |
3,621 % |
3,673 % |
|
129 |
3,315 % |
3,542 % |
3,313 % |
4,334 % |
3,623 % |
3,675 % |
|
130 |
3,319 % |
3,545 % |
3,317 % |
4,335 % |
3,625 % |
3,677 % |
|
131 |
3,324 % |
3,547 % |
3,322 % |
4,336 % |
3,627 % |
3,679 % |
|
132 |
3,328 % |
3,550 % |
3,326 % |
4,337 % |
3,629 % |
3,680 % |
|
133 |
3,332 % |
3,553 % |
3,330 % |
4,339 % |
3,631 % |
3,682 % |
|
134 |
3,336 % |
3,555 % |
3,335 % |
4,340 % |
3,633 % |
3,684 % |
|
135 |
3,341 % |
3,558 % |
3,339 % |
4,341 % |
3,635 % |
3,685 % |
|
136 |
3,345 % |
3,560 % |
3,343 % |
4,342 % |
3,637 % |
3,687 % |
|
137 |
3,349 % |
3,563 % |
3,347 % |
4,343 % |
3,639 % |
3,688 % |
|
138 |
3,353 % |
3,565 % |
3,351 % |
4,344 % |
3,641 % |
3,690 % |
|
139 |
3,357 % |
3,568 % |
3,355 % |
4,346 % |
3,643 % |
3,691 % |
|
140 |
3,361 % |
3,570 % |
3,359 % |
4,347 % |
3,644 % |
3,693 % |
|
141 |
3,364 % |
3,572 % |
3,363 % |
4,348 % |
3,646 % |
3,694 % |
|
142 |
3,368 % |
3,575 % |
3,366 % |
4,349 % |
3,648 % |
3,696 % |
|
143 |
3,372 % |
3,577 % |
3,370 % |
4,350 % |
3,650 % |
3,697 % |
|
144 |
3,376 % |
3,579 % |
3,374 % |
4,351 % |
3,652 % |
3,699 % |
|
145 |
3,379 % |
3,581 % |
3,377 % |
4,352 % |
3,653 % |
3,700 % |
|
146 |
3,383 % |
3,584 % |
3,381 % |
4,353 % |
3,655 % |
3,701 % |
|
147 |
3,386 % |
3,586 % |
3,384 % |
4,354 % |
3,657 % |
3,703 % |
|
148 |
3,390 % |
3,588 % |
3,388 % |
4,355 % |
3,658 % |
3,704 % |
|
149 |
3,393 % |
3,590 % |
3,391 % |
4,356 % |
3,660 % |
3,705 % |
|
150 |
3,396 % |
3,592 % |
3,395 % |
4,357 % |
3,661 % |
3,707 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
– 0,380 % |
0,839 % |
3,019 % |
1,412 % |
4,368 % |
1,404 % |
|
2 |
– 0,340 % |
0,830 % |
3,322 % |
1,565 % |
4,380 % |
1,574 % |
|
3 |
– 0,290 % |
0,872 % |
3,619 % |
1,737 % |
4,395 % |
1,627 % |
|
4 |
– 0,218 % |
0,914 % |
3,890 % |
1,924 % |
4,404 % |
1,667 % |
|
5 |
– 0,139 % |
0,951 % |
4,103 % |
2,094 % |
4,410 % |
1,703 % |
|
6 |
– 0,049 % |
0,984 % |
4,266 % |
2,253 % |
4,417 % |
1,737 % |
|
7 |
0,044 % |
1,014 % |
4,407 % |
2,421 % |
4,425 % |
1,770 % |
|
8 |
0,140 % |
1,044 % |
4,543 % |
2,563 % |
4,430 % |
1,804 % |
|
9 |
0,240 % |
1,065 % |
4,678 % |
2,680 % |
4,430 % |
1,836 % |
|
10 |
0,327 % |
1,103 % |
4,831 % |
2,746 % |
4,427 % |
1,871 % |
|
11 |
0,409 % |
1,130 % |
4,951 % |
2,798 % |
4,421 % |
1,914 % |
|
12 |
0,490 % |
1,155 % |
5,034 % |
2,844 % |
4,413 % |
1,964 % |
|
13 |
0,568 % |
1,167 % |
5,090 % |
2,887 % |
4,404 % |
2,017 % |
|
14 |
0,636 % |
1,195 % |
5,126 % |
2,927 % |
4,394 % |
2,072 % |
|
15 |
0,689 % |
1,210 % |
5,147 % |
2,964 % |
4,384 % |
2,127 % |
|
16 |
0,727 % |
1,224 % |
5,156 % |
2,998 % |
4,374 % |
2,181 % |
|
17 |
0,757 % |
1,235 % |
5,156 % |
3,030 % |
4,363 % |
2,235 % |
|
18 |
0,785 % |
1,233 % |
5,149 % |
3,060 % |
4,353 % |
2,287 % |
|
19 |
0,818 % |
1,251 % |
5,137 % |
3,089 % |
4,342 % |
2,337 % |
|
20 |
0,859 % |
1,258 % |
5,122 % |
3,115 % |
4,332 % |
2,385 % |
|
21 |
0,911 % |
1,261 % |
5,103 % |
3,141 % |
4,322 % |
2,432 % |
|
22 |
0,969 % |
1,264 % |
5,083 % |
3,165 % |
4,312 % |
2,477 % |
|
23 |
1,032 % |
1,266 % |
5,060 % |
3,187 % |
4,302 % |
2,520 % |
|
24 |
1,098 % |
1,268 % |
5,037 % |
3,208 % |
4,292 % |
2,561 % |
|
25 |
1,165 % |
1,268 % |
5,013 % |
3,229 % |
4,283 % |
2,600 % |
|
26 |
1,233 % |
1,266 % |
4,989 % |
3,248 % |
4,274 % |
2,638 % |
|
27 |
1,300 % |
1,263 % |
4,965 % |
3,266 % |
4,265 % |
2,673 % |
|
28 |
1,366 % |
1,260 % |
4,941 % |
3,284 % |
4,257 % |
2,708 % |
|
29 |
1,431 % |
1,257 % |
4,917 % |
3,301 % |
4,249 % |
2,741 % |
|
30 |
1,494 % |
1,255 % |
4,894 % |
3,316 % |
4,241 % |
2,772 % |
|
31 |
1,555 % |
1,253 % |
4,871 % |
3,332 % |
4,233 % |
2,802 % |
|
32 |
1,614 % |
1,251 % |
4,848 % |
3,346 % |
4,225 % |
2,831 % |
|
33 |
1,672 % |
1,250 % |
4,826 % |
3,360 % |
4,218 % |
2,858 % |
|
34 |
1,727 % |
1,250 % |
4,805 % |
3,373 % |
4,211 % |
2,885 % |
|
35 |
1,780 % |
1,250 % |
4,784 % |
3,386 % |
4,204 % |
2,910 % |
|
36 |
1,832 % |
1,250 % |
4,764 % |
3,398 % |
4,198 % |
2,934 % |
|
37 |
1,881 % |
1,249 % |
4,745 % |
3,410 % |
4,192 % |
2,957 % |
|
38 |
1,929 % |
1,246 % |
4,726 % |
3,421 % |
4,185 % |
2,979 % |
|
39 |
1,975 % |
1,241 % |
4,707 % |
3,432 % |
4,179 % |
3,001 % |
|
40 |
2,019 % |
1,234 % |
4,690 % |
3,442 % |
4,174 % |
3,021 % |
|
41 |
2,061 % |
1,223 % |
4,673 % |
3,452 % |
4,168 % |
3,041 % |
|
42 |
2,102 % |
1,212 % |
4,656 % |
3,462 % |
4,163 % |
3,060 % |
|
43 |
2,141 % |
1,200 % |
4,640 % |
3,471 % |
4,158 % |
3,078 % |
|
44 |
2,179 % |
1,190 % |
4,625 % |
3,480 % |
4,153 % |
3,095 % |
|
45 |
2,215 % |
1,183 % |
4,610 % |
3,488 % |
4,148 % |
3,112 % |
|
46 |
2,250 % |
1,178 % |
4,596 % |
3,496 % |
4,143 % |
3,128 % |
|
47 |
2,283 % |
1,178 % |
4,582 % |
3,504 % |
4,139 % |
3,144 % |
|
48 |
2,316 % |
1,181 % |
4,569 % |
3,512 % |
4,134 % |
3,159 % |
|
49 |
2,347 % |
1,189 % |
4,556 % |
3,519 % |
4,130 % |
3,173 % |
|
50 |
2,377 % |
1,201 % |
4,543 % |
3,526 % |
4,126 % |
3,187 % |
|
51 |
2,406 % |
1,218 % |
4,531 % |
3,533 % |
4,122 % |
3,200 % |
|
52 |
2,434 % |
1,239 % |
4,520 % |
3,540 % |
4,118 % |
3,213 % |
|
53 |
2,461 % |
1,264 % |
4,508 % |
3,546 % |
4,114 % |
3,226 % |
|
54 |
2,487 % |
1,290 % |
4,497 % |
3,553 % |
4,110 % |
3,238 % |
|
55 |
2,512 % |
1,319 % |
4,487 % |
3,559 % |
4,107 % |
3,249 % |
|
56 |
2,536 % |
1,348 % |
4,477 % |
3,564 % |
4,104 % |
3,261 % |
|
57 |
2,560 % |
1,379 % |
4,467 % |
3,570 % |
4,100 % |
3,272 % |
|
58 |
2,582 % |
1,410 % |
4,457 % |
3,576 % |
4,097 % |
3,282 % |
|
59 |
2,604 % |
1,442 % |
4,448 % |
3,581 % |
4,094 % |
3,293 % |
|
60 |
2,626 % |
1,474 % |
4,439 % |
3,586 % |
4,091 % |
3,302 % |
|
61 |
2,646 % |
1,506 % |
4,430 % |
3,591 % |
4,088 % |
3,312 % |
|
62 |
2,666 % |
1,537 % |
4,422 % |
3,596 % |
4,085 % |
3,321 % |
|
63 |
2,686 % |
1,569 % |
4,414 % |
3,600 % |
4,082 % |
3,330 % |
|
64 |
2,704 % |
1,600 % |
4,406 % |
3,605 % |
4,079 % |
3,339 % |
|
65 |
2,723 % |
1,631 % |
4,398 % |
3,609 % |
4,077 % |
3,348 % |
|
66 |
2,740 % |
1,661 % |
4,391 % |
3,614 % |
4,074 % |
3,356 % |
|
67 |
2,757 % |
1,691 % |
4,383 % |
3,618 % |
4,072 % |
3,364 % |
|
68 |
2,774 % |
1,721 % |
4,376 % |
3,622 % |
4,069 % |
3,372 % |
|
69 |
2,790 % |
1,750 % |
4,369 % |
3,626 % |
4,067 % |
3,379 % |
|
70 |
2,806 % |
1,778 % |
4,363 % |
3,630 % |
4,065 % |
3,387 % |
|
71 |
2,821 % |
1,806 % |
4,356 % |
3,633 % |
4,062 % |
3,394 % |
|
72 |
2,836 % |
1,833 % |
4,350 % |
3,637 % |
4,060 % |
3,401 % |
|
73 |
2,851 % |
1,860 % |
4,344 % |
3,641 % |
4,058 % |
3,408 % |
|
74 |
2,865 % |
1,886 % |
4,338 % |
3,644 % |
4,056 % |
3,414 % |
|
75 |
2,878 % |
1,912 % |
4,332 % |
3,647 % |
4,054 % |
3,421 % |
|
76 |
2,892 % |
1,937 % |
4,326 % |
3,651 % |
4,052 % |
3,427 % |
|
77 |
2,905 % |
1,961 % |
4,321 % |
3,654 % |
4,050 % |
3,433 % |
|
78 |
2,917 % |
1,985 % |
4,315 % |
3,657 % |
4,048 % |
3,439 % |
|
79 |
2,930 % |
2,009 % |
4,310 % |
3,660 % |
4,046 % |
3,445 % |
|
80 |
2,942 % |
2,032 % |
4,305 % |
3,663 % |
4,044 % |
3,450 % |
|
81 |
2,954 % |
2,054 % |
4,300 % |
3,666 % |
4,043 % |
3,456 % |
|
82 |
2,965 % |
2,076 % |
4,295 % |
3,669 % |
4,041 % |
3,461 % |
|
83 |
2,976 % |
2,098 % |
4,290 % |
3,672 % |
4,039 % |
3,467 % |
|
84 |
2,987 % |
2,119 % |
4,286 % |
3,674 % |
4,038 % |
3,472 % |
|
85 |
2,998 % |
2,139 % |
4,281 % |
3,677 % |
4,036 % |
3,477 % |
|
86 |
3,008 % |
2,159 % |
4,277 % |
3,679 % |
4,034 % |
3,482 % |
|
87 |
3,019 % |
2,179 % |
4,272 % |
3,682 % |
4,033 % |
3,486 % |
|
88 |
3,029 % |
2,198 % |
4,268 % |
3,684 % |
4,031 % |
3,491 % |
|
89 |
3,038 % |
2,217 % |
4,264 % |
3,687 % |
4,030 % |
3,496 % |
|
90 |
3,048 % |
2,235 % |
4,260 % |
3,689 % |
4,028 % |
3,500 % |
|
91 |
3,057 % |
2,253 % |
4,256 % |
3,692 % |
4,027 % |
3,505 % |
|
92 |
3,066 % |
2,271 % |
4,252 % |
3,694 % |
4,026 % |
3,509 % |
|
93 |
3,075 % |
2,288 % |
4,248 % |
3,696 % |
4,024 % |
3,513 % |
|
94 |
3,084 % |
2,305 % |
4,245 % |
3,698 % |
4,023 % |
3,517 % |
|
95 |
3,092 % |
2,322 % |
4,241 % |
3,700 % |
4,022 % |
3,521 % |
|
96 |
3,101 % |
2,338 % |
4,237 % |
3,702 % |
4,020 % |
3,525 % |
|
97 |
3,109 % |
2,354 % |
4,234 % |
3,704 % |
4,019 % |
3,529 % |
|
98 |
3,117 % |
2,370 % |
4,231 % |
3,706 % |
4,018 % |
3,533 % |
|
99 |
3,125 % |
2,385 % |
4,227 % |
3,708 % |
4,017 % |
3,536 % |
|
100 |
3,133 % |
2,400 % |
4,224 % |
3,710 % |
4,016 % |
3,540 % |
|
101 |
3,140 % |
2,415 % |
4,221 % |
3,712 % |
4,015 % |
3,544 % |
|
102 |
3,148 % |
2,429 % |
4,218 % |
3,714 % |
4,013 % |
3,547 % |
|
103 |
3,155 % |
2,443 % |
4,215 % |
3,716 % |
4,012 % |
3,550 % |
|
104 |
3,162 % |
2,457 % |
4,211 % |
3,717 % |
4,011 % |
3,554 % |
|
105 |
3,169 % |
2,471 % |
4,209 % |
3,719 % |
4,010 % |
3,557 % |
|
106 |
3,176 % |
2,484 % |
4,206 % |
3,721 % |
4,009 % |
3,560 % |
|
107 |
3,183 % |
2,497 % |
4,203 % |
3,723 % |
4,008 % |
3,564 % |
|
108 |
3,189 % |
2,510 % |
4,200 % |
3,724 % |
4,007 % |
3,567 % |
|
109 |
3,196 % |
2,523 % |
4,197 % |
3,726 % |
4,006 % |
3,570 % |
|
110 |
3,202 % |
2,535 % |
4,194 % |
3,727 % |
4,005 % |
3,573 % |
|
111 |
3,208 % |
2,548 % |
4,192 % |
3,729 % |
4,004 % |
3,576 % |
|
112 |
3,215 % |
2,559 % |
4,189 % |
3,730 % |
4,003 % |
3,579 % |
|
113 |
3,221 % |
2,571 % |
4,187 % |
3,732 % |
4,002 % |
3,581 % |
|
114 |
3,227 % |
2,583 % |
4,184 % |
3,733 % |
4,002 % |
3,584 % |
|
115 |
3,232 % |
2,594 % |
4,182 % |
3,735 % |
4,001 % |
3,587 % |
|
116 |
3,238 % |
2,605 % |
4,179 % |
3,736 % |
4,000 % |
3,590 % |
|
117 |
3,244 % |
2,616 % |
4,177 % |
3,738 % |
3,999 % |
3,592 % |
|
118 |
3,249 % |
2,627 % |
4,174 % |
3,739 % |
3,998 % |
3,595 % |
|
119 |
3,255 % |
2,638 % |
4,172 % |
3,740 % |
3,997 % |
3,597 % |
|
120 |
3,260 % |
2,648 % |
4,170 % |
3,742 % |
3,996 % |
3,600 % |
|
121 |
3,265 % |
2,659 % |
4,168 % |
3,743 % |
3,996 % |
3,602 % |
|
122 |
3,271 % |
2,669 % |
4,165 % |
3,744 % |
3,995 % |
3,605 % |
|
123 |
3,276 % |
2,679 % |
4,163 % |
3,746 % |
3,994 % |
3,607 % |
|
124 |
3,281 % |
2,688 % |
4,161 % |
3,747 % |
3,993 % |
3,610 % |
|
125 |
3,286 % |
2,698 % |
4,159 % |
3,748 % |
3,993 % |
3,612 % |
|
126 |
3,291 % |
2,708 % |
4,157 % |
3,749 % |
3,992 % |
3,614 % |
|
127 |
3,295 % |
2,717 % |
4,155 % |
3,750 % |
3,991 % |
3,616 % |
|
128 |
3,300 % |
2,726 % |
4,153 % |
3,752 % |
3,990 % |
3,619 % |
|
129 |
3,305 % |
2,735 % |
4,151 % |
3,753 % |
3,990 % |
3,621 % |
|
130 |
3,309 % |
2,744 % |
4,149 % |
3,754 % |
3,989 % |
3,623 % |
|
131 |
3,314 % |
2,753 % |
4,147 % |
3,755 % |
3,988 % |
3,625 % |
|
132 |
3,318 % |
2,761 % |
4,145 % |
3,756 % |
3,988 % |
3,627 % |
|
133 |
3,323 % |
2,770 % |
4,143 % |
3,757 % |
3,987 % |
3,629 % |
|
134 |
3,327 % |
2,778 % |
4,142 % |
3,758 % |
3,986 % |
3,631 % |
|
135 |
3,331 % |
2,787 % |
4,140 % |
3,759 % |
3,986 % |
3,633 % |
|
136 |
3,335 % |
2,795 % |
4,138 % |
3,760 % |
3,985 % |
3,635 % |
|
137 |
3,339 % |
2,803 % |
4,136 % |
3,761 % |
3,984 % |
3,637 % |
|
138 |
3,343 % |
2,811 % |
4,135 % |
3,762 % |
3,984 % |
3,639 % |
|
139 |
3,347 % |
2,818 % |
4,133 % |
3,763 % |
3,983 % |
3,641 % |
|
140 |
3,351 % |
2,826 % |
4,131 % |
3,764 % |
3,983 % |
3,643 % |
|
141 |
3,355 % |
2,834 % |
4,130 % |
3,765 % |
3,982 % |
3,645 % |
|
142 |
3,359 % |
2,841 % |
4,128 % |
3,766 % |
3,981 % |
3,646 % |
|
143 |
3,363 % |
2,849 % |
4,126 % |
3,767 % |
3,981 % |
3,648 % |
|
144 |
3,367 % |
2,856 % |
4,125 % |
3,768 % |
3,980 % |
3,650 % |
|
145 |
3,370 % |
2,863 % |
4,123 % |
3,769 % |
3,980 % |
3,652 % |
|
146 |
3,374 % |
2,870 % |
4,122 % |
3,770 % |
3,979 % |
3,653 % |
|
147 |
3,377 % |
2,877 % |
4,120 % |
3,771 % |
3,979 % |
3,655 % |
|
148 |
3,381 % |
2,884 % |
4,119 % |
3,772 % |
3,978 % |
3,657 % |
|
149 |
3,384 % |
2,891 % |
4,117 % |
3,773 % |
3,978 % |
3,658 % |
|
150 |
3,388 % |
2,897 % |
4,116 % |
3,773 % |
3,977 % |
3,660 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
– 0,757 % |
1,421 % |
1,606 % |
1,812 % |
2,881 % |
4,181 % |
|
2 |
– 0,740 % |
1,320 % |
1,647 % |
1,731 % |
2,932 % |
4,625 % |
|
3 |
– 0,678 % |
1,309 % |
1,688 % |
1,704 % |
3,010 % |
4,914 % |
|
4 |
– 0,603 % |
1,343 % |
1,724 % |
1,709 % |
3,116 % |
5,231 % |
|
5 |
– 0,524 % |
1,403 % |
1,755 % |
1,729 % |
3,234 % |
5,438 % |
|
6 |
– 0,435 % |
1,477 % |
1,799 % |
1,760 % |
3,340 % |
5,661 % |
|
7 |
– 0,347 % |
1,553 % |
1,855 % |
1,793 % |
3,436 % |
5,849 % |
|
8 |
– 0,257 % |
1,626 % |
1,916 % |
1,829 % |
3,528 % |
6,033 % |
|
9 |
– 0,175 % |
1,692 % |
1,969 % |
1,851 % |
3,612 % |
6,207 % |
|
10 |
– 0,083 % |
1,753 % |
2,005 % |
1,922 % |
3,686 % |
6,359 % |
|
11 |
– 0,028 % |
1,812 % |
2,025 % |
1,978 % |
3,747 % |
6,465 % |
|
12 |
0,066 % |
1,866 % |
2,042 % |
2,016 % |
3,799 % |
6,531 % |
|
13 |
0,112 % |
1,914 % |
2,067 % |
2,046 % |
3,843 % |
6,567 % |
|
14 |
0,187 % |
1,955 % |
2,100 % |
2,074 % |
3,881 % |
6,582 % |
|
15 |
0,241 % |
1,991 % |
2,138 % |
2,105 % |
3,915 % |
6,580 % |
|
16 |
0,285 % |
2,021 % |
2,179 % |
2,138 % |
3,945 % |
6,566 % |
|
17 |
0,323 % |
2,048 % |
2,222 % |
2,170 % |
3,972 % |
6,543 % |
|
18 |
0,354 % |
2,072 % |
2,266 % |
2,198 % |
3,996 % |
6,513 % |
|
19 |
0,378 % |
2,092 % |
2,310 % |
2,217 % |
4,017 % |
6,478 % |
|
20 |
0,392 % |
2,110 % |
2,354 % |
2,227 % |
4,037 % |
6,440 % |
|
21 |
0,398 % |
2,125 % |
2,398 % |
2,226 % |
4,055 % |
6,399 % |
|
22 |
0,401 % |
2,136 % |
2,440 % |
2,218 % |
4,072 % |
6,357 % |
|
23 |
0,406 % |
2,144 % |
2,481 % |
2,207 % |
4,087 % |
6,314 % |
|
24 |
0,415 % |
2,146 % |
2,521 % |
2,194 % |
4,102 % |
6,270 % |
|
25 |
0,431 % |
2,144 % |
2,559 % |
2,182 % |
4,115 % |
6,227 % |
|
26 |
0,457 % |
2,137 % |
2,596 % |
2,173 % |
4,127 % |
6,184 % |
|
27 |
0,489 % |
2,128 % |
2,632 % |
2,167 % |
4,139 % |
6,142 % |
|
28 |
0,526 % |
2,121 % |
2,666 % |
2,165 % |
4,150 % |
6,101 % |
|
29 |
0,567 % |
2,117 % |
2,700 % |
2,168 % |
4,160 % |
6,061 % |
|
30 |
0,610 % |
2,119 % |
2,731 % |
2,175 % |
4,170 % |
6,022 % |
|
31 |
0,655 % |
2,128 % |
2,762 % |
2,189 % |
4,179 % |
5,983 % |
|
32 |
0,700 % |
2,142 % |
2,791 % |
2,206 % |
4,187 % |
5,947 % |
|
33 |
0,746 % |
2,160 % |
2,819 % |
2,226 % |
4,195 % |
5,911 % |
|
34 |
0,791 % |
2,182 % |
2,846 % |
2,249 % |
4,203 % |
5,876 % |
|
35 |
0,836 % |
2,205 % |
2,872 % |
2,274 % |
4,211 % |
5,843 % |
|
36 |
0,880 % |
2,231 % |
2,897 % |
2,300 % |
4,218 % |
5,811 % |
|
37 |
0,923 % |
2,257 % |
2,921 % |
2,326 % |
4,224 % |
5,780 % |
|
38 |
0,966 % |
2,285 % |
2,944 % |
2,353 % |
4,231 % |
5,750 % |
|
39 |
1,007 % |
2,313 % |
2,966 % |
2,381 % |
4,237 % |
5,722 % |
|
40 |
1,047 % |
2,340 % |
2,987 % |
2,408 % |
4,242 % |
5,694 % |
|
41 |
1,086 % |
2,368 % |
3,007 % |
2,435 % |
4,248 % |
5,667 % |
|
42 |
1,124 % |
2,396 % |
3,027 % |
2,462 % |
4,253 % |
5,642 % |
|
43 |
1,161 % |
2,424 % |
3,045 % |
2,489 % |
4,259 % |
5,617 % |
|
44 |
1,196 % |
2,451 % |
3,063 % |
2,515 % |
4,263 % |
5,593 % |
|
45 |
1,231 % |
2,477 % |
3,081 % |
2,540 % |
4,268 % |
5,570 % |
|
46 |
1,264 % |
2,503 % |
3,097 % |
2,566 % |
4,273 % |
5,548 % |
|
47 |
1,296 % |
2,529 % |
3,114 % |
2,590 % |
4,277 % |
5,527 % |
|
48 |
1,328 % |
2,554 % |
3,129 % |
2,614 % |
4,281 % |
5,506 % |
|
49 |
1,358 % |
2,578 % |
3,144 % |
2,637 % |
4,285 % |
5,487 % |
|
50 |
1,387 % |
2,602 % |
3,159 % |
2,660 % |
4,289 % |
5,467 % |
|
51 |
1,415 % |
2,625 % |
3,173 % |
2,682 % |
4,293 % |
5,449 % |
|
52 |
1,442 % |
2,647 % |
3,186 % |
2,703 % |
4,297 % |
5,431 % |
|
53 |
1,469 % |
2,669 % |
3,199 % |
2,724 % |
4,300 % |
5,414 % |
|
54 |
1,494 % |
2,690 % |
3,212 % |
2,744 % |
4,304 % |
5,398 % |
|
55 |
1,519 % |
2,711 % |
3,224 % |
2,764 % |
4,307 % |
5,382 % |
|
56 |
1,543 % |
2,731 % |
3,235 % |
2,783 % |
4,310 % |
5,366 % |
|
57 |
1,566 % |
2,750 % |
3,247 % |
2,802 % |
4,313 % |
5,351 % |
|
58 |
1,588 % |
2,769 % |
3,258 % |
2,820 % |
4,316 % |
5,337 % |
|
59 |
1,610 % |
2,787 % |
3,268 % |
2,837 % |
4,319 % |
5,323 % |
|
60 |
1,631 % |
2,805 % |
3,279 % |
2,854 % |
4,322 % |
5,309 % |
|
61 |
1,651 % |
2,823 % |
3,289 % |
2,871 % |
4,325 % |
5,296 % |
|
62 |
1,671 % |
2,839 % |
3,298 % |
2,887 % |
4,328 % |
5,283 % |
|
63 |
1,690 % |
2,856 % |
3,308 % |
2,903 % |
4,330 % |
5,271 % |
|
64 |
1,709 % |
2,872 % |
3,317 % |
2,918 % |
4,333 % |
5,259 % |
|
65 |
1,727 % |
2,887 % |
3,326 % |
2,932 % |
4,335 % |
5,247 % |
|
66 |
1,744 % |
2,902 % |
3,334 % |
2,947 % |
4,337 % |
5,236 % |
|
67 |
1,761 % |
2,917 % |
3,343 % |
2,961 % |
4,340 % |
5,225 % |
|
68 |
1,778 % |
2,931 % |
3,351 % |
2,974 % |
4,342 % |
5,214 % |
|
69 |
1,794 % |
2,945 % |
3,359 % |
2,987 % |
4,344 % |
5,204 % |
|
70 |
1,810 % |
2,958 % |
3,366 % |
3,000 % |
4,346 % |
5,194 % |
|
71 |
1,825 % |
2,971 % |
3,374 % |
3,013 % |
4,348 % |
5,184 % |
|
72 |
1,840 % |
2,984 % |
3,381 % |
3,025 % |
4,350 % |
5,175 % |
|
73 |
1,854 % |
2,996 % |
3,388 % |
3,037 % |
4,352 % |
5,165 % |
|
74 |
1,868 % |
3,008 % |
3,395 % |
3,048 % |
4,354 % |
5,156 % |
|
75 |
1,882 % |
3,020 % |
3,402 % |
3,060 % |
4,356 % |
5,148 % |
|
76 |
1,895 % |
3,031 % |
3,408 % |
3,070 % |
4,358 % |
5,139 % |
|
77 |
1,908 % |
3,043 % |
3,415 % |
3,081 % |
4,360 % |
5,131 % |
|
78 |
1,921 % |
3,054 % |
3,421 % |
3,092 % |
4,362 % |
5,123 % |
|
79 |
1,933 % |
3,064 % |
3,427 % |
3,102 % |
4,363 % |
5,115 % |
|
80 |
1,945 % |
3,075 % |
3,433 % |
3,112 % |
4,365 % |
5,107 % |
|
81 |
1,957 % |
3,085 % |
3,438 % |
3,121 % |
4,367 % |
5,100 % |
|
82 |
1,968 % |
3,095 % |
3,444 % |
3,131 % |
4,368 % |
5,092 % |
|
83 |
1,979 % |
3,104 % |
3,449 % |
3,140 % |
4,370 % |
5,085 % |
|
84 |
1,990 % |
3,114 % |
3,455 % |
3,149 % |
4,371 % |
5,078 % |
|
85 |
2,001 % |
3,123 % |
3,460 % |
3,158 % |
4,373 % |
5,071 % |
|
86 |
2,011 % |
3,132 % |
3,465 % |
3,166 % |
4,374 % |
5,065 % |
|
87 |
2,021 % |
3,141 % |
3,470 % |
3,175 % |
4,376 % |
5,058 % |
|
88 |
2,031 % |
3,149 % |
3,475 % |
3,183 % |
4,377 % |
5,052 % |
|
89 |
2,041 % |
3,158 % |
3,480 % |
3,191 % |
4,378 % |
5,046 % |
|
90 |
2,051 % |
3,166 % |
3,484 % |
3,199 % |
4,380 % |
5,040 % |
|
91 |
2,060 % |
3,174 % |
3,489 % |
3,206 % |
4,381 % |
5,034 % |
|
92 |
2,069 % |
3,182 % |
3,493 % |
3,214 % |
4,382 % |
5,028 % |
|
93 |
2,078 % |
3,189 % |
3,498 % |
3,221 % |
4,383 % |
5,022 % |
|
94 |
2,087 % |
3,197 % |
3,502 % |
3,228 % |
4,385 % |
5,017 % |
|
95 |
2,095 % |
3,204 % |
3,506 % |
3,235 % |
4,386 % |
5,011 % |
|
96 |
2,103 % |
3,211 % |
3,510 % |
3,242 % |
4,387 % |
5,006 % |
|
97 |
2,112 % |
3,219 % |
3,514 % |
3,249 % |
4,388 % |
5,001 % |
|
98 |
2,120 % |
3,225 % |
3,518 % |
3,256 % |
4,389 % |
4,995 % |
|
99 |
2,127 % |
3,232 % |
3,522 % |
3,262 % |
4,390 % |
4,990 % |
|
100 |
2,135 % |
3,239 % |
3,526 % |
3,269 % |
4,391 % |
4,986 % |
|
101 |
2,143 % |
3,245 % |
3,530 % |
3,275 % |
4,393 % |
4,981 % |
|
102 |
2,150 % |
3,252 % |
3,533 % |
3,281 % |
4,394 % |
4,976 % |
|
103 |
2,157 % |
3,258 % |
3,537 % |
3,287 % |
4,395 % |
4,971 % |
|
104 |
2,164 % |
3,264 % |
3,540 % |
3,293 % |
4,396 % |
4,967 % |
|
105 |
2,171 % |
3,270 % |
3,544 % |
3,299 % |
4,397 % |
4,962 % |
|
106 |
2,178 % |
3,276 % |
3,547 % |
3,304 % |
4,398 % |
4,958 % |
|
107 |
2,185 % |
3,282 % |
3,550 % |
3,310 % |
4,399 % |
4,954 % |
|
108 |
2,192 % |
3,288 % |
3,553 % |
3,315 % |
4,399 % |
4,949 % |
|
109 |
2,198 % |
3,293 % |
3,557 % |
3,321 % |
4,400 % |
4,945 % |
|
110 |
2,204 % |
3,299 % |
3,560 % |
3,326 % |
4,401 % |
4,941 % |
|
111 |
2,211 % |
3,304 % |
3,563 % |
3,331 % |
4,402 % |
4,937 % |
|
112 |
2,217 % |
3,309 % |
3,566 % |
3,336 % |
4,403 % |
4,933 % |
|
113 |
2,223 % |
3,315 % |
3,569 % |
3,341 % |
4,404 % |
4,930 % |
|
114 |
2,229 % |
3,320 % |
3,572 % |
3,346 % |
4,405 % |
4,926 % |
|
115 |
2,235 % |
3,325 % |
3,575 % |
3,351 % |
4,406 % |
4,922 % |
|
116 |
2,240 % |
3,330 % |
3,577 % |
3,355 % |
4,406 % |
4,918 % |
|
117 |
2,246 % |
3,335 % |
3,580 % |
3,360 % |
4,407 % |
4,915 % |
|
118 |
2,251 % |
3,339 % |
3,583 % |
3,365 % |
4,408 % |
4,911 % |
|
119 |
2,257 % |
3,344 % |
3,585 % |
3,369 % |
4,409 % |
4,908 % |
|
120 |
2,262 % |
3,349 % |
3,588 % |
3,373 % |
4,409 % |
4,904 % |
|
121 |
2,267 % |
3,353 % |
3,591 % |
3,378 % |
4,410 % |
4,901 % |
|
122 |
2,273 % |
3,358 % |
3,593 % |
3,382 % |
4,411 % |
4,898 % |
|
123 |
2,278 % |
3,362 % |
3,596 % |
3,386 % |
4,412 % |
4,895 % |
|
124 |
2,283 % |
3,366 % |
3,598 % |
3,390 % |
4,412 % |
4,891 % |
|
125 |
2,288 % |
3,371 % |
3,601 % |
3,395 % |
4,413 % |
4,888 % |
|
126 |
2,293 % |
3,375 % |
3,603 % |
3,399 % |
4,414 % |
4,885 % |
|
127 |
2,297 % |
3,379 % |
3,605 % |
3,402 % |
4,414 % |
4,882 % |
|
128 |
2,302 % |
3,383 % |
3,608 % |
3,406 % |
4,415 % |
4,879 % |
|
129 |
2,307 % |
3,387 % |
3,610 % |
3,410 % |
4,416 % |
4,876 % |
|
130 |
2,311 % |
3,391 % |
3,612 % |
3,414 % |
4,416 % |
4,873 % |
|
131 |
2,316 % |
3,395 % |
3,614 % |
3,418 % |
4,417 % |
4,870 % |
|
132 |
2,320 % |
3,399 % |
3,616 % |
3,421 % |
4,418 % |
4,868 % |
|
133 |
2,324 % |
3,403 % |
3,619 % |
3,425 % |
4,418 % |
4,865 % |
|
134 |
2,329 % |
3,406 % |
3,621 % |
3,428 % |
4,419 % |
4,862 % |
|
135 |
2,333 % |
3,410 % |
3,623 % |
3,432 % |
4,419 % |
4,859 % |
|
136 |
2,337 % |
3,413 % |
3,625 % |
3,435 % |
4,420 % |
4,857 % |
|
137 |
2,341 % |
3,417 % |
3,627 % |
3,439 % |
4,421 % |
4,854 % |
|
138 |
2,345 % |
3,420 % |
3,629 % |
3,442 % |
4,421 % |
4,852 % |
|
139 |
2,349 % |
3,424 % |
3,631 % |
3,445 % |
4,422 % |
4,849 % |
|
140 |
2,353 % |
3,427 % |
3,633 % |
3,449 % |
4,422 % |
4,847 % |
|
141 |
2,357 % |
3,431 % |
3,634 % |
3,452 % |
4,423 % |
4,844 % |
|
142 |
2,361 % |
3,434 % |
3,636 % |
3,455 % |
4,423 % |
4,842 % |
|
143 |
2,365 % |
3,437 % |
3,638 % |
3,458 % |
4,424 % |
4,839 % |
|
144 |
2,368 % |
3,440 % |
3,640 % |
3,461 % |
4,424 % |
4,837 % |
|
145 |
2,372 % |
3,444 % |
3,642 % |
3,464 % |
4,425 % |
4,835 % |
|
146 |
2,376 % |
3,447 % |
3,644 % |
3,467 % |
4,426 % |
4,832 % |
|
147 |
2,379 % |
3,450 % |
3,645 % |
3,470 % |
4,426 % |
4,830 % |
|
148 |
2,383 % |
3,453 % |
3,647 % |
3,473 % |
4,427 % |
4,828 % |
|
149 |
2,386 % |
3,456 % |
3,649 % |
3,476 % |
4,427 % |
4,826 % |
|
150 |
2,389 % |
3,459 % |
3,650 % |
3,479 % |
4,427 % |
4,823 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
1,521 % |
6,284 % |
8,278 % |
0,387 % |
1,567 % |
6,929 % |
|
2 |
1,529 % |
6,425 % |
7,931 % |
0,435 % |
1,501 % |
6,962 % |
|
3 |
1,560 % |
6,571 % |
7,752 % |
0,483 % |
1,518 % |
7,063 % |
|
4 |
1,596 % |
6,721 % |
7,698 % |
0,528 % |
1,571 % |
7,172 % |
|
5 |
1,622 % |
6,871 % |
7,703 % |
0,555 % |
1,650 % |
7,331 % |
|
6 |
1,652 % |
7,043 % |
7,761 % |
0,580 % |
1,732 % |
7,463 % |
|
7 |
1,686 % |
7,166 % |
7,848 % |
0,597 % |
1,819 % |
7,616 % |
|
8 |
1,721 % |
7,296 % |
7,945 % |
0,624 % |
1,903 % |
7,760 % |
|
9 |
1,759 % |
7,404 % |
8,045 % |
0,656 % |
1,985 % |
7,896 % |
|
10 |
1,803 % |
7,493 % |
8,144 % |
0,686 % |
2,062 % |
8,007 % |
|
11 |
1,850 % |
7,549 % |
8,239 % |
0,737 % |
2,136 % |
8,121 % |
|
12 |
1,891 % |
7,576 % |
8,329 % |
0,807 % |
2,206 % |
8,229 % |
|
13 |
1,917 % |
7,583 % |
8,412 % |
0,887 % |
2,266 % |
8,313 % |
|
14 |
1,938 % |
7,574 % |
8,489 % |
0,973 % |
2,317 % |
8,371 % |
|
15 |
1,962 % |
7,554 % |
8,559 % |
1,061 % |
2,361 % |
8,404 % |
|
16 |
1,993 % |
7,526 % |
8,621 % |
1,150 % |
2,398 % |
8,414 % |
|
17 |
2,030 % |
7,492 % |
8,672 % |
1,237 % |
2,431 % |
8,404 % |
|
18 |
2,071 % |
7,454 % |
8,710 % |
1,323 % |
2,461 % |
8,379 % |
|
19 |
2,115 % |
7,413 % |
8,732 % |
1,405 % |
2,490 % |
8,343 % |
|
20 |
2,159 % |
7,370 % |
8,735 % |
1,486 % |
2,520 % |
8,299 % |
|
21 |
2,204 % |
7,326 % |
8,717 % |
1,563 % |
2,551 % |
8,249 % |
|
22 |
2,248 % |
7,282 % |
8,683 % |
1,636 % |
2,583 % |
8,194 % |
|
23 |
2,292 % |
7,237 % |
8,636 % |
1,707 % |
2,614 % |
8,136 % |
|
24 |
2,336 % |
7,193 % |
8,579 % |
1,775 % |
2,646 % |
8,077 % |
|
25 |
2,378 % |
7,150 % |
8,514 % |
1,839 % |
2,677 % |
8,017 % |
|
26 |
2,419 % |
7,108 % |
8,444 % |
1,901 % |
2,708 % |
7,956 % |
|
27 |
2,459 % |
7,066 % |
8,371 % |
1,960 % |
2,738 % |
7,896 % |
|
28 |
2,497 % |
7,026 % |
8,295 % |
2,016 % |
2,768 % |
7,837 % |
|
29 |
2,534 % |
6,986 % |
8,219 % |
2,070 % |
2,796 % |
7,778 % |
|
30 |
2,570 % |
6,948 % |
8,142 % |
2,121 % |
2,824 % |
7,721 % |
|
31 |
2,604 % |
6,912 % |
8,065 % |
2,169 % |
2,851 % |
7,665 % |
|
32 |
2,637 % |
6,876 % |
7,990 % |
2,216 % |
2,877 % |
7,611 % |
|
33 |
2,669 % |
6,842 % |
7,916 % |
2,261 % |
2,902 % |
7,559 % |
|
34 |
2,700 % |
6,809 % |
7,843 % |
2,303 % |
2,926 % |
7,508 % |
|
35 |
2,729 % |
6,777 % |
7,772 % |
2,344 % |
2,949 % |
7,459 % |
|
36 |
2,757 % |
6,746 % |
7,704 % |
2,383 % |
2,971 % |
7,412 % |
|
37 |
2,785 % |
6,717 % |
7,637 % |
2,420 % |
2,993 % |
7,366 % |
|
38 |
2,811 % |
6,688 % |
7,573 % |
2,455 % |
3,014 % |
7,322 % |
|
39 |
2,836 % |
6,661 % |
7,511 % |
2,489 % |
3,034 % |
7,279 % |
|
40 |
2,860 % |
6,635 % |
7,451 % |
2,522 % |
3,053 % |
7,239 % |
|
41 |
2,883 % |
6,609 % |
7,393 % |
2,553 % |
3,072 % |
7,199 % |
|
42 |
2,905 % |
6,585 % |
7,337 % |
2,584 % |
3,090 % |
7,161 % |
|
43 |
2,927 % |
6,561 % |
7,283 % |
2,612 % |
3,107 % |
7,125 % |
|
44 |
2,947 % |
6,539 % |
7,232 % |
2,640 % |
3,123 % |
7,090 % |
|
45 |
2,967 % |
6,517 % |
7,182 % |
2,667 % |
3,139 % |
7,056 % |
|
46 |
2,986 % |
6,496 % |
7,134 % |
2,692 % |
3,155 % |
7,024 % |
|
47 |
3,005 % |
6,476 % |
7,088 % |
2,717 % |
3,170 % |
6,992 % |
|
48 |
3,022 % |
6,456 % |
7,043 % |
2,741 % |
3,184 % |
6,962 % |
|
49 |
3,039 % |
6,438 % |
7,000 % |
2,763 % |
3,198 % |
6,933 % |
|
50 |
3,056 % |
6,419 % |
6,959 % |
2,785 % |
3,211 % |
6,905 % |
|
51 |
3,072 % |
6,402 % |
6,919 % |
2,806 % |
3,224 % |
6,878 % |
|
52 |
3,087 % |
6,385 % |
6,880 % |
2,827 % |
3,237 % |
6,852 % |
|
53 |
3,102 % |
6,369 % |
6,843 % |
2,847 % |
3,249 % |
6,827 % |
|
54 |
3,116 % |
6,353 % |
6,808 % |
2,866 % |
3,260 % |
6,803 % |
|
55 |
3,130 % |
6,338 % |
6,773 % |
2,884 % |
3,272 % |
6,779 % |
|
56 |
3,144 % |
6,323 % |
6,740 % |
2,902 % |
3,282 % |
6,757 % |
|
57 |
3,157 % |
6,309 % |
6,707 % |
2,919 % |
3,293 % |
6,735 % |
|
58 |
3,169 % |
6,295 % |
6,676 % |
2,936 % |
3,303 % |
6,714 % |
|
59 |
3,181 % |
6,282 % |
6,646 % |
2,952 % |
3,313 % |
6,693 % |
|
60 |
3,193 % |
6,269 % |
6,617 % |
2,967 % |
3,323 % |
6,673 % |
|
61 |
3,204 % |
6,256 % |
6,589 % |
2,982 % |
3,332 % |
6,654 % |
|
62 |
3,215 % |
6,244 % |
6,561 % |
2,997 % |
3,341 % |
6,636 % |
|
63 |
3,226 % |
6,233 % |
6,535 % |
3,011 % |
3,350 % |
6,618 % |
|
64 |
3,237 % |
6,221 % |
6,509 % |
3,025 % |
3,358 % |
6,600 % |
|
65 |
3,247 % |
6,210 % |
6,485 % |
3,038 % |
3,366 % |
6,583 % |
|
66 |
3,256 % |
6,200 % |
6,460 % |
3,051 % |
3,374 % |
6,567 % |
|
67 |
3,266 % |
6,189 % |
6,437 % |
3,063 % |
3,382 % |
6,551 % |
|
68 |
3,275 % |
6,179 % |
6,414 % |
3,076 % |
3,390 % |
6,536 % |
|
69 |
3,284 % |
6,169 % |
6,392 % |
3,088 % |
3,397 % |
6,520 % |
|
70 |
3,293 % |
6,160 % |
6,371 % |
3,099 % |
3,404 % |
6,506 % |
|
71 |
3,301 % |
6,150 % |
6,350 % |
3,110 % |
3,411 % |
6,492 % |
|
72 |
3,310 % |
6,141 % |
6,330 % |
3,121 % |
3,418 % |
6,478 % |
|
73 |
3,318 % |
6,133 % |
6,310 % |
3,132 % |
3,424 % |
6,464 % |
|
74 |
3,325 % |
6,124 % |
6,291 % |
3,142 % |
3,431 % |
6,451 % |
|
75 |
3,333 % |
6,116 % |
6,272 % |
3,152 % |
3,437 % |
6,439 % |
|
76 |
3,340 % |
6,108 % |
6,254 % |
3,162 % |
3,443 % |
6,426 % |
|
77 |
3,348 % |
6,100 % |
6,236 % |
3,171 % |
3,449 % |
6,414 % |
|
78 |
3,355 % |
6,092 % |
6,219 % |
3,181 % |
3,455 % |
6,402 % |
|
79 |
3,362 % |
6,085 % |
6,202 % |
3,190 % |
3,460 % |
6,391 % |
|
80 |
3,368 % |
6,077 % |
6,186 % |
3,199 % |
3,466 % |
6,380 % |
|
81 |
3,375 % |
6,070 % |
6,170 % |
3,207 % |
3,471 % |
6,369 % |
|
82 |
3,381 % |
6,063 % |
6,154 % |
3,216 % |
3,476 % |
6,358 % |
|
83 |
3,387 % |
6,056 % |
6,139 % |
3,224 % |
3,481 % |
6,348 % |
|
84 |
3,393 % |
6,050 % |
6,124 % |
3,232 % |
3,486 % |
6,338 % |
|
85 |
3,399 % |
6,043 % |
6,110 % |
3,240 % |
3,491 % |
6,328 % |
|
86 |
3,405 % |
6,037 % |
6,096 % |
3,247 % |
3,496 % |
6,318 % |
|
87 |
3,411 % |
6,031 % |
6,082 % |
3,255 % |
3,500 % |
6,309 % |
|
88 |
3,416 % |
6,025 % |
6,068 % |
3,262 % |
3,505 % |
6,300 % |
|
89 |
3,422 % |
6,019 % |
6,055 % |
3,269 % |
3,509 % |
6,291 % |
|
90 |
3,427 % |
6,013 % |
6,042 % |
3,276 % |
3,514 % |
6,282 % |
|
91 |
3,432 % |
6,007 % |
6,030 % |
3,283 % |
3,518 % |
6,273 % |
|
92 |
3,437 % |
6,002 % |
6,017 % |
3,290 % |
3,522 % |
6,265 % |
|
93 |
3,442 % |
5,996 % |
6,005 % |
3,296 % |
3,526 % |
6,256 % |
|
94 |
3,447 % |
5,991 % |
5,993 % |
3,303 % |
3,530 % |
6,248 % |
|
95 |
3,452 % |
5,986 % |
5,982 % |
3,309 % |
3,534 % |
6,240 % |
|
96 |
3,457 % |
5,981 % |
5,971 % |
3,315 % |
3,538 % |
6,233 % |
|
97 |
3,461 % |
5,976 % |
5,959 % |
3,321 % |
3,542 % |
6,225 % |
|
98 |
3,466 % |
5,971 % |
5,949 % |
3,327 % |
3,545 % |
6,218 % |
|
99 |
3,470 % |
5,966 % |
5,938 % |
3,333 % |
3,549 % |
6,210 % |
|
100 |
3,474 % |
5,962 % |
5,928 % |
3,338 % |
3,552 % |
6,203 % |
|
101 |
3,479 % |
5,957 % |
5,917 % |
3,344 % |
3,556 % |
6,196 % |
|
102 |
3,483 % |
5,953 % |
5,907 % |
3,349 % |
3,559 % |
6,189 % |
|
103 |
3,487 % |
5,948 % |
5,897 % |
3,355 % |
3,562 % |
6,183 % |
|
104 |
3,491 % |
5,944 % |
5,888 % |
3,360 % |
3,566 % |
6,176 % |
|
105 |
3,495 % |
5,940 % |
5,878 % |
3,365 % |
3,569 % |
6,170 % |
|
106 |
3,498 % |
5,935 % |
5,869 % |
3,370 % |
3,572 % |
6,163 % |
|
107 |
3,502 % |
5,931 % |
5,860 % |
3,375 % |
3,575 % |
6,157 % |
|
108 |
3,506 % |
5,927 % |
5,851 % |
3,380 % |
3,578 % |
6,151 % |
|
109 |
3,509 % |
5,923 % |
5,842 % |
3,385 % |
3,581 % |
6,145 % |
|
110 |
3,513 % |
5,920 % |
5,834 % |
3,389 % |
3,584 % |
6,139 % |
|
111 |
3,516 % |
5,916 % |
5,825 % |
3,394 % |
3,587 % |
6,133 % |
|
112 |
3,520 % |
5,912 % |
5,817 % |
3,398 % |
3,589 % |
6,128 % |
|
113 |
3,523 % |
5,908 % |
5,809 % |
3,403 % |
3,592 % |
6,122 % |
|
114 |
3,526 % |
5,905 % |
5,801 % |
3,407 % |
3,595 % |
6,117 % |
|
115 |
3,530 % |
5,901 % |
5,793 % |
3,411 % |
3,598 % |
6,111 % |
|
116 |
3,533 % |
5,898 % |
5,785 % |
3,416 % |
3,600 % |
6,106 % |
|
117 |
3,536 % |
5,894 % |
5,778 % |
3,420 % |
3,603 % |
6,101 % |
|
118 |
3,539 % |
5,891 % |
5,770 % |
3,424 % |
3,605 % |
6,096 % |
|
119 |
3,542 % |
5,888 % |
5,763 % |
3,428 % |
3,608 % |
6,091 % |
|
120 |
3,545 % |
5,885 % |
5,756 % |
3,432 % |
3,610 % |
6,086 % |
|
121 |
3,548 % |
5,881 % |
5,749 % |
3,436 % |
3,612 % |
6,081 % |
|
122 |
3,551 % |
5,878 % |
5,742 % |
3,439 % |
3,615 % |
6,076 % |
|
123 |
3,554 % |
5,875 % |
5,735 % |
3,443 % |
3,617 % |
6,071 % |
|
124 |
3,557 % |
5,872 % |
5,728 % |
3,447 % |
3,619 % |
6,067 % |
|
125 |
3,559 % |
5,869 % |
5,721 % |
3,450 % |
3,622 % |
6,062 % |
|
126 |
3,562 % |
5,866 % |
5,715 % |
3,454 % |
3,624 % |
6,058 % |
|
127 |
3,565 % |
5,863 % |
5,708 % |
3,457 % |
3,626 % |
6,053 % |
|
128 |
3,567 % |
5,860 % |
5,702 % |
3,461 % |
3,628 % |
6,049 % |
|
129 |
3,570 % |
5,858 % |
5,696 % |
3,464 % |
3,630 % |
6,045 % |
|
130 |
3,572 % |
5,855 % |
5,690 % |
3,468 % |
3,632 % |
6,041 % |
|
131 |
3,575 % |
5,852 % |
5,683 % |
3,471 % |
3,634 % |
6,036 % |
|
132 |
3,577 % |
5,850 % |
5,678 % |
3,474 % |
3,636 % |
6,032 % |
|
133 |
3,580 % |
5,847 % |
5,672 % |
3,477 % |
3,638 % |
6,028 % |
|
134 |
3,582 % |
5,844 % |
5,666 % |
3,481 % |
3,640 % |
6,024 % |
|
135 |
3,584 % |
5,842 % |
5,660 % |
3,484 % |
3,642 % |
6,021 % |
|
136 |
3,587 % |
5,839 % |
5,655 % |
3,487 % |
3,644 % |
6,017 % |
|
137 |
3,589 % |
5,837 % |
5,649 % |
3,490 % |
3,646 % |
6,013 % |
|
138 |
3,591 % |
5,834 % |
5,644 % |
3,493 % |
3,648 % |
6,009 % |
|
139 |
3,594 % |
5,832 % |
5,638 % |
3,496 % |
3,650 % |
6,006 % |
|
140 |
3,596 % |
5,830 % |
5,633 % |
3,498 % |
3,651 % |
6,002 % |
|
141 |
3,598 % |
5,827 % |
5,628 % |
3,501 % |
3,653 % |
5,998 % |
|
142 |
3,600 % |
5,825 % |
5,623 % |
3,504 % |
3,655 % |
5,995 % |
|
143 |
3,602 % |
5,823 % |
5,618 % |
3,507 % |
3,657 % |
5,991 % |
|
144 |
3,604 % |
5,820 % |
5,613 % |
3,510 % |
3,658 % |
5,988 % |
|
145 |
3,606 % |
5,818 % |
5,608 % |
3,512 % |
3,660 % |
5,985 % |
|
146 |
3,608 % |
5,816 % |
5,603 % |
3,515 % |
3,662 % |
5,981 % |
|
147 |
3,610 % |
5,814 % |
5,598 % |
3,518 % |
3,663 % |
5,978 % |
|
148 |
3,612 % |
5,812 % |
5,593 % |
3,520 % |
3,665 % |
5,975 % |
|
149 |
3,614 % |
5,810 % |
5,589 % |
3,523 % |
3,666 % |
5,972 % |
|
150 |
3,616 % |
5,808 % |
5,584 % |
3,525 % |
3,668 % |
5,968 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
6,262 % |
2,437 % |
3,336 % |
8,170 % |
1,800 % |
1,680 % |
|
2 |
7,003 % |
2,499 % |
3,336 % |
8,014 % |
1,757 % |
1,573 % |
|
3 |
7,545 % |
2,574 % |
3,336 % |
8,005 % |
1,760 % |
1,538 % |
|
4 |
7,948 % |
2,674 % |
3,401 % |
8,074 % |
1,768 % |
1,517 % |
|
5 |
8,223 % |
2,747 % |
3,433 % |
8,120 % |
1,798 % |
1,507 % |
|
6 |
8,415 % |
2,847 % |
3,489 % |
8,180 % |
1,849 % |
1,500 % |
|
7 |
8,585 % |
2,943 % |
3,562 % |
8,254 % |
1,905 % |
1,497 % |
|
8 |
8,695 % |
3,012 % |
3,634 % |
8,289 % |
1,958 % |
1,500 % |
|
9 |
8,727 % |
3,064 % |
3,703 % |
8,285 % |
2,010 % |
1,508 % |
|
10 |
8,753 % |
3,109 % |
3,764 % |
8,253 % |
2,067 % |
1,519 % |
|
11 |
8,755 % |
3,153 % |
3,818 % |
8,200 % |
2,128 % |
1,532 % |
|
12 |
8,732 % |
3,197 % |
3,865 % |
8,131 % |
2,187 % |
1,543 % |
|
13 |
8,692 % |
3,240 % |
3,907 % |
8,053 % |
2,237 % |
1,551 % |
|
14 |
8,639 % |
3,281 % |
3,947 % |
7,968 % |
2,278 % |
1,552 % |
|
15 |
8,578 % |
3,321 % |
3,989 % |
7,880 % |
2,309 % |
1,546 % |
|
16 |
8,510 % |
3,360 % |
4,033 % |
7,789 % |
2,331 % |
1,533 % |
|
17 |
8,439 % |
3,397 % |
4,078 % |
7,698 % |
2,347 % |
1,520 % |
|
18 |
8,366 % |
3,432 % |
4,120 % |
7,607 % |
2,362 % |
1,511 % |
|
19 |
8,291 % |
3,466 % |
4,158 % |
7,517 % |
2,378 % |
1,512 % |
|
20 |
8,216 % |
3,498 % |
4,190 % |
7,428 % |
2,397 % |
1,523 % |
|
21 |
8,142 % |
3,529 % |
4,215 % |
7,342 % |
2,420 % |
1,547 % |
|
22 |
8,069 % |
3,558 % |
4,234 % |
7,258 % |
2,446 % |
1,580 % |
|
23 |
7,998 % |
3,586 % |
4,248 % |
7,177 % |
2,474 % |
1,619 % |
|
24 |
7,928 % |
3,613 % |
4,259 % |
7,099 % |
2,504 % |
1,662 % |
|
25 |
7,860 % |
3,639 % |
4,266 % |
7,023 % |
2,535 % |
1,709 % |
|
26 |
7,794 % |
3,663 % |
4,270 % |
6,950 % |
2,566 % |
1,757 % |
|
27 |
7,731 % |
3,686 % |
4,272 % |
6,880 % |
2,597 % |
1,806 % |
|
28 |
7,669 % |
3,709 % |
4,273 % |
6,813 % |
2,627 % |
1,855 % |
|
29 |
7,610 % |
3,730 % |
4,272 % |
6,748 % |
2,658 % |
1,904 % |
|
30 |
7,553 % |
3,750 % |
4,270 % |
6,686 % |
2,687 % |
1,952 % |
|
31 |
7,499 % |
3,770 % |
4,267 % |
6,627 % |
2,717 % |
1,999 % |
|
32 |
7,446 % |
3,789 % |
4,263 % |
6,570 % |
2,745 % |
2,045 % |
|
33 |
7,395 % |
3,806 % |
4,259 % |
6,515 % |
2,772 % |
2,090 % |
|
34 |
7,347 % |
3,824 % |
4,254 % |
6,463 % |
2,799 % |
2,134 % |
|
35 |
7,300 % |
3,840 % |
4,249 % |
6,413 % |
2,825 % |
2,176 % |
|
36 |
7,256 % |
3,856 % |
4,244 % |
6,365 % |
2,850 % |
2,217 % |
|
37 |
7,213 % |
3,871 % |
4,239 % |
6,319 % |
2,874 % |
2,256 % |
|
38 |
7,172 % |
3,885 % |
4,233 % |
6,275 % |
2,897 % |
2,294 % |
|
39 |
7,132 % |
3,899 % |
4,228 % |
6,233 % |
2,920 % |
2,331 % |
|
40 |
7,094 % |
3,913 % |
4,222 % |
6,192 % |
2,941 % |
2,366 % |
|
41 |
7,058 % |
3,925 % |
4,216 % |
6,153 % |
2,962 % |
2,400 % |
|
42 |
7,023 % |
3,938 % |
4,211 % |
6,116 % |
2,982 % |
2,433 % |
|
43 |
6,989 % |
3,950 % |
4,205 % |
6,080 % |
3,002 % |
2,464 % |
|
44 |
6,957 % |
3,961 % |
4,200 % |
6,046 % |
3,021 % |
2,495 % |
|
45 |
6,926 % |
3,972 % |
4,194 % |
6,013 % |
3,039 % |
2,524 % |
|
46 |
6,896 % |
3,983 % |
4,189 % |
5,981 % |
3,056 % |
2,553 % |
|
47 |
6,867 % |
3,993 % |
4,184 % |
5,950 % |
3,073 % |
2,580 % |
|
48 |
6,840 % |
4,003 % |
4,179 % |
5,921 % |
3,089 % |
2,606 % |
|
49 |
6,813 % |
4,013 % |
4,174 % |
5,892 % |
3,105 % |
2,631 % |
|
50 |
6,788 % |
4,022 % |
4,169 % |
5,865 % |
3,120 % |
2,656 % |
|
51 |
6,763 % |
4,031 % |
4,165 % |
5,839 % |
3,135 % |
2,679 % |
|
52 |
6,739 % |
4,039 % |
4,160 % |
5,814 % |
3,149 % |
2,702 % |
|
53 |
6,716 % |
4,047 % |
4,156 % |
5,789 % |
3,163 % |
2,724 % |
|
54 |
6,694 % |
4,055 % |
4,151 % |
5,766 % |
3,176 % |
2,745 % |
|
55 |
6,672 % |
4,063 % |
4,147 % |
5,743 % |
3,189 % |
2,766 % |
|
56 |
6,652 % |
4,071 % |
4,143 % |
5,721 % |
3,201 % |
2,786 % |
|
57 |
6,632 % |
4,078 % |
4,139 % |
5,699 % |
3,213 % |
2,805 % |
|
58 |
6,612 % |
4,085 % |
4,135 % |
5,679 % |
3,225 % |
2,823 % |
|
59 |
6,593 % |
4,092 % |
4,131 % |
5,659 % |
3,236 % |
2,841 % |
|
60 |
6,575 % |
4,098 % |
4,128 % |
5,640 % |
3,247 % |
2,859 % |
|
61 |
6,558 % |
4,105 % |
4,124 % |
5,621 % |
3,257 % |
2,875 % |
|
62 |
6,541 % |
4,111 % |
4,120 % |
5,603 % |
3,267 % |
2,892 % |
|
63 |
6,524 % |
4,117 % |
4,117 % |
5,586 % |
3,277 % |
2,908 % |
|
64 |
6,508 % |
4,123 % |
4,114 % |
5,569 % |
3,287 % |
2,923 % |
|
65 |
6,493 % |
4,129 % |
4,111 % |
5,552 % |
3,296 % |
2,938 % |
|
66 |
6,478 % |
4,134 % |
4,108 % |
5,536 % |
3,305 % |
2,952 % |
|
67 |
6,463 % |
4,140 % |
4,104 % |
5,521 % |
3,314 % |
2,966 % |
|
68 |
6,449 % |
4,145 % |
4,102 % |
5,506 % |
3,322 % |
2,980 % |
|
69 |
6,435 % |
4,150 % |
4,099 % |
5,491 % |
3,331 % |
2,993 % |
|
70 |
6,422 % |
4,155 % |
4,096 % |
5,477 % |
3,339 % |
3,006 % |
|
71 |
6,409 % |
4,160 % |
4,093 % |
5,463 % |
3,347 % |
3,018 % |
|
72 |
6,396 % |
4,164 % |
4,091 % |
5,450 % |
3,354 % |
3,031 % |
|
73 |
6,384 % |
4,169 % |
4,088 % |
5,437 % |
3,362 % |
3,042 % |
|
74 |
6,372 % |
4,173 % |
4,085 % |
5,424 % |
3,369 % |
3,054 % |
|
75 |
6,360 % |
4,178 % |
4,083 % |
5,412 % |
3,376 % |
3,065 % |
|
76 |
6,349 % |
4,182 % |
4,081 % |
5,400 % |
3,383 % |
3,076 % |
|
77 |
6,338 % |
4,186 % |
4,078 % |
5,388 % |
3,389 % |
3,087 % |
|
78 |
6,327 % |
4,190 % |
4,076 % |
5,377 % |
3,396 % |
3,097 % |
|
79 |
6,317 % |
4,194 % |
4,074 % |
5,366 % |
3,402 % |
3,107 % |
|
80 |
6,306 % |
4,197 % |
4,072 % |
5,355 % |
3,409 % |
3,117 % |
|
81 |
6,296 % |
4,201 % |
4,070 % |
5,344 % |
3,415 % |
3,127 % |
|
82 |
6,287 % |
4,205 % |
4,067 % |
5,334 % |
3,420 % |
3,136 % |
|
83 |
6,277 % |
4,208 % |
4,065 % |
5,324 % |
3,426 % |
3,145 % |
|
84 |
6,268 % |
4,212 % |
4,064 % |
5,314 % |
3,432 % |
3,154 % |
|
85 |
6,259 % |
4,215 % |
4,062 % |
5,304 % |
3,437 % |
3,163 % |
|
86 |
6,250 % |
4,218 % |
4,060 % |
5,295 % |
3,443 % |
3,171 % |
|
87 |
6,241 % |
4,222 % |
4,058 % |
5,286 % |
3,448 % |
3,180 % |
|
88 |
6,233 % |
4,225 % |
4,056 % |
5,277 % |
3,453 % |
3,188 % |
|
89 |
6,225 % |
4,228 % |
4,054 % |
5,268 % |
3,458 % |
3,196 % |
|
90 |
6,217 % |
4,231 % |
4,053 % |
5,259 % |
3,463 % |
3,204 % |
|
91 |
6,209 % |
4,234 % |
4,051 % |
5,251 % |
3,468 % |
3,211 % |
|
92 |
6,201 % |
4,237 % |
4,049 % |
5,243 % |
3,472 % |
3,219 % |
|
93 |
6,193 % |
4,240 % |
4,048 % |
5,235 % |
3,477 % |
3,226 % |
|
94 |
6,186 % |
4,242 % |
4,046 % |
5,227 % |
3,482 % |
3,233 % |
|
95 |
6,179 % |
4,245 % |
4,045 % |
5,219 % |
3,486 % |
3,240 % |
|
96 |
6,172 % |
4,248 % |
4,043 % |
5,212 % |
3,490 % |
3,247 % |
|
97 |
6,165 % |
4,250 % |
4,042 % |
5,204 % |
3,494 % |
3,254 % |
|
98 |
6,158 % |
4,253 % |
4,040 % |
5,197 % |
3,499 % |
3,260 % |
|
99 |
6,151 % |
4,255 % |
4,039 % |
5,190 % |
3,503 % |
3,267 % |
|
100 |
6,145 % |
4,258 % |
4,037 % |
5,183 % |
3,507 % |
3,273 % |
|
101 |
6,138 % |
4,260 % |
4,036 % |
5,176 % |
3,510 % |
3,279 % |
|
102 |
6,132 % |
4,263 % |
4,035 % |
5,170 % |
3,514 % |
3,285 % |
|
103 |
6,126 % |
4,265 % |
4,033 % |
5,163 % |
3,518 % |
3,291 % |
|
104 |
6,120 % |
4,267 % |
4,032 % |
5,157 % |
3,522 % |
3,297 % |
|
105 |
6,114 % |
4,269 % |
4,031 % |
5,151 % |
3,525 % |
3,303 % |
|
106 |
6,108 % |
4,271 % |
4,030 % |
5,144 % |
3,529 % |
3,309 % |
|
107 |
6,102 % |
4,274 % |
4,028 % |
5,138 % |
3,532 % |
3,314 % |
|
108 |
6,097 % |
4,276 % |
4,027 % |
5,133 % |
3,536 % |
3,319 % |
|
109 |
6,091 % |
4,278 % |
4,026 % |
5,127 % |
3,539 % |
3,325 % |
|
110 |
6,086 % |
4,280 % |
4,025 % |
5,121 % |
3,542 % |
3,330 % |
|
111 |
6,081 % |
4,282 % |
4,024 % |
5,115 % |
3,545 % |
3,335 % |
|
112 |
6,075 % |
4,284 % |
4,023 % |
5,110 % |
3,549 % |
3,340 % |
|
113 |
6,070 % |
4,286 % |
4,022 % |
5,104 % |
3,552 % |
3,345 % |
|
114 |
6,065 % |
4,287 % |
4,021 % |
5,099 % |
3,555 % |
3,350 % |
|
115 |
6,060 % |
4,289 % |
4,019 % |
5,094 % |
3,558 % |
3,355 % |
|
116 |
6,056 % |
4,291 % |
4,018 % |
5,089 % |
3,561 % |
3,359 % |
|
117 |
6,051 % |
4,293 % |
4,017 % |
5,084 % |
3,564 % |
3,364 % |
|
118 |
6,046 % |
4,295 % |
4,016 % |
5,079 % |
3,566 % |
3,369 % |
|
119 |
6,042 % |
4,296 % |
4,015 % |
5,074 % |
3,569 % |
3,373 % |
|
120 |
6,037 % |
4,298 % |
4,014 % |
5,069 % |
3,572 % |
3,377 % |
|
121 |
6,033 % |
4,300 % |
4,014 % |
5,064 % |
3,575 % |
3,382 % |
|
122 |
6,028 % |
4,301 % |
4,013 % |
5,060 % |
3,577 % |
3,386 % |
|
123 |
6,024 % |
4,303 % |
4,012 % |
5,055 % |
3,580 % |
3,390 % |
|
124 |
6,020 % |
4,305 % |
4,011 % |
5,051 % |
3,583 % |
3,394 % |
|
125 |
6,015 % |
4,306 % |
4,010 % |
5,046 % |
3,585 % |
3,398 % |
|
126 |
6,011 % |
4,308 % |
4,009 % |
5,042 % |
3,588 % |
3,402 % |
|
127 |
6,007 % |
4,309 % |
4,008 % |
5,038 % |
3,590 % |
3,406 % |
|
128 |
6,003 % |
4,311 % |
4,007 % |
5,033 % |
3,592 % |
3,410 % |
|
129 |
5,999 % |
4,312 % |
4,006 % |
5,029 % |
3,595 % |
3,414 % |
|
130 |
5,996 % |
4,314 % |
4,006 % |
5,025 % |
3,597 % |
3,417 % |
|
131 |
5,992 % |
4,315 % |
4,005 % |
5,021 % |
3,600 % |
3,421 % |
|
132 |
5,988 % |
4,316 % |
4,004 % |
5,017 % |
3,602 % |
3,425 % |
|
133 |
5,984 % |
4,318 % |
4,003 % |
5,013 % |
3,604 % |
3,428 % |
|
134 |
5,981 % |
4,319 % |
4,003 % |
5,009 % |
3,606 % |
3,432 % |
|
135 |
5,977 % |
4,320 % |
4,002 % |
5,006 % |
3,608 % |
3,435 % |
|
136 |
5,974 % |
4,322 % |
4,001 % |
5,002 % |
3,611 % |
3,439 % |
|
137 |
5,970 % |
4,323 % |
4,000 % |
4,998 % |
3,613 % |
3,442 % |
|
138 |
5,967 % |
4,324 % |
4,000 % |
4,995 % |
3,615 % |
3,445 % |
|
139 |
5,963 % |
4,326 % |
3,999 % |
4,991 % |
3,617 % |
3,449 % |
|
140 |
5,960 % |
4,327 % |
3,998 % |
4,988 % |
3,619 % |
3,452 % |
|
141 |
5,957 % |
4,328 % |
3,997 % |
4,984 % |
3,621 % |
3,455 % |
|
142 |
5,954 % |
4,329 % |
3,997 % |
4,981 % |
3,623 % |
3,458 % |
|
143 |
5,950 % |
4,331 % |
3,996 % |
4,977 % |
3,625 % |
3,461 % |
|
144 |
5,947 % |
4,332 % |
3,995 % |
4,974 % |
3,627 % |
3,464 % |
|
145 |
5,944 % |
4,333 % |
3,995 % |
4,971 % |
3,628 % |
3,467 % |
|
146 |
5,941 % |
4,334 % |
3,994 % |
4,968 % |
3,630 % |
3,470 % |
|
147 |
5,938 % |
4,335 % |
3,993 % |
4,964 % |
3,632 % |
3,473 % |
|
148 |
5,935 % |
4,336 % |
3,993 % |
4,961 % |
3,634 % |
3,476 % |
|
149 |
5,932 % |
4,337 % |
3,992 % |
4,958 % |
3,636 % |
3,479 % |
|
150 |
5,929 % |
4,338 % |
3,992 % |
4,955 % |
3,638 % |
3,482 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
28,820 % |
2,387 % |
– 0,115 % |
|
2 |
24,682 % |
2,222 % |
– 0,142 % |
|
3 |
22,352 % |
2,144 % |
– 0,155 % |
|
4 |
20,747 % |
2,120 % |
– 0,154 % |
|
5 |
19,546 % |
2,124 % |
– 0,142 % |
|
6 |
18,566 % |
2,142 % |
– 0,123 % |
|
7 |
17,758 % |
2,166 % |
– 0,096 % |
|
8 |
17,110 % |
2,195 % |
– 0,066 % |
|
9 |
16,570 % |
2,227 % |
– 0,034 % |
|
10 |
16,098 % |
2,259 % |
0,001 % |
|
11 |
15,666 % |
2,290 % |
0,036 % |
|
12 |
15,264 % |
2,320 % |
0,072 % |
|
13 |
14,887 % |
2,345 % |
0,107 % |
|
14 |
14,531 % |
2,366 % |
0,142 % |
|
15 |
14,195 % |
2,383 % |
0,176 % |
|
16 |
13,874 % |
2,398 % |
0,208 % |
|
17 |
13,570 % |
2,409 % |
0,238 % |
|
18 |
13,280 % |
2,419 % |
0,266 % |
|
19 |
13,004 % |
2,427 % |
0,293 % |
|
20 |
12,741 % |
2,433 % |
0,319 % |
|
21 |
12,490 % |
2,438 % |
0,343 % |
|
22 |
12,252 % |
2,441 % |
0,365 % |
|
23 |
12,025 % |
2,443 % |
0,383 % |
|
24 |
11,809 % |
2,445 % |
0,397 % |
|
25 |
11,603 % |
2,446 % |
0,407 % |
|
26 |
11,408 % |
2,447 % |
0,412 % |
|
27 |
11,222 % |
2,448 % |
0,416 % |
|
28 |
11,045 % |
2,448 % |
0,423 % |
|
29 |
10,877 % |
2,448 % |
0,437 % |
|
30 |
10,716 % |
2,447 % |
0,458 % |
|
31 |
10,564 % |
2,447 % |
0,488 % |
|
32 |
10,419 % |
2,446 % |
0,525 % |
|
33 |
10,281 % |
2,444 % |
0,568 % |
|
34 |
10,149 % |
2,442 % |
0,614 % |
|
35 |
10,024 % |
2,440 % |
0,662 % |
|
36 |
9,904 % |
2,436 % |
0,712 % |
|
37 |
9,790 % |
2,432 % |
0,763 % |
|
38 |
9,682 % |
2,427 % |
0,814 % |
|
39 |
9,578 % |
2,420 % |
0,865 % |
|
40 |
9,478 % |
2,412 % |
0,916 % |
|
41 |
9,383 % |
2,403 % |
0,966 % |
|
42 |
9,293 % |
2,393 % |
1,015 % |
|
43 |
9,206 % |
2,383 % |
1,064 % |
|
44 |
9,122 % |
2,374 % |
1,111 % |
|
45 |
9,043 % |
2,367 % |
1,157 % |
|
46 |
8,966 % |
2,362 % |
1,201 % |
|
47 |
8,893 % |
2,358 % |
1,245 % |
|
48 |
8,822 % |
2,357 % |
1,287 % |
|
49 |
8,754 % |
2,359 % |
1,329 % |
|
50 |
8,689 % |
2,363 % |
1,369 % |
|
51 |
8,627 % |
2,371 % |
1,407 % |
|
52 |
8,566 % |
2,380 % |
1,445 % |
|
53 |
8,508 % |
2,392 % |
1,481 % |
|
54 |
8,452 % |
2,405 % |
1,517 % |
|
55 |
8,398 % |
2,419 % |
1,551 % |
|
56 |
8,346 % |
2,434 % |
1,584 % |
|
57 |
8,296 % |
2,450 % |
1,617 % |
|
58 |
8,247 % |
2,467 % |
1,648 % |
|
59 |
8,200 % |
2,484 % |
1,678 % |
|
60 |
8,155 % |
2,501 % |
1,708 % |
|
61 |
8,111 % |
2,518 % |
1,736 % |
|
62 |
8,069 % |
2,536 % |
1,764 % |
|
63 |
8,027 % |
2,553 % |
1,791 % |
|
64 |
7,988 % |
2,570 % |
1,817 % |
|
65 |
7,949 % |
2,587 % |
1,842 % |
|
66 |
7,912 % |
2,604 % |
1,867 % |
|
67 |
7,875 % |
2,621 % |
1,891 % |
|
68 |
7,840 % |
2,638 % |
1,914 % |
|
69 |
7,806 % |
2,654 % |
1,937 % |
|
70 |
7,772 % |
2,670 % |
1,959 % |
|
71 |
7,740 % |
2,686 % |
1,980 % |
|
72 |
7,709 % |
2,701 % |
2,001 % |
|
73 |
7,678 % |
2,716 % |
2,021 % |
|
74 |
7,648 % |
2,731 % |
2,041 % |
|
75 |
7,620 % |
2,746 % |
2,060 % |
|
76 |
7,591 % |
2,760 % |
2,079 % |
|
77 |
7,564 % |
2,774 % |
2,097 % |
|
78 |
7,537 % |
2,788 % |
2,115 % |
|
79 |
7,511 % |
2,802 % |
2,133 % |
|
80 |
7,486 % |
2,815 % |
2,149 % |
|
81 |
7,461 % |
2,828 % |
2,166 % |
|
82 |
7,437 % |
2,841 % |
2,182 % |
|
83 |
7,414 % |
2,853 % |
2,198 % |
|
84 |
7,391 % |
2,865 % |
2,213 % |
|
85 |
7,368 % |
2,877 % |
2,228 % |
|
86 |
7,346 % |
2,889 % |
2,243 % |
|
87 |
7,325 % |
2,900 % |
2,257 % |
|
88 |
7,304 % |
2,911 % |
2,271 % |
|
89 |
7,283 % |
2,922 % |
2,285 % |
|
90 |
7,263 % |
2,933 % |
2,298 % |
|
91 |
7,244 % |
2,943 % |
2,312 % |
|
92 |
7,225 % |
2,953 % |
2,324 % |
|
93 |
7,206 % |
2,964 % |
2,337 % |
|
94 |
7,188 % |
2,973 % |
2,349 % |
|
95 |
7,170 % |
2,983 % |
2,361 % |
|
96 |
7,152 % |
2,992 % |
2,373 % |
|
97 |
7,135 % |
3,002 % |
2,385 % |
|
98 |
7,118 % |
3,011 % |
2,396 % |
|
99 |
7,102 % |
3,020 % |
2,407 % |
|
100 |
7,086 % |
3,028 % |
2,418 % |
|
101 |
7,070 % |
3,037 % |
2,429 % |
|
102 |
7,054 % |
3,045 % |
2,439 % |
|
103 |
7,039 % |
3,054 % |
2,449 % |
|
104 |
7,024 % |
3,062 % |
2,459 % |
|
105 |
7,010 % |
3,070 % |
2,469 % |
|
106 |
6,995 % |
3,077 % |
2,479 % |
|
107 |
6,981 % |
3,085 % |
2,488 % |
|
108 |
6,968 % |
3,093 % |
2,498 % |
|
109 |
6,954 % |
3,100 % |
2,507 % |
|
110 |
6,941 % |
3,107 % |
2,516 % |
|
111 |
6,928 % |
3,114 % |
2,525 % |
|
112 |
6,915 % |
3,121 % |
2,533 % |
|
113 |
6,902 % |
3,128 % |
2,542 % |
|
114 |
6,890 % |
3,135 % |
2,550 % |
|
115 |
6,878 % |
3,142 % |
2,558 % |
|
116 |
6,866 % |
3,148 % |
2,567 % |
|
117 |
6,854 % |
3,154 % |
2,574 % |
|
118 |
6,842 % |
3,161 % |
2,582 % |
|
119 |
6,831 % |
3,167 % |
2,590 % |
|
120 |
6,820 % |
3,173 % |
2,597 % |
|
121 |
6,809 % |
3,179 % |
2,605 % |
|
122 |
6,798 % |
3,185 % |
2,612 % |
|
123 |
6,787 % |
3,191 % |
2,619 % |
|
124 |
6,777 % |
3,196 % |
2,626 % |
|
125 |
6,767 % |
3,202 % |
2,633 % |
|
126 |
6,757 % |
3,207 % |
2,640 % |
|
127 |
6,747 % |
3,213 % |
2,647 % |
|
128 |
6,737 % |
3,218 % |
2,654 % |
|
129 |
6,727 % |
3,224 % |
2,660 % |
|
130 |
6,718 % |
3,229 % |
2,667 % |
|
131 |
6,708 % |
3,234 % |
2,673 % |
|
132 |
6,699 % |
3,239 % |
2,679 % |
|
133 |
6,690 % |
3,244 % |
2,685 % |
|
134 |
6,681 % |
3,249 % |
2,691 % |
|
135 |
6,672 % |
3,254 % |
2,697 % |
|
136 |
6,664 % |
3,258 % |
2,703 % |
|
137 |
6,655 % |
3,263 % |
2,709 % |
|
138 |
6,647 % |
3,268 % |
2,715 % |
|
139 |
6,638 % |
3,272 % |
2,720 % |
|
140 |
6,630 % |
3,277 % |
2,726 % |
|
141 |
6,622 % |
3,281 % |
2,731 % |
|
142 |
6,614 % |
3,285 % |
2,737 % |
|
143 |
6,606 % |
3,290 % |
2,742 % |
|
144 |
6,599 % |
3,294 % |
2,747 % |
|
145 |
6,591 % |
3,298 % |
2,753 % |
|
146 |
6,584 % |
3,302 % |
2,758 % |
|
147 |
6,576 % |
3,306 % |
2,763 % |
|
148 |
6,569 % |
3,310 % |
2,768 % |
|
149 |
6,562 % |
3,314 % |
2,773 % |
|
150 |
6,555 % |
3,318 % |
2,777 % |
ANNEX II
Fundamental spreads for the calculation of the matching adjustment
1.
Exposures to central governments and central banks
|
Duration (in years) |
Austria |
Belgium |
Bulgaria |
Croatia |
Czech Republic |
Cyprus |
Denmark |
|
1 |
0 |
0 |
32 |
5 |
0 |
26 |
1 |
|
2 |
0 |
0 |
40 |
5 |
0 |
43 |
0 |
|
3 |
0 |
1 |
45 |
5 |
2 |
48 |
0 |
|
4 |
0 |
2 |
48 |
5 |
3 |
49 |
0 |
|
5 |
0 |
4 |
52 |
5 |
5 |
52 |
0 |
|
6 |
1 |
5 |
55 |
5 |
7 |
55 |
0 |
|
7 |
2 |
6 |
58 |
5 |
9 |
55 |
0 |
|
8 |
3 |
7 |
60 |
5 |
11 |
55 |
0 |
|
9 |
3 |
8 |
62 |
5 |
13 |
52 |
0 |
|
10 |
3 |
8 |
64 |
5 |
14 |
51 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
405 |
4 |
17 |
|
2 |
0 |
0 |
0 |
0 |
250 |
4 |
23 |
|
3 |
1 |
0 |
0 |
0 |
221 |
4 |
26 |
|
4 |
2 |
0 |
0 |
0 |
193 |
4 |
27 |
|
5 |
4 |
0 |
0 |
0 |
176 |
4 |
28 |
|
6 |
5 |
0 |
0 |
0 |
173 |
4 |
29 |
|
7 |
6 |
0 |
0 |
0 |
170 |
4 |
30 |
|
8 |
7 |
0 |
1 |
0 |
174 |
2 |
31 |
|
9 |
8 |
1 |
2 |
0 |
176 |
1 |
32 |
|
10 |
8 |
0 |
3 |
0 |
178 |
4 |
32 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
5 |
5 |
0 |
17 |
0 |
4 |
|
2 |
14 |
11 |
12 |
0 |
23 |
0 |
4 |
|
3 |
18 |
15 |
15 |
0 |
26 |
0 |
4 |
|
4 |
21 |
17 |
17 |
0 |
27 |
0 |
4 |
|
5 |
23 |
19 |
19 |
0 |
28 |
0 |
4 |
|
6 |
24 |
20 |
21 |
0 |
29 |
0 |
4 |
|
7 |
26 |
21 |
22 |
0 |
30 |
0 |
4 |
|
8 |
27 |
23 |
24 |
1 |
31 |
0 |
4 |
|
9 |
29 |
24 |
25 |
2 |
32 |
0 |
4 |
|
10 |
30 |
24 |
25 |
3 |
32 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
26 |
9 |
12 |
19 |
5 |
0 |
0 |
|
2 |
43 |
17 |
16 |
22 |
12 |
0 |
0 |
|
3 |
48 |
20 |
18 |
27 |
15 |
0 |
0 |
|
4 |
49 |
21 |
20 |
31 |
17 |
0 |
0 |
|
5 |
52 |
22 |
21 |
35 |
19 |
0 |
0 |
|
6 |
55 |
24 |
23 |
38 |
21 |
0 |
0 |
|
7 |
55 |
25 |
24 |
39 |
22 |
0 |
0 |
|
8 |
55 |
27 |
25 |
41 |
24 |
0 |
0 |
|
9 |
52 |
28 |
26 |
41 |
25 |
0 |
0 |
|
10 |
51 |
26 |
26 |
41 |
25 |
0 |
0 |
|
Duration (in years) |
Liechtenstein |
Norway |
Switzerland |
Australia |
Brazil |
Canada |
Chile |
|
1 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
2 |
0 |
0 |
0 |
0 |
12 |
0 |
19 |
|
3 |
0 |
0 |
0 |
0 |
12 |
0 |
18 |
|
4 |
0 |
0 |
0 |
0 |
12 |
0 |
17 |
|
5 |
0 |
0 |
0 |
0 |
12 |
0 |
16 |
|
6 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
7 |
0 |
0 |
0 |
0 |
12 |
0 |
14 |
|
8 |
0 |
0 |
0 |
0 |
12 |
0 |
15 |
|
9 |
0 |
0 |
0 |
0 |
12 |
0 |
16 |
|
10 |
0 |
0 |
0 |
0 |
12 |
0 |
13 |
|
Duration (in years) |
China |
Colombia |
Hong Kong |
India |
Japan |
Malaysia |
Mexico |
|
1 |
0 |
11 |
0 |
10 |
0 |
0 |
9 |
|
2 |
0 |
18 |
0 |
10 |
0 |
0 |
9 |
|
3 |
1 |
29 |
0 |
10 |
0 |
0 |
9 |
|
4 |
2 |
37 |
0 |
10 |
0 |
0 |
10 |
|
5 |
2 |
39 |
0 |
10 |
0 |
0 |
10 |
|
6 |
3 |
42 |
0 |
10 |
0 |
0 |
10 |
|
7 |
4 |
44 |
0 |
10 |
0 |
0 |
10 |
|
8 |
7 |
42 |
0 |
10 |
0 |
0 |
10 |
|
9 |
5 |
39 |
0 |
10 |
1 |
0 |
9 |
|
10 |
5 |
42 |
0 |
10 |
1 |
0 |
9 |
|
Duration (in years) |
New Zealand |
Russia |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
|
1 |
0 |
0 |
0 |
5 |
10 |
0 |
4 |
|
2 |
0 |
0 |
0 |
7 |
12 |
0 |
4 |
|
3 |
0 |
0 |
0 |
7 |
12 |
0 |
4 |
|
4 |
0 |
0 |
0 |
7 |
14 |
0 |
4 |
|
5 |
0 |
1 |
0 |
6 |
15 |
0 |
4 |
|
6 |
0 |
5 |
0 |
7 |
15 |
0 |
4 |
|
7 |
0 |
8 |
0 |
8 |
15 |
0 |
4 |
|
8 |
0 |
12 |
0 |
9 |
15 |
0 |
4 |
|
9 |
0 |
18 |
0 |
10 |
15 |
0 |
4 |
|
10 |
0 |
18 |
0 |
11 |
15 |
0 |
4 |
|
Duration (in years) |
United States |
|
1 |
0 |
|
2 |
0 |
|
3 |
0 |
|
4 |
0 |
|
5 |
0 |
|
6 |
0 |
|
7 |
0 |
|
8 |
0 |
|
9 |
0 |
|
10 |
0 |
2.
Exposures to financial institutions
2.1
Euro
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
20 |
46 |
122 |
236 |
563 |
1 244 |
|
2 |
6 |
20 |
46 |
122 |
236 |
563 |
1 003 |
|
3 |
7 |
23 |
47 |
115 |
232 |
559 |
818 |
|
4 |
8 |
25 |
49 |
117 |
231 |
558 |
678 |
|
5 |
10 |
28 |
55 |
120 |
231 |
558 |
570 |
|
6 |
11 |
30 |
58 |
124 |
231 |
558 |
558 |
|
7 |
12 |
32 |
60 |
127 |
231 |
558 |
558 |
|
8 |
12 |
33 |
59 |
125 |
231 |
558 |
558 |
|
9 |
12 |
34 |
59 |
125 |
231 |
558 |
558 |
|
10 |
13 |
35 |
60 |
124 |
231 |
558 |
558 |
|
11 |
13 |
36 |
60 |
124 |
231 |
558 |
558 |
|
12 |
14 |
37 |
60 |
124 |
231 |
558 |
558 |
|
13 |
14 |
38 |
60 |
124 |
231 |
558 |
558 |
|
14 |
14 |
38 |
60 |
124 |
231 |
558 |
558 |
|
15 |
14 |
38 |
60 |
124 |
231 |
558 |
558 |
|
16 |
14 |
38 |
60 |
124 |
231 |
558 |
558 |
|
17 |
14 |
38 |
60 |
124 |
231 |
558 |
558 |
|
18 |
14 |
38 |
60 |
124 |
231 |
558 |
558 |
|
19 |
15 |
38 |
60 |
124 |
231 |
558 |
558 |
|
20 |
16 |
38 |
60 |
124 |
231 |
558 |
558 |
|
21 |
16 |
38 |
60 |
124 |
231 |
558 |
558 |
|
22 |
17 |
38 |
60 |
124 |
231 |
558 |
558 |
|
23 |
17 |
38 |
60 |
124 |
231 |
558 |
558 |
|
24 |
19 |
38 |
60 |
124 |
231 |
558 |
558 |
|
25 |
19 |
38 |
60 |
124 |
231 |
558 |
558 |
|
26 |
20 |
38 |
60 |
124 |
231 |
558 |
558 |
|
27 |
20 |
38 |
60 |
124 |
231 |
558 |
558 |
|
28 |
21 |
38 |
60 |
124 |
231 |
558 |
558 |
|
29 |
22 |
38 |
60 |
124 |
231 |
558 |
558 |
|
30 |
23 |
38 |
60 |
124 |
231 |
558 |
558 |
2.2
Czech koruna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
12 |
26 |
51 |
127 |
241 |
569 |
1 290 |
|
2 |
14 |
28 |
53 |
130 |
243 |
571 |
1 038 |
|
3 |
15 |
31 |
55 |
123 |
240 |
567 |
846 |
|
4 |
16 |
33 |
57 |
125 |
239 |
566 |
700 |
|
5 |
17 |
36 |
62 |
127 |
238 |
566 |
587 |
|
6 |
18 |
37 |
65 |
131 |
238 |
565 |
565 |
|
7 |
19 |
39 |
66 |
133 |
237 |
564 |
564 |
|
8 |
18 |
39 |
65 |
131 |
236 |
564 |
564 |
|
9 |
18 |
39 |
65 |
130 |
236 |
563 |
563 |
|
10 |
18 |
40 |
64 |
129 |
235 |
563 |
563 |
|
11 |
18 |
41 |
64 |
129 |
235 |
562 |
562 |
|
12 |
18 |
41 |
64 |
128 |
234 |
562 |
562 |
|
13 |
17 |
41 |
63 |
128 |
234 |
561 |
561 |
|
14 |
17 |
41 |
62 |
127 |
233 |
561 |
561 |
|
15 |
17 |
40 |
62 |
127 |
233 |
560 |
560 |
|
16 |
16 |
40 |
61 |
126 |
232 |
560 |
560 |
|
17 |
16 |
39 |
61 |
126 |
232 |
559 |
559 |
|
18 |
16 |
39 |
61 |
126 |
232 |
559 |
559 |
|
19 |
16 |
39 |
61 |
126 |
232 |
559 |
559 |
|
20 |
16 |
40 |
61 |
126 |
232 |
560 |
560 |
|
21 |
16 |
40 |
62 |
126 |
233 |
560 |
560 |
|
22 |
17 |
40 |
62 |
127 |
233 |
560 |
560 |
|
23 |
18 |
40 |
62 |
127 |
233 |
560 |
560 |
|
24 |
19 |
40 |
62 |
127 |
233 |
560 |
560 |
|
25 |
19 |
40 |
62 |
127 |
233 |
560 |
560 |
|
26 |
20 |
41 |
62 |
127 |
233 |
561 |
561 |
|
27 |
20 |
41 |
62 |
127 |
233 |
560 |
560 |
|
28 |
21 |
41 |
62 |
127 |
233 |
560 |
560 |
|
29 |
22 |
40 |
62 |
127 |
233 |
560 |
560 |
|
30 |
23 |
40 |
62 |
127 |
233 |
560 |
560 |
2.3
Danish krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
20 |
45 |
122 |
235 |
563 |
1 244 |
|
2 |
6 |
20 |
45 |
122 |
235 |
563 |
1 003 |
|
3 |
7 |
22 |
46 |
114 |
232 |
559 |
818 |
|
4 |
8 |
25 |
49 |
116 |
230 |
558 |
678 |
|
5 |
10 |
28 |
54 |
119 |
230 |
558 |
569 |
|
6 |
11 |
30 |
58 |
124 |
230 |
558 |
558 |
|
7 |
12 |
32 |
60 |
127 |
230 |
558 |
558 |
|
8 |
12 |
33 |
59 |
125 |
230 |
558 |
558 |
|
9 |
12 |
34 |
59 |
124 |
230 |
558 |
558 |
|
10 |
13 |
35 |
59 |
124 |
230 |
558 |
558 |
|
11 |
13 |
36 |
60 |
124 |
230 |
558 |
558 |
|
12 |
14 |
37 |
60 |
124 |
230 |
558 |
558 |
|
13 |
14 |
37 |
60 |
124 |
230 |
558 |
558 |
|
14 |
14 |
38 |
60 |
124 |
230 |
558 |
558 |
|
15 |
14 |
38 |
60 |
124 |
230 |
558 |
558 |
|
16 |
14 |
38 |
60 |
124 |
230 |
558 |
558 |
|
17 |
14 |
38 |
60 |
124 |
230 |
558 |
558 |
|
18 |
14 |
38 |
60 |
124 |
230 |
558 |
558 |
|
19 |
15 |
38 |
60 |
124 |
230 |
558 |
558 |
|
20 |
16 |
38 |
60 |
124 |
230 |
558 |
558 |
|
21 |
16 |
38 |
60 |
124 |
230 |
558 |
558 |
|
22 |
17 |
38 |
60 |
124 |
230 |
558 |
558 |
|
23 |
17 |
38 |
60 |
124 |
230 |
558 |
558 |
|
24 |
19 |
38 |
60 |
124 |
230 |
558 |
558 |
|
25 |
19 |
38 |
60 |
124 |
230 |
558 |
558 |
|
26 |
20 |
38 |
60 |
124 |
230 |
558 |
558 |
|
27 |
20 |
38 |
60 |
124 |
230 |
558 |
558 |
|
28 |
21 |
38 |
60 |
124 |
230 |
558 |
558 |
|
29 |
22 |
38 |
60 |
124 |
230 |
558 |
558 |
|
30 |
23 |
38 |
60 |
124 |
230 |
558 |
558 |
2.4
Forint
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
82 |
97 |
122 |
198 |
312 |
639 |
1 256 |
|
2 |
78 |
93 |
118 |
194 |
308 |
635 |
1 020 |
|
3 |
82 |
98 |
121 |
189 |
307 |
634 |
834 |
|
4 |
81 |
98 |
122 |
189 |
303 |
630 |
693 |
|
5 |
80 |
98 |
125 |
190 |
301 |
628 |
628 |
|
6 |
79 |
98 |
126 |
192 |
299 |
626 |
626 |
|
7 |
78 |
98 |
126 |
193 |
296 |
624 |
624 |
|
8 |
77 |
98 |
124 |
190 |
295 |
622 |
622 |
|
9 |
76 |
97 |
123 |
188 |
294 |
621 |
621 |
|
10 |
72 |
95 |
119 |
184 |
290 |
617 |
617 |
|
11 |
70 |
93 |
117 |
181 |
287 |
615 |
615 |
|
12 |
69 |
92 |
115 |
180 |
286 |
613 |
613 |
|
13 |
69 |
92 |
114 |
179 |
285 |
612 |
612 |
|
14 |
68 |
92 |
114 |
178 |
285 |
612 |
612 |
|
15 |
68 |
92 |
113 |
178 |
284 |
612 |
612 |
|
16 |
67 |
91 |
113 |
177 |
284 |
611 |
611 |
|
17 |
67 |
90 |
112 |
177 |
283 |
610 |
610 |
|
18 |
66 |
90 |
112 |
176 |
282 |
610 |
610 |
|
19 |
65 |
89 |
111 |
175 |
282 |
609 |
609 |
|
20 |
65 |
88 |
110 |
175 |
281 |
608 |
608 |
|
21 |
64 |
88 |
109 |
174 |
280 |
608 |
608 |
|
22 |
63 |
87 |
109 |
173 |
279 |
607 |
607 |
|
23 |
62 |
86 |
108 |
172 |
278 |
606 |
606 |
|
24 |
61 |
85 |
107 |
171 |
277 |
605 |
605 |
|
25 |
60 |
84 |
106 |
170 |
276 |
604 |
604 |
|
26 |
59 |
83 |
105 |
169 |
275 |
603 |
603 |
|
27 |
58 |
82 |
103 |
168 |
274 |
602 |
602 |
|
28 |
57 |
81 |
102 |
167 |
273 |
601 |
601 |
|
29 |
56 |
80 |
101 |
166 |
272 |
600 |
600 |
|
30 |
55 |
79 |
100 |
165 |
271 |
598 |
598 |
2.5
Krona
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
9 |
24 |
49 |
125 |
239 |
566 |
1 250 |
|
2 |
11 |
26 |
51 |
127 |
241 |
568 |
1 007 |
|
3 |
14 |
29 |
53 |
121 |
238 |
565 |
822 |
|
4 |
15 |
32 |
56 |
124 |
238 |
565 |
681 |
|
5 |
17 |
35 |
62 |
127 |
238 |
565 |
573 |
|
6 |
18 |
37 |
65 |
132 |
238 |
565 |
565 |
|
7 |
19 |
39 |
67 |
134 |
237 |
565 |
565 |
|
8 |
18 |
40 |
66 |
132 |
237 |
564 |
564 |
|
9 |
18 |
40 |
65 |
130 |
236 |
564 |
564 |
|
10 |
18 |
41 |
65 |
130 |
236 |
563 |
563 |
|
11 |
18 |
41 |
65 |
129 |
236 |
563 |
563 |
|
12 |
19 |
42 |
64 |
129 |
235 |
563 |
563 |
|
13 |
19 |
42 |
64 |
129 |
235 |
562 |
562 |
|
14 |
19 |
42 |
64 |
129 |
235 |
562 |
562 |
|
15 |
18 |
42 |
64 |
128 |
235 |
562 |
562 |
|
16 |
18 |
41 |
63 |
128 |
234 |
562 |
562 |
|
17 |
18 |
41 |
63 |
128 |
234 |
561 |
561 |
|
18 |
18 |
41 |
63 |
128 |
234 |
561 |
561 |
|
19 |
18 |
42 |
63 |
128 |
234 |
562 |
562 |
|
20 |
18 |
42 |
64 |
128 |
235 |
562 |
562 |
|
21 |
19 |
42 |
64 |
129 |
235 |
562 |
562 |
|
22 |
19 |
43 |
64 |
129 |
235 |
563 |
563 |
|
23 |
19 |
43 |
65 |
129 |
235 |
563 |
563 |
|
24 |
19 |
43 |
65 |
129 |
235 |
563 |
563 |
|
25 |
19 |
43 |
65 |
129 |
235 |
563 |
563 |
|
26 |
20 |
43 |
65 |
129 |
235 |
563 |
563 |
|
27 |
20 |
43 |
65 |
129 |
235 |
563 |
563 |
|
28 |
21 |
43 |
65 |
129 |
235 |
563 |
563 |
|
29 |
22 |
43 |
64 |
129 |
235 |
563 |
563 |
|
30 |
23 |
43 |
64 |
129 |
235 |
563 |
563 |
2.6
Kuna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
50 |
65 |
90 |
166 |
280 |
607 |
1 250 |
|
2 |
54 |
69 |
94 |
170 |
284 |
611 |
1 008 |
|
3 |
60 |
75 |
99 |
167 |
284 |
611 |
824 |
|
4 |
63 |
80 |
104 |
171 |
285 |
613 |
683 |
|
5 |
65 |
83 |
110 |
175 |
286 |
614 |
614 |
|
6 |
66 |
86 |
114 |
180 |
286 |
613 |
613 |
|
7 |
67 |
87 |
115 |
182 |
285 |
613 |
613 |
|
8 |
66 |
87 |
113 |
179 |
284 |
612 |
612 |
|
9 |
65 |
86 |
112 |
177 |
283 |
610 |
610 |
|
10 |
64 |
86 |
110 |
175 |
281 |
609 |
609 |
|
11 |
63 |
86 |
109 |
174 |
280 |
607 |
607 |
|
12 |
62 |
85 |
108 |
172 |
278 |
606 |
606 |
|
13 |
61 |
84 |
106 |
171 |
277 |
604 |
604 |
|
14 |
59 |
83 |
105 |
169 |
276 |
603 |
603 |
|
15 |
58 |
82 |
104 |
168 |
274 |
602 |
602 |
|
16 |
57 |
81 |
103 |
167 |
273 |
601 |
601 |
|
17 |
56 |
80 |
102 |
166 |
272 |
600 |
600 |
|
18 |
55 |
79 |
101 |
166 |
272 |
599 |
599 |
|
19 |
55 |
78 |
100 |
165 |
271 |
598 |
598 |
|
20 |
54 |
78 |
100 |
164 |
270 |
598 |
598 |
|
21 |
54 |
77 |
99 |
164 |
270 |
597 |
597 |
|
22 |
53 |
76 |
98 |
163 |
269 |
596 |
596 |
|
23 |
52 |
76 |
97 |
162 |
268 |
596 |
596 |
|
24 |
51 |
75 |
97 |
161 |
267 |
595 |
595 |
|
25 |
50 |
74 |
96 |
160 |
267 |
594 |
594 |
|
26 |
49 |
73 |
95 |
159 |
266 |
593 |
593 |
|
27 |
49 |
72 |
94 |
159 |
265 |
592 |
592 |
|
28 |
48 |
71 |
93 |
158 |
264 |
591 |
591 |
|
29 |
47 |
71 |
92 |
157 |
263 |
591 |
591 |
|
30 |
46 |
70 |
92 |
156 |
262 |
590 |
590 |
2.7
Lev
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
5 |
20 |
45 |
121 |
235 |
562 |
1 243 |
|
2 |
5 |
20 |
45 |
121 |
235 |
562 |
1 002 |
|
3 |
6 |
22 |
46 |
114 |
231 |
558 |
818 |
|
4 |
7 |
24 |
48 |
116 |
230 |
557 |
677 |
|
5 |
9 |
27 |
54 |
119 |
230 |
557 |
569 |
|
6 |
10 |
29 |
57 |
123 |
230 |
557 |
557 |
|
7 |
11 |
32 |
59 |
126 |
230 |
557 |
557 |
|
8 |
11 |
32 |
59 |
125 |
230 |
557 |
557 |
|
9 |
11 |
33 |
58 |
124 |
230 |
557 |
557 |
|
10 |
12 |
34 |
59 |
123 |
230 |
557 |
557 |
|
11 |
12 |
35 |
59 |
123 |
230 |
557 |
557 |
|
12 |
13 |
36 |
59 |
123 |
230 |
557 |
557 |
|
13 |
13 |
37 |
59 |
123 |
230 |
557 |
557 |
|
14 |
13 |
37 |
59 |
123 |
230 |
557 |
557 |
|
15 |
13 |
37 |
59 |
123 |
230 |
557 |
557 |
|
16 |
13 |
37 |
59 |
123 |
230 |
557 |
557 |
|
17 |
13 |
37 |
59 |
123 |
230 |
557 |
557 |
|
18 |
14 |
37 |
59 |
123 |
230 |
557 |
557 |
|
19 |
15 |
37 |
59 |
123 |
230 |
557 |
557 |
|
20 |
16 |
37 |
59 |
123 |
230 |
557 |
557 |
|
21 |
16 |
37 |
59 |
123 |
230 |
557 |
557 |
|
22 |
17 |
37 |
59 |
123 |
230 |
557 |
557 |
|
23 |
17 |
37 |
59 |
123 |
230 |
557 |
557 |
|
24 |
19 |
37 |
59 |
123 |
230 |
557 |
557 |
|
25 |
19 |
37 |
59 |
123 |
230 |
557 |
557 |
|
26 |
20 |
37 |
59 |
124 |
230 |
557 |
557 |
|
27 |
20 |
37 |
59 |
124 |
230 |
557 |
557 |
|
28 |
21 |
37 |
59 |
124 |
230 |
557 |
557 |
|
29 |
22 |
37 |
59 |
124 |
230 |
557 |
557 |
|
30 |
23 |
37 |
59 |
124 |
230 |
557 |
557 |
2.8
Pound sterling
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
7 |
25 |
56 |
153 |
254 |
581 |
1 267 |
|
2 |
7 |
25 |
56 |
153 |
254 |
581 |
1 021 |
|
3 |
8 |
27 |
55 |
138 |
250 |
577 |
833 |
|
4 |
10 |
29 |
57 |
128 |
248 |
575 |
690 |
|
5 |
11 |
31 |
58 |
116 |
247 |
574 |
579 |
|
6 |
14 |
34 |
61 |
108 |
245 |
573 |
573 |
|
7 |
16 |
37 |
62 |
101 |
244 |
572 |
572 |
|
8 |
16 |
38 |
61 |
93 |
243 |
571 |
571 |
|
9 |
19 |
45 |
64 |
87 |
242 |
570 |
570 |
|
10 |
19 |
45 |
62 |
84 |
241 |
569 |
569 |
|
11 |
18 |
44 |
60 |
84 |
240 |
568 |
568 |
|
12 |
17 |
44 |
61 |
84 |
240 |
567 |
567 |
|
13 |
17 |
44 |
61 |
85 |
239 |
566 |
566 |
|
14 |
17 |
44 |
61 |
85 |
238 |
566 |
566 |
|
15 |
17 |
44 |
61 |
85 |
237 |
565 |
565 |
|
16 |
17 |
44 |
61 |
85 |
236 |
563 |
563 |
|
17 |
17 |
44 |
61 |
85 |
235 |
562 |
562 |
|
18 |
17 |
44 |
61 |
85 |
234 |
562 |
562 |
|
19 |
17 |
44 |
61 |
85 |
234 |
562 |
562 |
|
20 |
17 |
44 |
61 |
85 |
235 |
562 |
562 |
|
21 |
17 |
44 |
61 |
85 |
235 |
562 |
562 |
|
22 |
17 |
44 |
61 |
85 |
235 |
562 |
562 |
|
23 |
17 |
44 |
61 |
85 |
234 |
562 |
562 |
|
24 |
19 |
44 |
61 |
85 |
234 |
561 |
561 |
|
25 |
19 |
44 |
61 |
85 |
233 |
561 |
561 |
|
26 |
20 |
44 |
61 |
85 |
233 |
560 |
560 |
|
27 |
20 |
44 |
61 |
85 |
232 |
560 |
560 |
|
28 |
21 |
44 |
61 |
85 |
232 |
559 |
559 |
|
29 |
22 |
44 |
61 |
85 |
231 |
559 |
559 |
|
30 |
23 |
44 |
61 |
85 |
231 |
558 |
558 |
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 |
101 |
126 |
202 |
316 |
643 |
1 310 |
|
2 |
84 |
99 |
124 |
200 |
314 |
641 |
1 060 |
|
3 |
83 |
99 |
123 |
191 |
308 |
635 |
868 |
|
4 |
82 |
99 |
123 |
190 |
305 |
632 |
720 |
|
5 |
81 |
99 |
126 |
191 |
302 |
629 |
629 |
|
6 |
80 |
99 |
127 |
193 |
299 |
627 |
627 |
|
7 |
78 |
99 |
126 |
193 |
297 |
624 |
624 |
|
8 |
76 |
97 |
123 |
189 |
294 |
622 |
622 |
|
9 |
74 |
95 |
121 |
186 |
292 |
619 |
619 |
|
10 |
72 |
95 |
119 |
184 |
290 |
618 |
618 |
|
11 |
71 |
94 |
118 |
182 |
289 |
616 |
616 |
|
12 |
70 |
93 |
116 |
181 |
287 |
614 |
614 |
|
13 |
69 |
92 |
114 |
179 |
285 |
613 |
613 |
|
14 |
68 |
91 |
113 |
178 |
284 |
611 |
611 |
|
15 |
66 |
90 |
112 |
176 |
282 |
610 |
610 |
|
16 |
65 |
88 |
110 |
175 |
281 |
609 |
609 |
|
17 |
64 |
87 |
109 |
174 |
280 |
607 |
607 |
|
18 |
63 |
86 |
108 |
173 |
279 |
606 |
606 |
|
19 |
62 |
85 |
107 |
172 |
278 |
606 |
606 |
|
20 |
61 |
85 |
107 |
171 |
277 |
605 |
605 |
|
21 |
60 |
84 |
106 |
170 |
276 |
604 |
604 |
|
22 |
59 |
83 |
105 |
169 |
275 |
603 |
603 |
|
23 |
58 |
82 |
104 |
168 |
274 |
602 |
602 |
|
24 |
57 |
81 |
103 |
167 |
273 |
601 |
601 |
|
25 |
56 |
80 |
102 |
166 |
272 |
600 |
600 |
|
26 |
55 |
79 |
101 |
165 |
271 |
599 |
599 |
|
27 |
54 |
78 |
100 |
164 |
270 |
598 |
598 |
|
28 |
53 |
77 |
99 |
163 |
269 |
597 |
597 |
|
29 |
52 |
76 |
98 |
162 |
268 |
596 |
596 |
|
30 |
51 |
75 |
97 |
161 |
267 |
595 |
595 |
2.10
Zloty
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
59 |
74 |
99 |
175 |
289 |
616 |
1 278 |
|
2 |
58 |
73 |
98 |
174 |
288 |
615 |
1 032 |
|
3 |
58 |
74 |
98 |
166 |
283 |
610 |
843 |
|
4 |
58 |
75 |
99 |
166 |
281 |
608 |
699 |
|
5 |
58 |
76 |
102 |
168 |
278 |
606 |
606 |
|
6 |
57 |
76 |
104 |
170 |
277 |
604 |
604 |
|
7 |
57 |
77 |
104 |
171 |
275 |
602 |
602 |
|
8 |
55 |
76 |
102 |
168 |
273 |
601 |
601 |
|
9 |
53 |
75 |
101 |
166 |
272 |
599 |
599 |
|
10 |
53 |
75 |
99 |
164 |
270 |
598 |
598 |
|
11 |
52 |
75 |
99 |
163 |
269 |
597 |
597 |
|
12 |
52 |
75 |
98 |
162 |
269 |
596 |
596 |
|
13 |
51 |
75 |
97 |
162 |
268 |
595 |
595 |
|
14 |
51 |
75 |
96 |
161 |
267 |
595 |
595 |
|
15 |
50 |
74 |
96 |
160 |
267 |
594 |
594 |
|
16 |
49 |
73 |
95 |
159 |
265 |
593 |
593 |
|
17 |
49 |
72 |
94 |
159 |
265 |
592 |
592 |
|
18 |
48 |
72 |
93 |
158 |
264 |
592 |
592 |
|
19 |
47 |
71 |
93 |
157 |
264 |
591 |
591 |
|
20 |
47 |
71 |
93 |
157 |
263 |
591 |
591 |
|
21 |
47 |
71 |
92 |
157 |
263 |
591 |
591 |
|
22 |
47 |
70 |
92 |
157 |
263 |
590 |
590 |
|
23 |
46 |
70 |
91 |
156 |
262 |
590 |
590 |
|
24 |
45 |
69 |
91 |
155 |
262 |
589 |
589 |
|
25 |
45 |
68 |
90 |
155 |
261 |
588 |
588 |
|
26 |
44 |
68 |
90 |
154 |
260 |
588 |
588 |
|
27 |
43 |
67 |
89 |
153 |
260 |
587 |
587 |
|
28 |
43 |
66 |
88 |
153 |
259 |
586 |
586 |
|
29 |
42 |
66 |
87 |
152 |
258 |
586 |
586 |
|
30 |
41 |
65 |
87 |
151 |
258 |
585 |
585 |
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 |
147 |
260 |
588 |
1 278 |
|
2 |
31 |
46 |
71 |
147 |
261 |
588 |
1 032 |
|
3 |
32 |
47 |
71 |
139 |
256 |
583 |
842 |
|
4 |
32 |
49 |
73 |
140 |
254 |
582 |
697 |
|
5 |
32 |
51 |
77 |
142 |
253 |
581 |
586 |
|
6 |
33 |
52 |
80 |
146 |
252 |
580 |
580 |
|
7 |
33 |
53 |
81 |
148 |
252 |
579 |
579 |
|
8 |
32 |
53 |
80 |
146 |
251 |
578 |
578 |
|
9 |
32 |
53 |
79 |
144 |
250 |
577 |
577 |
|
10 |
31 |
54 |
78 |
143 |
249 |
577 |
577 |
|
11 |
31 |
54 |
78 |
142 |
248 |
576 |
576 |
|
12 |
31 |
54 |
77 |
142 |
248 |
575 |
575 |
|
13 |
31 |
54 |
76 |
141 |
247 |
574 |
574 |
|
14 |
30 |
54 |
75 |
140 |
246 |
574 |
574 |
|
15 |
29 |
53 |
75 |
139 |
245 |
573 |
573 |
|
16 |
28 |
52 |
74 |
138 |
245 |
572 |
572 |
|
17 |
28 |
51 |
73 |
138 |
244 |
572 |
572 |
|
18 |
27 |
51 |
73 |
138 |
244 |
571 |
571 |
|
19 |
27 |
51 |
73 |
137 |
243 |
571 |
571 |
|
20 |
27 |
51 |
73 |
137 |
244 |
571 |
571 |
|
21 |
27 |
51 |
73 |
137 |
244 |
571 |
571 |
|
22 |
27 |
51 |
73 |
137 |
243 |
571 |
571 |
|
23 |
27 |
51 |
73 |
137 |
243 |
571 |
571 |
|
24 |
27 |
51 |
72 |
137 |
243 |
571 |
571 |
|
25 |
27 |
50 |
72 |
137 |
243 |
570 |
570 |
|
26 |
26 |
50 |
72 |
136 |
243 |
570 |
570 |
|
27 |
26 |
50 |
72 |
136 |
242 |
570 |
570 |
|
28 |
26 |
50 |
71 |
136 |
242 |
570 |
570 |
|
29 |
26 |
49 |
71 |
136 |
242 |
569 |
569 |
|
30 |
25 |
49 |
71 |
135 |
242 |
569 |
569 |
2.12
Swiss franc
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
3 |
26 |
102 |
216 |
543 |
1 236 |
|
2 |
1 |
5 |
27 |
103 |
217 |
544 |
996 |
|
3 |
2 |
5 |
28 |
96 |
213 |
540 |
813 |
|
4 |
3 |
6 |
31 |
98 |
212 |
539 |
673 |
|
5 |
4 |
9 |
36 |
101 |
212 |
539 |
566 |
|
6 |
4 |
11 |
39 |
106 |
212 |
539 |
539 |
|
7 |
5 |
14 |
41 |
108 |
212 |
539 |
539 |
|
8 |
7 |
14 |
41 |
107 |
212 |
539 |
539 |
|
9 |
7 |
15 |
40 |
106 |
212 |
539 |
539 |
|
10 |
8 |
16 |
41 |
105 |
212 |
539 |
539 |
|
11 |
8 |
18 |
42 |
107 |
213 |
540 |
540 |
|
12 |
9 |
18 |
41 |
105 |
211 |
539 |
539 |
|
13 |
11 |
19 |
42 |
106 |
212 |
540 |
540 |
|
14 |
11 |
20 |
41 |
106 |
212 |
540 |
540 |
|
15 |
12 |
18 |
40 |
105 |
211 |
538 |
538 |
|
16 |
12 |
17 |
39 |
104 |
210 |
537 |
537 |
|
17 |
13 |
17 |
39 |
104 |
210 |
537 |
537 |
|
18 |
13 |
17 |
39 |
104 |
210 |
537 |
537 |
|
19 |
15 |
18 |
40 |
104 |
210 |
538 |
538 |
|
20 |
16 |
18 |
40 |
105 |
211 |
538 |
538 |
|
21 |
16 |
20 |
41 |
105 |
211 |
539 |
539 |
|
22 |
17 |
20 |
41 |
105 |
211 |
539 |
539 |
|
23 |
17 |
21 |
41 |
105 |
211 |
539 |
539 |
|
24 |
19 |
21 |
41 |
105 |
211 |
539 |
539 |
|
25 |
19 |
22 |
40 |
105 |
211 |
539 |
539 |
|
26 |
20 |
24 |
41 |
105 |
211 |
539 |
539 |
|
27 |
20 |
24 |
42 |
105 |
211 |
538 |
538 |
|
28 |
21 |
25 |
45 |
105 |
211 |
538 |
538 |
|
29 |
21 |
25 |
46 |
105 |
211 |
538 |
538 |
|
30 |
23 |
27 |
47 |
105 |
211 |
538 |
538 |
2.13
Australian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
47 |
62 |
87 |
163 |
277 |
604 |
1 278 |
|
2 |
47 |
62 |
87 |
163 |
277 |
604 |
1 029 |
|
3 |
48 |
63 |
87 |
155 |
272 |
600 |
839 |
|
4 |
48 |
65 |
89 |
156 |
271 |
598 |
695 |
|
5 |
48 |
67 |
93 |
158 |
269 |
597 |
597 |
|
6 |
48 |
68 |
96 |
162 |
268 |
596 |
596 |
|
7 |
49 |
69 |
96 |
163 |
267 |
594 |
594 |
|
8 |
47 |
69 |
95 |
161 |
266 |
593 |
593 |
|
9 |
47 |
68 |
94 |
159 |
265 |
592 |
592 |
|
10 |
46 |
69 |
93 |
158 |
264 |
591 |
591 |
|
11 |
46 |
69 |
92 |
157 |
263 |
591 |
591 |
|
12 |
46 |
69 |
91 |
156 |
262 |
590 |
590 |
|
13 |
45 |
69 |
91 |
155 |
262 |
589 |
589 |
|
14 |
45 |
68 |
90 |
155 |
261 |
588 |
588 |
|
15 |
44 |
68 |
89 |
154 |
260 |
588 |
588 |
|
16 |
43 |
67 |
89 |
153 |
259 |
587 |
587 |
|
17 |
43 |
66 |
88 |
153 |
259 |
586 |
586 |
|
18 |
42 |
66 |
87 |
152 |
258 |
586 |
586 |
|
19 |
41 |
65 |
87 |
152 |
258 |
585 |
585 |
|
20 |
41 |
65 |
87 |
151 |
258 |
585 |
585 |
|
21 |
41 |
65 |
87 |
151 |
257 |
585 |
585 |
|
22 |
41 |
64 |
86 |
151 |
257 |
584 |
584 |
|
23 |
40 |
64 |
86 |
150 |
256 |
584 |
584 |
|
24 |
40 |
63 |
85 |
150 |
256 |
583 |
583 |
|
25 |
39 |
63 |
85 |
149 |
255 |
583 |
583 |
|
26 |
38 |
62 |
84 |
149 |
255 |
582 |
582 |
|
27 |
38 |
61 |
83 |
148 |
254 |
581 |
581 |
|
28 |
37 |
61 |
83 |
147 |
253 |
581 |
581 |
|
29 |
37 |
60 |
82 |
147 |
253 |
580 |
580 |
|
30 |
36 |
60 |
81 |
146 |
252 |
580 |
580 |
2.14
Baht
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
16 |
30 |
56 |
132 |
245 |
573 |
1 282 |
|
2 |
20 |
34 |
60 |
136 |
250 |
577 |
1 034 |
|
3 |
24 |
40 |
64 |
132 |
249 |
576 |
844 |
|
4 |
28 |
45 |
69 |
136 |
250 |
578 |
698 |
|
5 |
31 |
49 |
75 |
140 |
251 |
579 |
587 |
|
6 |
30 |
49 |
77 |
143 |
249 |
577 |
577 |
|
7 |
35 |
55 |
82 |
149 |
253 |
580 |
580 |
|
8 |
33 |
54 |
80 |
147 |
252 |
579 |
579 |
|
9 |
34 |
56 |
81 |
146 |
252 |
580 |
580 |
|
10 |
36 |
58 |
83 |
148 |
254 |
581 |
581 |
|
11 |
38 |
61 |
84 |
149 |
255 |
582 |
582 |
|
12 |
39 |
62 |
85 |
149 |
255 |
583 |
583 |
|
13 |
40 |
63 |
85 |
150 |
256 |
583 |
583 |
|
14 |
40 |
64 |
85 |
150 |
256 |
584 |
584 |
|
15 |
40 |
64 |
86 |
150 |
256 |
584 |
584 |
|
16 |
40 |
63 |
85 |
150 |
256 |
583 |
583 |
|
17 |
40 |
63 |
85 |
150 |
256 |
583 |
583 |
|
18 |
39 |
62 |
84 |
149 |
255 |
582 |
582 |
|
19 |
38 |
62 |
84 |
148 |
255 |
582 |
582 |
|
20 |
38 |
62 |
84 |
148 |
255 |
582 |
582 |
|
21 |
38 |
62 |
84 |
148 |
255 |
582 |
582 |
|
22 |
38 |
62 |
84 |
148 |
254 |
582 |
582 |
|
23 |
38 |
61 |
83 |
148 |
254 |
581 |
581 |
|
24 |
37 |
61 |
83 |
147 |
254 |
581 |
581 |
|
25 |
37 |
61 |
82 |
147 |
253 |
581 |
581 |
|
26 |
36 |
60 |
82 |
147 |
253 |
580 |
580 |
|
27 |
36 |
60 |
81 |
146 |
252 |
580 |
580 |
|
28 |
35 |
59 |
81 |
145 |
252 |
579 |
579 |
|
29 |
35 |
59 |
80 |
145 |
251 |
579 |
579 |
|
30 |
34 |
58 |
80 |
144 |
251 |
578 |
578 |
2.15
Canadian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
15 |
30 |
55 |
131 |
245 |
572 |
1 286 |
|
2 |
16 |
31 |
56 |
132 |
246 |
573 |
1 035 |
|
3 |
18 |
34 |
58 |
126 |
243 |
570 |
844 |
|
4 |
20 |
37 |
61 |
128 |
242 |
570 |
699 |
|
5 |
22 |
40 |
66 |
131 |
242 |
570 |
587 |
|
6 |
23 |
42 |
70 |
136 |
242 |
570 |
570 |
|
7 |
24 |
44 |
72 |
139 |
242 |
570 |
570 |
|
8 |
24 |
45 |
71 |
137 |
242 |
570 |
570 |
|
9 |
24 |
46 |
71 |
136 |
242 |
570 |
570 |
|
10 |
25 |
47 |
71 |
136 |
242 |
570 |
570 |
|
11 |
25 |
48 |
72 |
136 |
243 |
570 |
570 |
|
12 |
26 |
49 |
72 |
136 |
243 |
570 |
570 |
|
13 |
26 |
50 |
72 |
137 |
243 |
570 |
570 |
|
14 |
27 |
50 |
72 |
137 |
243 |
570 |
570 |
|
15 |
27 |
50 |
72 |
137 |
243 |
570 |
570 |
|
16 |
26 |
50 |
72 |
136 |
243 |
570 |
570 |
|
17 |
26 |
50 |
72 |
137 |
243 |
570 |
570 |
|
18 |
26 |
50 |
72 |
136 |
243 |
570 |
570 |
|
19 |
26 |
50 |
72 |
136 |
243 |
570 |
570 |
|
20 |
26 |
50 |
72 |
137 |
243 |
570 |
570 |
|
21 |
26 |
50 |
72 |
137 |
243 |
570 |
570 |
|
22 |
26 |
50 |
72 |
136 |
243 |
570 |
570 |
|
23 |
26 |
50 |
71 |
136 |
242 |
570 |
570 |
|
24 |
26 |
49 |
71 |
136 |
242 |
569 |
569 |
|
25 |
25 |
49 |
71 |
135 |
241 |
569 |
569 |
|
26 |
25 |
48 |
70 |
135 |
241 |
568 |
568 |
|
27 |
24 |
48 |
70 |
134 |
241 |
568 |
568 |
|
28 |
24 |
48 |
69 |
134 |
240 |
568 |
568 |
|
29 |
24 |
47 |
69 |
134 |
240 |
567 |
567 |
|
30 |
23 |
47 |
69 |
133 |
240 |
567 |
567 |
2.16
Chilean peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
50 |
65 |
90 |
166 |
280 |
607 |
1 307 |
|
2 |
53 |
68 |
93 |
169 |
283 |
610 |
1 054 |
|
3 |
57 |
73 |
97 |
165 |
282 |
609 |
861 |
|
4 |
59 |
76 |
100 |
168 |
282 |
609 |
713 |
|
5 |
61 |
79 |
106 |
171 |
282 |
609 |
609 |
|
6 |
63 |
82 |
110 |
176 |
282 |
610 |
610 |
|
7 |
64 |
84 |
111 |
179 |
282 |
610 |
610 |
|
8 |
63 |
84 |
111 |
177 |
282 |
609 |
609 |
|
9 |
63 |
85 |
110 |
175 |
281 |
609 |
609 |
|
10 |
63 |
86 |
110 |
175 |
281 |
609 |
609 |
|
11 |
64 |
87 |
110 |
175 |
281 |
608 |
608 |
|
12 |
63 |
87 |
109 |
174 |
280 |
608 |
608 |
|
13 |
63 |
86 |
108 |
173 |
279 |
607 |
607 |
|
14 |
62 |
86 |
108 |
172 |
278 |
606 |
606 |
|
15 |
61 |
85 |
107 |
171 |
277 |
605 |
605 |
|
16 |
60 |
84 |
106 |
170 |
277 |
604 |
604 |
|
17 |
60 |
83 |
105 |
170 |
276 |
603 |
603 |
|
18 |
59 |
82 |
104 |
169 |
275 |
603 |
603 |
|
19 |
58 |
82 |
104 |
168 |
274 |
602 |
602 |
|
20 |
58 |
81 |
103 |
168 |
274 |
601 |
601 |
|
21 |
57 |
80 |
102 |
167 |
273 |
600 |
600 |
|
22 |
56 |
80 |
101 |
166 |
272 |
600 |
600 |
|
23 |
55 |
79 |
101 |
165 |
271 |
599 |
599 |
|
24 |
54 |
78 |
100 |
164 |
270 |
598 |
598 |
|
25 |
53 |
77 |
99 |
163 |
269 |
597 |
597 |
|
26 |
52 |
76 |
98 |
162 |
269 |
596 |
596 |
|
27 |
51 |
75 |
97 |
161 |
268 |
595 |
595 |
|
28 |
51 |
74 |
96 |
161 |
267 |
594 |
594 |
|
29 |
50 |
73 |
95 |
160 |
266 |
593 |
593 |
|
30 |
49 |
72 |
94 |
159 |
265 |
592 |
592 |
2.17
Colombian peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
82 |
96 |
121 |
197 |
311 |
638 |
1 333 |
|
2 |
86 |
100 |
125 |
201 |
315 |
643 |
1 080 |
|
3 |
87 |
103 |
127 |
195 |
312 |
639 |
885 |
|
4 |
88 |
105 |
129 |
196 |
310 |
637 |
735 |
|
5 |
91 |
109 |
136 |
201 |
312 |
639 |
639 |
|
6 |
93 |
112 |
140 |
206 |
312 |
640 |
640 |
|
7 |
94 |
114 |
142 |
209 |
312 |
640 |
640 |
|
8 |
95 |
116 |
142 |
208 |
313 |
641 |
641 |
|
9 |
96 |
117 |
143 |
208 |
314 |
641 |
641 |
|
10 |
96 |
119 |
143 |
208 |
314 |
641 |
641 |
|
11 |
96 |
119 |
143 |
207 |
313 |
641 |
641 |
|
12 |
96 |
119 |
142 |
206 |
312 |
640 |
640 |
|
13 |
95 |
118 |
140 |
205 |
311 |
639 |
639 |
|
14 |
94 |
117 |
139 |
204 |
310 |
637 |
637 |
|
15 |
92 |
116 |
137 |
202 |
308 |
636 |
636 |
|
16 |
91 |
114 |
136 |
201 |
307 |
634 |
634 |
|
17 |
89 |
113 |
135 |
199 |
305 |
633 |
633 |
|
18 |
88 |
111 |
133 |
198 |
304 |
631 |
631 |
|
19 |
86 |
110 |
132 |
196 |
303 |
630 |
630 |
|
20 |
85 |
109 |
131 |
195 |
301 |
629 |
629 |
|
21 |
84 |
107 |
129 |
194 |
300 |
627 |
627 |
|
22 |
82 |
106 |
128 |
192 |
298 |
626 |
626 |
|
23 |
81 |
104 |
126 |
191 |
297 |
624 |
624 |
|
24 |
79 |
103 |
124 |
189 |
295 |
623 |
623 |
|
25 |
77 |
101 |
123 |
187 |
294 |
621 |
621 |
|
26 |
76 |
100 |
121 |
186 |
292 |
619 |
619 |
|
27 |
74 |
98 |
120 |
184 |
291 |
618 |
618 |
|
28 |
73 |
96 |
118 |
183 |
289 |
616 |
616 |
|
29 |
71 |
95 |
117 |
181 |
287 |
615 |
615 |
|
30 |
70 |
93 |
115 |
180 |
286 |
613 |
613 |
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 |
8 |
23 |
48 |
124 |
238 |
565 |
1 280 |
|
2 |
12 |
26 |
51 |
128 |
241 |
569 |
1 032 |
|
3 |
15 |
31 |
55 |
123 |
240 |
567 |
842 |
|
4 |
18 |
35 |
59 |
127 |
241 |
568 |
697 |
|
5 |
21 |
39 |
66 |
131 |
242 |
569 |
585 |
|
6 |
23 |
42 |
70 |
136 |
242 |
570 |
570 |
|
7 |
24 |
44 |
72 |
139 |
242 |
570 |
570 |
|
8 |
24 |
45 |
71 |
137 |
243 |
570 |
570 |
|
9 |
24 |
46 |
71 |
137 |
243 |
570 |
570 |
|
10 |
25 |
47 |
72 |
136 |
243 |
570 |
570 |
|
11 |
25 |
48 |
72 |
136 |
242 |
570 |
570 |
|
12 |
25 |
49 |
71 |
136 |
242 |
570 |
570 |
|
13 |
25 |
49 |
71 |
135 |
242 |
569 |
569 |
|
14 |
25 |
48 |
70 |
135 |
241 |
568 |
568 |
|
15 |
24 |
48 |
69 |
134 |
240 |
568 |
568 |
|
16 |
23 |
47 |
68 |
133 |
239 |
567 |
567 |
|
17 |
23 |
46 |
68 |
133 |
239 |
566 |
566 |
|
18 |
22 |
46 |
68 |
132 |
238 |
566 |
566 |
|
19 |
22 |
46 |
67 |
132 |
238 |
566 |
566 |
|
20 |
22 |
46 |
68 |
132 |
238 |
566 |
566 |
|
21 |
22 |
46 |
68 |
132 |
239 |
566 |
566 |
|
22 |
22 |
46 |
68 |
132 |
239 |
566 |
566 |
|
23 |
22 |
46 |
68 |
132 |
239 |
566 |
566 |
|
24 |
22 |
46 |
68 |
132 |
238 |
566 |
566 |
|
25 |
22 |
46 |
67 |
132 |
238 |
566 |
566 |
|
26 |
22 |
46 |
67 |
132 |
238 |
566 |
566 |
|
27 |
22 |
45 |
67 |
132 |
238 |
565 |
565 |
|
28 |
22 |
45 |
67 |
132 |
238 |
565 |
565 |
|
29 |
22 |
45 |
67 |
131 |
238 |
565 |
565 |
|
30 |
23 |
45 |
67 |
131 |
237 |
565 |
565 |
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 |
94 |
109 |
134 |
210 |
324 |
651 |
1 376 |
|
2 |
95 |
109 |
134 |
210 |
324 |
652 |
1 111 |
|
3 |
95 |
111 |
135 |
203 |
320 |
647 |
908 |
|
4 |
96 |
113 |
137 |
205 |
319 |
646 |
753 |
|
5 |
97 |
115 |
142 |
207 |
318 |
646 |
646 |
|
6 |
98 |
117 |
145 |
211 |
317 |
645 |
645 |
|
7 |
98 |
119 |
146 |
213 |
317 |
644 |
644 |
|
8 |
98 |
119 |
145 |
211 |
316 |
644 |
644 |
|
9 |
97 |
119 |
144 |
210 |
315 |
643 |
643 |
|
10 |
96 |
119 |
143 |
208 |
314 |
641 |
641 |
|
11 |
95 |
118 |
141 |
206 |
312 |
640 |
640 |
|
12 |
94 |
117 |
139 |
204 |
310 |
638 |
638 |
|
13 |
92 |
115 |
138 |
202 |
308 |
636 |
636 |
|
14 |
90 |
114 |
136 |
200 |
306 |
634 |
634 |
|
15 |
88 |
112 |
134 |
198 |
305 |
632 |
632 |
|
16 |
86 |
110 |
132 |
196 |
303 |
630 |
630 |
|
17 |
85 |
108 |
130 |
195 |
301 |
628 |
628 |
|
18 |
83 |
107 |
129 |
193 |
299 |
627 |
627 |
|
19 |
82 |
105 |
127 |
192 |
298 |
625 |
625 |
|
20 |
81 |
104 |
126 |
191 |
297 |
624 |
624 |
|
21 |
80 |
103 |
125 |
190 |
296 |
623 |
623 |
|
22 |
79 |
102 |
124 |
189 |
295 |
622 |
622 |
|
23 |
77 |
101 |
123 |
187 |
294 |
621 |
621 |
|
24 |
76 |
100 |
122 |
186 |
292 |
620 |
620 |
|
25 |
75 |
99 |
120 |
185 |
291 |
619 |
619 |
|
26 |
74 |
98 |
119 |
184 |
290 |
617 |
617 |
|
27 |
73 |
96 |
118 |
183 |
289 |
616 |
616 |
|
28 |
72 |
95 |
117 |
182 |
288 |
615 |
615 |
|
29 |
71 |
94 |
116 |
181 |
287 |
614 |
614 |
|
30 |
70 |
93 |
115 |
180 |
286 |
613 |
613 |
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 |
340 |
354 |
379 |
456 |
569 |
897 |
1 416 |
|
2 |
81 |
95 |
120 |
197 |
310 |
638 |
1 138 |
|
3 |
85 |
100 |
124 |
192 |
309 |
637 |
927 |
|
4 |
88 |
105 |
129 |
196 |
310 |
638 |
766 |
|
5 |
91 |
109 |
135 |
200 |
311 |
639 |
644 |
|
6 |
92 |
112 |
139 |
206 |
312 |
639 |
639 |
|
7 |
94 |
114 |
142 |
209 |
312 |
640 |
640 |
|
8 |
95 |
116 |
142 |
208 |
313 |
640 |
640 |
|
9 |
95 |
117 |
142 |
207 |
313 |
641 |
641 |
|
10 |
95 |
118 |
142 |
207 |
313 |
640 |
640 |
|
11 |
96 |
119 |
142 |
207 |
313 |
640 |
640 |
|
12 |
96 |
119 |
142 |
207 |
313 |
640 |
640 |
|
13 |
97 |
120 |
142 |
207 |
313 |
641 |
641 |
|
14 |
98 |
121 |
143 |
208 |
314 |
641 |
641 |
|
15 |
98 |
122 |
144 |
208 |
315 |
642 |
642 |
|
16 |
99 |
123 |
145 |
209 |
315 |
643 |
643 |
|
17 |
100 |
124 |
146 |
210 |
316 |
644 |
644 |
|
18 |
101 |
125 |
147 |
211 |
317 |
645 |
645 |
|
19 |
102 |
126 |
148 |
212 |
318 |
646 |
646 |
|
20 |
103 |
126 |
148 |
213 |
319 |
646 |
646 |
|
21 |
103 |
127 |
148 |
213 |
319 |
647 |
647 |
|
22 |
103 |
126 |
148 |
213 |
319 |
646 |
646 |
|
23 |
102 |
126 |
148 |
212 |
318 |
646 |
646 |
|
24 |
101 |
125 |
147 |
211 |
317 |
645 |
645 |
|
25 |
100 |
124 |
146 |
210 |
316 |
644 |
644 |
|
26 |
99 |
123 |
145 |
209 |
315 |
643 |
643 |
|
27 |
98 |
122 |
143 |
208 |
314 |
641 |
641 |
|
28 |
97 |
120 |
142 |
207 |
313 |
640 |
640 |
|
29 |
95 |
119 |
141 |
205 |
311 |
639 |
639 |
|
30 |
94 |
117 |
139 |
204 |
310 |
637 |
637 |
2.21
New Taiwan dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
11 |
36 |
112 |
226 |
553 |
1 258 |
|
2 |
1 |
11 |
36 |
112 |
226 |
553 |
1 014 |
|
3 |
2 |
13 |
36 |
104 |
222 |
549 |
828 |
|
4 |
3 |
14 |
38 |
106 |
220 |
547 |
685 |
|
5 |
4 |
16 |
43 |
108 |
219 |
546 |
576 |
|
6 |
5 |
17 |
45 |
112 |
218 |
545 |
545 |
|
7 |
5 |
19 |
47 |
114 |
217 |
545 |
545 |
|
8 |
7 |
19 |
45 |
111 |
216 |
544 |
544 |
|
9 |
7 |
19 |
44 |
109 |
215 |
543 |
543 |
|
10 |
8 |
20 |
44 |
109 |
215 |
542 |
542 |
|
11 |
8 |
21 |
44 |
109 |
215 |
542 |
542 |
|
12 |
9 |
21 |
44 |
109 |
215 |
542 |
542 |
|
13 |
11 |
22 |
44 |
109 |
215 |
542 |
542 |
|
14 |
11 |
22 |
44 |
109 |
215 |
542 |
542 |
|
15 |
12 |
23 |
44 |
109 |
215 |
543 |
543 |
|
16 |
12 |
23 |
44 |
109 |
215 |
543 |
543 |
|
17 |
13 |
23 |
45 |
109 |
216 |
543 |
543 |
|
18 |
15 |
23 |
45 |
110 |
216 |
544 |
544 |
|
19 |
15 |
24 |
46 |
111 |
217 |
544 |
544 |
|
20 |
16 |
25 |
47 |
111 |
218 |
545 |
545 |
|
21 |
16 |
26 |
48 |
112 |
218 |
546 |
546 |
|
22 |
17 |
26 |
48 |
113 |
219 |
547 |
547 |
|
23 |
17 |
27 |
49 |
114 |
220 |
547 |
547 |
|
24 |
19 |
28 |
49 |
114 |
220 |
548 |
548 |
|
25 |
19 |
28 |
50 |
114 |
221 |
548 |
548 |
|
26 |
20 |
28 |
50 |
115 |
221 |
548 |
548 |
|
27 |
20 |
29 |
51 |
115 |
221 |
549 |
549 |
|
28 |
21 |
29 |
51 |
116 |
222 |
549 |
549 |
|
29 |
22 |
29 |
51 |
116 |
222 |
549 |
549 |
|
30 |
23 |
30 |
51 |
116 |
222 |
550 |
550 |
2.22
New Zealand dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
53 |
68 |
93 |
169 |
283 |
610 |
1 281 |
|
2 |
54 |
68 |
94 |
170 |
284 |
611 |
1 032 |
|
3 |
55 |
71 |
94 |
162 |
280 |
607 |
842 |
|
4 |
55 |
72 |
96 |
164 |
278 |
605 |
697 |
|
5 |
56 |
74 |
101 |
166 |
277 |
604 |
604 |
|
6 |
57 |
76 |
104 |
170 |
276 |
604 |
604 |
|
7 |
56 |
77 |
104 |
171 |
275 |
602 |
602 |
|
8 |
56 |
77 |
103 |
169 |
274 |
602 |
602 |
|
9 |
55 |
77 |
102 |
167 |
273 |
601 |
601 |
|
10 |
54 |
77 |
101 |
166 |
272 |
599 |
599 |
|
11 |
53 |
76 |
100 |
164 |
271 |
598 |
598 |
|
12 |
52 |
75 |
98 |
163 |
269 |
596 |
596 |
|
13 |
51 |
75 |
97 |
161 |
267 |
595 |
595 |
|
14 |
50 |
73 |
95 |
160 |
266 |
593 |
593 |
|
15 |
48 |
72 |
94 |
158 |
264 |
592 |
592 |
|
16 |
47 |
70 |
92 |
157 |
263 |
590 |
590 |
|
17 |
45 |
69 |
91 |
156 |
262 |
589 |
589 |
|
18 |
44 |
68 |
90 |
154 |
261 |
588 |
588 |
|
19 |
43 |
67 |
89 |
153 |
260 |
587 |
587 |
|
20 |
43 |
66 |
88 |
153 |
259 |
587 |
587 |
|
21 |
42 |
66 |
88 |
152 |
259 |
586 |
586 |
|
22 |
42 |
65 |
87 |
152 |
258 |
585 |
585 |
|
23 |
41 |
65 |
86 |
151 |
257 |
585 |
585 |
|
24 |
40 |
64 |
86 |
150 |
257 |
584 |
584 |
|
25 |
40 |
63 |
85 |
150 |
256 |
583 |
583 |
|
26 |
39 |
63 |
84 |
149 |
255 |
583 |
583 |
|
27 |
38 |
62 |
84 |
148 |
254 |
582 |
582 |
|
28 |
38 |
61 |
83 |
148 |
254 |
581 |
581 |
|
29 |
37 |
61 |
82 |
147 |
253 |
580 |
580 |
|
30 |
36 |
60 |
82 |
146 |
252 |
580 |
580 |
2.23
Rand
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
116 |
130 |
155 |
231 |
345 |
672 |
1 389 |
|
2 |
117 |
131 |
156 |
232 |
346 |
674 |
1 120 |
|
3 |
119 |
135 |
158 |
226 |
344 |
671 |
915 |
|
4 |
121 |
138 |
162 |
229 |
343 |
670 |
758 |
|
5 |
122 |
141 |
167 |
232 |
343 |
671 |
671 |
|
6 |
123 |
143 |
170 |
237 |
343 |
670 |
670 |
|
7 |
124 |
144 |
172 |
239 |
342 |
670 |
670 |
|
8 |
123 |
144 |
170 |
236 |
341 |
669 |
669 |
|
9 |
122 |
144 |
169 |
235 |
341 |
668 |
668 |
|
10 |
122 |
144 |
168 |
233 |
339 |
667 |
667 |
|
11 |
121 |
144 |
167 |
232 |
338 |
665 |
665 |
|
12 |
119 |
143 |
165 |
230 |
336 |
664 |
664 |
|
13 |
118 |
141 |
163 |
228 |
334 |
662 |
662 |
|
14 |
116 |
139 |
161 |
226 |
332 |
659 |
659 |
|
15 |
114 |
137 |
159 |
224 |
330 |
657 |
657 |
|
16 |
111 |
135 |
156 |
221 |
327 |
655 |
655 |
|
17 |
109 |
132 |
154 |
219 |
325 |
652 |
652 |
|
18 |
107 |
130 |
152 |
217 |
323 |
650 |
650 |
|
19 |
104 |
128 |
150 |
215 |
321 |
648 |
648 |
|
20 |
103 |
126 |
148 |
213 |
319 |
646 |
646 |
|
21 |
101 |
125 |
147 |
211 |
317 |
645 |
645 |
|
22 |
99 |
123 |
145 |
209 |
315 |
643 |
643 |
|
23 |
97 |
121 |
143 |
207 |
314 |
641 |
641 |
|
24 |
96 |
119 |
141 |
206 |
312 |
639 |
639 |
|
25 |
94 |
117 |
139 |
204 |
310 |
637 |
637 |
|
26 |
92 |
116 |
137 |
202 |
308 |
636 |
636 |
|
27 |
90 |
114 |
136 |
200 |
307 |
634 |
634 |
|
28 |
89 |
112 |
134 |
199 |
305 |
632 |
632 |
|
29 |
87 |
111 |
133 |
197 |
303 |
631 |
631 |
|
30 |
86 |
109 |
131 |
196 |
302 |
629 |
629 |
2.24
Real
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
172 |
186 |
212 |
288 |
402 |
729 |
1 375 |
|
2 |
181 |
196 |
221 |
297 |
411 |
738 |
1 118 |
|
3 |
187 |
202 |
226 |
294 |
411 |
739 |
918 |
|
4 |
189 |
206 |
230 |
297 |
411 |
739 |
764 |
|
5 |
190 |
208 |
235 |
300 |
411 |
738 |
738 |
|
6 |
190 |
209 |
237 |
304 |
410 |
737 |
737 |
|
7 |
190 |
210 |
237 |
305 |
408 |
736 |
736 |
|
8 |
188 |
209 |
236 |
302 |
407 |
734 |
734 |
|
9 |
187 |
209 |
234 |
299 |
405 |
733 |
733 |
|
10 |
186 |
208 |
233 |
298 |
404 |
731 |
731 |
|
11 |
185 |
207 |
231 |
296 |
402 |
729 |
729 |
|
12 |
182 |
206 |
228 |
293 |
399 |
727 |
727 |
|
13 |
180 |
203 |
225 |
290 |
396 |
724 |
724 |
|
14 |
177 |
201 |
222 |
287 |
393 |
721 |
721 |
|
15 |
174 |
197 |
219 |
284 |
390 |
717 |
717 |
|
16 |
171 |
194 |
216 |
281 |
387 |
714 |
714 |
|
17 |
167 |
191 |
213 |
277 |
384 |
711 |
711 |
|
18 |
164 |
188 |
210 |
274 |
380 |
708 |
708 |
|
19 |
161 |
185 |
207 |
271 |
377 |
705 |
705 |
|
20 |
158 |
182 |
204 |
268 |
374 |
702 |
702 |
|
21 |
155 |
179 |
200 |
265 |
371 |
699 |
699 |
|
22 |
152 |
175 |
197 |
262 |
368 |
695 |
695 |
|
23 |
149 |
172 |
194 |
259 |
365 |
692 |
692 |
|
24 |
146 |
169 |
191 |
256 |
362 |
689 |
689 |
|
25 |
142 |
166 |
188 |
252 |
359 |
686 |
686 |
|
26 |
139 |
163 |
185 |
249 |
356 |
683 |
683 |
|
27 |
136 |
160 |
182 |
246 |
353 |
680 |
680 |
|
28 |
134 |
157 |
179 |
244 |
350 |
677 |
677 |
|
29 |
131 |
154 |
176 |
241 |
347 |
674 |
674 |
|
30 |
128 |
152 |
173 |
238 |
344 |
672 |
672 |
2.25
Renminbi-yuan
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
29 |
44 |
69 |
145 |
259 |
586 |
1 299 |
|
2 |
30 |
44 |
70 |
146 |
259 |
587 |
1 047 |
|
3 |
31 |
47 |
71 |
139 |
256 |
583 |
855 |
|
4 |
32 |
49 |
73 |
140 |
254 |
582 |
708 |
|
5 |
33 |
51 |
78 |
143 |
254 |
581 |
595 |
|
6 |
33 |
53 |
80 |
147 |
253 |
580 |
580 |
|
7 |
34 |
54 |
81 |
148 |
252 |
579 |
579 |
|
8 |
32 |
54 |
80 |
146 |
251 |
578 |
578 |
|
9 |
32 |
53 |
79 |
144 |
250 |
577 |
577 |
|
10 |
31 |
54 |
78 |
143 |
249 |
577 |
577 |
|
11 |
31 |
54 |
78 |
142 |
248 |
576 |
576 |
|
12 |
31 |
54 |
77 |
142 |
248 |
575 |
575 |
|
13 |
31 |
54 |
76 |
141 |
247 |
575 |
575 |
|
14 |
31 |
54 |
76 |
141 |
247 |
574 |
574 |
|
15 |
30 |
54 |
76 |
140 |
246 |
574 |
574 |
|
16 |
30 |
54 |
75 |
140 |
246 |
574 |
574 |
|
17 |
30 |
53 |
75 |
140 |
246 |
574 |
574 |
|
18 |
30 |
54 |
75 |
140 |
246 |
574 |
574 |
|
19 |
30 |
54 |
75 |
140 |
246 |
574 |
574 |
|
20 |
30 |
54 |
76 |
140 |
246 |
574 |
574 |
|
21 |
30 |
54 |
76 |
140 |
246 |
574 |
574 |
|
22 |
30 |
54 |
76 |
140 |
246 |
574 |
574 |
|
23 |
30 |
54 |
75 |
140 |
246 |
574 |
574 |
|
24 |
30 |
53 |
75 |
140 |
246 |
573 |
573 |
|
25 |
30 |
53 |
75 |
140 |
246 |
573 |
573 |
|
26 |
29 |
53 |
75 |
139 |
245 |
573 |
573 |
|
27 |
29 |
53 |
74 |
139 |
245 |
573 |
573 |
|
28 |
29 |
52 |
74 |
139 |
245 |
572 |
572 |
|
29 |
28 |
52 |
74 |
138 |
245 |
572 |
572 |
|
30 |
28 |
52 |
74 |
138 |
244 |
572 |
572 |
2.26
Ringgit
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
26 |
40 |
65 |
141 |
255 |
583 |
1 316 |
|
2 |
27 |
42 |
67 |
143 |
257 |
584 |
1 061 |
|
3 |
30 |
46 |
70 |
138 |
255 |
582 |
866 |
|
4 |
32 |
49 |
74 |
141 |
255 |
582 |
717 |
|
5 |
35 |
53 |
79 |
145 |
255 |
583 |
602 |
|
6 |
36 |
55 |
83 |
150 |
256 |
583 |
583 |
|
7 |
38 |
58 |
85 |
153 |
256 |
584 |
584 |
|
8 |
38 |
59 |
85 |
151 |
256 |
584 |
584 |
|
9 |
38 |
60 |
85 |
150 |
256 |
584 |
584 |
|
10 |
39 |
61 |
86 |
150 |
257 |
584 |
584 |
|
11 |
40 |
63 |
86 |
151 |
257 |
584 |
584 |
|
12 |
40 |
64 |
86 |
151 |
257 |
584 |
584 |
|
13 |
41 |
64 |
86 |
151 |
257 |
584 |
584 |
|
14 |
41 |
64 |
86 |
151 |
257 |
584 |
584 |
|
15 |
40 |
64 |
86 |
150 |
257 |
584 |
584 |
|
16 |
40 |
64 |
85 |
150 |
256 |
584 |
584 |
|
17 |
40 |
64 |
85 |
150 |
256 |
584 |
584 |
|
18 |
40 |
64 |
85 |
150 |
256 |
584 |
584 |
|
19 |
40 |
64 |
85 |
150 |
256 |
584 |
584 |
|
20 |
40 |
64 |
86 |
150 |
257 |
584 |
584 |
|
21 |
40 |
64 |
86 |
151 |
257 |
584 |
584 |
|
22 |
40 |
64 |
86 |
150 |
257 |
584 |
584 |
|
23 |
40 |
64 |
86 |
150 |
256 |
584 |
584 |
|
24 |
40 |
64 |
85 |
150 |
256 |
584 |
584 |
|
25 |
40 |
63 |
85 |
150 |
256 |
583 |
583 |
|
26 |
39 |
63 |
85 |
149 |
255 |
583 |
583 |
|
27 |
39 |
62 |
84 |
149 |
255 |
582 |
582 |
|
28 |
38 |
62 |
84 |
148 |
254 |
582 |
582 |
|
29 |
38 |
61 |
83 |
148 |
254 |
581 |
581 |
|
30 |
37 |
61 |
83 |
147 |
253 |
581 |
581 |
2.27
Russian rouble
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
126 |
140 |
165 |
241 |
355 |
683 |
1 414 |
|
2 |
124 |
139 |
164 |
240 |
354 |
681 |
1 139 |
|
3 |
124 |
140 |
164 |
232 |
349 |
676 |
929 |
|
4 |
125 |
141 |
166 |
233 |
347 |
674 |
769 |
|
5 |
125 |
143 |
170 |
235 |
346 |
673 |
673 |
|
6 |
125 |
144 |
172 |
238 |
344 |
672 |
672 |
|
7 |
125 |
145 |
172 |
240 |
343 |
671 |
671 |
|
8 |
124 |
145 |
171 |
237 |
342 |
670 |
670 |
|
9 |
123 |
144 |
170 |
235 |
341 |
668 |
668 |
|
10 |
123 |
145 |
169 |
234 |
340 |
668 |
668 |
|
11 |
122 |
145 |
169 |
233 |
339 |
667 |
667 |
|
12 |
122 |
145 |
167 |
232 |
338 |
666 |
666 |
|
13 |
121 |
144 |
166 |
231 |
337 |
664 |
664 |
|
14 |
119 |
143 |
165 |
229 |
336 |
663 |
663 |
|
15 |
117 |
141 |
163 |
227 |
333 |
661 |
661 |
|
16 |
115 |
139 |
160 |
225 |
331 |
659 |
659 |
|
17 |
112 |
136 |
158 |
222 |
328 |
656 |
656 |
|
18 |
110 |
134 |
155 |
220 |
326 |
654 |
654 |
|
19 |
108 |
131 |
153 |
218 |
324 |
652 |
652 |
|
20 |
106 |
129 |
151 |
216 |
322 |
649 |
649 |
|
21 |
103 |
127 |
149 |
213 |
320 |
647 |
647 |
|
22 |
101 |
125 |
147 |
211 |
317 |
645 |
645 |
|
23 |
99 |
123 |
144 |
209 |
315 |
643 |
643 |
|
24 |
97 |
120 |
142 |
207 |
313 |
640 |
640 |
|
25 |
95 |
118 |
140 |
205 |
311 |
638 |
638 |
|
26 |
92 |
116 |
138 |
203 |
309 |
636 |
636 |
|
27 |
90 |
114 |
136 |
200 |
307 |
634 |
634 |
|
28 |
88 |
112 |
134 |
198 |
305 |
632 |
632 |
|
29 |
86 |
110 |
132 |
196 |
303 |
630 |
630 |
|
30 |
85 |
108 |
130 |
195 |
301 |
628 |
628 |
2.28
Singapore dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
11 |
36 |
112 |
226 |
553 |
1 286 |
|
2 |
1 |
13 |
38 |
114 |
228 |
555 |
1 036 |
|
3 |
2 |
17 |
40 |
108 |
226 |
553 |
845 |
|
4 |
3 |
20 |
44 |
112 |
226 |
553 |
699 |
|
5 |
6 |
24 |
50 |
115 |
226 |
554 |
587 |
|
6 |
7 |
26 |
54 |
121 |
227 |
554 |
554 |
|
7 |
9 |
29 |
56 |
123 |
227 |
554 |
554 |
|
8 |
9 |
30 |
56 |
122 |
227 |
555 |
555 |
|
9 |
9 |
30 |
56 |
121 |
227 |
554 |
554 |
|
10 |
9 |
31 |
56 |
121 |
227 |
554 |
554 |
|
11 |
9 |
32 |
56 |
120 |
227 |
554 |
554 |
|
12 |
10 |
33 |
56 |
120 |
226 |
554 |
554 |
|
13 |
11 |
33 |
55 |
120 |
226 |
554 |
554 |
|
14 |
11 |
33 |
55 |
120 |
226 |
553 |
553 |
|
15 |
12 |
33 |
55 |
120 |
226 |
553 |
553 |
|
16 |
13 |
33 |
55 |
119 |
225 |
553 |
553 |
|
17 |
13 |
33 |
55 |
119 |
225 |
553 |
553 |
|
18 |
15 |
33 |
55 |
119 |
225 |
553 |
553 |
|
19 |
15 |
33 |
55 |
119 |
226 |
553 |
553 |
|
20 |
16 |
34 |
55 |
120 |
226 |
554 |
554 |
|
21 |
16 |
34 |
56 |
120 |
227 |
554 |
554 |
|
22 |
17 |
34 |
56 |
121 |
227 |
554 |
554 |
|
23 |
18 |
35 |
57 |
121 |
227 |
555 |
555 |
|
24 |
19 |
35 |
57 |
121 |
228 |
555 |
555 |
|
25 |
19 |
35 |
57 |
122 |
228 |
555 |
555 |
|
26 |
20 |
35 |
57 |
122 |
228 |
555 |
555 |
|
27 |
20 |
35 |
57 |
122 |
228 |
555 |
555 |
|
28 |
21 |
36 |
57 |
122 |
228 |
556 |
556 |
|
29 |
23 |
36 |
57 |
122 |
228 |
556 |
556 |
|
30 |
23 |
36 |
58 |
122 |
228 |
556 |
556 |
2.29
South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
35 |
50 |
75 |
151 |
265 |
592 |
1 284 |
|
2 |
36 |
50 |
75 |
152 |
265 |
593 |
1 033 |
|
3 |
36 |
51 |
75 |
143 |
261 |
588 |
842 |
|
4 |
36 |
53 |
77 |
144 |
258 |
586 |
697 |
|
5 |
36 |
54 |
81 |
146 |
257 |
585 |
585 |
|
6 |
39 |
58 |
86 |
152 |
258 |
586 |
586 |
|
7 |
36 |
57 |
84 |
151 |
255 |
582 |
582 |
|
8 |
40 |
61 |
87 |
153 |
258 |
586 |
586 |
|
9 |
39 |
61 |
86 |
151 |
257 |
585 |
585 |
|
10 |
34 |
56 |
81 |
145 |
252 |
579 |
579 |
|
11 |
30 |
53 |
76 |
141 |
247 |
574 |
574 |
|
12 |
27 |
50 |
73 |
137 |
243 |
571 |
571 |
|
13 |
25 |
48 |
70 |
135 |
241 |
568 |
568 |
|
14 |
23 |
46 |
68 |
133 |
239 |
566 |
566 |
|
15 |
21 |
45 |
67 |
131 |
237 |
565 |
565 |
|
16 |
20 |
43 |
65 |
130 |
236 |
563 |
563 |
|
17 |
19 |
42 |
64 |
129 |
235 |
562 |
562 |
|
18 |
18 |
42 |
64 |
128 |
234 |
562 |
562 |
|
19 |
18 |
41 |
63 |
128 |
234 |
561 |
561 |
|
20 |
18 |
41 |
63 |
128 |
234 |
561 |
561 |
|
21 |
18 |
41 |
63 |
128 |
234 |
561 |
561 |
|
22 |
18 |
41 |
63 |
128 |
234 |
561 |
561 |
|
23 |
18 |
41 |
63 |
128 |
234 |
561 |
561 |
|
24 |
19 |
41 |
63 |
128 |
234 |
561 |
561 |
|
25 |
19 |
41 |
63 |
128 |
234 |
561 |
561 |
|
26 |
20 |
41 |
63 |
128 |
234 |
561 |
561 |
|
27 |
20 |
41 |
63 |
127 |
234 |
561 |
561 |
|
28 |
21 |
41 |
63 |
127 |
233 |
561 |
561 |
|
29 |
22 |
41 |
63 |
127 |
233 |
561 |
561 |
|
30 |
23 |
41 |
62 |
127 |
233 |
561 |
561 |
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 |
196 |
211 |
236 |
312 |
426 |
753 |
1 860 |
|
2 |
193 |
207 |
232 |
308 |
422 |
749 |
1 445 |
|
3 |
189 |
204 |
228 |
296 |
414 |
741 |
1 153 |
|
4 |
185 |
202 |
226 |
294 |
408 |
735 |
940 |
|
5 |
182 |
200 |
227 |
292 |
403 |
730 |
779 |
|
6 |
178 |
197 |
225 |
292 |
398 |
725 |
725 |
|
7 |
175 |
195 |
222 |
290 |
393 |
720 |
720 |
|
8 |
170 |
191 |
218 |
284 |
389 |
716 |
716 |
|
9 |
166 |
188 |
213 |
278 |
384 |
712 |
712 |
|
10 |
162 |
185 |
209 |
274 |
380 |
708 |
708 |
|
11 |
159 |
182 |
205 |
270 |
376 |
704 |
704 |
|
12 |
155 |
179 |
201 |
266 |
372 |
699 |
699 |
|
13 |
152 |
175 |
197 |
262 |
368 |
696 |
696 |
|
14 |
148 |
172 |
194 |
258 |
364 |
692 |
692 |
|
15 |
145 |
168 |
190 |
255 |
361 |
688 |
688 |
|
16 |
141 |
165 |
187 |
251 |
357 |
685 |
685 |
|
17 |
138 |
162 |
183 |
248 |
354 |
682 |
682 |
|
18 |
135 |
159 |
180 |
245 |
351 |
679 |
679 |
|
19 |
132 |
156 |
178 |
242 |
348 |
676 |
676 |
|
20 |
129 |
153 |
175 |
240 |
346 |
673 |
673 |
|
21 |
127 |
150 |
172 |
237 |
343 |
670 |
670 |
|
22 |
124 |
148 |
170 |
234 |
340 |
668 |
668 |
|
23 |
122 |
145 |
167 |
232 |
338 |
665 |
665 |
|
24 |
119 |
143 |
164 |
229 |
335 |
663 |
663 |
|
25 |
117 |
140 |
162 |
227 |
333 |
660 |
660 |
|
26 |
114 |
138 |
160 |
224 |
330 |
658 |
658 |
|
27 |
112 |
135 |
157 |
222 |
328 |
655 |
655 |
|
28 |
110 |
133 |
155 |
220 |
326 |
653 |
653 |
|
29 |
107 |
131 |
153 |
217 |
324 |
651 |
651 |
|
30 |
105 |
129 |
151 |
215 |
322 |
649 |
649 |
2.31
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
8 |
26 |
51 |
107 |
244 |
571 |
1 298 |
|
2 |
8 |
26 |
51 |
107 |
244 |
571 |
1 044 |
|
3 |
9 |
29 |
52 |
102 |
242 |
569 |
850 |
|
4 |
12 |
34 |
56 |
99 |
242 |
569 |
704 |
|
5 |
16 |
40 |
61 |
102 |
243 |
570 |
591 |
|
6 |
18 |
43 |
65 |
99 |
244 |
571 |
571 |
|
7 |
19 |
45 |
64 |
92 |
244 |
571 |
571 |
|
8 |
17 |
44 |
64 |
91 |
244 |
571 |
571 |
|
9 |
18 |
45 |
66 |
95 |
244 |
572 |
572 |
|
10 |
19 |
48 |
68 |
99 |
244 |
572 |
572 |
|
11 |
21 |
50 |
70 |
102 |
244 |
572 |
572 |
|
12 |
23 |
53 |
71 |
103 |
244 |
572 |
572 |
|
13 |
24 |
54 |
72 |
103 |
244 |
572 |
572 |
|
14 |
24 |
55 |
72 |
103 |
244 |
572 |
572 |
|
15 |
24 |
55 |
72 |
103 |
244 |
572 |
572 |
|
16 |
24 |
55 |
72 |
103 |
244 |
571 |
571 |
|
17 |
24 |
55 |
72 |
103 |
244 |
571 |
571 |
|
18 |
24 |
55 |
72 |
103 |
244 |
571 |
571 |
|
19 |
24 |
55 |
72 |
103 |
244 |
571 |
571 |
|
20 |
24 |
55 |
72 |
103 |
244 |
572 |
572 |
|
21 |
24 |
55 |
72 |
103 |
245 |
572 |
572 |
|
22 |
24 |
55 |
72 |
103 |
245 |
572 |
572 |
|
23 |
24 |
55 |
72 |
103 |
245 |
572 |
572 |
|
24 |
24 |
55 |
72 |
103 |
245 |
572 |
572 |
|
25 |
24 |
55 |
72 |
103 |
245 |
572 |
572 |
|
26 |
24 |
55 |
72 |
103 |
245 |
572 |
572 |
|
27 |
24 |
55 |
72 |
103 |
245 |
572 |
572 |
|
28 |
24 |
55 |
72 |
103 |
244 |
572 |
572 |
|
29 |
24 |
55 |
72 |
103 |
244 |
572 |
572 |
|
30 |
24 |
55 |
72 |
103 |
244 |
571 |
571 |
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 |
90 |
204 |
531 |
1 248 |
|
2 |
1 |
5 |
12 |
88 |
202 |
530 |
1 005 |
|
3 |
2 |
5 |
12 |
80 |
197 |
524 |
820 |
|
4 |
3 |
6 |
14 |
81 |
195 |
522 |
678 |
|
5 |
4 |
6 |
18 |
83 |
194 |
521 |
570 |
|
6 |
5 |
8 |
21 |
87 |
193 |
521 |
521 |
|
7 |
5 |
9 |
22 |
90 |
193 |
521 |
521 |
|
8 |
7 |
9 |
22 |
88 |
193 |
521 |
521 |
|
9 |
7 |
10 |
22 |
87 |
193 |
521 |
521 |
|
10 |
8 |
11 |
22 |
87 |
193 |
521 |
521 |
|
11 |
8 |
12 |
23 |
87 |
193 |
521 |
521 |
|
12 |
9 |
12 |
24 |
87 |
194 |
521 |
521 |
|
13 |
11 |
13 |
25 |
88 |
194 |
521 |
521 |
|
14 |
11 |
14 |
26 |
88 |
194 |
522 |
522 |
|
15 |
12 |
15 |
28 |
88 |
194 |
522 |
522 |
|
16 |
12 |
15 |
29 |
88 |
195 |
522 |
522 |
|
17 |
13 |
16 |
30 |
89 |
195 |
522 |
522 |
|
18 |
13 |
17 |
32 |
89 |
195 |
523 |
523 |
|
19 |
15 |
18 |
33 |
90 |
196 |
523 |
523 |
|
20 |
16 |
18 |
34 |
91 |
197 |
524 |
524 |
|
21 |
16 |
20 |
35 |
91 |
197 |
525 |
525 |
|
22 |
17 |
20 |
37 |
92 |
198 |
525 |
525 |
|
23 |
17 |
21 |
38 |
92 |
198 |
526 |
526 |
|
24 |
19 |
22 |
39 |
92 |
198 |
526 |
526 |
|
25 |
19 |
22 |
40 |
92 |
199 |
526 |
526 |
|
26 |
20 |
24 |
41 |
93 |
199 |
526 |
526 |
|
27 |
20 |
24 |
42 |
93 |
199 |
526 |
526 |
|
28 |
21 |
25 |
45 |
93 |
199 |
526 |
526 |
|
29 |
21 |
25 |
46 |
93 |
199 |
526 |
526 |
|
30 |
23 |
26 |
47 |
93 |
199 |
526 |
526 |
3.
Other exposures
3.1
Euro
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
15 |
21 |
44 |
165 |
298 |
3 050 |
|
2 |
1 |
15 |
21 |
44 |
165 |
336 |
2 263 |
|
3 |
1 |
15 |
24 |
49 |
159 |
349 |
1 704 |
|
4 |
1 |
16 |
27 |
52 |
157 |
348 |
1 315 |
|
5 |
1 |
18 |
30 |
54 |
157 |
339 |
1 042 |
|
6 |
3 |
21 |
32 |
58 |
157 |
326 |
845 |
|
7 |
5 |
23 |
34 |
60 |
157 |
310 |
699 |
|
8 |
5 |
24 |
36 |
62 |
157 |
294 |
587 |
|
9 |
5 |
25 |
37 |
66 |
157 |
277 |
501 |
|
10 |
5 |
26 |
39 |
68 |
157 |
261 |
431 |
|
11 |
6 |
26 |
39 |
68 |
157 |
250 |
375 |
|
12 |
6 |
26 |
39 |
69 |
157 |
250 |
328 |
|
13 |
6 |
26 |
39 |
69 |
157 |
250 |
289 |
|
14 |
6 |
26 |
39 |
69 |
157 |
250 |
256 |
|
15 |
6 |
26 |
39 |
69 |
157 |
250 |
250 |
|
16 |
6 |
26 |
42 |
69 |
157 |
250 |
250 |
|
17 |
6 |
26 |
45 |
69 |
157 |
250 |
250 |
|
18 |
6 |
26 |
46 |
69 |
157 |
250 |
250 |
|
19 |
7 |
26 |
49 |
69 |
157 |
250 |
250 |
|
20 |
7 |
26 |
52 |
69 |
157 |
250 |
250 |
|
21 |
7 |
26 |
54 |
69 |
157 |
250 |
250 |
|
22 |
8 |
26 |
56 |
69 |
157 |
250 |
250 |
|
23 |
8 |
26 |
59 |
69 |
157 |
250 |
250 |
|
24 |
8 |
26 |
61 |
69 |
157 |
250 |
250 |
|
25 |
9 |
26 |
64 |
69 |
157 |
250 |
250 |
|
26 |
9 |
26 |
66 |
69 |
157 |
250 |
250 |
|
27 |
9 |
26 |
68 |
70 |
157 |
250 |
250 |
|
28 |
10 |
26 |
71 |
72 |
157 |
250 |
250 |
|
29 |
10 |
26 |
73 |
74 |
157 |
250 |
250 |
|
30 |
11 |
26 |
76 |
77 |
157 |
250 |
250 |
3.2
Czech koruna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
7 |
20 |
27 |
50 |
171 |
308 |
3 169 |
|
2 |
9 |
23 |
29 |
52 |
173 |
347 |
2 349 |
|
3 |
9 |
23 |
32 |
57 |
168 |
360 |
1 767 |
|
4 |
9 |
24 |
35 |
61 |
165 |
359 |
1 361 |
|
5 |
9 |
26 |
38 |
62 |
164 |
349 |
1 076 |
|
6 |
10 |
28 |
40 |
65 |
164 |
335 |
871 |
|
7 |
11 |
30 |
41 |
66 |
163 |
318 |
720 |
|
8 |
11 |
30 |
42 |
68 |
163 |
301 |
604 |
|
9 |
10 |
31 |
43 |
71 |
162 |
284 |
514 |
|
10 |
10 |
31 |
44 |
73 |
162 |
267 |
442 |
|
11 |
10 |
31 |
44 |
73 |
161 |
254 |
384 |
|
12 |
9 |
30 |
43 |
72 |
161 |
254 |
336 |
|
13 |
9 |
29 |
42 |
72 |
160 |
253 |
296 |
|
14 |
8 |
29 |
42 |
71 |
159 |
252 |
262 |
|
15 |
8 |
29 |
42 |
71 |
159 |
252 |
252 |
|
16 |
7 |
28 |
43 |
70 |
158 |
251 |
251 |
|
17 |
7 |
28 |
45 |
70 |
158 |
251 |
251 |
|
18 |
7 |
28 |
48 |
70 |
158 |
251 |
251 |
|
19 |
7 |
28 |
50 |
70 |
158 |
251 |
251 |
|
20 |
7 |
28 |
53 |
70 |
158 |
251 |
251 |
|
21 |
8 |
28 |
55 |
71 |
159 |
252 |
252 |
|
22 |
8 |
29 |
57 |
71 |
159 |
252 |
252 |
|
23 |
8 |
29 |
60 |
71 |
159 |
252 |
252 |
|
24 |
8 |
29 |
62 |
71 |
159 |
252 |
252 |
|
25 |
9 |
29 |
65 |
71 |
159 |
252 |
252 |
|
26 |
9 |
29 |
67 |
71 |
159 |
252 |
252 |
|
27 |
10 |
29 |
70 |
72 |
159 |
252 |
252 |
|
28 |
10 |
29 |
72 |
74 |
159 |
252 |
252 |
|
29 |
10 |
29 |
75 |
75 |
159 |
252 |
252 |
|
30 |
11 |
29 |
77 |
77 |
159 |
252 |
252 |
3.3
Danish krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
14 |
21 |
44 |
165 |
298 |
3 050 |
|
2 |
1 |
14 |
21 |
44 |
165 |
336 |
2 263 |
|
3 |
1 |
15 |
23 |
48 |
159 |
349 |
1 704 |
|
4 |
1 |
16 |
26 |
52 |
157 |
348 |
1 315 |
|
5 |
1 |
18 |
30 |
54 |
157 |
339 |
1 041 |
|
6 |
3 |
21 |
32 |
57 |
157 |
326 |
845 |
|
7 |
4 |
23 |
34 |
60 |
157 |
310 |
699 |
|
8 |
4 |
24 |
35 |
62 |
157 |
294 |
587 |
|
9 |
5 |
25 |
37 |
65 |
157 |
277 |
500 |
|
10 |
5 |
26 |
39 |
67 |
157 |
261 |
431 |
|
11 |
5 |
26 |
39 |
68 |
157 |
250 |
375 |
|
12 |
5 |
26 |
39 |
68 |
157 |
250 |
328 |
|
13 |
5 |
26 |
39 |
68 |
157 |
250 |
289 |
|
14 |
5 |
26 |
39 |
68 |
157 |
250 |
256 |
|
15 |
5 |
26 |
39 |
68 |
157 |
250 |
250 |
|
16 |
5 |
26 |
42 |
68 |
157 |
250 |
250 |
|
17 |
6 |
26 |
45 |
68 |
157 |
250 |
250 |
|
18 |
6 |
26 |
46 |
68 |
157 |
250 |
250 |
|
19 |
7 |
26 |
49 |
68 |
157 |
250 |
250 |
|
20 |
7 |
26 |
52 |
68 |
157 |
250 |
250 |
|
21 |
7 |
26 |
54 |
68 |
157 |
250 |
250 |
|
22 |
8 |
26 |
56 |
68 |
157 |
250 |
250 |
|
23 |
8 |
26 |
59 |
68 |
157 |
250 |
250 |
|
24 |
8 |
26 |
61 |
68 |
157 |
250 |
250 |
|
25 |
9 |
26 |
64 |
68 |
157 |
250 |
250 |
|
26 |
9 |
26 |
66 |
68 |
157 |
250 |
250 |
|
27 |
9 |
26 |
68 |
70 |
157 |
250 |
250 |
|
28 |
10 |
26 |
71 |
72 |
157 |
250 |
250 |
|
29 |
10 |
26 |
73 |
74 |
157 |
250 |
250 |
|
30 |
11 |
26 |
76 |
77 |
157 |
250 |
250 |
3.4
Forint
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
77 |
91 |
97 |
120 |
241 |
336 |
3 082 |
|
2 |
73 |
87 |
93 |
116 |
237 |
341 |
2 304 |
|
3 |
75 |
90 |
98 |
124 |
234 |
356 |
1 738 |
|
4 |
73 |
88 |
99 |
125 |
229 |
356 |
1 345 |
|
5 |
71 |
88 |
100 |
124 |
227 |
347 |
1 068 |
|
6 |
71 |
89 |
100 |
126 |
225 |
335 |
867 |
|
7 |
70 |
89 |
100 |
126 |
222 |
320 |
719 |
|
8 |
69 |
89 |
100 |
127 |
221 |
314 |
605 |
|
9 |
68 |
88 |
101 |
129 |
220 |
313 |
516 |
|
10 |
65 |
85 |
98 |
127 |
216 |
309 |
445 |
|
11 |
62 |
83 |
96 |
125 |
214 |
307 |
387 |
|
12 |
61 |
82 |
95 |
124 |
212 |
305 |
339 |
|
13 |
60 |
81 |
94 |
123 |
211 |
304 |
304 |
|
14 |
60 |
80 |
93 |
123 |
211 |
304 |
304 |
|
15 |
59 |
80 |
93 |
122 |
210 |
303 |
303 |
|
16 |
59 |
79 |
92 |
122 |
210 |
303 |
303 |
|
17 |
58 |
79 |
92 |
121 |
209 |
302 |
302 |
|
18 |
57 |
78 |
91 |
120 |
209 |
302 |
302 |
|
19 |
57 |
77 |
90 |
120 |
208 |
301 |
301 |
|
20 |
56 |
77 |
90 |
119 |
207 |
300 |
300 |
|
21 |
55 |
76 |
89 |
118 |
206 |
299 |
299 |
|
22 |
54 |
75 |
88 |
117 |
206 |
299 |
299 |
|
23 |
54 |
74 |
87 |
117 |
205 |
298 |
298 |
|
24 |
52 |
73 |
86 |
116 |
204 |
297 |
297 |
|
25 |
51 |
72 |
85 |
114 |
203 |
296 |
296 |
|
26 |
50 |
71 |
84 |
113 |
202 |
295 |
295 |
|
27 |
49 |
70 |
83 |
112 |
200 |
293 |
293 |
|
28 |
48 |
69 |
82 |
111 |
199 |
292 |
292 |
|
29 |
47 |
68 |
81 |
110 |
198 |
291 |
291 |
|
30 |
46 |
67 |
80 |
109 |
197 |
290 |
290 |
3.5
Krona
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
5 |
18 |
25 |
47 |
168 |
299 |
3 064 |
|
2 |
7 |
20 |
27 |
49 |
170 |
337 |
2 274 |
|
3 |
7 |
22 |
30 |
55 |
166 |
350 |
1 713 |
|
4 |
8 |
23 |
34 |
60 |
164 |
350 |
1 322 |
|
5 |
9 |
25 |
37 |
62 |
164 |
341 |
1 048 |
|
6 |
10 |
28 |
40 |
65 |
164 |
327 |
850 |
|
7 |
11 |
30 |
41 |
67 |
164 |
312 |
703 |
|
8 |
11 |
31 |
42 |
69 |
163 |
295 |
591 |
|
9 |
11 |
31 |
43 |
71 |
163 |
279 |
503 |
|
10 |
11 |
31 |
44 |
73 |
162 |
262 |
434 |
|
11 |
11 |
31 |
44 |
74 |
162 |
255 |
377 |
|
12 |
10 |
31 |
44 |
73 |
161 |
254 |
330 |
|
13 |
10 |
31 |
44 |
73 |
161 |
254 |
292 |
|
14 |
10 |
30 |
43 |
73 |
161 |
254 |
259 |
|
15 |
10 |
30 |
43 |
73 |
161 |
254 |
254 |
|
16 |
9 |
30 |
43 |
72 |
160 |
253 |
253 |
|
17 |
9 |
30 |
45 |
72 |
160 |
253 |
253 |
|
18 |
9 |
30 |
48 |
72 |
160 |
253 |
253 |
|
19 |
9 |
30 |
49 |
72 |
160 |
253 |
253 |
|
20 |
10 |
30 |
52 |
73 |
161 |
254 |
254 |
|
21 |
10 |
31 |
55 |
73 |
161 |
254 |
254 |
|
22 |
10 |
31 |
57 |
73 |
161 |
254 |
254 |
|
23 |
10 |
31 |
60 |
73 |
162 |
255 |
255 |
|
24 |
10 |
31 |
62 |
74 |
162 |
255 |
255 |
|
25 |
10 |
31 |
65 |
74 |
162 |
255 |
255 |
|
26 |
10 |
31 |
67 |
74 |
162 |
255 |
255 |
|
27 |
10 |
31 |
70 |
73 |
162 |
255 |
255 |
|
28 |
10 |
31 |
72 |
74 |
161 |
254 |
254 |
|
29 |
10 |
31 |
75 |
75 |
161 |
254 |
254 |
|
30 |
11 |
31 |
77 |
77 |
161 |
254 |
254 |
3.6
Kuna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
45 |
59 |
66 |
88 |
209 |
304 |
3 065 |
|
2 |
49 |
63 |
69 |
92 |
213 |
337 |
2 276 |
|
3 |
53 |
68 |
76 |
101 |
212 |
351 |
1 716 |
|
4 |
55 |
71 |
81 |
107 |
212 |
351 |
1 326 |
|
5 |
57 |
74 |
86 |
110 |
212 |
343 |
1 053 |
|
6 |
59 |
76 |
88 |
113 |
212 |
330 |
855 |
|
7 |
59 |
78 |
89 |
115 |
212 |
315 |
709 |
|
8 |
58 |
78 |
89 |
116 |
211 |
304 |
597 |
|
9 |
57 |
78 |
90 |
118 |
209 |
302 |
509 |
|
10 |
56 |
77 |
90 |
119 |
208 |
301 |
439 |
|
11 |
55 |
76 |
89 |
118 |
206 |
299 |
382 |
|
12 |
53 |
74 |
87 |
117 |
205 |
298 |
334 |
|
13 |
52 |
73 |
86 |
115 |
203 |
296 |
296 |
|
14 |
51 |
71 |
84 |
114 |
202 |
295 |
295 |
|
15 |
49 |
70 |
83 |
113 |
201 |
294 |
294 |
|
16 |
48 |
69 |
82 |
112 |
200 |
293 |
293 |
|
17 |
48 |
68 |
81 |
111 |
199 |
292 |
292 |
|
18 |
47 |
67 |
80 |
110 |
198 |
291 |
291 |
|
19 |
46 |
67 |
80 |
109 |
197 |
290 |
290 |
|
20 |
46 |
66 |
79 |
109 |
197 |
290 |
290 |
|
21 |
45 |
65 |
78 |
108 |
196 |
289 |
289 |
|
22 |
44 |
65 |
78 |
107 |
195 |
288 |
288 |
|
23 |
43 |
64 |
77 |
106 |
194 |
287 |
287 |
|
24 |
42 |
63 |
76 |
105 |
194 |
287 |
287 |
|
25 |
42 |
62 |
75 |
105 |
193 |
286 |
286 |
|
26 |
41 |
61 |
74 |
104 |
192 |
285 |
285 |
|
27 |
40 |
61 |
74 |
103 |
191 |
284 |
284 |
|
28 |
39 |
60 |
73 |
102 |
190 |
283 |
283 |
|
29 |
38 |
59 |
75 |
101 |
189 |
282 |
282 |
|
30 |
37 |
58 |
77 |
100 |
189 |
282 |
282 |
3.7
Lev
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
14 |
20 |
43 |
164 |
297 |
3 048 |
|
2 |
0 |
14 |
20 |
43 |
164 |
335 |
2 261 |
|
3 |
1 |
14 |
23 |
48 |
158 |
348 |
1 703 |
|
4 |
1 |
15 |
26 |
52 |
156 |
347 |
1 314 |
|
5 |
1 |
17 |
29 |
54 |
156 |
339 |
1 041 |
|
6 |
2 |
20 |
32 |
57 |
156 |
325 |
844 |
|
7 |
4 |
23 |
34 |
59 |
156 |
310 |
698 |
|
8 |
4 |
23 |
35 |
62 |
156 |
294 |
587 |
|
9 |
4 |
24 |
36 |
65 |
156 |
277 |
500 |
|
10 |
4 |
25 |
38 |
67 |
156 |
261 |
431 |
|
11 |
5 |
25 |
38 |
68 |
156 |
249 |
374 |
|
12 |
5 |
25 |
38 |
68 |
156 |
249 |
328 |
|
13 |
5 |
25 |
38 |
68 |
156 |
249 |
289 |
|
14 |
5 |
25 |
38 |
68 |
156 |
249 |
256 |
|
15 |
5 |
25 |
39 |
68 |
156 |
249 |
249 |
|
16 |
5 |
25 |
42 |
68 |
156 |
249 |
249 |
|
17 |
6 |
25 |
45 |
68 |
156 |
249 |
249 |
|
18 |
6 |
25 |
46 |
68 |
156 |
249 |
249 |
|
19 |
7 |
25 |
49 |
68 |
156 |
249 |
249 |
|
20 |
7 |
25 |
52 |
68 |
156 |
249 |
249 |
|
21 |
7 |
25 |
54 |
68 |
156 |
249 |
249 |
|
22 |
8 |
25 |
56 |
68 |
156 |
249 |
249 |
|
23 |
8 |
25 |
59 |
68 |
156 |
249 |
249 |
|
24 |
8 |
25 |
61 |
68 |
156 |
249 |
249 |
|
25 |
9 |
25 |
64 |
68 |
156 |
249 |
249 |
|
26 |
9 |
25 |
66 |
68 |
156 |
249 |
249 |
|
27 |
9 |
25 |
68 |
70 |
156 |
249 |
249 |
|
28 |
10 |
25 |
71 |
72 |
156 |
249 |
249 |
|
29 |
10 |
25 |
73 |
74 |
156 |
249 |
249 |
|
30 |
11 |
25 |
76 |
77 |
156 |
249 |
249 |
3.8
Pound sterling
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
11 |
22 |
45 |
183 |
303 |
3 110 |
|
2 |
0 |
11 |
22 |
45 |
183 |
341 |
2 307 |
|
3 |
1 |
11 |
24 |
50 |
177 |
355 |
1 737 |
|
4 |
1 |
13 |
26 |
56 |
174 |
354 |
1 340 |
|
5 |
1 |
16 |
29 |
59 |
173 |
344 |
1 061 |
|
6 |
2 |
18 |
33 |
60 |
172 |
331 |
859 |
|
7 |
2 |
21 |
36 |
60 |
171 |
315 |
710 |
|
8 |
4 |
24 |
37 |
60 |
169 |
298 |
597 |
|
9 |
7 |
31 |
42 |
59 |
168 |
281 |
508 |
|
10 |
10 |
34 |
41 |
57 |
168 |
264 |
437 |
|
11 |
8 |
33 |
41 |
56 |
167 |
260 |
380 |
|
12 |
7 |
32 |
41 |
56 |
166 |
259 |
332 |
|
13 |
6 |
31 |
41 |
56 |
165 |
258 |
293 |
|
14 |
6 |
31 |
42 |
56 |
164 |
257 |
259 |
|
15 |
6 |
31 |
42 |
56 |
164 |
257 |
257 |
|
16 |
6 |
31 |
42 |
56 |
162 |
255 |
255 |
|
17 |
6 |
31 |
45 |
56 |
161 |
254 |
254 |
|
18 |
6 |
31 |
48 |
56 |
161 |
254 |
254 |
|
19 |
7 |
31 |
49 |
56 |
161 |
254 |
254 |
|
20 |
7 |
31 |
52 |
56 |
161 |
254 |
254 |
|
21 |
7 |
31 |
54 |
59 |
161 |
254 |
254 |
|
22 |
8 |
31 |
57 |
61 |
161 |
254 |
254 |
|
23 |
8 |
31 |
60 |
63 |
161 |
253 |
253 |
|
24 |
8 |
31 |
61 |
65 |
160 |
253 |
253 |
|
25 |
9 |
31 |
64 |
66 |
159 |
252 |
252 |
|
26 |
9 |
31 |
66 |
68 |
159 |
252 |
252 |
|
27 |
9 |
31 |
69 |
70 |
159 |
251 |
251 |
|
28 |
10 |
31 |
71 |
72 |
158 |
251 |
251 |
|
29 |
10 |
31 |
73 |
75 |
158 |
251 |
251 |
|
30 |
11 |
31 |
76 |
77 |
157 |
250 |
250 |
3.9
Romanian leu
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
81 |
95 |
101 |
124 |
245 |
340 |
3 222 |
|
2 |
79 |
93 |
99 |
122 |
243 |
354 |
2 400 |
|
3 |
77 |
91 |
100 |
125 |
235 |
369 |
1 813 |
|
4 |
74 |
90 |
100 |
126 |
231 |
369 |
1 402 |
|
5 |
72 |
89 |
101 |
125 |
228 |
361 |
1 112 |
|
6 |
72 |
90 |
101 |
127 |
226 |
347 |
902 |
|
7 |
71 |
90 |
101 |
126 |
223 |
331 |
746 |
|
8 |
68 |
88 |
99 |
126 |
220 |
314 |
628 |
|
9 |
66 |
87 |
99 |
127 |
218 |
311 |
535 |
|
10 |
65 |
86 |
98 |
127 |
216 |
309 |
461 |
|
11 |
64 |
84 |
97 |
126 |
215 |
308 |
401 |
|
12 |
62 |
83 |
96 |
125 |
213 |
306 |
351 |
|
13 |
60 |
81 |
94 |
123 |
211 |
304 |
309 |
|
14 |
59 |
79 |
92 |
122 |
210 |
303 |
303 |
|
15 |
57 |
78 |
91 |
120 |
209 |
302 |
302 |
|
16 |
56 |
77 |
90 |
119 |
207 |
300 |
300 |
|
17 |
55 |
76 |
89 |
118 |
206 |
299 |
299 |
|
18 |
54 |
75 |
88 |
117 |
205 |
298 |
298 |
|
19 |
53 |
74 |
87 |
116 |
204 |
297 |
297 |
|
20 |
52 |
73 |
86 |
115 |
204 |
297 |
297 |
|
21 |
52 |
72 |
85 |
115 |
203 |
296 |
296 |
|
22 |
51 |
71 |
84 |
114 |
202 |
295 |
295 |
|
23 |
50 |
70 |
83 |
113 |
201 |
294 |
294 |
|
24 |
49 |
69 |
82 |
112 |
200 |
293 |
293 |
|
25 |
47 |
68 |
81 |
111 |
199 |
292 |
292 |
|
26 |
46 |
67 |
80 |
109 |
198 |
291 |
291 |
|
27 |
45 |
66 |
79 |
108 |
197 |
290 |
290 |
|
28 |
44 |
65 |
78 |
107 |
196 |
289 |
289 |
|
29 |
43 |
64 |
77 |
106 |
195 |
288 |
288 |
|
30 |
42 |
63 |
81 |
106 |
194 |
287 |
287 |
3.10
Zloty
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
55 |
68 |
75 |
97 |
218 |
313 |
3 139 |
|
2 |
53 |
67 |
73 |
96 |
217 |
345 |
2 334 |
|
3 |
52 |
66 |
75 |
100 |
210 |
359 |
1 760 |
|
4 |
50 |
66 |
76 |
102 |
207 |
359 |
1 360 |
|
5 |
49 |
66 |
78 |
102 |
205 |
350 |
1 078 |
|
6 |
49 |
67 |
79 |
104 |
203 |
337 |
875 |
|
7 |
49 |
68 |
79 |
104 |
201 |
321 |
724 |
|
8 |
48 |
67 |
79 |
105 |
200 |
304 |
609 |
|
9 |
46 |
66 |
78 |
107 |
198 |
291 |
519 |
|
10 |
45 |
66 |
79 |
108 |
197 |
290 |
447 |
|
11 |
45 |
65 |
78 |
107 |
196 |
289 |
388 |
|
12 |
44 |
64 |
77 |
107 |
195 |
288 |
340 |
|
13 |
43 |
64 |
77 |
106 |
194 |
287 |
299 |
|
14 |
42 |
63 |
76 |
105 |
193 |
286 |
286 |
|
15 |
42 |
62 |
75 |
105 |
193 |
286 |
286 |
|
16 |
41 |
61 |
74 |
104 |
192 |
285 |
285 |
|
17 |
40 |
61 |
74 |
103 |
191 |
284 |
284 |
|
18 |
39 |
60 |
73 |
102 |
190 |
283 |
283 |
|
19 |
39 |
59 |
72 |
102 |
190 |
283 |
283 |
|
20 |
39 |
59 |
72 |
102 |
190 |
283 |
283 |
|
21 |
38 |
59 |
72 |
101 |
189 |
282 |
282 |
|
22 |
38 |
59 |
71 |
101 |
189 |
282 |
282 |
|
23 |
37 |
58 |
71 |
100 |
188 |
281 |
281 |
|
24 |
37 |
57 |
70 |
100 |
188 |
281 |
281 |
|
25 |
36 |
57 |
70 |
99 |
187 |
280 |
280 |
|
26 |
35 |
56 |
69 |
98 |
187 |
280 |
280 |
|
27 |
35 |
55 |
71 |
98 |
186 |
279 |
279 |
|
28 |
34 |
55 |
74 |
97 |
185 |
278 |
278 |
|
29 |
33 |
54 |
76 |
96 |
184 |
277 |
277 |
|
30 |
33 |
53 |
78 |
96 |
184 |
277 |
277 |
3.11
Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
26 |
39 |
46 |
69 |
190 |
306 |
3 138 |
|
2 |
27 |
40 |
47 |
69 |
190 |
345 |
2 334 |
|
3 |
25 |
40 |
48 |
73 |
184 |
359 |
1 758 |
|
4 |
24 |
40 |
50 |
76 |
180 |
358 |
1 356 |
|
5 |
24 |
41 |
53 |
77 |
179 |
348 |
1 073 |
|
6 |
25 |
43 |
54 |
80 |
179 |
335 |
870 |
|
7 |
26 |
44 |
55 |
81 |
178 |
319 |
719 |
|
8 |
25 |
44 |
56 |
83 |
177 |
302 |
604 |
|
9 |
24 |
45 |
57 |
85 |
176 |
284 |
514 |
|
10 |
24 |
45 |
58 |
86 |
175 |
268 |
442 |
|
11 |
24 |
44 |
57 |
86 |
175 |
268 |
384 |
|
12 |
23 |
43 |
56 |
86 |
174 |
267 |
336 |
|
13 |
22 |
43 |
56 |
85 |
173 |
266 |
296 |
|
14 |
21 |
42 |
55 |
84 |
172 |
265 |
265 |
|
15 |
21 |
41 |
54 |
84 |
172 |
265 |
265 |
|
16 |
20 |
40 |
53 |
83 |
171 |
264 |
264 |
|
17 |
19 |
40 |
53 |
82 |
170 |
263 |
263 |
|
18 |
19 |
39 |
52 |
82 |
170 |
263 |
263 |
|
19 |
19 |
39 |
52 |
82 |
170 |
263 |
263 |
|
20 |
19 |
39 |
53 |
82 |
170 |
263 |
263 |
|
21 |
19 |
39 |
55 |
82 |
170 |
263 |
263 |
|
22 |
19 |
39 |
57 |
82 |
170 |
263 |
263 |
|
23 |
18 |
39 |
60 |
81 |
170 |
263 |
263 |
|
24 |
18 |
39 |
62 |
81 |
169 |
262 |
262 |
|
25 |
18 |
39 |
65 |
81 |
169 |
262 |
262 |
|
26 |
18 |
38 |
67 |
81 |
169 |
262 |
262 |
|
27 |
17 |
38 |
70 |
81 |
169 |
262 |
262 |
|
28 |
17 |
38 |
72 |
80 |
168 |
261 |
261 |
|
29 |
17 |
38 |
75 |
80 |
168 |
261 |
261 |
|
30 |
17 |
37 |
78 |
80 |
168 |
261 |
261 |
3.12
Swiss franc
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
0 |
3 |
24 |
145 |
296 |
3 029 |
|
2 |
0 |
1 |
6 |
25 |
146 |
333 |
2 246 |
|
3 |
1 |
1 |
9 |
30 |
141 |
346 |
1 692 |
|
4 |
1 |
3 |
11 |
34 |
138 |
345 |
1 305 |
|
5 |
1 |
4 |
14 |
36 |
138 |
337 |
1 034 |
|
6 |
2 |
4 |
16 |
39 |
138 |
323 |
839 |
|
7 |
2 |
6 |
19 |
41 |
138 |
308 |
694 |
|
8 |
2 |
6 |
22 |
44 |
138 |
292 |
583 |
|
9 |
2 |
7 |
25 |
47 |
138 |
275 |
497 |
|
10 |
4 |
8 |
27 |
49 |
138 |
259 |
428 |
|
11 |
4 |
9 |
29 |
51 |
139 |
243 |
372 |
|
12 |
4 |
10 |
32 |
49 |
138 |
231 |
326 |
|
13 |
4 |
10 |
35 |
51 |
139 |
232 |
287 |
|
14 |
4 |
11 |
36 |
50 |
138 |
231 |
254 |
|
15 |
5 |
12 |
39 |
49 |
137 |
230 |
230 |
|
16 |
5 |
13 |
42 |
48 |
136 |
229 |
229 |
|
17 |
6 |
14 |
44 |
49 |
136 |
229 |
229 |
|
18 |
6 |
15 |
46 |
52 |
136 |
229 |
229 |
|
19 |
7 |
15 |
49 |
54 |
137 |
230 |
230 |
|
20 |
7 |
17 |
52 |
56 |
137 |
230 |
230 |
|
21 |
7 |
17 |
53 |
58 |
138 |
231 |
231 |
|
22 |
8 |
18 |
56 |
60 |
138 |
231 |
231 |
|
23 |
8 |
18 |
58 |
62 |
138 |
231 |
231 |
|
24 |
8 |
20 |
61 |
64 |
138 |
231 |
231 |
|
25 |
9 |
20 |
63 |
66 |
137 |
230 |
230 |
|
26 |
9 |
21 |
66 |
68 |
137 |
230 |
230 |
|
27 |
9 |
22 |
68 |
70 |
137 |
230 |
230 |
|
28 |
10 |
23 |
71 |
72 |
137 |
230 |
230 |
|
29 |
10 |
23 |
73 |
73 |
137 |
230 |
230 |
|
30 |
11 |
25 |
75 |
75 |
137 |
230 |
230 |
3.13
Australian dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
42 |
56 |
62 |
85 |
206 |
306 |
3 139 |
|
2 |
42 |
56 |
62 |
85 |
206 |
344 |
2 327 |
|
3 |
41 |
56 |
64 |
89 |
200 |
357 |
1 751 |
|
4 |
40 |
56 |
66 |
92 |
197 |
356 |
1 350 |
|
5 |
40 |
57 |
69 |
93 |
195 |
347 |
1 069 |
|
6 |
41 |
58 |
70 |
95 |
194 |
333 |
867 |
|
7 |
41 |
60 |
71 |
96 |
193 |
317 |
717 |
|
8 |
40 |
60 |
71 |
98 |
192 |
301 |
602 |
|
9 |
39 |
60 |
72 |
100 |
191 |
284 |
513 |
|
10 |
39 |
59 |
72 |
101 |
190 |
283 |
442 |
|
11 |
38 |
59 |
72 |
101 |
189 |
282 |
384 |
|
12 |
37 |
58 |
71 |
100 |
189 |
282 |
336 |
|
13 |
37 |
57 |
70 |
100 |
188 |
281 |
296 |
|
14 |
36 |
57 |
70 |
99 |
187 |
280 |
280 |
|
15 |
35 |
56 |
69 |
98 |
186 |
279 |
279 |
|
16 |
34 |
55 |
68 |
97 |
186 |
279 |
279 |
|
17 |
34 |
54 |
67 |
97 |
185 |
278 |
278 |
|
18 |
33 |
54 |
67 |
96 |
184 |
277 |
277 |
|
19 |
33 |
53 |
66 |
96 |
184 |
277 |
277 |
|
20 |
33 |
53 |
66 |
96 |
184 |
277 |
277 |
|
21 |
32 |
53 |
66 |
95 |
184 |
277 |
277 |
|
22 |
32 |
53 |
66 |
95 |
183 |
276 |
276 |
|
23 |
32 |
52 |
65 |
95 |
183 |
276 |
276 |
|
24 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
25 |
30 |
51 |
65 |
93 |
182 |
275 |
275 |
|
26 |
30 |
50 |
67 |
93 |
181 |
274 |
274 |
|
27 |
29 |
50 |
70 |
92 |
180 |
273 |
273 |
|
28 |
28 |
49 |
72 |
92 |
180 |
273 |
273 |
|
29 |
28 |
48 |
75 |
91 |
179 |
272 |
272 |
|
30 |
27 |
48 |
77 |
90 |
178 |
271 |
271 |
3.14
Baht
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
11 |
25 |
31 |
54 |
175 |
307 |
3 149 |
|
2 |
15 |
29 |
35 |
58 |
179 |
346 |
2 338 |
|
3 |
18 |
32 |
41 |
66 |
176 |
359 |
1 760 |
|
4 |
20 |
36 |
46 |
72 |
176 |
358 |
1 358 |
|
5 |
22 |
39 |
51 |
75 |
178 |
349 |
1 075 |
|
6 |
22 |
39 |
51 |
76 |
175 |
335 |
871 |
|
7 |
27 |
46 |
57 |
82 |
179 |
319 |
720 |
|
8 |
26 |
45 |
57 |
84 |
178 |
302 |
605 |
|
9 |
27 |
47 |
59 |
87 |
179 |
285 |
515 |
|
10 |
29 |
49 |
62 |
91 |
180 |
273 |
443 |
|
11 |
30 |
51 |
64 |
93 |
181 |
274 |
385 |
|
12 |
31 |
51 |
64 |
94 |
182 |
275 |
337 |
|
13 |
31 |
52 |
65 |
94 |
182 |
275 |
297 |
|
14 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
15 |
31 |
52 |
65 |
94 |
183 |
276 |
276 |
|
16 |
31 |
52 |
64 |
94 |
182 |
275 |
275 |
|
17 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
18 |
30 |
51 |
64 |
93 |
181 |
274 |
274 |
|
19 |
30 |
50 |
63 |
93 |
181 |
274 |
274 |
|
20 |
30 |
50 |
63 |
93 |
181 |
274 |
274 |
|
21 |
30 |
50 |
63 |
93 |
181 |
274 |
274 |
|
22 |
29 |
50 |
63 |
93 |
181 |
274 |
274 |
|
23 |
29 |
50 |
63 |
92 |
180 |
273 |
273 |
|
24 |
29 |
49 |
62 |
92 |
180 |
273 |
273 |
|
25 |
28 |
49 |
65 |
91 |
179 |
272 |
272 |
|
26 |
28 |
48 |
67 |
91 |
179 |
272 |
272 |
|
27 |
27 |
48 |
70 |
90 |
178 |
271 |
271 |
|
28 |
27 |
47 |
72 |
90 |
178 |
271 |
271 |
|
29 |
26 |
47 |
75 |
89 |
177 |
270 |
270 |
|
30 |
26 |
46 |
78 |
89 |
177 |
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 |
10 |
24 |
30 |
53 |
174 |
307 |
3 159 |
|
2 |
12 |
25 |
32 |
54 |
175 |
346 |
2 342 |
|
3 |
12 |
26 |
35 |
60 |
171 |
359 |
1 762 |
|
4 |
12 |
28 |
38 |
64 |
169 |
358 |
1 359 |
|
5 |
13 |
30 |
42 |
66 |
169 |
349 |
1 075 |
|
6 |
15 |
33 |
44 |
69 |
169 |
335 |
871 |
|
7 |
16 |
35 |
46 |
72 |
168 |
319 |
720 |
|
8 |
16 |
36 |
47 |
74 |
168 |
302 |
605 |
|
9 |
17 |
37 |
49 |
77 |
168 |
284 |
515 |
|
10 |
17 |
38 |
51 |
79 |
169 |
268 |
443 |
|
11 |
18 |
38 |
51 |
80 |
169 |
262 |
385 |
|
12 |
18 |
38 |
51 |
81 |
169 |
262 |
337 |
|
13 |
18 |
38 |
51 |
81 |
169 |
262 |
297 |
|
14 |
18 |
39 |
52 |
81 |
169 |
262 |
263 |
|
15 |
18 |
39 |
52 |
81 |
169 |
262 |
262 |
|
16 |
18 |
38 |
51 |
81 |
169 |
262 |
262 |
|
17 |
18 |
38 |
51 |
81 |
169 |
262 |
262 |
|
18 |
18 |
38 |
51 |
81 |
169 |
262 |
262 |
|
19 |
18 |
38 |
51 |
81 |
169 |
262 |
262 |
|
20 |
18 |
38 |
53 |
81 |
169 |
262 |
262 |
|
21 |
18 |
38 |
55 |
81 |
169 |
262 |
262 |
|
22 |
18 |
38 |
57 |
81 |
169 |
262 |
262 |
|
23 |
17 |
38 |
60 |
80 |
168 |
261 |
261 |
|
24 |
17 |
38 |
62 |
80 |
168 |
261 |
261 |
|
25 |
16 |
37 |
65 |
80 |
168 |
261 |
261 |
|
26 |
16 |
37 |
67 |
79 |
167 |
260 |
260 |
|
27 |
16 |
36 |
70 |
79 |
167 |
260 |
260 |
|
28 |
15 |
36 |
72 |
78 |
166 |
259 |
259 |
|
29 |
15 |
36 |
75 |
78 |
166 |
259 |
259 |
|
30 |
15 |
35 |
77 |
78 |
166 |
259 |
259 |
3.16
Chilean peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
46 |
59 |
66 |
88 |
209 |
312 |
3 215 |
|
2 |
48 |
62 |
69 |
91 |
212 |
352 |
2 388 |
|
3 |
51 |
65 |
74 |
99 |
209 |
366 |
1 799 |
|
4 |
52 |
67 |
78 |
104 |
208 |
366 |
1 389 |
|
5 |
53 |
70 |
82 |
106 |
208 |
356 |
1 100 |
|
6 |
55 |
73 |
84 |
110 |
209 |
343 |
892 |
|
7 |
56 |
75 |
86 |
111 |
208 |
326 |
737 |
|
8 |
56 |
75 |
87 |
114 |
208 |
309 |
620 |
|
9 |
56 |
76 |
88 |
116 |
208 |
301 |
528 |
|
10 |
56 |
77 |
90 |
118 |
207 |
300 |
454 |
|
11 |
56 |
77 |
90 |
119 |
207 |
300 |
395 |
|
12 |
55 |
76 |
89 |
118 |
206 |
299 |
346 |
|
13 |
54 |
75 |
88 |
117 |
205 |
298 |
304 |
|
14 |
53 |
74 |
87 |
117 |
205 |
298 |
298 |
|
15 |
53 |
73 |
86 |
116 |
204 |
297 |
297 |
|
16 |
52 |
72 |
85 |
115 |
203 |
296 |
296 |
|
17 |
51 |
72 |
85 |
114 |
202 |
295 |
295 |
|
18 |
50 |
71 |
84 |
113 |
201 |
294 |
294 |
|
19 |
50 |
70 |
83 |
113 |
201 |
294 |
294 |
|
20 |
49 |
69 |
82 |
112 |
200 |
293 |
293 |
|
21 |
48 |
69 |
82 |
111 |
199 |
292 |
292 |
|
22 |
47 |
68 |
81 |
110 |
198 |
291 |
291 |
|
23 |
46 |
67 |
80 |
109 |
198 |
291 |
291 |
|
24 |
45 |
66 |
79 |
109 |
197 |
290 |
290 |
|
25 |
45 |
65 |
78 |
108 |
196 |
289 |
289 |
|
26 |
44 |
64 |
77 |
107 |
195 |
288 |
288 |
|
27 |
43 |
63 |
76 |
106 |
194 |
287 |
287 |
|
28 |
42 |
62 |
75 |
105 |
193 |
286 |
286 |
|
29 |
41 |
62 |
77 |
104 |
192 |
285 |
285 |
|
30 |
40 |
61 |
80 |
103 |
191 |
284 |
284 |
3.17
Colombian peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
77 |
90 |
97 |
119 |
240 |
335 |
3 282 |
|
2 |
81 |
94 |
101 |
123 |
245 |
361 |
2 450 |
|
3 |
81 |
95 |
104 |
129 |
239 |
376 |
1 851 |
|
4 |
80 |
95 |
106 |
132 |
236 |
377 |
1 432 |
|
5 |
83 |
99 |
111 |
136 |
238 |
368 |
1 135 |
|
6 |
85 |
102 |
114 |
139 |
238 |
354 |
922 |
|
7 |
87 |
105 |
116 |
142 |
239 |
338 |
763 |
|
8 |
87 |
107 |
118 |
145 |
240 |
333 |
642 |
|
9 |
88 |
109 |
121 |
149 |
240 |
333 |
547 |
|
10 |
89 |
109 |
122 |
151 |
240 |
333 |
471 |
|
11 |
88 |
109 |
122 |
151 |
240 |
333 |
410 |
|
12 |
88 |
108 |
121 |
151 |
239 |
332 |
358 |
|
13 |
86 |
107 |
120 |
149 |
237 |
330 |
330 |
|
14 |
85 |
105 |
118 |
148 |
236 |
329 |
329 |
|
15 |
83 |
104 |
117 |
146 |
234 |
327 |
327 |
|
16 |
82 |
103 |
116 |
145 |
233 |
326 |
326 |
|
17 |
80 |
101 |
114 |
144 |
232 |
325 |
325 |
|
18 |
79 |
100 |
113 |
142 |
230 |
323 |
323 |
|
19 |
78 |
98 |
111 |
141 |
229 |
322 |
322 |
|
20 |
76 |
97 |
110 |
139 |
228 |
321 |
321 |
|
21 |
75 |
96 |
109 |
138 |
226 |
319 |
319 |
|
22 |
74 |
94 |
107 |
137 |
225 |
318 |
318 |
|
23 |
72 |
93 |
106 |
135 |
223 |
316 |
316 |
|
24 |
70 |
91 |
104 |
133 |
221 |
314 |
314 |
|
25 |
69 |
89 |
102 |
132 |
220 |
313 |
313 |
|
26 |
67 |
88 |
101 |
130 |
218 |
311 |
311 |
|
27 |
66 |
86 |
99 |
129 |
217 |
310 |
310 |
|
28 |
64 |
85 |
98 |
127 |
215 |
308 |
308 |
|
29 |
63 |
83 |
96 |
126 |
214 |
307 |
307 |
|
30 |
61 |
82 |
95 |
124 |
212 |
305 |
305 |
3.18
Hong Kong dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
4 |
17 |
24 |
46 |
167 |
306 |
3 144 |
|
2 |
7 |
20 |
27 |
50 |
171 |
345 |
2 334 |
|
3 |
9 |
23 |
32 |
57 |
168 |
358 |
1 757 |
|
4 |
11 |
26 |
37 |
62 |
167 |
357 |
1 355 |
|
5 |
13 |
29 |
41 |
66 |
168 |
348 |
1 073 |
|
6 |
15 |
32 |
44 |
69 |
168 |
334 |
869 |
|
7 |
17 |
35 |
46 |
72 |
169 |
318 |
718 |
|
8 |
17 |
36 |
48 |
74 |
169 |
301 |
603 |
|
9 |
17 |
37 |
49 |
78 |
169 |
284 |
514 |
|
10 |
17 |
38 |
51 |
80 |
169 |
267 |
442 |
|
11 |
18 |
38 |
51 |
80 |
169 |
262 |
384 |
|
12 |
17 |
38 |
51 |
80 |
168 |
261 |
336 |
|
13 |
17 |
37 |
50 |
80 |
168 |
261 |
296 |
|
14 |
16 |
37 |
50 |
79 |
167 |
260 |
262 |
|
15 |
15 |
36 |
49 |
78 |
166 |
259 |
259 |
|
16 |
14 |
35 |
48 |
77 |
165 |
258 |
258 |
|
17 |
14 |
35 |
48 |
77 |
165 |
258 |
258 |
|
18 |
14 |
34 |
48 |
77 |
165 |
258 |
258 |
|
19 |
13 |
34 |
50 |
76 |
164 |
257 |
257 |
|
20 |
14 |
34 |
53 |
77 |
165 |
258 |
258 |
|
21 |
14 |
34 |
55 |
77 |
165 |
258 |
258 |
|
22 |
14 |
34 |
57 |
77 |
165 |
258 |
258 |
|
23 |
14 |
34 |
60 |
77 |
165 |
258 |
258 |
|
24 |
14 |
34 |
62 |
77 |
165 |
258 |
258 |
|
25 |
13 |
34 |
65 |
76 |
164 |
257 |
257 |
|
26 |
13 |
34 |
67 |
76 |
164 |
257 |
257 |
|
27 |
13 |
34 |
70 |
76 |
164 |
257 |
257 |
|
28 |
13 |
34 |
72 |
76 |
164 |
257 |
257 |
|
29 |
13 |
33 |
75 |
76 |
164 |
257 |
257 |
|
30 |
13 |
33 |
77 |
77 |
164 |
257 |
257 |
3.19
Indian rupee
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
89 |
103 |
110 |
132 |
253 |
348 |
3 393 |
|
2 |
90 |
103 |
110 |
132 |
254 |
371 |
2 525 |
|
3 |
89 |
103 |
112 |
137 |
248 |
386 |
1 904 |
|
4 |
89 |
104 |
115 |
141 |
245 |
385 |
1 471 |
|
5 |
89 |
106 |
118 |
142 |
244 |
376 |
1 165 |
|
6 |
90 |
108 |
119 |
145 |
244 |
362 |
945 |
|
7 |
91 |
110 |
121 |
146 |
243 |
345 |
781 |
|
8 |
91 |
110 |
122 |
148 |
243 |
336 |
657 |
|
9 |
90 |
110 |
122 |
150 |
242 |
335 |
559 |
|
10 |
89 |
109 |
122 |
151 |
240 |
333 |
481 |
|
11 |
87 |
108 |
121 |
150 |
238 |
331 |
418 |
|
12 |
85 |
106 |
119 |
148 |
236 |
329 |
366 |
|
13 |
83 |
104 |
117 |
146 |
235 |
328 |
328 |
|
14 |
82 |
102 |
115 |
145 |
233 |
326 |
326 |
|
15 |
80 |
100 |
113 |
143 |
231 |
324 |
324 |
|
16 |
78 |
98 |
111 |
141 |
229 |
322 |
322 |
|
17 |
76 |
97 |
110 |
139 |
227 |
320 |
320 |
|
18 |
74 |
95 |
108 |
137 |
226 |
319 |
319 |
|
19 |
73 |
94 |
107 |
136 |
224 |
317 |
317 |
|
20 |
72 |
93 |
106 |
135 |
223 |
316 |
316 |
|
21 |
71 |
92 |
105 |
134 |
222 |
315 |
315 |
|
22 |
70 |
90 |
103 |
133 |
221 |
314 |
314 |
|
23 |
69 |
89 |
102 |
132 |
220 |
313 |
313 |
|
24 |
67 |
88 |
101 |
131 |
219 |
312 |
312 |
|
25 |
66 |
87 |
100 |
129 |
217 |
310 |
310 |
|
26 |
65 |
86 |
99 |
128 |
216 |
309 |
309 |
|
27 |
64 |
85 |
98 |
127 |
215 |
308 |
308 |
|
28 |
63 |
84 |
97 |
126 |
214 |
307 |
307 |
|
29 |
62 |
83 |
95 |
125 |
213 |
306 |
306 |
|
30 |
61 |
81 |
94 |
124 |
212 |
305 |
305 |
3.20
Mexican peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
335 |
348 |
355 |
378 |
499 |
594 |
3 499 |
|
2 |
76 |
90 |
96 |
119 |
240 |
379 |
2 592 |
|
3 |
78 |
93 |
101 |
126 |
237 |
393 |
1 947 |
|
4 |
80 |
96 |
106 |
132 |
237 |
392 |
1 500 |
|
5 |
82 |
99 |
111 |
135 |
238 |
381 |
1 186 |
|
6 |
84 |
102 |
114 |
139 |
238 |
366 |
961 |
|
7 |
86 |
105 |
116 |
142 |
239 |
349 |
794 |
|
8 |
87 |
107 |
118 |
145 |
239 |
332 |
667 |
|
9 |
88 |
108 |
120 |
148 |
240 |
333 |
568 |
|
10 |
88 |
108 |
121 |
150 |
239 |
332 |
489 |
|
11 |
88 |
109 |
122 |
151 |
239 |
332 |
424 |
|
12 |
88 |
109 |
122 |
151 |
239 |
332 |
371 |
|
13 |
88 |
109 |
122 |
151 |
239 |
332 |
332 |
|
14 |
89 |
110 |
122 |
152 |
240 |
333 |
333 |
|
15 |
90 |
110 |
123 |
153 |
241 |
334 |
334 |
|
16 |
91 |
111 |
124 |
154 |
242 |
335 |
335 |
|
17 |
92 |
112 |
125 |
155 |
243 |
336 |
336 |
|
18 |
93 |
113 |
126 |
156 |
244 |
337 |
337 |
|
19 |
93 |
114 |
127 |
157 |
245 |
338 |
338 |
|
20 |
94 |
115 |
128 |
157 |
245 |
338 |
338 |
|
21 |
94 |
115 |
128 |
157 |
245 |
338 |
338 |
|
22 |
94 |
115 |
128 |
157 |
245 |
338 |
338 |
|
23 |
93 |
114 |
127 |
156 |
245 |
338 |
338 |
|
24 |
93 |
113 |
126 |
156 |
244 |
337 |
337 |
|
25 |
92 |
112 |
125 |
155 |
243 |
336 |
336 |
|
26 |
90 |
111 |
124 |
153 |
242 |
335 |
335 |
|
27 |
89 |
110 |
123 |
152 |
240 |
333 |
333 |
|
28 |
88 |
108 |
121 |
151 |
239 |
332 |
332 |
|
29 |
86 |
107 |
120 |
150 |
238 |
331 |
331 |
|
30 |
85 |
106 |
119 |
148 |
236 |
329 |
329 |
3.21
New Taiwan dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
5 |
11 |
34 |
155 |
301 |
3 087 |
|
2 |
0 |
5 |
11 |
34 |
155 |
339 |
2 291 |
|
3 |
1 |
5 |
13 |
39 |
149 |
353 |
1 725 |
|
4 |
1 |
5 |
16 |
42 |
146 |
352 |
1 331 |
|
5 |
1 |
6 |
18 |
43 |
145 |
342 |
1 053 |
|
6 |
2 |
8 |
20 |
45 |
144 |
329 |
854 |
|
7 |
2 |
10 |
21 |
47 |
143 |
313 |
705 |
|
8 |
2 |
10 |
22 |
48 |
143 |
296 |
593 |
|
9 |
2 |
10 |
25 |
50 |
142 |
279 |
505 |
|
10 |
4 |
10 |
27 |
52 |
141 |
262 |
434 |
|
11 |
4 |
11 |
30 |
53 |
141 |
246 |
377 |
|
12 |
4 |
10 |
32 |
53 |
141 |
234 |
330 |
|
13 |
4 |
11 |
35 |
53 |
141 |
234 |
291 |
|
14 |
4 |
12 |
38 |
53 |
141 |
234 |
258 |
|
15 |
5 |
12 |
39 |
53 |
141 |
234 |
234 |
|
16 |
5 |
13 |
42 |
53 |
141 |
234 |
234 |
|
17 |
6 |
14 |
45 |
54 |
142 |
235 |
235 |
|
18 |
6 |
15 |
48 |
54 |
142 |
235 |
235 |
|
19 |
7 |
15 |
49 |
55 |
143 |
236 |
236 |
|
20 |
7 |
17 |
52 |
57 |
144 |
237 |
237 |
|
21 |
7 |
17 |
55 |
59 |
145 |
238 |
238 |
|
22 |
8 |
18 |
57 |
61 |
145 |
238 |
238 |
|
23 |
8 |
19 |
60 |
63 |
146 |
239 |
239 |
|
24 |
8 |
20 |
62 |
65 |
146 |
239 |
239 |
|
25 |
9 |
20 |
64 |
68 |
147 |
240 |
240 |
|
26 |
9 |
22 |
66 |
69 |
147 |
240 |
240 |
|
27 |
9 |
22 |
69 |
71 |
148 |
241 |
241 |
|
28 |
10 |
23 |
72 |
73 |
148 |
241 |
241 |
|
29 |
10 |
24 |
74 |
75 |
148 |
241 |
241 |
|
30 |
11 |
25 |
77 |
77 |
148 |
241 |
241 |
3.22
New Zealand dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
48 |
62 |
68 |
91 |
212 |
307 |
3 147 |
|
2 |
49 |
63 |
69 |
92 |
213 |
345 |
2 333 |
|
3 |
48 |
63 |
71 |
97 |
207 |
358 |
1 756 |
|
4 |
48 |
63 |
74 |
100 |
204 |
357 |
1 355 |
|
5 |
48 |
64 |
76 |
101 |
203 |
348 |
1 073 |
|
6 |
49 |
66 |
78 |
103 |
202 |
335 |
870 |
|
7 |
49 |
68 |
79 |
104 |
201 |
319 |
719 |
|
8 |
48 |
68 |
79 |
106 |
200 |
302 |
605 |
|
9 |
48 |
68 |
80 |
108 |
200 |
293 |
515 |
|
10 |
47 |
67 |
80 |
109 |
198 |
291 |
443 |
|
11 |
46 |
66 |
79 |
108 |
197 |
290 |
385 |
|
12 |
44 |
65 |
78 |
107 |
195 |
288 |
337 |
|
13 |
42 |
63 |
76 |
106 |
194 |
287 |
297 |
|
14 |
41 |
62 |
75 |
104 |
192 |
285 |
285 |
|
15 |
40 |
60 |
73 |
103 |
191 |
284 |
284 |
|
16 |
38 |
59 |
72 |
101 |
189 |
282 |
282 |
|
17 |
37 |
57 |
70 |
100 |
188 |
281 |
281 |
|
18 |
36 |
56 |
69 |
99 |
187 |
280 |
280 |
|
19 |
35 |
55 |
68 |
98 |
186 |
279 |
279 |
|
20 |
34 |
55 |
68 |
97 |
185 |
278 |
278 |
|
21 |
34 |
54 |
67 |
97 |
185 |
278 |
278 |
|
22 |
33 |
54 |
67 |
96 |
184 |
277 |
277 |
|
23 |
32 |
53 |
66 |
95 |
183 |
276 |
276 |
|
24 |
32 |
52 |
65 |
95 |
183 |
276 |
276 |
|
25 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
26 |
30 |
51 |
67 |
93 |
181 |
274 |
274 |
|
27 |
29 |
50 |
70 |
93 |
181 |
274 |
274 |
|
28 |
29 |
49 |
72 |
92 |
180 |
273 |
273 |
|
29 |
28 |
49 |
75 |
91 |
179 |
272 |
272 |
|
30 |
28 |
48 |
78 |
91 |
179 |
272 |
272 |
3.23
Rand
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
111 |
124 |
131 |
153 |
274 |
370 |
3 427 |
|
2 |
112 |
125 |
132 |
154 |
276 |
374 |
2 548 |
|
3 |
112 |
127 |
135 |
161 |
271 |
389 |
1 921 |
|
4 |
113 |
129 |
139 |
165 |
269 |
388 |
1 482 |
|
5 |
114 |
131 |
143 |
167 |
269 |
379 |
1 174 |
|
6 |
115 |
133 |
145 |
170 |
269 |
364 |
952 |
|
7 |
116 |
135 |
146 |
172 |
268 |
361 |
787 |
|
8 |
116 |
135 |
147 |
173 |
268 |
361 |
662 |
|
9 |
115 |
135 |
147 |
176 |
267 |
360 |
564 |
|
10 |
114 |
135 |
148 |
177 |
266 |
359 |
485 |
|
11 |
113 |
134 |
147 |
176 |
264 |
357 |
422 |
|
12 |
111 |
132 |
145 |
174 |
262 |
355 |
369 |
|
13 |
109 |
130 |
143 |
172 |
260 |
353 |
353 |
|
14 |
107 |
128 |
141 |
170 |
258 |
351 |
351 |
|
15 |
105 |
125 |
138 |
168 |
256 |
349 |
349 |
|
16 |
102 |
123 |
136 |
165 |
253 |
346 |
346 |
|
17 |
100 |
121 |
134 |
163 |
251 |
344 |
344 |
|
18 |
98 |
119 |
131 |
161 |
249 |
342 |
342 |
|
19 |
96 |
116 |
129 |
159 |
247 |
340 |
340 |
|
20 |
94 |
115 |
128 |
157 |
245 |
338 |
338 |
|
21 |
92 |
113 |
126 |
155 |
244 |
337 |
337 |
|
22 |
91 |
111 |
124 |
154 |
242 |
335 |
335 |
|
23 |
89 |
109 |
122 |
152 |
240 |
333 |
333 |
|
24 |
87 |
108 |
121 |
150 |
238 |
331 |
331 |
|
25 |
85 |
106 |
119 |
148 |
236 |
329 |
329 |
|
26 |
83 |
104 |
117 |
146 |
234 |
327 |
327 |
|
27 |
82 |
102 |
115 |
145 |
233 |
326 |
326 |
|
28 |
80 |
101 |
114 |
143 |
231 |
324 |
324 |
|
29 |
78 |
99 |
112 |
141 |
230 |
323 |
323 |
|
30 |
77 |
97 |
110 |
140 |
228 |
321 |
321 |
3.24
Real
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
167 |
181 |
187 |
210 |
331 |
426 |
3 392 |
|
2 |
177 |
190 |
197 |
219 |
340 |
435 |
2 542 |
|
3 |
180 |
195 |
203 |
228 |
339 |
434 |
1 926 |
|
4 |
181 |
197 |
207 |
233 |
337 |
431 |
1 491 |
|
5 |
182 |
199 |
211 |
235 |
337 |
430 |
1 183 |
|
6 |
182 |
200 |
212 |
237 |
336 |
429 |
960 |
|
7 |
182 |
201 |
212 |
237 |
334 |
427 |
794 |
|
8 |
181 |
200 |
212 |
239 |
333 |
426 |
668 |
|
9 |
180 |
200 |
212 |
240 |
331 |
424 |
568 |
|
10 |
179 |
199 |
212 |
241 |
330 |
423 |
489 |
|
11 |
177 |
197 |
210 |
240 |
328 |
421 |
424 |
|
12 |
174 |
195 |
208 |
237 |
325 |
418 |
418 |
|
13 |
171 |
192 |
205 |
234 |
322 |
415 |
415 |
|
14 |
168 |
189 |
202 |
231 |
319 |
412 |
412 |
|
15 |
165 |
186 |
199 |
228 |
316 |
409 |
409 |
|
16 |
162 |
182 |
195 |
225 |
313 |
406 |
406 |
|
17 |
159 |
179 |
192 |
222 |
310 |
403 |
403 |
|
18 |
156 |
176 |
189 |
219 |
307 |
400 |
400 |
|
19 |
152 |
173 |
186 |
215 |
304 |
397 |
397 |
|
20 |
149 |
170 |
183 |
212 |
301 |
394 |
394 |
|
21 |
146 |
167 |
180 |
209 |
297 |
390 |
390 |
|
22 |
143 |
164 |
177 |
206 |
294 |
387 |
387 |
|
23 |
140 |
161 |
174 |
203 |
291 |
384 |
384 |
|
24 |
137 |
157 |
170 |
200 |
288 |
381 |
381 |
|
25 |
134 |
154 |
167 |
197 |
285 |
378 |
378 |
|
26 |
131 |
151 |
164 |
194 |
282 |
375 |
375 |
|
27 |
128 |
148 |
161 |
191 |
279 |
372 |
372 |
|
28 |
125 |
145 |
158 |
188 |
276 |
369 |
369 |
|
29 |
122 |
143 |
156 |
185 |
273 |
366 |
366 |
|
30 |
119 |
140 |
153 |
182 |
270 |
363 |
363 |
3.25
Renminbi-yuan
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
24 |
38 |
44 |
67 |
188 |
310 |
3 192 |
|
2 |
25 |
39 |
45 |
68 |
189 |
350 |
2 371 |
|
3 |
25 |
39 |
48 |
73 |
183 |
364 |
1 786 |
|
4 |
24 |
40 |
50 |
76 |
180 |
363 |
1 379 |
|
5 |
25 |
41 |
53 |
78 |
180 |
354 |
1 092 |
|
6 |
25 |
43 |
55 |
80 |
179 |
340 |
885 |
|
7 |
26 |
45 |
56 |
81 |
178 |
324 |
732 |
|
8 |
25 |
45 |
56 |
83 |
177 |
307 |
615 |
|
9 |
24 |
45 |
57 |
85 |
176 |
289 |
524 |
|
10 |
24 |
45 |
58 |
86 |
175 |
272 |
451 |
|
11 |
24 |
44 |
57 |
86 |
175 |
268 |
391 |
|
12 |
23 |
44 |
57 |
86 |
174 |
267 |
343 |
|
13 |
22 |
43 |
56 |
85 |
173 |
266 |
302 |
|
14 |
22 |
42 |
55 |
85 |
173 |
266 |
267 |
|
15 |
21 |
42 |
55 |
85 |
173 |
266 |
266 |
|
16 |
21 |
42 |
55 |
84 |
172 |
265 |
265 |
|
17 |
21 |
42 |
55 |
84 |
172 |
265 |
265 |
|
18 |
21 |
42 |
55 |
84 |
172 |
265 |
265 |
|
19 |
21 |
42 |
55 |
84 |
172 |
265 |
265 |
|
20 |
21 |
42 |
55 |
84 |
173 |
266 |
266 |
|
21 |
21 |
42 |
56 |
85 |
173 |
266 |
266 |
|
22 |
21 |
42 |
59 |
84 |
173 |
266 |
266 |
|
23 |
21 |
42 |
61 |
84 |
172 |
265 |
265 |
|
24 |
21 |
42 |
64 |
84 |
172 |
265 |
265 |
|
25 |
21 |
41 |
66 |
84 |
172 |
265 |
265 |
|
26 |
21 |
41 |
69 |
84 |
172 |
265 |
265 |
|
27 |
20 |
41 |
71 |
83 |
171 |
264 |
264 |
|
28 |
20 |
41 |
74 |
83 |
171 |
264 |
264 |
|
29 |
20 |
40 |
76 |
83 |
171 |
264 |
264 |
|
30 |
19 |
40 |
78 |
82 |
171 |
264 |
264 |
3.26
Ringgit
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
21 |
34 |
41 |
64 |
185 |
314 |
3 238 |
|
2 |
23 |
36 |
43 |
65 |
186 |
354 |
2 404 |
|
3 |
24 |
38 |
47 |
72 |
182 |
368 |
1 810 |
|
4 |
25 |
40 |
51 |
77 |
181 |
367 |
1 396 |
|
5 |
26 |
43 |
55 |
79 |
182 |
358 |
1 105 |
|
6 |
28 |
46 |
58 |
83 |
182 |
344 |
895 |
|
7 |
30 |
49 |
60 |
85 |
182 |
327 |
740 |
|
8 |
30 |
50 |
61 |
88 |
182 |
310 |
622 |
|
9 |
31 |
51 |
63 |
91 |
182 |
292 |
530 |
|
10 |
31 |
52 |
65 |
94 |
183 |
276 |
456 |
|
11 |
32 |
53 |
66 |
95 |
183 |
276 |
396 |
|
12 |
32 |
53 |
66 |
95 |
183 |
276 |
346 |
|
13 |
32 |
53 |
66 |
95 |
183 |
276 |
305 |
|
14 |
32 |
53 |
66 |
95 |
183 |
276 |
276 |
|
15 |
32 |
52 |
65 |
95 |
183 |
276 |
276 |
|
16 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
17 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
18 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
19 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
20 |
32 |
52 |
65 |
95 |
183 |
276 |
276 |
|
21 |
32 |
52 |
65 |
95 |
183 |
276 |
276 |
|
22 |
32 |
52 |
65 |
95 |
183 |
276 |
276 |
|
23 |
32 |
52 |
65 |
95 |
183 |
276 |
276 |
|
24 |
31 |
52 |
65 |
94 |
182 |
275 |
275 |
|
25 |
31 |
51 |
66 |
94 |
182 |
275 |
275 |
|
26 |
30 |
51 |
69 |
93 |
182 |
275 |
275 |
|
27 |
30 |
51 |
71 |
93 |
181 |
274 |
274 |
|
28 |
29 |
50 |
75 |
92 |
181 |
274 |
274 |
|
29 |
29 |
50 |
77 |
92 |
180 |
273 |
273 |
|
30 |
28 |
49 |
80 |
91 |
180 |
273 |
273 |
3.27
Russian rouble
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
121 |
134 |
141 |
164 |
285 |
380 |
3 493 |
|
2 |
119 |
133 |
140 |
162 |
283 |
379 |
2 593 |
|
3 |
118 |
132 |
141 |
166 |
277 |
394 |
1 952 |
|
4 |
117 |
132 |
143 |
169 |
273 |
393 |
1 506 |
|
5 |
117 |
133 |
145 |
170 |
272 |
383 |
1 191 |
|
6 |
117 |
134 |
146 |
171 |
270 |
368 |
965 |
|
7 |
117 |
136 |
147 |
172 |
269 |
362 |
797 |
|
8 |
116 |
136 |
147 |
174 |
268 |
361 |
669 |
|
9 |
115 |
135 |
148 |
176 |
267 |
360 |
569 |
|
10 |
115 |
136 |
149 |
177 |
267 |
360 |
489 |
|
11 |
115 |
135 |
148 |
177 |
266 |
359 |
424 |
|
12 |
113 |
134 |
147 |
176 |
264 |
357 |
371 |
|
13 |
112 |
133 |
146 |
175 |
263 |
356 |
356 |
|
14 |
111 |
131 |
144 |
174 |
262 |
355 |
355 |
|
15 |
108 |
129 |
142 |
172 |
260 |
353 |
353 |
|
16 |
106 |
127 |
140 |
169 |
257 |
350 |
350 |
|
17 |
104 |
124 |
137 |
167 |
255 |
348 |
348 |
|
18 |
101 |
122 |
135 |
164 |
252 |
345 |
345 |
|
19 |
99 |
120 |
133 |
162 |
250 |
343 |
343 |
|
20 |
97 |
118 |
131 |
160 |
248 |
341 |
341 |
|
21 |
95 |
115 |
128 |
158 |
246 |
339 |
339 |
|
22 |
93 |
113 |
126 |
156 |
244 |
337 |
337 |
|
23 |
90 |
111 |
124 |
153 |
241 |
334 |
334 |
|
24 |
88 |
109 |
122 |
151 |
239 |
332 |
332 |
|
25 |
86 |
107 |
120 |
149 |
237 |
330 |
330 |
|
26 |
84 |
104 |
117 |
147 |
235 |
328 |
328 |
|
27 |
82 |
102 |
115 |
145 |
233 |
326 |
326 |
|
28 |
80 |
100 |
113 |
143 |
231 |
324 |
324 |
|
29 |
78 |
98 |
111 |
141 |
229 |
322 |
322 |
|
30 |
76 |
96 |
109 |
139 |
227 |
320 |
320 |
3.28
Singapore dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
5 |
12 |
34 |
155 |
307 |
3 159 |
|
2 |
0 |
7 |
14 |
36 |
157 |
346 |
2 343 |
|
3 |
1 |
9 |
17 |
43 |
153 |
360 |
1 763 |
|
4 |
1 |
11 |
22 |
47 |
152 |
358 |
1 360 |
|
5 |
1 |
14 |
26 |
50 |
153 |
349 |
1 076 |
|
6 |
2 |
17 |
29 |
54 |
153 |
335 |
872 |
|
7 |
2 |
20 |
31 |
56 |
153 |
319 |
721 |
|
8 |
2 |
21 |
32 |
59 |
153 |
302 |
606 |
|
9 |
3 |
22 |
34 |
62 |
153 |
285 |
516 |
|
10 |
4 |
22 |
35 |
64 |
153 |
268 |
444 |
|
11 |
4 |
22 |
35 |
65 |
153 |
252 |
386 |
|
12 |
4 |
22 |
35 |
64 |
153 |
246 |
338 |
|
13 |
4 |
22 |
35 |
64 |
152 |
245 |
297 |
|
14 |
4 |
22 |
38 |
64 |
152 |
245 |
263 |
|
15 |
5 |
21 |
41 |
64 |
152 |
245 |
245 |
|
16 |
6 |
21 |
43 |
63 |
152 |
245 |
245 |
|
17 |
6 |
21 |
45 |
64 |
152 |
245 |
245 |
|
18 |
6 |
21 |
48 |
64 |
152 |
245 |
245 |
|
19 |
7 |
21 |
50 |
64 |
152 |
245 |
245 |
|
20 |
7 |
22 |
53 |
64 |
152 |
245 |
245 |
|
21 |
7 |
22 |
55 |
65 |
153 |
246 |
246 |
|
22 |
8 |
23 |
57 |
65 |
153 |
246 |
246 |
|
23 |
8 |
23 |
60 |
65 |
154 |
247 |
247 |
|
24 |
8 |
23 |
62 |
66 |
154 |
247 |
247 |
|
25 |
9 |
23 |
65 |
68 |
154 |
247 |
247 |
|
26 |
9 |
24 |
67 |
70 |
154 |
247 |
247 |
|
27 |
10 |
24 |
70 |
72 |
154 |
247 |
247 |
|
28 |
10 |
24 |
72 |
74 |
154 |
247 |
247 |
|
29 |
10 |
25 |
75 |
76 |
154 |
247 |
247 |
|
30 |
11 |
25 |
78 |
77 |
155 |
248 |
248 |
3.29
South Korean won
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
30 |
44 |
51 |
73 |
194 |
307 |
3 153 |
|
2 |
31 |
44 |
51 |
74 |
195 |
345 |
2 337 |
|
3 |
29 |
44 |
52 |
77 |
188 |
358 |
1 758 |
|
4 |
28 |
44 |
54 |
80 |
184 |
357 |
1 355 |
|
5 |
28 |
45 |
57 |
81 |
183 |
348 |
1 072 |
|
6 |
31 |
49 |
60 |
86 |
185 |
334 |
868 |
|
7 |
29 |
48 |
59 |
84 |
181 |
318 |
717 |
|
8 |
33 |
52 |
64 |
90 |
185 |
300 |
602 |
|
9 |
32 |
52 |
64 |
92 |
184 |
283 |
513 |
|
10 |
26 |
47 |
60 |
89 |
178 |
271 |
441 |
|
11 |
22 |
43 |
56 |
85 |
173 |
266 |
383 |
|
12 |
19 |
39 |
52 |
82 |
170 |
263 |
335 |
|
13 |
16 |
37 |
50 |
79 |
167 |
260 |
295 |
|
14 |
14 |
35 |
48 |
77 |
165 |
258 |
261 |
|
15 |
13 |
33 |
46 |
76 |
164 |
257 |
257 |
|
16 |
11 |
32 |
45 |
74 |
162 |
255 |
255 |
|
17 |
10 |
31 |
45 |
73 |
161 |
254 |
254 |
|
18 |
9 |
30 |
48 |
73 |
161 |
254 |
254 |
|
19 |
9 |
30 |
50 |
72 |
160 |
253 |
253 |
|
20 |
9 |
30 |
52 |
72 |
160 |
253 |
253 |
|
21 |
9 |
30 |
55 |
72 |
160 |
253 |
253 |
|
22 |
9 |
30 |
57 |
72 |
160 |
253 |
253 |
|
23 |
9 |
30 |
60 |
72 |
160 |
253 |
253 |
|
24 |
9 |
30 |
62 |
72 |
160 |
253 |
253 |
|
25 |
9 |
30 |
65 |
72 |
160 |
253 |
253 |
|
26 |
9 |
29 |
67 |
72 |
160 |
253 |
253 |
|
27 |
9 |
29 |
70 |
72 |
160 |
253 |
253 |
|
28 |
10 |
29 |
72 |
73 |
160 |
253 |
253 |
|
29 |
10 |
29 |
74 |
75 |
160 |
253 |
253 |
|
30 |
11 |
29 |
77 |
77 |
159 |
252 |
252 |
3.30
Turkish lira
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
191 |
205 |
211 |
234 |
355 |
450 |
4 678 |
|
2 |
188 |
201 |
208 |
230 |
351 |
476 |
3 361 |
|
3 |
182 |
197 |
205 |
230 |
341 |
483 |
2 476 |
|
4 |
178 |
193 |
204 |
230 |
334 |
473 |
1 877 |
|
5 |
173 |
190 |
202 |
226 |
329 |
455 |
1 464 |
|
6 |
170 |
188 |
200 |
225 |
324 |
433 |
1 172 |
|
7 |
167 |
186 |
197 |
222 |
319 |
412 |
958 |
|
8 |
163 |
182 |
194 |
221 |
315 |
408 |
797 |
|
9 |
159 |
179 |
191 |
219 |
311 |
404 |
673 |
|
10 |
155 |
176 |
189 |
217 |
306 |
399 |
575 |
|
11 |
151 |
172 |
185 |
214 |
302 |
395 |
496 |
|
12 |
147 |
168 |
181 |
210 |
298 |
391 |
431 |
|
13 |
143 |
164 |
177 |
206 |
294 |
387 |
387 |
|
14 |
139 |
160 |
173 |
202 |
291 |
384 |
384 |
|
15 |
136 |
157 |
169 |
199 |
287 |
380 |
380 |
|
16 |
133 |
153 |
166 |
196 |
284 |
377 |
377 |
|
17 |
129 |
150 |
163 |
192 |
280 |
373 |
373 |
|
18 |
126 |
147 |
160 |
189 |
277 |
370 |
370 |
|
19 |
123 |
144 |
157 |
187 |
275 |
368 |
368 |
|
20 |
121 |
141 |
154 |
184 |
272 |
365 |
365 |
|
21 |
118 |
139 |
152 |
181 |
269 |
362 |
362 |
|
22 |
116 |
136 |
149 |
179 |
267 |
360 |
360 |
|
23 |
113 |
134 |
147 |
176 |
264 |
357 |
357 |
|
24 |
110 |
131 |
144 |
173 |
261 |
354 |
354 |
|
25 |
108 |
129 |
141 |
171 |
259 |
352 |
352 |
|
26 |
105 |
126 |
139 |
169 |
257 |
350 |
350 |
|
27 |
103 |
124 |
137 |
166 |
254 |
347 |
347 |
|
28 |
101 |
122 |
135 |
164 |
252 |
345 |
345 |
|
29 |
99 |
119 |
132 |
162 |
250 |
343 |
343 |
|
30 |
97 |
117 |
130 |
160 |
248 |
341 |
341 |
3.31
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
14 |
26 |
53 |
173 |
310 |
3 189 |
|
2 |
0 |
14 |
26 |
53 |
173 |
349 |
2 362 |
|
3 |
1 |
17 |
28 |
57 |
169 |
362 |
1 776 |
|
4 |
1 |
20 |
32 |
62 |
168 |
360 |
1 369 |
|
5 |
2 |
23 |
37 |
68 |
169 |
351 |
1 083 |
|
6 |
4 |
26 |
39 |
69 |
170 |
337 |
877 |
|
7 |
7 |
30 |
42 |
71 |
170 |
321 |
725 |
|
8 |
9 |
34 |
46 |
74 |
170 |
304 |
609 |
|
9 |
10 |
37 |
49 |
76 |
170 |
286 |
518 |
|
10 |
11 |
38 |
51 |
77 |
170 |
269 |
446 |
|
11 |
12 |
40 |
52 |
78 |
170 |
263 |
387 |
|
12 |
13 |
41 |
54 |
79 |
170 |
263 |
339 |
|
13 |
14 |
42 |
54 |
80 |
170 |
263 |
299 |
|
14 |
14 |
43 |
55 |
80 |
170 |
263 |
264 |
|
15 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
16 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
17 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
18 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
19 |
14 |
43 |
55 |
80 |
170 |
263 |
263 |
|
20 |
14 |
43 |
55 |
80 |
171 |
264 |
264 |
|
21 |
14 |
43 |
56 |
80 |
171 |
264 |
264 |
|
22 |
14 |
43 |
57 |
80 |
171 |
264 |
264 |
|
23 |
14 |
43 |
60 |
80 |
171 |
264 |
264 |
|
24 |
14 |
43 |
62 |
80 |
171 |
264 |
264 |
|
25 |
14 |
43 |
65 |
80 |
171 |
264 |
264 |
|
26 |
14 |
43 |
67 |
80 |
171 |
264 |
264 |
|
27 |
14 |
43 |
70 |
80 |
171 |
264 |
264 |
|
28 |
14 |
43 |
72 |
80 |
171 |
264 |
264 |
|
29 |
14 |
43 |
75 |
80 |
170 |
263 |
263 |
|
30 |
14 |
43 |
78 |
80 |
170 |
263 |
263 |
3.32
Yen
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
0 |
3 |
12 |
133 |
299 |
3 061 |
|
2 |
0 |
1 |
6 |
14 |
132 |
336 |
2 270 |
|
3 |
1 |
1 |
9 |
17 |
125 |
349 |
1 708 |
|
4 |
1 |
3 |
11 |
19 |
121 |
348 |
1 317 |
|
5 |
1 |
4 |
14 |
22 |
120 |
339 |
1 042 |
|
6 |
2 |
4 |
16 |
25 |
120 |
325 |
844 |
|
7 |
2 |
6 |
19 |
28 |
119 |
310 |
698 |
|
8 |
2 |
6 |
22 |
30 |
119 |
293 |
586 |
|
9 |
2 |
7 |
25 |
32 |
119 |
276 |
499 |
|
10 |
4 |
8 |
27 |
34 |
119 |
260 |
430 |
|
11 |
4 |
9 |
29 |
37 |
120 |
244 |
373 |
|
12 |
4 |
10 |
32 |
39 |
120 |
228 |
327 |
|
13 |
4 |
10 |
35 |
41 |
120 |
214 |
288 |
|
14 |
4 |
11 |
36 |
43 |
120 |
213 |
255 |
|
15 |
5 |
12 |
39 |
46 |
121 |
214 |
227 |
|
16 |
5 |
13 |
42 |
48 |
121 |
214 |
214 |
|
17 |
6 |
14 |
44 |
49 |
121 |
214 |
214 |
|
18 |
6 |
15 |
46 |
52 |
122 |
215 |
215 |
|
19 |
7 |
15 |
49 |
54 |
122 |
215 |
215 |
|
20 |
7 |
17 |
52 |
56 |
123 |
216 |
216 |
|
21 |
7 |
17 |
53 |
58 |
124 |
217 |
217 |
|
22 |
8 |
18 |
56 |
60 |
125 |
217 |
217 |
|
23 |
8 |
18 |
58 |
62 |
127 |
217 |
217 |
|
24 |
8 |
20 |
61 |
64 |
129 |
218 |
218 |
|
25 |
9 |
20 |
63 |
66 |
130 |
218 |
218 |
|
26 |
9 |
21 |
66 |
68 |
131 |
218 |
218 |
|
27 |
9 |
22 |
68 |
70 |
132 |
218 |
218 |
|
28 |
10 |
23 |
71 |
72 |
133 |
218 |
218 |
|
29 |
10 |
23 |
73 |
73 |
134 |
218 |
218 |
|
30 |
10 |
25 |
75 |
75 |
135 |
218 |
218 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
14 |
|
Euro |
Belgium |
14 |
|
Euro |
Cyprus |
14 |
|
Euro |
Estonia |
14 |
|
Euro |
Finland |
14 |
|
Euro |
France |
14 |
|
Euro |
Germany |
14 |
|
Euro |
Greece |
14 |
|
Euro |
Ireland |
14 |
|
Euro |
Italy |
14 |
|
Euro |
Latvia |
14 |
|
Euro |
Lithuania |
14 |
|
Euro |
Luxembourg |
14 |
|
Euro |
Malta |
14 |
|
Euro |
Netherlands |
14 |
|
Euro |
Portugal |
14 |
|
Euro |
Slovakia |
14 |
|
Euro |
Slovenia |
14 |
|
Euro |
Spain |
14 |
|
Czech koruna |
Czech Republic |
12 |
|
Danish krone |
Denmark |
15 |
|
Forint |
Hungary |
3 |
|
Krona |
Sweden |
8 |
|
Kuna |
Croatia |
1 |
|
Lev |
Bulgaria |
– 2 |
|
Pound sterling |
United Kingdom |
20 |
|
Romanian leu |
Romania |
3 |
|
Zloty |
Poland |
11 |
|
Króna |
Iceland |
1 |
|
Norwegian krone |
Norway |
37 |
|
Swiss franc |
Liechtenstein |
4 |
|
Swiss franc |
Switzerland |
4 |
|
Australian dollar |
Australia |
10 |
|
Canadian dollar |
Canada |
30 |
|
US dollar |
United States |
42 |
|
Yen |
Japan |
1 |
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