COMMISSION IMPLEMENTING REGULATION (EU) 2025/863
of 8 May 2025
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2025 until 29 June 2025 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance
(Text with EEA relevance)
Article 1
Article 2
ANNEX I
Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
|
Term to maturity (in years) |
Euro |
Czech koruna |
Danish krone |
Forint |
Krona |
Lev |
|
1 |
2,144 % |
3,440 % |
2,134 % |
6,353 % |
2,302 % |
2,094 % |
|
2 |
2,091 % |
3,359 % |
2,081 % |
6,575 % |
2,351 % |
2,041 % |
|
3 |
2,159 % |
3,380 % |
2,149 % |
6,767 % |
2,417 % |
2,109 % |
|
4 |
2,239 % |
3,422 % |
2,229 % |
6,908 % |
2,478 % |
2,189 % |
|
5 |
2,315 % |
3,470 % |
2,305 % |
7,007 % |
2,538 % |
2,265 % |
|
6 |
2,379 % |
3,521 % |
2,369 % |
7,080 % |
2,602 % |
2,329 % |
|
7 |
2,437 % |
3,573 % |
2,427 % |
7,129 % |
2,665 % |
2,387 % |
|
8 |
2,491 % |
3,624 % |
2,480 % |
7,166 % |
2,723 % |
2,440 % |
|
9 |
2,539 % |
3,672 % |
2,529 % |
7,185 % |
2,775 % |
2,489 % |
|
10 |
2,572 % |
3,718 % |
2,562 % |
7,199 % |
2,820 % |
2,521 % |
|
11 |
2,619 % |
3,761 % |
2,608 % |
7,213 % |
2,858 % |
2,568 % |
|
12 |
2,652 % |
3,800 % |
2,641 % |
7,226 % |
2,891 % |
2,601 % |
|
13 |
2,677 % |
3,834 % |
2,667 % |
7,239 % |
2,919 % |
2,626 % |
|
14 |
2,690 % |
3,861 % |
2,680 % |
7,255 % |
2,944 % |
2,639 % |
|
15 |
2,699 % |
3,881 % |
2,688 % |
7,266 % |
2,966 % |
2,648 % |
|
16 |
2,709 % |
3,894 % |
2,699 % |
7,259 % |
2,985 % |
2,658 % |
|
17 |
2,716 % |
3,902 % |
2,706 % |
7,235 % |
3,002 % |
2,666 % |
|
18 |
2,714 % |
3,905 % |
2,704 % |
7,199 % |
3,018 % |
2,664 % |
|
19 |
2,699 % |
3,905 % |
2,689 % |
7,153 % |
3,032 % |
2,649 % |
|
20 |
2,672 % |
3,902 % |
2,662 % |
7,100 % |
3,045 % |
2,622 % |
|
21 |
2,651 % |
3,897 % |
2,641 % |
7,042 % |
3,057 % |
2,601 % |
|
22 |
2,637 % |
3,891 % |
2,627 % |
6,981 % |
3,067 % |
2,588 % |
|
23 |
2,629 % |
3,883 % |
2,620 % |
6,917 % |
3,077 % |
2,581 % |
|
24 |
2,626 % |
3,874 % |
2,617 % |
6,853 % |
3,086 % |
2,579 % |
|
25 |
2,627 % |
3,865 % |
2,618 % |
6,788 % |
3,095 % |
2,580 % |
|
26 |
2,630 % |
3,855 % |
2,621 % |
6,724 % |
3,102 % |
2,585 % |
|
27 |
2,636 % |
3,845 % |
2,627 % |
6,660 % |
3,110 % |
2,592 % |
|
28 |
2,643 % |
3,834 % |
2,635 % |
6,598 % |
3,116 % |
2,600 % |
|
29 |
2,652 % |
3,824 % |
2,643 % |
6,536 % |
3,123 % |
2,610 % |
|
30 |
2,661 % |
3,813 % |
2,653 % |
6,477 % |
3,128 % |
2,620 % |
|
31 |
2,672 % |
3,803 % |
2,664 % |
6,419 % |
3,134 % |
2,632 % |
|
32 |
2,682 % |
3,793 % |
2,675 % |
6,363 % |
3,139 % |
2,643 % |
|
33 |
2,693 % |
3,782 % |
2,686 % |
6,308 % |
3,144 % |
2,655 % |
|
34 |
2,705 % |
3,772 % |
2,697 % |
6,256 % |
3,148 % |
2,667 % |
|
35 |
2,716 % |
3,763 % |
2,709 % |
6,205 % |
3,153 % |
2,680 % |
|
36 |
2,727 % |
3,753 % |
2,720 % |
6,156 % |
3,157 % |
2,692 % |
|
37 |
2,738 % |
3,744 % |
2,731 % |
6,109 % |
3,161 % |
2,704 % |
|
38 |
2,749 % |
3,734 % |
2,743 % |
6,064 % |
3,164 % |
2,716 % |
|
39 |
2,760 % |
3,725 % |
2,754 % |
6,020 % |
3,168 % |
2,727 % |
|
40 |
2,771 % |
3,717 % |
2,765 % |
5,978 % |
3,171 % |
2,739 % |
|
41 |
2,781 % |
3,708 % |
2,775 % |
5,938 % |
3,174 % |
2,750 % |
|
42 |
2,792 % |
3,700 % |
2,786 % |
5,899 % |
3,177 % |
2,761 % |
|
43 |
2,802 % |
3,692 % |
2,796 % |
5,862 % |
3,180 % |
2,772 % |
|
44 |
2,811 % |
3,684 % |
2,805 % |
5,826 % |
3,183 % |
2,782 % |
|
45 |
2,821 % |
3,677 % |
2,815 % |
5,791 % |
3,185 % |
2,792 % |
|
46 |
2,830 % |
3,670 % |
2,824 % |
5,758 % |
3,188 % |
2,802 % |
|
47 |
2,839 % |
3,663 % |
2,833 % |
5,726 % |
3,190 % |
2,811 % |
|
48 |
2,848 % |
3,656 % |
2,842 % |
5,695 % |
3,193 % |
2,821 % |
|
49 |
2,856 % |
3,649 % |
2,851 % |
5,665 % |
3,195 % |
2,830 % |
|
50 |
2,864 % |
3,643 % |
2,859 % |
5,636 % |
3,197 % |
2,838 % |
|
51 |
2,872 % |
3,637 % |
2,867 % |
5,609 % |
3,199 % |
2,847 % |
|
52 |
2,880 % |
3,631 % |
2,875 % |
5,582 % |
3,201 % |
2,855 % |
|
53 |
2,887 % |
3,625 % |
2,882 % |
5,556 % |
3,203 % |
2,863 % |
|
54 |
2,894 % |
3,619 % |
2,890 % |
5,532 % |
3,204 % |
2,870 % |
|
55 |
2,901 % |
3,614 % |
2,897 % |
5,508 % |
3,206 % |
2,878 % |
|
56 |
2,908 % |
3,608 % |
2,904 % |
5,484 % |
3,208 % |
2,885 % |
|
57 |
2,915 % |
3,603 % |
2,910 % |
5,462 % |
3,209 % |
2,892 % |
|
58 |
2,921 % |
3,598 % |
2,917 % |
5,440 % |
3,211 % |
2,899 % |
|
59 |
2,927 % |
3,593 % |
2,923 % |
5,420 % |
3,213 % |
2,905 % |
|
60 |
2,933 % |
3,589 % |
2,929 % |
5,399 % |
3,214 % |
2,912 % |
|
61 |
2,939 % |
3,584 % |
2,935 % |
5,380 % |
3,215 % |
2,918 % |
|
62 |
2,945 % |
3,580 % |
2,941 % |
5,361 % |
3,217 % |
2,924 % |
|
63 |
2,950 % |
3,575 % |
2,946 % |
5,342 % |
3,218 % |
2,930 % |
|
64 |
2,956 % |
3,571 % |
2,952 % |
5,324 % |
3,219 % |
2,936 % |
|
65 |
2,961 % |
3,567 % |
2,957 % |
5,307 % |
3,221 % |
2,941 % |
|
66 |
2,966 % |
3,563 % |
2,962 % |
5,290 % |
3,222 % |
2,946 % |
|
67 |
2,971 % |
3,559 % |
2,967 % |
5,274 % |
3,223 % |
2,952 % |
|
68 |
2,976 % |
3,555 % |
2,972 % |
5,258 % |
3,224 % |
2,957 % |
|
69 |
2,980 % |
3,552 % |
2,977 % |
5,243 % |
3,225 % |
2,962 % |
|
70 |
2,985 % |
3,548 % |
2,981 % |
5,228 % |
3,226 % |
2,966 % |
|
71 |
2,989 % |
3,545 % |
2,986 % |
5,213 % |
3,227 % |
2,971 % |
|
72 |
2,994 % |
3,541 % |
2,990 % |
5,199 % |
3,228 % |
2,976 % |
|
73 |
2,998 % |
3,538 % |
2,994 % |
5,186 % |
3,229 % |
2,980 % |
|
74 |
3,002 % |
3,535 % |
2,998 % |
5,172 % |
3,230 % |
2,984 % |
|
75 |
3,006 % |
3,532 % |
3,002 % |
5,159 % |
3,231 % |
2,988 % |
|
76 |
3,010 % |
3,529 % |
3,006 % |
5,147 % |
3,232 % |
2,992 % |
|
77 |
3,013 % |
3,526 % |
3,010 % |
5,134 % |
3,233 % |
2,996 % |
|
78 |
3,017 % |
3,523 % |
3,014 % |
5,122 % |
3,234 % |
3,000 % |
|
79 |
3,020 % |
3,520 % |
3,017 % |
5,111 % |
3,235 % |
3,004 % |
|
80 |
3,024 % |
3,517 % |
3,021 % |
5,099 % |
3,235 % |
3,008 % |
|
81 |
3,027 % |
3,515 % |
3,024 % |
5,088 % |
3,236 % |
3,011 % |
|
82 |
3,031 % |
3,512 % |
3,027 % |
5,077 % |
3,237 % |
3,015 % |
|
83 |
3,034 % |
3,510 % |
3,031 % |
5,066 % |
3,238 % |
3,018 % |
|
84 |
3,037 % |
3,507 % |
3,034 % |
5,056 % |
3,239 % |
3,022 % |
|
85 |
3,040 % |
3,505 % |
3,037 % |
5,046 % |
3,239 % |
3,025 % |
|
86 |
3,043 % |
3,502 % |
3,040 % |
5,036 % |
3,240 % |
3,028 % |
|
87 |
3,046 % |
3,500 % |
3,043 % |
5,026 % |
3,241 % |
3,031 % |
|
88 |
3,049 % |
3,498 % |
3,046 % |
5,017 % |
3,241 % |
3,034 % |
|
89 |
3,052 % |
3,496 % |
3,049 % |
5,008 % |
3,242 % |
3,037 % |
|
90 |
3,055 % |
3,493 % |
3,052 % |
4,999 % |
3,243 % |
3,040 % |
|
91 |
3,057 % |
3,491 % |
3,054 % |
4,990 % |
3,243 % |
3,043 % |
|
92 |
3,060 % |
3,489 % |
3,057 % |
4,981 % |
3,244 % |
3,046 % |
|
93 |
3,062 % |
3,487 % |
3,060 % |
4,973 % |
3,245 % |
3,049 % |
|
94 |
3,065 % |
3,485 % |
3,062 % |
4,965 % |
3,245 % |
3,051 % |
|
95 |
3,067 % |
3,483 % |
3,065 % |
4,957 % |
3,246 % |
3,054 % |
|
96 |
3,070 % |
3,481 % |
3,067 % |
4,949 % |
3,246 % |
3,056 % |
|
97 |
3,072 % |
3,479 % |
3,070 % |
4,941 % |
3,247 % |
3,059 % |
|
98 |
3,075 % |
3,478 % |
3,072 % |
4,933 % |
3,247 % |
3,061 % |
|
99 |
3,077 % |
3,476 % |
3,074 % |
4,926 % |
3,248 % |
3,064 % |
|
100 |
3,079 % |
3,474 % |
3,076 % |
4,919 % |
3,248 % |
3,066 % |
|
101 |
3,081 % |
3,472 % |
3,079 % |
4,912 % |
3,249 % |
3,068 % |
|
102 |
3,083 % |
3,471 % |
3,081 % |
4,905 % |
3,249 % |
3,071 % |
|
103 |
3,085 % |
3,469 % |
3,083 % |
4,898 % |
3,250 % |
3,073 % |
|
104 |
3,088 % |
3,467 % |
3,085 % |
4,891 % |
3,250 % |
3,075 % |
|
105 |
3,090 % |
3,466 % |
3,087 % |
4,884 % |
3,251 % |
3,077 % |
|
106 |
3,092 % |
3,464 % |
3,089 % |
4,878 % |
3,251 % |
3,079 % |
|
107 |
3,093 % |
3,463 % |
3,091 % |
4,872 % |
3,252 % |
3,081 % |
|
108 |
3,095 % |
3,461 % |
3,093 % |
4,865 % |
3,252 % |
3,083 % |
|
109 |
3,097 % |
3,460 % |
3,095 % |
4,859 % |
3,253 % |
3,085 % |
|
110 |
3,099 % |
3,458 % |
3,097 % |
4,853 % |
3,253 % |
3,087 % |
|
111 |
3,101 % |
3,457 % |
3,099 % |
4,847 % |
3,254 % |
3,089 % |
|
112 |
3,103 % |
3,455 % |
3,100 % |
4,841 % |
3,254 % |
3,091 % |
|
113 |
3,104 % |
3,454 % |
3,102 % |
4,836 % |
3,254 % |
3,093 % |
|
114 |
3,106 % |
3,453 % |
3,104 % |
4,830 % |
3,255 % |
3,095 % |
|
115 |
3,108 % |
3,451 % |
3,106 % |
4,825 % |
3,255 % |
3,097 % |
|
116 |
3,109 % |
3,450 % |
3,107 % |
4,819 % |
3,256 % |
3,098 % |
|
117 |
3,111 % |
3,449 % |
3,109 % |
4,814 % |
3,256 % |
3,100 % |
|
118 |
3,113 % |
3,447 % |
3,110 % |
4,809 % |
3,256 % |
3,102 % |
|
119 |
3,114 % |
3,446 % |
3,112 % |
4,804 % |
3,257 % |
3,103 % |
|
120 |
3,116 % |
3,445 % |
3,114 % |
4,799 % |
3,257 % |
3,105 % |
|
121 |
3,117 % |
3,444 % |
3,115 % |
4,794 % |
3,257 % |
3,107 % |
|
122 |
3,119 % |
3,443 % |
3,117 % |
4,789 % |
3,258 % |
3,108 % |
|
123 |
3,120 % |
3,441 % |
3,118 % |
4,784 % |
3,258 % |
3,110 % |
|
124 |
3,122 % |
3,440 % |
3,120 % |
4,779 % |
3,258 % |
3,111 % |
|
125 |
3,123 % |
3,439 % |
3,121 % |
4,775 % |
3,259 % |
3,113 % |
|
126 |
3,125 % |
3,438 % |
3,123 % |
4,770 % |
3,259 % |
3,114 % |
|
127 |
3,126 % |
3,437 % |
3,124 % |
4,765 % |
3,259 % |
3,116 % |
|
128 |
3,127 % |
3,436 % |
3,125 % |
4,761 % |
3,260 % |
3,117 % |
|
129 |
3,129 % |
3,435 % |
3,127 % |
4,757 % |
3,260 % |
3,119 % |
|
130 |
3,130 % |
3,434 % |
3,128 % |
4,752 % |
3,260 % |
3,120 % |
|
131 |
3,131 % |
3,433 % |
3,129 % |
4,748 % |
3,261 % |
3,121 % |
|
132 |
3,133 % |
3,432 % |
3,131 % |
4,744 % |
3,261 % |
3,123 % |
|
133 |
3,134 % |
3,431 % |
3,132 % |
4,740 % |
3,261 % |
3,124 % |
|
134 |
3,135 % |
3,430 % |
3,133 % |
4,736 % |
3,261 % |
3,125 % |
|
135 |
3,136 % |
3,429 % |
3,134 % |
4,732 % |
3,262 % |
3,127 % |
|
136 |
3,137 % |
3,428 % |
3,136 % |
4,728 % |
3,262 % |
3,128 % |
|
137 |
3,139 % |
3,427 % |
3,137 % |
4,724 % |
3,262 % |
3,129 % |
|
138 |
3,140 % |
3,426 % |
3,138 % |
4,720 % |
3,263 % |
3,130 % |
|
139 |
3,141 % |
3,425 % |
3,139 % |
4,717 % |
3,263 % |
3,132 % |
|
140 |
3,142 % |
3,424 % |
3,140 % |
4,713 % |
3,263 % |
3,133 % |
|
141 |
3,143 % |
3,423 % |
3,141 % |
4,709 % |
3,263 % |
3,134 % |
|
142 |
3,144 % |
3,423 % |
3,143 % |
4,706 % |
3,264 % |
3,135 % |
|
143 |
3,145 % |
3,422 % |
3,144 % |
4,702 % |
3,264 % |
3,136 % |
|
144 |
3,146 % |
3,421 % |
3,145 % |
4,699 % |
3,264 % |
3,137 % |
|
145 |
3,148 % |
3,420 % |
3,146 % |
4,695 % |
3,264 % |
3,139 % |
|
146 |
3,149 % |
3,419 % |
3,147 % |
4,692 % |
3,265 % |
3,140 % |
|
147 |
3,150 % |
3,418 % |
3,148 % |
4,688 % |
3,265 % |
3,141 % |
|
148 |
3,151 % |
3,418 % |
3,149 % |
4,685 % |
3,265 % |
3,142 % |
|
149 |
3,152 % |
3,417 % |
3,150 % |
4,682 % |
3,265 % |
3,143 % |
|
150 |
3,153 % |
3,416 % |
3,151 % |
4,679 % |
3,266 % |
3,144 % |
|
Term to maturity (in years) |
Pound sterling |
Romanian leu |
Zloty |
Króna |
Norwegian krone |
Swiss franc |
|
1 |
4,185 % |
6,566 % |
4,808 % |
7,989 % |
4,364 % |
0,117 % |
|
2 |
4,044 % |
6,768 % |
4,919 % |
7,504 % |
4,296 % |
0,121 % |
|
3 |
4,002 % |
6,954 % |
5,038 % |
7,213 % |
4,195 % |
0,186 % |
|
4 |
3,994 % |
7,097 % |
5,147 % |
6,982 % |
4,106 % |
0,267 % |
|
5 |
3,999 % |
7,215 % |
5,251 % |
6,806 % |
4,048 % |
0,343 % |
|
6 |
4,019 % |
7,303 % |
5,356 % |
6,676 % |
4,021 % |
0,411 % |
|
7 |
4,053 % |
7,365 % |
5,454 % |
6,585 % |
4,012 % |
0,473 % |
|
8 |
4,092 % |
7,409 % |
5,547 % |
6,524 % |
4,010 % |
0,532 % |
|
9 |
4,136 % |
7,426 % |
5,620 % |
6,471 % |
4,008 % |
0,588 % |
|
10 |
4,184 % |
7,428 % |
5,681 % |
6,408 % |
4,005 % |
0,644 % |
|
11 |
4,232 % |
7,403 % |
5,714 % |
6,336 % |
3,998 % |
0,700 % |
|
12 |
4,280 % |
7,354 % |
5,721 % |
6,258 % |
3,989 % |
0,755 % |
|
13 |
4,324 % |
7,288 % |
5,709 % |
6,178 % |
3,977 % |
0,808 % |
|
14 |
4,364 % |
7,209 % |
5,684 % |
6,097 % |
3,964 % |
0,859 % |
|
15 |
4,399 % |
7,122 % |
5,649 % |
6,015 % |
3,951 % |
0,908 % |
|
16 |
4,429 % |
7,030 % |
5,607 % |
5,934 % |
3,936 % |
0,956 % |
|
17 |
4,454 % |
6,935 % |
5,561 % |
5,855 % |
3,922 % |
1,001 % |
|
18 |
4,474 % |
6,838 % |
5,511 % |
5,777 % |
3,907 % |
1,044 % |
|
19 |
4,491 % |
6,740 % |
5,459 % |
5,702 % |
3,893 % |
1,085 % |
|
20 |
4,504 % |
6,644 % |
5,406 % |
5,629 % |
3,878 % |
1,124 % |
|
21 |
4,514 % |
6,549 % |
5,353 % |
5,558 % |
3,864 % |
1,161 % |
|
22 |
4,521 % |
6,455 % |
5,300 % |
5,490 % |
3,850 % |
1,196 % |
|
23 |
4,525 % |
6,364 % |
5,247 % |
5,424 % |
3,837 % |
1,230 % |
|
24 |
4,525 % |
6,276 % |
5,196 % |
5,361 % |
3,824 % |
1,262 % |
|
25 |
4,523 % |
6,190 % |
5,145 % |
5,300 % |
3,811 % |
1,293 % |
|
26 |
4,517 % |
6,108 % |
5,096 % |
5,242 % |
3,798 % |
1,322 % |
|
27 |
4,510 % |
6,028 % |
5,048 % |
5,186 % |
3,786 % |
1,350 % |
|
28 |
4,500 % |
5,951 % |
5,001 % |
5,133 % |
3,775 % |
1,376 % |
|
29 |
4,488 % |
5,877 % |
4,956 % |
5,082 % |
3,763 % |
1,402 % |
|
30 |
4,474 % |
5,806 % |
4,913 % |
5,033 % |
3,752 % |
1,426 % |
|
31 |
4,460 % |
5,738 % |
4,871 % |
4,986 % |
3,742 % |
1,449 % |
|
32 |
4,444 % |
5,673 % |
4,831 % |
4,941 % |
3,731 % |
1,471 % |
|
33 |
4,427 % |
5,610 % |
4,792 % |
4,898 % |
3,721 % |
1,492 % |
|
34 |
4,408 % |
5,550 % |
4,755 % |
4,857 % |
3,712 % |
1,513 % |
|
35 |
4,389 % |
5,492 % |
4,719 % |
4,817 % |
3,703 % |
1,532 % |
|
36 |
4,367 % |
5,437 % |
4,684 % |
4,779 % |
3,694 % |
1,551 % |
|
37 |
4,345 % |
5,384 % |
4,651 % |
4,743 % |
3,685 % |
1,568 % |
|
38 |
4,321 % |
5,334 % |
4,619 % |
4,708 % |
3,677 % |
1,586 % |
|
39 |
4,295 % |
5,285 % |
4,588 % |
4,675 % |
3,669 % |
1,602 % |
|
40 |
4,268 % |
5,238 % |
4,559 % |
4,643 % |
3,661 % |
1,618 % |
|
41 |
4,239 % |
5,194 % |
4,530 % |
4,612 % |
3,653 % |
1,633 % |
|
42 |
4,210 % |
5,151 % |
4,503 % |
4,583 % |
3,646 % |
1,647 % |
|
43 |
4,180 % |
5,110 % |
4,477 % |
4,555 % |
3,639 % |
1,661 % |
|
44 |
4,150 % |
5,070 % |
4,452 % |
4,528 % |
3,632 % |
1,675 % |
|
45 |
4,121 % |
5,032 % |
4,427 % |
4,502 % |
3,626 % |
1,688 % |
|
46 |
4,092 % |
4,995 % |
4,404 % |
4,476 % |
3,619 % |
1,700 % |
|
47 |
4,064 % |
4,960 % |
4,381 % |
4,452 % |
3,613 % |
1,712 % |
|
48 |
4,038 % |
4,926 % |
4,360 % |
4,429 % |
3,607 % |
1,724 % |
|
49 |
4,013 % |
4,894 % |
4,339 % |
4,407 % |
3,602 % |
1,735 % |
|
50 |
3,990 % |
4,863 % |
4,319 % |
4,385 % |
3,596 % |
1,745 % |
|
51 |
3,968 % |
4,832 % |
4,299 % |
4,364 % |
3,591 % |
1,756 % |
|
52 |
3,948 % |
4,803 % |
4,280 % |
4,344 % |
3,586 % |
1,766 % |
|
53 |
3,929 % |
4,775 % |
4,262 % |
4,325 % |
3,581 % |
1,776 % |
|
54 |
3,912 % |
4,748 % |
4,245 % |
4,306 % |
3,576 % |
1,785 % |
|
55 |
3,895 % |
4,722 % |
4,228 % |
4,288 % |
3,571 % |
1,794 % |
|
56 |
3,880 % |
4,697 % |
4,212 % |
4,271 % |
3,566 % |
1,803 % |
|
57 |
3,866 % |
4,672 % |
4,196 % |
4,254 % |
3,562 % |
1,811 % |
|
58 |
3,853 % |
4,649 % |
4,181 % |
4,238 % |
3,558 % |
1,819 % |
|
59 |
3,840 % |
4,626 % |
4,166 % |
4,222 % |
3,553 % |
1,827 % |
|
60 |
3,828 % |
4,604 % |
4,151 % |
4,207 % |
3,549 % |
1,835 % |
|
61 |
3,817 % |
4,583 % |
4,138 % |
4,192 % |
3,545 % |
1,842 % |
|
62 |
3,806 % |
4,562 % |
4,124 % |
4,178 % |
3,542 % |
1,850 % |
|
63 |
3,796 % |
4,542 % |
4,111 % |
4,164 % |
3,538 % |
1,857 % |
|
64 |
3,786 % |
4,523 % |
4,099 % |
4,150 % |
3,534 % |
1,863 % |
|
65 |
3,777 % |
4,504 % |
4,086 % |
4,137 % |
3,531 % |
1,870 % |
|
66 |
3,768 % |
4,485 % |
4,074 % |
4,125 % |
3,527 % |
1,876 % |
|
67 |
3,760 % |
4,468 % |
4,063 % |
4,112 % |
3,524 % |
1,883 % |
|
68 |
3,752 % |
4,451 % |
4,052 % |
4,100 % |
3,521 % |
1,889 % |
|
69 |
3,744 % |
4,434 % |
4,041 % |
4,089 % |
3,518 % |
1,895 % |
|
70 |
3,737 % |
4,418 % |
4,030 % |
4,078 % |
3,515 % |
1,900 % |
|
71 |
3,730 % |
4,402 % |
4,020 % |
4,067 % |
3,512 % |
1,906 % |
|
72 |
3,723 % |
4,386 % |
4,010 % |
4,056 % |
3,509 % |
1,911 % |
|
73 |
3,716 % |
4,372 % |
4,000 % |
4,046 % |
3,506 % |
1,917 % |
|
74 |
3,710 % |
4,357 % |
3,991 % |
4,036 % |
3,503 % |
1,922 % |
|
75 |
3,704 % |
4,343 % |
3,982 % |
4,026 % |
3,501 % |
1,927 % |
|
76 |
3,698 % |
4,329 % |
3,973 % |
4,016 % |
3,498 % |
1,932 % |
|
77 |
3,693 % |
4,316 % |
3,964 % |
4,007 % |
3,496 % |
1,936 % |
|
78 |
3,687 % |
4,303 % |
3,955 % |
3,998 % |
3,493 % |
1,941 % |
|
79 |
3,682 % |
4,290 % |
3,947 % |
3,989 % |
3,491 % |
1,945 % |
|
80 |
3,677 % |
4,277 % |
3,939 % |
3,980 % |
3,488 % |
1,950 % |
|
81 |
3,672 % |
4,265 % |
3,931 % |
3,972 % |
3,486 % |
1,954 % |
|
82 |
3,667 % |
4,253 % |
3,923 % |
3,964 % |
3,484 % |
1,958 % |
|
83 |
3,662 % |
4,242 % |
3,916 % |
3,956 % |
3,482 % |
1,962 % |
|
84 |
3,658 % |
4,231 % |
3,908 % |
3,948 % |
3,479 % |
1,966 % |
|
85 |
3,653 % |
4,220 % |
3,901 % |
3,940 % |
3,477 % |
1,970 % |
|
86 |
3,649 % |
4,209 % |
3,894 % |
3,933 % |
3,475 % |
1,974 % |
|
87 |
3,645 % |
4,198 % |
3,887 % |
3,925 % |
3,473 % |
1,978 % |
|
88 |
3,641 % |
4,188 % |
3,881 % |
3,918 % |
3,471 % |
1,981 % |
|
89 |
3,637 % |
4,178 % |
3,874 % |
3,911 % |
3,469 % |
1,985 % |
|
90 |
3,633 % |
4,168 % |
3,868 % |
3,905 % |
3,467 % |
1,989 % |
|
91 |
3,629 % |
4,159 % |
3,862 % |
3,898 % |
3,466 % |
1,992 % |
|
92 |
3,625 % |
4,149 % |
3,855 % |
3,891 % |
3,464 % |
1,995 % |
|
93 |
3,622 % |
4,140 % |
3,849 % |
3,885 % |
3,462 % |
1,999 % |
|
94 |
3,618 % |
4,131 % |
3,844 % |
3,879 % |
3,460 % |
2,002 % |
|
95 |
3,615 % |
4,123 % |
3,838 % |
3,873 % |
3,459 % |
2,005 % |
|
96 |
3,612 % |
4,114 % |
3,832 % |
3,867 % |
3,457 % |
2,008 % |
|
97 |
3,608 % |
4,106 % |
3,827 % |
3,861 % |
3,455 % |
2,011 % |
|
98 |
3,605 % |
4,097 % |
3,821 % |
3,855 % |
3,454 % |
2,014 % |
|
99 |
3,602 % |
4,089 % |
3,816 % |
3,849 % |
3,452 % |
2,017 % |
|
100 |
3,599 % |
4,081 % |
3,811 % |
3,844 % |
3,451 % |
2,020 % |
|
101 |
3,596 % |
4,073 % |
3,806 % |
3,839 % |
3,449 % |
2,022 % |
|
102 |
3,593 % |
4,066 % |
3,801 % |
3,833 % |
3,448 % |
2,025 % |
|
103 |
3,590 % |
4,058 % |
3,796 % |
3,828 % |
3,446 % |
2,028 % |
|
104 |
3,587 % |
4,051 % |
3,791 % |
3,823 % |
3,445 % |
2,030 % |
|
105 |
3,585 % |
4,044 % |
3,787 % |
3,818 % |
3,444 % |
2,033 % |
|
106 |
3,582 % |
4,037 % |
3,782 % |
3,813 % |
3,442 % |
2,035 % |
|
107 |
3,579 % |
4,030 % |
3,777 % |
3,808 % |
3,441 % |
2,038 % |
|
108 |
3,577 % |
4,023 % |
3,773 % |
3,804 % |
3,440 % |
2,040 % |
|
109 |
3,574 % |
4,017 % |
3,769 % |
3,799 % |
3,438 % |
2,043 % |
|
110 |
3,571 % |
4,010 % |
3,764 % |
3,794 % |
3,437 % |
2,045 % |
|
111 |
3,569 % |
4,004 % |
3,760 % |
3,790 % |
3,436 % |
2,047 % |
|
112 |
3,567 % |
3,997 % |
3,756 % |
3,786 % |
3,435 % |
2,050 % |
|
113 |
3,564 % |
3,991 % |
3,752 % |
3,781 % |
3,433 % |
2,052 % |
|
114 |
3,562 % |
3,985 % |
3,748 % |
3,777 % |
3,432 % |
2,054 % |
|
115 |
3,560 % |
3,979 % |
3,744 % |
3,773 % |
3,431 % |
2,056 % |
|
116 |
3,557 % |
3,973 % |
3,740 % |
3,769 % |
3,430 % |
2,058 % |
|
117 |
3,555 % |
3,967 % |
3,737 % |
3,765 % |
3,429 % |
2,060 % |
|
118 |
3,553 % |
3,962 % |
3,733 % |
3,761 % |
3,428 % |
2,062 % |
|
119 |
3,551 % |
3,956 % |
3,729 % |
3,757 % |
3,427 % |
2,064 % |
|
120 |
3,549 % |
3,951 % |
3,726 % |
3,753 % |
3,426 % |
2,066 % |
|
121 |
3,547 % |
3,945 % |
3,722 % |
3,749 % |
3,425 % |
2,068 % |
|
122 |
3,545 % |
3,940 % |
3,719 % |
3,746 % |
3,424 % |
2,070 % |
|
123 |
3,543 % |
3,935 % |
3,715 % |
3,742 % |
3,423 % |
2,072 % |
|
124 |
3,541 % |
3,930 % |
3,712 % |
3,738 % |
3,422 % |
2,074 % |
|
125 |
3,539 % |
3,925 % |
3,709 % |
3,735 % |
3,421 % |
2,076 % |
|
126 |
3,537 % |
3,920 % |
3,705 % |
3,731 % |
3,420 % |
2,077 % |
|
127 |
3,535 % |
3,915 % |
3,702 % |
3,728 % |
3,419 % |
2,079 % |
|
128 |
3,533 % |
3,910 % |
3,699 % |
3,725 % |
3,418 % |
2,081 % |
|
129 |
3,531 % |
3,905 % |
3,696 % |
3,721 % |
3,417 % |
2,083 % |
|
130 |
3,530 % |
3,900 % |
3,693 % |
3,718 % |
3,416 % |
2,084 % |
|
131 |
3,528 % |
3,896 % |
3,690 % |
3,715 % |
3,415 % |
2,086 % |
|
132 |
3,526 % |
3,891 % |
3,687 % |
3,712 % |
3,414 % |
2,087 % |
|
133 |
3,524 % |
3,887 % |
3,684 % |
3,709 % |
3,413 % |
2,089 % |
|
134 |
3,523 % |
3,882 % |
3,681 % |
3,706 % |
3,413 % |
2,091 % |
|
135 |
3,521 % |
3,878 % |
3,678 % |
3,703 % |
3,412 % |
2,092 % |
|
136 |
3,519 % |
3,874 % |
3,675 % |
3,700 % |
3,411 % |
2,094 % |
|
137 |
3,518 % |
3,870 % |
3,673 % |
3,697 % |
3,410 % |
2,095 % |
|
138 |
3,516 % |
3,866 % |
3,670 % |
3,694 % |
3,409 % |
2,097 % |
|
139 |
3,515 % |
3,861 % |
3,667 % |
3,691 % |
3,408 % |
2,098 % |
|
140 |
3,513 % |
3,857 % |
3,665 % |
3,688 % |
3,408 % |
2,100 % |
|
141 |
3,512 % |
3,853 % |
3,662 % |
3,686 % |
3,407 % |
2,101 % |
|
142 |
3,510 % |
3,850 % |
3,660 % |
3,683 % |
3,406 % |
2,102 % |
|
143 |
3,509 % |
3,846 % |
3,657 % |
3,680 % |
3,405 % |
2,104 % |
|
144 |
3,507 % |
3,842 % |
3,655 % |
3,677 % |
3,405 % |
2,105 % |
|
145 |
3,506 % |
3,838 % |
3,652 % |
3,675 % |
3,404 % |
2,107 % |
|
146 |
3,504 % |
3,834 % |
3,650 % |
3,672 % |
3,403 % |
2,108 % |
|
147 |
3,503 % |
3,831 % |
3,647 % |
3,670 % |
3,403 % |
2,109 % |
|
148 |
3,502 % |
3,827 % |
3,645 % |
3,667 % |
3,402 % |
2,110 % |
|
149 |
3,500 % |
3,824 % |
3,643 % |
3,665 % |
3,401 % |
2,112 % |
|
150 |
3,499 % |
3,820 % |
3,640 % |
3,662 % |
3,401 % |
2,113 % |
|
Term to maturity (in years) |
Australian dollar |
Canadian dollar |
Colombian peso |
Hong Kong dollar |
New Taiwan dollar |
Renminbi-yuan |
|
1 |
3,901 % |
2,430 % |
9,112 % |
3,320 % |
0,993 % |
1,357 % |
|
2 |
3,738 % |
2,348 % |
9,471 % |
3,075 % |
1,049 % |
1,286 % |
|
3 |
3,729 % |
2,351 % |
9,925 % |
2,998 % |
1,098 % |
1,265 % |
|
4 |
3,765 % |
2,373 % |
10,371 % |
2,965 % |
1,139 % |
1,276 % |
|
5 |
3,834 % |
2,416 % |
10,831 % |
2,958 % |
1,174 % |
1,276 % |
|
6 |
3,925 % |
2,484 % |
11,255 % |
2,977 % |
1,205 % |
1,282 % |
|
7 |
4,014 % |
2,562 % |
11,621 % |
3,009 % |
1,231 % |
1,300 % |
|
8 |
4,098 % |
2,638 % |
11,948 % |
3,045 % |
1,255 % |
1,332 % |
|
9 |
4,174 % |
2,705 % |
12,240 % |
3,080 % |
1,274 % |
1,377 % |
|
10 |
4,239 % |
2,760 % |
12,499 % |
3,112 % |
1,291 % |
1,435 % |
|
11 |
4,300 % |
2,801 % |
12,670 % |
3,139 % |
1,320 % |
1,506 % |
|
12 |
4,356 % |
2,832 % |
12,756 % |
3,161 % |
1,359 % |
1,583 % |
|
13 |
4,402 % |
2,855 % |
12,776 % |
3,181 % |
1,405 % |
1,663 % |
|
14 |
4,439 % |
2,873 % |
12,745 % |
3,197 % |
1,454 % |
1,744 % |
|
15 |
4,469 % |
2,886 % |
12,671 % |
3,211 % |
1,505 % |
1,824 % |
|
16 |
4,493 % |
2,897 % |
12,565 % |
3,223 % |
1,557 % |
1,903 % |
|
17 |
4,511 % |
2,905 % |
12,434 % |
3,233 % |
1,608 % |
1,979 % |
|
18 |
4,522 % |
2,911 % |
12,282 % |
3,242 % |
1,659 % |
2,052 % |
|
19 |
4,528 % |
2,916 % |
12,115 % |
3,250 % |
1,708 % |
2,123 % |
|
20 |
4,526 % |
2,920 % |
11,938 % |
3,256 % |
1,756 % |
2,191 % |
|
21 |
4,518 % |
2,924 % |
11,753 % |
3,262 % |
1,802 % |
2,256 % |
|
22 |
4,505 % |
2,927 % |
11,564 % |
3,267 % |
1,847 % |
2,318 % |
|
23 |
4,488 % |
2,929 % |
11,373 % |
3,272 % |
1,890 % |
2,377 % |
|
24 |
4,469 % |
2,932 % |
11,182 % |
3,276 % |
1,931 % |
2,433 % |
|
25 |
4,448 % |
2,935 % |
10,992 % |
3,279 % |
1,971 % |
2,487 % |
|
26 |
4,426 % |
2,938 % |
10,806 % |
3,283 % |
2,009 % |
2,538 % |
|
27 |
4,404 % |
2,941 % |
10,623 % |
3,285 % |
2,046 % |
2,587 % |
|
28 |
4,381 % |
2,944 % |
10,445 % |
3,288 % |
2,080 % |
2,633 % |
|
29 |
4,359 % |
2,947 % |
10,272 % |
3,290 % |
2,114 % |
2,678 % |
|
30 |
4,337 % |
2,951 % |
10,104 % |
3,292 % |
2,146 % |
2,720 % |
|
31 |
4,315 % |
2,955 % |
9,942 % |
3,294 % |
2,176 % |
2,760 % |
|
32 |
4,293 % |
2,960 % |
9,786 % |
3,296 % |
2,206 % |
2,799 % |
|
33 |
4,272 % |
2,964 % |
9,636 % |
3,297 % |
2,234 % |
2,836 % |
|
34 |
4,252 % |
2,969 % |
9,492 % |
3,298 % |
2,261 % |
2,871 % |
|
35 |
4,232 % |
2,974 % |
9,353 % |
3,299 % |
2,286 % |
2,904 % |
|
36 |
4,212 % |
2,979 % |
9,220 % |
3,300 % |
2,311 % |
2,937 % |
|
37 |
4,193 % |
2,984 % |
9,093 % |
3,301 % |
2,335 % |
2,967 % |
|
38 |
4,175 % |
2,989 % |
8,971 % |
3,302 % |
2,357 % |
2,997 % |
|
39 |
4,157 % |
2,994 % |
8,854 % |
3,303 % |
2,379 % |
3,025 % |
|
40 |
4,139 % |
2,999 % |
8,741 % |
3,304 % |
2,400 % |
3,052 % |
|
41 |
4,122 % |
3,003 % |
8,634 % |
3,304 % |
2,420 % |
3,078 % |
|
42 |
4,106 % |
3,008 % |
8,531 % |
3,305 % |
2,439 % |
3,103 % |
|
43 |
4,090 % |
3,013 % |
8,432 % |
3,305 % |
2,458 % |
3,127 % |
|
44 |
4,075 % |
3,018 % |
8,337 % |
3,306 % |
2,476 % |
3,150 % |
|
45 |
4,060 % |
3,022 % |
8,246 % |
3,306 % |
2,493 % |
3,172 % |
|
46 |
4,045 % |
3,027 % |
8,159 % |
3,306 % |
2,510 % |
3,193 % |
|
47 |
4,031 % |
3,031 % |
8,075 % |
3,307 % |
2,525 % |
3,214 % |
|
48 |
4,018 % |
3,036 % |
7,994 % |
3,307 % |
2,541 % |
3,233 % |
|
49 |
4,004 % |
3,040 % |
7,917 % |
3,307 % |
2,556 % |
3,252 % |
|
50 |
3,992 % |
3,044 % |
7,842 % |
3,307 % |
2,570 % |
3,271 % |
|
51 |
3,979 % |
3,048 % |
7,771 % |
3,308 % |
2,584 % |
3,288 % |
|
52 |
3,967 % |
3,052 % |
7,702 % |
3,308 % |
2,597 % |
3,305 % |
|
53 |
3,955 % |
3,056 % |
7,635 % |
3,308 % |
2,610 % |
3,322 % |
|
54 |
3,944 % |
3,060 % |
7,571 % |
3,308 % |
2,622 % |
3,337 % |
|
55 |
3,933 % |
3,064 % |
7,509 % |
3,308 % |
2,634 % |
3,353 % |
|
56 |
3,922 % |
3,067 % |
7,450 % |
3,308 % |
2,646 % |
3,367 % |
|
57 |
3,912 % |
3,071 % |
7,392 % |
3,308 % |
2,657 % |
3,382 % |
|
58 |
3,902 % |
3,074 % |
7,337 % |
3,308 % |
2,668 % |
3,396 % |
|
59 |
3,892 % |
3,078 % |
7,283 % |
3,308 % |
2,678 % |
3,409 % |
|
60 |
3,883 % |
3,081 % |
7,231 % |
3,308 % |
2,688 % |
3,422 % |
|
61 |
3,874 % |
3,084 % |
7,181 % |
3,308 % |
2,698 % |
3,434 % |
|
62 |
3,865 % |
3,088 % |
7,132 % |
3,308 % |
2,708 % |
3,447 % |
|
63 |
3,856 % |
3,091 % |
7,085 % |
3,308 % |
2,717 % |
3,458 % |
|
64 |
3,848 % |
3,094 % |
7,039 % |
3,308 % |
2,726 % |
3,470 % |
|
65 |
3,840 % |
3,097 % |
6,995 % |
3,308 % |
2,735 % |
3,481 % |
|
66 |
3,832 % |
3,099 % |
6,952 % |
3,308 % |
2,743 % |
3,492 % |
|
67 |
3,824 % |
3,102 % |
6,911 % |
3,308 % |
2,751 % |
3,502 % |
|
68 |
3,816 % |
3,105 % |
6,870 % |
3,308 % |
2,759 % |
3,512 % |
|
69 |
3,809 % |
3,108 % |
6,831 % |
3,308 % |
2,767 % |
3,522 % |
|
70 |
3,802 % |
3,110 % |
6,793 % |
3,308 % |
2,774 % |
3,532 % |
|
71 |
3,795 % |
3,113 % |
6,756 % |
3,308 % |
2,782 % |
3,541 % |
|
72 |
3,788 % |
3,115 % |
6,720 % |
3,308 % |
2,789 % |
3,550 % |
|
73 |
3,782 % |
3,118 % |
6,686 % |
3,308 % |
2,796 % |
3,559 % |
|
74 |
3,775 % |
3,120 % |
6,652 % |
3,308 % |
2,803 % |
3,568 % |
|
75 |
3,769 % |
3,122 % |
6,619 % |
3,308 % |
2,809 % |
3,576 % |
|
76 |
3,763 % |
3,125 % |
6,586 % |
3,308 % |
2,816 % |
3,584 % |
|
77 |
3,757 % |
3,127 % |
6,555 % |
3,308 % |
2,822 % |
3,592 % |
|
78 |
3,751 % |
3,129 % |
6,525 % |
3,308 % |
2,828 % |
3,600 % |
|
79 |
3,745 % |
3,131 % |
6,495 % |
3,308 % |
2,834 % |
3,607 % |
|
80 |
3,740 % |
3,133 % |
6,466 % |
3,308 % |
2,840 % |
3,615 % |
|
81 |
3,734 % |
3,135 % |
6,438 % |
3,308 % |
2,845 % |
3,622 % |
|
82 |
3,729 % |
3,137 % |
6,410 % |
3,308 % |
2,851 % |
3,629 % |
|
83 |
3,724 % |
3,139 % |
6,383 % |
3,308 % |
2,856 % |
3,636 % |
|
84 |
3,719 % |
3,141 % |
6,357 % |
3,308 % |
2,862 % |
3,643 % |
|
85 |
3,714 % |
3,143 % |
6,331 % |
3,308 % |
2,867 % |
3,649 % |
|
86 |
3,709 % |
3,144 % |
6,306 % |
3,308 % |
2,872 % |
3,655 % |
|
87 |
3,705 % |
3,146 % |
6,282 % |
3,308 % |
2,877 % |
3,662 % |
|
88 |
3,700 % |
3,148 % |
6,258 % |
3,307 % |
2,881 % |
3,668 % |
|
89 |
3,696 % |
3,150 % |
6,234 % |
3,307 % |
2,886 % |
3,674 % |
|
90 |
3,691 % |
3,151 % |
6,212 % |
3,307 % |
2,891 % |
3,680 % |
|
91 |
3,687 % |
3,153 % |
6,189 % |
3,307 % |
2,895 % |
3,685 % |
|
92 |
3,683 % |
3,154 % |
6,168 % |
3,307 % |
2,900 % |
3,691 % |
|
93 |
3,679 % |
3,156 % |
6,146 % |
3,307 % |
2,904 % |
3,696 % |
|
94 |
3,675 % |
3,157 % |
6,125 % |
3,307 % |
2,908 % |
3,702 % |
|
95 |
3,671 % |
3,159 % |
6,105 % |
3,307 % |
2,912 % |
3,707 % |
|
96 |
3,667 % |
3,160 % |
6,085 % |
3,307 % |
2,916 % |
3,712 % |
|
97 |
3,663 % |
3,162 % |
6,065 % |
3,307 % |
2,920 % |
3,717 % |
|
98 |
3,659 % |
3,163 % |
6,046 % |
3,307 % |
2,924 % |
3,722 % |
|
99 |
3,656 % |
3,165 % |
6,027 % |
3,307 % |
2,928 % |
3,727 % |
|
100 |
3,652 % |
3,166 % |
6,009 % |
3,307 % |
2,931 % |
3,731 % |
|
101 |
3,649 % |
3,167 % |
5,991 % |
3,307 % |
2,935 % |
3,736 % |
|
102 |
3,645 % |
3,169 % |
5,973 % |
3,307 % |
2,939 % |
3,741 % |
|
103 |
3,642 % |
3,170 % |
5,956 % |
3,307 % |
2,942 % |
3,745 % |
|
104 |
3,639 % |
3,171 % |
5,939 % |
3,307 % |
2,946 % |
3,749 % |
|
105 |
3,635 % |
3,172 % |
5,922 % |
3,307 % |
2,949 % |
3,754 % |
|
106 |
3,632 % |
3,173 % |
5,906 % |
3,306 % |
2,952 % |
3,758 % |
|
107 |
3,629 % |
3,175 % |
5,889 % |
3,306 % |
2,956 % |
3,762 % |
|
108 |
3,626 % |
3,176 % |
5,874 % |
3,306 % |
2,959 % |
3,766 % |
|
109 |
3,623 % |
3,177 % |
5,858 % |
3,306 % |
2,962 % |
3,770 % |
|
110 |
3,620 % |
3,178 % |
5,843 % |
3,306 % |
2,965 % |
3,774 % |
|
111 |
3,617 % |
3,179 % |
5,828 % |
3,306 % |
2,968 % |
3,778 % |
|
112 |
3,614 % |
3,180 % |
5,813 % |
3,306 % |
2,971 % |
3,782 % |
|
113 |
3,612 % |
3,181 % |
5,799 % |
3,306 % |
2,974 % |
3,785 % |
|
114 |
3,609 % |
3,182 % |
5,785 % |
3,306 % |
2,977 % |
3,789 % |
|
115 |
3,606 % |
3,183 % |
5,771 % |
3,306 % |
2,979 % |
3,792 % |
|
116 |
3,604 % |
3,184 % |
5,757 % |
3,306 % |
2,982 % |
3,796 % |
|
117 |
3,601 % |
3,185 % |
5,744 % |
3,306 % |
2,985 % |
3,799 % |
|
118 |
3,598 % |
3,186 % |
5,731 % |
3,306 % |
2,988 % |
3,803 % |
|
119 |
3,596 % |
3,187 % |
5,718 % |
3,306 % |
2,990 % |
3,806 % |
|
120 |
3,593 % |
3,188 % |
5,705 % |
3,306 % |
2,993 % |
3,809 % |
|
121 |
3,591 % |
3,189 % |
5,693 % |
3,306 % |
2,995 % |
3,813 % |
|
122 |
3,589 % |
3,190 % |
5,680 % |
3,306 % |
2,998 % |
3,816 % |
|
123 |
3,586 % |
3,191 % |
5,668 % |
3,306 % |
3,000 % |
3,819 % |
|
124 |
3,584 % |
3,192 % |
5,656 % |
3,306 % |
3,003 % |
3,822 % |
|
125 |
3,582 % |
3,193 % |
5,645 % |
3,306 % |
3,005 % |
3,825 % |
|
126 |
3,579 % |
3,193 % |
5,633 % |
3,306 % |
3,007 % |
3,828 % |
|
127 |
3,577 % |
3,194 % |
5,622 % |
3,306 % |
3,010 % |
3,831 % |
|
128 |
3,575 % |
3,195 % |
5,610 % |
3,305 % |
3,012 % |
3,834 % |
|
129 |
3,573 % |
3,196 % |
5,599 % |
3,305 % |
3,014 % |
3,837 % |
|
130 |
3,571 % |
3,197 % |
5,589 % |
3,305 % |
3,016 % |
3,839 % |
|
131 |
3,569 % |
3,198 % |
5,578 % |
3,305 % |
3,019 % |
3,842 % |
|
132 |
3,567 % |
3,198 % |
5,567 % |
3,305 % |
3,021 % |
3,845 % |
|
133 |
3,565 % |
3,199 % |
5,557 % |
3,305 % |
3,023 % |
3,848 % |
|
134 |
3,563 % |
3,200 % |
5,547 % |
3,305 % |
3,025 % |
3,850 % |
|
135 |
3,561 % |
3,201 % |
5,537 % |
3,305 % |
3,027 % |
3,853 % |
|
136 |
3,559 % |
3,201 % |
5,527 % |
3,305 % |
3,029 % |
3,855 % |
|
137 |
3,557 % |
3,202 % |
5,517 % |
3,305 % |
3,031 % |
3,858 % |
|
138 |
3,555 % |
3,203 % |
5,508 % |
3,305 % |
3,033 % |
3,860 % |
|
139 |
3,553 % |
3,203 % |
5,498 % |
3,305 % |
3,035 % |
3,863 % |
|
140 |
3,551 % |
3,204 % |
5,489 % |
3,305 % |
3,037 % |
3,865 % |
|
141 |
3,550 % |
3,205 % |
5,480 % |
3,305 % |
3,038 % |
3,867 % |
|
142 |
3,548 % |
3,205 % |
5,471 % |
3,305 % |
3,040 % |
3,870 % |
|
143 |
3,546 % |
3,206 % |
5,462 % |
3,305 % |
3,042 % |
3,872 % |
|
144 |
3,544 % |
3,207 % |
5,453 % |
3,305 % |
3,044 % |
3,874 % |
|
145 |
3,543 % |
3,207 % |
5,444 % |
3,305 % |
3,046 % |
3,877 % |
|
146 |
3,541 % |
3,208 % |
5,436 % |
3,305 % |
3,047 % |
3,879 % |
|
147 |
3,539 % |
3,209 % |
5,427 % |
3,305 % |
3,049 % |
3,881 % |
|
148 |
3,538 % |
3,209 % |
5,419 % |
3,305 % |
3,051 % |
3,883 % |
|
149 |
3,536 % |
3,210 % |
5,410 % |
3,305 % |
3,053 % |
3,885 % |
|
150 |
3,535 % |
3,210 % |
5,402 % |
3,305 % |
3,054 % |
3,887 % |
|
Term to maturity (in years) |
US dollar |
Yen |
|
1 |
3,974 % |
0,689 % |
|
2 |
3,716 % |
0,839 % |
|
3 |
3,643 % |
0,929 % |
|
4 |
3,633 % |
0,987 % |
|
5 |
3,645 % |
1,035 % |
|
6 |
3,669 % |
1,084 % |
|
7 |
3,696 % |
1,138 % |
|
8 |
3,723 % |
1,194 % |
|
9 |
3,750 % |
1,252 % |
|
10 |
3,777 % |
1,315 % |
|
11 |
3,806 % |
1,376 % |
|
12 |
3,834 % |
1,436 % |
|
13 |
3,859 % |
1,496 % |
|
14 |
3,882 % |
1,556 % |
|
15 |
3,902 % |
1,615 % |
|
16 |
3,917 % |
1,674 % |
|
17 |
3,929 % |
1,731 % |
|
18 |
3,935 % |
1,783 % |
|
19 |
3,938 % |
1,830 % |
|
20 |
3,935 % |
1,869 % |
|
21 |
3,928 % |
1,902 % |
|
22 |
3,917 % |
1,929 % |
|
23 |
3,903 % |
1,951 % |
|
24 |
3,886 % |
1,971 % |
|
25 |
3,866 % |
1,989 % |
|
26 |
3,843 % |
2,005 % |
|
27 |
3,820 % |
2,021 % |
|
28 |
3,796 % |
2,037 % |
|
29 |
3,773 % |
2,053 % |
|
30 |
3,751 % |
2,069 % |
|
31 |
3,731 % |
2,087 % |
|
32 |
3,713 % |
2,105 % |
|
33 |
3,696 % |
2,124 % |
|
34 |
3,680 % |
2,143 % |
|
35 |
3,666 % |
2,163 % |
|
36 |
3,652 % |
2,182 % |
|
37 |
3,640 % |
2,201 % |
|
38 |
3,628 % |
2,220 % |
|
39 |
3,617 % |
2,238 % |
|
40 |
3,607 % |
2,257 % |
|
41 |
3,598 % |
2,275 % |
|
42 |
3,589 % |
2,292 % |
|
43 |
3,580 % |
2,309 % |
|
44 |
3,572 % |
2,326 % |
|
45 |
3,565 % |
2,342 % |
|
46 |
3,558 % |
2,358 % |
|
47 |
3,551 % |
2,374 % |
|
48 |
3,545 % |
2,389 % |
|
49 |
3,539 % |
2,403 % |
|
50 |
3,533 % |
2,418 % |
|
51 |
3,528 % |
2,432 % |
|
52 |
3,523 % |
2,445 % |
|
53 |
3,518 % |
2,458 % |
|
54 |
3,513 % |
2,471 % |
|
55 |
3,509 % |
2,483 % |
|
56 |
3,505 % |
2,495 % |
|
57 |
3,501 % |
2,507 % |
|
58 |
3,497 % |
2,518 % |
|
59 |
3,493 % |
2,529 % |
|
60 |
3,489 % |
2,540 % |
|
61 |
3,486 % |
2,550 % |
|
62 |
3,483 % |
2,560 % |
|
63 |
3,479 % |
2,570 % |
|
64 |
3,476 % |
2,579 % |
|
65 |
3,473 % |
2,589 % |
|
66 |
3,471 % |
2,598 % |
|
67 |
3,468 % |
2,606 % |
|
68 |
3,465 % |
2,615 % |
|
69 |
3,463 % |
2,623 % |
|
70 |
3,460 % |
2,631 % |
|
71 |
3,458 % |
2,639 % |
|
72 |
3,455 % |
2,647 % |
|
73 |
3,453 % |
2,654 % |
|
74 |
3,451 % |
2,661 % |
|
75 |
3,449 % |
2,668 % |
|
76 |
3,447 % |
2,675 % |
|
77 |
3,445 % |
2,682 % |
|
78 |
3,443 % |
2,689 % |
|
79 |
3,441 % |
2,695 % |
|
80 |
3,439 % |
2,701 % |
|
81 |
3,437 % |
2,707 % |
|
82 |
3,436 % |
2,713 % |
|
83 |
3,434 % |
2,719 % |
|
84 |
3,432 % |
2,725 % |
|
85 |
3,431 % |
2,730 % |
|
86 |
3,429 % |
2,736 % |
|
87 |
3,428 % |
2,741 % |
|
88 |
3,426 % |
2,746 % |
|
89 |
3,425 % |
2,751 % |
|
90 |
3,423 % |
2,756 % |
|
91 |
3,422 % |
2,761 % |
|
92 |
3,421 % |
2,766 % |
|
93 |
3,419 % |
2,771 % |
|
94 |
3,418 % |
2,775 % |
|
95 |
3,417 % |
2,780 % |
|
96 |
3,415 % |
2,784 % |
|
97 |
3,414 % |
2,788 % |
|
98 |
3,413 % |
2,792 % |
|
99 |
3,412 % |
2,796 % |
|
100 |
3,411 % |
2,800 % |
|
101 |
3,410 % |
2,804 % |
|
102 |
3,409 % |
2,808 % |
|
103 |
3,408 % |
2,812 % |
|
104 |
3,406 % |
2,816 % |
|
105 |
3,405 % |
2,819 % |
|
106 |
3,404 % |
2,823 % |
|
107 |
3,403 % |
2,827 % |
|
108 |
3,403 % |
2,830 % |
|
109 |
3,402 % |
2,833 % |
|
110 |
3,401 % |
2,837 % |
|
111 |
3,400 % |
2,840 % |
|
112 |
3,399 % |
2,843 % |
|
113 |
3,398 % |
2,846 % |
|
114 |
3,397 % |
2,849 % |
|
115 |
3,396 % |
2,852 % |
|
116 |
3,395 % |
2,855 % |
|
117 |
3,395 % |
2,858 % |
|
118 |
3,394 % |
2,861 % |
|
119 |
3,393 % |
2,864 % |
|
120 |
3,392 % |
2,867 % |
|
121 |
3,391 % |
2,870 % |
|
122 |
3,391 % |
2,872 % |
|
123 |
3,390 % |
2,875 % |
|
124 |
3,389 % |
2,878 % |
|
125 |
3,389 % |
2,880 % |
|
126 |
3,388 % |
2,883 % |
|
127 |
3,387 % |
2,885 % |
|
128 |
3,386 % |
2,888 % |
|
129 |
3,386 % |
2,890 % |
|
130 |
3,385 % |
2,893 % |
|
131 |
3,384 % |
2,895 % |
|
132 |
3,384 % |
2,897 % |
|
133 |
3,383 % |
2,899 % |
|
134 |
3,383 % |
2,902 % |
|
135 |
3,382 % |
2,904 % |
|
136 |
3,381 % |
2,906 % |
|
137 |
3,381 % |
2,908 % |
|
138 |
3,380 % |
2,910 % |
|
139 |
3,380 % |
2,912 % |
|
140 |
3,379 % |
2,914 % |
|
141 |
3,378 % |
2,916 % |
|
142 |
3,378 % |
2,918 % |
|
143 |
3,377 % |
2,920 % |
|
144 |
3,377 % |
2,922 % |
|
145 |
3,376 % |
2,924 % |
|
146 |
3,376 % |
2,926 % |
|
147 |
3,375 % |
2,928 % |
|
148 |
3,375 % |
2,930 % |
|
149 |
3,374 % |
2,932 % |
|
150 |
3,374 % |
2,933 % |
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 |
Czechia |
Cyprus |
Denmark |
|
1 |
0 |
0 |
26 |
5 |
0 |
19 |
0 |
|
2 |
0 |
0 |
33 |
5 |
0 |
33 |
0 |
|
3 |
0 |
0 |
38 |
5 |
0 |
38 |
0 |
|
4 |
0 |
1 |
41 |
6 |
2 |
39 |
0 |
|
5 |
0 |
2 |
46 |
6 |
3 |
43 |
0 |
|
6 |
0 |
3 |
49 |
6 |
5 |
45 |
0 |
|
7 |
1 |
4 |
52 |
6 |
8 |
47 |
0 |
|
8 |
2 |
5 |
54 |
6 |
10 |
47 |
0 |
|
9 |
3 |
7 |
55 |
6 |
11 |
45 |
0 |
|
10 |
3 |
7 |
57 |
6 |
12 |
45 |
0 |
|
Duration (in years) |
Estonia |
Finland |
France |
Germany |
Greece |
Hungary |
Ireland |
|
1 |
0 |
0 |
0 |
0 |
322 |
4 |
12 |
|
2 |
0 |
0 |
0 |
0 |
202 |
4 |
17 |
|
3 |
0 |
0 |
0 |
0 |
181 |
4 |
19 |
|
4 |
1 |
0 |
0 |
0 |
159 |
4 |
20 |
|
5 |
2 |
0 |
0 |
0 |
147 |
4 |
21 |
|
6 |
3 |
0 |
0 |
0 |
145 |
4 |
22 |
|
7 |
4 |
0 |
0 |
0 |
143 |
4 |
23 |
|
8 |
5 |
0 |
1 |
0 |
147 |
3 |
25 |
|
9 |
7 |
1 |
2 |
0 |
149 |
1 |
25 |
|
10 |
7 |
1 |
3 |
0 |
151 |
4 |
26 |
|
Duration (in years) |
Italy |
Latvia |
Lithuania |
Luxembourg |
Malta |
Netherlands |
Poland |
|
1 |
6 |
3 |
3 |
0 |
12 |
0 |
4 |
|
2 |
13 |
7 |
9 |
0 |
17 |
0 |
4 |
|
3 |
18 |
10 |
12 |
0 |
19 |
0 |
4 |
|
4 |
21 |
12 |
14 |
0 |
21 |
0 |
4 |
|
5 |
23 |
14 |
16 |
0 |
22 |
0 |
4 |
|
6 |
25 |
15 |
18 |
0 |
23 |
0 |
4 |
|
7 |
27 |
17 |
20 |
0 |
24 |
0 |
4 |
|
8 |
29 |
18 |
21 |
0 |
25 |
0 |
4 |
|
9 |
31 |
19 |
23 |
1 |
26 |
0 |
4 |
|
10 |
32 |
20 |
24 |
1 |
27 |
0 |
4 |
|
Duration (in years) |
Portugal |
Romania |
Slovakia |
Slovenia |
Spain |
Sweden |
United Kingdom |
|
1 |
19 |
8 |
9 |
13 |
3 |
0 |
0 |
|
2 |
32 |
14 |
12 |
16 |
9 |
0 |
0 |
|
3 |
37 |
16 |
14 |
20 |
12 |
0 |
0 |
|
4 |
39 |
17 |
16 |
24 |
14 |
0 |
0 |
|
5 |
42 |
18 |
17 |
28 |
16 |
0 |
0 |
|
6 |
44 |
19 |
19 |
31 |
18 |
0 |
0 |
|
7 |
46 |
20 |
20 |
32 |
20 |
0 |
0 |
|
8 |
46 |
22 |
22 |
34 |
21 |
0 |
0 |
|
9 |
44 |
23 |
22 |
35 |
23 |
0 |
0 |
|
10 |
44 |
21 |
23 |
35 |
24 |
0 |
0 |
|
Duration (in years) |
Iceland |
Liechtenstein |
Norway |
Switzerland |
Australia |
Canada |
China |
|
1 |
5 |
0 |
0 |
0 |
0 |
0 |
0 |
|
2 |
5 |
0 |
0 |
0 |
0 |
0 |
1 |
|
3 |
5 |
0 |
0 |
0 |
0 |
0 |
2 |
|
4 |
5 |
0 |
0 |
0 |
0 |
0 |
3 |
|
5 |
5 |
0 |
0 |
0 |
0 |
0 |
3 |
|
6 |
5 |
0 |
0 |
0 |
0 |
0 |
4 |
|
7 |
5 |
0 |
0 |
0 |
0 |
0 |
4 |
|
8 |
5 |
0 |
0 |
0 |
0 |
0 |
7 |
|
9 |
5 |
0 |
0 |
0 |
0 |
0 |
5 |
|
10 |
5 |
0 |
0 |
0 |
0 |
0 |
5 |
|
Duration (in years) |
Colombia |
Hong Kong |
Japan |
Taiwan |
United States |
|
1 |
12 |
0 |
0 |
4 |
0 |
|
2 |
17 |
0 |
0 |
4 |
0 |
|
3 |
26 |
0 |
0 |
4 |
0 |
|
4 |
32 |
0 |
0 |
4 |
0 |
|
5 |
33 |
0 |
0 |
4 |
0 |
|
6 |
36 |
0 |
0 |
4 |
0 |
|
7 |
38 |
0 |
0 |
4 |
0 |
|
8 |
36 |
0 |
0 |
4 |
0 |
|
9 |
34 |
0 |
0 |
4 |
0 |
|
10 |
36 |
0 |
1 |
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 |
19 |
40 |
105 |
218 |
488 |
1 186 |
|
2 |
6 |
19 |
40 |
105 |
218 |
488 |
964 |
|
3 |
7 |
21 |
42 |
100 |
215 |
485 |
792 |
|
4 |
9 |
24 |
45 |
103 |
214 |
484 |
659 |
|
5 |
10 |
26 |
50 |
106 |
214 |
484 |
556 |
|
6 |
11 |
28 |
53 |
111 |
214 |
484 |
484 |
|
7 |
12 |
30 |
55 |
113 |
214 |
484 |
484 |
|
8 |
13 |
31 |
56 |
112 |
214 |
484 |
484 |
|
9 |
13 |
32 |
56 |
112 |
214 |
484 |
484 |
|
10 |
13 |
33 |
56 |
112 |
214 |
484 |
484 |
|
11 |
14 |
34 |
56 |
112 |
214 |
484 |
484 |
|
12 |
14 |
35 |
56 |
112 |
214 |
484 |
484 |
|
13 |
15 |
35 |
56 |
112 |
214 |
484 |
484 |
|
14 |
15 |
35 |
56 |
112 |
214 |
484 |
484 |
|
15 |
15 |
35 |
56 |
112 |
214 |
484 |
484 |
|
16 |
16 |
35 |
56 |
112 |
214 |
484 |
484 |
|
17 |
17 |
35 |
56 |
112 |
214 |
484 |
484 |
|
18 |
18 |
35 |
56 |
112 |
214 |
484 |
484 |
|
19 |
19 |
35 |
56 |
112 |
214 |
484 |
484 |
|
20 |
19 |
35 |
56 |
112 |
214 |
484 |
484 |
|
21 |
21 |
35 |
56 |
112 |
214 |
484 |
484 |
|
22 |
22 |
35 |
56 |
112 |
214 |
484 |
484 |
|
23 |
23 |
35 |
56 |
112 |
214 |
484 |
484 |
|
24 |
24 |
35 |
56 |
112 |
214 |
484 |
484 |
|
25 |
24 |
35 |
56 |
112 |
214 |
484 |
484 |
|
26 |
25 |
35 |
56 |
112 |
214 |
484 |
484 |
|
27 |
26 |
35 |
56 |
112 |
214 |
484 |
484 |
|
28 |
27 |
36 |
56 |
112 |
214 |
484 |
484 |
|
29 |
27 |
36 |
56 |
112 |
214 |
484 |
484 |
|
30 |
28 |
36 |
56 |
112 |
214 |
484 |
484 |
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 |
19 |
32 |
54 |
118 |
232 |
501 |
1 210 |
|
2 |
20 |
33 |
55 |
119 |
233 |
502 |
983 |
|
3 |
21 |
35 |
56 |
114 |
229 |
499 |
807 |
|
4 |
22 |
37 |
59 |
116 |
228 |
497 |
672 |
|
5 |
23 |
39 |
63 |
119 |
227 |
497 |
566 |
|
6 |
23 |
40 |
65 |
123 |
226 |
496 |
496 |
|
7 |
24 |
42 |
67 |
124 |
225 |
495 |
495 |
|
8 |
23 |
42 |
66 |
123 |
225 |
494 |
494 |
|
9 |
23 |
42 |
66 |
122 |
224 |
494 |
494 |
|
10 |
23 |
42 |
65 |
121 |
224 |
493 |
493 |
|
11 |
23 |
43 |
65 |
121 |
223 |
493 |
493 |
|
12 |
23 |
43 |
64 |
120 |
222 |
492 |
492 |
|
13 |
22 |
43 |
64 |
119 |
222 |
492 |
492 |
|
14 |
22 |
43 |
63 |
119 |
221 |
491 |
491 |
|
15 |
22 |
42 |
63 |
119 |
221 |
491 |
491 |
|
16 |
21 |
42 |
63 |
118 |
221 |
490 |
490 |
|
17 |
21 |
42 |
63 |
118 |
221 |
490 |
490 |
|
18 |
21 |
42 |
63 |
118 |
221 |
490 |
490 |
|
19 |
21 |
42 |
63 |
118 |
221 |
491 |
491 |
|
20 |
22 |
42 |
63 |
119 |
221 |
491 |
491 |
|
21 |
22 |
43 |
63 |
119 |
221 |
491 |
491 |
|
22 |
22 |
43 |
64 |
119 |
221 |
491 |
491 |
|
23 |
23 |
43 |
64 |
119 |
221 |
491 |
491 |
|
24 |
24 |
43 |
64 |
119 |
221 |
491 |
491 |
|
25 |
25 |
43 |
63 |
119 |
221 |
491 |
491 |
|
26 |
25 |
43 |
63 |
119 |
221 |
491 |
491 |
|
27 |
26 |
43 |
63 |
119 |
221 |
491 |
491 |
|
28 |
27 |
43 |
63 |
119 |
221 |
491 |
491 |
|
29 |
28 |
42 |
63 |
119 |
221 |
491 |
491 |
|
30 |
29 |
42 |
63 |
118 |
221 |
491 |
491 |
2.3.
Danish krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
6 |
19 |
40 |
104 |
218 |
488 |
1 186 |
|
2 |
6 |
19 |
40 |
104 |
218 |
488 |
964 |
|
3 |
7 |
21 |
42 |
100 |
215 |
485 |
792 |
|
4 |
9 |
24 |
45 |
103 |
214 |
484 |
659 |
|
5 |
10 |
26 |
50 |
106 |
214 |
484 |
556 |
|
6 |
11 |
28 |
53 |
110 |
214 |
484 |
484 |
|
7 |
12 |
30 |
55 |
113 |
214 |
484 |
484 |
|
8 |
12 |
31 |
55 |
112 |
214 |
484 |
484 |
|
9 |
13 |
32 |
55 |
111 |
214 |
484 |
484 |
|
10 |
13 |
33 |
56 |
111 |
214 |
484 |
484 |
|
11 |
14 |
34 |
56 |
111 |
214 |
484 |
484 |
|
12 |
14 |
34 |
56 |
111 |
214 |
484 |
484 |
|
13 |
14 |
35 |
56 |
111 |
214 |
484 |
484 |
|
14 |
15 |
35 |
56 |
111 |
214 |
484 |
484 |
|
15 |
15 |
35 |
56 |
111 |
214 |
484 |
484 |
|
16 |
16 |
35 |
56 |
111 |
214 |
484 |
484 |
|
17 |
17 |
35 |
56 |
111 |
214 |
484 |
484 |
|
18 |
18 |
35 |
56 |
111 |
214 |
484 |
484 |
|
19 |
19 |
35 |
56 |
111 |
214 |
484 |
484 |
|
20 |
19 |
35 |
56 |
111 |
214 |
484 |
484 |
|
21 |
21 |
35 |
56 |
111 |
214 |
484 |
484 |
|
22 |
22 |
35 |
56 |
111 |
214 |
484 |
484 |
|
23 |
23 |
35 |
56 |
111 |
214 |
484 |
484 |
|
24 |
24 |
35 |
56 |
111 |
214 |
484 |
484 |
|
25 |
24 |
35 |
56 |
111 |
214 |
484 |
484 |
|
26 |
25 |
35 |
56 |
111 |
214 |
484 |
484 |
|
27 |
26 |
35 |
56 |
111 |
214 |
484 |
484 |
|
28 |
27 |
35 |
56 |
111 |
214 |
484 |
484 |
|
29 |
27 |
35 |
56 |
112 |
214 |
484 |
484 |
|
30 |
28 |
35 |
56 |
112 |
214 |
484 |
484 |
2.4.
Forint
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
78 |
91 |
113 |
177 |
291 |
560 |
1 264 |
|
2 |
75 |
88 |
110 |
174 |
288 |
557 |
1 030 |
|
3 |
79 |
93 |
114 |
172 |
287 |
556 |
848 |
|
4 |
78 |
93 |
115 |
173 |
284 |
554 |
707 |
|
5 |
78 |
94 |
118 |
174 |
282 |
552 |
596 |
|
6 |
78 |
95 |
120 |
177 |
280 |
550 |
550 |
|
7 |
77 |
95 |
120 |
178 |
279 |
549 |
549 |
|
8 |
76 |
95 |
119 |
176 |
278 |
548 |
548 |
|
9 |
76 |
95 |
118 |
174 |
277 |
547 |
547 |
|
10 |
73 |
93 |
116 |
171 |
274 |
544 |
544 |
|
11 |
72 |
92 |
114 |
169 |
272 |
542 |
542 |
|
12 |
71 |
91 |
113 |
168 |
271 |
541 |
541 |
|
13 |
71 |
91 |
112 |
168 |
270 |
540 |
540 |
|
14 |
70 |
91 |
112 |
167 |
270 |
540 |
540 |
|
15 |
70 |
91 |
112 |
167 |
270 |
539 |
539 |
|
16 |
70 |
91 |
111 |
167 |
269 |
539 |
539 |
|
17 |
70 |
90 |
111 |
167 |
269 |
539 |
539 |
|
18 |
69 |
90 |
111 |
166 |
268 |
538 |
538 |
|
19 |
68 |
89 |
110 |
165 |
268 |
538 |
538 |
|
20 |
68 |
89 |
109 |
165 |
267 |
537 |
537 |
|
21 |
67 |
88 |
109 |
164 |
267 |
537 |
537 |
|
22 |
67 |
87 |
108 |
164 |
266 |
536 |
536 |
|
23 |
66 |
86 |
107 |
163 |
265 |
535 |
535 |
|
24 |
65 |
85 |
106 |
162 |
264 |
534 |
534 |
|
25 |
64 |
84 |
105 |
161 |
263 |
533 |
533 |
|
26 |
63 |
83 |
104 |
160 |
262 |
532 |
532 |
|
27 |
62 |
82 |
103 |
159 |
261 |
531 |
531 |
|
28 |
61 |
81 |
102 |
158 |
260 |
530 |
530 |
|
29 |
60 |
80 |
101 |
156 |
259 |
529 |
529 |
|
30 |
59 |
79 |
100 |
155 |
258 |
528 |
528 |
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 |
23 |
44 |
108 |
222 |
492 |
1 189 |
|
2 |
11 |
24 |
46 |
110 |
224 |
493 |
967 |
|
3 |
14 |
28 |
49 |
106 |
221 |
491 |
795 |
|
4 |
15 |
30 |
52 |
110 |
221 |
491 |
662 |
|
5 |
17 |
33 |
57 |
113 |
221 |
491 |
558 |
|
6 |
18 |
35 |
60 |
117 |
221 |
491 |
491 |
|
7 |
19 |
37 |
62 |
120 |
221 |
490 |
490 |
|
8 |
19 |
37 |
62 |
118 |
220 |
490 |
490 |
|
9 |
19 |
38 |
61 |
117 |
220 |
490 |
490 |
|
10 |
19 |
38 |
61 |
117 |
220 |
489 |
489 |
|
11 |
19 |
39 |
62 |
117 |
219 |
489 |
489 |
|
12 |
20 |
40 |
62 |
117 |
220 |
489 |
489 |
|
13 |
20 |
41 |
62 |
117 |
220 |
489 |
489 |
|
14 |
20 |
41 |
62 |
117 |
220 |
490 |
490 |
|
15 |
21 |
41 |
62 |
118 |
220 |
490 |
490 |
|
16 |
21 |
41 |
62 |
118 |
220 |
490 |
490 |
|
17 |
21 |
42 |
62 |
118 |
220 |
490 |
490 |
|
18 |
21 |
42 |
63 |
118 |
221 |
490 |
490 |
|
19 |
21 |
42 |
63 |
118 |
221 |
491 |
491 |
|
20 |
22 |
43 |
63 |
119 |
221 |
491 |
491 |
|
21 |
22 |
43 |
64 |
119 |
222 |
492 |
492 |
|
22 |
23 |
43 |
64 |
120 |
222 |
492 |
492 |
|
23 |
23 |
44 |
64 |
120 |
222 |
492 |
492 |
|
24 |
24 |
44 |
64 |
120 |
222 |
492 |
492 |
|
25 |
24 |
44 |
64 |
120 |
222 |
492 |
492 |
|
26 |
25 |
44 |
64 |
120 |
222 |
492 |
492 |
|
27 |
26 |
44 |
64 |
120 |
222 |
492 |
492 |
|
28 |
27 |
43 |
64 |
120 |
222 |
492 |
492 |
|
29 |
28 |
43 |
64 |
120 |
222 |
492 |
492 |
|
30 |
28 |
43 |
64 |
119 |
222 |
492 |
492 |
2.6.
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 |
18 |
40 |
104 |
217 |
487 |
1 186 |
|
2 |
5 |
18 |
40 |
104 |
217 |
487 |
963 |
|
3 |
6 |
20 |
41 |
99 |
214 |
484 |
792 |
|
4 |
8 |
23 |
44 |
102 |
213 |
483 |
659 |
|
5 |
9 |
25 |
49 |
105 |
213 |
483 |
556 |
|
6 |
10 |
27 |
53 |
110 |
213 |
483 |
483 |
|
7 |
12 |
29 |
55 |
112 |
213 |
483 |
483 |
|
8 |
12 |
30 |
55 |
111 |
213 |
483 |
483 |
|
9 |
12 |
31 |
55 |
111 |
213 |
483 |
483 |
|
10 |
12 |
32 |
55 |
111 |
213 |
483 |
483 |
|
11 |
13 |
33 |
55 |
111 |
213 |
483 |
483 |
|
12 |
13 |
34 |
55 |
111 |
213 |
483 |
483 |
|
13 |
14 |
34 |
55 |
111 |
213 |
483 |
483 |
|
14 |
14 |
35 |
55 |
111 |
213 |
483 |
483 |
|
15 |
15 |
35 |
55 |
111 |
213 |
483 |
483 |
|
16 |
16 |
35 |
55 |
111 |
213 |
483 |
483 |
|
17 |
17 |
35 |
55 |
111 |
213 |
483 |
483 |
|
18 |
18 |
35 |
55 |
111 |
213 |
483 |
483 |
|
19 |
19 |
35 |
55 |
111 |
213 |
483 |
483 |
|
20 |
19 |
35 |
55 |
111 |
213 |
483 |
483 |
|
21 |
21 |
35 |
55 |
111 |
213 |
483 |
483 |
|
22 |
22 |
35 |
55 |
111 |
213 |
483 |
483 |
|
23 |
23 |
35 |
55 |
111 |
213 |
483 |
483 |
|
24 |
24 |
35 |
55 |
111 |
213 |
483 |
483 |
|
25 |
24 |
35 |
55 |
111 |
213 |
483 |
483 |
|
26 |
25 |
35 |
55 |
111 |
213 |
483 |
483 |
|
27 |
26 |
35 |
55 |
111 |
213 |
483 |
483 |
|
28 |
27 |
35 |
55 |
111 |
213 |
483 |
483 |
|
29 |
27 |
35 |
55 |
111 |
213 |
483 |
483 |
|
30 |
28 |
35 |
55 |
111 |
213 |
483 |
483 |
2.7.
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 |
24 |
50 |
134 |
237 |
507 |
1 224 |
|
2 |
7 |
24 |
50 |
134 |
237 |
507 |
993 |
|
3 |
8 |
26 |
51 |
123 |
234 |
503 |
815 |
|
4 |
10 |
29 |
53 |
116 |
232 |
502 |
678 |
|
5 |
12 |
31 |
55 |
108 |
231 |
501 |
571 |
|
6 |
14 |
34 |
59 |
103 |
230 |
500 |
500 |
|
7 |
16 |
36 |
60 |
97 |
229 |
498 |
498 |
|
8 |
18 |
38 |
59 |
92 |
228 |
497 |
497 |
|
9 |
20 |
44 |
62 |
87 |
227 |
497 |
497 |
|
10 |
20 |
44 |
60 |
85 |
226 |
496 |
496 |
|
11 |
19 |
43 |
59 |
86 |
225 |
495 |
495 |
|
12 |
19 |
43 |
60 |
87 |
224 |
494 |
494 |
|
13 |
19 |
43 |
60 |
88 |
224 |
494 |
494 |
|
14 |
19 |
43 |
60 |
88 |
223 |
493 |
493 |
|
15 |
19 |
43 |
60 |
88 |
222 |
492 |
492 |
|
16 |
19 |
44 |
60 |
88 |
221 |
491 |
491 |
|
17 |
19 |
44 |
60 |
88 |
221 |
490 |
490 |
|
18 |
19 |
44 |
60 |
88 |
220 |
490 |
490 |
|
19 |
20 |
44 |
60 |
88 |
220 |
490 |
490 |
|
20 |
21 |
44 |
60 |
88 |
220 |
490 |
490 |
|
21 |
22 |
44 |
60 |
88 |
220 |
490 |
490 |
|
22 |
22 |
44 |
60 |
88 |
220 |
490 |
490 |
|
23 |
23 |
44 |
60 |
88 |
220 |
489 |
489 |
|
24 |
24 |
44 |
60 |
88 |
219 |
489 |
489 |
|
25 |
25 |
44 |
60 |
88 |
218 |
488 |
488 |
|
26 |
26 |
44 |
60 |
88 |
218 |
488 |
488 |
|
27 |
26 |
44 |
60 |
88 |
217 |
487 |
487 |
|
28 |
27 |
44 |
60 |
88 |
217 |
487 |
487 |
|
29 |
28 |
44 |
60 |
88 |
216 |
486 |
486 |
|
30 |
29 |
44 |
60 |
88 |
216 |
485 |
485 |
2.8.
Romanian leu
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
81 |
94 |
116 |
180 |
294 |
563 |
1 267 |
|
2 |
81 |
94 |
115 |
180 |
293 |
563 |
1 033 |
|
3 |
82 |
96 |
117 |
175 |
289 |
559 |
851 |
|
4 |
82 |
97 |
118 |
176 |
287 |
557 |
709 |
|
5 |
81 |
97 |
121 |
177 |
285 |
555 |
598 |
|
6 |
81 |
98 |
123 |
180 |
284 |
554 |
554 |
|
7 |
81 |
98 |
123 |
181 |
282 |
552 |
552 |
|
8 |
79 |
97 |
122 |
179 |
280 |
550 |
550 |
|
9 |
77 |
96 |
120 |
176 |
279 |
548 |
548 |
|
10 |
77 |
96 |
119 |
175 |
277 |
547 |
547 |
|
11 |
76 |
96 |
118 |
174 |
276 |
546 |
546 |
|
12 |
75 |
95 |
117 |
172 |
275 |
545 |
545 |
|
13 |
74 |
94 |
115 |
171 |
273 |
543 |
543 |
|
14 |
73 |
93 |
114 |
170 |
272 |
542 |
542 |
|
15 |
71 |
92 |
113 |
168 |
271 |
541 |
541 |
|
16 |
70 |
91 |
112 |
167 |
270 |
540 |
540 |
|
17 |
69 |
90 |
111 |
166 |
269 |
539 |
539 |
|
18 |
69 |
89 |
110 |
165 |
268 |
538 |
538 |
|
19 |
68 |
88 |
109 |
165 |
267 |
537 |
537 |
|
20 |
67 |
88 |
108 |
164 |
266 |
536 |
536 |
|
21 |
66 |
87 |
107 |
163 |
265 |
535 |
535 |
|
22 |
65 |
86 |
106 |
162 |
264 |
534 |
534 |
|
23 |
64 |
85 |
105 |
161 |
263 |
533 |
533 |
|
24 |
63 |
83 |
104 |
160 |
262 |
532 |
532 |
|
25 |
61 |
82 |
103 |
158 |
261 |
531 |
531 |
|
26 |
60 |
81 |
102 |
157 |
260 |
530 |
530 |
|
27 |
59 |
80 |
101 |
156 |
259 |
528 |
528 |
|
28 |
58 |
79 |
99 |
155 |
257 |
527 |
527 |
|
29 |
57 |
78 |
98 |
154 |
256 |
526 |
526 |
|
30 |
56 |
77 |
97 |
153 |
255 |
525 |
525 |
2.9.
Zloty
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
55 |
68 |
89 |
154 |
267 |
537 |
1 235 |
|
2 |
55 |
68 |
89 |
154 |
267 |
537 |
1 006 |
|
3 |
56 |
70 |
91 |
149 |
264 |
533 |
827 |
|
4 |
57 |
72 |
94 |
151 |
262 |
532 |
689 |
|
5 |
57 |
73 |
97 |
153 |
261 |
531 |
581 |
|
6 |
57 |
74 |
99 |
156 |
260 |
530 |
530 |
|
7 |
57 |
75 |
100 |
158 |
259 |
529 |
529 |
|
8 |
56 |
75 |
99 |
156 |
258 |
527 |
527 |
|
9 |
55 |
74 |
98 |
154 |
256 |
526 |
526 |
|
10 |
55 |
74 |
97 |
153 |
255 |
525 |
525 |
|
11 |
54 |
75 |
97 |
152 |
255 |
524 |
524 |
|
12 |
54 |
75 |
96 |
152 |
254 |
524 |
524 |
|
13 |
54 |
74 |
95 |
151 |
253 |
523 |
523 |
|
14 |
53 |
74 |
95 |
150 |
253 |
522 |
522 |
|
15 |
53 |
74 |
94 |
150 |
252 |
522 |
522 |
|
16 |
52 |
73 |
93 |
149 |
251 |
521 |
521 |
|
17 |
51 |
72 |
93 |
148 |
251 |
521 |
521 |
|
18 |
51 |
72 |
92 |
148 |
250 |
520 |
520 |
|
19 |
51 |
71 |
92 |
148 |
250 |
520 |
520 |
|
20 |
50 |
71 |
92 |
147 |
250 |
520 |
520 |
|
21 |
50 |
71 |
91 |
147 |
249 |
519 |
519 |
|
22 |
50 |
70 |
91 |
147 |
249 |
519 |
519 |
|
23 |
49 |
70 |
90 |
146 |
248 |
518 |
518 |
|
24 |
48 |
69 |
90 |
145 |
248 |
518 |
518 |
|
25 |
48 |
68 |
89 |
145 |
247 |
517 |
517 |
|
26 |
47 |
68 |
88 |
144 |
246 |
516 |
516 |
|
27 |
46 |
67 |
88 |
143 |
245 |
515 |
515 |
|
28 |
45 |
66 |
87 |
142 |
245 |
515 |
515 |
|
29 |
45 |
65 |
86 |
142 |
244 |
514 |
514 |
|
30 |
44 |
65 |
85 |
141 |
243 |
513 |
513 |
2.10.
Króna
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
91 |
104 |
126 |
190 |
303 |
573 |
1 294 |
|
2 |
90 |
103 |
125 |
189 |
303 |
573 |
1 047 |
|
3 |
90 |
104 |
125 |
183 |
298 |
568 |
857 |
|
4 |
90 |
105 |
127 |
184 |
295 |
565 |
711 |
|
5 |
90 |
106 |
130 |
186 |
294 |
564 |
598 |
|
6 |
91 |
108 |
133 |
190 |
293 |
563 |
563 |
|
7 |
91 |
109 |
134 |
192 |
293 |
563 |
563 |
|
8 |
91 |
110 |
134 |
191 |
293 |
562 |
562 |
|
9 |
91 |
110 |
134 |
190 |
292 |
562 |
562 |
|
10 |
92 |
111 |
134 |
190 |
292 |
562 |
562 |
|
11 |
92 |
112 |
134 |
189 |
292 |
562 |
562 |
|
12 |
91 |
112 |
133 |
189 |
291 |
561 |
561 |
|
13 |
90 |
111 |
132 |
187 |
290 |
560 |
560 |
|
14 |
89 |
110 |
131 |
186 |
289 |
559 |
559 |
|
15 |
88 |
109 |
130 |
185 |
288 |
557 |
557 |
|
16 |
87 |
108 |
129 |
184 |
287 |
556 |
556 |
|
17 |
86 |
107 |
128 |
183 |
286 |
555 |
555 |
|
18 |
85 |
106 |
127 |
182 |
285 |
554 |
554 |
|
19 |
84 |
105 |
126 |
181 |
283 |
553 |
553 |
|
20 |
83 |
104 |
124 |
180 |
282 |
552 |
552 |
|
21 |
82 |
103 |
123 |
179 |
281 |
551 |
551 |
|
22 |
81 |
101 |
122 |
178 |
280 |
550 |
550 |
|
23 |
79 |
100 |
121 |
176 |
278 |
548 |
548 |
|
24 |
78 |
98 |
119 |
175 |
277 |
547 |
547 |
|
25 |
76 |
97 |
118 |
173 |
276 |
545 |
545 |
|
26 |
75 |
95 |
116 |
172 |
274 |
544 |
544 |
|
27 |
73 |
94 |
115 |
170 |
273 |
542 |
542 |
|
28 |
72 |
93 |
113 |
169 |
271 |
541 |
541 |
|
29 |
70 |
91 |
112 |
167 |
270 |
539 |
539 |
|
30 |
69 |
90 |
110 |
166 |
268 |
538 |
538 |
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 |
30 |
43 |
65 |
129 |
243 |
512 |
1 227 |
|
2 |
31 |
44 |
66 |
130 |
244 |
513 |
997 |
|
3 |
32 |
46 |
67 |
125 |
240 |
509 |
818 |
|
4 |
32 |
47 |
69 |
127 |
238 |
508 |
680 |
|
5 |
33 |
49 |
73 |
129 |
237 |
507 |
572 |
|
6 |
34 |
50 |
76 |
133 |
236 |
506 |
506 |
|
7 |
34 |
52 |
77 |
134 |
235 |
505 |
505 |
|
8 |
33 |
52 |
76 |
133 |
235 |
505 |
505 |
|
9 |
33 |
52 |
75 |
132 |
234 |
504 |
504 |
|
10 |
33 |
52 |
75 |
131 |
233 |
503 |
503 |
|
11 |
32 |
53 |
75 |
130 |
233 |
503 |
503 |
|
12 |
32 |
53 |
74 |
130 |
232 |
502 |
502 |
|
13 |
32 |
53 |
74 |
129 |
231 |
501 |
501 |
|
14 |
32 |
52 |
73 |
129 |
231 |
501 |
501 |
|
15 |
31 |
52 |
73 |
128 |
230 |
500 |
500 |
|
16 |
31 |
51 |
72 |
127 |
230 |
500 |
500 |
|
17 |
30 |
51 |
72 |
127 |
230 |
500 |
500 |
|
18 |
30 |
51 |
72 |
127 |
229 |
499 |
499 |
|
19 |
30 |
51 |
71 |
127 |
229 |
499 |
499 |
|
20 |
30 |
51 |
72 |
127 |
230 |
499 |
499 |
|
21 |
30 |
51 |
72 |
127 |
230 |
499 |
499 |
|
22 |
30 |
51 |
72 |
127 |
229 |
499 |
499 |
|
23 |
30 |
51 |
71 |
127 |
229 |
499 |
499 |
|
24 |
30 |
51 |
71 |
127 |
229 |
499 |
499 |
|
25 |
30 |
50 |
71 |
126 |
229 |
499 |
499 |
|
26 |
29 |
50 |
71 |
126 |
229 |
498 |
498 |
|
27 |
29 |
50 |
70 |
126 |
228 |
498 |
498 |
|
28 |
29 |
49 |
70 |
126 |
228 |
498 |
498 |
|
29 |
28 |
49 |
70 |
125 |
228 |
497 |
497 |
|
30 |
29 |
49 |
69 |
125 |
227 |
497 |
497 |
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 |
4 |
21 |
85 |
199 |
468 |
1 150 |
|
2 |
1 |
5 |
22 |
86 |
200 |
469 |
935 |
|
3 |
2 |
5 |
24 |
82 |
197 |
467 |
768 |
|
4 |
4 |
6 |
27 |
85 |
196 |
466 |
639 |
|
5 |
4 |
8 |
32 |
88 |
196 |
466 |
539 |
|
6 |
6 |
10 |
36 |
93 |
196 |
466 |
466 |
|
7 |
7 |
13 |
38 |
95 |
196 |
466 |
466 |
|
8 |
8 |
13 |
38 |
95 |
196 |
466 |
466 |
|
9 |
8 |
14 |
38 |
94 |
196 |
466 |
466 |
|
10 |
10 |
15 |
38 |
94 |
196 |
466 |
466 |
|
11 |
11 |
17 |
39 |
95 |
197 |
467 |
467 |
|
12 |
12 |
17 |
38 |
94 |
196 |
466 |
466 |
|
13 |
13 |
18 |
39 |
94 |
197 |
467 |
467 |
|
14 |
14 |
18 |
39 |
94 |
197 |
466 |
466 |
|
15 |
15 |
17 |
38 |
93 |
196 |
465 |
465 |
|
16 |
16 |
16 |
37 |
93 |
195 |
465 |
465 |
|
17 |
16 |
16 |
37 |
93 |
195 |
465 |
465 |
|
18 |
17 |
17 |
37 |
93 |
195 |
465 |
465 |
|
19 |
18 |
17 |
38 |
93 |
196 |
465 |
465 |
|
20 |
19 |
18 |
38 |
94 |
196 |
466 |
466 |
|
21 |
20 |
18 |
38 |
94 |
196 |
466 |
466 |
|
22 |
21 |
19 |
38 |
94 |
196 |
466 |
466 |
|
23 |
22 |
19 |
38 |
94 |
196 |
466 |
466 |
|
24 |
23 |
20 |
38 |
94 |
196 |
466 |
466 |
|
25 |
24 |
21 |
38 |
94 |
196 |
466 |
466 |
|
26 |
25 |
22 |
38 |
94 |
196 |
466 |
466 |
|
27 |
25 |
23 |
38 |
93 |
196 |
466 |
466 |
|
28 |
26 |
23 |
38 |
93 |
196 |
466 |
466 |
|
29 |
27 |
24 |
38 |
93 |
196 |
466 |
466 |
|
30 |
28 |
24 |
38 |
93 |
196 |
465 |
465 |
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 |
42 |
55 |
77 |
141 |
255 |
524 |
1 218 |
|
2 |
43 |
56 |
77 |
141 |
255 |
525 |
989 |
|
3 |
44 |
58 |
79 |
137 |
252 |
521 |
812 |
|
4 |
45 |
60 |
81 |
139 |
250 |
520 |
676 |
|
5 |
46 |
62 |
85 |
142 |
249 |
519 |
570 |
|
6 |
46 |
63 |
88 |
145 |
249 |
519 |
519 |
|
7 |
47 |
64 |
90 |
147 |
248 |
518 |
518 |
|
8 |
46 |
64 |
89 |
146 |
247 |
517 |
517 |
|
9 |
45 |
64 |
88 |
144 |
247 |
517 |
517 |
|
10 |
45 |
65 |
88 |
144 |
246 |
516 |
516 |
|
11 |
45 |
65 |
88 |
143 |
245 |
515 |
515 |
|
12 |
45 |
65 |
87 |
142 |
245 |
515 |
515 |
|
13 |
45 |
65 |
86 |
142 |
244 |
514 |
514 |
|
14 |
44 |
65 |
86 |
141 |
244 |
514 |
514 |
|
15 |
44 |
65 |
85 |
141 |
243 |
513 |
513 |
|
16 |
43 |
64 |
85 |
140 |
243 |
513 |
513 |
|
17 |
43 |
64 |
84 |
140 |
242 |
512 |
512 |
|
18 |
43 |
63 |
84 |
140 |
242 |
512 |
512 |
|
19 |
42 |
63 |
84 |
139 |
242 |
511 |
511 |
|
20 |
42 |
63 |
83 |
139 |
241 |
511 |
511 |
|
21 |
42 |
62 |
83 |
139 |
241 |
511 |
511 |
|
22 |
41 |
62 |
83 |
138 |
241 |
510 |
510 |
|
23 |
41 |
61 |
82 |
138 |
240 |
510 |
510 |
|
24 |
40 |
61 |
81 |
137 |
239 |
509 |
509 |
|
25 |
39 |
60 |
81 |
136 |
239 |
508 |
508 |
|
26 |
39 |
59 |
80 |
135 |
238 |
508 |
508 |
|
27 |
38 |
59 |
79 |
135 |
237 |
507 |
507 |
|
28 |
37 |
58 |
78 |
134 |
236 |
506 |
506 |
|
29 |
36 |
57 |
78 |
133 |
236 |
505 |
505 |
|
30 |
36 |
56 |
77 |
132 |
235 |
505 |
505 |
2.14.
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 |
19 |
31 |
53 |
117 |
231 |
501 |
1 192 |
|
2 |
19 |
32 |
54 |
118 |
232 |
501 |
968 |
|
3 |
21 |
35 |
56 |
114 |
229 |
499 |
795 |
|
4 |
23 |
38 |
59 |
117 |
228 |
498 |
661 |
|
5 |
24 |
40 |
64 |
120 |
228 |
498 |
557 |
|
6 |
25 |
42 |
67 |
125 |
228 |
498 |
498 |
|
7 |
26 |
44 |
69 |
127 |
228 |
498 |
498 |
|
8 |
26 |
45 |
69 |
126 |
228 |
498 |
498 |
|
9 |
27 |
46 |
69 |
126 |
228 |
498 |
498 |
|
10 |
27 |
47 |
70 |
126 |
228 |
498 |
498 |
|
11 |
28 |
48 |
70 |
126 |
228 |
498 |
498 |
|
12 |
28 |
49 |
70 |
126 |
228 |
498 |
498 |
|
13 |
29 |
49 |
70 |
126 |
228 |
498 |
498 |
|
14 |
29 |
50 |
70 |
126 |
228 |
498 |
498 |
|
15 |
29 |
50 |
70 |
126 |
228 |
498 |
498 |
|
16 |
29 |
49 |
70 |
126 |
228 |
498 |
498 |
|
17 |
29 |
49 |
70 |
126 |
228 |
498 |
498 |
|
18 |
29 |
49 |
70 |
126 |
228 |
498 |
498 |
|
19 |
29 |
49 |
70 |
126 |
228 |
498 |
498 |
|
20 |
29 |
49 |
70 |
126 |
228 |
498 |
498 |
|
21 |
29 |
49 |
70 |
126 |
228 |
498 |
498 |
|
22 |
28 |
49 |
70 |
125 |
228 |
498 |
498 |
|
23 |
28 |
49 |
69 |
125 |
227 |
497 |
497 |
|
24 |
27 |
48 |
69 |
124 |
227 |
497 |
497 |
|
25 |
27 |
48 |
68 |
124 |
226 |
496 |
496 |
|
26 |
27 |
47 |
68 |
123 |
226 |
496 |
496 |
|
27 |
26 |
47 |
67 |
123 |
225 |
495 |
495 |
|
28 |
27 |
46 |
67 |
123 |
225 |
495 |
495 |
|
29 |
27 |
46 |
67 |
122 |
225 |
494 |
494 |
|
30 |
28 |
46 |
66 |
122 |
224 |
494 |
494 |
2.15.
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 |
84 |
97 |
119 |
183 |
297 |
566 |
1 315 |
|
2 |
90 |
103 |
125 |
189 |
302 |
572 |
1 074 |
|
3 |
94 |
108 |
129 |
187 |
301 |
571 |
887 |
|
4 |
96 |
111 |
132 |
190 |
301 |
571 |
742 |
|
5 |
99 |
115 |
139 |
195 |
303 |
573 |
628 |
|
6 |
102 |
119 |
144 |
201 |
305 |
574 |
574 |
|
7 |
104 |
122 |
147 |
205 |
305 |
575 |
575 |
|
8 |
105 |
124 |
148 |
205 |
307 |
577 |
577 |
|
9 |
106 |
126 |
149 |
205 |
308 |
578 |
578 |
|
10 |
107 |
127 |
150 |
206 |
308 |
578 |
578 |
|
11 |
108 |
128 |
150 |
206 |
308 |
578 |
578 |
|
12 |
107 |
128 |
149 |
205 |
307 |
577 |
577 |
|
13 |
107 |
127 |
148 |
204 |
306 |
576 |
576 |
|
14 |
105 |
126 |
147 |
202 |
305 |
575 |
575 |
|
15 |
104 |
125 |
145 |
201 |
303 |
573 |
573 |
|
16 |
103 |
123 |
144 |
200 |
302 |
572 |
572 |
|
17 |
101 |
122 |
143 |
198 |
301 |
570 |
570 |
|
18 |
100 |
121 |
141 |
197 |
299 |
569 |
569 |
|
19 |
98 |
119 |
140 |
195 |
298 |
568 |
568 |
|
20 |
97 |
118 |
138 |
194 |
296 |
566 |
566 |
|
21 |
95 |
116 |
137 |
192 |
295 |
565 |
565 |
|
22 |
94 |
115 |
135 |
191 |
293 |
563 |
563 |
|
23 |
92 |
113 |
133 |
189 |
291 |
561 |
561 |
|
24 |
90 |
111 |
132 |
187 |
290 |
559 |
559 |
|
25 |
88 |
109 |
130 |
185 |
288 |
558 |
558 |
|
26 |
87 |
107 |
128 |
184 |
286 |
556 |
556 |
|
27 |
85 |
106 |
126 |
182 |
284 |
554 |
554 |
|
28 |
83 |
104 |
125 |
180 |
283 |
552 |
552 |
|
29 |
82 |
102 |
123 |
179 |
281 |
551 |
551 |
|
30 |
80 |
101 |
121 |
177 |
279 |
549 |
549 |
2.16.
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 |
13 |
26 |
47 |
112 |
225 |
495 |
1 208 |
|
2 |
15 |
28 |
50 |
114 |
228 |
497 |
979 |
|
3 |
19 |
33 |
54 |
112 |
226 |
496 |
803 |
|
4 |
21 |
36 |
58 |
115 |
227 |
497 |
668 |
|
5 |
24 |
40 |
63 |
120 |
227 |
497 |
563 |
|
6 |
25 |
42 |
67 |
124 |
228 |
498 |
498 |
|
7 |
26 |
44 |
69 |
127 |
228 |
498 |
498 |
|
8 |
27 |
45 |
70 |
126 |
228 |
498 |
498 |
|
9 |
27 |
46 |
69 |
126 |
228 |
498 |
498 |
|
10 |
27 |
47 |
70 |
125 |
228 |
498 |
498 |
|
11 |
28 |
48 |
70 |
125 |
228 |
498 |
498 |
|
12 |
28 |
48 |
70 |
125 |
227 |
497 |
497 |
|
13 |
27 |
48 |
69 |
125 |
227 |
497 |
497 |
|
14 |
27 |
48 |
68 |
124 |
226 |
496 |
496 |
|
15 |
27 |
47 |
68 |
124 |
226 |
496 |
496 |
|
16 |
26 |
47 |
67 |
123 |
225 |
495 |
495 |
|
17 |
26 |
47 |
67 |
123 |
225 |
495 |
495 |
|
18 |
26 |
46 |
67 |
123 |
225 |
495 |
495 |
|
19 |
26 |
46 |
67 |
123 |
225 |
495 |
495 |
|
20 |
26 |
47 |
67 |
123 |
225 |
495 |
495 |
|
21 |
26 |
47 |
67 |
123 |
225 |
495 |
495 |
|
22 |
26 |
47 |
67 |
123 |
225 |
495 |
495 |
|
23 |
26 |
47 |
67 |
123 |
225 |
495 |
495 |
|
24 |
26 |
46 |
67 |
123 |
225 |
495 |
495 |
|
25 |
26 |
46 |
67 |
122 |
225 |
495 |
495 |
|
26 |
25 |
46 |
67 |
122 |
225 |
494 |
494 |
|
27 |
26 |
46 |
66 |
122 |
224 |
494 |
494 |
|
28 |
27 |
46 |
66 |
122 |
224 |
494 |
494 |
|
29 |
28 |
45 |
66 |
122 |
224 |
494 |
494 |
|
30 |
28 |
45 |
66 |
121 |
224 |
494 |
494 |
2.17.
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 |
31 |
95 |
209 |
479 |
1 166 |
|
2 |
1 |
10 |
31 |
96 |
209 |
479 |
948 |
|
3 |
2 |
12 |
33 |
91 |
206 |
476 |
779 |
|
4 |
4 |
14 |
36 |
93 |
205 |
474 |
648 |
|
5 |
4 |
16 |
40 |
96 |
204 |
474 |
546 |
|
6 |
6 |
17 |
43 |
100 |
203 |
473 |
473 |
|
7 |
7 |
19 |
44 |
102 |
203 |
472 |
472 |
|
8 |
8 |
19 |
43 |
100 |
202 |
472 |
472 |
|
9 |
10 |
19 |
42 |
99 |
201 |
471 |
471 |
|
10 |
10 |
19 |
42 |
98 |
201 |
470 |
470 |
|
11 |
11 |
20 |
42 |
98 |
200 |
470 |
470 |
|
12 |
12 |
21 |
43 |
98 |
200 |
470 |
470 |
|
13 |
13 |
22 |
43 |
98 |
201 |
471 |
471 |
|
14 |
14 |
22 |
43 |
99 |
201 |
471 |
471 |
|
15 |
15 |
23 |
43 |
99 |
201 |
471 |
471 |
|
16 |
16 |
23 |
44 |
99 |
202 |
471 |
471 |
|
17 |
17 |
24 |
44 |
100 |
202 |
472 |
472 |
|
18 |
17 |
24 |
45 |
101 |
203 |
473 |
473 |
|
19 |
18 |
25 |
46 |
101 |
204 |
474 |
474 |
|
20 |
19 |
26 |
47 |
102 |
205 |
474 |
474 |
|
21 |
20 |
27 |
47 |
103 |
205 |
475 |
475 |
|
22 |
22 |
28 |
48 |
104 |
206 |
476 |
476 |
|
23 |
23 |
28 |
49 |
104 |
207 |
476 |
476 |
|
24 |
23 |
29 |
49 |
105 |
207 |
477 |
477 |
|
25 |
24 |
29 |
50 |
105 |
207 |
477 |
477 |
|
26 |
25 |
29 |
50 |
105 |
208 |
478 |
478 |
|
27 |
26 |
30 |
50 |
106 |
208 |
478 |
478 |
|
28 |
26 |
30 |
50 |
106 |
208 |
478 |
478 |
|
29 |
27 |
30 |
51 |
106 |
209 |
478 |
478 |
|
30 |
28 |
30 |
51 |
106 |
209 |
479 |
479 |
2.18.
Renminbi-yuan
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
28 |
41 |
63 |
127 |
240 |
510 |
1 172 |
|
2 |
29 |
42 |
64 |
128 |
242 |
511 |
952 |
|
3 |
31 |
45 |
66 |
124 |
239 |
508 |
782 |
|
4 |
33 |
48 |
69 |
127 |
238 |
508 |
650 |
|
5 |
34 |
50 |
74 |
130 |
238 |
508 |
548 |
|
6 |
35 |
51 |
77 |
134 |
237 |
507 |
507 |
|
7 |
35 |
53 |
78 |
136 |
237 |
507 |
507 |
|
8 |
34 |
53 |
77 |
134 |
236 |
506 |
506 |
|
9 |
34 |
53 |
77 |
133 |
235 |
505 |
505 |
|
10 |
34 |
53 |
76 |
132 |
235 |
504 |
504 |
|
11 |
34 |
54 |
76 |
132 |
234 |
504 |
504 |
|
12 |
34 |
54 |
76 |
131 |
234 |
503 |
503 |
|
13 |
34 |
54 |
75 |
131 |
233 |
503 |
503 |
|
14 |
34 |
54 |
75 |
131 |
233 |
503 |
503 |
|
15 |
34 |
54 |
75 |
130 |
233 |
503 |
503 |
|
16 |
34 |
54 |
75 |
131 |
233 |
503 |
503 |
|
17 |
34 |
54 |
75 |
131 |
233 |
503 |
503 |
|
18 |
34 |
55 |
75 |
131 |
233 |
503 |
503 |
|
19 |
34 |
55 |
75 |
131 |
233 |
503 |
503 |
|
20 |
34 |
55 |
76 |
131 |
234 |
504 |
504 |
|
21 |
34 |
55 |
76 |
131 |
234 |
504 |
504 |
|
22 |
34 |
55 |
76 |
131 |
234 |
504 |
504 |
|
23 |
34 |
55 |
76 |
131 |
234 |
503 |
503 |
|
24 |
34 |
55 |
75 |
131 |
233 |
503 |
503 |
|
25 |
34 |
55 |
75 |
131 |
233 |
503 |
503 |
|
26 |
34 |
54 |
75 |
131 |
233 |
503 |
503 |
|
27 |
33 |
54 |
75 |
130 |
233 |
502 |
502 |
|
28 |
33 |
54 |
74 |
130 |
232 |
502 |
502 |
|
29 |
33 |
53 |
74 |
130 |
232 |
502 |
502 |
|
30 |
32 |
53 |
74 |
129 |
232 |
502 |
502 |
2.19.
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 |
7 |
24 |
46 |
96 |
230 |
500 |
1 220 |
|
2 |
7 |
24 |
46 |
96 |
230 |
500 |
989 |
|
3 |
9 |
28 |
49 |
93 |
228 |
498 |
811 |
|
4 |
12 |
33 |
53 |
92 |
228 |
498 |
675 |
|
5 |
16 |
38 |
58 |
95 |
229 |
499 |
568 |
|
6 |
18 |
41 |
62 |
93 |
229 |
499 |
499 |
|
7 |
19 |
44 |
62 |
89 |
229 |
499 |
499 |
|
8 |
18 |
43 |
62 |
88 |
230 |
499 |
499 |
|
9 |
19 |
44 |
64 |
91 |
229 |
499 |
499 |
|
10 |
21 |
47 |
66 |
95 |
229 |
499 |
499 |
|
11 |
23 |
50 |
68 |
97 |
229 |
499 |
499 |
|
12 |
24 |
52 |
69 |
98 |
229 |
499 |
499 |
|
13 |
26 |
54 |
70 |
98 |
229 |
499 |
499 |
|
14 |
26 |
54 |
70 |
98 |
229 |
499 |
499 |
|
15 |
26 |
55 |
70 |
98 |
229 |
499 |
499 |
|
16 |
26 |
55 |
70 |
98 |
229 |
499 |
499 |
|
17 |
26 |
55 |
70 |
98 |
229 |
499 |
499 |
|
18 |
26 |
55 |
70 |
98 |
229 |
499 |
499 |
|
19 |
26 |
55 |
70 |
98 |
229 |
499 |
499 |
|
20 |
26 |
55 |
70 |
98 |
229 |
499 |
499 |
|
21 |
26 |
55 |
70 |
98 |
230 |
499 |
499 |
|
22 |
26 |
55 |
70 |
98 |
230 |
499 |
499 |
|
23 |
26 |
55 |
70 |
98 |
229 |
499 |
499 |
|
24 |
26 |
55 |
70 |
98 |
229 |
499 |
499 |
|
25 |
26 |
55 |
70 |
98 |
229 |
499 |
499 |
|
26 |
26 |
55 |
70 |
98 |
229 |
498 |
498 |
|
27 |
26 |
55 |
70 |
98 |
228 |
498 |
498 |
|
28 |
27 |
55 |
70 |
98 |
228 |
498 |
498 |
|
29 |
28 |
55 |
70 |
98 |
228 |
497 |
497 |
|
30 |
29 |
55 |
70 |
98 |
227 |
497 |
497 |
2.20.
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 |
4 |
12 |
76 |
190 |
459 |
1 160 |
|
2 |
1 |
5 |
11 |
75 |
189 |
458 |
945 |
|
3 |
2 |
5 |
12 |
70 |
185 |
454 |
777 |
|
4 |
4 |
6 |
14 |
72 |
183 |
453 |
646 |
|
5 |
4 |
7 |
18 |
74 |
182 |
452 |
545 |
|
6 |
6 |
7 |
21 |
78 |
182 |
452 |
465 |
|
7 |
7 |
8 |
23 |
81 |
182 |
452 |
452 |
|
8 |
8 |
8 |
23 |
80 |
182 |
451 |
451 |
|
9 |
9 |
9 |
23 |
79 |
182 |
451 |
451 |
|
10 |
10 |
11 |
24 |
79 |
182 |
452 |
452 |
|
11 |
11 |
11 |
24 |
80 |
182 |
452 |
452 |
|
12 |
12 |
12 |
24 |
80 |
182 |
452 |
452 |
|
13 |
13 |
13 |
24 |
80 |
182 |
452 |
452 |
|
14 |
14 |
13 |
25 |
80 |
183 |
452 |
452 |
|
15 |
15 |
14 |
25 |
81 |
183 |
453 |
453 |
|
16 |
16 |
14 |
25 |
81 |
183 |
453 |
453 |
|
17 |
17 |
16 |
26 |
81 |
184 |
454 |
454 |
|
18 |
17 |
16 |
26 |
82 |
184 |
454 |
454 |
|
19 |
18 |
17 |
27 |
82 |
185 |
455 |
455 |
|
20 |
19 |
18 |
29 |
83 |
185 |
455 |
455 |
|
21 |
20 |
18 |
29 |
83 |
186 |
456 |
456 |
|
22 |
22 |
19 |
30 |
84 |
186 |
456 |
456 |
|
23 |
23 |
19 |
31 |
84 |
186 |
456 |
456 |
|
24 |
23 |
21 |
32 |
84 |
186 |
456 |
456 |
|
25 |
24 |
22 |
33 |
84 |
186 |
456 |
456 |
|
26 |
25 |
22 |
34 |
84 |
186 |
456 |
456 |
|
27 |
26 |
23 |
35 |
84 |
186 |
456 |
456 |
|
28 |
26 |
23 |
37 |
84 |
186 |
456 |
456 |
|
29 |
27 |
24 |
38 |
84 |
186 |
456 |
456 |
|
30 |
28 |
25 |
39 |
84 |
186 |
456 |
456 |
3.
Other exposures
3.1.
Euro
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
13 |
20 |
40 |
152 |
294 |
3 121 |
|
2 |
1 |
13 |
20 |
40 |
152 |
336 |
2 342 |
|
3 |
1 |
14 |
22 |
45 |
148 |
352 |
1 778 |
|
4 |
1 |
15 |
25 |
49 |
146 |
353 |
1 379 |
|
5 |
2 |
17 |
28 |
51 |
146 |
345 |
1 094 |
|
6 |
4 |
20 |
30 |
54 |
146 |
333 |
888 |
|
7 |
6 |
22 |
32 |
56 |
146 |
317 |
734 |
|
8 |
6 |
23 |
34 |
58 |
146 |
301 |
617 |
|
9 |
6 |
24 |
35 |
61 |
146 |
284 |
525 |
|
10 |
7 |
25 |
37 |
63 |
146 |
267 |
451 |
|
11 |
7 |
25 |
37 |
64 |
146 |
251 |
392 |
|
12 |
7 |
26 |
38 |
64 |
146 |
237 |
343 |
|
13 |
7 |
26 |
38 |
64 |
146 |
237 |
301 |
|
14 |
7 |
26 |
38 |
64 |
146 |
237 |
267 |
|
15 |
7 |
26 |
39 |
64 |
146 |
237 |
237 |
|
16 |
7 |
26 |
41 |
64 |
146 |
237 |
237 |
|
17 |
7 |
26 |
44 |
64 |
146 |
237 |
237 |
|
18 |
7 |
26 |
46 |
64 |
146 |
237 |
237 |
|
19 |
7 |
26 |
49 |
64 |
146 |
237 |
237 |
|
20 |
8 |
26 |
50 |
64 |
146 |
237 |
237 |
|
21 |
8 |
26 |
53 |
64 |
146 |
237 |
237 |
|
22 |
9 |
26 |
56 |
64 |
146 |
237 |
237 |
|
23 |
9 |
26 |
58 |
64 |
146 |
237 |
237 |
|
24 |
9 |
26 |
61 |
64 |
146 |
237 |
237 |
|
25 |
10 |
26 |
62 |
64 |
146 |
237 |
237 |
|
26 |
10 |
26 |
65 |
64 |
146 |
237 |
237 |
|
27 |
10 |
26 |
67 |
66 |
146 |
237 |
237 |
|
28 |
11 |
26 |
69 |
68 |
146 |
237 |
237 |
|
29 |
11 |
26 |
72 |
70 |
146 |
237 |
237 |
|
30 |
12 |
27 |
74 |
72 |
146 |
237 |
237 |
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 |
15 |
27 |
33 |
53 |
166 |
300 |
3 187 |
|
2 |
15 |
28 |
34 |
54 |
167 |
342 |
2 391 |
|
3 |
15 |
28 |
36 |
59 |
162 |
358 |
1 815 |
|
4 |
15 |
29 |
39 |
62 |
159 |
359 |
1 407 |
|
5 |
15 |
30 |
41 |
64 |
159 |
351 |
1 116 |
|
6 |
16 |
32 |
42 |
66 |
158 |
339 |
905 |
|
7 |
17 |
33 |
44 |
67 |
157 |
323 |
748 |
|
8 |
16 |
34 |
44 |
69 |
156 |
306 |
628 |
|
9 |
16 |
34 |
45 |
71 |
156 |
289 |
535 |
|
10 |
16 |
34 |
46 |
72 |
155 |
272 |
460 |
|
11 |
16 |
34 |
46 |
72 |
155 |
256 |
399 |
|
12 |
16 |
34 |
46 |
72 |
154 |
245 |
349 |
|
13 |
15 |
33 |
45 |
71 |
154 |
245 |
307 |
|
14 |
15 |
33 |
45 |
71 |
153 |
244 |
272 |
|
15 |
14 |
33 |
45 |
71 |
153 |
244 |
244 |
|
16 |
14 |
32 |
44 |
70 |
152 |
243 |
243 |
|
17 |
14 |
32 |
45 |
70 |
152 |
243 |
243 |
|
18 |
14 |
32 |
46 |
70 |
152 |
243 |
243 |
|
19 |
14 |
32 |
49 |
70 |
153 |
244 |
244 |
|
20 |
14 |
33 |
52 |
71 |
153 |
244 |
244 |
|
21 |
15 |
33 |
54 |
71 |
153 |
244 |
244 |
|
22 |
15 |
33 |
57 |
71 |
153 |
244 |
244 |
|
23 |
15 |
33 |
58 |
71 |
153 |
244 |
244 |
|
24 |
15 |
33 |
61 |
71 |
153 |
244 |
244 |
|
25 |
15 |
33 |
63 |
71 |
153 |
244 |
244 |
|
26 |
15 |
33 |
66 |
71 |
153 |
244 |
244 |
|
27 |
14 |
33 |
68 |
71 |
153 |
244 |
244 |
|
28 |
14 |
33 |
71 |
71 |
153 |
244 |
244 |
|
29 |
14 |
33 |
73 |
71 |
153 |
244 |
244 |
|
30 |
14 |
32 |
76 |
73 |
153 |
244 |
244 |
3.3.
Danish krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
1 |
13 |
20 |
40 |
152 |
294 |
3 120 |
|
2 |
1 |
13 |
20 |
40 |
152 |
336 |
2 341 |
|
3 |
1 |
14 |
22 |
45 |
148 |
352 |
1 778 |
|
4 |
1 |
15 |
25 |
49 |
146 |
353 |
1 378 |
|
5 |
2 |
17 |
28 |
51 |
146 |
345 |
1 094 |
|
6 |
4 |
19 |
30 |
54 |
146 |
333 |
888 |
|
7 |
5 |
22 |
32 |
56 |
146 |
317 |
734 |
|
8 |
6 |
23 |
33 |
58 |
146 |
301 |
617 |
|
9 |
6 |
24 |
35 |
61 |
146 |
284 |
525 |
|
10 |
7 |
25 |
37 |
63 |
146 |
267 |
451 |
|
11 |
7 |
25 |
37 |
63 |
146 |
251 |
392 |
|
12 |
7 |
25 |
37 |
64 |
146 |
237 |
342 |
|
13 |
7 |
25 |
37 |
64 |
146 |
237 |
301 |
|
14 |
7 |
25 |
37 |
64 |
146 |
237 |
267 |
|
15 |
7 |
25 |
39 |
64 |
146 |
237 |
237 |
|
16 |
7 |
25 |
41 |
64 |
146 |
237 |
237 |
|
17 |
7 |
25 |
44 |
64 |
146 |
237 |
237 |
|
18 |
7 |
25 |
46 |
64 |
146 |
237 |
237 |
|
19 |
7 |
25 |
49 |
64 |
146 |
237 |
237 |
|
20 |
8 |
25 |
50 |
64 |
146 |
237 |
237 |
|
21 |
8 |
25 |
53 |
64 |
146 |
237 |
237 |
|
22 |
9 |
25 |
56 |
64 |
146 |
237 |
237 |
|
23 |
9 |
25 |
58 |
64 |
146 |
237 |
237 |
|
24 |
9 |
25 |
61 |
64 |
146 |
237 |
237 |
|
25 |
10 |
25 |
62 |
64 |
146 |
237 |
237 |
|
26 |
10 |
25 |
65 |
64 |
146 |
237 |
237 |
|
27 |
10 |
25 |
67 |
66 |
146 |
237 |
237 |
|
28 |
11 |
25 |
69 |
68 |
146 |
237 |
237 |
|
29 |
11 |
26 |
72 |
70 |
146 |
237 |
237 |
|
30 |
12 |
27 |
74 |
72 |
146 |
237 |
237 |
3.4.
Forint
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
73 |
86 |
92 |
112 |
225 |
317 |
3 337 |
|
2 |
71 |
83 |
89 |
109 |
222 |
358 |
2 515 |
|
3 |
73 |
86 |
94 |
116 |
220 |
376 |
1 913 |
|
4 |
71 |
85 |
95 |
118 |
216 |
378 |
1 484 |
|
5 |
70 |
85 |
96 |
119 |
214 |
370 |
1 178 |
|
6 |
70 |
86 |
97 |
120 |
212 |
357 |
956 |
|
7 |
70 |
87 |
97 |
121 |
211 |
340 |
790 |
|
8 |
70 |
87 |
97 |
122 |
210 |
323 |
663 |
|
9 |
69 |
87 |
98 |
124 |
209 |
305 |
564 |
|
10 |
67 |
85 |
97 |
123 |
206 |
297 |
485 |
|
11 |
65 |
83 |
95 |
121 |
204 |
295 |
420 |
|
12 |
64 |
82 |
94 |
120 |
203 |
294 |
367 |
|
13 |
63 |
82 |
94 |
120 |
202 |
293 |
323 |
|
14 |
63 |
81 |
93 |
119 |
202 |
293 |
293 |
|
15 |
63 |
81 |
93 |
119 |
201 |
293 |
293 |
|
16 |
62 |
81 |
93 |
119 |
201 |
292 |
292 |
|
17 |
62 |
81 |
93 |
119 |
201 |
292 |
292 |
|
18 |
62 |
80 |
92 |
118 |
200 |
291 |
291 |
|
19 |
61 |
79 |
91 |
118 |
200 |
291 |
291 |
|
20 |
61 |
79 |
91 |
117 |
199 |
290 |
290 |
|
21 |
60 |
78 |
90 |
116 |
199 |
290 |
290 |
|
22 |
59 |
78 |
90 |
116 |
198 |
289 |
289 |
|
23 |
58 |
77 |
89 |
115 |
197 |
288 |
288 |
|
24 |
57 |
76 |
88 |
114 |
196 |
287 |
287 |
|
25 |
56 |
75 |
87 |
113 |
195 |
286 |
286 |
|
26 |
55 |
74 |
86 |
112 |
194 |
285 |
285 |
|
27 |
54 |
73 |
85 |
111 |
193 |
284 |
284 |
|
28 |
53 |
71 |
84 |
110 |
192 |
283 |
283 |
|
29 |
52 |
70 |
82 |
109 |
191 |
282 |
282 |
|
30 |
51 |
69 |
81 |
108 |
190 |
281 |
281 |
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 |
17 |
24 |
44 |
156 |
295 |
3 129 |
|
2 |
6 |
19 |
25 |
45 |
158 |
337 |
2 351 |
|
3 |
7 |
20 |
28 |
51 |
154 |
353 |
1 785 |
|
4 |
8 |
22 |
32 |
55 |
153 |
354 |
1 384 |
|
5 |
9 |
24 |
35 |
58 |
153 |
346 |
1 098 |
|
6 |
11 |
26 |
37 |
61 |
153 |
334 |
891 |
|
7 |
12 |
29 |
39 |
63 |
152 |
318 |
737 |
|
8 |
12 |
29 |
40 |
64 |
152 |
302 |
619 |
|
9 |
12 |
30 |
41 |
67 |
152 |
285 |
527 |
|
10 |
12 |
30 |
42 |
68 |
151 |
268 |
453 |
|
11 |
13 |
31 |
43 |
69 |
151 |
252 |
393 |
|
12 |
13 |
31 |
43 |
69 |
151 |
242 |
344 |
|
13 |
13 |
31 |
43 |
69 |
152 |
243 |
303 |
|
14 |
13 |
31 |
43 |
69 |
152 |
243 |
268 |
|
15 |
13 |
32 |
44 |
70 |
152 |
243 |
243 |
|
16 |
13 |
32 |
44 |
70 |
152 |
243 |
243 |
|
17 |
14 |
32 |
44 |
70 |
152 |
243 |
243 |
|
18 |
14 |
32 |
46 |
70 |
152 |
243 |
243 |
|
19 |
14 |
32 |
49 |
71 |
153 |
244 |
244 |
|
20 |
15 |
33 |
52 |
71 |
153 |
244 |
244 |
|
21 |
15 |
33 |
53 |
71 |
154 |
245 |
245 |
|
22 |
15 |
34 |
56 |
72 |
154 |
245 |
245 |
|
23 |
15 |
34 |
58 |
72 |
154 |
245 |
245 |
|
24 |
16 |
34 |
61 |
72 |
154 |
245 |
245 |
|
25 |
16 |
34 |
63 |
72 |
154 |
245 |
245 |
|
26 |
15 |
34 |
66 |
72 |
154 |
245 |
245 |
|
27 |
15 |
34 |
68 |
72 |
154 |
245 |
245 |
|
28 |
15 |
34 |
71 |
72 |
154 |
245 |
245 |
|
29 |
15 |
34 |
73 |
72 |
154 |
245 |
245 |
|
30 |
15 |
33 |
75 |
72 |
154 |
245 |
245 |
3.6.
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 |
12 |
19 |
39 |
151 |
294 |
3 118 |
|
2 |
0 |
12 |
19 |
39 |
151 |
336 |
2 340 |
|
3 |
1 |
13 |
21 |
44 |
147 |
352 |
1 776 |
|
4 |
1 |
14 |
24 |
48 |
145 |
353 |
1 378 |
|
5 |
2 |
16 |
27 |
50 |
145 |
345 |
1 094 |
|
6 |
3 |
19 |
30 |
53 |
145 |
332 |
887 |
|
7 |
5 |
21 |
31 |
55 |
145 |
317 |
734 |
|
8 |
5 |
22 |
33 |
57 |
145 |
301 |
616 |
|
9 |
5 |
23 |
34 |
60 |
145 |
284 |
524 |
|
10 |
6 |
24 |
36 |
62 |
145 |
267 |
451 |
|
11 |
6 |
24 |
37 |
63 |
145 |
251 |
391 |
|
12 |
6 |
25 |
37 |
63 |
145 |
236 |
342 |
|
13 |
6 |
25 |
37 |
63 |
145 |
236 |
301 |
|
14 |
6 |
25 |
37 |
63 |
145 |
236 |
267 |
|
15 |
6 |
25 |
39 |
63 |
145 |
236 |
237 |
|
16 |
6 |
25 |
41 |
63 |
145 |
236 |
236 |
|
17 |
6 |
25 |
44 |
63 |
145 |
236 |
236 |
|
18 |
6 |
25 |
46 |
63 |
145 |
236 |
236 |
|
19 |
7 |
25 |
49 |
63 |
145 |
236 |
236 |
|
20 |
8 |
25 |
50 |
63 |
145 |
236 |
236 |
|
21 |
8 |
25 |
53 |
63 |
145 |
236 |
236 |
|
22 |
9 |
25 |
56 |
63 |
145 |
236 |
236 |
|
23 |
9 |
25 |
58 |
63 |
145 |
236 |
236 |
|
24 |
9 |
25 |
61 |
63 |
145 |
236 |
236 |
|
25 |
10 |
25 |
62 |
63 |
145 |
236 |
236 |
|
26 |
10 |
25 |
65 |
64 |
145 |
236 |
236 |
|
27 |
10 |
25 |
67 |
66 |
145 |
236 |
236 |
|
28 |
11 |
25 |
69 |
68 |
145 |
236 |
236 |
|
29 |
11 |
26 |
72 |
70 |
145 |
236 |
236 |
|
30 |
12 |
27 |
74 |
72 |
145 |
236 |
236 |
3.7.
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 |
10 |
21 |
44 |
171 |
303 |
3 225 |
|
2 |
0 |
10 |
21 |
44 |
171 |
346 |
2 418 |
|
3 |
1 |
11 |
23 |
48 |
167 |
362 |
1 834 |
|
4 |
1 |
13 |
26 |
54 |
164 |
362 |
1 421 |
|
5 |
1 |
16 |
29 |
57 |
163 |
354 |
1 127 |
|
6 |
2 |
19 |
33 |
59 |
162 |
341 |
914 |
|
7 |
4 |
22 |
37 |
60 |
160 |
326 |
755 |
|
8 |
6 |
25 |
38 |
60 |
159 |
309 |
634 |
|
9 |
9 |
31 |
42 |
59 |
159 |
291 |
539 |
|
10 |
11 |
34 |
43 |
59 |
158 |
274 |
464 |
|
11 |
11 |
33 |
43 |
58 |
157 |
258 |
402 |
|
12 |
10 |
32 |
43 |
59 |
156 |
247 |
352 |
|
13 |
9 |
32 |
43 |
59 |
156 |
247 |
310 |
|
14 |
9 |
32 |
44 |
60 |
155 |
246 |
274 |
|
15 |
9 |
32 |
44 |
60 |
154 |
245 |
245 |
|
16 |
9 |
32 |
44 |
60 |
153 |
244 |
244 |
|
17 |
9 |
32 |
45 |
60 |
152 |
243 |
243 |
|
18 |
9 |
32 |
48 |
60 |
152 |
243 |
243 |
|
19 |
9 |
32 |
50 |
60 |
152 |
243 |
243 |
|
20 |
9 |
32 |
52 |
60 |
152 |
243 |
243 |
|
21 |
9 |
32 |
54 |
60 |
152 |
243 |
243 |
|
22 |
9 |
32 |
57 |
60 |
152 |
243 |
243 |
|
23 |
9 |
32 |
60 |
61 |
151 |
243 |
243 |
|
24 |
9 |
32 |
62 |
62 |
151 |
242 |
242 |
|
25 |
10 |
32 |
65 |
64 |
150 |
241 |
241 |
|
26 |
10 |
32 |
67 |
66 |
150 |
241 |
241 |
|
27 |
11 |
32 |
70 |
68 |
149 |
240 |
240 |
|
28 |
11 |
32 |
72 |
70 |
149 |
240 |
240 |
|
29 |
11 |
32 |
74 |
72 |
148 |
239 |
239 |
|
30 |
12 |
32 |
77 |
74 |
148 |
239 |
239 |
3.8.
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 |
77 |
89 |
95 |
115 |
228 |
320 |
3 348 |
|
2 |
76 |
88 |
95 |
115 |
227 |
359 |
2 523 |
|
3 |
75 |
88 |
96 |
119 |
222 |
377 |
1 919 |
|
4 |
74 |
88 |
98 |
122 |
219 |
379 |
1 489 |
|
5 |
74 |
88 |
99 |
122 |
217 |
371 |
1 182 |
|
6 |
74 |
89 |
100 |
124 |
216 |
358 |
959 |
|
7 |
74 |
90 |
100 |
124 |
214 |
341 |
793 |
|
8 |
72 |
89 |
100 |
125 |
212 |
324 |
665 |
|
9 |
71 |
89 |
100 |
125 |
211 |
306 |
566 |
|
10 |
70 |
88 |
100 |
126 |
209 |
300 |
486 |
|
11 |
69 |
87 |
99 |
126 |
208 |
299 |
422 |
|
12 |
68 |
86 |
98 |
124 |
207 |
298 |
368 |
|
13 |
67 |
85 |
97 |
123 |
205 |
296 |
324 |
|
14 |
65 |
84 |
96 |
122 |
204 |
295 |
295 |
|
15 |
64 |
82 |
94 |
120 |
203 |
294 |
294 |
|
16 |
63 |
81 |
93 |
119 |
202 |
293 |
293 |
|
17 |
62 |
80 |
92 |
118 |
201 |
292 |
292 |
|
18 |
61 |
79 |
92 |
118 |
200 |
291 |
291 |
|
19 |
60 |
79 |
91 |
117 |
199 |
290 |
290 |
|
20 |
59 |
78 |
90 |
116 |
198 |
289 |
289 |
|
21 |
59 |
77 |
89 |
115 |
197 |
288 |
288 |
|
22 |
57 |
76 |
88 |
114 |
196 |
287 |
287 |
|
23 |
56 |
75 |
87 |
113 |
195 |
286 |
286 |
|
24 |
55 |
74 |
86 |
112 |
194 |
285 |
285 |
|
25 |
54 |
72 |
84 |
110 |
193 |
284 |
284 |
|
26 |
53 |
71 |
83 |
109 |
192 |
283 |
283 |
|
27 |
52 |
70 |
82 |
108 |
190 |
281 |
281 |
|
28 |
51 |
69 |
81 |
107 |
189 |
280 |
280 |
|
29 |
50 |
68 |
80 |
106 |
188 |
279 |
279 |
|
30 |
49 |
67 |
79 |
105 |
187 |
278 |
278 |
3.9.
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 |
50 |
62 |
69 |
89 |
201 |
306 |
3 257 |
|
2 |
50 |
62 |
69 |
89 |
201 |
350 |
2 450 |
|
3 |
50 |
63 |
71 |
94 |
197 |
367 |
1 862 |
|
4 |
50 |
63 |
73 |
97 |
194 |
368 |
1 444 |
|
5 |
50 |
64 |
75 |
98 |
193 |
361 |
1 147 |
|
6 |
50 |
65 |
76 |
100 |
192 |
348 |
931 |
|
7 |
50 |
67 |
77 |
101 |
191 |
332 |
770 |
|
8 |
49 |
67 |
77 |
102 |
189 |
315 |
646 |
|
9 |
49 |
66 |
78 |
103 |
188 |
297 |
550 |
|
10 |
48 |
66 |
78 |
104 |
187 |
280 |
473 |
|
11 |
48 |
66 |
78 |
104 |
186 |
278 |
411 |
|
12 |
47 |
65 |
77 |
104 |
186 |
277 |
359 |
|
13 |
46 |
65 |
77 |
103 |
185 |
276 |
316 |
|
14 |
46 |
64 |
76 |
102 |
185 |
276 |
279 |
|
15 |
45 |
64 |
76 |
102 |
184 |
275 |
275 |
|
16 |
45 |
63 |
75 |
101 |
183 |
274 |
274 |
|
17 |
44 |
62 |
74 |
101 |
183 |
274 |
274 |
|
18 |
44 |
62 |
74 |
100 |
182 |
273 |
273 |
|
19 |
43 |
62 |
74 |
100 |
182 |
273 |
273 |
|
20 |
43 |
61 |
73 |
99 |
182 |
273 |
273 |
|
21 |
43 |
61 |
73 |
99 |
181 |
272 |
272 |
|
22 |
42 |
61 |
73 |
99 |
181 |
272 |
272 |
|
23 |
42 |
60 |
72 |
98 |
180 |
271 |
271 |
|
24 |
41 |
59 |
71 |
97 |
180 |
271 |
271 |
|
25 |
40 |
59 |
71 |
97 |
179 |
270 |
270 |
|
26 |
40 |
58 |
70 |
96 |
178 |
269 |
269 |
|
27 |
39 |
57 |
70 |
95 |
177 |
268 |
268 |
|
28 |
38 |
56 |
72 |
94 |
177 |
268 |
268 |
|
29 |
37 |
56 |
75 |
94 |
176 |
267 |
267 |
|
30 |
37 |
55 |
78 |
93 |
175 |
266 |
266 |
3.10.
Króna
|
Duration (in years) |
Credit quality step 0 |
Credit 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 |
98 |
105 |
125 |
237 |
330 |
3 422 |
|
2 |
86 |
98 |
104 |
125 |
237 |
364 |
2 560 |
|
3 |
84 |
97 |
105 |
128 |
231 |
380 |
1 937 |
|
4 |
83 |
96 |
106 |
130 |
227 |
379 |
1 496 |
|
5 |
83 |
97 |
108 |
131 |
226 |
370 |
1 184 |
|
6 |
83 |
99 |
110 |
133 |
225 |
356 |
958 |
|
7 |
84 |
101 |
111 |
135 |
225 |
339 |
790 |
|
8 |
84 |
102 |
112 |
137 |
225 |
321 |
663 |
|
9 |
85 |
102 |
114 |
139 |
224 |
315 |
563 |
|
10 |
85 |
103 |
115 |
141 |
224 |
315 |
483 |
|
11 |
85 |
103 |
115 |
141 |
224 |
315 |
419 |
|
12 |
84 |
102 |
115 |
141 |
223 |
314 |
366 |
|
13 |
83 |
101 |
114 |
140 |
222 |
313 |
321 |
|
14 |
82 |
100 |
112 |
138 |
221 |
312 |
312 |
|
15 |
81 |
99 |
111 |
137 |
220 |
311 |
311 |
|
16 |
80 |
98 |
110 |
136 |
218 |
309 |
309 |
|
17 |
79 |
97 |
109 |
135 |
217 |
308 |
308 |
|
18 |
78 |
96 |
108 |
134 |
216 |
307 |
307 |
|
19 |
77 |
95 |
107 |
133 |
215 |
306 |
306 |
|
20 |
76 |
94 |
106 |
132 |
214 |
305 |
305 |
|
21 |
74 |
93 |
105 |
131 |
213 |
304 |
304 |
|
22 |
73 |
91 |
104 |
130 |
212 |
303 |
303 |
|
23 |
72 |
90 |
102 |
128 |
210 |
301 |
301 |
|
24 |
70 |
89 |
101 |
127 |
209 |
300 |
300 |
|
25 |
69 |
87 |
99 |
125 |
207 |
298 |
298 |
|
26 |
67 |
86 |
98 |
124 |
206 |
297 |
297 |
|
27 |
66 |
84 |
96 |
122 |
204 |
295 |
295 |
|
28 |
64 |
83 |
95 |
121 |
203 |
294 |
294 |
|
29 |
63 |
81 |
93 |
119 |
202 |
293 |
293 |
|
30 |
61 |
80 |
92 |
118 |
200 |
291 |
291 |
3.11.
Norwegian krone
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
26 |
38 |
44 |
64 |
177 |
304 |
3 234 |
|
2 |
26 |
39 |
45 |
65 |
178 |
347 |
2 428 |
|
3 |
26 |
39 |
47 |
69 |
173 |
363 |
1 840 |
|
4 |
25 |
39 |
49 |
73 |
170 |
363 |
1 424 |
|
5 |
25 |
40 |
51 |
74 |
169 |
355 |
1 129 |
|
6 |
26 |
42 |
53 |
76 |
168 |
341 |
915 |
|
7 |
27 |
43 |
54 |
77 |
167 |
326 |
756 |
|
8 |
26 |
44 |
54 |
79 |
167 |
308 |
634 |
|
9 |
26 |
44 |
55 |
81 |
166 |
291 |
539 |
|
10 |
26 |
44 |
56 |
82 |
165 |
274 |
463 |
|
11 |
26 |
44 |
56 |
82 |
165 |
257 |
402 |
|
12 |
25 |
44 |
56 |
82 |
164 |
255 |
351 |
|
13 |
25 |
43 |
55 |
81 |
163 |
254 |
309 |
|
14 |
24 |
43 |
55 |
81 |
163 |
254 |
273 |
|
15 |
24 |
42 |
54 |
80 |
162 |
253 |
253 |
|
16 |
23 |
41 |
54 |
80 |
162 |
253 |
253 |
|
17 |
23 |
41 |
53 |
79 |
162 |
253 |
253 |
|
18 |
23 |
41 |
53 |
79 |
161 |
252 |
252 |
|
19 |
23 |
41 |
53 |
79 |
161 |
252 |
252 |
|
20 |
23 |
41 |
53 |
79 |
161 |
252 |
252 |
|
21 |
23 |
41 |
54 |
79 |
161 |
252 |
252 |
|
22 |
23 |
41 |
57 |
79 |
161 |
252 |
252 |
|
23 |
23 |
41 |
59 |
79 |
161 |
252 |
252 |
|
24 |
22 |
41 |
61 |
79 |
161 |
252 |
252 |
|
25 |
22 |
40 |
63 |
79 |
161 |
252 |
252 |
|
26 |
22 |
40 |
66 |
78 |
160 |
251 |
251 |
|
27 |
22 |
40 |
68 |
78 |
160 |
251 |
251 |
|
28 |
21 |
40 |
71 |
78 |
160 |
251 |
251 |
|
29 |
21 |
39 |
73 |
77 |
160 |
251 |
251 |
|
30 |
21 |
39 |
76 |
77 |
159 |
250 |
250 |
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 |
4 |
21 |
133 |
286 |
3 019 |
|
2 |
0 |
1 |
6 |
21 |
134 |
326 |
2 265 |
|
3 |
1 |
1 |
8 |
27 |
130 |
341 |
1 720 |
|
4 |
1 |
3 |
11 |
31 |
128 |
342 |
1 334 |
|
5 |
1 |
4 |
13 |
33 |
128 |
335 |
1 059 |
|
6 |
2 |
4 |
16 |
36 |
128 |
323 |
859 |
|
7 |
2 |
5 |
19 |
38 |
128 |
308 |
711 |
|
8 |
2 |
7 |
21 |
41 |
128 |
292 |
597 |
|
9 |
3 |
7 |
24 |
43 |
128 |
276 |
508 |
|
10 |
4 |
9 |
26 |
45 |
128 |
259 |
437 |
|
11 |
4 |
9 |
28 |
47 |
129 |
244 |
380 |
|
12 |
4 |
10 |
31 |
46 |
128 |
229 |
332 |
|
13 |
4 |
11 |
33 |
46 |
129 |
220 |
292 |
|
14 |
5 |
12 |
35 |
46 |
128 |
220 |
259 |
|
15 |
6 |
13 |
38 |
45 |
128 |
219 |
230 |
|
16 |
6 |
14 |
41 |
45 |
127 |
218 |
218 |
|
17 |
6 |
15 |
42 |
46 |
127 |
218 |
218 |
|
18 |
6 |
15 |
45 |
49 |
127 |
218 |
218 |
|
19 |
7 |
17 |
47 |
50 |
127 |
218 |
218 |
|
20 |
7 |
17 |
49 |
53 |
128 |
219 |
219 |
|
21 |
7 |
19 |
52 |
54 |
128 |
219 |
219 |
|
22 |
9 |
19 |
54 |
56 |
128 |
219 |
219 |
|
23 |
9 |
20 |
57 |
57 |
128 |
219 |
219 |
|
24 |
9 |
21 |
59 |
60 |
128 |
219 |
219 |
|
25 |
10 |
22 |
61 |
62 |
128 |
219 |
219 |
|
26 |
10 |
23 |
63 |
63 |
129 |
219 |
219 |
|
27 |
10 |
24 |
66 |
65 |
130 |
219 |
219 |
|
28 |
11 |
24 |
68 |
67 |
131 |
219 |
219 |
|
29 |
11 |
25 |
70 |
69 |
132 |
219 |
219 |
|
30 |
11 |
26 |
73 |
70 |
134 |
219 |
219 |
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 |
38 |
50 |
56 |
76 |
189 |
302 |
3 210 |
|
2 |
38 |
50 |
57 |
77 |
189 |
344 |
2 407 |
|
3 |
38 |
51 |
59 |
82 |
185 |
360 |
1 826 |
|
4 |
37 |
51 |
61 |
85 |
182 |
361 |
1 415 |
|
5 |
38 |
52 |
64 |
86 |
181 |
353 |
1 123 |
|
6 |
39 |
54 |
65 |
89 |
181 |
341 |
911 |
|
7 |
40 |
56 |
66 |
90 |
180 |
325 |
754 |
|
8 |
39 |
56 |
67 |
92 |
179 |
308 |
633 |
|
9 |
39 |
57 |
68 |
94 |
179 |
291 |
539 |
|
10 |
39 |
57 |
69 |
95 |
178 |
274 |
463 |
|
11 |
38 |
57 |
69 |
95 |
177 |
268 |
402 |
|
12 |
38 |
56 |
68 |
95 |
177 |
268 |
352 |
|
13 |
38 |
56 |
68 |
94 |
176 |
267 |
310 |
|
14 |
37 |
55 |
67 |
93 |
176 |
267 |
274 |
|
15 |
37 |
55 |
67 |
93 |
175 |
266 |
266 |
|
16 |
36 |
54 |
66 |
92 |
175 |
266 |
266 |
|
17 |
36 |
54 |
66 |
92 |
174 |
265 |
265 |
|
18 |
35 |
54 |
66 |
92 |
174 |
265 |
265 |
|
19 |
35 |
53 |
65 |
91 |
173 |
264 |
264 |
|
20 |
35 |
53 |
65 |
91 |
173 |
264 |
264 |
|
21 |
34 |
53 |
65 |
91 |
173 |
264 |
264 |
|
22 |
34 |
52 |
64 |
90 |
172 |
264 |
264 |
|
23 |
33 |
52 |
64 |
90 |
172 |
263 |
263 |
|
24 |
33 |
51 |
63 |
89 |
171 |
262 |
262 |
|
25 |
32 |
50 |
65 |
88 |
171 |
262 |
262 |
|
26 |
31 |
49 |
67 |
88 |
170 |
261 |
261 |
|
27 |
30 |
49 |
70 |
87 |
169 |
260 |
260 |
|
28 |
30 |
48 |
72 |
86 |
168 |
259 |
259 |
|
29 |
29 |
47 |
74 |
85 |
167 |
258 |
258 |
|
30 |
28 |
46 |
77 |
85 |
167 |
258 |
258 |
3.14.
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 |
14 |
26 |
32 |
53 |
165 |
296 |
3 135 |
|
2 |
15 |
27 |
33 |
53 |
166 |
337 |
2 352 |
|
3 |
15 |
28 |
36 |
59 |
162 |
353 |
1 784 |
|
4 |
16 |
29 |
39 |
63 |
160 |
354 |
1 383 |
|
5 |
17 |
31 |
42 |
65 |
160 |
346 |
1 097 |
|
6 |
18 |
34 |
44 |
68 |
160 |
333 |
890 |
|
7 |
19 |
36 |
46 |
70 |
160 |
318 |
736 |
|
8 |
20 |
37 |
48 |
72 |
160 |
302 |
618 |
|
9 |
20 |
38 |
49 |
75 |
160 |
285 |
526 |
|
10 |
21 |
39 |
51 |
77 |
160 |
268 |
453 |
|
11 |
21 |
39 |
51 |
78 |
160 |
252 |
393 |
|
12 |
21 |
40 |
52 |
78 |
160 |
251 |
344 |
|
13 |
21 |
40 |
52 |
78 |
160 |
251 |
302 |
|
14 |
21 |
40 |
52 |
78 |
160 |
251 |
268 |
|
15 |
21 |
40 |
52 |
78 |
160 |
251 |
251 |
|
16 |
21 |
40 |
52 |
78 |
160 |
251 |
251 |
|
17 |
21 |
40 |
52 |
78 |
160 |
251 |
251 |
|
18 |
21 |
40 |
52 |
78 |
160 |
251 |
251 |
|
19 |
21 |
40 |
52 |
78 |
160 |
251 |
251 |
|
20 |
21 |
40 |
52 |
78 |
160 |
251 |
251 |
|
21 |
21 |
40 |
53 |
78 |
160 |
251 |
251 |
|
22 |
21 |
39 |
56 |
77 |
160 |
251 |
251 |
|
23 |
21 |
39 |
58 |
77 |
159 |
250 |
250 |
|
24 |
20 |
38 |
61 |
76 |
159 |
250 |
250 |
|
25 |
20 |
38 |
63 |
76 |
158 |
249 |
249 |
|
26 |
19 |
37 |
66 |
76 |
158 |
249 |
249 |
|
27 |
19 |
37 |
67 |
75 |
157 |
248 |
248 |
|
28 |
18 |
37 |
70 |
75 |
157 |
248 |
248 |
|
29 |
18 |
36 |
73 |
74 |
156 |
247 |
247 |
|
30 |
17 |
36 |
75 |
74 |
156 |
247 |
247 |
3.15.
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 |
92 |
98 |
118 |
231 |
325 |
3 481 |
|
2 |
85 |
97 |
104 |
124 |
236 |
373 |
2 630 |
|
3 |
87 |
100 |
108 |
131 |
234 |
393 |
2 007 |
|
4 |
88 |
102 |
112 |
136 |
233 |
396 |
1 562 |
|
5 |
92 |
106 |
117 |
140 |
235 |
389 |
1 244 |
|
6 |
95 |
110 |
121 |
145 |
236 |
377 |
1 012 |
|
7 |
97 |
114 |
124 |
147 |
237 |
361 |
839 |
|
8 |
99 |
116 |
126 |
151 |
239 |
344 |
706 |
|
9 |
100 |
118 |
129 |
155 |
240 |
331 |
602 |
|
10 |
101 |
119 |
131 |
157 |
240 |
331 |
519 |
|
11 |
101 |
119 |
131 |
157 |
240 |
331 |
450 |
|
12 |
100 |
119 |
131 |
157 |
239 |
330 |
394 |
|
13 |
99 |
118 |
130 |
156 |
238 |
329 |
347 |
|
14 |
98 |
116 |
128 |
154 |
237 |
328 |
328 |
|
15 |
97 |
115 |
127 |
153 |
235 |
326 |
326 |
|
16 |
95 |
114 |
126 |
152 |
234 |
325 |
325 |
|
17 |
94 |
112 |
124 |
150 |
232 |
323 |
323 |
|
18 |
92 |
111 |
123 |
149 |
231 |
322 |
322 |
|
19 |
91 |
109 |
121 |
147 |
230 |
321 |
321 |
|
20 |
90 |
108 |
120 |
146 |
228 |
319 |
319 |
|
21 |
88 |
106 |
118 |
144 |
227 |
318 |
318 |
|
22 |
86 |
105 |
117 |
143 |
225 |
316 |
316 |
|
23 |
85 |
103 |
115 |
141 |
223 |
314 |
314 |
|
24 |
83 |
101 |
113 |
139 |
221 |
313 |
313 |
|
25 |
81 |
99 |
111 |
137 |
220 |
311 |
311 |
|
26 |
79 |
98 |
110 |
136 |
218 |
309 |
309 |
|
27 |
78 |
96 |
108 |
134 |
216 |
307 |
307 |
|
28 |
76 |
94 |
106 |
132 |
214 |
305 |
305 |
|
29 |
74 |
92 |
105 |
131 |
213 |
304 |
304 |
|
30 |
73 |
91 |
103 |
129 |
211 |
302 |
302 |
3.16.
Hong Kong dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
8 |
20 |
27 |
47 |
159 |
300 |
3 180 |
|
2 |
11 |
23 |
29 |
49 |
162 |
341 |
2 382 |
|
3 |
12 |
25 |
34 |
56 |
159 |
357 |
1 805 |
|
4 |
14 |
28 |
38 |
61 |
159 |
357 |
1 398 |
|
5 |
16 |
31 |
42 |
65 |
159 |
349 |
1 109 |
|
6 |
18 |
33 |
44 |
68 |
160 |
336 |
899 |
|
7 |
20 |
36 |
46 |
70 |
160 |
320 |
743 |
|
8 |
20 |
37 |
48 |
72 |
160 |
304 |
624 |
|
9 |
20 |
38 |
49 |
75 |
160 |
287 |
531 |
|
10 |
21 |
39 |
51 |
77 |
160 |
270 |
456 |
|
11 |
21 |
39 |
51 |
77 |
160 |
253 |
396 |
|
12 |
21 |
39 |
51 |
77 |
159 |
250 |
346 |
|
13 |
20 |
39 |
51 |
77 |
159 |
250 |
305 |
|
14 |
20 |
38 |
50 |
76 |
158 |
249 |
270 |
|
15 |
19 |
38 |
50 |
76 |
158 |
249 |
249 |
|
16 |
19 |
37 |
49 |
75 |
157 |
248 |
248 |
|
17 |
18 |
37 |
49 |
75 |
157 |
248 |
248 |
|
18 |
18 |
37 |
49 |
75 |
157 |
248 |
248 |
|
19 |
18 |
37 |
49 |
75 |
157 |
248 |
248 |
|
20 |
18 |
37 |
52 |
75 |
157 |
248 |
248 |
|
21 |
19 |
37 |
53 |
75 |
157 |
248 |
248 |
|
22 |
19 |
37 |
56 |
75 |
157 |
248 |
248 |
|
23 |
18 |
37 |
58 |
75 |
157 |
248 |
248 |
|
24 |
18 |
37 |
61 |
75 |
157 |
248 |
248 |
|
25 |
18 |
36 |
63 |
75 |
157 |
248 |
248 |
|
26 |
18 |
36 |
66 |
74 |
157 |
248 |
248 |
|
27 |
18 |
36 |
68 |
74 |
156 |
247 |
247 |
|
28 |
17 |
36 |
71 |
74 |
156 |
247 |
247 |
|
29 |
17 |
36 |
73 |
74 |
156 |
247 |
247 |
|
30 |
17 |
35 |
75 |
73 |
156 |
247 |
247 |
3.17.
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 |
4 |
10 |
31 |
143 |
289 |
3 063 |
|
2 |
0 |
4 |
11 |
31 |
143 |
331 |
2 300 |
|
3 |
1 |
5 |
13 |
36 |
139 |
346 |
1 746 |
|
4 |
1 |
5 |
15 |
39 |
136 |
347 |
1 354 |
|
5 |
1 |
7 |
18 |
41 |
136 |
339 |
1 074 |
|
6 |
2 |
9 |
20 |
43 |
135 |
327 |
871 |
|
7 |
2 |
11 |
21 |
45 |
134 |
312 |
720 |
|
8 |
2 |
11 |
21 |
46 |
134 |
295 |
605 |
|
9 |
3 |
11 |
24 |
48 |
133 |
279 |
515 |
|
10 |
4 |
11 |
27 |
49 |
132 |
262 |
443 |
|
11 |
4 |
12 |
29 |
50 |
132 |
246 |
384 |
|
12 |
4 |
12 |
31 |
50 |
132 |
231 |
336 |
|
13 |
5 |
12 |
34 |
50 |
133 |
224 |
296 |
|
14 |
5 |
13 |
36 |
51 |
133 |
224 |
262 |
|
15 |
6 |
13 |
38 |
51 |
133 |
224 |
233 |
|
16 |
6 |
14 |
41 |
51 |
134 |
225 |
225 |
|
17 |
6 |
15 |
43 |
52 |
134 |
225 |
225 |
|
18 |
6 |
15 |
45 |
53 |
135 |
226 |
226 |
|
19 |
7 |
17 |
48 |
53 |
136 |
227 |
227 |
|
20 |
7 |
17 |
50 |
54 |
136 |
228 |
228 |
|
21 |
8 |
19 |
53 |
55 |
137 |
228 |
228 |
|
22 |
9 |
19 |
54 |
57 |
138 |
229 |
229 |
|
23 |
9 |
20 |
57 |
58 |
139 |
230 |
230 |
|
24 |
9 |
21 |
59 |
60 |
139 |
230 |
230 |
|
25 |
10 |
22 |
62 |
62 |
139 |
230 |
230 |
|
26 |
10 |
23 |
64 |
64 |
140 |
231 |
231 |
|
27 |
10 |
24 |
67 |
66 |
140 |
231 |
231 |
|
28 |
11 |
25 |
69 |
67 |
140 |
231 |
231 |
|
29 |
11 |
26 |
72 |
69 |
140 |
231 |
231 |
|
30 |
11 |
27 |
74 |
71 |
141 |
232 |
232 |
3.18.
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 |
23 |
35 |
42 |
62 |
174 |
291 |
3 081 |
|
2 |
24 |
37 |
43 |
63 |
176 |
332 |
2 311 |
|
3 |
25 |
38 |
46 |
69 |
172 |
347 |
1 753 |
|
4 |
25 |
39 |
49 |
73 |
170 |
348 |
1 358 |
|
5 |
26 |
41 |
52 |
75 |
170 |
340 |
1 077 |
|
6 |
27 |
43 |
54 |
77 |
169 |
327 |
874 |
|
7 |
28 |
45 |
55 |
79 |
169 |
312 |
722 |
|
8 |
28 |
45 |
55 |
80 |
168 |
296 |
606 |
|
9 |
27 |
45 |
56 |
82 |
167 |
279 |
516 |
|
10 |
27 |
45 |
57 |
83 |
166 |
263 |
444 |
|
11 |
27 |
45 |
57 |
84 |
166 |
257 |
385 |
|
12 |
27 |
45 |
57 |
83 |
166 |
257 |
337 |
|
13 |
27 |
45 |
57 |
83 |
165 |
256 |
297 |
|
14 |
26 |
45 |
57 |
83 |
165 |
256 |
263 |
|
15 |
26 |
44 |
56 |
83 |
165 |
256 |
256 |
|
16 |
26 |
44 |
57 |
83 |
165 |
256 |
256 |
|
17 |
26 |
45 |
57 |
83 |
165 |
256 |
256 |
|
18 |
26 |
45 |
57 |
83 |
165 |
256 |
256 |
|
19 |
27 |
45 |
57 |
83 |
165 |
256 |
256 |
|
20 |
27 |
45 |
57 |
83 |
166 |
257 |
257 |
|
21 |
27 |
45 |
57 |
83 |
166 |
257 |
257 |
|
22 |
27 |
45 |
57 |
83 |
166 |
257 |
257 |
|
23 |
27 |
45 |
57 |
83 |
165 |
257 |
257 |
|
24 |
27 |
45 |
60 |
83 |
165 |
256 |
256 |
|
25 |
26 |
45 |
62 |
83 |
165 |
256 |
256 |
|
26 |
26 |
45 |
65 |
83 |
165 |
256 |
256 |
|
27 |
26 |
44 |
67 |
82 |
165 |
256 |
256 |
|
28 |
26 |
44 |
69 |
82 |
164 |
255 |
255 |
|
29 |
25 |
44 |
72 |
82 |
164 |
255 |
255 |
|
30 |
25 |
43 |
74 |
81 |
164 |
255 |
255 |
3.19.
US dollar
|
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
|
1 |
0 |
14 |
25 |
49 |
164 |
302 |
3 214 |
|
2 |
0 |
14 |
25 |
49 |
164 |
344 |
2 407 |
|
3 |
1 |
17 |
28 |
54 |
161 |
360 |
1 825 |
|
4 |
2 |
20 |
31 |
59 |
160 |
361 |
1 413 |
|
5 |
3 |
23 |
36 |
65 |
161 |
353 |
1 121 |
|
6 |
6 |
27 |
39 |
67 |
161 |
339 |
909 |
|
7 |
9 |
31 |
42 |
70 |
161 |
324 |
751 |
|
8 |
11 |
35 |
46 |
73 |
161 |
307 |
631 |
|
9 |
13 |
38 |
50 |
76 |
161 |
290 |
536 |
|
10 |
14 |
40 |
51 |
77 |
161 |
273 |
461 |
|
11 |
15 |
41 |
53 |
78 |
161 |
256 |
400 |
|
12 |
16 |
42 |
54 |
79 |
161 |
252 |
350 |
|
13 |
17 |
44 |
55 |
80 |
161 |
252 |
308 |
|
14 |
17 |
45 |
55 |
80 |
161 |
252 |
272 |
|
15 |
18 |
45 |
56 |
80 |
161 |
252 |
252 |
|
16 |
18 |
45 |
56 |
80 |
161 |
252 |
252 |
|
17 |
18 |
45 |
56 |
80 |
161 |
252 |
252 |
|
18 |
18 |
45 |
56 |
80 |
161 |
252 |
252 |
|
19 |
18 |
45 |
56 |
80 |
161 |
252 |
252 |
|
20 |
18 |
45 |
56 |
80 |
161 |
252 |
252 |
|
21 |
18 |
45 |
56 |
80 |
161 |
252 |
252 |
|
22 |
18 |
45 |
57 |
80 |
161 |
252 |
252 |
|
23 |
18 |
45 |
58 |
80 |
161 |
252 |
252 |
|
24 |
18 |
45 |
61 |
80 |
161 |
252 |
252 |
|
25 |
18 |
45 |
63 |
80 |
161 |
252 |
252 |
|
26 |
18 |
45 |
66 |
80 |
160 |
252 |
252 |
|
27 |
18 |
45 |
68 |
80 |
160 |
251 |
251 |
|
28 |
18 |
45 |
71 |
80 |
160 |
251 |
251 |
|
29 |
18 |
45 |
73 |
80 |
159 |
250 |
250 |
|
30 |
18 |
45 |
75 |
80 |
159 |
250 |
250 |
3.20.
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 |
11 |
124 |
288 |
3 048 |
|
2 |
0 |
1 |
6 |
13 |
123 |
329 |
2 291 |
|
3 |
1 |
1 |
8 |
15 |
118 |
345 |
1 740 |
|
4 |
1 |
3 |
11 |
18 |
115 |
346 |
1 349 |
|
5 |
1 |
4 |
13 |
20 |
114 |
338 |
1 071 |
|
6 |
2 |
4 |
16 |
23 |
114 |
326 |
869 |
|
7 |
2 |
6 |
19 |
26 |
114 |
311 |
719 |
|
8 |
2 |
7 |
21 |
27 |
114 |
295 |
604 |
|
9 |
3 |
7 |
24 |
30 |
114 |
278 |
514 |
|
10 |
4 |
9 |
27 |
32 |
114 |
262 |
442 |
|
11 |
4 |
9 |
29 |
34 |
114 |
246 |
384 |
|
12 |
4 |
10 |
31 |
37 |
114 |
231 |
336 |
|
13 |
5 |
11 |
34 |
39 |
114 |
217 |
296 |
|
14 |
5 |
12 |
36 |
41 |
114 |
205 |
262 |
|
15 |
6 |
13 |
38 |
43 |
115 |
206 |
233 |
|
16 |
6 |
14 |
41 |
45 |
115 |
206 |
208 |
|
17 |
6 |
15 |
43 |
46 |
116 |
207 |
207 |
|
18 |
6 |
15 |
45 |
49 |
117 |
207 |
207 |
|
19 |
7 |
17 |
48 |
50 |
119 |
208 |
208 |
|
20 |
7 |
17 |
50 |
53 |
121 |
208 |
208 |
|
21 |
8 |
19 |
53 |
54 |
122 |
209 |
209 |
|
22 |
9 |
19 |
54 |
57 |
125 |
209 |
209 |
|
23 |
9 |
20 |
57 |
58 |
126 |
209 |
209 |
|
24 |
9 |
21 |
59 |
60 |
127 |
209 |
209 |
|
25 |
10 |
22 |
62 |
62 |
129 |
209 |
209 |
|
26 |
10 |
23 |
64 |
64 |
130 |
209 |
209 |
|
27 |
10 |
24 |
67 |
66 |
132 |
209 |
209 |
|
28 |
11 |
25 |
69 |
67 |
133 |
209 |
209 |
|
29 |
11 |
26 |
72 |
69 |
134 |
209 |
209 |
|
30 |
11 |
26 |
74 |
71 |
134 |
209 |
209 |
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 |
Croatia |
22 |
|
Euro |
Cyprus |
22 |
|
Euro |
Estonia |
22 |
|
Euro |
Finland |
22 |
|
Euro |
France |
22 |
|
Euro |
Germany |
22 |
|
Euro |
Greece |
22 |
|
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 |
Czechia |
17 |
|
Danish krone |
Denmark |
24 |
|
Forint |
Hungary |
9 |
|
Krona |
Sweden |
5 |
|
Lev |
Bulgaria |
13 |
|
Pound sterling |
United Kingdom |
40 |
|
Romanian leu |
Romania |
4 |
|
Zloty |
Poland |
13 |
|
Króna |
Iceland |
46 |
|
Norwegian krone |
Norway |
42 |
|
Swiss franc |
Liechtenstein |
– 4 |
|
Swiss franc |
Switzerland |
– 4 |
|
Australian dollar |
Australia |
28 |
|
Canadian dollar |
Canada |
16 |
|
Renminbi-yuan |
China |
1 |
|
Hong Kong dollar |
Hong Kong |
7 |
|
US dollar |
United States |
47 |
|
Yen |
Japan |
12 |
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