COMMISSION IMPLEMENTING REGULATION (EU) 2016/165
of 5 February 2016
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 1 January until 30 March 2016 in accordance with Directive 2009/138/EC of the European Parliament and of the Council (Solvency II)
(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 |
– 0,157 % |
0,177 % |
– 0,167 % |
1,033 % |
– 0,397 % |
2,233 % |
|
2 |
– 0,129 % |
0,310 % |
– 0,139 % |
1,758 % |
– 0,230 % |
2,535 % |
|
3 |
– 0,038 % |
0,375 % |
– 0,048 % |
2,214 % |
0,041 % |
2,890 % |
|
4 |
0,096 % |
0,454 % |
0,086 % |
2,423 % |
0,344 % |
3,193 % |
|
5 |
0,232 % |
0,547 % |
0,222 % |
2,607 % |
0,630 % |
3,436 % |
|
6 |
0,381 % |
0,628 % |
0,371 % |
2,768 % |
0,883 % |
3,634 % |
|
7 |
0,526 % |
0,682 % |
0,516 % |
2,931 % |
1,096 % |
3,800 % |
|
8 |
0,667 % |
0,772 % |
0,657 % |
3,098 % |
1,280 % |
3,938 % |
|
9 |
0,801 % |
0,849 % |
0,790 % |
3,268 % |
1,443 % |
4,052 % |
|
10 |
0,921 % |
0,916 % |
0,911 % |
3,414 % |
1,581 % |
4,143 % |
|
11 |
1,026 % |
0,983 % |
1,016 % |
3,559 % |
1,732 % |
4,213 % |
|
12 |
1,120 % |
1,049 % |
1,110 % |
3,704 % |
1,888 % |
4,266 % |
|
13 |
1,208 % |
1,115 % |
1,198 % |
3,840 % |
2,036 % |
4,308 % |
|
14 |
1,284 % |
1,185 % |
1,274 % |
3,963 % |
2,173 % |
4,340 % |
|
15 |
1,344 % |
1,258 % |
1,334 % |
4,068 % |
2,298 % |
4,365 % |
|
16 |
1,388 % |
1,335 % |
1,378 % |
4,154 % |
2,410 % |
4,385 % |
|
17 |
1,422 % |
1,416 % |
1,412 % |
4,222 % |
2,511 % |
4,399 % |
|
18 |
1,454 % |
1,497 % |
1,443 % |
4,277 % |
2,603 % |
4,411 % |
|
19 |
1,488 % |
1,577 % |
1,477 % |
4,322 % |
2,685 % |
4,419 % |
|
20 |
1,527 % |
1,656 % |
1,517 % |
4,357 % |
2,760 % |
4,425 % |
|
21 |
1,574 % |
1,733 % |
1,564 % |
4,385 % |
2,827 % |
4,429 % |
|
22 |
1,627 % |
1,807 % |
1,617 % |
4,408 % |
2,889 % |
4,432 % |
|
23 |
1,683 % |
1,880 % |
1,673 % |
4,425 % |
2,946 % |
4,434 % |
|
24 |
1,741 % |
1,949 % |
1,731 % |
4,439 % |
2,998 % |
4,434 % |
|
25 |
1,800 % |
2,016 % |
1,791 % |
4,449 % |
3,045 % |
4,434 % |
|
26 |
1,859 % |
2,080 % |
1,850 % |
4,456 % |
3,089 % |
4,432 % |
|
27 |
1,918 % |
2,141 % |
1,909 % |
4,462 % |
3,130 % |
4,431 % |
|
28 |
1,976 % |
2,200 % |
1,967 % |
4,465 % |
3,168 % |
4,429 % |
|
29 |
2,033 % |
2,256 % |
2,024 % |
4,467 % |
3,204 % |
4,426 % |
|
30 |
2,088 % |
2,309 % |
2,079 % |
4,468 % |
3,237 % |
4,424 % |
|
31 |
2,141 % |
2,361 % |
2,133 % |
4,468 % |
3,268 % |
4,421 % |
|
32 |
2,193 % |
2,410 % |
2,185 % |
4,467 % |
3,297 % |
4,418 % |
|
33 |
2,243 % |
2,457 % |
2,236 % |
4,465 % |
3,324 % |
4,415 % |
|
34 |
2,292 % |
2,502 % |
2,284 % |
4,463 % |
3,350 % |
4,411 % |
|
35 |
2,338 % |
2,545 % |
2,331 % |
4,460 % |
3,374 % |
4,408 % |
|
36 |
2,383 % |
2,586 % |
2,376 % |
4,457 % |
3,397 % |
4,405 % |
|
37 |
2,426 % |
2,626 % |
2,420 % |
4,454 % |
3,418 % |
4,401 % |
|
38 |
2,468 % |
2,663 % |
2,461 % |
4,451 % |
3,439 % |
4,398 % |
|
39 |
2,508 % |
2,700 % |
2,502 % |
4,447 % |
3,458 % |
4,395 % |
|
40 |
2,547 % |
2,734 % |
2,540 % |
4,443 % |
3,477 % |
4,391 % |
|
41 |
2,584 % |
2,768 % |
2,577 % |
4,439 % |
3,494 % |
4,388 % |
|
42 |
2,619 % |
2,799 % |
2,613 % |
4,436 % |
3,511 % |
4,385 % |
|
43 |
2,654 % |
2,830 % |
2,648 % |
4,432 % |
3,527 % |
4,381 % |
|
44 |
2,687 % |
2,860 % |
2,681 % |
4,428 % |
3,542 % |
4,378 % |
|
45 |
2,719 % |
2,888 % |
2,713 % |
4,424 % |
3,557 % |
4,375 % |
|
46 |
2,749 % |
2,915 % |
2,743 % |
4,420 % |
3,571 % |
4,372 % |
|
47 |
2,779 % |
2,941 % |
2,773 % |
4,417 % |
3,584 % |
4,369 % |
|
48 |
2,807 % |
2,966 % |
2,802 % |
4,413 % |
3,597 % |
4,366 % |
|
49 |
2,834 % |
2,991 % |
2,829 % |
4,409 % |
3,609 % |
4,364 % |
|
50 |
2,861 % |
3,014 % |
2,855 % |
4,406 % |
3,621 % |
4,361 % |
|
51 |
2,886 % |
3,037 % |
2,881 % |
4,402 % |
3,632 % |
4,358 % |
|
52 |
2,911 % |
3,058 % |
2,906 % |
4,399 % |
3,643 % |
4,356 % |
|
53 |
2,934 % |
3,079 % |
2,929 % |
4,396 % |
3,654 % |
4,353 % |
|
54 |
2,957 % |
3,100 % |
2,952 % |
4,392 % |
3,664 % |
4,350 % |
|
55 |
2,979 % |
3,119 % |
2,975 % |
4,389 % |
3,673 % |
4,348 % |
|
56 |
3,001 % |
3,138 % |
2,996 % |
4,386 % |
3,683 % |
4,346 % |
|
57 |
3,021 % |
3,156 % |
3,017 % |
4,383 % |
3,692 % |
4,343 % |
|
58 |
3,041 % |
3,174 % |
3,037 % |
4,380 % |
3,701 % |
4,341 % |
|
59 |
3,061 % |
3,191 % |
3,056 % |
4,377 % |
3,709 % |
4,339 % |
|
60 |
3,079 % |
3,208 % |
3,075 % |
4,375 % |
3,717 % |
4,337 % |
|
61 |
3,097 % |
3,224 % |
3,093 % |
4,372 % |
3,725 % |
4,335 % |
|
62 |
3,115 % |
3,239 % |
3,111 % |
4,369 % |
3,733 % |
4,333 % |
|
63 |
3,132 % |
3,254 % |
3,128 % |
4,367 % |
3,740 % |
4,331 % |
|
64 |
3,148 % |
3,269 % |
3,144 % |
4,364 % |
3,747 % |
4,329 % |
|
65 |
3,164 % |
3,283 % |
3,160 % |
4,362 % |
3,754 % |
4,327 % |
|
66 |
3,180 % |
3,297 % |
3,176 % |
4,359 % |
3,761 % |
4,325 % |
|
67 |
3,195 % |
3,310 % |
3,191 % |
4,357 % |
3,768 % |
4,323 % |
|
68 |
3,210 % |
3,323 % |
3,206 % |
4,355 % |
3,774 % |
4,322 % |
|
69 |
3,224 % |
3,336 % |
3,220 % |
4,353 % |
3,780 % |
4,320 % |
|
70 |
3,238 % |
3,348 % |
3,234 % |
4,351 % |
3,786 % |
4,318 % |
|
71 |
3,251 % |
3,360 % |
3,248 % |
4,349 % |
3,792 % |
4,317 % |
|
72 |
3,264 % |
3,371 % |
3,261 % |
4,347 % |
3,798 % |
4,315 % |
|
73 |
3,277 % |
3,383 % |
3,273 % |
4,345 % |
3,803 % |
4,314 % |
|
74 |
3,289 % |
3,394 % |
3,286 % |
4,343 % |
3,808 % |
4,312 % |
|
75 |
3,301 % |
3,404 % |
3,298 % |
4,341 % |
3,814 % |
4,311 % |
|
76 |
3,313 % |
3,415 % |
3,310 % |
4,339 % |
3,819 % |
4,309 % |
|
77 |
3,325 % |
3,425 % |
3,321 % |
4,337 % |
3,824 % |
4,308 % |
|
78 |
3,336 % |
3,435 % |
3,333 % |
4,335 % |
3,828 % |
4,306 % |
|
79 |
3,347 % |
3,444 % |
3,343 % |
4,334 % |
3,833 % |
4,305 % |
|
80 |
3,357 % |
3,454 % |
3,354 % |
4,332 % |
3,838 % |
4,304 % |
|
81 |
3,368 % |
3,463 % |
3,364 % |
4,330 % |
3,842 % |
4,303 % |
|
82 |
3,378 % |
3,472 % |
3,375 % |
4,329 % |
3,847 % |
4,301 % |
|
83 |
3,388 % |
3,481 % |
3,385 % |
4,327 % |
3,851 % |
4,300 % |
|
84 |
3,397 % |
3,489 % |
3,394 % |
4,326 % |
3,855 % |
4,299 % |
|
85 |
3,407 % |
3,498 % |
3,404 % |
4,324 % |
3,859 % |
4,298 % |
|
86 |
3,416 % |
3,506 % |
3,413 % |
4,323 % |
3,863 % |
4,297 % |
|
87 |
3,425 % |
3,514 % |
3,422 % |
4,321 % |
3,867 % |
4,296 % |
|
88 |
3,434 % |
3,521 % |
3,431 % |
4,320 % |
3,871 % |
4,294 % |
|
89 |
3,442 % |
3,529 % |
3,439 % |
4,319 % |
3,874 % |
4,293 % |
|
90 |
3,451 % |
3,536 % |
3,448 % |
4,317 % |
3,878 % |
4,292 % |
|
91 |
3,459 % |
3,544 % |
3,456 % |
4,316 % |
3,881 % |
4,291 % |
|
92 |
3,467 % |
3,551 % |
3,464 % |
4,315 % |
3,885 % |
4,290 % |
|
93 |
3,475 % |
3,558 % |
3,472 % |
4,314 % |
3,888 % |
4,289 % |
|
94 |
3,482 % |
3,565 % |
3,480 % |
4,312 % |
3,892 % |
4,288 % |
|
95 |
3,490 % |
3,571 % |
3,487 % |
4,311 % |
3,895 % |
4,288 % |
|
96 |
3,497 % |
3,578 % |
3,495 % |
4,310 % |
3,898 % |
4,287 % |
|
97 |
3,504 % |
3,584 % |
3,502 % |
4,309 % |
3,901 % |
4,286 % |
|
98 |
3,512 % |
3,590 % |
3,509 % |
4,308 % |
3,904 % |
4,285 % |
|
99 |
3,518 % |
3,597 % |
3,516 % |
4,307 % |
3,907 % |
4,284 % |
|
100 |
3,525 % |
3,603 % |
3,523 % |
4,306 % |
3,910 % |
4,283 % |
|
101 |
3,532 % |
3,608 % |
3,529 % |
4,305 % |
3,913 % |
4,282 % |
|
102 |
3,538 % |
3,614 % |
3,536 % |
4,304 % |
3,916 % |
4,282 % |
|
103 |
3,545 % |
3,620 % |
3,542 % |
4,303 % |
3,919 % |
4,281 % |
|
104 |
3,551 % |
3,625 % |
3,549 % |
4,302 % |
3,921 % |
4,280 % |
|
105 |
3,557 % |
3,631 % |
3,555 % |
4,301 % |
3,924 % |
4,279 % |
|
106 |
3,563 % |
3,636 % |
3,561 % |
4,300 % |
3,926 % |
4,279 % |
|
107 |
3,569 % |
3,642 % |
3,567 % |
4,299 % |
3,929 % |
4,278 % |
|
108 |
3,575 % |
3,647 % |
3,573 % |
4,298 % |
3,932 % |
4,277 % |
|
109 |
3,581 % |
3,652 % |
3,578 % |
4,297 % |
3,934 % |
4,276 % |
|
110 |
3,586 % |
3,657 % |
3,584 % |
4,296 % |
3,936 % |
4,276 % |
|
111 |
3,592 % |
3,662 % |
3,590 % |
4,295 % |
3,939 % |
4,275 % |
|
112 |
3,597 % |
3,666 % |
3,595 % |
4,294 % |
3,941 % |
4,274 % |
|
113 |
3,603 % |
3,671 % |
3,600 % |
4,294 % |
3,943 % |
4,274 % |
|
114 |
3,608 % |
3,676 % |
3,606 % |
4,293 % |
3,946 % |
4,273 % |
|
115 |
3,613 % |
3,680 % |
3,611 % |
4,292 % |
3,948 % |
4,272 % |
|
116 |
3,618 % |
3,685 % |
3,616 % |
4,291 % |
3,950 % |
4,272 % |
|
117 |
3,623 % |
3,689 % |
3,621 % |
4,290 % |
3,952 % |
4,271 % |
|
118 |
3,628 % |
3,693 % |
3,626 % |
4,290 % |
3,954 % |
4,271 % |
|
119 |
3,633 % |
3,698 % |
3,631 % |
4,289 % |
3,956 % |
4,270 % |
|
120 |
3,637 % |
3,702 % |
3,635 % |
4,288 % |
3,958 % |
4,269 % |
|
121 |
3,642 % |
3,706 % |
3,640 % |
4,287 % |
3,960 % |
4,269 % |
|
122 |
3,647 % |
3,710 % |
3,644 % |
4,287 % |
3,962 % |
4,268 % |
|
123 |
3,651 % |
3,714 % |
3,649 % |
4,286 % |
3,964 % |
4,268 % |
|
124 |
3,656 % |
3,718 % |
3,653 % |
4,285 % |
3,966 % |
4,267 % |
|
125 |
3,660 % |
3,722 % |
3,658 % |
4,285 % |
3,968 % |
4,267 % |
|
126 |
3,664 % |
3,726 % |
3,662 % |
4,284 % |
3,970 % |
4,266 % |
|
127 |
3,668 % |
3,729 % |
3,666 % |
4,283 % |
3,972 % |
4,266 % |
|
128 |
3,672 % |
3,733 % |
3,670 % |
4,283 % |
3,973 % |
4,265 % |
|
129 |
3,677 % |
3,737 % |
3,675 % |
4,282 % |
3,975 % |
4,265 % |
|
130 |
3,681 % |
3,740 % |
3,679 % |
4,281 % |
3,977 % |
4,264 % |
|
131 |
3,685 % |
3,744 % |
3,683 % |
4,281 % |
3,979 % |
4,264 % |
|
132 |
3,688 % |
3,747 % |
3,686 % |
4,280 % |
3,980 % |
4,263 % |
|
133 |
3,692 % |
3,750 % |
3,690 % |
4,279 % |
3,982 % |
4,263 % |
|
134 |
3,696 % |
3,754 % |
3,694 % |
4,279 % |
3,984 % |
4,262 % |
|
135 |
3,700 % |
3,757 % |
3,698 % |
4,278 % |
3,985 % |
4,262 % |
|
136 |
3,703 % |
3,760 % |
3,702 % |
4,278 % |
3,987 % |
4,261 % |
|
137 |
3,707 % |
3,764 % |
3,705 % |
4,277 % |
3,988 % |
4,261 % |
|
138 |
3,711 % |
3,767 % |
3,709 % |
4,277 % |
3,990 % |
4,260 % |
|
139 |
3,714 % |
3,770 % |
3,712 % |
4,276 % |
3,991 % |
4,260 % |
|
140 |
3,718 % |
3,773 % |
3,716 % |
4,276 % |
3,993 % |
4,259 % |
|
141 |
3,721 % |
3,776 % |
3,719 % |
4,275 % |
3,994 % |
4,259 % |
|
142 |
3,724 % |
3,779 % |
3,723 % |
4,274 % |
3,996 % |
4,259 % |
|
143 |
3,728 % |
3,782 % |
3,726 % |
4,274 % |
3,997 % |
4,258 % |
|
144 |
3,731 % |
3,785 % |
3,729 % |
4,273 % |
3,999 % |
4,258 % |
|
145 |
3,734 % |
3,788 % |
3,732 % |
4,273 % |
4,000 % |
4,257 % |
|
146 |
3,737 % |
3,790 % |
3,736 % |
4,272 % |
4,001 % |
4,257 % |
|
147 |
3,741 % |
3,793 % |
3,739 % |
4,272 % |
4,003 % |
4,257 % |
|
148 |
3,744 % |
3,796 % |
3,742 % |
4,271 % |
4,004 % |
4,256 % |
|
149 |
3,747 % |
3,799 % |
3,745 % |
4,271 % |
4,005 % |
4,256 % |
|
150 |
3,750 % |
3,801 % |
3,748 % |
4,270 % |
4,007 % |
4,255 % |
|
Term to maturity (in years) |
Lev |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
|
1 |
– 0,207 % |
0,725 % |
0,975 % |
1,410 % |
5,582 % |
0,765 % |
|
2 |
– 0,179 % |
0,978 % |
1,393 % |
1,553 % |
5,663 % |
0,815 % |
|
3 |
– 0,088 % |
1,191 % |
1,799 % |
1,758 % |
5,762 % |
0,881 % |
|
4 |
0,046 % |
1,349 % |
2,197 % |
1,971 % |
5,778 % |
1,008 % |
|
5 |
0,182 % |
1,482 % |
2,565 % |
2,182 % |
5,713 % |
1,166 % |
|
6 |
0,331 % |
1,597 % |
2,905 % |
2,403 % |
5,696 % |
1,321 % |
|
7 |
0,475 % |
1,700 % |
3,201 % |
2,636 % |
5,712 % |
1,467 % |
|
8 |
0,616 % |
1,783 % |
3,445 % |
2,778 % |
5,731 % |
1,598 % |
|
9 |
0,750 % |
1,858 % |
3,659 % |
2,854 % |
5,738 % |
1,709 % |
|
10 |
0,870 % |
1,917 % |
3,868 % |
2,992 % |
5,732 % |
1,806 % |
|
11 |
0,974 % |
1,968 % |
4,038 % |
3,124 % |
5,716 % |
1,897 % |
|
12 |
1,069 % |
2,013 % |
4,169 % |
3,233 % |
5,694 % |
1,985 % |
|
13 |
1,156 % |
2,049 % |
4,270 % |
3,324 % |
5,666 % |
2,069 % |
|
14 |
1,232 % |
2,078 % |
4,348 % |
3,401 % |
5,635 % |
2,149 % |
|
15 |
1,293 % |
2,099 % |
4,410 % |
3,467 % |
5,603 % |
2,225 % |
|
16 |
1,336 % |
2,115 % |
4,457 % |
3,524 % |
5,569 % |
2,297 % |
|
17 |
1,370 % |
2,125 % |
4,494 % |
3,574 % |
5,534 % |
2,366 % |
|
18 |
1,401 % |
2,130 % |
4,522 % |
3,618 % |
5,500 % |
2,430 % |
|
19 |
1,435 % |
2,133 % |
4,544 % |
3,656 % |
5,466 % |
2,492 % |
|
20 |
1,475 % |
2,126 % |
4,560 % |
3,691 % |
5,432 % |
2,550 % |
|
21 |
1,523 % |
2,117 % |
4,571 % |
3,721 % |
5,399 % |
2,605 % |
|
22 |
1,576 % |
2,108 % |
4,579 % |
3,749 % |
5,366 % |
2,657 % |
|
23 |
1,633 % |
2,100 % |
4,584 % |
3,773 % |
5,335 % |
2,706 % |
|
24 |
1,693 % |
2,093 % |
4,587 % |
3,796 % |
5,304 % |
2,753 % |
|
25 |
1,753 % |
2,086 % |
4,587 % |
3,816 % |
5,274 % |
2,798 % |
|
26 |
1,813 % |
2,079 % |
4,586 % |
3,834 % |
5,246 % |
2,840 % |
|
27 |
1,873 % |
2,072 % |
4,584 % |
3,851 % |
5,218 % |
2,880 % |
|
28 |
1,932 % |
2,065 % |
4,581 % |
3,867 % |
5,191 % |
2,919 % |
|
29 |
1,990 % |
2,057 % |
4,577 % |
3,881 % |
5,165 % |
2,955 % |
|
30 |
2,046 % |
2,049 % |
4,573 % |
3,894 % |
5,141 % |
2,990 % |
|
31 |
2,101 % |
2,039 % |
4,568 % |
3,906 % |
5,117 % |
3,023 % |
|
32 |
2,154 % |
2,029 % |
4,563 % |
3,918 % |
5,094 % |
3,054 % |
|
33 |
2,205 % |
2,019 % |
4,557 % |
3,928 % |
5,071 % |
3,084 % |
|
34 |
2,254 % |
2,009 % |
4,551 % |
3,938 % |
5,050 % |
3,113 % |
|
35 |
2,302 % |
1,999 % |
4,545 % |
3,947 % |
5,030 % |
3,140 % |
|
36 |
2,348 % |
1,990 % |
4,539 % |
3,955 % |
5,010 % |
3,167 % |
|
37 |
2,392 % |
1,982 % |
4,534 % |
3,963 % |
4,991 % |
3,192 % |
|
38 |
2,434 % |
1,974 % |
4,528 % |
3,970 % |
4,973 % |
3,216 % |
|
39 |
2,475 % |
1,968 % |
4,522 % |
3,977 % |
4,955 % |
3,239 % |
|
40 |
2,515 % |
1,962 % |
4,516 % |
3,984 % |
4,938 % |
3,261 % |
|
41 |
2,552 % |
1,956 % |
4,510 % |
3,990 % |
4,922 % |
3,282 % |
|
42 |
2,589 % |
1,950 % |
4,504 % |
3,996 % |
4,906 % |
3,302 % |
|
43 |
2,624 % |
1,944 % |
4,499 % |
4,001 % |
4,891 % |
3,322 % |
|
44 |
2,657 % |
1,936 % |
4,493 % |
4,007 % |
4,877 % |
3,340 % |
|
45 |
2,690 % |
1,928 % |
4,488 % |
4,012 % |
4,863 % |
3,358 % |
|
46 |
2,721 % |
1,917 % |
4,483 % |
4,016 % |
4,849 % |
3,376 % |
|
47 |
2,751 % |
1,907 % |
4,477 % |
4,021 % |
4,836 % |
3,392 % |
|
48 |
2,780 % |
1,899 % |
4,472 % |
4,025 % |
4,824 % |
3,408 % |
|
49 |
2,808 % |
1,896 % |
4,468 % |
4,029 % |
4,812 % |
3,424 % |
|
50 |
2,835 % |
1,897 % |
4,463 % |
4,033 % |
4,800 % |
3,439 % |
|
51 |
2,861 % |
1,904 % |
4,458 % |
4,036 % |
4,789 % |
3,453 % |
|
52 |
2,886 % |
1,915 % |
4,454 % |
4,040 % |
4,778 % |
3,467 % |
|
53 |
2,910 % |
1,931 % |
4,449 % |
4,043 % |
4,768 % |
3,480 % |
|
54 |
2,933 % |
1,949 % |
4,445 % |
4,046 % |
4,757 % |
3,493 % |
|
55 |
2,956 % |
1,970 % |
4,441 % |
4,050 % |
4,748 % |
3,506 % |
|
56 |
2,977 % |
1,992 % |
4,437 % |
4,052 % |
4,738 % |
3,518 % |
|
57 |
2,998 % |
2,016 % |
4,433 % |
4,055 % |
4,729 % |
3,530 % |
|
58 |
3,019 % |
2,041 % |
4,429 % |
4,058 % |
4,720 % |
3,541 % |
|
59 |
3,038 % |
2,066 % |
4,426 % |
4,061 % |
4,711 % |
3,552 % |
|
60 |
3,058 % |
2,093 % |
4,422 % |
4,063 % |
4,703 % |
3,562 % |
|
61 |
3,076 % |
2,119 % |
4,419 % |
4,065 % |
4,695 % |
3,573 % |
|
62 |
3,094 % |
2,145 % |
4,415 % |
4,068 % |
4,687 % |
3,583 % |
|
63 |
3,111 % |
2,172 % |
4,412 % |
4,070 % |
4,679 % |
3,592 % |
|
64 |
3,128 % |
2,198 % |
4,409 % |
4,072 % |
4,672 % |
3,602 % |
|
65 |
3,144 % |
2,224 % |
4,406 % |
4,074 % |
4,665 % |
3,611 % |
|
66 |
3,160 % |
2,250 % |
4,403 % |
4,076 % |
4,658 % |
3,619 % |
|
67 |
3,176 % |
2,276 % |
4,400 % |
4,078 % |
4,651 % |
3,628 % |
|
68 |
3,191 % |
2,301 % |
4,397 % |
4,080 % |
4,644 % |
3,636 % |
|
69 |
3,205 % |
2,326 % |
4,394 % |
4,082 % |
4,638 % |
3,644 % |
|
70 |
3,219 % |
2,350 % |
4,391 % |
4,084 % |
4,632 % |
3,652 % |
|
71 |
3,233 % |
2,374 % |
4,389 % |
4,085 % |
4,626 % |
3,660 % |
|
72 |
3,246 % |
2,398 % |
4,386 % |
4,087 % |
4,620 % |
3,667 % |
|
73 |
3,259 % |
2,421 % |
4,384 % |
4,089 % |
4,614 % |
3,675 % |
|
74 |
3,272 % |
2,444 % |
4,381 % |
4,090 % |
4,609 % |
3,682 % |
|
75 |
3,284 % |
2,466 % |
4,379 % |
4,092 % |
4,603 % |
3,688 % |
|
76 |
3,296 % |
2,488 % |
4,376 % |
4,093 % |
4,598 % |
3,695 % |
|
77 |
3,308 % |
2,509 % |
4,374 % |
4,095 % |
4,593 % |
3,702 % |
|
78 |
3,319 % |
2,530 % |
4,372 % |
4,096 % |
4,588 % |
3,708 % |
|
79 |
3,330 % |
2,550 % |
4,370 % |
4,097 % |
4,583 % |
3,714 % |
|
80 |
3,341 % |
2,570 % |
4,368 % |
4,099 % |
4,578 % |
3,720 % |
|
81 |
3,352 % |
2,590 % |
4,366 % |
4,100 % |
4,573 % |
3,726 % |
|
82 |
3,362 % |
2,609 % |
4,364 % |
4,101 % |
4,569 % |
3,732 % |
|
83 |
3,372 % |
2,627 % |
4,362 % |
4,102 % |
4,564 % |
3,738 % |
|
84 |
3,382 % |
2,646 % |
4,360 % |
4,104 % |
4,560 % |
3,743 % |
|
85 |
3,391 % |
2,664 % |
4,358 % |
4,105 % |
4,556 % |
3,748 % |
|
86 |
3,401 % |
2,681 % |
4,356 % |
4,106 % |
4,552 % |
3,754 % |
|
87 |
3,410 % |
2,698 % |
4,354 % |
4,107 % |
4,548 % |
3,759 % |
|
88 |
3,419 % |
2,715 % |
4,352 % |
4,108 % |
4,544 % |
3,764 % |
|
89 |
3,428 % |
2,732 % |
4,351 % |
4,109 % |
4,540 % |
3,769 % |
|
90 |
3,436 % |
2,748 % |
4,349 % |
4,110 % |
4,536 % |
3,773 % |
|
91 |
3,444 % |
2,763 % |
4,347 % |
4,111 % |
4,532 % |
3,778 % |
|
92 |
3,453 % |
2,779 % |
4,346 % |
4,112 % |
4,529 % |
3,783 % |
|
93 |
3,461 % |
2,794 % |
4,344 % |
4,113 % |
4,525 % |
3,787 % |
|
94 |
3,468 % |
2,809 % |
4,343 % |
4,114 % |
4,522 % |
3,791 % |
|
95 |
3,476 % |
2,823 % |
4,341 % |
4,115 % |
4,518 % |
3,796 % |
|
96 |
3,484 % |
2,837 % |
4,340 % |
4,116 % |
4,515 % |
3,800 % |
|
97 |
3,491 % |
2,851 % |
4,338 % |
4,117 % |
4,512 % |
3,804 % |
|
98 |
3,498 % |
2,865 % |
4,337 % |
4,118 % |
4,509 % |
3,808 % |
|
99 |
3,505 % |
2,878 % |
4,336 % |
4,118 % |
4,506 % |
3,812 % |
|
100 |
3,512 % |
2,891 % |
4,334 % |
4,119 % |
4,502 % |
3,816 % |
|
101 |
3,519 % |
2,904 % |
4,333 % |
4,120 % |
4,499 % |
3,820 % |
|
102 |
3,526 % |
2,917 % |
4,332 % |
4,121 % |
4,497 % |
3,823 % |
|
103 |
3,532 % |
2,929 % |
4,330 % |
4,122 % |
4,494 % |
3,827 % |
|
104 |
3,539 % |
2,941 % |
4,329 % |
4,122 % |
4,491 % |
3,831 % |
|
105 |
3,545 % |
2,953 % |
4,328 % |
4,123 % |
4,488 % |
3,834 % |
|
106 |
3,551 % |
2,965 % |
4,327 % |
4,124 % |
4,485 % |
3,838 % |
|
107 |
3,557 % |
2,976 % |
4,325 % |
4,125 % |
4,483 % |
3,841 % |
|
108 |
3,563 % |
2,988 % |
4,324 % |
4,125 % |
4,480 % |
3,844 % |
|
109 |
3,569 % |
2,999 % |
4,323 % |
4,126 % |
4,477 % |
3,848 % |
|
110 |
3,575 % |
3,010 % |
4,322 % |
4,127 % |
4,475 % |
3,851 % |
|
111 |
3,580 % |
3,020 % |
4,321 % |
4,127 % |
4,472 % |
3,854 % |
|
112 |
3,586 % |
3,031 % |
4,320 % |
4,128 % |
4,470 % |
3,857 % |
|
113 |
3,591 % |
3,041 % |
4,319 % |
4,129 % |
4,468 % |
3,860 % |
|
114 |
3,596 % |
3,051 % |
4,318 % |
4,129 % |
4,465 % |
3,863 % |
|
115 |
3,602 % |
3,061 % |
4,317 % |
4,130 % |
4,463 % |
3,866 % |
|
116 |
3,607 % |
3,071 % |
4,316 % |
4,130 % |
4,461 % |
3,869 % |
|
117 |
3,612 % |
3,080 % |
4,315 % |
4,131 % |
4,458 % |
3,872 % |
|
118 |
3,617 % |
3,090 % |
4,314 % |
4,132 % |
4,456 % |
3,874 % |
|
119 |
3,622 % |
3,099 % |
4,313 % |
4,132 % |
4,454 % |
3,877 % |
|
120 |
3,627 % |
3,108 % |
4,312 % |
4,133 % |
4,452 % |
3,880 % |
|
121 |
3,631 % |
3,117 % |
4,311 % |
4,133 % |
4,450 % |
3,882 % |
|
122 |
3,636 % |
3,126 % |
4,310 % |
4,134 % |
4,448 % |
3,885 % |
|
123 |
3,640 % |
3,135 % |
4,309 % |
4,134 % |
4,446 % |
3,888 % |
|
124 |
3,645 % |
3,143 % |
4,308 % |
4,135 % |
4,444 % |
3,890 % |
|
125 |
3,649 % |
3,152 % |
4,307 % |
4,136 % |
4,442 % |
3,893 % |
|
126 |
3,654 % |
3,160 % |
4,306 % |
4,136 % |
4,440 % |
3,895 % |
|
127 |
3,658 % |
3,168 % |
4,306 % |
4,137 % |
4,438 % |
3,897 % |
|
128 |
3,662 % |
3,176 % |
4,305 % |
4,137 % |
4,436 % |
3,900 % |
|
129 |
3,666 % |
3,184 % |
4,304 % |
4,138 % |
4,434 % |
3,902 % |
|
130 |
3,671 % |
3,192 % |
4,303 % |
4,138 % |
4,433 % |
3,904 % |
|
131 |
3,675 % |
3,199 % |
4,302 % |
4,138 % |
4,431 % |
3,907 % |
|
132 |
3,679 % |
3,207 % |
4,302 % |
4,139 % |
4,429 % |
3,909 % |
|
133 |
3,682 % |
3,214 % |
4,301 % |
4,139 % |
4,427 % |
3,911 % |
|
134 |
3,686 % |
3,222 % |
4,300 % |
4,140 % |
4,426 % |
3,913 % |
|
135 |
3,690 % |
3,229 % |
4,299 % |
4,140 % |
4,424 % |
3,915 % |
|
136 |
3,694 % |
3,236 % |
4,299 % |
4,141 % |
4,422 % |
3,917 % |
|
137 |
3,698 % |
3,243 % |
4,298 % |
4,141 % |
4,421 % |
3,919 % |
|
138 |
3,701 % |
3,250 % |
4,297 % |
4,142 % |
4,419 % |
3,922 % |
|
139 |
3,705 % |
3,257 % |
4,297 % |
4,142 % |
4,418 % |
3,924 % |
|
140 |
3,708 % |
3,263 % |
4,296 % |
4,142 % |
4,416 % |
3,925 % |
|
141 |
3,712 % |
3,270 % |
4,295 % |
4,143 % |
4,414 % |
3,927 % |
|
142 |
3,715 % |
3,277 % |
4,294 % |
4,143 % |
4,413 % |
3,929 % |
|
143 |
3,719 % |
3,283 % |
4,294 % |
4,144 % |
4,411 % |
3,931 % |
|
144 |
3,722 % |
3,289 % |
4,293 % |
4,144 % |
4,410 % |
3,933 % |
|
145 |
3,725 % |
3,296 % |
4,293 % |
4,144 % |
4,409 % |
3,935 % |
|
146 |
3,728 % |
3,302 % |
4,292 % |
4,145 % |
4,407 % |
3,937 % |
|
147 |
3,732 % |
3,308 % |
4,291 % |
4,145 % |
4,406 % |
3,939 % |
|
148 |
3,735 % |
3,314 % |
4,291 % |
4,146 % |
4,404 % |
3,940 % |
|
149 |
3,738 % |
3,320 % |
4,290 % |
4,146 % |
4,403 % |
3,942 % |
|
150 |
3,741 % |
3,326 % |
4,289 % |
4,146 % |
4,402 % |
3,944 % |
|
Term to maturity (in years) |
Swiss franc |
Australian dollar |
Baht |
Canadian dollar |
Chilean peso |
Colombian peso |
|
1 |
– 0,795 % |
2,043 % |
1,257 % |
0,645 % |
3,816 % |
4,474 % |
|
2 |
– 0,746 % |
2,008 % |
1,345 % |
0,681 % |
3,983 % |
4,580 % |
|
3 |
– 0,666 % |
2,059 % |
1,488 % |
0,789 % |
4,130 % |
4,688 % |
|
4 |
– 0,543 % |
2,153 % |
1,731 % |
0,909 % |
4,248 % |
4,853 % |
|
5 |
– 0,407 % |
2,304 % |
1,912 % |
1,039 % |
4,357 % |
4,907 % |
|
6 |
– 0,270 % |
2,407 % |
1,991 % |
1,185 % |
4,457 % |
5,049 % |
|
7 |
– 0,143 % |
2,534 % |
2,032 % |
1,336 % |
4,595 % |
5,199 % |
|
8 |
– 0,030 % |
2,633 % |
2,192 % |
1,491 % |
4,662 % |
5,320 % |
|
9 |
0,071 % |
2,741 % |
2,274 % |
1,644 % |
4,757 % |
5,536 % |
|
10 |
0,159 % |
2,831 % |
2,290 % |
1,778 % |
4,802 % |
5,775 % |
|
11 |
0,227 % |
2,900 % |
2,427 % |
1,904 % |
4,823 % |
5,956 % |
|
12 |
0,317 % |
2,960 % |
2,613 % |
2,019 % |
4,836 % |
6,081 % |
|
13 |
0,372 % |
3,019 % |
2,762 % |
2,116 % |
4,841 % |
6,164 % |
|
14 |
0,408 % |
3,075 % |
2,875 % |
2,199 % |
4,842 % |
6,215 % |
|
15 |
0,481 % |
3,124 % |
2,965 % |
2,269 % |
4,839 % |
6,243 % |
|
16 |
0,545 % |
3,165 % |
3,043 % |
2,328 % |
4,833 % |
6,252 % |
|
17 |
0,591 % |
3,199 % |
3,112 % |
2,375 % |
4,826 % |
6,247 % |
|
18 |
0,624 % |
3,229 % |
3,173 % |
2,412 % |
4,817 % |
6,232 % |
|
19 |
0,649 % |
3,255 % |
3,228 % |
2,437 % |
4,807 % |
6,209 % |
|
20 |
0,668 % |
3,279 % |
3,277 % |
2,451 % |
4,796 % |
6,179 % |
|
21 |
0,684 % |
3,301 % |
3,321 % |
2,454 % |
4,784 % |
6,146 % |
|
22 |
0,700 % |
3,319 % |
3,362 % |
2,452 % |
4,773 % |
6,109 % |
|
23 |
0,717 % |
3,332 % |
3,399 % |
2,449 % |
4,761 % |
6,070 % |
|
24 |
0,739 % |
3,339 % |
3,433 % |
2,449 % |
4,749 % |
6,029 % |
|
25 |
0,767 % |
3,339 % |
3,464 % |
2,454 % |
4,737 % |
5,988 % |
|
26 |
0,800 % |
3,332 % |
3,492 % |
2,466 % |
4,725 % |
5,946 % |
|
27 |
0,839 % |
3,321 % |
3,519 % |
2,484 % |
4,713 % |
5,905 % |
|
28 |
0,881 % |
3,310 % |
3,544 % |
2,506 % |
4,702 % |
5,864 % |
|
29 |
0,925 % |
3,299 % |
3,567 % |
2,532 % |
4,691 % |
5,824 % |
|
30 |
0,970 % |
3,292 % |
3,588 % |
2,559 % |
4,680 % |
5,784 % |
|
31 |
1,016 % |
3,289 % |
3,608 % |
2,588 % |
4,669 % |
5,746 % |
|
32 |
1,062 % |
3,290 % |
3,627 % |
2,618 % |
4,659 % |
5,708 % |
|
33 |
1,108 % |
3,294 % |
3,644 % |
2,648 % |
4,648 % |
5,671 % |
|
34 |
1,154 % |
3,300 % |
3,661 % |
2,679 % |
4,639 % |
5,636 % |
|
35 |
1,198 % |
3,308 % |
3,676 % |
2,710 % |
4,629 % |
5,602 % |
|
36 |
1,242 % |
3,318 % |
3,691 % |
2,740 % |
4,620 % |
5,569 % |
|
37 |
1,285 % |
3,328 % |
3,705 % |
2,770 % |
4,611 % |
5,537 % |
|
38 |
1,327 % |
3,340 % |
3,718 % |
2,799 % |
4,602 % |
5,506 % |
|
39 |
1,367 % |
3,352 % |
3,731 % |
2,828 % |
4,593 % |
5,476 % |
|
40 |
1,406 % |
3,365 % |
3,743 % |
2,856 % |
4,585 % |
5,447 % |
|
41 |
1,444 % |
3,378 % |
3,754 % |
2,884 % |
4,577 % |
5,419 % |
|
42 |
1,481 % |
3,391 % |
3,765 % |
2,911 % |
4,570 % |
5,393 % |
|
43 |
1,517 % |
3,404 % |
3,775 % |
2,937 % |
4,562 % |
5,367 % |
|
44 |
1,552 % |
3,417 % |
3,785 % |
2,962 % |
4,555 % |
5,342 % |
|
45 |
1,585 % |
3,430 % |
3,794 % |
2,986 % |
4,548 % |
5,318 % |
|
46 |
1,617 % |
3,443 % |
3,803 % |
3,010 % |
4,541 % |
5,295 % |
|
47 |
1,649 % |
3,456 % |
3,811 % |
3,033 % |
4,535 % |
5,273 % |
|
48 |
1,679 % |
3,469 % |
3,819 % |
3,056 % |
4,528 % |
5,251 % |
|
49 |
1,708 % |
3,481 % |
3,827 % |
3,077 % |
4,522 % |
5,231 % |
|
50 |
1,736 % |
3,493 % |
3,835 % |
3,098 % |
4,516 % |
5,211 % |
|
51 |
1,764 % |
3,505 % |
3,842 % |
3,119 % |
4,511 % |
5,192 % |
|
52 |
1,790 % |
3,517 % |
3,849 % |
3,138 % |
4,505 % |
5,173 % |
|
53 |
1,815 % |
3,528 % |
3,856 % |
3,157 % |
4,500 % |
5,155 % |
|
54 |
1,840 % |
3,540 % |
3,862 % |
3,176 % |
4,495 % |
5,138 % |
|
55 |
1,864 % |
3,550 % |
3,868 % |
3,194 % |
4,490 % |
5,121 % |
|
56 |
1,887 % |
3,561 % |
3,874 % |
3,211 % |
4,485 % |
5,105 % |
|
57 |
1,909 % |
3,571 % |
3,880 % |
3,228 % |
4,480 % |
5,089 % |
|
58 |
1,931 % |
3,581 % |
3,885 % |
3,244 % |
4,475 % |
5,074 % |
|
59 |
1,952 % |
3,591 % |
3,891 % |
3,260 % |
4,471 % |
5,059 % |
|
60 |
1,972 % |
3,601 % |
3,896 % |
3,275 % |
4,466 % |
5,045 % |
|
61 |
1,992 % |
3,610 % |
3,901 % |
3,290 % |
4,462 % |
5,031 % |
|
62 |
2,011 % |
3,619 % |
3,906 % |
3,304 % |
4,458 % |
5,018 % |
|
63 |
2,030 % |
3,628 % |
3,911 % |
3,318 % |
4,454 % |
5,005 % |
|
64 |
2,048 % |
3,636 % |
3,915 % |
3,331 % |
4,450 % |
4,993 % |
|
65 |
2,065 % |
3,645 % |
3,920 % |
3,345 % |
4,447 % |
4,980 % |
|
66 |
2,082 % |
3,653 % |
3,924 % |
3,357 % |
4,443 % |
4,969 % |
|
67 |
2,099 % |
3,661 % |
3,928 % |
3,370 % |
4,439 % |
4,957 % |
|
68 |
2,115 % |
3,669 % |
3,932 % |
3,382 % |
4,436 % |
4,946 % |
|
69 |
2,130 % |
3,676 % |
3,936 % |
3,394 % |
4,433 % |
4,935 % |
|
70 |
2,145 % |
3,683 % |
3,940 % |
3,405 % |
4,429 % |
4,925 % |
|
71 |
2,160 % |
3,691 % |
3,943 % |
3,416 % |
4,426 % |
4,915 % |
|
72 |
2,174 % |
3,697 % |
3,947 % |
3,427 % |
4,423 % |
4,905 % |
|
73 |
2,188 % |
3,704 % |
3,950 % |
3,437 % |
4,420 % |
4,895 % |
|
74 |
2,202 % |
3,711 % |
3,954 % |
3,448 % |
4,417 % |
4,886 % |
|
75 |
2,215 % |
3,717 % |
3,957 % |
3,457 % |
4,414 % |
4,876 % |
|
76 |
2,228 % |
3,723 % |
3,960 % |
3,467 % |
4,411 % |
4,868 % |
|
77 |
2,240 % |
3,730 % |
3,963 % |
3,477 % |
4,409 % |
4,859 % |
|
78 |
2,253 % |
3,736 % |
3,966 % |
3,486 % |
4,406 % |
4,850 % |
|
79 |
2,265 % |
3,741 % |
3,969 % |
3,495 % |
4,404 % |
4,842 % |
|
80 |
2,276 % |
3,747 % |
3,972 % |
3,504 % |
4,401 % |
4,834 % |
|
81 |
2,288 % |
3,753 % |
3,975 % |
3,512 % |
4,399 % |
4,826 % |
|
82 |
2,299 % |
3,758 % |
3,978 % |
3,520 % |
4,396 % |
4,819 % |
|
83 |
2,309 % |
3,763 % |
3,981 % |
3,529 % |
4,394 % |
4,811 % |
|
84 |
2,320 % |
3,768 % |
3,983 % |
3,537 % |
4,391 % |
4,804 % |
|
85 |
2,330 % |
3,773 % |
3,986 % |
3,544 % |
4,389 % |
4,797 % |
|
86 |
2,340 % |
3,778 % |
3,988 % |
3,552 % |
4,387 % |
4,790 % |
|
87 |
2,350 % |
3,783 % |
3,991 % |
3,559 % |
4,385 % |
4,783 % |
|
88 |
2,360 % |
3,788 % |
3,993 % |
3,567 % |
4,383 % |
4,776 % |
|
89 |
2,369 % |
3,793 % |
3,995 % |
3,574 % |
4,381 % |
4,770 % |
|
90 |
2,378 % |
3,797 % |
3,998 % |
3,581 % |
4,379 % |
4,764 % |
|
91 |
2,387 % |
3,801 % |
4,000 % |
3,587 % |
4,377 % |
4,757 % |
|
92 |
2,396 % |
3,806 % |
4,002 % |
3,594 % |
4,375 % |
4,751 % |
|
93 |
2,405 % |
3,810 % |
4,004 % |
3,601 % |
4,373 % |
4,745 % |
|
94 |
2,413 % |
3,814 % |
4,006 % |
3,607 % |
4,371 % |
4,740 % |
|
95 |
2,421 % |
3,818 % |
4,008 % |
3,613 % |
4,369 % |
4,734 % |
|
96 |
2,429 % |
3,822 % |
4,010 % |
3,619 % |
4,368 % |
4,728 % |
|
97 |
2,437 % |
3,826 % |
4,012 % |
3,625 % |
4,366 % |
4,723 % |
|
98 |
2,445 % |
3,830 % |
4,014 % |
3,631 % |
4,364 % |
4,717 % |
|
99 |
2,453 % |
3,834 % |
4,016 % |
3,637 % |
4,363 % |
4,712 % |
|
100 |
2,460 % |
3,837 % |
4,018 % |
3,642 % |
4,361 % |
4,707 % |
|
101 |
2,467 % |
3,841 % |
4,020 % |
3,648 % |
4,359 % |
4,702 % |
|
102 |
2,475 % |
3,844 % |
4,021 % |
3,653 % |
4,358 % |
4,697 % |
|
103 |
2,482 % |
3,848 % |
4,023 % |
3,659 % |
4,356 % |
4,692 % |
|
104 |
2,489 % |
3,851 % |
4,025 % |
3,664 % |
4,355 % |
4,688 % |
|
105 |
2,495 % |
3,854 % |
4,027 % |
3,669 % |
4,353 % |
4,683 % |
|
106 |
2,502 % |
3,858 % |
4,028 % |
3,674 % |
4,352 % |
4,678 % |
|
107 |
2,508 % |
3,861 % |
4,030 % |
3,679 % |
4,350 % |
4,674 % |
|
108 |
2,515 % |
3,864 % |
4,031 % |
3,684 % |
4,349 % |
4,669 % |
|
109 |
2,521 % |
3,867 % |
4,033 % |
3,688 % |
4,348 % |
4,665 % |
|
110 |
2,527 % |
3,870 % |
4,034 % |
3,693 % |
4,346 % |
4,661 % |
|
111 |
2,533 % |
3,873 % |
4,036 % |
3,697 % |
4,345 % |
4,657 % |
|
112 |
2,539 % |
3,876 % |
4,037 % |
3,702 % |
4,344 % |
4,653 % |
|
113 |
2,545 % |
3,879 % |
4,039 % |
3,706 % |
4,342 % |
4,649 % |
|
114 |
2,551 % |
3,882 % |
4,040 % |
3,711 % |
4,341 % |
4,645 % |
|
115 |
2,556 % |
3,884 % |
4,042 % |
3,715 % |
4,340 % |
4,641 % |
|
116 |
2,562 % |
3,887 % |
4,043 % |
3,719 % |
4,339 % |
4,637 % |
|
117 |
2,567 % |
3,890 % |
4,044 % |
3,723 % |
4,338 % |
4,633 % |
|
118 |
2,573 % |
3,892 % |
4,046 % |
3,727 % |
4,336 % |
4,630 % |
|
119 |
2,578 % |
3,895 % |
4,047 % |
3,731 % |
4,335 % |
4,626 % |
|
120 |
2,583 % |
3,898 % |
4,048 % |
3,735 % |
4,334 % |
4,622 % |
|
121 |
2,588 % |
3,900 % |
4,050 % |
3,739 % |
4,333 % |
4,619 % |
|
122 |
2,593 % |
3,903 % |
4,051 % |
3,743 % |
4,332 % |
4,615 % |
|
123 |
2,598 % |
3,905 % |
4,052 % |
3,746 % |
4,331 % |
4,612 % |
|
124 |
2,603 % |
3,907 % |
4,053 % |
3,750 % |
4,330 % |
4,609 % |
|
125 |
2,608 % |
3,910 % |
4,054 % |
3,754 % |
4,329 % |
4,605 % |
|
126 |
2,612 % |
3,912 % |
4,055 % |
3,757 % |
4,328 % |
4,602 % |
|
127 |
2,617 % |
3,914 % |
4,057 % |
3,761 % |
4,327 % |
4,599 % |
|
128 |
2,622 % |
3,916 % |
4,058 % |
3,764 % |
4,326 % |
4,596 % |
|
129 |
2,626 % |
3,919 % |
4,059 % |
3,767 % |
4,325 % |
4,593 % |
|
130 |
2,630 % |
3,921 % |
4,060 % |
3,771 % |
4,324 % |
4,590 % |
|
131 |
2,635 % |
3,923 % |
4,061 % |
3,774 % |
4,323 % |
4,587 % |
|
132 |
2,639 % |
3,925 % |
4,062 % |
3,777 % |
4,322 % |
4,584 % |
|
133 |
2,643 % |
3,927 % |
4,063 % |
3,780 % |
4,321 % |
4,581 % |
|
134 |
2,647 % |
3,929 % |
4,064 % |
3,784 % |
4,320 % |
4,578 % |
|
135 |
2,651 % |
3,931 % |
4,065 % |
3,787 % |
4,319 % |
4,575 % |
|
136 |
2,655 % |
3,933 % |
4,066 % |
3,790 % |
4,318 % |
4,573 % |
|
137 |
2,659 % |
3,935 % |
4,067 % |
3,793 % |
4,317 % |
4,570 % |
|
138 |
2,663 % |
3,937 % |
4,068 % |
3,796 % |
4,317 % |
4,567 % |
|
139 |
2,667 % |
3,939 % |
4,069 % |
3,799 % |
4,316 % |
4,565 % |
|
140 |
2,671 % |
3,941 % |
4,070 % |
3,801 % |
4,315 % |
4,562 % |
|
141 |
2,675 % |
3,943 % |
4,071 % |
3,804 % |
4,314 % |
4,559 % |
|
142 |
2,678 % |
3,944 % |
4,072 % |
3,807 % |
4,313 % |
4,557 % |
|
143 |
2,682 % |
3,946 % |
4,073 % |
3,810 % |
4,313 % |
4,554 % |
|
144 |
2,686 % |
3,948 % |
4,074 % |
3,812 % |
4,312 % |
4,552 % |
|
145 |
2,689 % |
3,950 % |
4,074 % |
3,815 % |
4,311 % |
4,549 % |
|
146 |
2,693 % |
3,951 % |
4,075 % |
3,818 % |
4,310 % |
4,547 % |
|
147 |
2,696 % |
3,953 % |
4,076 % |
3,820 % |
4,309 % |
4,545 % |
|
148 |
2,700 % |
3,955 % |
4,077 % |
3,823 % |
4,309 % |
4,542 % |
|
149 |
2,703 % |
3,956 % |
4,078 % |
3,825 % |
4,308 % |
4,540 % |
|
150 |
2,706 % |
3,958 % |
4,079 % |
3,828 % |
4,307 % |
4,538 % |
|
Term to maturity (in years) |
Hong Kong dollar |
Indian rupee |
Mexican peso |
New Taiwan dollar |
New Zealand dollar |
Rand |
|
1 |
0,461 % |
7,178 % |
3,347 % |
0,257 % |
2,430 % |
7,354 % |
|
2 |
0,764 % |
7,292 % |
3,803 % |
0,343 % |
2,512 % |
8,072 % |
|
3 |
0,977 % |
7,404 % |
4,530 % |
0,431 % |
2,655 % |
8,510 % |
|
4 |
1,182 % |
7,513 % |
4,956 % |
0,520 % |
2,812 % |
8,814 % |
|
5 |
1,316 % |
7,610 % |
5,396 % |
0,609 % |
2,964 % |
9,035 % |
|
6 |
1,427 % |
7,680 % |
5,717 % |
0,697 % |
3,102 % |
9,214 % |
|
7 |
1,524 % |
7,752 % |
5,879 % |
0,786 % |
3,222 % |
9,353 % |
|
8 |
1,604 % |
7,804 % |
6,000 % |
0,871 % |
3,325 % |
9,470 % |
|
9 |
1,667 % |
7,847 % |
6,100 % |
0,953 % |
3,411 % |
9,563 % |
|
10 |
1,715 % |
7,882 % |
6,206 % |
1,032 % |
3,485 % |
9,646 % |
|
11 |
1,751 % |
7,892 % |
6,319 % |
1,120 % |
3,557 % |
9,723 % |
|
12 |
1,789 % |
7,879 % |
6,434 % |
1,214 % |
3,626 % |
9,794 % |
|
13 |
1,839 % |
7,851 % |
6,547 % |
1,310 % |
3,689 % |
9,860 % |
|
14 |
1,896 % |
7,811 % |
6,655 % |
1,407 % |
3,745 % |
9,910 % |
|
15 |
1,958 % |
7,763 % |
6,755 % |
1,502 % |
3,793 % |
9,934 % |
|
16 |
2,021 % |
7,709 % |
6,846 % |
1,594 % |
3,833 % |
9,928 % |
|
17 |
2,085 % |
7,652 % |
6,925 % |
1,684 % |
3,868 % |
9,895 % |
|
18 |
2,148 % |
7,593 % |
6,993 % |
1,769 % |
3,897 % |
9,841 % |
|
19 |
2,210 % |
7,533 % |
7,046 % |
1,851 % |
3,923 % |
9,772 % |
|
20 |
2,271 % |
7,472 % |
7,084 % |
1,930 % |
3,945 % |
9,692 % |
|
21 |
2,329 % |
7,412 % |
7,105 % |
2,005 % |
3,964 % |
9,602 % |
|
22 |
2,386 % |
7,352 % |
7,113 % |
2,076 % |
3,982 % |
9,507 % |
|
23 |
2,440 % |
7,293 % |
7,109 % |
2,144 % |
3,997 % |
9,409 % |
|
24 |
2,492 % |
7,236 % |
7,097 % |
2,208 % |
4,011 % |
9,308 % |
|
25 |
2,543 % |
7,180 % |
7,077 % |
2,270 % |
4,023 % |
9,206 % |
|
26 |
2,591 % |
7,126 % |
7,053 % |
2,328 % |
4,034 % |
9,104 % |
|
27 |
2,637 % |
7,074 % |
7,025 % |
2,384 % |
4,044 % |
9,004 % |
|
28 |
2,681 % |
7,023 % |
6,994 % |
2,437 % |
4,053 % |
8,905 % |
|
29 |
2,723 % |
6,974 % |
6,961 % |
2,488 % |
4,061 % |
8,808 % |
|
30 |
2,763 % |
6,927 % |
6,926 % |
2,536 % |
4,069 % |
8,714 % |
|
31 |
2,802 % |
6,881 % |
6,891 % |
2,582 % |
4,076 % |
8,623 % |
|
32 |
2,839 % |
6,838 % |
6,856 % |
2,625 % |
4,082 % |
8,534 % |
|
33 |
2,874 % |
6,796 % |
6,820 % |
2,667 % |
4,088 % |
8,448 % |
|
34 |
2,908 % |
6,755 % |
6,785 % |
2,707 % |
4,093 % |
8,365 % |
|
35 |
2,940 % |
6,717 % |
6,750 % |
2,745 % |
4,098 % |
8,285 % |
|
36 |
2,971 % |
6,680 % |
6,716 % |
2,781 % |
4,102 % |
8,209 % |
|
37 |
3,001 % |
6,644 % |
6,682 % |
2,816 % |
4,106 % |
8,135 % |
|
38 |
3,029 % |
6,609 % |
6,650 % |
2,850 % |
4,110 % |
8,064 % |
|
39 |
3,057 % |
6,576 % |
6,618 % |
2,881 % |
4,113 % |
7,995 % |
|
40 |
3,083 % |
6,545 % |
6,587 % |
2,912 % |
4,116 % |
7,930 % |
|
41 |
3,108 % |
6,514 % |
6,557 % |
2,941 % |
4,119 % |
7,866 % |
|
42 |
3,132 % |
6,485 % |
6,528 % |
2,969 % |
4,122 % |
7,806 % |
|
43 |
3,155 % |
6,457 % |
6,500 % |
2,996 % |
4,125 % |
7,748 % |
|
44 |
3,178 % |
6,430 % |
6,472 % |
3,022 % |
4,127 % |
7,692 % |
|
45 |
3,199 % |
6,404 % |
6,446 % |
3,047 % |
4,130 % |
7,638 % |
|
46 |
3,220 % |
6,379 % |
6,420 % |
3,071 % |
4,132 % |
7,586 % |
|
47 |
3,240 % |
6,355 % |
6,396 % |
3,094 % |
4,134 % |
7,537 % |
|
48 |
3,259 % |
6,331 % |
6,372 % |
3,116 % |
4,136 % |
7,489 % |
|
49 |
3,277 % |
6,309 % |
6,349 % |
3,137 % |
4,137 % |
7,443 % |
|
50 |
3,295 % |
6,287 % |
6,327 % |
3,158 % |
4,139 % |
7,398 % |
|
51 |
3,312 % |
6,267 % |
6,306 % |
3,178 % |
4,141 % |
7,356 % |
|
52 |
3,329 % |
6,247 % |
6,285 % |
3,197 % |
4,142 % |
7,314 % |
|
53 |
3,345 % |
6,227 % |
6,265 % |
3,215 % |
4,144 % |
7,275 % |
|
54 |
3,360 % |
6,209 % |
6,245 % |
3,233 % |
4,145 % |
7,236 % |
|
55 |
3,375 % |
6,191 % |
6,227 % |
3,250 % |
4,146 % |
7,199 % |
|
56 |
3,389 % |
6,173 % |
6,209 % |
3,267 % |
4,147 % |
7,164 % |
|
57 |
3,403 % |
6,156 % |
6,191 % |
3,283 % |
4,149 % |
7,129 % |
|
58 |
3,417 % |
6,140 % |
6,174 % |
3,298 % |
4,150 % |
7,096 % |
|
59 |
3,430 % |
6,124 % |
6,158 % |
3,313 % |
4,151 % |
7,064 % |
|
60 |
3,442 % |
6,109 % |
6,142 % |
3,328 % |
4,152 % |
7,033 % |
|
61 |
3,454 % |
6,094 % |
6,127 % |
3,342 % |
4,153 % |
7,003 % |
|
62 |
3,466 % |
6,080 % |
6,112 % |
3,356 % |
4,154 % |
6,973 % |
|
63 |
3,478 % |
6,066 % |
6,098 % |
3,369 % |
4,155 % |
6,945 % |
|
64 |
3,489 % |
6,052 % |
6,084 % |
3,382 % |
4,155 % |
6,918 % |
|
65 |
3,500 % |
6,039 % |
6,070 % |
3,394 % |
4,156 % |
6,891 % |
|
66 |
3,510 % |
6,027 % |
6,057 % |
3,406 % |
4,157 % |
6,865 % |
|
67 |
3,520 % |
6,014 % |
6,044 % |
3,418 % |
4,158 % |
6,840 % |
|
68 |
3,530 % |
6,002 % |
6,032 % |
3,429 % |
4,158 % |
6,816 % |
|
69 |
3,540 % |
5,991 % |
6,020 % |
3,440 % |
4,159 % |
6,793 % |
|
70 |
3,549 % |
5,979 % |
6,008 % |
3,451 % |
4,160 % |
6,770 % |
|
71 |
3,558 % |
5,968 % |
5,996 % |
3,461 % |
4,160 % |
6,748 % |
|
72 |
3,567 % |
5,958 % |
5,985 % |
3,472 % |
4,161 % |
6,726 % |
|
73 |
3,576 % |
5,947 % |
5,975 % |
3,482 % |
4,162 % |
6,705 % |
|
74 |
3,584 % |
5,937 % |
5,964 % |
3,491 % |
4,162 % |
6,684 % |
|
75 |
3,592 % |
5,927 % |
5,954 % |
3,501 % |
4,163 % |
6,665 % |
|
76 |
3,600 % |
5,918 % |
5,944 % |
3,510 % |
4,163 % |
6,645 % |
|
77 |
3,608 % |
5,909 % |
5,934 % |
3,519 % |
4,164 % |
6,626 % |
|
78 |
3,616 % |
5,899 % |
5,925 % |
3,527 % |
4,164 % |
6,608 % |
|
79 |
3,623 % |
5,891 % |
5,916 % |
3,536 % |
4,165 % |
6,590 % |
|
80 |
3,630 % |
5,882 % |
5,907 % |
3,544 % |
4,165 % |
6,572 % |
|
81 |
3,637 % |
5,873 % |
5,898 % |
3,552 % |
4,166 % |
6,555 % |
|
82 |
3,644 % |
5,865 % |
5,889 % |
3,560 % |
4,166 % |
6,539 % |
|
83 |
3,651 % |
5,857 % |
5,881 % |
3,568 % |
4,167 % |
6,523 % |
|
84 |
3,657 % |
5,849 % |
5,873 % |
3,575 % |
4,167 % |
6,507 % |
|
85 |
3,663 % |
5,842 % |
5,865 % |
3,582 % |
4,167 % |
6,491 % |
|
86 |
3,670 % |
5,834 % |
5,857 % |
3,590 % |
4,168 % |
6,476 % |
|
87 |
3,676 % |
5,827 % |
5,850 % |
3,597 % |
4,168 % |
6,461 % |
|
88 |
3,682 % |
5,820 % |
5,842 % |
3,603 % |
4,169 % |
6,447 % |
|
89 |
3,687 % |
5,813 % |
5,835 % |
3,610 % |
4,169 % |
6,433 % |
|
90 |
3,693 % |
5,806 % |
5,828 % |
3,617 % |
4,169 % |
6,419 % |
|
91 |
3,699 % |
5,799 % |
5,821 % |
3,623 % |
4,170 % |
6,406 % |
|
92 |
3,704 % |
5,793 % |
5,814 % |
3,629 % |
4,170 % |
6,392 % |
|
93 |
3,709 % |
5,786 % |
5,808 % |
3,635 % |
4,170 % |
6,380 % |
|
94 |
3,715 % |
5,780 % |
5,801 % |
3,641 % |
4,171 % |
6,367 % |
|
95 |
3,720 % |
5,774 % |
5,795 % |
3,647 % |
4,171 % |
6,355 % |
|
96 |
3,725 % |
5,768 % |
5,789 % |
3,653 % |
4,171 % |
6,342 % |
|
97 |
3,730 % |
5,762 % |
5,783 % |
3,659 % |
4,172 % |
6,331 % |
|
98 |
3,734 % |
5,756 % |
5,777 % |
3,664 % |
4,172 % |
6,319 % |
|
99 |
3,739 % |
5,751 % |
5,771 % |
3,670 % |
4,172 % |
6,308 % |
|
100 |
3,744 % |
5,745 % |
5,765 % |
3,675 % |
4,172 % |
6,297 % |
|
101 |
3,748 % |
5,740 % |
5,759 % |
3,680 % |
4,173 % |
6,286 % |
|
102 |
3,753 % |
5,735 % |
5,754 % |
3,685 % |
4,173 % |
6,275 % |
|
103 |
3,757 % |
5,729 % |
5,749 % |
3,690 % |
4,173 % |
6,264 % |
|
104 |
3,761 % |
5,724 % |
5,743 % |
3,695 % |
4,174 % |
6,254 % |
|
105 |
3,765 % |
5,719 % |
5,738 % |
3,700 % |
4,174 % |
6,244 % |
|
106 |
3,769 % |
5,714 % |
5,733 % |
3,704 % |
4,174 % |
6,234 % |
|
107 |
3,773 % |
5,709 % |
5,728 % |
3,709 % |
4,174 % |
6,224 % |
|
108 |
3,777 % |
5,705 % |
5,723 % |
3,714 % |
4,175 % |
6,215 % |
|
109 |
3,781 % |
5,700 % |
5,718 % |
3,718 % |
4,175 % |
6,206 % |
|
110 |
3,785 % |
5,696 % |
5,714 % |
3,722 % |
4,175 % |
6,196 % |
|
111 |
3,789 % |
5,691 % |
5,709 % |
3,727 % |
4,175 % |
6,187 % |
|
112 |
3,792 % |
5,687 % |
5,704 % |
3,731 % |
4,175 % |
6,179 % |
|
113 |
3,796 % |
5,682 % |
5,700 % |
3,735 % |
4,176 % |
6,170 % |
|
114 |
3,800 % |
5,678 % |
5,695 % |
3,739 % |
4,176 % |
6,161 % |
|
115 |
3,803 % |
5,674 % |
5,691 % |
3,743 % |
4,176 % |
6,153 % |
|
116 |
3,806 % |
5,670 % |
5,687 % |
3,747 % |
4,176 % |
6,145 % |
|
117 |
3,810 % |
5,666 % |
5,683 % |
3,751 % |
4,177 % |
6,137 % |
|
118 |
3,813 % |
5,662 % |
5,679 % |
3,755 % |
4,177 % |
6,129 % |
|
119 |
3,816 % |
5,658 % |
5,675 % |
3,758 % |
4,177 % |
6,121 % |
|
120 |
3,820 % |
5,654 % |
5,671 % |
3,762 % |
4,177 % |
6,113 % |
|
121 |
3,823 % |
5,650 % |
5,667 % |
3,766 % |
4,177 % |
6,105 % |
|
122 |
3,826 % |
5,647 % |
5,663 % |
3,769 % |
4,177 % |
6,098 % |
|
123 |
3,829 % |
5,643 % |
5,659 % |
3,773 % |
4,178 % |
6,091 % |
|
124 |
3,832 % |
5,640 % |
5,655 % |
3,776 % |
4,178 % |
6,083 % |
|
125 |
3,835 % |
5,636 % |
5,652 % |
3,780 % |
4,178 % |
6,076 % |
|
126 |
3,838 % |
5,633 % |
5,648 % |
3,783 % |
4,178 % |
6,069 % |
|
127 |
3,841 % |
5,629 % |
5,645 % |
3,786 % |
4,178 % |
6,062 % |
|
128 |
3,843 % |
5,626 % |
5,641 % |
3,789 % |
4,179 % |
6,056 % |
|
129 |
3,846 % |
5,622 % |
5,638 % |
3,793 % |
4,179 % |
6,049 % |
|
130 |
3,849 % |
5,619 % |
5,634 % |
3,796 % |
4,179 % |
6,043 % |
|
131 |
3,851 % |
5,616 % |
5,631 % |
3,799 % |
4,179 % |
6,036 % |
|
132 |
3,854 % |
5,613 % |
5,628 % |
3,802 % |
4,179 % |
6,030 % |
|
133 |
3,857 % |
5,610 % |
5,625 % |
3,805 % |
4,179 % |
6,023 % |
|
134 |
3,859 % |
5,607 % |
5,621 % |
3,808 % |
4,180 % |
6,017 % |
|
135 |
3,862 % |
5,604 % |
5,618 % |
3,811 % |
4,180 % |
6,011 % |
|
136 |
3,864 % |
5,601 % |
5,615 % |
3,814 % |
4,180 % |
6,005 % |
|
137 |
3,867 % |
5,598 % |
5,612 % |
3,816 % |
4,180 % |
5,999 % |
|
138 |
3,869 % |
5,595 % |
5,609 % |
3,819 % |
4,180 % |
5,993 % |
|
139 |
3,871 % |
5,592 % |
5,606 % |
3,822 % |
4,180 % |
5,988 % |
|
140 |
3,874 % |
5,589 % |
5,603 % |
3,825 % |
4,180 % |
5,982 % |
|
141 |
3,876 % |
5,586 % |
5,600 % |
3,827 % |
4,181 % |
5,977 % |
|
142 |
3,878 % |
5,584 % |
5,598 % |
3,830 % |
4,181 % |
5,971 % |
|
143 |
3,881 % |
5,581 % |
5,595 % |
3,832 % |
4,181 % |
5,966 % |
|
144 |
3,883 % |
5,578 % |
5,592 % |
3,835 % |
4,181 % |
5,960 % |
|
145 |
3,885 % |
5,576 % |
5,589 % |
3,838 % |
4,181 % |
5,955 % |
|
146 |
3,887 % |
5,573 % |
5,587 % |
3,840 % |
4,181 % |
5,950 % |
|
147 |
3,889 % |
5,571 % |
5,584 % |
3,842 % |
4,181 % |
5,945 % |
|
148 |
3,891 % |
5,568 % |
5,581 % |
3,845 % |
4,181 % |
5,940 % |
|
149 |
3,894 % |
5,566 % |
5,579 % |
3,847 % |
4,182 % |
5,935 % |
|
150 |
3,896 % |
5,563 % |
5,576 % |
3,850 % |
4,182 % |
5,930 % |
|
Term to maturity (in years) |
Real |
Renminbi-yuan |
Ringgit |
Russian rouble |
Singapore dollar |
South Korean won |
|
1 |
15,543 % |
1,985 % |
3,562 % |
11,250 % |
1,534 % |
1,301 % |
|
2 |
16,275 % |
2,000 % |
3,614 % |
10,692 % |
1,740 % |
1,301 % |
|
3 |
16,450 % |
2,083 % |
3,667 % |
11,303 % |
1,955 % |
1,337 % |
|
4 |
16,698 % |
2,156 % |
3,732 % |
10,962 % |
2,145 % |
1,386 % |
|
5 |
17,140 % |
2,265 % |
3,797 % |
10,098 % |
2,281 % |
1,433 % |
|
6 |
17,082 % |
2,347 % |
3,887 % |
10,681 % |
2,421 % |
1,480 % |
|
7 |
17,033 % |
2,417 % |
3,978 % |
9,993 % |
2,545 % |
1,527 % |
|
8 |
17,014 % |
2,460 % |
4,064 % |
10,011 % |
2,642 % |
1,569 % |
|
9 |
16,999 % |
2,514 % |
4,153 % |
10,052 % |
2,719 % |
1,608 % |
|
10 |
16,987 % |
2,558 % |
4,243 % |
9,818 % |
2,773 % |
1,643 % |
|
11 |
16,928 % |
2,602 % |
4,291 % |
9,552 % |
2,830 % |
1,675 % |
|
12 |
16,821 % |
2,648 % |
4,324 % |
9,310 % |
2,885 % |
1,700 % |
|
13 |
16,674 % |
2,695 % |
4,370 % |
9,088 % |
2,929 % |
1,714 % |
|
14 |
16,495 % |
2,741 % |
4,428 % |
8,882 % |
2,963 % |
1,721 % |
|
15 |
16,291 % |
2,787 % |
4,492 % |
8,691 % |
2,985 % |
1,722 % |
|
16 |
16,067 % |
2,831 % |
4,558 % |
8,513 % |
2,997 % |
1,720 % |
|
17 |
15,827 % |
2,874 % |
4,622 % |
8,346 % |
3,003 % |
1,718 % |
|
18 |
15,576 % |
2,916 % |
4,681 % |
8,190 % |
3,007 % |
1,722 % |
|
19 |
15,317 % |
2,956 % |
4,733 % |
8,042 % |
3,013 % |
1,734 % |
|
20 |
15,053 % |
2,995 % |
4,775 % |
7,903 % |
3,021 % |
1,755 % |
|
21 |
14,788 % |
3,031 % |
4,807 % |
7,773 % |
3,034 % |
1,786 % |
|
22 |
14,522 % |
3,067 % |
4,831 % |
7,649 % |
3,050 % |
1,826 % |
|
23 |
14,259 % |
3,101 % |
4,846 % |
7,532 % |
3,069 % |
1,870 % |
|
24 |
14,000 % |
3,133 % |
4,856 % |
7,422 % |
3,089 % |
1,918 % |
|
25 |
13,747 % |
3,164 % |
4,862 % |
7,317 % |
3,111 % |
1,969 % |
|
26 |
13,499 % |
3,193 % |
4,863 % |
7,218 % |
3,133 % |
2,020 % |
|
27 |
13,259 % |
3,222 % |
4,862 % |
7,124 % |
3,156 % |
2,071 % |
|
28 |
13,026 % |
3,249 % |
4,858 % |
7,035 % |
3,179 % |
2,123 % |
|
29 |
12,801 % |
3,275 % |
4,852 % |
6,950 % |
3,202 % |
2,173 % |
|
30 |
12,585 % |
3,299 % |
4,845 % |
6,870 % |
3,224 % |
2,223 % |
|
31 |
12,376 % |
3,323 % |
4,837 % |
6,793 % |
3,247 % |
2,272 % |
|
32 |
12,176 % |
3,346 % |
4,828 % |
6,720 % |
3,268 % |
2,319 % |
|
33 |
11,984 % |
3,367 % |
4,818 % |
6,651 % |
3,290 % |
2,365 % |
|
34 |
11,800 % |
3,388 % |
4,808 % |
6,585 % |
3,310 % |
2,410 % |
|
35 |
11,624 % |
3,408 % |
4,797 % |
6,522 % |
3,331 % |
2,453 % |
|
36 |
11,456 % |
3,427 % |
4,787 % |
6,462 % |
3,350 % |
2,494 % |
|
37 |
11,294 % |
3,445 % |
4,776 % |
6,405 % |
3,369 % |
2,535 % |
|
38 |
11,140 % |
3,463 % |
4,765 % |
6,350 % |
3,388 % |
2,573 % |
|
39 |
10,992 % |
3,480 % |
4,754 % |
6,298 % |
3,405 % |
2,611 % |
|
40 |
10,851 % |
3,496 % |
4,744 % |
6,248 % |
3,423 % |
2,647 % |
|
41 |
10,716 % |
3,512 % |
4,733 % |
6,200 % |
3,439 % |
2,681 % |
|
42 |
10,586 % |
3,526 % |
4,723 % |
6,154 % |
3,455 % |
2,714 % |
|
43 |
10,462 % |
3,541 % |
4,713 % |
6,110 % |
3,471 % |
2,747 % |
|
44 |
10,343 % |
3,555 % |
4,703 % |
6,068 % |
3,486 % |
2,777 % |
|
45 |
10,229 % |
3,568 % |
4,693 % |
6,027 % |
3,500 % |
2,807 % |
|
46 |
10,119 % |
3,581 % |
4,684 % |
5,989 % |
3,514 % |
2,836 % |
|
47 |
10,014 % |
3,593 % |
4,675 % |
5,951 % |
3,528 % |
2,863 % |
|
48 |
9,914 % |
3,605 % |
4,666 % |
5,915 % |
3,541 % |
2,890 % |
|
49 |
9,817 % |
3,617 % |
4,657 % |
5,881 % |
3,554 % |
2,916 % |
|
50 |
9,724 % |
3,628 % |
4,649 % |
5,848 % |
3,566 % |
2,940 % |
|
51 |
9,634 % |
3,638 % |
4,641 % |
5,816 % |
3,578 % |
2,964 % |
|
52 |
9,548 % |
3,649 % |
4,633 % |
5,785 % |
3,589 % |
2,987 % |
|
53 |
9,465 % |
3,659 % |
4,625 % |
5,755 % |
3,600 % |
3,010 % |
|
54 |
9,385 % |
3,668 % |
4,618 % |
5,727 % |
3,611 % |
3,031 % |
|
55 |
9,308 % |
3,678 % |
4,610 % |
5,699 % |
3,621 % |
3,052 % |
|
56 |
9,233 % |
3,687 % |
4,603 % |
5,673 % |
3,631 % |
3,072 % |
|
57 |
9,162 % |
3,695 % |
4,597 % |
5,647 % |
3,641 % |
3,091 % |
|
58 |
9,092 % |
3,704 % |
4,590 % |
5,622 % |
3,650 % |
3,110 % |
|
59 |
9,025 % |
3,712 % |
4,584 % |
5,598 % |
3,659 % |
3,128 % |
|
60 |
8,961 % |
3,720 % |
4,577 % |
5,575 % |
3,668 % |
3,146 % |
|
61 |
8,898 % |
3,728 % |
4,571 % |
5,552 % |
3,677 % |
3,163 % |
|
62 |
8,838 % |
3,735 % |
4,565 % |
5,530 % |
3,685 % |
3,179 % |
|
63 |
8,779 % |
3,742 % |
4,560 % |
5,509 % |
3,693 % |
3,195 % |
|
64 |
8,722 % |
3,749 % |
4,554 % |
5,489 % |
3,701 % |
3,211 % |
|
65 |
8,667 % |
3,756 % |
4,549 % |
5,469 % |
3,708 % |
3,226 % |
|
66 |
8,614 % |
3,763 % |
4,544 % |
5,450 % |
3,716 % |
3,241 % |
|
67 |
8,562 % |
3,769 % |
4,539 % |
5,431 % |
3,723 % |
3,255 % |
|
68 |
8,512 % |
3,775 % |
4,534 % |
5,413 % |
3,730 % |
3,269 % |
|
69 |
8,463 % |
3,782 % |
4,529 % |
5,395 % |
3,737 % |
3,282 % |
|
70 |
8,416 % |
3,787 % |
4,524 % |
5,378 % |
3,743 % |
3,295 % |
|
71 |
8,370 % |
3,793 % |
4,520 % |
5,361 % |
3,749 % |
3,308 % |
|
72 |
8,326 % |
3,799 % |
4,515 % |
5,345 % |
3,756 % |
3,320 % |
|
73 |
8,282 % |
3,804 % |
4,511 % |
5,330 % |
3,762 % |
3,332 % |
|
74 |
8,240 % |
3,810 % |
4,507 % |
5,314 % |
3,768 % |
3,344 % |
|
75 |
8,199 % |
3,815 % |
4,503 % |
5,299 % |
3,773 % |
3,355 % |
|
76 |
8,159 % |
3,820 % |
4,499 % |
5,285 % |
3,779 % |
3,366 % |
|
77 |
8,120 % |
3,825 % |
4,495 % |
5,271 % |
3,784 % |
3,377 % |
|
78 |
8,082 % |
3,829 % |
4,491 % |
5,257 % |
3,790 % |
3,387 % |
|
79 |
8,045 % |
3,834 % |
4,487 % |
5,243 % |
3,795 % |
3,397 % |
|
80 |
8,009 % |
3,839 % |
4,484 % |
5,230 % |
3,800 % |
3,407 % |
|
81 |
7,974 % |
3,843 % |
4,480 % |
5,218 % |
3,805 % |
3,417 % |
|
82 |
7,940 % |
3,847 % |
4,477 % |
5,205 % |
3,810 % |
3,427 % |
|
83 |
7,906 % |
3,852 % |
4,474 % |
5,193 % |
3,814 % |
3,436 % |
|
84 |
7,874 % |
3,856 % |
4,470 % |
5,181 % |
3,819 % |
3,445 % |
|
85 |
7,842 % |
3,860 % |
4,467 % |
5,170 % |
3,823 % |
3,454 % |
|
86 |
7,811 % |
3,864 % |
4,464 % |
5,158 % |
3,828 % |
3,463 % |
|
87 |
7,780 % |
3,868 % |
4,461 % |
5,147 % |
3,832 % |
3,471 % |
|
88 |
7,751 % |
3,871 % |
4,458 % |
5,136 % |
3,836 % |
3,479 % |
|
89 |
7,722 % |
3,875 % |
4,455 % |
5,126 % |
3,840 % |
3,487 % |
|
90 |
7,693 % |
3,879 % |
4,452 % |
5,115 % |
3,844 % |
3,495 % |
|
91 |
7,666 % |
3,882 % |
4,450 % |
5,105 % |
3,848 % |
3,503 % |
|
92 |
7,638 % |
3,886 % |
4,447 % |
5,095 % |
3,852 % |
3,510 % |
|
93 |
7,612 % |
3,889 % |
4,444 % |
5,086 % |
3,856 % |
3,518 % |
|
94 |
7,586 % |
3,892 % |
4,442 % |
5,076 % |
3,859 % |
3,525 % |
|
95 |
7,561 % |
3,895 % |
4,439 % |
5,067 % |
3,863 % |
3,532 % |
|
96 |
7,536 % |
3,899 % |
4,437 % |
5,058 % |
3,866 % |
3,539 % |
|
97 |
7,511 % |
3,902 % |
4,434 % |
5,049 % |
3,870 % |
3,546 % |
|
98 |
7,488 % |
3,905 % |
4,432 % |
5,040 % |
3,873 % |
3,553 % |
|
99 |
7,464 % |
3,908 % |
4,429 % |
5,032 % |
3,876 % |
3,559 % |
|
100 |
7,441 % |
3,911 % |
4,427 % |
5,024 % |
3,880 % |
3,565 % |
|
101 |
7,419 % |
3,914 % |
4,425 % |
5,015 % |
3,883 % |
3,572 % |
|
102 |
7,397 % |
3,916 % |
4,423 % |
5,007 % |
3,886 % |
3,578 % |
|
103 |
7,375 % |
3,919 % |
4,420 % |
4,999 % |
3,889 % |
3,584 % |
|
104 |
7,354 % |
3,922 % |
4,418 % |
4,992 % |
3,892 % |
3,590 % |
|
105 |
7,333 % |
3,924 % |
4,416 % |
4,984 % |
3,895 % |
3,596 % |
|
106 |
7,313 % |
3,927 % |
4,414 % |
4,977 % |
3,898 % |
3,601 % |
|
107 |
7,293 % |
3,930 % |
4,412 % |
4,969 % |
3,901 % |
3,607 % |
|
108 |
7,274 % |
3,932 % |
4,410 % |
4,962 % |
3,903 % |
3,612 % |
|
109 |
7,254 % |
3,934 % |
4,408 % |
4,955 % |
3,906 % |
3,618 % |
|
110 |
7,236 % |
3,937 % |
4,406 % |
4,948 % |
3,909 % |
3,623 % |
|
111 |
7,217 % |
3,939 % |
4,405 % |
4,942 % |
3,911 % |
3,628 % |
|
112 |
7,199 % |
3,942 % |
4,403 % |
4,935 % |
3,914 % |
3,633 % |
|
113 |
7,181 % |
3,944 % |
4,401 % |
4,928 % |
3,916 % |
3,638 % |
|
114 |
7,163 % |
3,946 % |
4,399 % |
4,922 % |
3,919 % |
3,643 % |
|
115 |
7,146 % |
3,948 % |
4,397 % |
4,916 % |
3,921 % |
3,648 % |
|
116 |
7,129 % |
3,950 % |
4,396 % |
4,910 % |
3,924 % |
3,653 % |
|
117 |
7,113 % |
3,953 % |
4,394 % |
4,903 % |
3,926 % |
3,657 % |
|
118 |
7,096 % |
3,955 % |
4,392 % |
4,898 % |
3,928 % |
3,662 % |
|
119 |
7,080 % |
3,957 % |
4,391 % |
4,892 % |
3,931 % |
3,666 % |
|
120 |
7,064 % |
3,959 % |
4,389 % |
4,886 % |
3,933 % |
3,671 % |
|
121 |
7,049 % |
3,961 % |
4,388 % |
4,880 % |
3,935 % |
3,675 % |
|
122 |
7,034 % |
3,963 % |
4,386 % |
4,875 % |
3,937 % |
3,680 % |
|
123 |
7,019 % |
3,965 % |
4,385 % |
4,869 % |
3,939 % |
3,684 % |
|
124 |
7,004 % |
3,967 % |
4,383 % |
4,864 % |
3,942 % |
3,688 % |
|
125 |
6,989 % |
3,968 % |
4,382 % |
4,858 % |
3,944 % |
3,692 % |
|
126 |
6,975 % |
3,970 % |
4,380 % |
4,853 % |
3,946 % |
3,696 % |
|
127 |
6,961 % |
3,972 % |
4,379 % |
4,848 % |
3,948 % |
3,700 % |
|
128 |
6,947 % |
3,974 % |
4,377 % |
4,843 % |
3,950 % |
3,704 % |
|
129 |
6,933 % |
3,976 % |
4,376 % |
4,838 % |
3,952 % |
3,708 % |
|
130 |
6,920 % |
3,977 % |
4,375 % |
4,833 % |
3,953 % |
3,712 % |
|
131 |
6,907 % |
3,979 % |
4,373 % |
4,828 % |
3,955 % |
3,715 % |
|
132 |
6,894 % |
3,981 % |
4,372 % |
4,823 % |
3,957 % |
3,719 % |
|
133 |
6,881 % |
3,982 % |
4,371 % |
4,819 % |
3,959 % |
3,723 % |
|
134 |
6,868 % |
3,984 % |
4,369 % |
4,814 % |
3,961 % |
3,726 % |
|
135 |
6,856 % |
3,986 % |
4,368 % |
4,809 % |
3,963 % |
3,730 % |
|
136 |
6,843 % |
3,987 % |
4,367 % |
4,805 % |
3,964 % |
3,733 % |
|
137 |
6,831 % |
3,989 % |
4,366 % |
4,801 % |
3,966 % |
3,736 % |
|
138 |
6,819 % |
3,990 % |
4,364 % |
4,796 % |
3,968 % |
3,740 % |
|
139 |
6,808 % |
3,992 % |
4,363 % |
4,792 % |
3,969 % |
3,743 % |
|
140 |
6,796 % |
3,993 % |
4,362 % |
4,788 % |
3,971 % |
3,746 % |
|
141 |
6,785 % |
3,995 % |
4,361 % |
4,783 % |
3,973 % |
3,750 % |
|
142 |
6,773 % |
3,996 % |
4,360 % |
4,779 % |
3,974 % |
3,753 % |
|
143 |
6,762 % |
3,998 % |
4,359 % |
4,775 % |
3,976 % |
3,756 % |
|
144 |
6,751 % |
3,999 % |
4,358 % |
4,771 % |
3,977 % |
3,759 % |
|
145 |
6,741 % |
4,000 % |
4,357 % |
4,767 % |
3,979 % |
3,762 % |
|
146 |
6,730 % |
4,002 % |
4,355 % |
4,763 % |
3,980 % |
3,765 % |
|
147 |
6,720 % |
4,003 % |
4,354 % |
4,760 % |
3,982 % |
3,768 % |
|
148 |
6,709 % |
4,004 % |
4,353 % |
4,756 % |
3,983 % |
3,771 % |
|
149 |
6,699 % |
4,006 % |
4,352 % |
4,752 % |
3,985 % |
3,774 % |
|
150 |
6,689 % |
4,007 % |
4,351 % |
4,748 % |
3,986 % |
3,777 % |
|
Term to maturity (in years) |
Turkish lira |
US dollar |
Yen |
|
1 |
11,900 % |
0,770 % |
0,015 % |
|
2 |
11,815 % |
1,084 % |
0,009 % |
|
3 |
11,783 % |
1,325 % |
0,011 % |
|
4 |
11,702 % |
1,503 % |
0,033 % |
|
5 |
11,642 % |
1,656 % |
0,069 % |
|
6 |
11,584 % |
1,770 % |
0,110 % |
|
7 |
11,529 % |
1,880 % |
0,158 % |
|
8 |
11,482 % |
1,976 % |
0,211 % |
|
9 |
11,429 % |
2,058 % |
0,267 % |
|
10 |
11,357 % |
2,151 % |
0,325 % |
|
11 |
11,260 % |
2,191 % |
0,388 % |
|
12 |
11,142 % |
2,257 % |
0,453 % |
|
13 |
11,010 % |
2,312 % |
0,523 % |
|
14 |
10,868 % |
2,356 % |
0,593 % |
|
15 |
10,720 % |
2,388 % |
0,659 % |
|
16 |
10,569 % |
2,418 % |
0,725 % |
|
17 |
10,417 % |
2,446 % |
0,786 % |
|
18 |
10,266 % |
2,472 % |
0,843 % |
|
19 |
10,116 % |
2,496 % |
0,895 % |
|
20 |
9,969 % |
2,517 % |
0,940 % |
|
21 |
9,825 % |
2,535 % |
0,980 % |
|
22 |
9,686 % |
2,550 % |
1,015 % |
|
23 |
9,550 % |
2,563 % |
1,046 % |
|
24 |
9,419 % |
2,573 % |
1,071 % |
|
25 |
9,293 % |
2,580 % |
1,092 % |
|
26 |
9,171 % |
2,585 % |
1,109 % |
|
27 |
9,054 % |
2,589 % |
1,124 % |
|
28 |
8,942 % |
2,594 % |
1,139 % |
|
29 |
8,835 % |
2,602 % |
1,155 % |
|
30 |
8,732 % |
2,613 % |
1,176 % |
|
31 |
8,633 % |
2,627 % |
1,200 % |
|
32 |
8,539 % |
2,642 % |
1,227 % |
|
33 |
8,449 % |
2,655 % |
1,257 % |
|
34 |
8,362 % |
2,664 % |
1,289 % |
|
35 |
8,280 % |
2,667 % |
1,321 % |
|
36 |
8,201 % |
2,664 % |
1,355 % |
|
37 |
8,125 % |
2,656 % |
1,388 % |
|
38 |
8,053 % |
2,646 % |
1,422 % |
|
39 |
7,984 % |
2,635 % |
1,456 % |
|
40 |
7,917 % |
2,624 % |
1,489 % |
|
41 |
7,854 % |
2,615 % |
1,522 % |
|
42 |
7,793 % |
2,608 % |
1,554 % |
|
43 |
7,734 % |
2,603 % |
1,585 % |
|
44 |
7,678 % |
2,600 % |
1,616 % |
|
45 |
7,624 % |
2,599 % |
1,646 % |
|
46 |
7,573 % |
2,600 % |
1,675 % |
|
47 |
7,523 % |
2,603 % |
1,704 % |
|
48 |
7,475 % |
2,608 % |
1,732 % |
|
49 |
7,429 % |
2,615 % |
1,759 % |
|
50 |
7,385 % |
2,624 % |
1,785 % |
|
51 |
7,343 % |
2,635 % |
1,811 % |
|
52 |
7,302 % |
2,649 % |
1,835 % |
|
53 |
7,262 % |
2,663 % |
1,859 % |
|
54 |
7,224 % |
2,679 % |
1,883 % |
|
55 |
7,187 % |
2,695 % |
1,905 % |
|
56 |
7,152 % |
2,712 % |
1,927 % |
|
57 |
7,118 % |
2,730 % |
1,948 % |
|
58 |
7,084 % |
2,748 % |
1,969 % |
|
59 |
7,052 % |
2,766 % |
1,989 % |
|
60 |
7,022 % |
2,784 % |
2,009 % |
|
61 |
6,992 % |
2,802 % |
2,028 % |
|
62 |
6,963 % |
2,820 % |
2,046 % |
|
63 |
6,934 % |
2,838 % |
2,064 % |
|
64 |
6,907 % |
2,856 % |
2,081 % |
|
65 |
6,881 % |
2,873 % |
2,098 % |
|
66 |
6,855 % |
2,891 % |
2,114 % |
|
67 |
6,830 % |
2,908 % |
2,130 % |
|
68 |
6,806 % |
2,925 % |
2,146 % |
|
69 |
6,783 % |
2,942 % |
2,161 % |
|
70 |
6,760 % |
2,958 % |
2,175 % |
|
71 |
6,738 % |
2,974 % |
2,189 % |
|
72 |
6,717 % |
2,990 % |
2,203 % |
|
73 |
6,696 % |
3,005 % |
2,217 % |
|
74 |
6,675 % |
3,020 % |
2,230 % |
|
75 |
6,656 % |
3,035 % |
2,243 % |
|
76 |
6,636 % |
3,050 % |
2,255 % |
|
77 |
6,618 % |
3,064 % |
2,267 % |
|
78 |
6,599 % |
3,078 % |
2,279 % |
|
79 |
6,582 % |
3,092 % |
2,291 % |
|
80 |
6,564 % |
3,105 % |
2,302 % |
|
81 |
6,547 % |
3,118 % |
2,313 % |
|
82 |
6,531 % |
3,131 % |
2,324 % |
|
83 |
6,515 % |
3,143 % |
2,334 % |
|
84 |
6,499 % |
3,156 % |
2,344 % |
|
85 |
6,483 % |
3,168 % |
2,354 % |
|
86 |
6,468 % |
3,179 % |
2,364 % |
|
87 |
6,454 % |
3,191 % |
2,374 % |
|
88 |
6,439 % |
3,202 % |
2,383 % |
|
89 |
6,425 % |
3,213 % |
2,392 % |
|
90 |
6,412 % |
3,224 % |
2,401 % |
|
91 |
6,398 % |
3,234 % |
2,410 % |
|
92 |
6,385 % |
3,245 % |
2,418 % |
|
93 |
6,372 % |
3,255 % |
2,427 % |
|
94 |
6,360 % |
3,265 % |
2,435 % |
|
95 |
6,348 % |
3,275 % |
2,443 % |
|
96 |
6,336 % |
3,284 % |
2,451 % |
|
97 |
6,324 % |
3,294 % |
2,459 % |
|
98 |
6,312 % |
3,303 % |
2,466 % |
|
99 |
6,301 % |
3,312 % |
2,473 % |
|
100 |
6,290 % |
3,320 % |
2,481 % |
|
101 |
6,279 % |
3,329 % |
2,488 % |
|
102 |
6,268 % |
3,338 % |
2,495 % |
|
103 |
6,258 % |
3,346 % |
2,502 % |
|
104 |
6,248 % |
3,354 % |
2,508 % |
|
105 |
6,238 % |
3,362 % |
2,515 % |
|
106 |
6,228 % |
3,370 % |
2,521 % |
|
107 |
6,218 % |
3,378 % |
2,528 % |
|
108 |
6,209 % |
3,385 % |
2,534 % |
|
109 |
6,200 % |
3,393 % |
2,540 % |
|
110 |
6,190 % |
3,400 % |
2,546 % |
|
111 |
6,181 % |
3,407 % |
2,552 % |
|
112 |
6,173 % |
3,414 % |
2,558 % |
|
113 |
6,164 % |
3,421 % |
2,563 % |
|
114 |
6,155 % |
3,428 % |
2,569 % |
|
115 |
6,147 % |
3,435 % |
2,574 % |
|
116 |
6,139 % |
3,441 % |
2,580 % |
|
117 |
6,131 % |
3,448 % |
2,585 % |
|
118 |
6,123 % |
3,454 % |
2,590 % |
|
119 |
6,115 % |
3,460 % |
2,595 % |
|
120 |
6,108 % |
3,466 % |
2,600 % |
|
121 |
6,100 % |
3,472 % |
2,605 % |
|
122 |
6,093 % |
3,478 % |
2,610 % |
|
123 |
6,085 % |
3,484 % |
2,615 % |
|
124 |
6,078 % |
3,490 % |
2,620 % |
|
125 |
6,071 % |
3,496 % |
2,624 % |
|
126 |
6,064 % |
3,501 % |
2,629 % |
|
127 |
6,057 % |
3,507 % |
2,633 % |
|
128 |
6,051 % |
3,512 % |
2,638 % |
|
129 |
6,044 % |
3,517 % |
2,642 % |
|
130 |
6,037 % |
3,523 % |
2,646 % |
|
131 |
6,031 % |
3,528 % |
2,650 % |
|
132 |
6,025 % |
3,533 % |
2,655 % |
|
133 |
6,018 % |
3,538 % |
2,659 % |
|
134 |
6,012 % |
3,543 % |
2,663 % |
|
135 |
6,006 % |
3,548 % |
2,667 % |
|
136 |
6,000 % |
3,552 % |
2,671 % |
|
137 |
5,994 % |
3,557 % |
2,674 % |
|
138 |
5,989 % |
3,562 % |
2,678 % |
|
139 |
5,983 % |
3,566 % |
2,682 % |
|
140 |
5,977 % |
3,571 % |
2,686 % |
|
141 |
5,972 % |
3,575 % |
2,689 % |
|
142 |
5,966 % |
3,580 % |
2,693 % |
|
143 |
5,961 % |
3,584 % |
2,696 % |
|
144 |
5,956 % |
3,588 % |
2,700 % |
|
145 |
5,950 % |
3,592 % |
2,703 % |
|
146 |
5,945 % |
3,597 % |
2,707 % |
|
147 |
5,940 % |
3,601 % |
2,710 % |
|
148 |
5,935 % |
3,605 % |
2,713 % |
|
149 |
5,930 % |
3,609 % |
2,717 % |
|
150 |
5,925 % |
3,613 % |
2,720 % |
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 |
35 |
5 |
2 |
438 |
2 |
|
2 |
0 |
0 |
43 |
5 |
2 |
260 |
1 |
|
3 |
0 |
2 |
49 |
5 |
4 |
224 |
1 |
|
4 |
0 |
4 |
52 |
5 |
6 |
196 |
1 |
|
5 |
1 |
5 |
57 |
5 |
7 |
177 |
0 |
|
6 |
2 |
6 |
59 |
6 |
9 |
174 |
0 |
|
7 |
3 |
7 |
62 |
6 |
11 |
170 |
0 |
|
8 |
4 |
8 |
64 |
5 |
14 |
176 |
0 |
|
9 |
4 |
9 |
65 |
5 |
15 |
178 |
0 |
|
10 |
4 |
9 |
68 |
6 |
16 |
181 |
1 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
438 |
4 |
19 |
|
2 |
0 |
0 |
0 |
0 |
260 |
4 |
27 |
|
3 |
2 |
0 |
0 |
0 |
228 |
4 |
29 |
|
4 |
4 |
0 |
0 |
0 |
196 |
4 |
31 |
|
5 |
5 |
0 |
0 |
0 |
177 |
4 |
32 |
|
6 |
6 |
0 |
0 |
0 |
174 |
4 |
33 |
|
7 |
7 |
0 |
0 |
0 |
170 |
4 |
33 |
|
8 |
8 |
1 |
2 |
0 |
176 |
2 |
34 |
|
9 |
9 |
1 |
3 |
0 |
178 |
0 |
35 |
|
10 |
9 |
1 |
3 |
0 |
181 |
4 |
35 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Portugal |
|
1 |
6 |
6 |
6 |
0 |
19 |
0 |
28 |
|
2 |
14 |
13 |
13 |
0 |
27 |
0 |
46 |
|
3 |
18 |
16 |
16 |
0 |
29 |
0 |
51 |
|
4 |
21 |
18 |
18 |
0 |
31 |
0 |
51 |
|
5 |
22 |
20 |
20 |
0 |
32 |
0 |
54 |
|
6 |
23 |
22 |
22 |
0 |
33 |
0 |
56 |
|
7 |
24 |
23 |
23 |
0 |
33 |
0 |
56 |
|
8 |
26 |
24 |
24 |
2 |
34 |
0 |
55 |
|
9 |
27 |
25 |
25 |
3 |
35 |
1 |
51 |
|
10 |
28 |
26 |
26 |
3 |
35 |
1 |
50 |
|
Duration (in years) |
Rumania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
Liechtenstein |
|
1 |
10 |
14 |
22 |
6 |
0 |
0 |
0 |
|
2 |
19 |
19 |
25 |
13 |
0 |
0 |
0 |
|
3 |
22 |
21 |
30 |
16 |
0 |
0 |
0 |
|
4 |
23 |
23 |
35 |
18 |
0 |
0 |
0 |
|
5 |
25 |
24 |
38 |
20 |
0 |
0 |
0 |
|
6 |
26 |
26 |
42 |
22 |
0 |
0 |
0 |
|
7 |
28 |
27 |
43 |
23 |
0 |
0 |
0 |
|
8 |
30 |
28 |
44 |
24 |
0 |
0 |
0 |
|
9 |
31 |
28 |
45 |
25 |
0 |
0 |
0 |
|
10 |
29 |
28 |
45 |
26 |
0 |
0 |
0 |
|
Duration (in years) |
Norway |
Australia |
Brazil |
Canada |
Chile |
China |
Colombia |
|
1 |
0 |
0 |
12 |
0 |
17 |
0 |
9 |
|
2 |
0 |
0 |
12 |
0 |
19 |
0 |
17 |
|
3 |
0 |
0 |
12 |
0 |
18 |
1 |
29 |
|
4 |
0 |
0 |
12 |
0 |
17 |
2 |
38 |
|
5 |
0 |
0 |
12 |
0 |
16 |
2 |
40 |
|
6 |
0 |
0 |
12 |
0 |
15 |
3 |
43 |
|
7 |
0 |
0 |
12 |
0 |
14 |
4 |
46 |
|
8 |
0 |
0 |
12 |
0 |
15 |
8 |
43 |
|
9 |
0 |
0 |
12 |
0 |
16 |
5 |
40 |
|
10 |
0 |
0 |
12 |
0 |
13 |
5 |
43 |
|
Duration (in years) |
Hong Kong |
India |
Japan |
Malaysia |
Mexico |
New Zealand |
Russia |
|
1 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
|
2 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
|
3 |
0 |
9 |
0 |
0 |
10 |
0 |
0 |
|
4 |
0 |
9 |
0 |
0 |
10 |
0 |
1 |
|
5 |
0 |
9 |
0 |
0 |
10 |
0 |
3 |
|
6 |
0 |
9 |
0 |
0 |
10 |
0 |
6 |
|
7 |
0 |
9 |
0 |
0 |
10 |
0 |
9 |
|
8 |
0 |
9 |
0 |
0 |
10 |
0 |
14 |
|
9 |
0 |
9 |
1 |
0 |
10 |
0 |
20 |
|
10 |
0 |
9 |
1 |
0 |
10 |
0 |
20 |
|
Duration (in years) |
Singapore |
South Africa |
South Korea |
Thailand |
Taiwan |
United States |
|
1 |
0 |
2 |
10 |
0 |
4 |
0 |
|
2 |
0 |
6 |
13 |
0 |
4 |
0 |
|
3 |
0 |
6 |
13 |
0 |
4 |
0 |
|
4 |
0 |
5 |
15 |
0 |
4 |
0 |
|
5 |
0 |
4 |
16 |
0 |
4 |
0 |
|
6 |
0 |
4 |
16 |
0 |
4 |
0 |
|
7 |
0 |
6 |
16 |
0 |
4 |
0 |
|
8 |
0 |
7 |
16 |
0 |
4 |
0 |
|
9 |
0 |
7 |
16 |
0 |
4 |
0 |
|
10 |
0 |
8 |
16 |
0 |
4 |
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 |
22 |
49 |
132 |
246 |
603 |
1 340 |
|
2 |
6 |
22 |
49 |
132 |
246 |
603 |
1 075 |
|
3 |
7 |
24 |
50 |
123 |
242 |
599 |
873 |
|
4 |
8 |
27 |
52 |
125 |
241 |
598 |
720 |
|
5 |
9 |
29 |
58 |
127 |
240 |
598 |
602 |
|
6 |
11 |
32 |
61 |
131 |
240 |
598 |
598 |
|
7 |
12 |
34 |
63 |
133 |
240 |
598 |
598 |
|
8 |
12 |
35 |
62 |
131 |
240 |
598 |
598 |
|
9 |
12 |
36 |
62 |
129 |
240 |
598 |
598 |
|
10 |
13 |
37 |
62 |
129 |
240 |
598 |
598 |
|
11 |
13 |
38 |
62 |
129 |
240 |
598 |
598 |
|
12 |
14 |
39 |
62 |
129 |
240 |
598 |
598 |
|
13 |
14 |
39 |
62 |
129 |
240 |
598 |
598 |
|
14 |
14 |
40 |
62 |
129 |
240 |
598 |
598 |
|
15 |
14 |
40 |
62 |
129 |
240 |
598 |
598 |
|
16 |
14 |
40 |
62 |
129 |
240 |
598 |
598 |
|
17 |
14 |
39 |
62 |
129 |
240 |
598 |
598 |
|
18 |
14 |
39 |
62 |
129 |
240 |
598 |
598 |
|
19 |
14 |
40 |
62 |
129 |
240 |
598 |
598 |
|
20 |
15 |
40 |
62 |
129 |
240 |
598 |
598 |
|
21 |
15 |
40 |
62 |
129 |
240 |
598 |
598 |
|
22 |
15 |
40 |
62 |
129 |
240 |
598 |
598 |
|
23 |
16 |
40 |
62 |
129 |
240 |
598 |
598 |
|
24 |
16 |
40 |
62 |
129 |
240 |
598 |
598 |
|
25 |
18 |
40 |
62 |
129 |
240 |
598 |
598 |
|
26 |
18 |
40 |
62 |
129 |
240 |
598 |
598 |
|
27 |
19 |
40 |
62 |
129 |
240 |
598 |
598 |
|
28 |
19 |
40 |
62 |
129 |
240 |
598 |
598 |
|
29 |
19 |
40 |
62 |
129 |
240 |
598 |
598 |
|
30 |
21 |
40 |
62 |
129 |
240 |
598 |
598 |
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 |
10 |
26 |
53 |
136 |
250 |
607 |
1 347 |
|
2 |
12 |
28 |
55 |
139 |
252 |
609 |
1 082 |
|
3 |
13 |
31 |
57 |
130 |
249 |
606 |
879 |
|
4 |
15 |
33 |
59 |
131 |
247 |
605 |
724 |
|
5 |
16 |
36 |
64 |
134 |
247 |
604 |
605 |
|
6 |
17 |
38 |
67 |
137 |
246 |
604 |
604 |
|
7 |
17 |
40 |
68 |
138 |
246 |
603 |
603 |
|
8 |
17 |
40 |
67 |
136 |
245 |
603 |
603 |
|
9 |
17 |
40 |
67 |
134 |
245 |
603 |
603 |
|
10 |
17 |
41 |
66 |
133 |
245 |
602 |
602 |
|
11 |
17 |
41 |
66 |
133 |
244 |
602 |
602 |
|
12 |
17 |
42 |
66 |
132 |
244 |
601 |
601 |
|
13 |
16 |
42 |
65 |
132 |
243 |
601 |
601 |
|
14 |
16 |
42 |
64 |
131 |
242 |
600 |
600 |
|
15 |
16 |
41 |
64 |
131 |
242 |
600 |
600 |
|
16 |
15 |
40 |
63 |
130 |
241 |
599 |
599 |
|
17 |
15 |
40 |
63 |
130 |
241 |
599 |
599 |
|
18 |
14 |
40 |
63 |
129 |
241 |
598 |
598 |
|
19 |
14 |
40 |
63 |
129 |
241 |
598 |
598 |
|
20 |
15 |
40 |
63 |
130 |
241 |
599 |
599 |
|
21 |
15 |
41 |
63 |
130 |
241 |
599 |
599 |
|
22 |
15 |
41 |
64 |
130 |
242 |
599 |
599 |
|
23 |
16 |
41 |
64 |
130 |
242 |
599 |
599 |
|
24 |
16 |
41 |
64 |
131 |
242 |
600 |
600 |
|
25 |
18 |
41 |
64 |
131 |
242 |
600 |
600 |
|
26 |
18 |
41 |
64 |
131 |
242 |
600 |
600 |
|
27 |
19 |
41 |
64 |
131 |
242 |
600 |
600 |
|
28 |
19 |
41 |
64 |
131 |
242 |
600 |
600 |
|
29 |
20 |
41 |
64 |
131 |
242 |
600 |
600 |
|
30 |
21 |
41 |
64 |
131 |
242 |
600 |
600 |
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 |
5 |
22 |
49 |
132 |
245 |
603 |
1 340 |
|
2 |
5 |
22 |
49 |
132 |
245 |
603 |
1 075 |
|
3 |
6 |
24 |
50 |
123 |
242 |
599 |
873 |
|
4 |
8 |
26 |
52 |
124 |
240 |
598 |
720 |
|
5 |
9 |
29 |
58 |
127 |
240 |
598 |
602 |
|
6 |
11 |
32 |
61 |
131 |
240 |
598 |
598 |
|
7 |
12 |
34 |
63 |
133 |
240 |
598 |
598 |
|
8 |
12 |
35 |
62 |
130 |
240 |
598 |
598 |
|
9 |
12 |
35 |
62 |
129 |
240 |
598 |
598 |
|
10 |
12 |
37 |
62 |
129 |
240 |
598 |
598 |
|
11 |
13 |
38 |
62 |
129 |
240 |
598 |
598 |
|
12 |
13 |
38 |
62 |
129 |
240 |
598 |
598 |
|
13 |
14 |
39 |
62 |
129 |
240 |
598 |
598 |
|
14 |
14 |
39 |
62 |
129 |
240 |
598 |
598 |
|
15 |
14 |
39 |
62 |
129 |
240 |
598 |
598 |
|
16 |
14 |
39 |
62 |
129 |
240 |
598 |
598 |
|
17 |
14 |
39 |
62 |
129 |
240 |
598 |
598 |
|
18 |
14 |
39 |
62 |
129 |
240 |
598 |
598 |
|
19 |
14 |
39 |
62 |
129 |
240 |
598 |
598 |
|
20 |
15 |
39 |
62 |
129 |
240 |
598 |
598 |
|
21 |
15 |
39 |
62 |
129 |
240 |
598 |
598 |
|
22 |
15 |
39 |
62 |
129 |
240 |
598 |
598 |
|
23 |
16 |
39 |
62 |
129 |
240 |
598 |
598 |
|
24 |
16 |
39 |
62 |
129 |
240 |
598 |
598 |
|
25 |
18 |
39 |
62 |
129 |
240 |
598 |
598 |
|
26 |
18 |
39 |
62 |
129 |
240 |
598 |
598 |
|
27 |
19 |
39 |
62 |
129 |
240 |
598 |
598 |
|
28 |
19 |
39 |
62 |
129 |
240 |
598 |
598 |
|
29 |
19 |
39 |
62 |
129 |
240 |
598 |
598 |
|
30 |
21 |
39 |
62 |
129 |
240 |
598 |
598 |
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 |
90 |
106 |
133 |
216 |
329 |
687 |
1 365 |
|
2 |
84 |
100 |
127 |
211 |
324 |
682 |
1 105 |
|
3 |
88 |
105 |
131 |
204 |
323 |
680 |
902 |
|
4 |
86 |
104 |
130 |
202 |
318 |
676 |
744 |
|
5 |
84 |
104 |
132 |
202 |
315 |
673 |
673 |
|
6 |
83 |
104 |
133 |
203 |
312 |
670 |
670 |
|
7 |
81 |
103 |
132 |
202 |
310 |
667 |
667 |
|
8 |
79 |
102 |
130 |
198 |
308 |
666 |
666 |
|
9 |
78 |
102 |
128 |
195 |
307 |
664 |
664 |
|
10 |
74 |
99 |
124 |
191 |
302 |
660 |
660 |
|
11 |
72 |
96 |
121 |
188 |
299 |
657 |
657 |
|
12 |
70 |
96 |
119 |
186 |
297 |
655 |
655 |
|
13 |
70 |
95 |
118 |
185 |
296 |
654 |
654 |
|
14 |
69 |
95 |
118 |
184 |
296 |
653 |
653 |
|
15 |
69 |
94 |
117 |
184 |
295 |
653 |
653 |
|
16 |
68 |
94 |
116 |
183 |
294 |
652 |
652 |
|
17 |
67 |
93 |
116 |
182 |
294 |
651 |
651 |
|
18 |
67 |
92 |
115 |
182 |
293 |
651 |
651 |
|
19 |
66 |
91 |
114 |
181 |
292 |
650 |
650 |
|
20 |
65 |
90 |
113 |
180 |
291 |
649 |
649 |
|
21 |
64 |
90 |
113 |
179 |
291 |
648 |
648 |
|
22 |
63 |
89 |
112 |
178 |
290 |
647 |
647 |
|
23 |
62 |
88 |
111 |
177 |
289 |
646 |
646 |
|
24 |
61 |
87 |
110 |
176 |
288 |
645 |
645 |
|
25 |
60 |
86 |
109 |
175 |
286 |
644 |
644 |
|
26 |
59 |
85 |
107 |
174 |
285 |
643 |
643 |
|
27 |
58 |
84 |
106 |
173 |
284 |
642 |
642 |
|
28 |
57 |
82 |
105 |
172 |
283 |
641 |
641 |
|
29 |
56 |
81 |
104 |
171 |
282 |
640 |
640 |
|
30 |
55 |
80 |
103 |
170 |
281 |
639 |
639 |
2.5
Krona
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
10 |
26 |
53 |
137 |
250 |
607 |
1 335 |
|
2 |
12 |
28 |
55 |
138 |
252 |
609 |
1 073 |
|
3 |
14 |
31 |
57 |
131 |
249 |
606 |
873 |
|
4 |
16 |
34 |
60 |
132 |
248 |
606 |
721 |
|
5 |
17 |
37 |
66 |
135 |
248 |
606 |
606 |
|
6 |
18 |
39 |
69 |
139 |
248 |
605 |
605 |
|
7 |
19 |
41 |
70 |
140 |
247 |
605 |
605 |
|
8 |
18 |
41 |
69 |
137 |
247 |
604 |
604 |
|
9 |
18 |
42 |
68 |
135 |
246 |
604 |
604 |
|
10 |
18 |
42 |
68 |
134 |
246 |
603 |
603 |
|
11 |
18 |
43 |
67 |
134 |
245 |
603 |
603 |
|
12 |
18 |
43 |
67 |
133 |
245 |
602 |
602 |
|
13 |
18 |
43 |
66 |
133 |
244 |
602 |
602 |
|
14 |
17 |
43 |
66 |
132 |
244 |
601 |
601 |
|
15 |
17 |
42 |
65 |
132 |
243 |
601 |
601 |
|
16 |
16 |
42 |
65 |
131 |
242 |
600 |
600 |
|
17 |
16 |
41 |
64 |
131 |
242 |
600 |
600 |
|
18 |
16 |
41 |
64 |
131 |
242 |
600 |
600 |
|
19 |
16 |
41 |
64 |
131 |
242 |
600 |
600 |
|
20 |
16 |
42 |
64 |
131 |
242 |
600 |
600 |
|
21 |
16 |
42 |
65 |
131 |
243 |
600 |
600 |
|
22 |
17 |
42 |
65 |
132 |
243 |
601 |
601 |
|
23 |
17 |
42 |
65 |
132 |
243 |
601 |
601 |
|
24 |
17 |
42 |
65 |
132 |
243 |
601 |
601 |
|
25 |
18 |
42 |
65 |
132 |
243 |
601 |
601 |
|
26 |
18 |
42 |
65 |
132 |
243 |
601 |
601 |
|
27 |
19 |
42 |
65 |
132 |
243 |
601 |
601 |
|
28 |
19 |
42 |
65 |
132 |
243 |
601 |
601 |
|
29 |
21 |
42 |
65 |
132 |
243 |
601 |
601 |
|
30 |
21 |
42 |
65 |
132 |
243 |
601 |
601 |
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 |
54 |
70 |
97 |
180 |
294 |
651 |
1 391 |
|
2 |
57 |
73 |
101 |
184 |
297 |
655 |
1 120 |
|
3 |
63 |
80 |
106 |
179 |
298 |
655 |
913 |
|
4 |
66 |
85 |
111 |
183 |
299 |
656 |
754 |
|
5 |
68 |
88 |
116 |
186 |
299 |
657 |
657 |
|
6 |
69 |
90 |
120 |
190 |
299 |
656 |
656 |
|
7 |
69 |
92 |
120 |
190 |
298 |
655 |
655 |
|
8 |
68 |
91 |
118 |
187 |
296 |
654 |
654 |
|
9 |
66 |
90 |
116 |
184 |
295 |
652 |
652 |
|
10 |
65 |
89 |
115 |
182 |
293 |
651 |
651 |
|
11 |
64 |
89 |
113 |
180 |
291 |
649 |
649 |
|
12 |
63 |
88 |
112 |
178 |
290 |
647 |
647 |
|
13 |
61 |
87 |
110 |
176 |
288 |
645 |
645 |
|
14 |
60 |
86 |
108 |
175 |
286 |
644 |
644 |
|
15 |
59 |
84 |
107 |
174 |
285 |
643 |
643 |
|
16 |
58 |
83 |
106 |
172 |
284 |
641 |
641 |
|
17 |
56 |
82 |
105 |
171 |
283 |
640 |
640 |
|
18 |
56 |
81 |
104 |
171 |
282 |
640 |
640 |
|
19 |
55 |
80 |
103 |
170 |
281 |
639 |
639 |
|
20 |
54 |
80 |
103 |
169 |
280 |
638 |
638 |
|
21 |
53 |
79 |
102 |
168 |
280 |
637 |
637 |
|
22 |
53 |
78 |
101 |
168 |
279 |
637 |
637 |
|
23 |
52 |
77 |
100 |
167 |
278 |
636 |
636 |
|
24 |
51 |
76 |
99 |
166 |
277 |
635 |
635 |
|
25 |
50 |
76 |
98 |
165 |
276 |
634 |
634 |
|
26 |
49 |
75 |
98 |
164 |
276 |
633 |
633 |
|
27 |
48 |
74 |
97 |
163 |
275 |
632 |
632 |
|
28 |
48 |
73 |
96 |
162 |
274 |
631 |
631 |
|
29 |
47 |
72 |
95 |
162 |
273 |
631 |
631 |
|
30 |
46 |
71 |
94 |
161 |
272 |
630 |
630 |
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 |
21 |
48 |
131 |
245 |
602 |
1 339 |
|
2 |
5 |
21 |
48 |
131 |
245 |
602 |
1 074 |
|
3 |
6 |
23 |
49 |
122 |
241 |
598 |
873 |
|
4 |
7 |
26 |
52 |
124 |
240 |
597 |
719 |
|
5 |
9 |
29 |
57 |
126 |
239 |
597 |
602 |
|
6 |
10 |
31 |
60 |
130 |
239 |
597 |
597 |
|
7 |
11 |
33 |
62 |
132 |
239 |
597 |
597 |
|
8 |
11 |
34 |
61 |
130 |
239 |
597 |
597 |
|
9 |
11 |
35 |
61 |
128 |
239 |
597 |
597 |
|
10 |
12 |
36 |
61 |
128 |
239 |
597 |
597 |
|
11 |
12 |
37 |
61 |
128 |
239 |
597 |
597 |
|
12 |
13 |
38 |
61 |
128 |
239 |
597 |
597 |
|
13 |
13 |
38 |
62 |
128 |
239 |
597 |
597 |
|
14 |
13 |
39 |
62 |
128 |
239 |
597 |
597 |
|
15 |
13 |
39 |
61 |
128 |
239 |
597 |
597 |
|
16 |
13 |
39 |
61 |
128 |
239 |
597 |
597 |
|
17 |
13 |
39 |
61 |
128 |
239 |
597 |
597 |
|
18 |
13 |
39 |
61 |
128 |
239 |
597 |
597 |
|
19 |
13 |
39 |
61 |
128 |
239 |
597 |
597 |
|
20 |
15 |
39 |
61 |
128 |
239 |
597 |
597 |
|
21 |
15 |
39 |
62 |
128 |
239 |
597 |
597 |
|
22 |
15 |
39 |
62 |
128 |
239 |
597 |
597 |
|
23 |
16 |
39 |
62 |
128 |
239 |
597 |
597 |
|
24 |
16 |
39 |
62 |
128 |
239 |
597 |
597 |
|
25 |
18 |
39 |
62 |
128 |
240 |
597 |
597 |
|
26 |
18 |
39 |
62 |
128 |
240 |
597 |
597 |
|
27 |
19 |
39 |
62 |
128 |
240 |
597 |
597 |
|
28 |
19 |
39 |
62 |
128 |
240 |
597 |
597 |
|
29 |
19 |
39 |
62 |
128 |
240 |
597 |
597 |
|
30 |
21 |
39 |
62 |
128 |
240 |
597 |
597 |
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 |
59 |
163 |
264 |
621 |
1 359 |
|
2 |
7 |
25 |
59 |
163 |
264 |
621 |
1 093 |
|
3 |
8 |
27 |
58 |
146 |
260 |
617 |
890 |
|
4 |
9 |
30 |
60 |
133 |
258 |
615 |
734 |
|
5 |
10 |
31 |
60 |
119 |
257 |
614 |
614 |
|
6 |
13 |
35 |
63 |
110 |
255 |
613 |
613 |
|
7 |
15 |
37 |
63 |
101 |
254 |
612 |
612 |
|
8 |
15 |
38 |
61 |
93 |
253 |
611 |
611 |
|
9 |
17 |
45 |
64 |
87 |
252 |
610 |
610 |
|
10 |
16 |
44 |
61 |
82 |
251 |
609 |
609 |
|
11 |
15 |
43 |
59 |
81 |
250 |
608 |
608 |
|
12 |
15 |
43 |
59 |
82 |
250 |
607 |
607 |
|
13 |
15 |
43 |
59 |
82 |
249 |
606 |
606 |
|
14 |
15 |
43 |
59 |
82 |
248 |
606 |
606 |
|
15 |
15 |
43 |
59 |
82 |
247 |
605 |
605 |
|
16 |
15 |
43 |
59 |
82 |
246 |
603 |
603 |
|
17 |
15 |
43 |
59 |
82 |
245 |
602 |
602 |
|
18 |
15 |
43 |
59 |
82 |
244 |
602 |
602 |
|
19 |
15 |
43 |
59 |
82 |
244 |
602 |
602 |
|
20 |
15 |
43 |
59 |
82 |
245 |
602 |
602 |
|
21 |
15 |
43 |
59 |
82 |
245 |
603 |
603 |
|
22 |
16 |
43 |
59 |
82 |
245 |
602 |
602 |
|
23 |
16 |
43 |
59 |
82 |
244 |
602 |
602 |
|
24 |
16 |
43 |
59 |
82 |
244 |
602 |
602 |
|
25 |
18 |
43 |
59 |
82 |
244 |
601 |
601 |
|
26 |
18 |
43 |
59 |
82 |
243 |
601 |
601 |
|
27 |
19 |
43 |
59 |
82 |
243 |
600 |
600 |
|
28 |
19 |
43 |
59 |
82 |
242 |
600 |
600 |
|
29 |
20 |
43 |
59 |
82 |
242 |
600 |
600 |
|
30 |
21 |
43 |
59 |
82 |
242 |
599 |
599 |
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 |
91 |
107 |
135 |
218 |
331 |
689 |
1 364 |
|
2 |
88 |
104 |
131 |
215 |
328 |
685 |
1 100 |
|
3 |
86 |
103 |
129 |
203 |
321 |
679 |
897 |
|
4 |
84 |
103 |
129 |
201 |
317 |
674 |
742 |
|
5 |
82 |
102 |
131 |
200 |
313 |
671 |
671 |
|
6 |
81 |
102 |
132 |
202 |
311 |
668 |
668 |
|
7 |
79 |
101 |
130 |
200 |
307 |
665 |
665 |
|
8 |
76 |
99 |
126 |
195 |
305 |
662 |
662 |
|
9 |
74 |
97 |
124 |
191 |
302 |
660 |
660 |
|
10 |
72 |
96 |
122 |
189 |
300 |
658 |
658 |
|
11 |
71 |
95 |
120 |
187 |
298 |
656 |
656 |
|
12 |
69 |
94 |
118 |
185 |
296 |
654 |
654 |
|
13 |
68 |
93 |
116 |
183 |
294 |
652 |
652 |
|
14 |
66 |
92 |
115 |
181 |
293 |
650 |
650 |
|
15 |
65 |
90 |
113 |
180 |
291 |
649 |
649 |
|
16 |
64 |
89 |
112 |
179 |
290 |
648 |
648 |
|
17 |
62 |
88 |
111 |
177 |
289 |
646 |
646 |
|
18 |
61 |
87 |
110 |
176 |
288 |
645 |
645 |
|
19 |
60 |
86 |
109 |
175 |
287 |
644 |
644 |
|
20 |
59 |
85 |
108 |
174 |
286 |
643 |
643 |
|
21 |
59 |
84 |
107 |
174 |
285 |
643 |
643 |
|
22 |
58 |
83 |
106 |
173 |
284 |
642 |
642 |
|
23 |
57 |
82 |
105 |
172 |
283 |
641 |
641 |
|
24 |
56 |
81 |
104 |
171 |
282 |
640 |
640 |
|
25 |
55 |
80 |
103 |
170 |
281 |
639 |
639 |
|
26 |
54 |
79 |
102 |
169 |
280 |
638 |
638 |
|
27 |
53 |
78 |
101 |
168 |
279 |
637 |
637 |
|
28 |
52 |
77 |
100 |
167 |
278 |
636 |
636 |
|
29 |
51 |
76 |
99 |
166 |
277 |
635 |
635 |
|
30 |
50 |
75 |
98 |
165 |
276 |
634 |
634 |
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 |
62 |
78 |
105 |
189 |
302 |
660 |
1 373 |
|
2 |
60 |
76 |
104 |
187 |
300 |
658 |
1 104 |
|
3 |
60 |
77 |
103 |
176 |
295 |
652 |
898 |
|
4 |
59 |
78 |
104 |
176 |
292 |
649 |
741 |
|
5 |
58 |
78 |
107 |
176 |
289 |
647 |
647 |
|
6 |
57 |
78 |
108 |
178 |
287 |
644 |
644 |
|
7 |
57 |
79 |
108 |
178 |
285 |
643 |
643 |
|
8 |
55 |
78 |
105 |
173 |
283 |
641 |
641 |
|
9 |
53 |
77 |
103 |
170 |
281 |
639 |
639 |
|
10 |
52 |
76 |
102 |
169 |
280 |
638 |
638 |
|
11 |
52 |
76 |
101 |
168 |
279 |
637 |
637 |
|
12 |
51 |
76 |
100 |
167 |
278 |
636 |
636 |
|
13 |
51 |
76 |
99 |
166 |
277 |
635 |
635 |
|
14 |
50 |
76 |
99 |
165 |
277 |
634 |
634 |
|
15 |
50 |
75 |
98 |
164 |
276 |
633 |
633 |
|
16 |
48 |
74 |
97 |
163 |
275 |
632 |
632 |
|
17 |
48 |
73 |
96 |
163 |
274 |
632 |
632 |
|
18 |
47 |
72 |
95 |
162 |
273 |
631 |
631 |
|
19 |
46 |
72 |
95 |
161 |
273 |
630 |
630 |
|
20 |
46 |
72 |
95 |
161 |
272 |
630 |
630 |
|
21 |
46 |
71 |
94 |
161 |
272 |
630 |
630 |
|
22 |
45 |
71 |
94 |
160 |
272 |
629 |
629 |
|
23 |
45 |
70 |
93 |
160 |
271 |
629 |
629 |
|
24 |
44 |
70 |
93 |
159 |
271 |
628 |
628 |
|
25 |
44 |
69 |
92 |
159 |
270 |
628 |
628 |
|
26 |
43 |
69 |
91 |
158 |
269 |
627 |
627 |
|
27 |
42 |
68 |
91 |
157 |
269 |
626 |
626 |
|
28 |
42 |
67 |
90 |
157 |
268 |
626 |
626 |
|
29 |
41 |
67 |
89 |
156 |
267 |
625 |
625 |
|
30 |
41 |
66 |
89 |
155 |
267 |
624 |
624 |
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 |
47 |
74 |
157 |
271 |
628 |
1 360 |
|
2 |
31 |
47 |
75 |
158 |
271 |
629 |
1 091 |
|
3 |
31 |
49 |
74 |
148 |
266 |
624 |
886 |
|
4 |
31 |
50 |
76 |
148 |
264 |
622 |
731 |
|
5 |
32 |
52 |
80 |
150 |
263 |
621 |
621 |
|
6 |
32 |
54 |
83 |
153 |
262 |
620 |
620 |
|
7 |
33 |
55 |
84 |
154 |
261 |
619 |
619 |
|
8 |
32 |
55 |
82 |
151 |
260 |
618 |
618 |
|
9 |
31 |
55 |
81 |
148 |
260 |
617 |
617 |
|
10 |
31 |
55 |
81 |
147 |
259 |
617 |
617 |
|
11 |
31 |
56 |
80 |
147 |
258 |
616 |
616 |
|
12 |
30 |
56 |
79 |
146 |
257 |
615 |
615 |
|
13 |
30 |
55 |
78 |
145 |
256 |
614 |
614 |
|
14 |
29 |
55 |
78 |
144 |
256 |
613 |
613 |
|
15 |
29 |
54 |
77 |
143 |
255 |
612 |
612 |
|
16 |
27 |
53 |
76 |
142 |
254 |
611 |
611 |
|
17 |
27 |
52 |
75 |
142 |
253 |
611 |
611 |
|
18 |
26 |
52 |
75 |
141 |
253 |
610 |
610 |
|
19 |
26 |
51 |
74 |
141 |
252 |
610 |
610 |
|
20 |
26 |
51 |
74 |
141 |
252 |
610 |
610 |
|
21 |
26 |
51 |
74 |
141 |
252 |
610 |
610 |
|
22 |
26 |
51 |
74 |
141 |
252 |
610 |
610 |
|
23 |
26 |
51 |
74 |
141 |
252 |
610 |
610 |
|
24 |
26 |
51 |
74 |
141 |
252 |
610 |
610 |
|
25 |
25 |
51 |
74 |
140 |
252 |
609 |
609 |
|
26 |
25 |
51 |
74 |
140 |
251 |
609 |
609 |
|
27 |
25 |
50 |
73 |
140 |
251 |
609 |
609 |
|
28 |
25 |
50 |
73 |
140 |
251 |
609 |
609 |
|
29 |
24 |
50 |
73 |
139 |
251 |
608 |
608 |
|
30 |
24 |
50 |
73 |
139 |
250 |
608 |
608 |
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 |
5 |
28 |
111 |
224 |
582 |
1 327 |
|
2 |
1 |
6 |
29 |
112 |
225 |
583 |
1 065 |
|
3 |
2 |
6 |
30 |
103 |
222 |
579 |
865 |
|
4 |
2 |
8 |
32 |
105 |
221 |
578 |
713 |
|
5 |
4 |
9 |
38 |
107 |
220 |
578 |
596 |
|
6 |
4 |
12 |
41 |
111 |
220 |
578 |
578 |
|
7 |
4 |
14 |
43 |
113 |
220 |
578 |
578 |
|
8 |
6 |
15 |
42 |
111 |
220 |
578 |
578 |
|
9 |
6 |
16 |
42 |
109 |
220 |
578 |
578 |
|
10 |
7 |
17 |
42 |
109 |
220 |
578 |
578 |
|
11 |
8 |
19 |
44 |
110 |
222 |
579 |
579 |
|
12 |
9 |
18 |
42 |
109 |
220 |
578 |
578 |
|
13 |
9 |
20 |
43 |
110 |
221 |
579 |
579 |
|
14 |
10 |
20 |
43 |
110 |
221 |
579 |
579 |
|
15 |
10 |
19 |
42 |
108 |
220 |
577 |
577 |
|
16 |
12 |
18 |
41 |
107 |
219 |
576 |
576 |
|
17 |
12 |
19 |
41 |
107 |
219 |
576 |
576 |
|
18 |
13 |
19 |
41 |
107 |
219 |
576 |
576 |
|
19 |
13 |
21 |
41 |
108 |
219 |
577 |
577 |
|
20 |
13 |
21 |
42 |
109 |
220 |
578 |
578 |
|
21 |
15 |
22 |
43 |
109 |
220 |
578 |
578 |
|
22 |
15 |
24 |
43 |
109 |
221 |
578 |
578 |
|
23 |
16 |
24 |
43 |
109 |
221 |
578 |
578 |
|
24 |
16 |
25 |
44 |
109 |
221 |
578 |
578 |
|
25 |
18 |
25 |
45 |
109 |
221 |
578 |
578 |
|
26 |
18 |
27 |
46 |
109 |
221 |
578 |
578 |
|
27 |
18 |
28 |
47 |
109 |
221 |
578 |
578 |
|
28 |
19 |
28 |
49 |
109 |
221 |
578 |
578 |
|
29 |
19 |
29 |
51 |
109 |
221 |
578 |
578 |
|
30 |
21 |
29 |
52 |
109 |
221 |
578 |
578 |
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 |
63 |
91 |
174 |
287 |
645 |
1 387 |
|
2 |
47 |
63 |
91 |
174 |
287 |
645 |
1 112 |
|
3 |
48 |
65 |
91 |
164 |
283 |
640 |
903 |
|
4 |
48 |
67 |
93 |
165 |
281 |
638 |
744 |
|
5 |
49 |
68 |
97 |
166 |
279 |
637 |
637 |
|
6 |
49 |
70 |
99 |
169 |
278 |
636 |
636 |
|
7 |
49 |
71 |
100 |
170 |
277 |
635 |
635 |
|
8 |
47 |
70 |
98 |
166 |
276 |
634 |
634 |
|
9 |
47 |
70 |
97 |
164 |
275 |
633 |
633 |
|
10 |
46 |
70 |
96 |
163 |
274 |
632 |
632 |
|
11 |
46 |
71 |
95 |
162 |
273 |
631 |
631 |
|
12 |
45 |
70 |
94 |
161 |
272 |
630 |
630 |
|
13 |
45 |
70 |
94 |
160 |
271 |
629 |
629 |
|
14 |
45 |
70 |
93 |
159 |
271 |
628 |
628 |
|
15 |
44 |
69 |
92 |
159 |
270 |
628 |
628 |
|
16 |
43 |
68 |
91 |
158 |
269 |
627 |
627 |
|
17 |
42 |
68 |
90 |
157 |
268 |
626 |
626 |
|
18 |
41 |
67 |
90 |
156 |
268 |
625 |
625 |
|
19 |
41 |
66 |
89 |
156 |
267 |
625 |
625 |
|
20 |
41 |
66 |
89 |
156 |
267 |
625 |
625 |
|
21 |
41 |
66 |
89 |
156 |
267 |
625 |
625 |
|
22 |
40 |
66 |
89 |
155 |
267 |
624 |
624 |
|
23 |
40 |
65 |
88 |
155 |
266 |
624 |
624 |
|
24 |
39 |
65 |
88 |
154 |
266 |
623 |
623 |
|
25 |
39 |
64 |
87 |
154 |
265 |
623 |
623 |
|
26 |
38 |
64 |
87 |
153 |
265 |
622 |
622 |
|
27 |
38 |
63 |
86 |
153 |
264 |
622 |
622 |
|
28 |
37 |
63 |
86 |
152 |
263 |
621 |
621 |
|
29 |
37 |
62 |
85 |
152 |
263 |
621 |
621 |
|
30 |
36 |
62 |
84 |
151 |
262 |
620 |
620 |
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 |
13 |
29 |
57 |
140 |
253 |
611 |
1 370 |
|
2 |
18 |
34 |
61 |
144 |
258 |
615 |
1 100 |
|
3 |
22 |
40 |
65 |
139 |
257 |
615 |
894 |
|
4 |
26 |
45 |
71 |
143 |
259 |
616 |
738 |
|
5 |
29 |
49 |
77 |
147 |
260 |
618 |
618 |
|
6 |
28 |
49 |
79 |
149 |
258 |
615 |
615 |
|
7 |
34 |
56 |
84 |
155 |
262 |
619 |
619 |
|
8 |
32 |
55 |
82 |
151 |
260 |
618 |
618 |
|
9 |
33 |
57 |
83 |
150 |
261 |
619 |
619 |
|
10 |
35 |
59 |
85 |
152 |
263 |
621 |
621 |
|
11 |
37 |
62 |
86 |
153 |
264 |
622 |
622 |
|
12 |
38 |
63 |
87 |
154 |
265 |
623 |
623 |
|
13 |
39 |
65 |
88 |
154 |
266 |
623 |
623 |
|
14 |
40 |
65 |
88 |
155 |
266 |
624 |
624 |
|
15 |
40 |
65 |
88 |
155 |
266 |
624 |
624 |
|
16 |
39 |
65 |
88 |
154 |
266 |
623 |
623 |
|
17 |
39 |
65 |
88 |
154 |
266 |
623 |
623 |
|
18 |
38 |
64 |
87 |
153 |
265 |
622 |
622 |
|
19 |
38 |
63 |
86 |
153 |
264 |
622 |
622 |
|
20 |
38 |
63 |
86 |
153 |
264 |
622 |
622 |
|
21 |
38 |
63 |
86 |
153 |
264 |
622 |
622 |
|
22 |
38 |
63 |
86 |
153 |
264 |
622 |
622 |
|
23 |
37 |
63 |
86 |
152 |
264 |
621 |
621 |
|
24 |
37 |
62 |
85 |
152 |
263 |
621 |
621 |
|
25 |
36 |
62 |
85 |
151 |
263 |
620 |
620 |
|
26 |
36 |
61 |
84 |
151 |
262 |
620 |
620 |
|
27 |
35 |
61 |
84 |
150 |
262 |
619 |
619 |
|
28 |
35 |
60 |
83 |
150 |
261 |
619 |
619 |
|
29 |
34 |
60 |
83 |
149 |
261 |
618 |
618 |
|
30 |
34 |
59 |
82 |
149 |
260 |
618 |
618 |
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 |
12 |
28 |
56 |
139 |
252 |
610 |
1 357 |
|
2 |
14 |
30 |
57 |
140 |
254 |
611 |
1 089 |
|
3 |
16 |
33 |
59 |
133 |
251 |
608 |
885 |
|
4 |
18 |
36 |
62 |
134 |
250 |
608 |
729 |
|
5 |
19 |
39 |
68 |
137 |
250 |
608 |
610 |
|
6 |
21 |
42 |
71 |
141 |
250 |
608 |
608 |
|
7 |
22 |
44 |
73 |
143 |
251 |
608 |
608 |
|
8 |
22 |
45 |
72 |
141 |
251 |
608 |
608 |
|
9 |
22 |
46 |
72 |
140 |
251 |
608 |
608 |
|
10 |
23 |
47 |
73 |
140 |
251 |
609 |
609 |
|
11 |
24 |
49 |
73 |
140 |
251 |
609 |
609 |
|
12 |
25 |
50 |
73 |
140 |
251 |
609 |
609 |
|
13 |
25 |
50 |
74 |
140 |
252 |
609 |
609 |
|
14 |
26 |
51 |
74 |
140 |
252 |
609 |
609 |
|
15 |
26 |
51 |
74 |
140 |
252 |
609 |
609 |
|
16 |
25 |
51 |
74 |
140 |
252 |
609 |
609 |
|
17 |
25 |
51 |
74 |
140 |
252 |
609 |
609 |
|
18 |
25 |
51 |
74 |
140 |
252 |
609 |
609 |
|
19 |
25 |
51 |
74 |
140 |
252 |
609 |
609 |
|
20 |
25 |
51 |
74 |
140 |
252 |
609 |
609 |
|
21 |
26 |
51 |
74 |
140 |
252 |
609 |
609 |
|
22 |
25 |
51 |
74 |
140 |
252 |
609 |
609 |
|
23 |
25 |
51 |
74 |
140 |
252 |
609 |
609 |
|
24 |
25 |
50 |
73 |
140 |
251 |
609 |
609 |
|
25 |
25 |
50 |
73 |
140 |
251 |
609 |
609 |
|
26 |
24 |
50 |
73 |
139 |
251 |
608 |
608 |
|
27 |
24 |
50 |
72 |
139 |
250 |
608 |
608 |
|
28 |
24 |
49 |
72 |
139 |
250 |
608 |
608 |
|
29 |
24 |
49 |
72 |
138 |
250 |
607 |
607 |
|
30 |
23 |
49 |
72 |
138 |
250 |
607 |
607 |
2.16
Chilean peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
49 |
65 |
92 |
175 |
289 |
646 |
1 425 |
|
2 |
52 |
68 |
95 |
178 |
292 |
649 |
1 146 |
|
3 |
56 |
73 |
99 |
172 |
291 |
648 |
932 |
|
4 |
58 |
77 |
103 |
175 |
291 |
648 |
768 |
|
5 |
60 |
80 |
108 |
178 |
291 |
648 |
648 |
|
6 |
62 |
83 |
112 |
182 |
291 |
649 |
649 |
|
7 |
63 |
85 |
113 |
184 |
291 |
648 |
648 |
|
8 |
62 |
85 |
112 |
181 |
290 |
648 |
648 |
|
9 |
62 |
85 |
112 |
179 |
290 |
648 |
648 |
|
10 |
62 |
86 |
112 |
179 |
290 |
648 |
648 |
|
11 |
62 |
87 |
112 |
178 |
290 |
647 |
647 |
|
12 |
62 |
87 |
111 |
177 |
289 |
646 |
646 |
|
13 |
62 |
87 |
110 |
177 |
288 |
646 |
646 |
|
14 |
61 |
86 |
109 |
176 |
287 |
645 |
645 |
|
15 |
60 |
85 |
108 |
175 |
286 |
644 |
644 |
|
16 |
59 |
84 |
107 |
174 |
285 |
643 |
643 |
|
17 |
58 |
84 |
106 |
173 |
284 |
642 |
642 |
|
18 |
57 |
83 |
106 |
172 |
284 |
641 |
641 |
|
19 |
57 |
82 |
105 |
171 |
283 |
640 |
640 |
|
20 |
56 |
81 |
104 |
171 |
282 |
640 |
640 |
|
21 |
55 |
81 |
103 |
170 |
281 |
639 |
639 |
|
22 |
54 |
80 |
103 |
169 |
281 |
638 |
638 |
|
23 |
53 |
79 |
102 |
168 |
280 |
637 |
637 |
|
24 |
53 |
78 |
101 |
167 |
279 |
636 |
636 |
|
25 |
52 |
77 |
100 |
167 |
278 |
636 |
636 |
|
26 |
51 |
76 |
99 |
166 |
277 |
635 |
635 |
|
27 |
50 |
75 |
98 |
165 |
276 |
634 |
634 |
|
28 |
49 |
74 |
97 |
164 |
275 |
633 |
633 |
|
29 |
48 |
74 |
96 |
163 |
274 |
632 |
632 |
|
30 |
47 |
73 |
96 |
162 |
274 |
631 |
631 |
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 |
80 |
96 |
123 |
207 |
320 |
678 |
1 439 |
|
2 |
84 |
100 |
128 |
211 |
324 |
682 |
1 156 |
|
3 |
85 |
103 |
129 |
202 |
321 |
678 |
940 |
|
4 |
86 |
104 |
130 |
202 |
318 |
676 |
775 |
|
5 |
89 |
109 |
137 |
207 |
320 |
678 |
678 |
|
6 |
91 |
112 |
141 |
211 |
320 |
678 |
678 |
|
7 |
92 |
114 |
143 |
213 |
321 |
678 |
678 |
|
8 |
93 |
116 |
143 |
212 |
322 |
679 |
679 |
|
9 |
94 |
117 |
144 |
211 |
322 |
680 |
680 |
|
10 |
94 |
119 |
144 |
211 |
322 |
680 |
680 |
|
11 |
94 |
119 |
144 |
210 |
322 |
679 |
679 |
|
12 |
94 |
119 |
143 |
209 |
321 |
678 |
678 |
|
13 |
93 |
118 |
141 |
208 |
319 |
677 |
677 |
|
14 |
92 |
117 |
140 |
206 |
318 |
675 |
675 |
|
15 |
90 |
115 |
138 |
205 |
316 |
674 |
674 |
|
16 |
88 |
114 |
137 |
203 |
315 |
672 |
672 |
|
17 |
87 |
112 |
135 |
202 |
313 |
671 |
671 |
|
18 |
86 |
111 |
134 |
201 |
312 |
670 |
670 |
|
19 |
84 |
110 |
133 |
199 |
311 |
668 |
668 |
|
20 |
83 |
108 |
131 |
198 |
309 |
667 |
667 |
|
21 |
82 |
107 |
130 |
196 |
308 |
665 |
665 |
|
22 |
80 |
106 |
128 |
195 |
306 |
664 |
664 |
|
23 |
79 |
104 |
127 |
193 |
305 |
662 |
662 |
|
24 |
77 |
102 |
125 |
192 |
303 |
661 |
661 |
|
25 |
75 |
101 |
124 |
190 |
302 |
659 |
659 |
|
26 |
74 |
99 |
122 |
189 |
300 |
658 |
658 |
|
27 |
72 |
98 |
121 |
187 |
299 |
656 |
656 |
|
28 |
71 |
96 |
119 |
186 |
297 |
655 |
655 |
|
29 |
69 |
95 |
118 |
184 |
296 |
653 |
653 |
|
30 |
68 |
93 |
116 |
183 |
294 |
652 |
652 |
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 |
5 |
21 |
48 |
132 |
245 |
603 |
1 353 |
|
2 |
8 |
25 |
52 |
135 |
248 |
606 |
1 090 |
|
3 |
12 |
29 |
55 |
129 |
247 |
605 |
886 |
|
4 |
15 |
34 |
60 |
132 |
248 |
605 |
731 |
|
5 |
18 |
38 |
67 |
136 |
249 |
607 |
612 |
|
6 |
20 |
41 |
71 |
141 |
250 |
608 |
608 |
|
7 |
22 |
44 |
73 |
143 |
250 |
608 |
608 |
|
8 |
22 |
45 |
72 |
141 |
251 |
608 |
608 |
|
9 |
22 |
46 |
72 |
140 |
251 |
608 |
608 |
|
10 |
23 |
47 |
73 |
139 |
251 |
608 |
608 |
|
11 |
24 |
48 |
73 |
139 |
251 |
608 |
608 |
|
12 |
24 |
49 |
73 |
139 |
251 |
608 |
608 |
|
13 |
24 |
49 |
72 |
139 |
250 |
608 |
608 |
|
14 |
23 |
49 |
71 |
138 |
249 |
607 |
607 |
|
15 |
22 |
48 |
71 |
137 |
249 |
606 |
606 |
|
16 |
21 |
47 |
70 |
136 |
248 |
605 |
605 |
|
17 |
21 |
46 |
69 |
136 |
247 |
605 |
605 |
|
18 |
20 |
46 |
69 |
135 |
247 |
604 |
604 |
|
19 |
20 |
45 |
68 |
135 |
246 |
604 |
604 |
|
20 |
20 |
46 |
69 |
135 |
247 |
604 |
604 |
|
21 |
20 |
46 |
69 |
135 |
247 |
604 |
604 |
|
22 |
20 |
46 |
69 |
135 |
247 |
604 |
604 |
|
23 |
20 |
46 |
69 |
135 |
247 |
604 |
604 |
|
24 |
20 |
46 |
69 |
135 |
247 |
604 |
604 |
|
25 |
20 |
46 |
69 |
135 |
247 |
604 |
604 |
|
26 |
20 |
46 |
68 |
135 |
246 |
604 |
604 |
|
27 |
20 |
45 |
68 |
135 |
246 |
604 |
604 |
|
28 |
20 |
45 |
68 |
135 |
246 |
604 |
604 |
|
29 |
20 |
45 |
68 |
135 |
246 |
604 |
604 |
|
30 |
21 |
45 |
68 |
134 |
246 |
603 |
603 |
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 |
90 |
106 |
134 |
217 |
330 |
688 |
1 498 |
|
2 |
90 |
107 |
134 |
217 |
330 |
688 |
1 204 |
|
3 |
91 |
109 |
134 |
208 |
326 |
684 |
979 |
|
4 |
92 |
111 |
137 |
209 |
325 |
682 |
807 |
|
5 |
93 |
113 |
141 |
211 |
324 |
682 |
682 |
|
6 |
93 |
115 |
144 |
214 |
323 |
681 |
681 |
|
7 |
94 |
117 |
145 |
215 |
323 |
680 |
680 |
|
8 |
94 |
117 |
144 |
213 |
322 |
680 |
680 |
|
9 |
93 |
117 |
143 |
210 |
321 |
679 |
679 |
|
10 |
92 |
116 |
142 |
208 |
320 |
677 |
677 |
|
11 |
91 |
115 |
140 |
207 |
318 |
676 |
676 |
|
12 |
89 |
114 |
138 |
205 |
316 |
674 |
674 |
|
13 |
88 |
113 |
136 |
203 |
314 |
672 |
672 |
|
14 |
86 |
111 |
134 |
201 |
312 |
670 |
670 |
|
15 |
84 |
110 |
132 |
199 |
310 |
668 |
668 |
|
16 |
82 |
107 |
130 |
197 |
308 |
666 |
666 |
|
17 |
80 |
106 |
129 |
195 |
306 |
664 |
664 |
|
18 |
79 |
104 |
127 |
193 |
305 |
662 |
662 |
|
19 |
77 |
103 |
125 |
192 |
303 |
661 |
661 |
|
20 |
76 |
102 |
125 |
191 |
302 |
660 |
660 |
|
21 |
75 |
101 |
124 |
190 |
302 |
659 |
659 |
|
22 |
74 |
100 |
123 |
189 |
300 |
658 |
658 |
|
23 |
73 |
99 |
121 |
188 |
299 |
657 |
657 |
|
24 |
72 |
97 |
120 |
187 |
298 |
656 |
656 |
|
25 |
71 |
96 |
119 |
186 |
297 |
655 |
655 |
|
26 |
70 |
95 |
118 |
185 |
296 |
654 |
654 |
|
27 |
69 |
94 |
117 |
184 |
295 |
653 |
653 |
|
28 |
68 |
93 |
116 |
183 |
294 |
652 |
652 |
|
29 |
67 |
92 |
115 |
182 |
293 |
651 |
651 |
|
30 |
66 |
91 |
114 |
181 |
292 |
650 |
650 |
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 |
365 |
381 |
409 |
492 |
605 |
963 |
1 415 |
|
2 |
75 |
91 |
118 |
202 |
315 |
672 |
1 142 |
|
3 |
79 |
96 |
122 |
196 |
314 |
671 |
934 |
|
4 |
83 |
101 |
127 |
199 |
315 |
673 |
773 |
|
5 |
86 |
106 |
134 |
203 |
317 |
674 |
674 |
|
6 |
88 |
109 |
138 |
208 |
317 |
675 |
675 |
|
7 |
89 |
112 |
140 |
210 |
318 |
675 |
675 |
|
8 |
90 |
113 |
141 |
209 |
319 |
676 |
676 |
|
9 |
91 |
114 |
141 |
208 |
319 |
677 |
677 |
|
10 |
91 |
115 |
141 |
207 |
319 |
676 |
676 |
|
11 |
91 |
116 |
141 |
207 |
319 |
676 |
676 |
|
12 |
92 |
117 |
141 |
207 |
319 |
676 |
676 |
|
13 |
93 |
118 |
141 |
208 |
319 |
677 |
677 |
|
14 |
93 |
119 |
142 |
208 |
320 |
677 |
677 |
|
15 |
94 |
120 |
142 |
209 |
320 |
678 |
678 |
|
16 |
95 |
121 |
143 |
210 |
321 |
679 |
679 |
|
17 |
96 |
122 |
145 |
211 |
322 |
680 |
680 |
|
18 |
97 |
123 |
146 |
212 |
324 |
681 |
681 |
|
19 |
98 |
124 |
147 |
213 |
325 |
682 |
682 |
|
20 |
99 |
124 |
147 |
214 |
325 |
683 |
683 |
|
21 |
99 |
125 |
148 |
214 |
326 |
683 |
683 |
|
22 |
99 |
125 |
148 |
214 |
325 |
683 |
683 |
|
23 |
99 |
124 |
147 |
214 |
325 |
683 |
683 |
|
24 |
98 |
124 |
146 |
213 |
324 |
682 |
682 |
|
25 |
97 |
123 |
145 |
212 |
323 |
681 |
681 |
|
26 |
96 |
122 |
144 |
211 |
322 |
680 |
680 |
|
27 |
95 |
120 |
143 |
210 |
321 |
679 |
679 |
|
28 |
94 |
119 |
142 |
209 |
320 |
678 |
678 |
|
29 |
92 |
118 |
141 |
207 |
319 |
676 |
676 |
|
30 |
91 |
117 |
139 |
206 |
317 |
675 |
675 |
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 |
9 |
37 |
120 |
233 |
591 |
1 349 |
|
2 |
1 |
9 |
37 |
120 |
233 |
591 |
1 083 |
|
3 |
2 |
11 |
37 |
111 |
229 |
586 |
880 |
|
4 |
2 |
13 |
39 |
111 |
227 |
585 |
725 |
|
5 |
4 |
15 |
43 |
113 |
226 |
584 |
606 |
|
6 |
4 |
17 |
46 |
116 |
225 |
583 |
583 |
|
7 |
5 |
19 |
47 |
117 |
225 |
582 |
582 |
|
8 |
6 |
18 |
46 |
114 |
224 |
581 |
581 |
|
9 |
6 |
18 |
45 |
112 |
223 |
580 |
580 |
|
10 |
7 |
19 |
44 |
111 |
222 |
580 |
580 |
|
11 |
8 |
20 |
44 |
111 |
222 |
580 |
580 |
|
12 |
9 |
21 |
44 |
111 |
222 |
580 |
580 |
|
13 |
9 |
21 |
44 |
111 |
222 |
580 |
580 |
|
14 |
10 |
22 |
44 |
111 |
222 |
580 |
580 |
|
15 |
11 |
22 |
45 |
111 |
223 |
580 |
580 |
|
16 |
12 |
22 |
45 |
111 |
222 |
580 |
580 |
|
17 |
12 |
22 |
45 |
111 |
223 |
580 |
580 |
|
18 |
13 |
22 |
45 |
112 |
223 |
581 |
581 |
|
19 |
13 |
23 |
46 |
112 |
224 |
581 |
581 |
|
20 |
15 |
24 |
47 |
113 |
225 |
582 |
582 |
|
21 |
15 |
25 |
48 |
114 |
226 |
583 |
583 |
|
22 |
15 |
25 |
48 |
115 |
226 |
584 |
584 |
|
23 |
16 |
26 |
49 |
116 |
227 |
585 |
585 |
|
24 |
16 |
27 |
50 |
116 |
228 |
585 |
585 |
|
25 |
18 |
27 |
50 |
117 |
228 |
586 |
586 |
|
26 |
18 |
28 |
50 |
117 |
228 |
586 |
586 |
|
27 |
19 |
28 |
51 |
117 |
229 |
586 |
586 |
|
28 |
19 |
28 |
51 |
118 |
229 |
587 |
587 |
|
29 |
20 |
29 |
52 |
118 |
230 |
587 |
587 |
|
30 |
21 |
31 |
53 |
119 |
230 |
588 |
588 |
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 |
54 |
70 |
97 |
180 |
294 |
651 |
1 395 |
|
2 |
55 |
71 |
98 |
181 |
295 |
652 |
1 120 |
|
3 |
55 |
73 |
99 |
172 |
291 |
648 |
911 |
|
4 |
56 |
75 |
100 |
173 |
288 |
646 |
751 |
|
5 |
56 |
76 |
105 |
174 |
287 |
645 |
645 |
|
6 |
57 |
78 |
108 |
178 |
287 |
644 |
644 |
|
7 |
57 |
79 |
108 |
178 |
285 |
643 |
643 |
|
8 |
56 |
79 |
106 |
175 |
284 |
642 |
642 |
|
9 |
55 |
79 |
105 |
173 |
284 |
641 |
641 |
|
10 |
54 |
79 |
104 |
171 |
282 |
640 |
640 |
|
11 |
53 |
78 |
103 |
169 |
280 |
638 |
638 |
|
12 |
52 |
77 |
101 |
167 |
279 |
636 |
636 |
|
13 |
51 |
76 |
99 |
166 |
277 |
635 |
635 |
|
14 |
49 |
75 |
97 |
164 |
275 |
633 |
633 |
|
15 |
48 |
73 |
96 |
162 |
274 |
631 |
631 |
|
16 |
46 |
71 |
94 |
161 |
272 |
630 |
630 |
|
17 |
44 |
70 |
93 |
159 |
271 |
628 |
628 |
|
18 |
43 |
69 |
91 |
158 |
269 |
627 |
627 |
|
19 |
42 |
68 |
90 |
157 |
268 |
626 |
626 |
|
20 |
41 |
67 |
90 |
156 |
268 |
625 |
625 |
|
21 |
41 |
66 |
89 |
156 |
267 |
625 |
625 |
|
22 |
40 |
66 |
89 |
155 |
267 |
624 |
624 |
|
23 |
40 |
65 |
88 |
154 |
266 |
623 |
623 |
|
24 |
39 |
64 |
87 |
154 |
265 |
623 |
623 |
|
25 |
38 |
64 |
86 |
153 |
264 |
622 |
622 |
|
26 |
37 |
63 |
86 |
152 |
264 |
621 |
621 |
|
27 |
37 |
62 |
85 |
152 |
263 |
621 |
621 |
|
28 |
36 |
62 |
84 |
151 |
262 |
620 |
620 |
|
29 |
35 |
61 |
84 |
150 |
262 |
619 |
619 |
|
30 |
35 |
60 |
83 |
150 |
261 |
619 |
619 |
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 |
113 |
129 |
156 |
239 |
353 |
710 |
1 502 |
|
2 |
114 |
130 |
157 |
241 |
354 |
711 |
1 216 |
|
3 |
116 |
134 |
159 |
233 |
351 |
709 |
992 |
|
4 |
118 |
137 |
163 |
235 |
351 |
708 |
820 |
|
5 |
120 |
140 |
168 |
237 |
351 |
708 |
708 |
|
6 |
121 |
142 |
171 |
241 |
350 |
708 |
708 |
|
7 |
121 |
143 |
172 |
242 |
349 |
707 |
707 |
|
8 |
120 |
143 |
170 |
239 |
349 |
706 |
706 |
|
9 |
119 |
143 |
169 |
236 |
348 |
705 |
705 |
|
10 |
119 |
143 |
168 |
235 |
346 |
704 |
704 |
|
11 |
117 |
142 |
167 |
233 |
345 |
702 |
702 |
|
12 |
116 |
141 |
165 |
231 |
343 |
700 |
700 |
|
13 |
114 |
139 |
163 |
229 |
340 |
698 |
698 |
|
14 |
112 |
137 |
160 |
227 |
338 |
696 |
696 |
|
15 |
109 |
135 |
158 |
224 |
336 |
693 |
693 |
|
16 |
107 |
132 |
155 |
222 |
333 |
691 |
691 |
|
17 |
104 |
130 |
153 |
219 |
331 |
688 |
688 |
|
18 |
102 |
127 |
150 |
217 |
328 |
686 |
686 |
|
19 |
100 |
125 |
148 |
215 |
326 |
684 |
684 |
|
20 |
98 |
124 |
146 |
213 |
324 |
682 |
682 |
|
21 |
96 |
122 |
145 |
211 |
323 |
680 |
680 |
|
22 |
95 |
120 |
143 |
210 |
321 |
679 |
679 |
|
23 |
93 |
118 |
141 |
208 |
319 |
677 |
677 |
|
24 |
91 |
117 |
139 |
206 |
317 |
675 |
675 |
|
25 |
89 |
115 |
138 |
204 |
316 |
673 |
673 |
|
26 |
88 |
113 |
136 |
203 |
314 |
672 |
672 |
|
27 |
86 |
112 |
134 |
201 |
312 |
670 |
670 |
|
28 |
84 |
110 |
133 |
199 |
311 |
668 |
668 |
|
29 |
83 |
108 |
131 |
198 |
309 |
667 |
667 |
|
30 |
81 |
107 |
130 |
196 |
308 |
665 |
665 |
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 |
188 |
216 |
299 |
412 |
770 |
1 686 |
|
2 |
182 |
198 |
225 |
309 |
422 |
780 |
1 366 |
|
3 |
187 |
204 |
230 |
304 |
422 |
780 |
1112 |
|
4 |
189 |
208 |
234 |
306 |
422 |
779 |
919 |
|
5 |
190 |
210 |
238 |
308 |
421 |
779 |
779 |
|
6 |
190 |
211 |
240 |
310 |
419 |
777 |
777 |
|
7 |
189 |
212 |
240 |
310 |
418 |
775 |
775 |
|
8 |
188 |
211 |
238 |
306 |
416 |
774 |
774 |
|
9 |
186 |
210 |
236 |
303 |
414 |
772 |
772 |
|
10 |
185 |
209 |
235 |
302 |
413 |
771 |
771 |
|
11 |
184 |
208 |
233 |
300 |
411 |
769 |
769 |
|
12 |
182 |
207 |
230 |
297 |
408 |
766 |
766 |
|
13 |
179 |
204 |
227 |
294 |
405 |
763 |
763 |
|
14 |
176 |
201 |
224 |
291 |
402 |
760 |
760 |
|
15 |
173 |
198 |
221 |
288 |
399 |
757 |
757 |
|
16 |
169 |
195 |
218 |
284 |
396 |
753 |
753 |
|
17 |
166 |
192 |
214 |
281 |
392 |
750 |
750 |
|
18 |
163 |
188 |
211 |
278 |
389 |
747 |
747 |
|
19 |
160 |
185 |
208 |
275 |
386 |
744 |
744 |
|
20 |
157 |
182 |
205 |
272 |
383 |
741 |
741 |
|
21 |
154 |
179 |
202 |
269 |
380 |
738 |
738 |
|
22 |
150 |
176 |
199 |
265 |
377 |
734 |
734 |
|
23 |
147 |
173 |
196 |
262 |
374 |
731 |
731 |
|
24 |
144 |
170 |
193 |
259 |
371 |
728 |
728 |
|
25 |
141 |
167 |
189 |
256 |
367 |
725 |
725 |
|
26 |
138 |
164 |
186 |
253 |
364 |
722 |
722 |
|
27 |
135 |
161 |
183 |
250 |
361 |
719 |
719 |
|
28 |
132 |
158 |
181 |
247 |
359 |
716 |
716 |
|
29 |
130 |
155 |
178 |
244 |
356 |
713 |
713 |
|
30 |
127 |
152 |
175 |
242 |
353 |
711 |
711 |
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 |
25 |
41 |
68 |
152 |
265 |
623 |
1 386 |
|
2 |
26 |
42 |
69 |
153 |
266 |
624 |
1 112 |
|
3 |
27 |
45 |
70 |
144 |
262 |
620 |
903 |
|
4 |
28 |
47 |
73 |
145 |
261 |
618 |
744 |
|
5 |
29 |
49 |
77 |
147 |
260 |
618 |
622 |
|
6 |
30 |
51 |
80 |
150 |
259 |
617 |
617 |
|
7 |
30 |
52 |
81 |
151 |
258 |
616 |
616 |
|
8 |
29 |
52 |
79 |
148 |
257 |
615 |
615 |
|
9 |
28 |
52 |
78 |
145 |
256 |
614 |
614 |
|
10 |
28 |
52 |
77 |
144 |
256 |
613 |
613 |
|
11 |
28 |
52 |
77 |
144 |
255 |
613 |
613 |
|
12 |
27 |
53 |
76 |
143 |
254 |
612 |
612 |
|
13 |
27 |
53 |
76 |
142 |
254 |
611 |
611 |
|
14 |
27 |
52 |
75 |
142 |
253 |
611 |
611 |
|
15 |
27 |
52 |
75 |
142 |
253 |
611 |
611 |
|
16 |
26 |
52 |
75 |
141 |
253 |
610 |
610 |
|
17 |
26 |
52 |
75 |
141 |
253 |
610 |
610 |
|
18 |
26 |
52 |
75 |
141 |
253 |
610 |
610 |
|
19 |
27 |
52 |
75 |
141 |
253 |
610 |
610 |
|
20 |
27 |
52 |
75 |
142 |
253 |
611 |
611 |
|
21 |
27 |
52 |
75 |
142 |
253 |
611 |
611 |
|
22 |
27 |
52 |
75 |
142 |
253 |
611 |
611 |
|
23 |
27 |
52 |
75 |
142 |
253 |
611 |
611 |
|
24 |
27 |
52 |
75 |
142 |
253 |
611 |
611 |
|
25 |
26 |
52 |
75 |
141 |
253 |
610 |
610 |
|
26 |
26 |
52 |
75 |
141 |
253 |
610 |
610 |
|
27 |
26 |
52 |
74 |
141 |
252 |
610 |
610 |
|
28 |
26 |
51 |
74 |
141 |
252 |
610 |
610 |
|
29 |
26 |
51 |
74 |
141 |
252 |
610 |
610 |
|
30 |
25 |
51 |
74 |
140 |
252 |
609 |
609 |
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 |
20 |
36 |
63 |
147 |
260 |
618 |
1 419 |
|
2 |
22 |
38 |
65 |
149 |
262 |
620 |
1 140 |
|
3 |
25 |
42 |
68 |
142 |
260 |
617 |
926 |
|
4 |
28 |
46 |
72 |
144 |
260 |
618 |
763 |
|
5 |
30 |
50 |
78 |
148 |
261 |
619 |
637 |
|
6 |
32 |
53 |
82 |
152 |
261 |
619 |
619 |
|
7 |
34 |
56 |
85 |
155 |
262 |
620 |
620 |
|
8 |
34 |
57 |
84 |
152 |
262 |
620 |
620 |
|
9 |
34 |
58 |
84 |
151 |
262 |
620 |
620 |
|
10 |
35 |
59 |
85 |
151 |
263 |
620 |
620 |
|
11 |
36 |
61 |
85 |
152 |
263 |
621 |
621 |
|
12 |
37 |
62 |
86 |
152 |
264 |
621 |
621 |
|
13 |
37 |
62 |
86 |
152 |
264 |
621 |
621 |
|
14 |
37 |
63 |
85 |
152 |
263 |
621 |
621 |
|
15 |
37 |
62 |
85 |
152 |
263 |
621 |
621 |
|
16 |
36 |
62 |
85 |
151 |
263 |
620 |
620 |
|
17 |
36 |
62 |
85 |
151 |
263 |
620 |
620 |
|
18 |
36 |
62 |
85 |
151 |
263 |
620 |
620 |
|
19 |
36 |
62 |
85 |
151 |
263 |
620 |
620 |
|
20 |
37 |
62 |
85 |
152 |
263 |
621 |
621 |
|
21 |
37 |
62 |
85 |
152 |
263 |
621 |
621 |
|
22 |
37 |
62 |
85 |
152 |
263 |
621 |
621 |
|
23 |
37 |
62 |
85 |
152 |
263 |
621 |
621 |
|
24 |
36 |
62 |
85 |
151 |
263 |
620 |
620 |
|
25 |
36 |
62 |
85 |
151 |
262 |
620 |
620 |
|
26 |
36 |
61 |
84 |
151 |
262 |
620 |
620 |
|
27 |
35 |
61 |
84 |
150 |
262 |
619 |
619 |
|
28 |
35 |
60 |
83 |
150 |
261 |
619 |
619 |
|
29 |
35 |
60 |
83 |
149 |
261 |
618 |
618 |
|
30 |
34 |
60 |
82 |
149 |
260 |
618 |
618 |
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 |
120 |
136 |
163 |
247 |
360 |
718 |
1 588 |
|
2 |
119 |
135 |
163 |
246 |
359 |
717 |
1 268 |
|
3 |
120 |
137 |
163 |
236 |
355 |
712 |
1 036 |
|
4 |
120 |
139 |
165 |
237 |
353 |
710 |
850 |
|
5 |
121 |
141 |
170 |
239 |
352 |
710 |
710 |
|
6 |
121 |
142 |
172 |
242 |
351 |
708 |
708 |
|
7 |
122 |
144 |
172 |
243 |
350 |
707 |
707 |
|
8 |
121 |
144 |
171 |
240 |
349 |
707 |
707 |
|
9 |
120 |
143 |
170 |
237 |
348 |
706 |
706 |
|
10 |
120 |
144 |
169 |
236 |
348 |
705 |
705 |
|
11 |
120 |
144 |
169 |
236 |
347 |
705 |
705 |
|
12 |
119 |
144 |
168 |
235 |
346 |
704 |
704 |
|
13 |
118 |
144 |
167 |
234 |
345 |
703 |
703 |
|
14 |
117 |
143 |
166 |
232 |
344 |
701 |
701 |
|
15 |
115 |
141 |
164 |
230 |
342 |
699 |
699 |
|
16 |
113 |
139 |
161 |
228 |
339 |
697 |
697 |
|
17 |
110 |
136 |
159 |
225 |
337 |
694 |
694 |
|
18 |
108 |
133 |
156 |
223 |
334 |
692 |
692 |
|
19 |
106 |
131 |
154 |
221 |
332 |
690 |
690 |
|
20 |
104 |
129 |
152 |
219 |
330 |
688 |
688 |
|
21 |
101 |
127 |
150 |
216 |
328 |
685 |
685 |
|
22 |
99 |
125 |
148 |
214 |
326 |
683 |
683 |
|
23 |
97 |
123 |
145 |
212 |
323 |
681 |
681 |
|
24 |
95 |
120 |
143 |
210 |
321 |
679 |
679 |
|
25 |
93 |
118 |
141 |
208 |
319 |
677 |
677 |
|
26 |
91 |
116 |
139 |
206 |
317 |
675 |
675 |
|
27 |
89 |
114 |
137 |
204 |
315 |
673 |
673 |
|
28 |
87 |
112 |
135 |
202 |
313 |
671 |
671 |
|
29 |
85 |
110 |
133 |
200 |
311 |
669 |
669 |
|
30 |
83 |
108 |
131 |
198 |
309 |
667 |
667 |
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 |
7 |
35 |
118 |
231 |
589 |
1 376 |
|
2 |
1 |
9 |
37 |
120 |
233 |
591 |
1 107 |
|
3 |
2 |
13 |
39 |
113 |
231 |
588 |
900 |
|
4 |
2 |
17 |
43 |
115 |
231 |
589 |
743 |
|
5 |
4 |
21 |
49 |
119 |
232 |
589 |
621 |
|
6 |
4 |
24 |
53 |
123 |
232 |
590 |
590 |
|
7 |
5 |
27 |
55 |
125 |
233 |
590 |
590 |
|
8 |
6 |
27 |
55 |
123 |
233 |
591 |
591 |
|
9 |
6 |
28 |
55 |
122 |
233 |
590 |
590 |
|
10 |
7 |
29 |
55 |
121 |
233 |
590 |
590 |
|
11 |
8 |
30 |
55 |
121 |
233 |
590 |
590 |
|
12 |
9 |
31 |
54 |
121 |
232 |
590 |
590 |
|
13 |
9 |
31 |
54 |
121 |
232 |
590 |
590 |
|
14 |
10 |
31 |
54 |
121 |
232 |
590 |
590 |
|
15 |
11 |
31 |
54 |
121 |
232 |
590 |
590 |
|
16 |
12 |
31 |
53 |
120 |
231 |
589 |
589 |
|
17 |
12 |
31 |
54 |
120 |
232 |
589 |
589 |
|
18 |
13 |
31 |
54 |
120 |
232 |
589 |
589 |
|
19 |
13 |
31 |
54 |
120 |
232 |
589 |
589 |
|
20 |
15 |
32 |
55 |
121 |
232 |
590 |
590 |
|
21 |
15 |
32 |
55 |
122 |
233 |
591 |
591 |
|
22 |
16 |
33 |
56 |
122 |
234 |
591 |
591 |
|
23 |
16 |
33 |
56 |
123 |
234 |
592 |
592 |
|
24 |
18 |
33 |
56 |
123 |
234 |
592 |
592 |
|
25 |
18 |
34 |
57 |
123 |
235 |
592 |
592 |
|
26 |
18 |
34 |
57 |
123 |
235 |
592 |
592 |
|
27 |
19 |
34 |
57 |
124 |
235 |
593 |
593 |
|
28 |
19 |
34 |
57 |
124 |
235 |
593 |
593 |
|
29 |
21 |
35 |
57 |
124 |
235 |
593 |
593 |
|
30 |
21 |
35 |
58 |
124 |
236 |
593 |
593 |
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 |
51 |
78 |
161 |
275 |
632 |
1 371 |
|
2 |
35 |
51 |
79 |
162 |
275 |
633 |
1 100 |
|
3 |
35 |
53 |
78 |
152 |
270 |
628 |
893 |
|
4 |
35 |
54 |
80 |
152 |
268 |
626 |
735 |
|
5 |
36 |
56 |
84 |
154 |
267 |
624 |
624 |
|
6 |
39 |
60 |
89 |
159 |
268 |
626 |
626 |
|
7 |
36 |
58 |
87 |
157 |
265 |
622 |
622 |
|
8 |
41 |
63 |
91 |
159 |
269 |
627 |
627 |
|
9 |
40 |
63 |
90 |
157 |
268 |
626 |
626 |
|
10 |
34 |
58 |
84 |
150 |
262 |
619 |
619 |
|
11 |
29 |
54 |
78 |
145 |
256 |
614 |
614 |
|
12 |
26 |
51 |
75 |
141 |
253 |
610 |
610 |
|
13 |
24 |
49 |
72 |
139 |
250 |
608 |
608 |
|
14 |
22 |
47 |
70 |
137 |
248 |
606 |
606 |
|
15 |
20 |
46 |
69 |
135 |
246 |
604 |
604 |
|
16 |
19 |
44 |
67 |
133 |
245 |
602 |
602 |
|
17 |
18 |
43 |
66 |
133 |
244 |
602 |
602 |
|
18 |
17 |
42 |
65 |
132 |
243 |
601 |
601 |
|
19 |
17 |
42 |
65 |
132 |
243 |
601 |
601 |
|
20 |
17 |
42 |
65 |
132 |
243 |
601 |
601 |
|
21 |
17 |
42 |
65 |
132 |
243 |
601 |
601 |
|
22 |
17 |
42 |
65 |
132 |
243 |
601 |
601 |
|
23 |
17 |
42 |
65 |
132 |
243 |
601 |
601 |
|
24 |
17 |
42 |
65 |
132 |
243 |
601 |
601 |
|
25 |
18 |
42 |
65 |
132 |
243 |
601 |
601 |
|
26 |
18 |
42 |
65 |
132 |
243 |
601 |
601 |
|
27 |
19 |
42 |
65 |
131 |
243 |
600 |
600 |
|
28 |
19 |
42 |
65 |
131 |
243 |
600 |
600 |
|
29 |
20 |
42 |
65 |
131 |
243 |
600 |
600 |
|
30 |
21 |
42 |
65 |
131 |
242 |
600 |
600 |
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 |
185 |
202 |
229 |
312 |
425 |
783 |
1 603 |
|
2 |
183 |
199 |
226 |
310 |
423 |
781 |
1 287 |
|
3 |
180 |
197 |
223 |
297 |
415 |
772 |
1 045 |
|
4 |
177 |
196 |
222 |
294 |
410 |
767 |
860 |
|
5 |
174 |
194 |
223 |
292 |
405 |
763 |
763 |
|
6 |
171 |
192 |
222 |
292 |
401 |
758 |
758 |
|
7 |
168 |
190 |
219 |
289 |
396 |
754 |
754 |
|
8 |
164 |
187 |
214 |
283 |
392 |
750 |
750 |
|
9 |
160 |
184 |
210 |
277 |
388 |
746 |
746 |
|
10 |
157 |
181 |
206 |
273 |
384 |
742 |
742 |
|
11 |
153 |
178 |
202 |
269 |
380 |
738 |
738 |
|
12 |
150 |
175 |
198 |
265 |
376 |
734 |
734 |
|
13 |
146 |
171 |
195 |
261 |
373 |
730 |
730 |
|
14 |
143 |
168 |
191 |
258 |
369 |
727 |
727 |
|
15 |
139 |
165 |
187 |
254 |
365 |
723 |
723 |
|
16 |
136 |
161 |
184 |
251 |
362 |
720 |
720 |
|
17 |
133 |
158 |
181 |
248 |
359 |
717 |
717 |
|
18 |
130 |
155 |
178 |
245 |
356 |
714 |
714 |
|
19 |
127 |
152 |
175 |
242 |
353 |
711 |
711 |
|
20 |
124 |
150 |
173 |
239 |
351 |
708 |
708 |
|
21 |
122 |
147 |
170 |
237 |
348 |
706 |
706 |
|
22 |
119 |
145 |
168 |
234 |
346 |
703 |
703 |
|
23 |
117 |
142 |
165 |
232 |
343 |
701 |
701 |
|
24 |
114 |
140 |
163 |
229 |
341 |
698 |
698 |
|
25 |
112 |
138 |
160 |
227 |
338 |
696 |
696 |
|
26 |
110 |
135 |
158 |
225 |
336 |
694 |
694 |
|
27 |
108 |
133 |
156 |
223 |
334 |
692 |
692 |
|
28 |
106 |
131 |
154 |
220 |
332 |
689 |
689 |
|
29 |
103 |
129 |
152 |
218 |
330 |
687 |
687 |
|
30 |
101 |
127 |
150 |
216 |
328 |
685 |
685 |
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 |
27 |
53 |
114 |
250 |
608 |
1 360 |
|
2 |
8 |
27 |
53 |
114 |
250 |
608 |
1 095 |
|
3 |
9 |
29 |
54 |
107 |
249 |
606 |
891 |
|
4 |
12 |
34 |
58 |
104 |
249 |
607 |
735 |
|
5 |
16 |
41 |
63 |
106 |
250 |
608 |
615 |
|
6 |
18 |
44 |
67 |
101 |
251 |
609 |
609 |
|
7 |
19 |
46 |
65 |
94 |
252 |
609 |
609 |
|
8 |
16 |
44 |
64 |
92 |
252 |
610 |
610 |
|
9 |
17 |
45 |
66 |
95 |
252 |
610 |
610 |
|
10 |
18 |
48 |
69 |
100 |
252 |
610 |
610 |
|
11 |
20 |
50 |
70 |
103 |
253 |
610 |
610 |
|
12 |
21 |
52 |
71 |
104 |
253 |
610 |
610 |
|
13 |
23 |
54 |
72 |
104 |
253 |
610 |
610 |
|
14 |
22 |
54 |
72 |
104 |
253 |
610 |
610 |
|
15 |
22 |
54 |
72 |
104 |
253 |
611 |
611 |
|
16 |
22 |
54 |
72 |
104 |
253 |
610 |
610 |
|
17 |
22 |
54 |
72 |
104 |
253 |
610 |
610 |
|
18 |
22 |
54 |
72 |
104 |
253 |
610 |
610 |
|
19 |
22 |
54 |
72 |
104 |
253 |
610 |
610 |
|
20 |
22 |
54 |
72 |
104 |
253 |
611 |
611 |
|
21 |
22 |
54 |
72 |
104 |
254 |
611 |
611 |
|
22 |
22 |
54 |
72 |
104 |
254 |
612 |
612 |
|
23 |
22 |
54 |
72 |
104 |
254 |
612 |
612 |
|
24 |
22 |
54 |
72 |
104 |
254 |
612 |
612 |
|
25 |
22 |
54 |
72 |
104 |
254 |
612 |
612 |
|
26 |
22 |
54 |
72 |
104 |
254 |
612 |
612 |
|
27 |
22 |
54 |
72 |
104 |
254 |
612 |
612 |
|
28 |
22 |
54 |
72 |
104 |
254 |
612 |
612 |
|
29 |
22 |
54 |
72 |
104 |
254 |
612 |
612 |
|
30 |
22 |
54 |
72 |
104 |
254 |
612 |
612 |
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 |
5 |
13 |
96 |
209 |
567 |
1 344 |
|
2 |
1 |
6 |
11 |
95 |
208 |
566 |
1 078 |
|
3 |
2 |
6 |
11 |
84 |
203 |
560 |
875 |
|
4 |
2 |
8 |
12 |
85 |
201 |
558 |
720 |
|
5 |
4 |
9 |
17 |
86 |
200 |
557 |
601 |
|
6 |
4 |
9 |
20 |
90 |
199 |
557 |
557 |
|
7 |
5 |
10 |
22 |
92 |
199 |
557 |
557 |
|
8 |
6 |
12 |
21 |
90 |
199 |
557 |
557 |
|
9 |
6 |
12 |
22 |
88 |
200 |
557 |
557 |
|
10 |
7 |
13 |
23 |
88 |
200 |
557 |
557 |
|
11 |
8 |
13 |
25 |
89 |
200 |
558 |
558 |
|
12 |
9 |
15 |
26 |
89 |
200 |
558 |
558 |
|
13 |
9 |
16 |
27 |
89 |
201 |
558 |
558 |
|
14 |
10 |
16 |
29 |
90 |
201 |
559 |
559 |
|
15 |
10 |
18 |
31 |
90 |
202 |
559 |
559 |
|
16 |
12 |
18 |
33 |
90 |
202 |
559 |
559 |
|
17 |
12 |
19 |
34 |
91 |
202 |
560 |
560 |
|
18 |
13 |
19 |
35 |
91 |
203 |
560 |
560 |
|
19 |
13 |
21 |
37 |
92 |
203 |
561 |
561 |
|
20 |
15 |
22 |
38 |
93 |
204 |
562 |
562 |
|
21 |
15 |
22 |
40 |
93 |
205 |
562 |
562 |
|
22 |
15 |
24 |
41 |
94 |
205 |
563 |
563 |
|
23 |
16 |
24 |
43 |
94 |
206 |
563 |
563 |
|
24 |
16 |
25 |
44 |
95 |
206 |
564 |
564 |
|
25 |
18 |
25 |
45 |
95 |
207 |
564 |
564 |
|
26 |
18 |
27 |
46 |
95 |
207 |
564 |
564 |
|
27 |
18 |
28 |
48 |
96 |
207 |
565 |
565 |
|
28 |
19 |
28 |
49 |
96 |
207 |
565 |
565 |
|
29 |
19 |
29 |
51 |
96 |
207 |
565 |
565 |
|
30 |
21 |
29 |
52 |
96 |
207 |
565 |
565 |
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 |
0 |
15 |
22 |
46 |
170 |
307 |
2 944 |
|
2 |
0 |
15 |
22 |
46 |
170 |
341 |
2 202 |
|
3 |
1 |
16 |
25 |
51 |
164 |
352 |
1 670 |
|
4 |
1 |
17 |
28 |
55 |
162 |
350 |
1 296 |
|
5 |
2 |
19 |
31 |
57 |
162 |
341 |
1 031 |
|
6 |
3 |
22 |
34 |
60 |
162 |
328 |
839 |
|
7 |
4 |
25 |
36 |
62 |
162 |
313 |
695 |
|
8 |
4 |
25 |
37 |
65 |
162 |
296 |
586 |
|
9 |
4 |
26 |
39 |
68 |
162 |
280 |
500 |
|
10 |
5 |
27 |
40 |
70 |
162 |
264 |
431 |
|
11 |
5 |
27 |
41 |
71 |
162 |
255 |
375 |
|
12 |
5 |
27 |
41 |
71 |
162 |
255 |
329 |
|
13 |
5 |
27 |
41 |
71 |
162 |
255 |
290 |
|
14 |
7 |
27 |
41 |
71 |
162 |
255 |
258 |
|
15 |
7 |
27 |
44 |
71 |
162 |
255 |
255 |
|
16 |
7 |
27 |
47 |
71 |
162 |
255 |
255 |
|
17 |
8 |
27 |
50 |
71 |
162 |
255 |
255 |
|
18 |
8 |
27 |
53 |
71 |
162 |
255 |
255 |
|
19 |
8 |
27 |
56 |
71 |
162 |
255 |
255 |
|
20 |
9 |
27 |
58 |
71 |
162 |
255 |
255 |
|
21 |
9 |
27 |
61 |
71 |
162 |
255 |
255 |
|
22 |
10 |
27 |
64 |
72 |
162 |
255 |
255 |
|
23 |
10 |
27 |
66 |
75 |
162 |
255 |
255 |
|
24 |
10 |
27 |
69 |
77 |
162 |
255 |
255 |
|
25 |
11 |
27 |
72 |
80 |
162 |
255 |
255 |
|
26 |
11 |
27 |
74 |
82 |
162 |
255 |
255 |
|
27 |
12 |
27 |
78 |
85 |
162 |
255 |
255 |
|
28 |
12 |
27 |
80 |
86 |
162 |
255 |
255 |
|
29 |
13 |
28 |
83 |
89 |
162 |
255 |
255 |
|
30 |
13 |
30 |
86 |
92 |
162 |
255 |
255 |
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 |
4 |
20 |
26 |
50 |
174 |
309 |
2 961 |
|
2 |
7 |
22 |
29 |
52 |
176 |
343 |
2 218 |
|
3 |
6 |
23 |
31 |
58 |
171 |
354 |
1 682 |
|
4 |
6 |
24 |
35 |
62 |
168 |
352 |
1 304 |
|
5 |
7 |
25 |
38 |
63 |
168 |
343 |
1 037 |
|
6 |
8 |
28 |
40 |
66 |
168 |
329 |
843 |
|
7 |
9 |
30 |
41 |
67 |
167 |
314 |
698 |
|
8 |
9 |
30 |
42 |
70 |
167 |
297 |
588 |
|
9 |
9 |
31 |
43 |
72 |
166 |
280 |
501 |
|
10 |
9 |
31 |
44 |
74 |
166 |
264 |
432 |
|
11 |
9 |
31 |
44 |
75 |
165 |
259 |
376 |
|
12 |
8 |
30 |
44 |
74 |
165 |
258 |
330 |
|
13 |
7 |
30 |
43 |
74 |
164 |
258 |
291 |
|
14 |
7 |
29 |
43 |
73 |
164 |
257 |
258 |
|
15 |
7 |
29 |
44 |
73 |
163 |
257 |
257 |
|
16 |
7 |
28 |
47 |
72 |
162 |
256 |
256 |
|
17 |
8 |
28 |
50 |
72 |
162 |
256 |
256 |
|
18 |
8 |
28 |
53 |
71 |
162 |
255 |
255 |
|
19 |
8 |
28 |
56 |
71 |
162 |
255 |
255 |
|
20 |
9 |
28 |
58 |
72 |
162 |
256 |
256 |
|
21 |
9 |
28 |
61 |
72 |
163 |
256 |
256 |
|
22 |
10 |
28 |
64 |
73 |
163 |
256 |
256 |
|
23 |
10 |
29 |
67 |
75 |
163 |
256 |
256 |
|
24 |
10 |
29 |
69 |
77 |
163 |
256 |
256 |
|
25 |
11 |
29 |
72 |
80 |
163 |
257 |
257 |
|
26 |
11 |
29 |
75 |
82 |
163 |
257 |
257 |
|
27 |
12 |
29 |
78 |
85 |
163 |
257 |
257 |
|
28 |
12 |
29 |
80 |
87 |
163 |
257 |
257 |
|
29 |
13 |
29 |
83 |
89 |
163 |
257 |
257 |
|
30 |
13 |
30 |
86 |
92 |
163 |
257 |
257 |
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 |
0 |
15 |
22 |
46 |
170 |
307 |
2 944 |
|
2 |
0 |
15 |
22 |
46 |
170 |
341 |
2 202 |
|
3 |
1 |
16 |
24 |
51 |
164 |
352 |
1 670 |
|
4 |
1 |
17 |
28 |
55 |
161 |
350 |
1 296 |
|
5 |
2 |
19 |
31 |
57 |
161 |
341 |
1 031 |
|
6 |
3 |
22 |
34 |
60 |
161 |
328 |
839 |
|
7 |
4 |
24 |
35 |
62 |
161 |
313 |
695 |
|
8 |
4 |
25 |
37 |
64 |
161 |
296 |
586 |
|
9 |
4 |
26 |
38 |
68 |
161 |
280 |
500 |
|
10 |
4 |
27 |
40 |
70 |
161 |
264 |
431 |
|
11 |
5 |
27 |
40 |
71 |
161 |
255 |
375 |
|
12 |
5 |
27 |
40 |
71 |
161 |
255 |
329 |
|
13 |
5 |
27 |
40 |
71 |
161 |
255 |
290 |
|
14 |
7 |
27 |
41 |
71 |
161 |
255 |
258 |
|
15 |
7 |
27 |
44 |
71 |
161 |
255 |
255 |
|
16 |
7 |
27 |
47 |
71 |
161 |
255 |
255 |
|
17 |
8 |
27 |
50 |
71 |
161 |
255 |
255 |
|
18 |
8 |
27 |
53 |
71 |
161 |
255 |
255 |
|
19 |
8 |
27 |
56 |
71 |
161 |
255 |
255 |
|
20 |
9 |
27 |
58 |
71 |
161 |
255 |
255 |
|
21 |
9 |
27 |
61 |
71 |
161 |
255 |
255 |
|
22 |
10 |
27 |
64 |
72 |
161 |
255 |
255 |
|
23 |
10 |
27 |
66 |
75 |
161 |
255 |
255 |
|
24 |
10 |
27 |
69 |
77 |
161 |
255 |
255 |
|
25 |
11 |
27 |
72 |
80 |
161 |
255 |
255 |
|
26 |
11 |
27 |
74 |
82 |
161 |
255 |
255 |
|
27 |
12 |
27 |
78 |
85 |
161 |
255 |
255 |
|
28 |
12 |
27 |
80 |
86 |
161 |
255 |
255 |
|
29 |
13 |
28 |
83 |
89 |
161 |
255 |
255 |
|
30 |
13 |
30 |
86 |
92 |
161 |
255 |
255 |
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 |
84 |
99 |
106 |
130 |
254 |
349 |
3 002 |
|
2 |
79 |
94 |
101 |
125 |
248 |
350 |
2 266 |
|
3 |
81 |
97 |
106 |
132 |
245 |
363 |
1 726 |
|
4 |
77 |
95 |
106 |
133 |
239 |
362 |
1 341 |
|
5 |
75 |
94 |
106 |
131 |
236 |
353 |
1 067 |
|
6 |
74 |
94 |
106 |
132 |
234 |
340 |
869 |
|
7 |
73 |
94 |
105 |
131 |
231 |
324 |
720 |
|
8 |
71 |
93 |
104 |
132 |
229 |
322 |
607 |
|
9 |
70 |
92 |
105 |
134 |
228 |
321 |
518 |
|
10 |
66 |
89 |
102 |
132 |
223 |
317 |
447 |
|
11 |
64 |
86 |
99 |
129 |
220 |
314 |
389 |
|
12 |
62 |
84 |
97 |
128 |
219 |
312 |
341 |
|
13 |
61 |
83 |
96 |
127 |
218 |
311 |
311 |
|
14 |
60 |
83 |
96 |
126 |
217 |
310 |
310 |
|
15 |
60 |
82 |
95 |
126 |
216 |
310 |
310 |
|
16 |
59 |
81 |
95 |
125 |
216 |
309 |
309 |
|
17 |
58 |
81 |
94 |
124 |
215 |
308 |
308 |
|
18 |
57 |
80 |
93 |
124 |
214 |
307 |
307 |
|
19 |
56 |
79 |
92 |
123 |
213 |
307 |
307 |
|
20 |
56 |
78 |
91 |
122 |
213 |
306 |
306 |
|
21 |
55 |
77 |
91 |
121 |
212 |
305 |
305 |
|
22 |
54 |
76 |
90 |
120 |
211 |
304 |
304 |
|
23 |
53 |
75 |
89 |
119 |
210 |
303 |
303 |
|
24 |
52 |
74 |
88 |
118 |
209 |
302 |
302 |
|
25 |
51 |
73 |
87 |
117 |
208 |
301 |
301 |
|
26 |
50 |
72 |
86 |
116 |
207 |
300 |
300 |
|
27 |
49 |
71 |
84 |
115 |
206 |
299 |
299 |
|
28 |
48 |
70 |
83 |
114 |
204 |
298 |
298 |
|
29 |
47 |
69 |
86 |
113 |
203 |
297 |
297 |
|
30 |
46 |
68 |
89 |
112 |
202 |
296 |
296 |
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 |
20 |
27 |
50 |
174 |
306 |
2 933 |
|
2 |
6 |
22 |
28 |
52 |
176 |
340 |
2 197 |
|
3 |
7 |
23 |
32 |
58 |
171 |
352 |
1 670 |
|
4 |
7 |
25 |
35 |
63 |
169 |
351 |
1 299 |
|
5 |
8 |
27 |
39 |
64 |
169 |
343 |
1 035 |
|
6 |
10 |
29 |
41 |
67 |
169 |
330 |
843 |
|
7 |
11 |
32 |
43 |
69 |
169 |
315 |
699 |
|
8 |
10 |
32 |
43 |
71 |
168 |
299 |
589 |
|
9 |
10 |
32 |
44 |
74 |
168 |
282 |
503 |
|
10 |
10 |
32 |
46 |
75 |
167 |
266 |
434 |
|
11 |
10 |
32 |
45 |
76 |
166 |
260 |
378 |
|
12 |
9 |
31 |
45 |
75 |
166 |
259 |
332 |
|
13 |
9 |
31 |
44 |
75 |
165 |
259 |
293 |
|
14 |
8 |
30 |
44 |
74 |
165 |
258 |
260 |
|
15 |
8 |
30 |
45 |
74 |
164 |
258 |
258 |
|
16 |
7 |
29 |
47 |
73 |
164 |
257 |
257 |
|
17 |
8 |
29 |
50 |
73 |
163 |
257 |
257 |
|
18 |
8 |
29 |
53 |
73 |
163 |
257 |
257 |
|
19 |
8 |
29 |
56 |
73 |
163 |
257 |
257 |
|
20 |
9 |
29 |
59 |
73 |
164 |
257 |
257 |
|
21 |
9 |
30 |
62 |
73 |
164 |
257 |
257 |
|
22 |
10 |
30 |
64 |
74 |
164 |
257 |
257 |
|
23 |
10 |
30 |
67 |
76 |
164 |
258 |
258 |
|
24 |
11 |
30 |
71 |
79 |
164 |
258 |
258 |
|
25 |
11 |
30 |
73 |
81 |
164 |
258 |
258 |
|
26 |
12 |
30 |
76 |
84 |
164 |
258 |
258 |
|
27 |
12 |
30 |
78 |
85 |
164 |
258 |
258 |
|
28 |
12 |
30 |
81 |
88 |
164 |
258 |
258 |
|
29 |
13 |
30 |
84 |
91 |
164 |
258 |
258 |
|
30 |
13 |
30 |
87 |
93 |
164 |
258 |
258 |
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 |
48 |
63 |
70 |
94 |
218 |
319 |
3 061 |
|
2 |
52 |
67 |
74 |
98 |
221 |
355 |
2 299 |
|
3 |
56 |
72 |
81 |
107 |
220 |
367 |
1 749 |
|
4 |
58 |
75 |
86 |
113 |
220 |
367 |
1 360 |
|
5 |
59 |
78 |
90 |
115 |
220 |
358 |
1 083 |
|
6 |
60 |
80 |
92 |
118 |
220 |
344 |
881 |
|
7 |
61 |
82 |
93 |
119 |
219 |
328 |
731 |
|
8 |
60 |
81 |
93 |
121 |
218 |
311 |
616 |
|
9 |
59 |
80 |
93 |
122 |
216 |
309 |
525 |
|
10 |
57 |
79 |
93 |
123 |
214 |
308 |
453 |
|
11 |
56 |
78 |
91 |
122 |
212 |
306 |
394 |
|
12 |
54 |
76 |
90 |
120 |
211 |
304 |
345 |
|
13 |
52 |
75 |
88 |
119 |
209 |
302 |
304 |
|
14 |
51 |
73 |
87 |
117 |
208 |
301 |
301 |
|
15 |
50 |
72 |
85 |
116 |
206 |
300 |
300 |
|
16 |
48 |
71 |
84 |
115 |
205 |
298 |
298 |
|
17 |
47 |
70 |
83 |
113 |
204 |
297 |
297 |
|
18 |
46 |
69 |
82 |
113 |
203 |
296 |
296 |
|
19 |
46 |
68 |
81 |
112 |
202 |
296 |
296 |
|
20 |
45 |
67 |
81 |
111 |
202 |
295 |
295 |
|
21 |
44 |
67 |
80 |
110 |
201 |
294 |
294 |
|
22 |
43 |
66 |
79 |
110 |
200 |
294 |
294 |
|
23 |
43 |
65 |
78 |
109 |
199 |
293 |
293 |
|
24 |
42 |
64 |
77 |
108 |
199 |
292 |
292 |
|
25 |
41 |
63 |
77 |
107 |
198 |
291 |
291 |
|
26 |
40 |
62 |
78 |
106 |
197 |
290 |
290 |
|
27 |
39 |
61 |
81 |
105 |
196 |
289 |
289 |
|
28 |
38 |
61 |
83 |
105 |
195 |
288 |
288 |
|
29 |
38 |
60 |
86 |
104 |
194 |
288 |
288 |
|
30 |
37 |
59 |
90 |
103 |
193 |
287 |
287 |
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 |
15 |
21 |
45 |
169 |
307 |
2 942 |
|
2 |
0 |
15 |
21 |
45 |
169 |
341 |
2 201 |
|
3 |
1 |
15 |
24 |
50 |
163 |
352 |
1 669 |
|
4 |
1 |
16 |
27 |
54 |
161 |
350 |
1 295 |
|
5 |
2 |
18 |
30 |
56 |
161 |
341 |
1 030 |
|
6 |
3 |
21 |
33 |
59 |
161 |
328 |
838 |
|
7 |
3 |
24 |
35 |
61 |
161 |
312 |
695 |
|
8 |
3 |
24 |
36 |
64 |
161 |
296 |
585 |
|
9 |
4 |
25 |
38 |
67 |
161 |
280 |
500 |
|
10 |
4 |
26 |
39 |
69 |
161 |
263 |
431 |
|
11 |
5 |
26 |
40 |
70 |
161 |
254 |
375 |
|
12 |
5 |
26 |
40 |
70 |
161 |
254 |
329 |
|
13 |
5 |
26 |
40 |
70 |
161 |
254 |
290 |
|
14 |
7 |
26 |
41 |
70 |
161 |
254 |
258 |
|
15 |
7 |
26 |
44 |
70 |
161 |
254 |
254 |
|
16 |
7 |
26 |
47 |
70 |
161 |
254 |
254 |
|
17 |
8 |
26 |
50 |
70 |
161 |
254 |
254 |
|
18 |
8 |
26 |
53 |
70 |
161 |
254 |
254 |
|
19 |
8 |
26 |
56 |
70 |
161 |
254 |
254 |
|
20 |
9 |
26 |
58 |
70 |
161 |
254 |
254 |
|
21 |
9 |
26 |
61 |
70 |
161 |
254 |
254 |
|
22 |
10 |
26 |
64 |
72 |
161 |
254 |
254 |
|
23 |
10 |
26 |
66 |
75 |
161 |
254 |
254 |
|
24 |
10 |
26 |
69 |
77 |
161 |
254 |
254 |
|
25 |
11 |
26 |
72 |
80 |
161 |
254 |
254 |
|
26 |
11 |
26 |
74 |
82 |
161 |
254 |
254 |
|
27 |
12 |
26 |
78 |
85 |
161 |
254 |
254 |
|
28 |
12 |
27 |
80 |
86 |
161 |
254 |
254 |
|
29 |
13 |
28 |
83 |
89 |
161 |
254 |
254 |
|
30 |
13 |
29 |
86 |
92 |
161 |
254 |
254 |
3.8
Pound sterling
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
11 |
22 |
46 |
188 |
312 |
2 987 |
|
2 |
0 |
11 |
22 |
46 |
188 |
347 |
2 241 |
|
3 |
1 |
10 |
24 |
51 |
182 |
358 |
1 702 |
|
4 |
1 |
13 |
27 |
57 |
179 |
357 |
1 322 |
|
5 |
2 |
15 |
29 |
59 |
178 |
348 |
1 051 |
|
6 |
3 |
18 |
33 |
60 |
177 |
334 |
855 |
|
7 |
3 |
21 |
36 |
60 |
175 |
318 |
709 |
|
8 |
3 |
23 |
36 |
59 |
174 |
302 |
597 |
|
9 |
5 |
31 |
41 |
58 |
173 |
285 |
509 |
|
10 |
8 |
34 |
40 |
56 |
172 |
268 |
439 |
|
11 |
6 |
32 |
40 |
55 |
172 |
265 |
381 |
|
12 |
5 |
31 |
39 |
54 |
171 |
264 |
334 |
|
13 |
6 |
30 |
39 |
55 |
170 |
263 |
295 |
|
14 |
7 |
29 |
42 |
55 |
169 |
263 |
263 |
|
15 |
7 |
29 |
45 |
56 |
168 |
262 |
262 |
|
16 |
7 |
29 |
47 |
59 |
167 |
260 |
260 |
|
17 |
8 |
29 |
50 |
61 |
166 |
259 |
259 |
|
18 |
8 |
29 |
53 |
63 |
165 |
259 |
259 |
|
19 |
8 |
29 |
56 |
66 |
165 |
259 |
259 |
|
20 |
9 |
29 |
59 |
68 |
166 |
259 |
259 |
|
21 |
9 |
29 |
61 |
71 |
166 |
259 |
259 |
|
22 |
10 |
29 |
64 |
73 |
166 |
259 |
259 |
|
23 |
10 |
29 |
67 |
75 |
166 |
259 |
259 |
|
24 |
11 |
29 |
69 |
78 |
165 |
259 |
259 |
|
25 |
11 |
29 |
73 |
80 |
165 |
258 |
258 |
|
26 |
11 |
29 |
75 |
82 |
164 |
258 |
258 |
|
27 |
12 |
29 |
78 |
85 |
164 |
257 |
257 |
|
28 |
12 |
29 |
81 |
88 |
164 |
257 |
257 |
|
29 |
13 |
29 |
83 |
89 |
163 |
257 |
257 |
|
30 |
13 |
30 |
86 |
92 |
163 |
256 |
256 |
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 |
86 |
101 |
108 |
132 |
255 |
351 |
3 000 |
|
2 |
83 |
98 |
105 |
128 |
252 |
349 |
2 255 |
|
3 |
79 |
95 |
104 |
131 |
243 |
361 |
1 717 |
|
4 |
76 |
93 |
104 |
131 |
238 |
361 |
1 336 |
|
5 |
73 |
92 |
104 |
130 |
234 |
353 |
1 066 |
|
6 |
72 |
92 |
104 |
130 |
232 |
340 |
869 |
|
7 |
71 |
92 |
103 |
129 |
229 |
325 |
721 |
|
8 |
68 |
89 |
101 |
129 |
226 |
319 |
608 |
|
9 |
66 |
88 |
100 |
129 |
223 |
316 |
520 |
|
10 |
64 |
86 |
100 |
129 |
221 |
314 |
449 |
|
11 |
63 |
85 |
98 |
128 |
219 |
313 |
391 |
|
12 |
61 |
83 |
96 |
127 |
217 |
311 |
343 |
|
13 |
59 |
81 |
95 |
125 |
216 |
309 |
309 |
|
14 |
57 |
80 |
93 |
123 |
214 |
307 |
307 |
|
15 |
56 |
78 |
91 |
122 |
212 |
306 |
306 |
|
16 |
54 |
77 |
90 |
121 |
211 |
304 |
304 |
|
17 |
53 |
75 |
89 |
119 |
210 |
303 |
303 |
|
18 |
52 |
74 |
88 |
118 |
209 |
302 |
302 |
|
19 |
51 |
73 |
87 |
117 |
208 |
301 |
301 |
|
20 |
50 |
73 |
86 |
117 |
207 |
300 |
300 |
|
21 |
49 |
72 |
85 |
116 |
206 |
299 |
299 |
|
22 |
48 |
71 |
84 |
115 |
205 |
299 |
299 |
|
23 |
47 |
70 |
83 |
114 |
204 |
298 |
298 |
|
24 |
46 |
69 |
82 |
113 |
203 |
296 |
296 |
|
25 |
45 |
68 |
81 |
112 |
202 |
295 |
295 |
|
26 |
44 |
67 |
80 |
111 |
201 |
294 |
294 |
|
27 |
43 |
66 |
81 |
110 |
200 |
293 |
293 |
|
28 |
42 |
65 |
83 |
109 |
199 |
292 |
292 |
|
29 |
41 |
64 |
86 |
108 |
198 |
292 |
292 |
|
30 |
41 |
63 |
89 |
107 |
197 |
291 |
291 |
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 |
57 |
72 |
79 |
103 |
226 |
322 |
3 021 |
|
2 |
55 |
70 |
77 |
101 |
224 |
350 |
2 264 |
|
3 |
53 |
69 |
78 |
104 |
217 |
362 |
1 719 |
|
4 |
51 |
68 |
79 |
106 |
213 |
360 |
1 336 |
|
5 |
49 |
68 |
80 |
106 |
210 |
351 |
1 063 |
|
6 |
49 |
68 |
80 |
106 |
208 |
338 |
865 |
|
7 |
48 |
69 |
80 |
107 |
206 |
323 |
718 |
|
8 |
47 |
68 |
80 |
107 |
204 |
306 |
605 |
|
9 |
45 |
67 |
80 |
109 |
203 |
296 |
516 |
|
10 |
44 |
66 |
80 |
110 |
201 |
295 |
445 |
|
11 |
43 |
66 |
79 |
109 |
200 |
294 |
387 |
|
12 |
43 |
65 |
78 |
109 |
199 |
293 |
340 |
|
13 |
42 |
64 |
77 |
108 |
199 |
292 |
300 |
|
14 |
41 |
63 |
77 |
107 |
198 |
291 |
291 |
|
15 |
40 |
63 |
76 |
107 |
197 |
290 |
290 |
|
16 |
39 |
61 |
75 |
105 |
196 |
289 |
289 |
|
17 |
39 |
61 |
74 |
105 |
195 |
289 |
289 |
|
18 |
38 |
60 |
73 |
104 |
194 |
288 |
288 |
|
19 |
37 |
59 |
73 |
103 |
194 |
287 |
287 |
|
20 |
37 |
59 |
73 |
103 |
194 |
287 |
287 |
|
21 |
37 |
59 |
72 |
103 |
193 |
287 |
287 |
|
22 |
36 |
59 |
72 |
103 |
193 |
286 |
286 |
|
23 |
36 |
58 |
71 |
102 |
193 |
286 |
286 |
|
24 |
35 |
58 |
71 |
101 |
192 |
285 |
285 |
|
25 |
35 |
57 |
74 |
101 |
191 |
285 |
285 |
|
26 |
34 |
56 |
77 |
100 |
191 |
284 |
284 |
|
27 |
33 |
56 |
79 |
99 |
190 |
283 |
283 |
|
28 |
33 |
55 |
83 |
99 |
189 |
283 |
283 |
|
29 |
32 |
54 |
85 |
98 |
189 |
282 |
282 |
|
30 |
31 |
54 |
89 |
97 |
188 |
281 |
281 |
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 |
25 |
41 |
47 |
71 |
195 |
312 |
2 989 |
|
2 |
26 |
41 |
48 |
72 |
195 |
346 |
2 237 |
|
3 |
24 |
40 |
49 |
76 |
189 |
357 |
1 696 |
|
4 |
23 |
40 |
51 |
79 |
185 |
355 |
1 316 |
|
5 |
23 |
42 |
54 |
79 |
184 |
346 |
1 047 |
|
6 |
24 |
43 |
55 |
82 |
183 |
333 |
852 |
|
7 |
25 |
45 |
56 |
83 |
182 |
317 |
706 |
|
8 |
24 |
45 |
57 |
85 |
182 |
301 |
595 |
|
9 |
23 |
45 |
58 |
87 |
181 |
284 |
508 |
|
10 |
23 |
45 |
59 |
88 |
180 |
273 |
438 |
|
11 |
23 |
45 |
58 |
89 |
179 |
273 |
381 |
|
12 |
22 |
44 |
57 |
88 |
178 |
272 |
334 |
|
13 |
21 |
43 |
57 |
87 |
178 |
271 |
295 |
|
14 |
20 |
42 |
56 |
86 |
177 |
270 |
270 |
|
15 |
19 |
42 |
55 |
85 |
176 |
269 |
269 |
|
16 |
18 |
41 |
54 |
84 |
175 |
268 |
268 |
|
17 |
18 |
40 |
53 |
84 |
174 |
268 |
268 |
|
18 |
17 |
39 |
53 |
83 |
174 |
267 |
267 |
|
19 |
17 |
39 |
56 |
83 |
173 |
267 |
267 |
|
20 |
17 |
39 |
59 |
83 |
174 |
267 |
267 |
|
21 |
17 |
39 |
61 |
83 |
174 |
267 |
267 |
|
22 |
17 |
39 |
64 |
83 |
173 |
267 |
267 |
|
23 |
17 |
39 |
67 |
83 |
173 |
267 |
267 |
|
24 |
16 |
39 |
70 |
83 |
173 |
266 |
266 |
|
25 |
16 |
39 |
73 |
82 |
173 |
266 |
266 |
|
26 |
16 |
38 |
76 |
84 |
173 |
266 |
266 |
|
27 |
16 |
38 |
78 |
85 |
172 |
266 |
266 |
|
28 |
16 |
38 |
81 |
88 |
172 |
266 |
266 |
|
29 |
15 |
38 |
84 |
91 |
172 |
265 |
265 |
|
30 |
15 |
37 |
87 |
92 |
172 |
265 |
265 |
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 |
25 |
148 |
304 |
2 913 |
|
2 |
0 |
1 |
6 |
26 |
150 |
338 |
2 179 |
|
3 |
1 |
2 |
10 |
31 |
144 |
349 |
1 653 |
|
4 |
1 |
3 |
13 |
35 |
142 |
347 |
1 282 |
|
5 |
2 |
4 |
16 |
37 |
142 |
338 |
1 020 |
|
6 |
2 |
5 |
19 |
40 |
142 |
325 |
830 |
|
7 |
3 |
6 |
22 |
42 |
142 |
309 |
688 |
|
8 |
3 |
7 |
25 |
45 |
142 |
293 |
579 |
|
9 |
4 |
8 |
27 |
48 |
142 |
277 |
494 |
|
10 |
4 |
9 |
30 |
50 |
142 |
261 |
426 |
|
11 |
5 |
11 |
33 |
52 |
143 |
245 |
371 |
|
12 |
5 |
11 |
36 |
51 |
141 |
235 |
325 |
|
13 |
5 |
13 |
38 |
52 |
143 |
236 |
287 |
|
14 |
6 |
13 |
41 |
52 |
143 |
236 |
254 |
|
15 |
7 |
14 |
44 |
54 |
141 |
234 |
234 |
|
16 |
7 |
16 |
47 |
57 |
140 |
233 |
233 |
|
17 |
8 |
16 |
50 |
60 |
140 |
233 |
233 |
|
18 |
8 |
17 |
52 |
62 |
140 |
233 |
233 |
|
19 |
8 |
18 |
54 |
65 |
140 |
234 |
234 |
|
20 |
9 |
19 |
57 |
67 |
141 |
235 |
235 |
|
21 |
9 |
20 |
60 |
69 |
142 |
235 |
235 |
|
22 |
10 |
21 |
63 |
71 |
142 |
235 |
235 |
|
23 |
10 |
22 |
65 |
74 |
142 |
235 |
235 |
|
24 |
10 |
23 |
68 |
77 |
142 |
235 |
235 |
|
25 |
11 |
24 |
70 |
78 |
143 |
235 |
235 |
|
26 |
11 |
25 |
74 |
81 |
144 |
235 |
235 |
|
27 |
12 |
26 |
76 |
83 |
145 |
235 |
235 |
|
28 |
12 |
27 |
79 |
86 |
147 |
235 |
235 |
|
29 |
13 |
28 |
82 |
88 |
148 |
235 |
235 |
|
30 |
13 |
28 |
84 |
90 |
148 |
235 |
235 |
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 |
57 |
64 |
88 |
212 |
318 |
3 052 |
|
2 |
42 |
57 |
64 |
88 |
212 |
352 |
2 283 |
|
3 |
41 |
57 |
66 |
92 |
205 |
363 |
1 731 |
|
4 |
40 |
57 |
68 |
95 |
202 |
362 |
1 342 |
|
5 |
40 |
58 |
70 |
96 |
201 |
352 |
1 068 |
|
6 |
40 |
60 |
72 |
98 |
199 |
338 |
868 |
|
7 |
41 |
61 |
72 |
99 |
198 |
323 |
719 |
|
8 |
39 |
61 |
72 |
100 |
197 |
306 |
606 |
|
9 |
39 |
61 |
73 |
102 |
196 |
289 |
517 |
|
10 |
38 |
60 |
74 |
104 |
195 |
289 |
445 |
|
11 |
38 |
60 |
73 |
104 |
194 |
288 |
387 |
|
12 |
37 |
59 |
72 |
103 |
193 |
287 |
340 |
|
13 |
36 |
58 |
72 |
102 |
193 |
286 |
299 |
|
14 |
35 |
58 |
71 |
101 |
192 |
285 |
285 |
|
15 |
35 |
57 |
70 |
101 |
191 |
285 |
285 |
|
16 |
34 |
56 |
69 |
100 |
190 |
284 |
284 |
|
17 |
33 |
55 |
69 |
99 |
190 |
283 |
283 |
|
18 |
32 |
55 |
68 |
99 |
189 |
282 |
282 |
|
19 |
32 |
54 |
68 |
98 |
189 |
282 |
282 |
|
20 |
32 |
54 |
67 |
98 |
188 |
282 |
282 |
|
21 |
32 |
54 |
67 |
98 |
188 |
282 |
282 |
|
22 |
31 |
54 |
67 |
97 |
188 |
281 |
281 |
|
23 |
31 |
53 |
68 |
97 |
188 |
281 |
281 |
|
24 |
30 |
53 |
71 |
96 |
187 |
280 |
280 |
|
25 |
30 |
52 |
73 |
96 |
186 |
280 |
280 |
|
26 |
29 |
51 |
77 |
95 |
186 |
279 |
279 |
|
27 |
29 |
51 |
79 |
95 |
185 |
279 |
279 |
|
28 |
28 |
50 |
82 |
94 |
185 |
278 |
278 |
|
29 |
27 |
50 |
85 |
94 |
184 |
277 |
277 |
|
30 |
27 |
49 |
88 |
94 |
184 |
277 |
277 |
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 |
8 |
23 |
30 |
54 |
178 |
314 |
3 013 |
|
2 |
12 |
28 |
34 |
58 |
182 |
349 |
2 257 |
|
3 |
15 |
31 |
40 |
67 |
179 |
360 |
1 713 |
|
4 |
18 |
35 |
46 |
73 |
180 |
359 |
1 331 |
|
5 |
20 |
39 |
51 |
76 |
181 |
350 |
1 059 |
|
6 |
19 |
39 |
51 |
77 |
179 |
336 |
861 |
|
7 |
25 |
46 |
57 |
84 |
183 |
320 |
713 |
|
8 |
24 |
45 |
57 |
85 |
182 |
304 |
601 |
|
9 |
25 |
47 |
60 |
89 |
183 |
287 |
512 |
|
10 |
27 |
50 |
63 |
93 |
184 |
278 |
441 |
|
11 |
29 |
51 |
64 |
95 |
186 |
279 |
384 |
|
12 |
30 |
52 |
65 |
96 |
186 |
280 |
337 |
|
13 |
30 |
52 |
66 |
96 |
187 |
280 |
298 |
|
14 |
31 |
53 |
66 |
97 |
187 |
281 |
281 |
|
15 |
31 |
53 |
66 |
97 |
187 |
281 |
281 |
|
16 |
30 |
52 |
66 |
96 |
187 |
280 |
280 |
|
17 |
30 |
52 |
66 |
96 |
187 |
280 |
280 |
|
18 |
29 |
51 |
65 |
95 |
186 |
279 |
279 |
|
19 |
29 |
51 |
64 |
95 |
185 |
279 |
279 |
|
20 |
29 |
51 |
64 |
95 |
185 |
279 |
279 |
|
21 |
29 |
51 |
64 |
95 |
185 |
279 |
279 |
|
22 |
28 |
51 |
65 |
95 |
185 |
278 |
278 |
|
23 |
28 |
50 |
68 |
94 |
185 |
278 |
278 |
|
24 |
28 |
50 |
71 |
94 |
184 |
278 |
278 |
|
25 |
27 |
50 |
73 |
93 |
184 |
277 |
277 |
|
26 |
27 |
49 |
77 |
93 |
183 |
277 |
277 |
|
27 |
26 |
49 |
79 |
92 |
183 |
276 |
276 |
|
28 |
26 |
48 |
82 |
92 |
182 |
276 |
276 |
|
29 |
25 |
48 |
85 |
91 |
182 |
275 |
275 |
|
30 |
25 |
47 |
88 |
94 |
181 |
275 |
275 |
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 |
7 |
22 |
29 |
53 |
177 |
311 |
2 983 |
|
2 |
8 |
24 |
30 |
54 |
178 |
345 |
2 232 |
|
3 |
9 |
25 |
34 |
60 |
173 |
356 |
1 693 |
|
4 |
9 |
27 |
38 |
65 |
171 |
355 |
1 314 |
|
5 |
11 |
29 |
41 |
67 |
172 |
345 |
1 045 |
|
6 |
12 |
32 |
44 |
70 |
172 |
332 |
850 |
|
7 |
14 |
35 |
46 |
72 |
172 |
317 |
705 |
|
8 |
14 |
35 |
47 |
75 |
172 |
300 |
594 |
|
9 |
15 |
36 |
49 |
78 |
172 |
284 |
507 |
|
10 |
15 |
37 |
51 |
81 |
172 |
267 |
437 |
|
11 |
16 |
38 |
51 |
82 |
172 |
266 |
381 |
|
12 |
16 |
38 |
52 |
82 |
173 |
266 |
334 |
|
13 |
16 |
38 |
52 |
82 |
173 |
266 |
295 |
|
14 |
16 |
39 |
52 |
82 |
173 |
266 |
266 |
|
15 |
16 |
39 |
52 |
83 |
173 |
266 |
266 |
|
16 |
16 |
38 |
52 |
82 |
173 |
266 |
266 |
|
17 |
16 |
38 |
52 |
82 |
173 |
266 |
266 |
|
18 |
16 |
38 |
53 |
82 |
173 |
266 |
266 |
|
19 |
16 |
38 |
56 |
82 |
173 |
266 |
266 |
|
20 |
16 |
39 |
59 |
82 |
173 |
266 |
266 |
|
21 |
16 |
39 |
61 |
83 |
173 |
266 |
266 |
|
22 |
16 |
39 |
64 |
82 |
173 |
266 |
266 |
|
23 |
16 |
38 |
67 |
82 |
173 |
266 |
266 |
|
24 |
16 |
38 |
69 |
82 |
173 |
266 |
266 |
|
25 |
15 |
38 |
73 |
82 |
172 |
266 |
266 |
|
26 |
15 |
37 |
75 |
83 |
172 |
265 |
265 |
|
27 |
15 |
37 |
78 |
85 |
172 |
265 |
265 |
|
28 |
15 |
37 |
81 |
88 |
171 |
265 |
265 |
|
29 |
14 |
37 |
84 |
90 |
171 |
264 |
264 |
|
30 |
14 |
36 |
87 |
92 |
171 |
264 |
264 |
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 |
43 |
59 |
65 |
89 |
213 |
326 |
3 140 |
|
2 |
46 |
62 |
68 |
92 |
216 |
362 |
2 356 |
|
3 |
49 |
65 |
74 |
100 |
213 |
375 |
1 788 |
|
4 |
50 |
67 |
78 |
105 |
212 |
373 |
1 388 |
|
5 |
51 |
69 |
82 |
107 |
212 |
363 |
1 103 |
|
6 |
53 |
73 |
85 |
111 |
212 |
349 |
896 |
|
7 |
54 |
75 |
86 |
113 |
212 |
333 |
743 |
|
8 |
54 |
75 |
87 |
115 |
212 |
315 |
625 |
|
9 |
54 |
76 |
88 |
118 |
211 |
305 |
533 |
|
10 |
54 |
76 |
90 |
120 |
211 |
304 |
459 |
|
11 |
54 |
76 |
90 |
120 |
211 |
304 |
399 |
|
12 |
53 |
76 |
89 |
120 |
210 |
303 |
350 |
|
13 |
53 |
75 |
88 |
119 |
209 |
303 |
308 |
|
14 |
52 |
74 |
87 |
118 |
208 |
302 |
302 |
|
15 |
51 |
73 |
86 |
117 |
207 |
301 |
301 |
|
16 |
50 |
72 |
85 |
116 |
206 |
300 |
300 |
|
17 |
49 |
71 |
85 |
115 |
206 |
299 |
299 |
|
18 |
48 |
70 |
84 |
114 |
205 |
298 |
298 |
|
19 |
47 |
70 |
83 |
114 |
204 |
297 |
297 |
|
20 |
47 |
69 |
82 |
113 |
203 |
297 |
297 |
|
21 |
46 |
68 |
82 |
112 |
203 |
296 |
296 |
|
22 |
45 |
67 |
81 |
111 |
202 |
295 |
295 |
|
23 |
44 |
67 |
80 |
110 |
201 |
294 |
294 |
|
24 |
43 |
66 |
79 |
110 |
200 |
293 |
293 |
|
25 |
42 |
65 |
78 |
109 |
199 |
292 |
292 |
|
26 |
42 |
64 |
78 |
108 |
198 |
292 |
292 |
|
27 |
41 |
63 |
81 |
107 |
197 |
291 |
291 |
|
28 |
40 |
62 |
84 |
106 |
197 |
290 |
290 |
|
29 |
39 |
61 |
87 |
105 |
196 |
289 |
289 |
|
30 |
38 |
60 |
90 |
104 |
195 |
288 |
288 |
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 |
75 |
90 |
97 |
121 |
244 |
340 |
3 173 |
|
2 |
79 |
94 |
101 |
125 |
249 |
366 |
2 379 |
|
3 |
78 |
95 |
103 |
130 |
243 |
378 |
1 805 |
|
4 |
77 |
95 |
106 |
133 |
239 |
376 |
1 401 |
|
5 |
80 |
98 |
111 |
136 |
241 |
366 |
1 113 |
|
6 |
82 |
102 |
114 |
140 |
242 |
352 |
905 |
|
7 |
84 |
105 |
116 |
142 |
242 |
336 |
750 |
|
8 |
85 |
106 |
118 |
146 |
243 |
336 |
632 |
|
9 |
86 |
108 |
120 |
150 |
243 |
337 |
539 |
|
10 |
86 |
109 |
122 |
152 |
243 |
337 |
466 |
|
11 |
86 |
108 |
122 |
152 |
243 |
336 |
405 |
|
12 |
85 |
107 |
121 |
151 |
242 |
335 |
355 |
|
13 |
84 |
106 |
119 |
150 |
240 |
334 |
334 |
|
14 |
82 |
105 |
118 |
148 |
239 |
332 |
332 |
|
15 |
81 |
103 |
116 |
147 |
237 |
331 |
331 |
|
16 |
79 |
102 |
115 |
145 |
236 |
329 |
329 |
|
17 |
78 |
100 |
113 |
144 |
235 |
328 |
328 |
|
18 |
76 |
99 |
112 |
143 |
233 |
326 |
326 |
|
19 |
75 |
97 |
111 |
141 |
232 |
325 |
325 |
|
20 |
74 |
96 |
109 |
140 |
230 |
324 |
324 |
|
21 |
72 |
95 |
108 |
139 |
229 |
322 |
322 |
|
22 |
71 |
93 |
107 |
137 |
228 |
321 |
321 |
|
23 |
69 |
92 |
105 |
136 |
226 |
319 |
319 |
|
24 |
68 |
90 |
103 |
134 |
225 |
318 |
318 |
|
25 |
66 |
89 |
102 |
132 |
223 |
316 |
316 |
|
26 |
65 |
87 |
100 |
131 |
221 |
315 |
315 |
|
27 |
63 |
85 |
99 |
129 |
220 |
313 |
313 |
|
28 |
62 |
84 |
97 |
128 |
218 |
312 |
312 |
|
29 |
60 |
82 |
96 |
126 |
217 |
310 |
310 |
|
30 |
59 |
81 |
94 |
125 |
215 |
309 |
309 |
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 |
0 |
15 |
22 |
46 |
169 |
310 |
2 974 |
|
2 |
3 |
18 |
25 |
49 |
173 |
345 |
2 233 |
|
3 |
5 |
21 |
30 |
57 |
169 |
357 |
1 696 |
|
4 |
7 |
24 |
35 |
62 |
169 |
356 |
1 318 |
|
5 |
9 |
28 |
40 |
66 |
170 |
347 |
1 048 |
|
6 |
12 |
31 |
43 |
70 |
171 |
333 |
852 |
|
7 |
14 |
34 |
46 |
72 |
172 |
317 |
706 |
|
8 |
14 |
35 |
47 |
75 |
172 |
301 |
595 |
|
9 |
15 |
36 |
49 |
78 |
172 |
284 |
507 |
|
10 |
15 |
37 |
51 |
80 |
172 |
267 |
437 |
|
11 |
15 |
38 |
51 |
81 |
172 |
265 |
380 |
|
12 |
15 |
37 |
51 |
81 |
172 |
265 |
333 |
|
13 |
15 |
37 |
50 |
81 |
171 |
265 |
294 |
|
14 |
14 |
36 |
49 |
80 |
171 |
264 |
264 |
|
15 |
13 |
35 |
49 |
79 |
170 |
263 |
263 |
|
16 |
12 |
34 |
48 |
78 |
169 |
262 |
262 |
|
17 |
12 |
34 |
50 |
78 |
168 |
262 |
262 |
|
18 |
11 |
33 |
53 |
77 |
168 |
261 |
261 |
|
19 |
11 |
33 |
56 |
77 |
168 |
261 |
261 |
|
20 |
11 |
33 |
59 |
77 |
168 |
261 |
261 |
|
21 |
11 |
33 |
61 |
77 |
168 |
261 |
261 |
|
22 |
11 |
34 |
64 |
77 |
168 |
261 |
261 |
|
23 |
11 |
33 |
67 |
77 |
168 |
261 |
261 |
|
24 |
11 |
33 |
69 |
79 |
168 |
261 |
261 |
|
25 |
11 |
33 |
73 |
81 |
168 |
261 |
261 |
|
26 |
11 |
33 |
75 |
83 |
168 |
261 |
261 |
|
27 |
12 |
33 |
78 |
85 |
167 |
261 |
261 |
|
28 |
12 |
33 |
81 |
88 |
167 |
261 |
261 |
|
29 |
13 |
33 |
84 |
90 |
167 |
261 |
261 |
|
30 |
13 |
33 |
87 |
92 |
167 |
260 |
260 |
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 |
85 |
100 |
107 |
131 |
254 |
350 |
3 310 |
|
2 |
85 |
100 |
107 |
131 |
255 |
380 |
2 484 |
|
3 |
84 |
100 |
109 |
136 |
248 |
393 |
1 885 |
|
4 |
84 |
101 |
112 |
139 |
246 |
391 |
1 463 |
|
5 |
84 |
103 |
115 |
140 |
245 |
381 |
1 162 |
|
6 |
85 |
105 |
117 |
143 |
244 |
366 |
944 |
|
7 |
86 |
107 |
118 |
144 |
244 |
349 |
782 |
|
8 |
86 |
107 |
119 |
147 |
244 |
337 |
657 |
|
9 |
85 |
107 |
120 |
149 |
243 |
336 |
560 |
|
10 |
84 |
106 |
120 |
149 |
241 |
334 |
482 |
|
11 |
83 |
105 |
118 |
148 |
239 |
333 |
419 |
|
12 |
81 |
103 |
116 |
147 |
237 |
331 |
367 |
|
13 |
79 |
101 |
114 |
145 |
235 |
329 |
329 |
|
14 |
77 |
99 |
112 |
143 |
233 |
327 |
327 |
|
15 |
75 |
97 |
110 |
141 |
232 |
325 |
325 |
|
16 |
73 |
95 |
108 |
139 |
229 |
323 |
323 |
|
17 |
71 |
93 |
107 |
137 |
228 |
321 |
321 |
|
18 |
69 |
92 |
105 |
136 |
226 |
319 |
319 |
|
19 |
68 |
90 |
104 |
134 |
225 |
318 |
318 |
|
20 |
67 |
89 |
103 |
133 |
224 |
317 |
317 |
|
21 |
66 |
88 |
102 |
132 |
223 |
316 |
316 |
|
22 |
65 |
87 |
101 |
131 |
222 |
315 |
315 |
|
23 |
64 |
86 |
100 |
130 |
221 |
314 |
314 |
|
24 |
63 |
85 |
98 |
129 |
220 |
313 |
313 |
|
25 |
62 |
84 |
97 |
128 |
218 |
312 |
312 |
|
26 |
61 |
83 |
96 |
127 |
217 |
311 |
311 |
|
27 |
60 |
82 |
95 |
126 |
216 |
310 |
310 |
|
28 |
59 |
81 |
94 |
125 |
215 |
309 |
309 |
|
29 |
58 |
80 |
93 |
124 |
214 |
308 |
308 |
|
30 |
57 |
79 |
93 |
123 |
213 |
307 |
307 |
3.20
Mexican peso
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
360 |
375 |
382 |
406 |
529 |
625 |
3 117 |
|
2 |
69 |
85 |
91 |
115 |
239 |
361 |
2 346 |
|
3 |
72 |
88 |
97 |
123 |
236 |
376 |
1 792 |
|
4 |
75 |
92 |
103 |
130 |
236 |
376 |
1 396 |
|
5 |
77 |
95 |
107 |
133 |
238 |
367 |
1 113 |
|
6 |
79 |
99 |
111 |
137 |
239 |
354 |
907 |
|
7 |
81 |
102 |
113 |
139 |
239 |
338 |
752 |
|
8 |
82 |
103 |
115 |
143 |
240 |
333 |
634 |
|
9 |
83 |
105 |
117 |
146 |
240 |
333 |
540 |
|
10 |
83 |
105 |
119 |
148 |
240 |
333 |
466 |
|
11 |
83 |
105 |
119 |
149 |
240 |
333 |
406 |
|
12 |
83 |
105 |
119 |
149 |
240 |
333 |
356 |
|
13 |
84 |
106 |
119 |
150 |
240 |
334 |
334 |
|
14 |
84 |
106 |
120 |
150 |
241 |
334 |
334 |
|
15 |
85 |
107 |
121 |
151 |
242 |
335 |
335 |
|
16 |
86 |
108 |
122 |
152 |
243 |
336 |
336 |
|
17 |
87 |
109 |
123 |
153 |
244 |
337 |
337 |
|
18 |
88 |
110 |
124 |
154 |
245 |
338 |
338 |
|
19 |
89 |
111 |
125 |
155 |
246 |
339 |
339 |
|
20 |
90 |
112 |
125 |
156 |
247 |
340 |
340 |
|
21 |
90 |
112 |
126 |
156 |
247 |
340 |
340 |
|
22 |
90 |
112 |
126 |
156 |
247 |
340 |
340 |
|
23 |
90 |
112 |
125 |
156 |
246 |
340 |
340 |
|
24 |
89 |
111 |
124 |
155 |
246 |
339 |
339 |
|
25 |
88 |
110 |
124 |
154 |
245 |
338 |
338 |
|
26 |
87 |
109 |
123 |
153 |
244 |
337 |
337 |
|
27 |
86 |
108 |
121 |
152 |
242 |
336 |
336 |
|
28 |
84 |
107 |
120 |
151 |
241 |
335 |
335 |
|
29 |
83 |
106 |
119 |
149 |
240 |
333 |
333 |
|
30 |
82 |
104 |
118 |
148 |
239 |
332 |
332 |
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 |
3 |
10 |
34 |
157 |
309 |
2 965 |
|
2 |
0 |
3 |
10 |
34 |
157 |
343 |
2 219 |
|
3 |
1 |
3 |
12 |
38 |
151 |
354 |
1 683 |
|
4 |
1 |
3 |
14 |
42 |
148 |
353 |
1 306 |
|
5 |
2 |
5 |
17 |
42 |
147 |
343 |
1 038 |
|
6 |
3 |
7 |
19 |
45 |
146 |
330 |
844 |
|
7 |
3 |
9 |
22 |
46 |
146 |
314 |
699 |
|
8 |
3 |
9 |
25 |
48 |
145 |
298 |
589 |
|
9 |
4 |
9 |
28 |
50 |
144 |
281 |
502 |
|
10 |
4 |
9 |
30 |
52 |
144 |
264 |
433 |
|
11 |
5 |
11 |
33 |
53 |
144 |
249 |
377 |
|
12 |
5 |
11 |
36 |
53 |
143 |
237 |
330 |
|
13 |
5 |
13 |
39 |
53 |
144 |
237 |
291 |
|
14 |
7 |
14 |
42 |
53 |
144 |
237 |
259 |
|
15 |
7 |
14 |
44 |
56 |
144 |
237 |
237 |
|
16 |
7 |
16 |
47 |
58 |
144 |
237 |
237 |
|
17 |
8 |
17 |
50 |
60 |
144 |
237 |
237 |
|
18 |
8 |
17 |
53 |
63 |
144 |
238 |
238 |
|
19 |
8 |
19 |
56 |
65 |
145 |
238 |
238 |
|
20 |
9 |
20 |
59 |
68 |
146 |
239 |
239 |
|
21 |
9 |
20 |
61 |
70 |
147 |
240 |
240 |
|
22 |
10 |
22 |
64 |
73 |
148 |
241 |
241 |
|
23 |
10 |
23 |
67 |
75 |
148 |
241 |
241 |
|
24 |
11 |
23 |
69 |
77 |
149 |
242 |
242 |
|
25 |
11 |
25 |
72 |
80 |
149 |
243 |
243 |
|
26 |
11 |
25 |
75 |
82 |
150 |
243 |
243 |
|
27 |
12 |
26 |
78 |
85 |
150 |
243 |
243 |
|
28 |
12 |
28 |
80 |
88 |
150 |
244 |
244 |
|
29 |
13 |
28 |
84 |
89 |
151 |
244 |
244 |
|
30 |
13 |
30 |
86 |
92 |
152 |
244 |
244 |
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 |
64 |
70 |
94 |
218 |
320 |
3 071 |
|
2 |
49 |
64 |
71 |
95 |
219 |
355 |
2 301 |
|
3 |
48 |
65 |
73 |
100 |
213 |
367 |
1 746 |
|
4 |
48 |
65 |
76 |
103 |
210 |
365 |
1 355 |
|
5 |
47 |
66 |
78 |
104 |
208 |
356 |
1 078 |
|
6 |
48 |
68 |
80 |
106 |
208 |
342 |
877 |
|
7 |
49 |
69 |
80 |
107 |
206 |
326 |
727 |
|
8 |
48 |
69 |
81 |
109 |
206 |
309 |
612 |
|
9 |
48 |
69 |
82 |
111 |
205 |
298 |
522 |
|
10 |
46 |
69 |
82 |
112 |
203 |
297 |
450 |
|
11 |
45 |
67 |
81 |
111 |
202 |
295 |
391 |
|
12 |
43 |
66 |
79 |
109 |
200 |
293 |
343 |
|
13 |
42 |
64 |
77 |
108 |
198 |
292 |
302 |
|
14 |
40 |
62 |
76 |
106 |
197 |
290 |
290 |
|
15 |
38 |
61 |
74 |
105 |
195 |
288 |
288 |
|
16 |
37 |
59 |
72 |
103 |
193 |
287 |
287 |
|
17 |
35 |
57 |
71 |
101 |
192 |
285 |
285 |
|
18 |
34 |
56 |
70 |
100 |
191 |
284 |
284 |
|
19 |
33 |
55 |
69 |
99 |
190 |
283 |
283 |
|
20 |
32 |
55 |
68 |
98 |
189 |
282 |
282 |
|
21 |
32 |
54 |
67 |
98 |
188 |
282 |
282 |
|
22 |
31 |
53 |
67 |
97 |
188 |
281 |
281 |
|
23 |
30 |
53 |
68 |
97 |
187 |
280 |
280 |
|
24 |
30 |
52 |
72 |
96 |
186 |
280 |
280 |
|
25 |
29 |
51 |
74 |
95 |
186 |
279 |
279 |
|
26 |
28 |
51 |
77 |
94 |
185 |
278 |
278 |
|
27 |
28 |
50 |
80 |
94 |
184 |
278 |
278 |
|
28 |
27 |
49 |
83 |
93 |
184 |
277 |
277 |
|
29 |
26 |
49 |
86 |
93 |
183 |
276 |
276 |
|
30 |
26 |
48 |
89 |
94 |
182 |
276 |
276 |
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 |
107 |
123 |
129 |
153 |
277 |
373 |
3 319 |
|
2 |
109 |
124 |
131 |
154 |
278 |
384 |
2 508 |
|
3 |
109 |
125 |
134 |
161 |
274 |
398 |
1 911 |
|
4 |
110 |
127 |
138 |
165 |
272 |
398 |
1 486 |
|
5 |
111 |
129 |
142 |
167 |
272 |
388 |
1 182 |
|
6 |
112 |
132 |
144 |
170 |
271 |
373 |
961 |
|
7 |
113 |
134 |
145 |
171 |
271 |
364 |
797 |
|
8 |
112 |
133 |
145 |
173 |
270 |
363 |
671 |
|
9 |
111 |
133 |
146 |
175 |
269 |
362 |
572 |
|
10 |
111 |
133 |
146 |
176 |
268 |
361 |
493 |
|
11 |
109 |
132 |
145 |
175 |
266 |
359 |
428 |
|
12 |
107 |
130 |
143 |
173 |
264 |
357 |
375 |
|
13 |
105 |
127 |
141 |
171 |
262 |
355 |
355 |
|
14 |
103 |
125 |
138 |
169 |
259 |
353 |
353 |
|
15 |
100 |
123 |
136 |
166 |
257 |
350 |
350 |
|
16 |
97 |
120 |
133 |
164 |
254 |
347 |
347 |
|
17 |
95 |
117 |
131 |
161 |
252 |
345 |
345 |
|
18 |
93 |
115 |
128 |
159 |
249 |
343 |
343 |
|
19 |
91 |
113 |
126 |
157 |
247 |
341 |
341 |
|
20 |
89 |
111 |
125 |
155 |
246 |
339 |
339 |
|
21 |
87 |
110 |
123 |
153 |
244 |
337 |
337 |
|
22 |
85 |
108 |
121 |
152 |
242 |
335 |
335 |
|
23 |
84 |
106 |
119 |
150 |
240 |
334 |
334 |
|
24 |
82 |
104 |
118 |
148 |
239 |
332 |
332 |
|
25 |
80 |
102 |
116 |
146 |
237 |
330 |
330 |
|
26 |
78 |
101 |
114 |
145 |
235 |
328 |
328 |
|
27 |
77 |
99 |
112 |
143 |
234 |
327 |
327 |
|
28 |
75 |
98 |
111 |
141 |
232 |
325 |
325 |
|
29 |
74 |
96 |
109 |
140 |
230 |
324 |
324 |
|
30 |
72 |
95 |
108 |
138 |
229 |
322 |
322 |
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 |
182 |
189 |
213 |
336 |
432 |
3 749 |
|
2 |
177 |
192 |
199 |
223 |
346 |
442 |
2 839 |
|
3 |
180 |
196 |
205 |
232 |
344 |
445 |
2 159 |
|
4 |
181 |
198 |
209 |
236 |
343 |
444 |
1 677 |
|
5 |
181 |
200 |
212 |
237 |
342 |
435 |
1 336 |
|
6 |
181 |
201 |
213 |
239 |
341 |
434 |
1 083 |
|
7 |
181 |
202 |
213 |
239 |
339 |
432 |
895 |
|
8 |
180 |
201 |
213 |
240 |
337 |
431 |
752 |
|
9 |
178 |
200 |
213 |
242 |
336 |
429 |
640 |
|
10 |
177 |
200 |
213 |
243 |
334 |
428 |
551 |
|
11 |
175 |
198 |
211 |
241 |
332 |
426 |
478 |
|
12 |
173 |
195 |
209 |
239 |
330 |
423 |
423 |
|
13 |
170 |
192 |
206 |
236 |
327 |
420 |
420 |
|
14 |
167 |
189 |
202 |
233 |
323 |
417 |
417 |
|
15 |
163 |
186 |
199 |
230 |
320 |
413 |
413 |
|
16 |
160 |
182 |
196 |
226 |
317 |
410 |
410 |
|
17 |
157 |
179 |
193 |
223 |
314 |
407 |
407 |
|
18 |
154 |
176 |
189 |
220 |
310 |
404 |
404 |
|
19 |
151 |
173 |
186 |
217 |
307 |
401 |
401 |
|
20 |
148 |
170 |
183 |
214 |
304 |
398 |
398 |
|
21 |
144 |
167 |
180 |
211 |
301 |
394 |
394 |
|
22 |
141 |
164 |
177 |
207 |
298 |
391 |
391 |
|
23 |
138 |
160 |
174 |
204 |
295 |
388 |
388 |
|
24 |
135 |
157 |
171 |
201 |
292 |
385 |
385 |
|
25 |
132 |
154 |
168 |
198 |
289 |
382 |
382 |
|
26 |
129 |
151 |
165 |
195 |
286 |
379 |
379 |
|
27 |
126 |
148 |
162 |
192 |
283 |
376 |
376 |
|
28 |
123 |
145 |
159 |
189 |
280 |
373 |
373 |
|
29 |
120 |
143 |
156 |
186 |
277 |
370 |
370 |
|
30 |
118 |
140 |
153 |
184 |
274 |
368 |
368 |
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 |
20 |
35 |
42 |
66 |
189 |
317 |
3 049 |
|
2 |
21 |
36 |
43 |
67 |
190 |
352 |
2 282 |
|
3 |
20 |
36 |
45 |
72 |
185 |
364 |
1 731 |
|
4 |
20 |
37 |
48 |
75 |
182 |
362 |
1 342 |
|
5 |
20 |
39 |
51 |
76 |
181 |
352 |
1 067 |
|
6 |
21 |
41 |
53 |
79 |
180 |
338 |
867 |
|
7 |
22 |
43 |
54 |
80 |
180 |
322 |
718 |
|
8 |
21 |
42 |
54 |
82 |
178 |
305 |
604 |
|
9 |
20 |
42 |
55 |
84 |
178 |
288 |
515 |
|
10 |
20 |
42 |
55 |
85 |
177 |
271 |
444 |
|
11 |
19 |
42 |
55 |
85 |
176 |
269 |
386 |
|
12 |
19 |
41 |
54 |
85 |
176 |
269 |
338 |
|
13 |
18 |
41 |
54 |
84 |
175 |
268 |
298 |
|
14 |
18 |
40 |
53 |
84 |
175 |
268 |
268 |
|
15 |
17 |
40 |
53 |
84 |
174 |
267 |
267 |
|
16 |
17 |
40 |
53 |
83 |
174 |
267 |
267 |
|
17 |
17 |
40 |
53 |
83 |
174 |
267 |
267 |
|
18 |
17 |
40 |
54 |
83 |
174 |
267 |
267 |
|
19 |
17 |
40 |
57 |
84 |
174 |
267 |
267 |
|
20 |
18 |
40 |
60 |
84 |
174 |
268 |
268 |
|
21 |
18 |
40 |
63 |
84 |
174 |
268 |
268 |
|
22 |
18 |
40 |
65 |
84 |
174 |
268 |
268 |
|
23 |
18 |
40 |
68 |
84 |
174 |
268 |
268 |
|
24 |
17 |
40 |
71 |
84 |
174 |
267 |
267 |
|
25 |
17 |
40 |
73 |
83 |
174 |
267 |
267 |
|
26 |
17 |
39 |
77 |
84 |
174 |
267 |
267 |
|
27 |
17 |
39 |
79 |
87 |
174 |
267 |
267 |
|
28 |
17 |
39 |
82 |
88 |
173 |
267 |
267 |
|
29 |
16 |
39 |
85 |
91 |
173 |
266 |
266 |
|
30 |
16 |
38 |
87 |
94 |
173 |
266 |
266 |
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 |
15 |
30 |
37 |
61 |
184 |
325 |
3 127 |
|
2 |
17 |
32 |
39 |
63 |
186 |
361 |
2 343 |
|
3 |
18 |
34 |
43 |
69 |
182 |
372 |
1 776 |
|
4 |
19 |
36 |
47 |
75 |
181 |
370 |
1 378 |
|
5 |
21 |
40 |
52 |
77 |
182 |
360 |
1 094 |
|
6 |
23 |
43 |
55 |
81 |
183 |
346 |
889 |
|
7 |
26 |
46 |
57 |
84 |
183 |
330 |
737 |
|
8 |
26 |
47 |
59 |
86 |
183 |
313 |
620 |
|
9 |
26 |
48 |
61 |
90 |
184 |
295 |
529 |
|
10 |
27 |
49 |
63 |
92 |
184 |
278 |
456 |
|
11 |
28 |
50 |
63 |
94 |
185 |
278 |
396 |
|
12 |
28 |
50 |
64 |
94 |
185 |
278 |
347 |
|
13 |
28 |
50 |
64 |
94 |
185 |
278 |
306 |
|
14 |
28 |
50 |
64 |
94 |
185 |
278 |
278 |
|
15 |
28 |
50 |
63 |
94 |
184 |
278 |
278 |
|
16 |
27 |
49 |
63 |
93 |
184 |
277 |
277 |
|
17 |
27 |
49 |
63 |
93 |
184 |
277 |
277 |
|
18 |
27 |
49 |
63 |
93 |
184 |
277 |
277 |
|
19 |
27 |
49 |
63 |
93 |
184 |
277 |
277 |
|
20 |
27 |
50 |
63 |
94 |
184 |
278 |
278 |
|
21 |
28 |
50 |
64 |
94 |
184 |
278 |
278 |
|
22 |
28 |
50 |
67 |
94 |
184 |
278 |
278 |
|
23 |
28 |
50 |
70 |
94 |
184 |
278 |
278 |
|
24 |
27 |
50 |
72 |
93 |
184 |
277 |
277 |
|
25 |
27 |
49 |
75 |
93 |
184 |
277 |
277 |
|
26 |
27 |
49 |
78 |
93 |
183 |
277 |
277 |
|
27 |
26 |
48 |
81 |
92 |
183 |
276 |
276 |
|
28 |
26 |
48 |
84 |
92 |
182 |
276 |
276 |
|
29 |
25 |
48 |
87 |
93 |
182 |
275 |
275 |
|
30 |
25 |
47 |
90 |
96 |
182 |
275 |
275 |
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 |
115 |
130 |
137 |
161 |
284 |
380 |
3 521 |
|
2 |
114 |
129 |
136 |
160 |
284 |
399 |
2 625 |
|
3 |
113 |
129 |
138 |
164 |
277 |
415 |
2 003 |
|
4 |
112 |
129 |
140 |
167 |
274 |
411 |
1 547 |
|
5 |
112 |
131 |
143 |
169 |
273 |
397 |
1 217 |
|
6 |
113 |
132 |
144 |
170 |
272 |
383 |
993 |
|
7 |
113 |
134 |
145 |
172 |
271 |
364 |
816 |
|
8 |
113 |
134 |
146 |
174 |
270 |
364 |
686 |
|
9 |
112 |
134 |
146 |
175 |
269 |
363 |
584 |
|
10 |
112 |
134 |
148 |
177 |
269 |
362 |
501 |
|
11 |
112 |
134 |
147 |
177 |
268 |
362 |
434 |
|
12 |
110 |
133 |
146 |
177 |
267 |
361 |
379 |
|
13 |
109 |
132 |
145 |
176 |
266 |
359 |
359 |
|
14 |
108 |
131 |
144 |
174 |
265 |
358 |
358 |
|
15 |
106 |
128 |
142 |
172 |
263 |
356 |
356 |
|
16 |
104 |
126 |
140 |
170 |
261 |
354 |
354 |
|
17 |
101 |
123 |
137 |
167 |
258 |
351 |
351 |
|
18 |
99 |
121 |
135 |
165 |
256 |
349 |
349 |
|
19 |
97 |
119 |
132 |
163 |
253 |
347 |
347 |
|
20 |
95 |
117 |
130 |
161 |
251 |
345 |
345 |
|
21 |
92 |
115 |
128 |
158 |
249 |
342 |
342 |
|
22 |
90 |
112 |
126 |
156 |
247 |
340 |
340 |
|
23 |
88 |
110 |
124 |
154 |
245 |
338 |
338 |
|
24 |
86 |
108 |
121 |
152 |
242 |
336 |
336 |
|
25 |
84 |
106 |
119 |
150 |
240 |
334 |
334 |
|
26 |
81 |
104 |
117 |
148 |
238 |
332 |
332 |
|
27 |
79 |
102 |
115 |
146 |
236 |
329 |
329 |
|
28 |
77 |
100 |
113 |
144 |
234 |
327 |
327 |
|
29 |
75 |
98 |
111 |
142 |
232 |
326 |
326 |
|
30 |
74 |
96 |
109 |
140 |
230 |
324 |
324 |
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 |
1 |
8 |
32 |
155 |
315 |
3 027 |
|
2 |
0 |
3 |
10 |
34 |
158 |
351 |
2 270 |
|
3 |
1 |
5 |
14 |
40 |
153 |
363 |
1 725 |
|
4 |
1 |
7 |
18 |
45 |
152 |
361 |
1 339 |
|
5 |
2 |
10 |
23 |
48 |
153 |
352 |
1 065 |
|
6 |
3 |
14 |
26 |
52 |
154 |
338 |
866 |
|
7 |
3 |
17 |
28 |
54 |
154 |
322 |
718 |
|
8 |
4 |
18 |
29 |
57 |
154 |
306 |
605 |
|
9 |
4 |
19 |
31 |
60 |
154 |
288 |
516 |
|
10 |
4 |
19 |
33 |
62 |
154 |
272 |
444 |
|
11 |
5 |
19 |
34 |
63 |
154 |
255 |
387 |
|
12 |
5 |
19 |
36 |
63 |
154 |
247 |
339 |
|
13 |
6 |
19 |
40 |
63 |
153 |
247 |
299 |
|
14 |
7 |
19 |
43 |
63 |
153 |
247 |
265 |
|
15 |
7 |
19 |
46 |
63 |
153 |
246 |
246 |
|
16 |
7 |
18 |
48 |
62 |
153 |
246 |
246 |
|
17 |
8 |
18 |
51 |
62 |
153 |
246 |
246 |
|
18 |
8 |
18 |
54 |
65 |
153 |
246 |
246 |
|
19 |
8 |
19 |
57 |
67 |
153 |
246 |
246 |
|
20 |
9 |
20 |
60 |
70 |
154 |
247 |
247 |
|
21 |
9 |
20 |
63 |
72 |
154 |
248 |
248 |
|
22 |
10 |
22 |
65 |
74 |
155 |
248 |
248 |
|
23 |
10 |
23 |
68 |
77 |
155 |
249 |
249 |
|
24 |
11 |
23 |
71 |
79 |
156 |
249 |
249 |
|
25 |
11 |
25 |
73 |
82 |
156 |
249 |
249 |
|
26 |
12 |
26 |
77 |
84 |
156 |
249 |
249 |
|
27 |
12 |
27 |
79 |
87 |
156 |
250 |
250 |
|
28 |
12 |
28 |
82 |
88 |
156 |
250 |
250 |
|
29 |
13 |
28 |
85 |
91 |
157 |
250 |
250 |
|
30 |
13 |
30 |
87 |
94 |
157 |
250 |
250 |
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 |
29 |
44 |
51 |
75 |
199 |
314 |
3 016 |
|
2 |
30 |
45 |
52 |
76 |
199 |
348 |
2 256 |
|
3 |
28 |
44 |
53 |
80 |
193 |
359 |
1 710 |
|
4 |
27 |
44 |
55 |
82 |
189 |
357 |
1 326 |
|
5 |
27 |
45 |
58 |
83 |
188 |
348 |
1 053 |
|
6 |
30 |
50 |
62 |
88 |
190 |
334 |
856 |
|
7 |
28 |
49 |
60 |
86 |
186 |
318 |
709 |
|
8 |
32 |
54 |
65 |
93 |
190 |
301 |
596 |
|
9 |
32 |
54 |
66 |
95 |
189 |
284 |
508 |
|
10 |
26 |
48 |
62 |
91 |
183 |
276 |
438 |
|
11 |
21 |
43 |
57 |
87 |
178 |
271 |
381 |
|
12 |
17 |
40 |
53 |
84 |
174 |
267 |
334 |
|
13 |
15 |
37 |
50 |
81 |
171 |
265 |
294 |
|
14 |
13 |
35 |
48 |
79 |
169 |
263 |
263 |
|
15 |
11 |
33 |
47 |
77 |
168 |
261 |
261 |
|
16 |
9 |
32 |
47 |
76 |
166 |
259 |
259 |
|
17 |
9 |
31 |
50 |
75 |
165 |
259 |
259 |
|
18 |
8 |
30 |
53 |
74 |
165 |
258 |
258 |
|
19 |
8 |
30 |
56 |
74 |
164 |
257 |
257 |
|
20 |
9 |
30 |
58 |
74 |
164 |
258 |
258 |
|
21 |
9 |
30 |
61 |
74 |
164 |
258 |
258 |
|
22 |
10 |
30 |
64 |
74 |
164 |
258 |
258 |
|
23 |
10 |
30 |
67 |
75 |
164 |
258 |
258 |
|
24 |
10 |
30 |
69 |
77 |
164 |
258 |
258 |
|
25 |
11 |
30 |
72 |
80 |
164 |
258 |
258 |
|
26 |
11 |
30 |
75 |
82 |
164 |
257 |
257 |
|
27 |
12 |
30 |
78 |
85 |
164 |
257 |
257 |
|
28 |
12 |
30 |
81 |
88 |
164 |
257 |
257 |
|
29 |
13 |
29 |
83 |
89 |
164 |
257 |
257 |
|
30 |
13 |
30 |
87 |
92 |
164 |
257 |
257 |
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 |
180 |
195 |
202 |
226 |
350 |
445 |
3 555 |
|
2 |
178 |
193 |
200 |
224 |
347 |
443 |
2 666 |
|
3 |
173 |
189 |
198 |
224 |
337 |
433 |
2 021 |
|
4 |
169 |
186 |
197 |
224 |
331 |
425 |
1 564 |
|
5 |
165 |
184 |
196 |
222 |
326 |
420 |
1 241 |
|
6 |
163 |
182 |
194 |
220 |
322 |
415 |
1 006 |
|
7 |
160 |
181 |
192 |
218 |
318 |
411 |
831 |
|
8 |
156 |
177 |
189 |
217 |
314 |
407 |
698 |
|
9 |
152 |
174 |
187 |
216 |
310 |
403 |
594 |
|
10 |
149 |
171 |
184 |
214 |
306 |
399 |
511 |
|
11 |
145 |
167 |
181 |
211 |
302 |
395 |
443 |
|
12 |
141 |
163 |
177 |
207 |
298 |
391 |
391 |
|
13 |
137 |
159 |
173 |
203 |
294 |
387 |
387 |
|
14 |
133 |
156 |
169 |
200 |
290 |
383 |
383 |
|
15 |
130 |
152 |
166 |
196 |
287 |
380 |
380 |
|
16 |
127 |
149 |
162 |
193 |
283 |
377 |
377 |
|
17 |
124 |
146 |
159 |
190 |
280 |
374 |
374 |
|
18 |
121 |
143 |
156 |
187 |
277 |
371 |
371 |
|
19 |
118 |
140 |
154 |
184 |
275 |
368 |
368 |
|
20 |
115 |
138 |
151 |
181 |
272 |
365 |
365 |
|
21 |
113 |
135 |
148 |
179 |
269 |
363 |
363 |
|
22 |
110 |
133 |
146 |
176 |
267 |
360 |
360 |
|
23 |
108 |
130 |
143 |
174 |
264 |
358 |
358 |
|
24 |
105 |
128 |
141 |
171 |
262 |
355 |
355 |
|
25 |
103 |
125 |
139 |
169 |
260 |
353 |
353 |
|
26 |
101 |
123 |
136 |
167 |
257 |
351 |
351 |
|
27 |
98 |
121 |
134 |
165 |
255 |
348 |
348 |
|
28 |
96 |
119 |
132 |
162 |
253 |
346 |
346 |
|
29 |
94 |
117 |
130 |
160 |
251 |
344 |
344 |
|
30 |
92 |
115 |
128 |
158 |
249 |
342 |
342 |
3.31
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
15 |
27 |
55 |
175 |
312 |
2 990 |
|
2 |
0 |
15 |
27 |
55 |
175 |
347 |
2 245 |
|
3 |
1 |
17 |
29 |
58 |
171 |
359 |
1 706 |
|
4 |
1 |
19 |
32 |
63 |
170 |
358 |
1 325 |
|
5 |
2 |
22 |
37 |
69 |
171 |
348 |
1 054 |
|
6 |
3 |
26 |
40 |
70 |
172 |
335 |
857 |
|
7 |
5 |
30 |
42 |
72 |
173 |
319 |
710 |
|
8 |
7 |
33 |
45 |
74 |
173 |
302 |
598 |
|
9 |
8 |
35 |
49 |
75 |
173 |
286 |
510 |
|
10 |
9 |
37 |
50 |
75 |
174 |
269 |
440 |
|
11 |
10 |
39 |
52 |
76 |
174 |
267 |
383 |
|
12 |
11 |
40 |
53 |
78 |
174 |
267 |
335 |
|
13 |
12 |
41 |
54 |
78 |
174 |
267 |
296 |
|
14 |
12 |
42 |
54 |
78 |
174 |
267 |
267 |
|
15 |
12 |
42 |
54 |
78 |
174 |
267 |
267 |
|
16 |
12 |
42 |
54 |
78 |
174 |
267 |
267 |
|
17 |
12 |
42 |
54 |
78 |
174 |
267 |
267 |
|
18 |
12 |
42 |
54 |
78 |
174 |
267 |
267 |
|
19 |
12 |
42 |
56 |
78 |
174 |
267 |
267 |
|
20 |
12 |
42 |
59 |
78 |
175 |
268 |
268 |
|
21 |
12 |
42 |
61 |
78 |
175 |
268 |
268 |
|
22 |
12 |
42 |
64 |
78 |
175 |
269 |
269 |
|
23 |
12 |
42 |
67 |
78 |
175 |
269 |
269 |
|
24 |
12 |
42 |
70 |
79 |
175 |
269 |
269 |
|
25 |
12 |
42 |
73 |
81 |
176 |
269 |
269 |
|
26 |
12 |
42 |
75 |
83 |
176 |
269 |
269 |
|
27 |
12 |
42 |
78 |
85 |
176 |
269 |
269 |
|
28 |
12 |
42 |
81 |
88 |
175 |
269 |
269 |
|
29 |
13 |
42 |
84 |
91 |
175 |
269 |
269 |
|
30 |
13 |
42 |
87 |
92 |
175 |
269 |
269 |
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 |
4 |
13 |
134 |
308 |
2 953 |
|
2 |
0 |
1 |
6 |
17 |
132 |
342 |
2 208 |
|
3 |
1 |
2 |
10 |
20 |
125 |
352 |
1 673 |
|
4 |
1 |
3 |
13 |
23 |
122 |
350 |
1 297 |
|
5 |
2 |
4 |
16 |
27 |
121 |
341 |
1 030 |
|
6 |
3 |
5 |
19 |
30 |
121 |
327 |
837 |
|
7 |
3 |
6 |
22 |
33 |
120 |
311 |
693 |
|
8 |
3 |
7 |
25 |
36 |
121 |
295 |
583 |
|
9 |
4 |
8 |
27 |
39 |
121 |
278 |
498 |
|
10 |
4 |
9 |
30 |
42 |
121 |
262 |
429 |
|
11 |
5 |
11 |
33 |
44 |
121 |
246 |
373 |
|
12 |
5 |
11 |
36 |
47 |
122 |
231 |
327 |
|
13 |
5 |
13 |
39 |
50 |
122 |
217 |
288 |
|
14 |
6 |
13 |
41 |
52 |
122 |
216 |
256 |
|
15 |
7 |
14 |
44 |
55 |
123 |
216 |
228 |
|
16 |
7 |
16 |
47 |
57 |
126 |
216 |
216 |
|
17 |
8 |
16 |
50 |
60 |
128 |
217 |
217 |
|
18 |
8 |
17 |
53 |
62 |
130 |
217 |
217 |
|
19 |
8 |
19 |
54 |
65 |
133 |
218 |
218 |
|
20 |
9 |
19 |
57 |
67 |
135 |
219 |
219 |
|
21 |
9 |
20 |
60 |
69 |
137 |
219 |
219 |
|
22 |
10 |
21 |
63 |
72 |
138 |
220 |
220 |
|
23 |
10 |
22 |
65 |
75 |
140 |
220 |
220 |
|
24 |
10 |
23 |
69 |
77 |
142 |
221 |
221 |
|
25 |
11 |
24 |
71 |
79 |
143 |
221 |
221 |
|
26 |
11 |
25 |
74 |
81 |
144 |
221 |
221 |
|
27 |
12 |
26 |
76 |
83 |
146 |
221 |
221 |
|
28 |
12 |
27 |
80 |
86 |
147 |
222 |
222 |
|
29 |
13 |
28 |
82 |
88 |
148 |
222 |
222 |
|
30 |
13 |
28 |
84 |
90 |
150 |
222 |
222 |
ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
22 |
|
Euro |
Belgium |
22 |
|
Euro |
Cyprus |
22 |
|
Euro |
Estonia |
22 |
|
Euro |
Finland |
22 |
|
Euro |
France |
22 |
|
Euro |
Germany |
22 |
|
Euro |
Greece |
55 |
|
Euro |
Ireland |
22 |
|
Euro |
Italy |
22 |
|
Euro |
Latvia |
22 |
|
Euro |
Lithuania |
22 |
|
Euro |
Luxembourg |
22 |
|
Euro |
Malta |
22 |
|
Euro |
Netherlands |
22 |
|
Euro |
Portugal |
22 |
|
Euro |
Slovakia |
22 |
|
Euro |
Slovenia |
22 |
|
Euro |
Spain |
22 |
|
Czech koruna |
Czech Republic |
6 |
|
Danish krone |
Denmark |
60 |
|
Forint |
Hungary |
19 |
|
Krona |
Sweden |
6 |
|
Kuna |
Croatia |
12 |
|
Lev |
Bulgaria |
29 |
|
Pound sterling |
United Kingdom |
31 |
|
Romanian leu |
Romania |
1 |
|
Zloty |
Poland |
8 |
|
Króna |
Iceland |
12 |
|
Norwegian krone |
Norway |
18 |
|
Swiss franc |
Liechtenstein |
9 |
|
Swiss franc |
Switzerland |
9 |
|
Australian dollar |
Australia |
11 |
|
Canadian dollar |
Canada |
6 |
|
US dollar |
United States |
78 |
|
Yen |
Japan |
3 |
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