LegalizeCommission Implementing Regulation (EU) 2016/869 of 27 May 2016 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March until 29 June 2016 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)
This is the act as published. Later amendments are not folded into the text below: each one is a separate act in this repository and an entry in this law's history.
| 3.6.2016 | EN | Official Journal of the European Union | L 147/1 |
THE EUROPEAN COMMISSION,
Having regard to the Treaty on the Functioning of the European Union,
Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) 1, and in particular the third subparagraph of Article 77e(2) thereof,
Whereas:
- (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date.
- (2) Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 7 April 2016, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end March 2016 market data. That information was published on 7 April 2016 in accordance with Article 77e(1) of Directive 2009/138/EC.
- (3) Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency.
- (4) For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies.
- (5) To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure, that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council 2,
HAS ADOPTED THIS REGULATION:
Article 1
1.
Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 March until 29 June 2016.
2.
For each relevant currency, the technical information to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following:
- (a) the relevant risk-free rate term structures set out in Annex I;
- (b) the fundamental spreads for the calculation of the matching adjustment set out in Annex II;
- (c) for each relevant national insurance market the volatility adjustments set out in Annex III.
Article 2
This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.
It shall apply from 31 March 2016.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 27 May 2016.
For the Commission
The President
Jean-Claude JUNCKER
2
Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission's exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).
ANNEX I
Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
| Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna |
|---|---|---|---|---|---|---|
| 1 | – 0,248 % | 0,042 % | – 0,258 % | 1,008 % | – 0,553 % | 1,358 % |
| 2 | – 0,249 % | 0,105 % | – 0,259 % | 1,188 % | – 0,442 % | 1,707 % |
| 3 | – 0,216 % | 0,130 % | – 0,226 % | 1,370 % | – 0,264 % | 1,965 % |
| 4 | – 0,151 % | 0,165 % | – 0,161 % | 1,589 % | – 0,046 % | 2,193 % |
| 5 | – 0,071 % | 0,205 % | – 0,081 % | 1,862 % | 0,182 % | 2,496 % |
| 6 | 0,029 % | 0,244 % | 0,019 % | 2,091 % | 0,406 % | 2,827 % |
| 7 | 0,140 % | 0,292 % | 0,130 % | 2,259 % | 0,606 % | 3,148 % |
| 8 | 0,255 % | 0,339 % | 0,245 % | 2,430 % | 0,780 % | 3,441 % |
| 9 | 0,353 % | 0,387 % | 0,343 % | 2,604 % | 0,934 % | 3,696 % |
| 10 | 0,464 % | 0,442 % | 0,454 % | 2,782 % | 1,067 % | 3,905 % |
| 11 | 0,549 % | 0,499 % | 0,539 % | 2,936 % | 1,232 % | 4,067 % |
| 12 | 0,622 % | 0,556 % | 0,612 % | 3,064 % | 1,413 % | 4,192 % |
| 13 | 0,700 % | 0,614 % | 0,690 % | 3,172 % | 1,589 % | 4,289 % |
| 14 | 0,771 % | 0,677 % | 0,761 % | 3,265 % | 1,754 % | 4,364 % |
| 15 | 0,823 % | 0,749 % | 0,813 % | 3,344 % | 1,904 % | 4,422 % |
| 16 | 0,851 % | 0,830 % | 0,840 % | 3,412 % | 2,040 % | 4,467 % |
| 17 | 0,866 % | 0,917 % | 0,855 % | 3,472 % | 2,162 % | 4,502 % |
| 18 | 0,879 % | 1,008 % | 0,869 % | 3,524 % | 2,272 % | 4,529 % |
| 19 | 0,899 % | 1,099 % | 0,889 % | 3,570 % | 2,371 % | 4,549 % |
| 20 | 0,931 % | 1,190 % | 0,920 % | 3,610 % | 2,461 % | 4,564 % |
| 21 | 0,976 % | 1,279 % | 0,966 % | 3,646 % | 2,543 % | 4,574 % |
| 22 | 1,032 % | 1,367 % | 1,022 % | 3,679 % | 2,618 % | 4,581 % |
| 23 | 1,095 % | 1,451 % | 1,085 % | 3,708 % | 2,686 % | 4,586 % |
| 24 | 1,162 % | 1,533 % | 1,153 % | 3,734 % | 2,748 % | 4,588 % |
| 25 | 1,232 % | 1,612 % | 1,223 % | 3,758 % | 2,806 % | 4,588 % |
| 26 | 1,303 % | 1,687 % | 1,294 % | 3,779 % | 2,859 % | 4,587 % |
| 27 | 1,374 % | 1,760 % | 1,365 % | 3,799 % | 2,909 % | 4,584 % |
| 28 | 1,445 % | 1,830 % | 1,436 % | 3,817 % | 2,954 % | 4,581 % |
| 29 | 1,514 % | 1,896 % | 1,506 % | 3,834 % | 2,997 % | 4,577 % |
| 30 | 1,582 % | 1,960 % | 1,574 % | 3,849 % | 3,037 % | 4,572 % |
| 31 | 1,648 % | 2,021 % | 1,640 % | 3,863 % | 3,074 % | 4,567 % |
| 32 | 1,712 % | 2,080 % | 1,705 % | 3,876 % | 3,109 % | 4,562 % |
| 33 | 1,774 % | 2,135 % | 1,767 % | 3,888 % | 3,142 % | 4,556 % |
| 34 | 1,834 % | 2,189 % | 1,827 % | 3,899 % | 3,173 % | 4,551 % |
| 35 | 1,892 % | 2,240 % | 1,885 % | 3,910 % | 3,202 % | 4,545 % |
| 36 | 1,948 % | 2,289 % | 1,941 % | 3,919 % | 3,230 % | 4,539 % |
| 37 | 2,002 % | 2,336 % | 1,995 % | 3,928 % | 3,256 % | 4,533 % |
| 38 | 2,054 % | 2,381 % | 2,047 % | 3,937 % | 3,281 % | 4,527 % |
| 39 | 2,104 % | 2,424 % | 2,097 % | 3,945 % | 3,304 % | 4,521 % |
| 40 | 2,152 % | 2,465 % | 2,145 % | 3,952 % | 3,327 % | 4,515 % |
| 41 | 2,198 % | 2,505 % | 2,192 % | 3,959 % | 3,348 % | 4,509 % |
| 42 | 2,242 % | 2,543 % | 2,236 % | 3,966 % | 3,368 % | 4,503 % |
| 43 | 2,285 % | 2,579 % | 2,279 % | 3,972 % | 3,387 % | 4,498 % |
| 44 | 2,326 % | 2,614 % | 2,320 % | 3,978 % | 3,406 % | 4,492 % |
| 45 | 2,365 % | 2,648 % | 2,360 % | 3,984 % | 3,423 % | 4,487 % |
| 46 | 2,403 % | 2,680 % | 2,398 % | 3,989 % | 3,440 % | 4,482 % |
| 47 | 2,440 % | 2,711 % | 2,434 % | 3,994 % | 3,456 % | 4,477 % |
| 48 | 2,475 % | 2,741 % | 2,470 % | 3,999 % | 3,472 % | 4,472 % |
| 49 | 2,509 % | 2,770 % | 2,504 % | 4,004 % | 3,486 % | 4,467 % |
| 50 | 2,542 % | 2,797 % | 2,537 % | 4,008 % | 3,501 % | 4,462 % |
| 51 | 2,573 % | 2,824 % | 2,568 % | 4,012 % | 3,514 % | 4,457 % |
| 52 | 2,604 % | 2,850 % | 2,599 % | 4,016 % | 3,527 % | 4,453 % |
| 53 | 2,633 % | 2,875 % | 2,628 % | 4,020 % | 3,540 % | 4,449 % |
| 54 | 2,661 % | 2,899 % | 2,657 % | 4,024 % | 3,552 % | 4,444 % |
| 55 | 2,689 % | 2,922 % | 2,684 % | 4,027 % | 3,564 % | 4,440 % |
| 56 | 2,715 % | 2,944 % | 2,711 % | 4,030 % | 3,575 % | 4,436 % |
| 57 | 2,741 % | 2,966 % | 2,736 % | 4,034 % | 3,586 % | 4,432 % |
| 58 | 2,766 % | 2,987 % | 2,761 % | 4,037 % | 3,597 % | 4,429 % |
| 59 | 2,789 % | 3,007 % | 2,785 % | 4,040 % | 3,607 % | 4,425 % |
| 60 | 2,813 % | 3,026 % | 2,808 % | 4,042 % | 3,617 % | 4,421 % |
| 61 | 2,835 % | 3,045 % | 2,831 % | 4,045 % | 3,626 % | 4,418 % |
| 62 | 2,857 % | 3,064 % | 2,853 % | 4,048 % | 3,636 % | 4,415 % |
| 63 | 2,878 % | 3,082 % | 2,874 % | 4,050 % | 3,645 % | 4,411 % |
| 64 | 2,898 % | 3,099 % | 2,894 % | 4,053 % | 3,653 % | 4,408 % |
| 65 | 2,918 % | 3,116 % | 2,914 % | 4,055 % | 3,662 % | 4,405 % |
| 66 | 2,937 % | 3,132 % | 2,934 % | 4,058 % | 3,670 % | 4,402 % |
| 67 | 2,956 % | 3,148 % | 2,952 % | 4,060 % | 3,678 % | 4,399 % |
| 68 | 2,974 % | 3,163 % | 2,970 % | 4,062 % | 3,685 % | 4,396 % |
| 69 | 2,992 % | 3,178 % | 2,988 % | 4,064 % | 3,693 % | 4,393 % |
| 70 | 3,009 % | 3,192 % | 3,005 % | 4,066 % | 3,700 % | 4,391 % |
| 71 | 3,026 % | 3,207 % | 3,022 % | 4,068 % | 3,707 % | 4,388 % |
| 72 | 3,042 % | 3,220 % | 3,038 % | 4,070 % | 3,714 % | 4,385 % |
| 73 | 3,057 % | 3,234 % | 3,054 % | 4,072 % | 3,720 % | 4,383 % |
| 74 | 3,073 % | 3,247 % | 3,069 % | 4,074 % | 3,727 % | 4,380 % |
| 75 | 3,088 % | 3,259 % | 3,084 % | 4,075 % | 3,733 % | 4,378 % |
| 76 | 3,102 % | 3,271 % | 3,099 % | 4,077 % | 3,739 % | 4,376 % |
| 77 | 3,116 % | 3,283 % | 3,113 % | 4,079 % | 3,745 % | 4,374 % |
| 78 | 3,130 % | 3,295 % | 3,127 % | 4,080 % | 3,751 % | 4,371 % |
| 79 | 3,144 % | 3,306 % | 3,141 % | 4,082 % | 3,757 % | 4,369 % |
| 80 | 3,157 % | 3,318 % | 3,154 % | 4,083 % | 3,762 % | 4,367 % |
| 81 | 3,170 % | 3,328 % | 3,167 % | 4,085 % | 3,768 % | 4,365 % |
| 82 | 3,182 % | 3,339 % | 3,179 % | 4,086 % | 3,773 % | 4,363 % |
| 83 | 3,194 % | 3,349 % | 3,191 % | 4,088 % | 3,778 % | 4,361 % |
| 84 | 3,206 % | 3,359 % | 3,203 % | 4,089 % | 3,783 % | 4,359 % |
| 85 | 3,218 % | 3,369 % | 3,215 % | 4,090 % | 3,788 % | 4,357 % |
| 86 | 3,229 % | 3,379 % | 3,226 % | 4,092 % | 3,793 % | 4,355 % |
| 87 | 3,240 % | 3,388 % | 3,237 % | 4,093 % | 3,797 % | 4,354 % |
| 88 | 3,251 % | 3,397 % | 3,248 % | 4,094 % | 3,802 % | 4,352 % |
| 89 | 3,262 % | 3,406 % | 3,259 % | 4,095 % | 3,807 % | 4,350 % |
| 90 | 3,272 % | 3,415 % | 3,269 % | 4,096 % | 3,811 % | 4,349 % |
| 91 | 3,282 % | 3,424 % | 3,280 % | 4,098 % | 3,815 % | 4,347 % |
| 92 | 3,292 % | 3,432 % | 3,290 % | 4,099 % | 3,819 % | 4,345 % |
| 93 | 3,302 % | 3,440 % | 3,299 % | 4,100 % | 3,823 % | 4,344 % |
| 94 | 3,311 % | 3,448 % | 3,309 % | 4,101 % | 3,827 % | 4,342 % |
| 95 | 3,321 % | 3,456 % | 3,318 % | 4,102 % | 3,831 % | 4,341 % |
| 96 | 3,330 % | 3,464 % | 3,327 % | 4,103 % | 3,835 % | 4,339 % |
| 97 | 3,339 % | 3,472 % | 3,336 % | 4,104 % | 3,839 % | 4,338 % |
| 98 | 3,348 % | 3,479 % | 3,345 % | 4,105 % | 3,843 % | 4,336 % |
| 99 | 3,356 % | 3,486 % | 3,354 % | 4,106 % | 3,846 % | 4,335 % |
| 100 | 3,365 % | 3,493 % | 3,362 % | 4,107 % | 3,850 % | 4,334 % |
| 101 | 3,373 % | 3,500 % | 3,370 % | 4,108 % | 3,853 % | 4,332 % |
| 102 | 3,381 % | 3,507 % | 3,378 % | 4,109 % | 3,857 % | 4,331 % |
| 103 | 3,389 % | 3,514 % | 3,386 % | 4,110 % | 3,860 % | 4,330 % |
| 104 | 3,397 % | 3,520 % | 3,394 % | 4,110 % | 3,863 % | 4,329 % |
| 105 | 3,404 % | 3,527 % | 3,402 % | 4,111 % | 3,866 % | 4,327 % |
| 106 | 3,412 % | 3,533 % | 3,409 % | 4,112 % | 3,870 % | 4,326 % |
| 107 | 3,419 % | 3,539 % | 3,417 % | 4,113 % | 3,873 % | 4,325 % |
| 108 | 3,426 % | 3,546 % | 3,424 % | 4,114 % | 3,876 % | 4,324 % |
| 109 | 3,433 % | 3,552 % | 3,431 % | 4,115 % | 3,879 % | 4,323 % |
| 110 | 3,440 % | 3,557 % | 3,438 % | 4,115 % | 3,882 % | 4,322 % |
| 111 | 3,447 % | 3,563 % | 3,445 % | 4,116 % | 3,884 % | 4,320 % |
| 112 | 3,454 % | 3,569 % | 3,451 % | 4,117 % | 3,887 % | 4,319 % |
| 113 | 3,460 % | 3,574 % | 3,458 % | 4,118 % | 3,890 % | 4,318 % |
| 114 | 3,467 % | 3,580 % | 3,465 % | 4,118 % | 3,893 % | 4,317 % |
| 115 | 3,473 % | 3,585 % | 3,471 % | 4,119 % | 3,895 % | 4,316 % |
| 116 | 3,479 % | 3,591 % | 3,477 % | 4,120 % | 3,898 % | 4,315 % |
| 117 | 3,486 % | 3,596 % | 3,483 % | 4,120 % | 3,901 % | 4,314 % |
| 118 | 3,492 % | 3,601 % | 3,489 % | 4,121 % | 3,903 % | 4,313 % |
| 119 | 3,498 % | 3,606 % | 3,495 % | 4,122 % | 3,906 % | 4,312 % |
| 120 | 3,503 % | 3,611 % | 3,501 % | 4,122 % | 3,908 % | 4,311 % |
| 121 | 3,509 % | 3,616 % | 3,507 % | 4,123 % | 3,910 % | 4,311 % |
| 122 | 3,515 % | 3,620 % | 3,513 % | 4,124 % | 3,913 % | 4,310 % |
| 123 | 3,520 % | 3,625 % | 3,518 % | 4,124 % | 3,915 % | 4,309 % |
| 124 | 3,526 % | 3,630 % | 3,524 % | 4,125 % | 3,917 % | 4,308 % |
| 125 | 3,531 % | 3,634 % | 3,529 % | 4,126 % | 3,920 % | 4,307 % |
| 126 | 3,536 % | 3,639 % | 3,534 % | 4,126 % | 3,922 % | 4,306 % |
| 127 | 3,542 % | 3,643 % | 3,540 % | 4,127 % | 3,924 % | 4,305 % |
| 128 | 3,547 % | 3,648 % | 3,545 % | 4,127 % | 3,926 % | 4,304 % |
| 129 | 3,552 % | 3,652 % | 3,550 % | 4,128 % | 3,928 % | 4,304 % |
| 130 | 3,557 % | 3,656 % | 3,555 % | 4,128 % | 3,930 % | 4,303 % |
| 131 | 3,562 % | 3,660 % | 3,560 % | 4,129 % | 3,933 % | 4,302 % |
| 132 | 3,566 % | 3,664 % | 3,565 % | 4,129 % | 3,935 % | 4,301 % |
| 133 | 3,571 % | 3,668 % | 3,569 % | 4,130 % | 3,937 % | 4,301 % |
| 134 | 3,576 % | 3,672 % | 3,574 % | 4,131 % | 3,938 % | 4,300 % |
| 135 | 3,581 % | 3,676 % | 3,579 % | 4,131 % | 3,940 % | 4,299 % |
| 136 | 3,585 % | 3,680 % | 3,583 % | 4,132 % | 3,942 % | 4,298 % |
| 137 | 3,590 % | 3,684 % | 3,588 % | 4,132 % | 3,944 % | 4,298 % |
| 138 | 3,594 % | 3,687 % | 3,592 % | 4,133 % | 3,946 % | 4,297 % |
| 139 | 3,598 % | 3,691 % | 3,596 % | 4,133 % | 3,948 % | 4,296 % |
| 140 | 3,603 % | 3,695 % | 3,601 % | 4,134 % | 3,950 % | 4,296 % |
| 141 | 3,607 % | 3,698 % | 3,605 % | 4,134 % | 3,951 % | 4,295 % |
| 142 | 3,611 % | 3,702 % | 3,609 % | 4,134 % | 3,953 % | 4,294 % |
| 143 | 3,615 % | 3,705 % | 3,613 % | 4,135 % | 3,955 % | 4,294 % |
| 144 | 3,619 % | 3,709 % | 3,617 % | 4,135 % | 3,957 % | 4,293 % |
| 145 | 3,623 % | 3,712 % | 3,621 % | 4,136 % | 3,958 % | 4,292 % |
| 146 | 3,627 % | 3,716 % | 3,625 % | 4,136 % | 3,960 % | 4,292 % |
| 147 | 3,631 % | 3,719 % | 3,629 % | 4,137 % | 3,962 % | 4,291 % |
| 148 | 3,635 % | 3,722 % | 3,633 % | 4,137 % | 3,963 % | 4,290 % |
| 149 | 3,639 % | 3,725 % | 3,637 % | 4,138 % | 3,965 % | 4,290 % |
| 150 | 3,642 % | 3,728 % | 3,641 % | 4,138 % | 3,966 % | 4,289 % |
| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,299 % | 0,618 % | 0,750 % | 1,259 % | 5,518 % | 0,677 % |
| 2 | – 0,299 % | 0,667 % | 1,225 % | 1,341 % | 5,670 % | 0,690 % |
| 3 | – 0,266 % | 0,725 % | 1,698 % | 1,493 % | 5,855 % | 0,690 % |
| 4 | – 0,201 % | 0,795 % | 2,126 % | 1,787 % | 5,858 % | 0,746 % |
| 5 | – 0,121 % | 0,878 % | 2,461 % | 2,086 % | 5,691 % | 0,847 % |
| 6 | – 0,021 % | 0,971 % | 2,736 % | 2,176 % | 5,641 % | 0,955 % |
| 7 | 0,089 % | 1,066 % | 2,960 % | 2,360 % | 5,664 % | 1,068 % |
| 8 | 0,204 % | 1,165 % | 3,141 % | 2,523 % | 5,684 % | 1,161 % |
| 9 | 0,302 % | 1,245 % | 3,312 % | 2,644 % | 5,665 % | 1,250 % |
| 10 | 0,413 % | 1,316 % | 3,487 % | 2,775 % | 5,626 % | 1,329 % |
| 11 | 0,498 % | 1,381 % | 3,633 % | 2,891 % | 5,584 % | 1,413 % |
| 12 | 0,571 % | 1,434 % | 3,748 % | 2,989 % | 5,542 % | 1,500 % |
| 13 | 0,649 % | 1,470 % | 3,841 % | 3,072 % | 5,501 % | 1,589 % |
| 14 | 0,720 % | 1,505 % | 3,916 % | 3,144 % | 5,461 % | 1,677 % |
| 15 | 0,771 % | 1,539 % | 3,978 % | 3,207 % | 5,422 % | 1,763 % |
| 16 | 0,799 % | 1,551 % | 4,028 % | 3,262 % | 5,385 % | 1,846 % |
| 17 | 0,814 % | 1,565 % | 4,070 % | 3,311 % | 5,349 % | 1,927 % |
| 18 | 0,827 % | 1,578 % | 4,104 % | 3,355 % | 5,314 % | 2,004 % |
| 19 | 0,847 % | 1,581 % | 4,133 % | 3,394 % | 5,280 % | 2,078 % |
| 20 | 0,879 % | 1,599 % | 4,157 % | 3,430 % | 5,248 % | 2,148 % |
| 21 | 0,925 % | 1,607 % | 4,177 % | 3,463 % | 5,217 % | 2,215 % |
| 22 | 0,982 % | 1,602 % | 4,194 % | 3,493 % | 5,188 % | 2,280 % |
| 23 | 1,046 % | 1,591 % | 4,208 % | 3,520 % | 5,159 % | 2,341 % |
| 24 | 1,114 % | 1,579 % | 4,220 % | 3,546 % | 5,132 % | 2,399 % |
| 25 | 1,186 % | 1,569 % | 4,230 % | 3,569 % | 5,106 % | 2,454 % |
| 26 | 1,258 % | 1,564 % | 4,238 % | 3,591 % | 5,081 % | 2,506 % |
| 27 | 1,330 % | 1,561 % | 4,245 % | 3,611 % | 5,056 % | 2,557 % |
| 28 | 1,402 % | 1,558 % | 4,250 % | 3,630 % | 5,033 % | 2,604 % |
| 29 | 1,472 % | 1,553 % | 4,255 % | 3,648 % | 5,011 % | 2,650 % |
| 30 | 1,541 % | 1,545 % | 4,259 % | 3,665 % | 4,990 % | 2,693 % |
| 31 | 1,609 % | 1,532 % | 4,262 % | 3,680 % | 4,970 % | 2,734 % |
| 32 | 1,674 % | 1,517 % | 4,264 % | 3,695 % | 4,950 % | 2,774 % |
| 33 | 1,737 % | 1,501 % | 4,266 % | 3,709 % | 4,932 % | 2,811 % |
| 34 | 1,798 % | 1,487 % | 4,268 % | 3,722 % | 4,914 % | 2,847 % |
| 35 | 1,857 % | 1,475 % | 4,269 % | 3,735 % | 4,896 % | 2,882 % |
| 36 | 1,914 % | 1,465 % | 4,270 % | 3,747 % | 4,880 % | 2,915 % |
| 37 | 1,968 % | 1,457 % | 4,270 % | 3,758 % | 4,864 % | 2,946 % |
| 38 | 2,021 % | 1,450 % | 4,271 % | 3,769 % | 4,849 % | 2,976 % |
| 39 | 2,072 % | 1,442 % | 4,271 % | 3,779 % | 4,834 % | 3,005 % |
| 40 | 2,120 % | 1,434 % | 4,271 % | 3,789 % | 4,820 % | 3,032 % |
| 41 | 2,167 % | 1,424 % | 4,270 % | 3,798 % | 4,806 % | 3,059 % |
| 42 | 2,212 % | 1,413 % | 4,270 % | 3,807 % | 4,793 % | 3,084 % |
| 43 | 2,256 % | 1,402 % | 4,270 % | 3,815 % | 4,780 % | 3,109 % |
| 44 | 2,297 % | 1,391 % | 4,269 % | 3,824 % | 4,768 % | 3,132 % |
| 45 | 2,337 % | 1,380 % | 4,269 % | 3,831 % | 4,757 % | 3,154 % |
| 46 | 2,376 % | 1,370 % | 4,268 % | 3,839 % | 4,745 % | 3,176 % |
| 47 | 2,413 % | 1,362 % | 4,267 % | 3,846 % | 4,735 % | 3,197 % |
| 48 | 2,449 % | 1,357 % | 4,267 % | 3,853 % | 4,724 % | 3,217 % |
| 49 | 2,483 % | 1,358 % | 4,266 % | 3,860 % | 4,714 % | 3,236 % |
| 50 | 2,517 % | 1,364 % | 4,265 % | 3,866 % | 4,704 % | 3,255 % |
| 51 | 2,549 % | 1,377 % | 4,264 % | 3,872 % | 4,695 % | 3,273 % |
| 52 | 2,579 % | 1,395 % | 4,263 % | 3,878 % | 4,686 % | 3,290 % |
| 53 | 2,609 % | 1,417 % | 4,263 % | 3,884 % | 4,677 % | 3,307 % |
| 54 | 2,638 % | 1,442 % | 4,262 % | 3,890 % | 4,668 % | 3,323 % |
| 55 | 2,666 % | 1,470 % | 4,261 % | 3,895 % | 4,660 % | 3,338 % |
| 56 | 2,693 % | 1,500 % | 4,260 % | 3,900 % | 4,652 % | 3,353 % |
| 57 | 2,719 % | 1,531 % | 4,259 % | 3,905 % | 4,645 % | 3,368 % |
| 58 | 2,744 % | 1,563 % | 4,259 % | 3,910 % | 4,637 % | 3,382 % |
| 59 | 2,768 % | 1,596 % | 4,258 % | 3,915 % | 4,630 % | 3,396 % |
| 60 | 2,792 % | 1,629 % | 4,257 % | 3,919 % | 4,623 % | 3,409 % |
| 61 | 2,814 % | 1,662 % | 4,256 % | 3,924 % | 4,616 % | 3,421 % |
| 62 | 2,836 % | 1,695 % | 4,256 % | 3,928 % | 4,610 % | 3,434 % |
| 63 | 2,858 % | 1,728 % | 4,255 % | 3,932 % | 4,603 % | 3,446 % |
| 64 | 2,879 % | 1,761 % | 4,254 % | 3,936 % | 4,597 % | 3,457 % |
| 65 | 2,899 % | 1,793 % | 4,253 % | 3,940 % | 4,591 % | 3,469 % |
| 66 | 2,918 % | 1,825 % | 4,253 % | 3,944 % | 4,585 % | 3,480 % |
| 67 | 2,937 % | 1,857 % | 4,252 % | 3,948 % | 4,579 % | 3,490 % |
| 68 | 2,956 % | 1,888 % | 4,251 % | 3,951 % | 4,574 % | 3,501 % |
| 69 | 2,973 % | 1,919 % | 4,251 % | 3,955 % | 4,569 % | 3,511 % |
| 70 | 2,991 % | 1,949 % | 4,250 % | 3,958 % | 4,563 % | 3,520 % |
| 71 | 3,008 % | 1,978 % | 4,249 % | 3,962 % | 4,558 % | 3,530 % |
| 72 | 3,024 % | 2,007 % | 4,249 % | 3,965 % | 4,553 % | 3,539 % |
| 73 | 3,040 % | 2,035 % | 4,248 % | 3,968 % | 4,549 % | 3,548 % |
| 74 | 3,056 % | 2,063 % | 4,247 % | 3,971 % | 4,544 % | 3,557 % |
| 75 | 3,071 % | 2,090 % | 4,247 % | 3,974 % | 4,539 % | 3,565 % |
| 76 | 3,086 % | 2,117 % | 4,246 % | 3,977 % | 4,535 % | 3,574 % |
| 77 | 3,100 % | 2,143 % | 4,246 % | 3,980 % | 4,531 % | 3,582 % |
| 78 | 3,114 % | 2,168 % | 4,245 % | 3,983 % | 4,526 % | 3,590 % |
| 79 | 3,128 % | 2,193 % | 4,245 % | 3,985 % | 4,522 % | 3,597 % |
| 80 | 3,141 % | 2,218 % | 4,244 % | 3,988 % | 4,518 % | 3,605 % |
| 81 | 3,154 % | 2,241 % | 4,243 % | 3,990 % | 4,514 % | 3,612 % |
| 82 | 3,167 % | 2,265 % | 4,243 % | 3,993 % | 4,510 % | 3,619 % |
| 83 | 3,179 % | 2,287 % | 4,242 % | 3,995 % | 4,507 % | 3,626 % |
| 84 | 3,191 % | 2,310 % | 4,242 % | 3,998 % | 4,503 % | 3,633 % |
| 85 | 3,203 % | 2,331 % | 4,241 % | 4,000 % | 4,500 % | 3,640 % |
| 86 | 3,215 % | 2,353 % | 4,241 % | 4,002 % | 4,496 % | 3,646 % |
| 87 | 3,226 % | 2,374 % | 4,241 % | 4,005 % | 4,493 % | 3,653 % |
| 88 | 3,237 % | 2,394 % | 4,240 % | 4,007 % | 4,489 % | 3,659 % |
| 89 | 3,248 % | 2,414 % | 4,240 % | 4,009 % | 4,486 % | 3,665 % |
| 90 | 3,258 % | 2,434 % | 4,239 % | 4,011 % | 4,483 % | 3,671 % |
| 91 | 3,268 % | 2,453 % | 4,239 % | 4,013 % | 4,480 % | 3,677 % |
| 92 | 3,278 % | 2,471 % | 4,238 % | 4,015 % | 4,477 % | 3,682 % |
| 93 | 3,288 % | 2,490 % | 4,238 % | 4,017 % | 4,474 % | 3,688 % |
| 94 | 3,298 % | 2,508 % | 4,238 % | 4,019 % | 4,471 % | 3,693 % |
| 95 | 3,307 % | 2,525 % | 4,237 % | 4,021 % | 4,468 % | 3,699 % |
| 96 | 3,317 % | 2,543 % | 4,237 % | 4,023 % | 4,465 % | 3,704 % |
| 97 | 3,326 % | 2,560 % | 4,236 % | 4,025 % | 4,463 % | 3,709 % |
| 98 | 3,335 % | 2,576 % | 4,236 % | 4,026 % | 4,460 % | 3,714 % |
| 99 | 3,343 % | 2,592 % | 4,236 % | 4,028 % | 4,457 % | 3,719 % |
| 100 | 3,352 % | 2,608 % | 4,235 % | 4,030 % | 4,455 % | 3,724 % |
| 101 | 3,360 % | 2,624 % | 4,235 % | 4,032 % | 4,452 % | 3,728 % |
| 102 | 3,368 % | 2,639 % | 4,235 % | 4,033 % | 4,450 % | 3,733 % |
| 103 | 3,377 % | 2,654 % | 4,234 % | 4,035 % | 4,447 % | 3,737 % |
| 104 | 3,384 % | 2,669 % | 4,234 % | 4,036 % | 4,445 % | 3,742 % |
| 105 | 3,392 % | 2,683 % | 4,234 % | 4,038 % | 4,443 % | 3,746 % |
| 106 | 3,400 % | 2,698 % | 4,233 % | 4,039 % | 4,440 % | 3,750 % |
| 107 | 3,407 % | 2,712 % | 4,233 % | 4,041 % | 4,438 % | 3,755 % |
| 108 | 3,414 % | 2,725 % | 4,233 % | 4,042 % | 4,436 % | 3,759 % |
| 109 | 3,422 % | 2,739 % | 4,232 % | 4,044 % | 4,434 % | 3,763 % |
| 110 | 3,429 % | 2,752 % | 4,232 % | 4,045 % | 4,431 % | 3,767 % |
| 111 | 3,436 % | 2,765 % | 4,232 % | 4,047 % | 4,429 % | 3,771 % |
| 112 | 3,442 % | 2,778 % | 4,232 % | 4,048 % | 4,427 % | 3,774 % |
| 113 | 3,449 % | 2,790 % | 4,231 % | 4,049 % | 4,425 % | 3,778 % |
| 114 | 3,456 % | 2,802 % | 4,231 % | 4,051 % | 4,423 % | 3,782 % |
| 115 | 3,462 % | 2,814 % | 4,231 % | 4,052 % | 4,421 % | 3,786 % |
| 116 | 3,468 % | 2,826 % | 4,230 % | 4,053 % | 4,420 % | 3,789 % |
| 117 | 3,475 % | 2,838 % | 4,230 % | 4,054 % | 4,418 % | 3,793 % |
| 118 | 3,481 % | 2,849 % | 4,230 % | 4,056 % | 4,416 % | 3,796 % |
| 119 | 3,487 % | 2,861 % | 4,230 % | 4,057 % | 4,414 % | 3,799 % |
| 120 | 3,493 % | 2,872 % | 4,229 % | 4,058 % | 4,412 % | 3,803 % |
| 121 | 3,499 % | 2,883 % | 4,229 % | 4,059 % | 4,410 % | 3,806 % |
| 122 | 3,504 % | 2,893 % | 4,229 % | 4,060 % | 4,409 % | 3,809 % |
| 123 | 3,510 % | 2,904 % | 4,229 % | 4,061 % | 4,407 % | 3,812 % |
| 124 | 3,516 % | 2,914 % | 4,229 % | 4,063 % | 4,405 % | 3,816 % |
| 125 | 3,521 % | 2,925 % | 4,228 % | 4,064 % | 4,404 % | 3,819 % |
| 126 | 3,526 % | 2,935 % | 4,228 % | 4,065 % | 4,402 % | 3,822 % |
| 127 | 3,532 % | 2,944 % | 4,228 % | 4,066 % | 4,400 % | 3,825 % |
| 128 | 3,537 % | 2,954 % | 4,228 % | 4,067 % | 4,399 % | 3,828 % |
| 129 | 3,542 % | 2,964 % | 4,227 % | 4,068 % | 4,397 % | 3,830 % |
| 130 | 3,547 % | 2,973 % | 4,227 % | 4,069 % | 4,396 % | 3,833 % |
| 131 | 3,552 % | 2,983 % | 4,227 % | 4,070 % | 4,394 % | 3,836 % |
| 132 | 3,557 % | 2,992 % | 4,227 % | 4,071 % | 4,393 % | 3,839 % |
| 133 | 3,562 % | 3,001 % | 4,227 % | 4,072 % | 4,391 % | 3,842 % |
| 134 | 3,566 % | 3,010 % | 4,226 % | 4,073 % | 4,390 % | 3,844 % |
| 135 | 3,571 % | 3,018 % | 4,226 % | 4,074 % | 4,389 % | 3,847 % |
| 136 | 3,576 % | 3,027 % | 4,226 % | 4,075 % | 4,387 % | 3,849 % |
| 137 | 3,580 % | 3,036 % | 4,226 % | 4,076 % | 4,386 % | 3,852 % |
| 138 | 3,585 % | 3,044 % | 4,226 % | 4,077 % | 4,384 % | 3,854 % |
| 139 | 3,589 % | 3,052 % | 4,225 % | 4,077 % | 4,383 % | 3,857 % |
| 140 | 3,594 % | 3,060 % | 4,225 % | 4,078 % | 4,382 % | 3,859 % |
| 141 | 3,598 % | 3,068 % | 4,225 % | 4,079 % | 4,381 % | 3,862 % |
| 142 | 3,602 % | 3,076 % | 4,225 % | 4,080 % | 4,379 % | 3,864 % |
| 143 | 3,606 % | 3,084 % | 4,225 % | 4,081 % | 4,378 % | 3,867 % |
| 144 | 3,610 % | 3,092 % | 4,225 % | 4,082 % | 4,377 % | 3,869 % |
| 145 | 3,614 % | 3,100 % | 4,224 % | 4,082 % | 4,376 % | 3,871 % |
| 146 | 3,618 % | 3,107 % | 4,224 % | 4,083 % | 4,374 % | 3,873 % |
| 147 | 3,622 % | 3,114 % | 4,224 % | 4,084 % | 4,373 % | 3,876 % |
| 148 | 3,626 % | 3,122 % | 4,224 % | 4,085 % | 4,372 % | 3,878 % |
| 149 | 3,630 % | 3,129 % | 4,224 % | 4,086 % | 4,371 % | 3,880 % |
| 150 | 3,634 % | 3,136 % | 4,224 % | 4,086 % | 4,370 % | 3,882 % |
| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,820 % | 2,003 % | 1,237 % | 0,722 % | 3,470 % | 4,216 % |
| 2 | – 0,828 % | 1,921 % | 1,237 % | 0,710 % | 3,522 % | 4,322 % |
| 3 | – 0,808 % | 1,916 % | 1,346 % | 0,735 % | 3,627 % | 4,429 % |
| 4 | – 0,746 % | 1,963 % | 1,443 % | 0,760 % | 3,766 % | 4,594 % |
| 5 | – 0,661 % | 2,015 % | 1,479 % | 0,817 % | 3,896 % | 4,647 % |
| 6 | – 0,575 % | 2,080 % | 1,573 % | 0,905 % | 3,995 % | 4,788 % |
| 7 | – 0,483 % | 2,149 % | 1,625 % | 1,012 % | 4,119 % | 4,938 % |
| 8 | – 0,396 % | 2,212 % | 1,727 % | 1,131 % | 4,198 % | 5,056 % |
| 9 | – 0,316 % | 2,270 % | 1,790 % | 1,250 % | 4,266 % | 5,270 % |
| 10 | – 0,242 % | 2,325 % | 1,783 % | 1,363 % | 4,337 % | 5,506 % |
| 11 | – 0,183 % | 2,376 % | 1,884 % | 1,469 % | 4,393 % | 5,687 % |
| 12 | – 0,119 % | 2,427 % | 2,023 % | 1,565 % | 4,435 % | 5,814 % |
| 13 | – 0,079 % | 2,477 % | 2,122 % | 1,652 % | 4,466 % | 5,901 % |
| 14 | – 0,026 % | 2,524 % | 2,187 % | 1,728 % | 4,489 % | 5,956 % |
| 15 | 0,014 % | 2,568 % | 2,239 % | 1,793 % | 4,506 % | 5,989 % |
| 16 | 0,050 % | 2,607 % | 2,291 % | 1,846 % | 4,518 % | 6,004 % |
| 17 | 0,083 % | 2,641 % | 2,344 % | 1,888 % | 4,526 % | 6,005 % |
| 18 | 0,112 % | 2,671 % | 2,397 % | 1,919 % | 4,532 % | 5,996 % |
| 19 | 0,137 % | 2,699 % | 2,449 % | 1,940 % | 4,535 % | 5,979 % |
| 20 | 0,155 % | 2,724 % | 2,500 % | 1,950 % | 4,536 % | 5,956 % |
| 21 | 0,168 % | 2,746 % | 2,550 % | 1,951 % | 4,535 % | 5,929 % |
| 22 | 0,179 % | 2,766 % | 2,598 % | 1,949 % | 4,534 % | 5,898 % |
| 23 | 0,193 % | 2,781 % | 2,645 % | 1,947 % | 4,531 % | 5,865 % |
| 24 | 0,213 % | 2,792 % | 2,690 % | 1,951 % | 4,528 % | 5,831 % |
| 25 | 0,241 % | 2,798 % | 2,734 % | 1,962 % | 4,524 % | 5,796 % |
| 26 | 0,279 % | 2,798 % | 2,775 % | 1,981 % | 4,520 % | 5,760 % |
| 27 | 0,323 % | 2,797 % | 2,815 % | 2,008 % | 4,515 % | 5,724 % |
| 28 | 0,373 % | 2,795 % | 2,854 % | 2,039 % | 4,511 % | 5,688 % |
| 29 | 0,425 % | 2,796 % | 2,890 % | 2,074 % | 4,506 % | 5,653 % |
| 30 | 0,480 % | 2,800 % | 2,926 % | 2,112 % | 4,500 % | 5,618 % |
| 31 | 0,536 % | 2,808 % | 2,959 % | 2,151 % | 4,495 % | 5,584 % |
| 32 | 0,592 % | 2,820 % | 2,992 % | 2,191 % | 4,490 % | 5,551 % |
| 33 | 0,649 % | 2,835 % | 3,023 % | 2,231 % | 4,485 % | 5,519 % |
| 34 | 0,704 % | 2,852 % | 3,053 % | 2,272 % | 4,479 % | 5,488 % |
| 35 | 0,759 % | 2,871 % | 3,081 % | 2,312 % | 4,474 % | 5,457 % |
| 36 | 0,812 % | 2,890 % | 3,108 % | 2,351 % | 4,469 % | 5,428 % |
| 37 | 0,865 % | 2,911 % | 3,134 % | 2,391 % | 4,464 % | 5,400 % |
| 38 | 0,916 % | 2,932 % | 3,160 % | 2,429 % | 4,459 % | 5,372 % |
| 39 | 0,966 % | 2,954 % | 3,184 % | 2,466 % | 4,454 % | 5,346 % |
| 40 | 1,014 % | 2,975 % | 3,207 % | 2,503 % | 4,449 % | 5,320 % |
| 41 | 1,061 % | 2,997 % | 3,229 % | 2,538 % | 4,445 % | 5,295 % |
| 42 | 1,106 % | 3,019 % | 3,250 % | 2,572 % | 4,440 % | 5,271 % |
| 43 | 1,150 % | 3,040 % | 3,271 % | 2,606 % | 4,436 % | 5,248 % |
| 44 | 1,192 % | 3,061 % | 3,291 % | 2,638 % | 4,431 % | 5,226 % |
| 45 | 1,233 % | 3,081 % | 3,310 % | 2,670 % | 4,427 % | 5,205 % |
| 46 | 1,272 % | 3,102 % | 3,328 % | 2,700 % | 4,423 % | 5,184 % |
| 47 | 1,311 % | 3,121 % | 3,345 % | 2,729 % | 4,419 % | 5,164 % |
| 48 | 1,348 % | 3,141 % | 3,362 % | 2,758 % | 4,415 % | 5,145 % |
| 49 | 1,383 % | 3,160 % | 3,379 % | 2,785 % | 4,411 % | 5,127 % |
| 50 | 1,418 % | 3,178 % | 3,394 % | 2,812 % | 4,408 % | 5,109 % |
| 51 | 1,451 % | 3,196 % | 3,410 % | 2,838 % | 4,404 % | 5,092 % |
| 52 | 1,483 % | 3,213 % | 3,424 % | 2,863 % | 4,400 % | 5,075 % |
| 53 | 1,514 % | 3,230 % | 3,438 % | 2,887 % | 4,397 % | 5,059 % |
| 54 | 1,545 % | 3,247 % | 3,452 % | 2,910 % | 4,394 % | 5,043 % |
| 55 | 1,574 % | 3,263 % | 3,465 % | 2,933 % | 4,390 % | 5,028 % |
| 56 | 1,602 % | 3,279 % | 3,478 % | 2,955 % | 4,387 % | 5,014 % |
| 57 | 1,629 % | 3,294 % | 3,491 % | 2,976 % | 4,384 % | 5,000 % |
| 58 | 1,656 % | 3,309 % | 3,502 % | 2,996 % | 4,381 % | 4,986 % |
| 59 | 1,681 % | 3,323 % | 3,514 % | 3,016 % | 4,378 % | 4,973 % |
| 60 | 1,706 % | 3,337 % | 3,525 % | 3,035 % | 4,376 % | 4,960 % |
| 61 | 1,730 % | 3,351 % | 3,536 % | 3,054 % | 4,373 % | 4,948 % |
| 62 | 1,753 % | 3,364 % | 3,547 % | 3,072 % | 4,370 % | 4,936 % |
| 63 | 1,776 % | 3,377 % | 3,557 % | 3,090 % | 4,368 % | 4,924 % |
| 64 | 1,798 % | 3,389 % | 3,567 % | 3,107 % | 4,365 % | 4,913 % |
| 65 | 1,819 % | 3,401 % | 3,576 % | 3,123 % | 4,363 % | 4,902 % |
| 66 | 1,840 % | 3,413 % | 3,586 % | 3,140 % | 4,360 % | 4,892 % |
| 67 | 1,860 % | 3,425 % | 3,595 % | 3,155 % | 4,358 % | 4,881 % |
| 68 | 1,879 % | 3,436 % | 3,604 % | 3,170 % | 4,356 % | 4,871 % |
| 69 | 1,898 % | 3,447 % | 3,612 % | 3,185 % | 4,354 % | 4,862 % |
| 70 | 1,917 % | 3,457 % | 3,620 % | 3,199 % | 4,352 % | 4,852 % |
| 71 | 1,934 % | 3,467 % | 3,629 % | 3,213 % | 4,349 % | 4,843 % |
| 72 | 1,952 % | 3,477 % | 3,636 % | 3,227 % | 4,347 % | 4,834 % |
| 73 | 1,969 % | 3,487 % | 3,644 % | 3,240 % | 4,345 % | 4,825 % |
| 74 | 1,985 % | 3,497 % | 3,652 % | 3,253 % | 4,344 % | 4,817 % |
| 75 | 2,001 % | 3,506 % | 3,659 % | 3,266 % | 4,342 % | 4,809 % |
| 76 | 2,017 % | 3,515 % | 3,666 % | 3,278 % | 4,340 % | 4,801 % |
| 77 | 2,032 % | 3,524 % | 3,673 % | 3,290 % | 4,338 % | 4,793 % |
| 78 | 2,047 % | 3,532 % | 3,680 % | 3,301 % | 4,336 % | 4,785 % |
| 79 | 2,062 % | 3,541 % | 3,686 % | 3,313 % | 4,335 % | 4,778 % |
| 80 | 2,076 % | 3,549 % | 3,692 % | 3,324 % | 4,333 % | 4,771 % |
| 81 | 2,089 % | 3,557 % | 3,699 % | 3,334 % | 4,331 % | 4,764 % |
| 82 | 2,103 % | 3,565 % | 3,705 % | 3,345 % | 4,330 % | 4,757 % |
| 83 | 2,116 % | 3,572 % | 3,711 % | 3,355 % | 4,328 % | 4,750 % |
| 84 | 2,129 % | 3,580 % | 3,717 % | 3,365 % | 4,327 % | 4,743 % |
| 85 | 2,141 % | 3,587 % | 3,722 % | 3,375 % | 4,325 % | 4,737 % |
| 86 | 2,154 % | 3,594 % | 3,728 % | 3,384 % | 4,324 % | 4,731 % |
| 87 | 2,166 % | 3,601 % | 3,733 % | 3,394 % | 4,322 % | 4,725 % |
| 88 | 2,177 % | 3,608 % | 3,738 % | 3,403 % | 4,321 % | 4,719 % |
| 89 | 2,189 % | 3,614 % | 3,744 % | 3,412 % | 4,320 % | 4,713 % |
| 90 | 2,200 % | 3,621 % | 3,749 % | 3,421 % | 4,318 % | 4,707 % |
| 91 | 2,211 % | 3,627 % | 3,754 % | 3,429 % | 4,317 % | 4,702 % |
| 92 | 2,222 % | 3,633 % | 3,758 % | 3,437 % | 4,316 % | 4,696 % |
| 93 | 2,232 % | 3,639 % | 3,763 % | 3,446 % | 4,315 % | 4,691 % |
| 94 | 2,242 % | 3,645 % | 3,768 % | 3,454 % | 4,313 % | 4,686 % |
| 95 | 2,252 % | 3,651 % | 3,772 % | 3,461 % | 4,312 % | 4,680 % |
| 96 | 2,262 % | 3,657 % | 3,777 % | 3,469 % | 4,311 % | 4,675 % |
| 97 | 2,272 % | 3,663 % | 3,781 % | 3,477 % | 4,310 % | 4,670 % |
| 98 | 2,281 % | 3,668 % | 3,785 % | 3,484 % | 4,309 % | 4,666 % |
| 99 | 2,290 % | 3,673 % | 3,790 % | 3,491 % | 4,308 % | 4,661 % |
| 100 | 2,299 % | 3,679 % | 3,794 % | 3,498 % | 4,307 % | 4,656 % |
| 101 | 2,308 % | 3,684 % | 3,798 % | 3,505 % | 4,305 % | 4,652 % |
| 102 | 2,317 % | 3,689 % | 3,802 % | 3,512 % | 4,304 % | 4,647 % |
| 103 | 2,326 % | 3,694 % | 3,805 % | 3,519 % | 4,303 % | 4,643 % |
| 104 | 2,334 % | 3,699 % | 3,809 % | 3,525 % | 4,302 % | 4,639 % |
| 105 | 2,342 % | 3,703 % | 3,813 % | 3,531 % | 4,301 % | 4,635 % |
| 106 | 2,350 % | 3,708 % | 3,817 % | 3,538 % | 4,301 % | 4,630 % |
| 107 | 2,358 % | 3,713 % | 3,820 % | 3,544 % | 4,300 % | 4,626 % |
| 108 | 2,366 % | 3,717 % | 3,824 % | 3,550 % | 4,299 % | 4,622 % |
| 109 | 2,374 % | 3,722 % | 3,827 % | 3,556 % | 4,298 % | 4,619 % |
| 110 | 2,381 % | 3,726 % | 3,831 % | 3,562 % | 4,297 % | 4,615 % |
| 111 | 2,388 % | 3,730 % | 3,834 % | 3,568 % | 4,296 % | 4,611 % |
| 112 | 2,396 % | 3,734 % | 3,837 % | 3,573 % | 4,295 % | 4,607 % |
| 113 | 2,403 % | 3,738 % | 3,840 % | 3,579 % | 4,294 % | 4,604 % |
| 114 | 2,410 % | 3,742 % | 3,843 % | 3,584 % | 4,293 % | 4,600 % |
| 115 | 2,416 % | 3,746 % | 3,847 % | 3,589 % | 4,293 % | 4,597 % |
| 116 | 2,423 % | 3,750 % | 3,850 % | 3,595 % | 4,292 % | 4,593 % |
| 117 | 2,430 % | 3,754 % | 3,853 % | 3,600 % | 4,291 % | 4,590 % |
| 118 | 2,436 % | 3,758 % | 3,856 % | 3,605 % | 4,290 % | 4,587 % |
| 119 | 2,443 % | 3,762 % | 3,858 % | 3,610 % | 4,290 % | 4,583 % |
| 120 | 2,449 % | 3,765 % | 3,861 % | 3,615 % | 4,289 % | 4,580 % |
| 121 | 2,455 % | 3,769 % | 3,864 % | 3,620 % | 4,288 % | 4,577 % |
| 122 | 2,461 % | 3,772 % | 3,867 % | 3,624 % | 4,287 % | 4,574 % |
| 123 | 2,467 % | 3,776 % | 3,870 % | 3,629 % | 4,287 % | 4,571 % |
| 124 | 2,473 % | 3,779 % | 3,872 % | 3,634 % | 4,286 % | 4,568 % |
| 125 | 2,479 % | 3,783 % | 3,875 % | 3,638 % | 4,285 % | 4,565 % |
| 126 | 2,485 % | 3,786 % | 3,877 % | 3,643 % | 4,285 % | 4,562 % |
| 127 | 2,490 % | 3,789 % | 3,880 % | 3,647 % | 4,284 % | 4,559 % |
| 128 | 2,496 % | 3,792 % | 3,882 % | 3,651 % | 4,283 % | 4,556 % |
| 129 | 2,501 % | 3,796 % | 3,885 % | 3,656 % | 4,283 % | 4,554 % |
| 130 | 2,507 % | 3,799 % | 3,887 % | 3,660 % | 4,282 % | 4,551 % |
| 131 | 2,512 % | 3,802 % | 3,890 % | 3,664 % | 4,281 % | 4,548 % |
| 132 | 2,517 % | 3,805 % | 3,892 % | 3,668 % | 4,281 % | 4,546 % |
| 133 | 2,522 % | 3,808 % | 3,894 % | 3,672 % | 4,280 % | 4,543 % |
| 134 | 2,527 % | 3,811 % | 3,897 % | 3,676 % | 4,280 % | 4,540 % |
| 135 | 2,532 % | 3,813 % | 3,899 % | 3,680 % | 4,279 % | 4,538 % |
| 136 | 2,537 % | 3,816 % | 3,901 % | 3,683 % | 4,278 % | 4,535 % |
| 137 | 2,542 % | 3,819 % | 3,903 % | 3,687 % | 4,278 % | 4,533 % |
| 138 | 2,547 % | 3,822 % | 3,905 % | 3,691 % | 4,277 % | 4,530 % |
| 139 | 2,551 % | 3,825 % | 3,907 % | 3,695 % | 4,277 % | 4,528 % |
| 140 | 2,556 % | 3,827 % | 3,910 % | 3,698 % | 4,276 % | 4,526 % |
| 141 | 2,561 % | 3,830 % | 3,912 % | 3,702 % | 4,276 % | 4,523 % |
| 142 | 2,565 % | 3,833 % | 3,914 % | 3,705 % | 4,275 % | 4,521 % |
| 143 | 2,569 % | 3,835 % | 3,916 % | 3,709 % | 4,275 % | 4,519 % |
| 144 | 2,574 % | 3,838 % | 3,918 % | 3,712 % | 4,274 % | 4,517 % |
| 145 | 2,578 % | 3,840 % | 3,920 % | 3,715 % | 4,273 % | 4,515 % |
| 146 | 2,582 % | 3,843 % | 3,921 % | 3,719 % | 4,273 % | 4,512 % |
| 147 | 2,587 % | 3,845 % | 3,923 % | 3,722 % | 4,272 % | 4,510 % |
| 148 | 2,591 % | 3,847 % | 3,925 % | 3,725 % | 4,272 % | 4,508 % |
| 149 | 2,595 % | 3,850 % | 3,927 % | 3,728 % | 4,272 % | 4,506 % |
| 150 | 2,599 % | 3,852 % | 3,929 % | 3,732 % | 4,271 % | 4,504 % |
| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,451 % | 6,882 % | 3,728 % | 0,086 % | 1,856 % | 7,361 % |
| 2 | 0,652 % | 7,031 % | 4,012 % | 0,150 % | 1,859 % | 7,673 % |
| 3 | 0,784 % | 7,169 % | 4,586 % | 0,218 % | 1,934 % | 7,904 % |
| 4 | 0,886 % | 7,295 % | 4,853 % | 0,287 % | 2,048 % | 8,085 % |
| 5 | 0,999 % | 7,402 % | 5,128 % | 0,355 % | 2,176 % | 8,253 % |
| 6 | 1,073 % | 7,472 % | 5,374 % | 0,417 % | 2,298 % | 8,398 % |
| 7 | 1,122 % | 7,545 % | 5,534 % | 0,479 % | 2,411 % | 8,521 % |
| 8 | 1,160 % | 7,587 % | 5,663 % | 0,536 % | 2,517 % | 8,594 % |
| 9 | 1,197 % | 7,620 % | 5,759 % | 0,591 % | 2,610 % | 8,668 % |
| 10 | 1,236 % | 7,651 % | 5,862 % | 0,646 % | 2,694 % | 8,720 % |
| 11 | 1,281 % | 7,660 % | 5,981 % | 0,720 % | 2,777 % | 8,752 % |
| 12 | 1,333 % | 7,649 % | 6,107 % | 0,810 % | 2,859 % | 8,757 % |
| 13 | 1,390 % | 7,623 % | 6,233 % | 0,908 % | 2,937 % | 8,727 % |
| 14 | 1,453 % | 7,586 % | 6,353 % | 1,010 % | 3,010 % | 8,671 % |
| 15 | 1,520 % | 7,543 % | 6,462 % | 1,113 % | 3,075 % | 8,601 % |
| 16 | 1,591 % | 7,494 % | 6,557 % | 1,214 % | 3,131 % | 8,524 % |
| 17 | 1,664 % | 7,443 % | 6,637 % | 1,314 % | 3,180 % | 8,444 % |
| 18 | 1,738 % | 7,389 % | 6,703 % | 1,410 % | 3,223 % | 8,361 % |
| 19 | 1,811 % | 7,334 % | 6,754 % | 1,503 % | 3,261 % | 8,277 % |
| 20 | 1,883 % | 7,279 % | 6,791 % | 1,592 % | 3,297 % | 8,193 % |
| 21 | 1,952 % | 7,224 % | 6,813 % | 1,677 % | 3,330 % | 8,110 % |
| 22 | 2,020 % | 7,170 % | 6,822 % | 1,758 % | 3,360 % | 8,029 % |
| 23 | 2,085 % | 7,116 % | 6,822 % | 1,836 % | 3,389 % | 7,949 % |
| 24 | 2,148 % | 7,064 % | 6,813 % | 1,910 % | 3,416 % | 7,871 % |
| 25 | 2,209 % | 7,013 % | 6,799 % | 1,981 % | 3,441 % | 7,796 % |
| 26 | 2,266 % | 6,964 % | 6,780 % | 2,048 % | 3,464 % | 7,723 % |
| 27 | 2,322 % | 6,916 % | 6,757 % | 2,112 % | 3,487 % | 7,652 % |
| 28 | 2,375 % | 6,870 % | 6,732 % | 2,173 % | 3,508 % | 7,584 % |
| 29 | 2,426 % | 6,826 % | 6,705 % | 2,232 % | 3,527 % | 7,518 % |
| 30 | 2,475 % | 6,783 % | 6,677 % | 2,287 % | 3,546 % | 7,455 % |
| 31 | 2,522 % | 6,742 % | 6,648 % | 2,340 % | 3,564 % | 7,395 % |
| 32 | 2,566 % | 6,702 % | 6,618 % | 2,391 % | 3,581 % | 7,337 % |
| 33 | 2,609 % | 6,664 % | 6,589 % | 2,439 % | 3,597 % | 7,281 % |
| 34 | 2,650 % | 6,627 % | 6,559 % | 2,485 % | 3,613 % | 7,227 % |
| 35 | 2,689 % | 6,591 % | 6,530 % | 2,529 % | 3,627 % | 7,176 % |
| 36 | 2,726 % | 6,557 % | 6,501 % | 2,571 % | 3,641 % | 7,126 % |
| 37 | 2,762 % | 6,525 % | 6,473 % | 2,611 % | 3,655 % | 7,079 % |
| 38 | 2,797 % | 6,493 % | 6,445 % | 2,649 % | 3,668 % | 7,034 % |
| 39 | 2,830 % | 6,463 % | 6,418 % | 2,686 % | 3,680 % | 6,990 % |
| 40 | 2,861 % | 6,434 % | 6,392 % | 2,721 % | 3,692 % | 6,948 % |
| 41 | 2,891 % | 6,407 % | 6,366 % | 2,755 % | 3,703 % | 6,908 % |
| 42 | 2,921 % | 6,380 % | 6,341 % | 2,787 % | 3,714 % | 6,870 % |
| 43 | 2,948 % | 6,354 % | 6,318 % | 2,818 % | 3,724 % | 6,833 % |
| 44 | 2,975 % | 6,329 % | 6,294 % | 2,848 % | 3,734 % | 6,797 % |
| 45 | 3,001 % | 6,305 % | 6,272 % | 2,877 % | 3,744 % | 6,763 % |
| 46 | 3,026 % | 6,283 % | 6,250 % | 2,904 % | 3,753 % | 6,730 % |
| 47 | 3,050 % | 6,260 % | 6,229 % | 2,930 % | 3,762 % | 6,699 % |
| 48 | 3,073 % | 6,239 % | 6,209 % | 2,956 % | 3,770 % | 6,668 % |
| 49 | 3,095 % | 6,219 % | 6,189 % | 2,980 % | 3,779 % | 6,639 % |
| 50 | 3,116 % | 6,199 % | 6,170 % | 3,004 % | 3,786 % | 6,611 % |
| 51 | 3,137 % | 6,180 % | 6,152 % | 3,027 % | 3,794 % | 6,584 % |
| 52 | 3,157 % | 6,162 % | 6,134 % | 3,049 % | 3,802 % | 6,557 % |
| 53 | 3,176 % | 6,144 % | 6,117 % | 3,070 % | 3,809 % | 6,532 % |
| 54 | 3,194 % | 6,127 % | 6,100 % | 3,090 % | 3,816 % | 6,508 % |
| 55 | 3,212 % | 6,110 % | 6,084 % | 3,110 % | 3,822 % | 6,484 % |
| 56 | 3,229 % | 6,094 % | 6,069 % | 3,129 % | 3,829 % | 6,462 % |
| 57 | 3,246 % | 6,079 % | 6,054 % | 3,148 % | 3,835 % | 6,440 % |
| 58 | 3,262 % | 6,064 % | 6,039 % | 3,165 % | 3,841 % | 6,418 % |
| 59 | 3,278 % | 6,049 % | 6,025 % | 3,183 % | 3,847 % | 6,398 % |
| 60 | 3,293 % | 6,035 % | 6,012 % | 3,199 % | 3,853 % | 6,378 % |
| 61 | 3,308 % | 6,022 % | 5,998 % | 3,215 % | 3,858 % | 6,359 % |
| 62 | 3,322 % | 6,008 % | 5,986 % | 3,231 % | 3,864 % | 6,340 % |
| 63 | 3,336 % | 5,996 % | 5,973 % | 3,246 % | 3,869 % | 6,322 % |
| 64 | 3,349 % | 5,983 % | 5,961 % | 3,261 % | 3,874 % | 6,304 % |
| 65 | 3,362 % | 5,971 % | 5,950 % | 3,275 % | 3,879 % | 6,287 % |
| 66 | 3,374 % | 5,960 % | 5,938 % | 3,289 % | 3,883 % | 6,271 % |
| 67 | 3,387 % | 5,948 % | 5,927 % | 3,303 % | 3,888 % | 6,255 % |
| 68 | 3,398 % | 5,937 % | 5,917 % | 3,316 % | 3,893 % | 6,239 % |
| 69 | 3,410 % | 5,927 % | 5,906 % | 3,328 % | 3,897 % | 6,224 % |
| 70 | 3,421 % | 5,916 % | 5,896 % | 3,341 % | 3,901 % | 6,210 % |
| 71 | 3,432 % | 5,906 % | 5,886 % | 3,353 % | 3,905 % | 6,195 % |
| 72 | 3,443 % | 5,896 % | 5,877 % | 3,364 % | 3,909 % | 6,182 % |
| 73 | 3,453 % | 5,887 % | 5,867 % | 3,376 % | 3,913 % | 6,168 % |
| 74 | 3,463 % | 5,878 % | 5,858 % | 3,387 % | 3,917 % | 6,155 % |
| 75 | 3,473 % | 5,869 % | 5,850 % | 3,398 % | 3,921 % | 6,142 % |
| 76 | 3,482 % | 5,860 % | 5,841 % | 3,408 % | 3,924 % | 6,130 % |
| 77 | 3,492 % | 5,851 % | 5,833 % | 3,418 % | 3,928 % | 6,118 % |
| 78 | 3,501 % | 5,843 % | 5,825 % | 3,428 % | 3,931 % | 6,106 % |
| 79 | 3,509 % | 5,835 % | 5,817 % | 3,438 % | 3,935 % | 6,094 % |
| 80 | 3,518 % | 5,827 % | 5,809 % | 3,448 % | 3,938 % | 6,083 % |
| 81 | 3,526 % | 5,819 % | 5,801 % | 3,457 % | 3,941 % | 6,072 % |
| 82 | 3,534 % | 5,811 % | 5,794 % | 3,466 % | 3,944 % | 6,062 % |
| 83 | 3,542 % | 5,804 % | 5,787 % | 3,475 % | 3,947 % | 6,051 % |
| 84 | 3,550 % | 5,797 % | 5,780 % | 3,483 % | 3,950 % | 6,041 % |
| 85 | 3,558 % | 5,790 % | 5,773 % | 3,492 % | 3,953 % | 6,031 % |
| 86 | 3,565 % | 5,783 % | 5,766 % | 3,500 % | 3,956 % | 6,021 % |
| 87 | 3,573 % | 5,776 % | 5,760 % | 3,508 % | 3,959 % | 6,012 % |
| 88 | 3,580 % | 5,770 % | 5,754 % | 3,516 % | 3,962 % | 6,003 % |
| 89 | 3,587 % | 5,763 % | 5,747 % | 3,523 % | 3,964 % | 5,994 % |
| 90 | 3,593 % | 5,757 % | 5,741 % | 3,531 % | 3,967 % | 5,985 % |
| 91 | 3,600 % | 5,751 % | 5,735 % | 3,538 % | 3,970 % | 5,976 % |
| 92 | 3,607 % | 5,745 % | 5,729 % | 3,545 % | 3,972 % | 5,968 % |
| 93 | 3,613 % | 5,739 % | 5,724 % | 3,552 % | 3,974 % | 5,959 % |
| 94 | 3,619 % | 5,733 % | 5,718 % | 3,559 % | 3,977 % | 5,951 % |
| 95 | 3,625 % | 5,728 % | 5,713 % | 3,566 % | 3,979 % | 5,943 % |
| 96 | 3,631 % | 5,722 % | 5,707 % | 3,572 % | 3,981 % | 5,936 % |
| 97 | 3,637 % | 5,717 % | 5,702 % | 3,579 % | 3,984 % | 5,928 % |
| 98 | 3,643 % | 5,711 % | 5,697 % | 3,585 % | 3,986 % | 5,920 % |
| 99 | 3,648 % | 5,706 % | 5,692 % | 3,591 % | 3,988 % | 5,913 % |
| 100 | 3,654 % | 5,701 % | 5,687 % | 3,597 % | 3,990 % | 5,906 % |
| 101 | 3,659 % | 5,696 % | 5,682 % | 3,603 % | 3,992 % | 5,899 % |
| 102 | 3,665 % | 5,691 % | 5,677 % | 3,609 % | 3,994 % | 5,892 % |
| 103 | 3,670 % | 5,687 % | 5,673 % | 3,615 % | 3,996 % | 5,885 % |
| 104 | 3,675 % | 5,682 % | 5,668 % | 3,621 % | 3,998 % | 5,879 % |
| 105 | 3,680 % | 5,677 % | 5,664 % | 3,626 % | 4,000 % | 5,872 % |
| 106 | 3,685 % | 5,673 % | 5,659 % | 3,631 % | 4,002 % | 5,866 % |
| 107 | 3,690 % | 5,668 % | 5,655 % | 3,637 % | 4,004 % | 5,860 % |
| 108 | 3,694 % | 5,664 % | 5,651 % | 3,642 % | 4,006 % | 5,854 % |
| 109 | 3,699 % | 5,660 % | 5,647 % | 3,647 % | 4,007 % | 5,848 % |
| 110 | 3,703 % | 5,656 % | 5,643 % | 3,652 % | 4,009 % | 5,842 % |
| 111 | 3,708 % | 5,651 % | 5,639 % | 3,657 % | 4,011 % | 5,836 % |
| 112 | 3,712 % | 5,647 % | 5,635 % | 3,662 % | 4,013 % | 5,830 % |
| 113 | 3,717 % | 5,643 % | 5,631 % | 3,667 % | 4,014 % | 5,825 % |
| 114 | 3,721 % | 5,640 % | 5,627 % | 3,671 % | 4,016 % | 5,819 % |
| 115 | 3,725 % | 5,636 % | 5,623 % | 3,676 % | 4,017 % | 5,814 % |
| 116 | 3,729 % | 5,632 % | 5,620 % | 3,680 % | 4,019 % | 5,808 % |
| 117 | 3,733 % | 5,628 % | 5,616 % | 3,685 % | 4,021 % | 5,803 % |
| 118 | 3,737 % | 5,625 % | 5,613 % | 3,689 % | 4,022 % | 5,798 % |
| 119 | 3,741 % | 5,621 % | 5,609 % | 3,693 % | 4,024 % | 5,793 % |
| 120 | 3,745 % | 5,617 % | 5,606 % | 3,698 % | 4,025 % | 5,788 % |
| 121 | 3,748 % | 5,614 % | 5,602 % | 3,702 % | 4,027 % | 5,783 % |
| 122 | 3,752 % | 5,611 % | 5,599 % | 3,706 % | 4,028 % | 5,778 % |
| 123 | 3,756 % | 5,607 % | 5,596 % | 3,710 % | 4,029 % | 5,774 % |
| 124 | 3,759 % | 5,604 % | 5,593 % | 3,714 % | 4,031 % | 5,769 % |
| 125 | 3,763 % | 5,601 % | 5,589 % | 3,718 % | 4,032 % | 5,764 % |
| 126 | 3,766 % | 5,598 % | 5,586 % | 3,722 % | 4,033 % | 5,760 % |
| 127 | 3,770 % | 5,594 % | 5,583 % | 3,725 % | 4,035 % | 5,756 % |
| 128 | 3,773 % | 5,591 % | 5,580 % | 3,729 % | 4,036 % | 5,751 % |
| 129 | 3,776 % | 5,588 % | 5,577 % | 3,733 % | 4,037 % | 5,747 % |
| 130 | 3,780 % | 5,585 % | 5,574 % | 3,736 % | 4,039 % | 5,743 % |
| 131 | 3,783 % | 5,582 % | 5,572 % | 3,740 % | 4,040 % | 5,739 % |
| 132 | 3,786 % | 5,579 % | 5,569 % | 3,743 % | 4,041 % | 5,734 % |
| 133 | 3,789 % | 5,577 % | 5,566 % | 3,747 % | 4,042 % | 5,730 % |
| 134 | 3,792 % | 5,574 % | 5,563 % | 3,750 % | 4,043 % | 5,726 % |
| 135 | 3,795 % | 5,571 % | 5,561 % | 3,753 % | 4,044 % | 5,723 % |
| 136 | 3,798 % | 5,568 % | 5,558 % | 3,757 % | 4,046 % | 5,719 % |
| 137 | 3,801 % | 5,566 % | 5,555 % | 3,760 % | 4,047 % | 5,715 % |
| 138 | 3,804 % | 5,563 % | 5,553 % | 3,763 % | 4,048 % | 5,711 % |
| 139 | 3,807 % | 5,560 % | 5,550 % | 3,766 % | 4,049 % | 5,707 % |
| 140 | 3,810 % | 5,558 % | 5,548 % | 3,769 % | 4,050 % | 5,704 % |
| 141 | 3,812 % | 5,555 % | 5,545 % | 3,772 % | 4,051 % | 5,700 % |
| 142 | 3,815 % | 5,553 % | 5,543 % | 3,775 % | 4,052 % | 5,697 % |
| 143 | 3,818 % | 5,550 % | 5,540 % | 3,778 % | 4,053 % | 5,693 % |
| 144 | 3,820 % | 5,548 % | 5,538 % | 3,781 % | 4,054 % | 5,690 % |
| 145 | 3,823 % | 5,545 % | 5,536 % | 3,784 % | 4,055 % | 5,686 % |
| 146 | 3,826 % | 5,543 % | 5,533 % | 3,787 % | 4,056 % | 5,683 % |
| 147 | 3,828 % | 5,541 % | 5,531 % | 3,790 % | 4,057 % | 5,680 % |
| 148 | 3,831 % | 5,538 % | 5,529 % | 3,793 % | 4,058 % | 5,677 % |
| 149 | 3,833 % | 5,536 % | 5,527 % | 3,795 % | 4,059 % | 5,673 % |
| 150 | 3,836 % | 5,534 % | 5,524 % | 3,798 % | 4,060 % | 5,670 % |
| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 13,359 % | 1,974 % | 3,379 % | 10,945 % | 0,962 % | 1,117 % |
| 2 | 13,375 % | 1,969 % | 3,356 % | 10,340 % | 1,124 % | 1,074 % |
| 3 | 13,473 % | 2,052 % | 3,377 % | 10,009 % | 1,269 % | 1,072 % |
| 4 | 13,588 % | 2,178 % | 3,410 % | 9,809 % | 1,405 % | 1,092 % |
| 5 | 13,829 % | 2,297 % | 3,453 % | 9,665 % | 1,519 % | 1,120 % |
| 6 | 14,084 % | 2,352 % | 3,526 % | 9,527 % | 1,639 % | 1,145 % |
| 7 | 14,290 % | 2,367 % | 3,599 % | 9,432 % | 1,755 % | 1,170 % |
| 8 | 14,301 % | 2,444 % | 3,673 % | 9,311 % | 1,836 % | 1,195 % |
| 9 | 14,313 % | 2,498 % | 3,749 % | 9,283 % | 1,914 % | 1,222 % |
| 10 | 14,306 % | 2,618 % | 3,826 % | 9,258 % | 1,987 % | 1,248 % |
| 11 | 14,248 % | 2,736 % | 3,878 % | 9,204 % | 2,049 % | 1,273 % |
| 12 | 14,148 % | 2,837 % | 3,920 % | 9,125 % | 2,099 % | 1,293 % |
| 13 | 14,014 % | 2,923 % | 3,965 % | 9,031 % | 2,135 % | 1,307 % |
| 14 | 13,855 % | 2,998 % | 4,015 % | 8,924 % | 2,160 % | 1,313 % |
| 15 | 13,678 % | 3,064 % | 4,071 % | 8,811 % | 2,173 % | 1,314 % |
| 16 | 13,487 % | 3,123 % | 4,131 % | 8,692 % | 2,177 % | 1,309 % |
| 17 | 13,286 % | 3,175 % | 4,192 % | 8,571 % | 2,177 % | 1,306 % |
| 18 | 13,079 % | 3,223 % | 4,250 % | 8,450 % | 2,179 % | 1,309 % |
| 19 | 12,868 % | 3,266 % | 4,302 % | 8,329 % | 2,185 % | 1,322 % |
| 20 | 12,657 % | 3,305 % | 4,347 % | 8,209 % | 2,200 % | 1,347 % |
| 21 | 12,446 % | 3,341 % | 4,384 % | 8,092 % | 2,222 % | 1,384 % |
| 22 | 12,238 % | 3,374 % | 4,413 % | 7,977 % | 2,252 % | 1,430 % |
| 23 | 12,034 % | 3,404 % | 4,436 % | 7,865 % | 2,286 % | 1,483 % |
| 24 | 11,834 % | 3,433 % | 4,454 % | 7,757 % | 2,323 % | 1,540 % |
| 25 | 11,639 % | 3,459 % | 4,467 % | 7,653 % | 2,362 % | 1,600 % |
| 26 | 11,450 % | 3,484 % | 4,477 % | 7,552 % | 2,403 % | 1,661 % |
| 27 | 11,268 % | 3,507 % | 4,485 % | 7,455 % | 2,444 % | 1,722 % |
| 28 | 11,092 % | 3,528 % | 4,490 % | 7,362 % | 2,485 % | 1,783 % |
| 29 | 10,923 % | 3,549 % | 4,493 % | 7,273 % | 2,526 % | 1,842 % |
| 30 | 10,760 % | 3,568 % | 4,495 % | 7,187 % | 2,566 % | 1,901 % |
| 31 | 10,604 % | 3,586 % | 4,495 % | 7,104 % | 2,605 % | 1,958 % |
| 32 | 10,454 % | 3,603 % | 4,494 % | 7,026 % | 2,643 % | 2,014 % |
| 33 | 10,310 % | 3,619 % | 4,493 % | 6,950 % | 2,681 % | 2,068 % |
| 34 | 10,173 % | 3,634 % | 4,490 % | 6,878 % | 2,717 % | 2,120 % |
| 35 | 10,041 % | 3,649 % | 4,488 % | 6,809 % | 2,752 % | 2,171 % |
| 36 | 9,915 % | 3,663 % | 4,484 % | 6,742 % | 2,786 % | 2,220 % |
| 37 | 9,795 % | 3,676 % | 4,481 % | 6,679 % | 2,819 % | 2,267 % |
| 38 | 9,680 % | 3,688 % | 4,477 % | 6,618 % | 2,850 % | 2,312 % |
| 39 | 9,569 % | 3,700 % | 4,473 % | 6,560 % | 2,881 % | 2,355 % |
| 40 | 9,464 % | 3,712 % | 4,469 % | 6,504 % | 2,910 % | 2,397 % |
| 41 | 9,362 % | 3,723 % | 4,465 % | 6,450 % | 2,939 % | 2,438 % |
| 42 | 9,266 % | 3,733 % | 4,461 % | 6,399 % | 2,966 % | 2,477 % |
| 43 | 9,173 % | 3,743 % | 4,456 % | 6,350 % | 2,993 % | 2,514 % |
| 44 | 9,084 % | 3,753 % | 4,452 % | 6,302 % | 3,018 % | 2,550 % |
| 45 | 8,998 % | 3,762 % | 4,448 % | 6,257 % | 3,043 % | 2,585 % |
| 46 | 8,916 % | 3,771 % | 4,444 % | 6,213 % | 3,066 % | 2,618 % |
| 47 | 8,838 % | 3,780 % | 4,440 % | 6,171 % | 3,089 % | 2,650 % |
| 48 | 8,762 % | 3,788 % | 4,436 % | 6,131 % | 3,111 % | 2,681 % |
| 49 | 8,689 % | 3,796 % | 4,432 % | 6,092 % | 3,132 % | 2,711 % |
| 50 | 8,619 % | 3,804 % | 4,428 % | 6,055 % | 3,153 % | 2,740 % |
| 51 | 8,552 % | 3,811 % | 4,424 % | 6,019 % | 3,173 % | 2,767 % |
| 52 | 8,487 % | 3,818 % | 4,420 % | 5,984 % | 3,192 % | 2,794 % |
| 53 | 8,425 % | 3,825 % | 4,416 % | 5,951 % | 3,210 % | 2,820 % |
| 54 | 8,365 % | 3,832 % | 4,413 % | 5,918 % | 3,228 % | 2,845 % |
| 55 | 8,307 % | 3,838 % | 4,409 % | 5,887 % | 3,245 % | 2,869 % |
| 56 | 8,251 % | 3,844 % | 4,406 % | 5,857 % | 3,262 % | 2,892 % |
| 57 | 8,197 % | 3,850 % | 4,402 % | 5,828 % | 3,278 % | 2,915 % |
| 58 | 8,145 % | 3,856 % | 4,399 % | 5,800 % | 3,294 % | 2,937 % |
| 59 | 8,095 % | 3,862 % | 4,396 % | 5,773 % | 3,309 % | 2,958 % |
| 60 | 8,046 % | 3,867 % | 4,393 % | 5,747 % | 3,323 % | 2,978 % |
| 61 | 7,999 % | 3,872 % | 4,390 % | 5,722 % | 3,338 % | 2,998 % |
| 62 | 7,953 % | 3,878 % | 4,387 % | 5,697 % | 3,351 % | 3,017 % |
| 63 | 7,909 % | 3,883 % | 4,384 % | 5,673 % | 3,365 % | 3,036 % |
| 64 | 7,866 % | 3,887 % | 4,381 % | 5,650 % | 3,377 % | 3,054 % |
| 65 | 7,825 % | 3,892 % | 4,379 % | 5,628 % | 3,390 % | 3,071 % |
| 66 | 7,785 % | 3,897 % | 4,376 % | 5,606 % | 3,402 % | 3,088 % |
| 67 | 7,746 % | 3,901 % | 4,373 % | 5,585 % | 3,414 % | 3,104 % |
| 68 | 7,708 % | 3,905 % | 4,371 % | 5,565 % | 3,425 % | 3,120 % |
| 69 | 7,671 % | 3,910 % | 4,369 % | 5,545 % | 3,436 % | 3,136 % |
| 70 | 7,636 % | 3,914 % | 4,366 % | 5,525 % | 3,447 % | 3,151 % |
| 71 | 7,601 % | 3,918 % | 4,364 % | 5,507 % | 3,458 % | 3,166 % |
| 72 | 7,567 % | 3,921 % | 4,362 % | 5,488 % | 3,468 % | 3,180 % |
| 73 | 7,534 % | 3,925 % | 4,359 % | 5,471 % | 3,478 % | 3,194 % |
| 74 | 7,503 % | 3,929 % | 4,357 % | 5,453 % | 3,488 % | 3,207 % |
| 75 | 7,472 % | 3,932 % | 4,355 % | 5,437 % | 3,497 % | 3,220 % |
| 76 | 7,441 % | 3,936 % | 4,353 % | 5,420 % | 3,506 % | 3,233 % |
| 77 | 7,412 % | 3,939 % | 4,351 % | 5,404 % | 3,515 % | 3,246 % |
| 78 | 7,383 % | 3,942 % | 4,349 % | 5,389 % | 3,524 % | 3,258 % |
| 79 | 7,355 % | 3,946 % | 4,347 % | 5,374 % | 3,533 % | 3,270 % |
| 80 | 7,328 % | 3,949 % | 4,346 % | 5,359 % | 3,541 % | 3,281 % |
| 81 | 7,302 % | 3,952 % | 4,344 % | 5,345 % | 3,549 % | 3,293 % |
| 82 | 7,276 % | 3,955 % | 4,342 % | 5,331 % | 3,557 % | 3,304 % |
| 83 | 7,251 % | 3,958 % | 4,340 % | 5,317 % | 3,565 % | 3,314 % |
| 84 | 7,226 % | 3,961 % | 4,339 % | 5,304 % | 3,572 % | 3,325 % |
| 85 | 7,202 % | 3,963 % | 4,337 % | 5,291 % | 3,579 % | 3,335 % |
| 86 | 7,178 % | 3,966 % | 4,336 % | 5,278 % | 3,587 % | 3,345 % |
| 87 | 7,155 % | 3,969 % | 4,334 % | 5,265 % | 3,594 % | 3,355 % |
| 88 | 7,133 % | 3,971 % | 4,332 % | 5,253 % | 3,601 % | 3,364 % |
| 89 | 7,111 % | 3,974 % | 4,331 % | 5,241 % | 3,607 % | 3,374 % |
| 90 | 7,090 % | 3,976 % | 4,330 % | 5,230 % | 3,614 % | 3,383 % |
| 91 | 7,069 % | 3,979 % | 4,328 % | 5,218 % | 3,620 % | 3,392 % |
| 92 | 7,048 % | 3,981 % | 4,327 % | 5,207 % | 3,627 % | 3,401 % |
| 93 | 7,028 % | 3,984 % | 4,325 % | 5,196 % | 3,633 % | 3,409 % |
| 94 | 7,009 % | 3,986 % | 4,324 % | 5,186 % | 3,639 % | 3,418 % |
| 95 | 6,989 % | 3,988 % | 4,323 % | 5,175 % | 3,645 % | 3,426 % |
| 96 | 6,971 % | 3,990 % | 4,321 % | 5,165 % | 3,650 % | 3,434 % |
| 97 | 6,952 % | 3,993 % | 4,320 % | 5,155 % | 3,656 % | 3,442 % |
| 98 | 6,934 % | 3,995 % | 4,319 % | 5,145 % | 3,662 % | 3,449 % |
| 99 | 6,917 % | 3,997 % | 4,318 % | 5,136 % | 3,667 % | 3,457 % |
| 100 | 6,899 % | 3,999 % | 4,317 % | 5,126 % | 3,672 % | 3,464 % |
| 101 | 6,882 % | 4,001 % | 4,315 % | 5,117 % | 3,677 % | 3,472 % |
| 102 | 6,866 % | 4,003 % | 4,314 % | 5,108 % | 3,683 % | 3,479 % |
| 103 | 6,849 % | 4,005 % | 4,313 % | 5,099 % | 3,688 % | 3,486 % |
| 104 | 6,833 % | 4,006 % | 4,312 % | 5,090 % | 3,693 % | 3,493 % |
| 105 | 6,818 % | 4,008 % | 4,311 % | 5,082 % | 3,697 % | 3,499 % |
| 106 | 6,802 % | 4,010 % | 4,310 % | 5,074 % | 3,702 % | 3,506 % |
| 107 | 6,787 % | 4,012 % | 4,309 % | 5,065 % | 3,707 % | 3,512 % |
| 108 | 6,772 % | 4,014 % | 4,308 % | 5,057 % | 3,711 % | 3,519 % |
| 109 | 6,758 % | 4,015 % | 4,307 % | 5,049 % | 3,716 % | 3,525 % |
| 110 | 6,744 % | 4,017 % | 4,306 % | 5,042 % | 3,720 % | 3,531 % |
| 111 | 6,730 % | 4,019 % | 4,305 % | 5,034 % | 3,724 % | 3,537 % |
| 112 | 6,716 % | 4,020 % | 4,304 % | 5,027 % | 3,729 % | 3,543 % |
| 113 | 6,702 % | 4,022 % | 4,303 % | 5,019 % | 3,733 % | 3,549 % |
| 114 | 6,689 % | 4,023 % | 4,302 % | 5,012 % | 3,737 % | 3,554 % |
| 115 | 6,676 % | 4,025 % | 4,301 % | 5,005 % | 3,741 % | 3,560 % |
| 116 | 6,663 % | 4,026 % | 4,301 % | 4,998 % | 3,745 % | 3,565 % |
| 117 | 6,651 % | 4,028 % | 4,300 % | 4,991 % | 3,749 % | 3,571 % |
| 118 | 6,638 % | 4,029 % | 4,299 % | 4,984 % | 3,753 % | 3,576 % |
| 119 | 6,626 % | 4,031 % | 4,298 % | 4,978 % | 3,756 % | 3,581 % |
| 120 | 6,614 % | 4,032 % | 4,297 % | 4,971 % | 3,760 % | 3,587 % |
| 121 | 6,602 % | 4,034 % | 4,296 % | 4,965 % | 3,764 % | 3,592 % |
| 122 | 6,591 % | 4,035 % | 4,296 % | 4,959 % | 3,767 % | 3,597 % |
| 123 | 6,579 % | 4,036 % | 4,295 % | 4,952 % | 3,771 % | 3,601 % |
| 124 | 6,568 % | 4,038 % | 4,294 % | 4,946 % | 3,774 % | 3,606 % |
| 125 | 6,557 % | 4,039 % | 4,293 % | 4,940 % | 3,778 % | 3,611 % |
| 126 | 6,546 % | 4,040 % | 4,293 % | 4,934 % | 3,781 % | 3,616 % |
| 127 | 6,536 % | 4,041 % | 4,292 % | 4,929 % | 3,784 % | 3,620 % |
| 128 | 6,525 % | 4,043 % | 4,291 % | 4,923 % | 3,787 % | 3,625 % |
| 129 | 6,515 % | 4,044 % | 4,290 % | 4,917 % | 3,791 % | 3,629 % |
| 130 | 6,505 % | 4,045 % | 4,290 % | 4,912 % | 3,794 % | 3,634 % |
| 131 | 6,495 % | 4,046 % | 4,289 % | 4,906 % | 3,797 % | 3,638 % |
| 132 | 6,485 % | 4,047 % | 4,288 % | 4,901 % | 3,800 % | 3,642 % |
| 133 | 6,475 % | 4,049 % | 4,288 % | 4,896 % | 3,803 % | 3,646 % |
| 134 | 6,465 % | 4,050 % | 4,287 % | 4,890 % | 3,806 % | 3,650 % |
| 135 | 6,456 % | 4,051 % | 4,286 % | 4,885 % | 3,809 % | 3,655 % |
| 136 | 6,447 % | 4,052 % | 4,286 % | 4,880 % | 3,812 % | 3,659 % |
| 137 | 6,438 % | 4,053 % | 4,285 % | 4,875 % | 3,815 % | 3,662 % |
| 138 | 6,429 % | 4,054 % | 4,284 % | 4,870 % | 3,817 % | 3,666 % |
| 139 | 6,420 % | 4,055 % | 4,284 % | 4,866 % | 3,820 % | 3,670 % |
| 140 | 6,411 % | 4,056 % | 4,283 % | 4,861 % | 3,823 % | 3,674 % |
| 141 | 6,402 % | 4,057 % | 4,283 % | 4,856 % | 3,825 % | 3,678 % |
| 142 | 6,394 % | 4,058 % | 4,282 % | 4,851 % | 3,828 % | 3,681 % |
| 143 | 6,385 % | 4,059 % | 4,282 % | 4,847 % | 3,831 % | 3,685 % |
| 144 | 6,377 % | 4,060 % | 4,281 % | 4,842 % | 3,833 % | 3,689 % |
| 145 | 6,369 % | 4,061 % | 4,280 % | 4,838 % | 3,836 % | 3,692 % |
| 146 | 6,361 % | 4,062 % | 4,280 % | 4,834 % | 3,838 % | 3,696 % |
| 147 | 6,353 % | 4,063 % | 4,279 % | 4,829 % | 3,841 % | 3,699 % |
| 148 | 6,345 % | 4,064 % | 4,279 % | 4,825 % | 3,843 % | 3,702 % |
| 149 | 6,337 % | 4,065 % | 4,278 % | 4,821 % | 3,846 % | 3,706 % |
| 150 | 6,330 % | 4,066 % | 4,278 % | 4,817 % | 3,848 % | 3,709 % |
| Term to maturity (in years) | Turkish lira | US dollar | Yen | |||
| --- | --- | --- | --- | |||
| 1 | 10,950 % | 0,641 % | – 0,146 % | |||
| 2 | 10,723 % | 0,743 % | – 0,215 % | |||
| 3 | 10,666 % | 0,851 % | – 0,227 % | |||
| 4 | 10,646 % | 0,965 % | – 0,209 % | |||
| 5 | 10,640 % | 1,080 % | – 0,174 % | |||
| 6 | 10,600 % | 1,196 % | – 0,131 % | |||
| 7 | 10,541 % | 1,306 % | – 0,088 % | |||
| 8 | 10,477 % | 1,404 % | – 0,044 % | |||
| 9 | 10,406 % | 1,489 % | 0,000 % | |||
| 10 | 10,320 % | 1,569 % | 0,044 % | |||
| 11 | 10,217 % | 1,637 % | 0,087 % | |||
| 12 | 10,102 % | 1,705 % | 0,130 % | |||
| 13 | 9,979 % | 1,765 % | 0,172 % | |||
| 14 | 9,851 % | 1,812 % | 0,213 % | |||
| 15 | 9,720 % | 1,851 % | 0,251 % | |||
| 16 | 9,589 % | 1,887 % | 0,288 % | |||
| 17 | 9,459 % | 1,920 % | 0,320 % | |||
| 18 | 9,331 % | 1,951 % | 0,351 % | |||
| 19 | 9,205 % | 1,977 % | 0,378 % | |||
| 20 | 9,083 % | 2,000 % | 0,403 % | |||
| 21 | 8,964 % | 2,019 % | 0,426 % | |||
| 22 | 8,849 % | 2,035 % | 0,445 % | |||
| 23 | 8,738 % | 2,049 % | 0,460 % | |||
| 24 | 8,631 % | 2,061 % | 0,471 % | |||
| 25 | 8,528 % | 2,073 % | 0,478 % | |||
| 26 | 8,429 % | 2,085 % | 0,480 % | |||
| 27 | 8,334 % | 2,095 % | 0,481 % | |||
| 28 | 8,243 % | 2,105 % | 0,485 % | |||
| 29 | 8,156 % | 2,112 % | 0,494 % | |||
| 30 | 8,073 % | 2,116 % | 0,510 % | |||
| 31 | 7,993 % | 2,118 % | 0,534 % | |||
| 32 | 7,917 % | 2,119 % | 0,565 % | |||
| 33 | 7,844 % | 2,119 % | 0,601 % | |||
| 34 | 7,774 % | 2,120 % | 0,640 % | |||
| 35 | 7,707 % | 2,121 % | 0,682 % | |||
| 36 | 7,643 % | 2,124 % | 0,725 % | |||
| 37 | 7,582 % | 2,127 % | 0,769 % | |||
| 38 | 7,524 % | 2,128 % | 0,814 % | |||
| 39 | 7,467 % | 2,128 % | 0,858 % | |||
| 40 | 7,414 % | 2,124 % | 0,903 % | |||
| 41 | 7,362 % | 2,118 % | 0,947 % | |||
| 42 | 7,313 % | 2,109 % | 0,990 % | |||
| 43 | 7,266 % | 2,100 % | 1,032 % | |||
| 44 | 7,220 % | 2,092 % | 1,074 % | |||
| 45 | 7,177 % | 2,085 % | 1,114 % | |||
| 46 | 7,135 % | 2,080 % | 1,154 % | |||
| 47 | 7,094 % | 2,078 % | 1,193 % | |||
| 48 | 7,056 % | 2,079 % | 1,230 % | |||
| 49 | 7,018 % | 2,084 % | 1,266 % | |||
| 50 | 6,982 % | 2,092 % | 1,302 % | |||
| 51 | 6,948 % | 2,104 % | 1,336 % | |||
| 52 | 6,915 % | 2,119 % | 1,370 % | |||
| 53 | 6,883 % | 2,137 % | 1,402 % | |||
| 54 | 6,852 % | 2,156 % | 1,433 % | |||
| 55 | 6,822 % | 2,177 % | 1,464 % | |||
| 56 | 6,793 % | 2,200 % | 1,493 % | |||
| 57 | 6,765 % | 2,223 % | 1,522 % | |||
| 58 | 6,738 % | 2,246 % | 1,550 % | |||
| 59 | 6,712 % | 2,270 % | 1,577 % | |||
| 60 | 6,687 % | 2,295 % | 1,603 % | |||
| 61 | 6,663 % | 2,319 % | 1,629 % | |||
| 62 | 6,639 % | 2,344 % | 1,653 % | |||
| 63 | 6,616 % | 2,368 % | 1,677 % | |||
| 64 | 6,594 % | 2,392 % | 1,700 % | |||
| 65 | 6,572 % | 2,416 % | 1,723 % | |||
| 66 | 6,552 % | 2,439 % | 1,745 % | |||
| 67 | 6,531 % | 2,463 % | 1,766 % | |||
| 68 | 6,512 % | 2,486 % | 1,787 % | |||
| 69 | 6,493 % | 2,508 % | 1,807 % | |||
| 70 | 6,474 % | 2,530 % | 1,827 % | |||
| 71 | 6,456 % | 2,552 % | 1,846 % | |||
| 72 | 6,439 % | 2,573 % | 1,864 % | |||
| 73 | 6,422 % | 2,594 % | 1,882 % | |||
| 74 | 6,405 % | 2,615 % | 1,900 % | |||
| 75 | 6,389 % | 2,635 % | 1,917 % | |||
| 76 | 6,373 % | 2,654 % | 1,934 % | |||
| 77 | 6,358 % | 2,673 % | 1,950 % | |||
| 78 | 6,343 % | 2,692 % | 1,966 % | |||
| 79 | 6,328 % | 2,711 % | 1,982 % | |||
| 80 | 6,314 % | 2,729 % | 1,997 % | |||
| 81 | 6,300 % | 2,746 % | 2,011 % | |||
| 82 | 6,287 % | 2,764 % | 2,026 % | |||
| 83 | 6,274 % | 2,780 % | 2,040 % | |||
| 84 | 6,261 % | 2,797 % | 2,054 % | |||
| 85 | 6,248 % | 2,813 % | 2,067 % | |||
| 86 | 6,236 % | 2,829 % | 2,080 % | |||
| 87 | 6,224 % | 2,844 % | 2,093 % | |||
| 88 | 6,212 % | 2,860 % | 2,105 % | |||
| 89 | 6,201 % | 2,874 % | 2,118 % | |||
| 90 | 6,190 % | 2,889 % | 2,130 % | |||
| 91 | 6,179 % | 2,903 % | 2,141 % | |||
| 92 | 6,168 % | 2,917 % | 2,153 % | |||
| 93 | 6,158 % | 2,931 % | 2,164 % | |||
| 94 | 6,148 % | 2,944 % | 2,175 % | |||
| 95 | 6,138 % | 2,957 % | 2,186 % | |||
| 96 | 6,128 % | 2,970 % | 2,196 % | |||
| 97 | 6,118 % | 2,982 % | 2,206 % | |||
| 98 | 6,109 % | 2,995 % | 2,216 % | |||
| 99 | 6,100 % | 3,007 % | 2,226 % | |||
| 100 | 6,090 % | 3,019 % | 2,236 % | |||
| 101 | 6,082 % | 3,030 % | 2,246 % | |||
| 102 | 6,073 % | 3,042 % | 2,255 % | |||
| 103 | 6,064 % | 3,053 % | 2,264 % | |||
| 104 | 6,056 % | 3,064 % | 2,273 % | |||
| 105 | 6,048 % | 3,075 % | 2,282 % | |||
| 106 | 6,040 % | 3,085 % | 2,290 % | |||
| 107 | 6,032 % | 3,095 % | 2,299 % | |||
| 108 | 6,024 % | 3,106 % | 2,307 % | |||
| 109 | 6,017 % | 3,116 % | 2,315 % | |||
| 110 | 6,009 % | 3,125 % | 2,323 % | |||
| 111 | 6,002 % | 3,135 % | 2,331 % | |||
| 112 | 5,995 % | 3,144 % | 2,339 % | |||
| 113 | 5,988 % | 3,154 % | 2,346 % | |||
| 114 | 5,981 % | 3,163 % | 2,354 % | |||
| 115 | 5,974 % | 3,172 % | 2,361 % | |||
| 116 | 5,967 % | 3,181 % | 2,368 % | |||
| 117 | 5,961 % | 3,189 % | 2,376 % | |||
| 118 | 5,954 % | 3,198 % | 2,382 % | |||
| 119 | 5,948 % | 3,206 % | 2,389 % | |||
| 120 | 5,942 % | 3,214 % | 2,396 % | |||
| 121 | 5,935 % | 3,223 % | 2,403 % | |||
| 122 | 5,929 % | 3,231 % | 2,409 % | |||
| 123 | 5,923 % | 3,238 % | 2,416 % | |||
| 124 | 5,918 % | 3,246 % | 2,422 % | |||
| 125 | 5,912 % | 3,254 % | 2,428 % | |||
| 126 | 5,906 % | 3,261 % | 2,434 % | |||
| 127 | 5,901 % | 3,269 % | 2,440 % | |||
| 128 | 5,895 % | 3,276 % | 2,446 % | |||
| 129 | 5,890 % | 3,283 % | 2,452 % | |||
| 130 | 5,884 % | 3,290 % | 2,458 % | |||
| 131 | 5,879 % | 3,297 % | 2,463 % | |||
| 132 | 5,874 % | 3,304 % | 2,469 % | |||
| 133 | 5,869 % | 3,310 % | 2,474 % | |||
| 134 | 5,864 % | 3,317 % | 2,480 % | |||
| 135 | 5,859 % | 3,323 % | 2,485 % | |||
| 136 | 5,854 % | 3,330 % | 2,490 % | |||
| 137 | 5,849 % | 3,336 % | 2,495 % | |||
| 138 | 5,845 % | 3,342 % | 2,501 % | |||
| 139 | 5,840 % | 3,349 % | 2,506 % | |||
| 140 | 5,835 % | 3,355 % | 2,511 % | |||
| 141 | 5,831 % | 3,361 % | 2,515 % | |||
| 142 | 5,826 % | 3,367 % | 2,520 % | |||
| 143 | 5,822 % | 3,372 % | 2,525 % | |||
| 144 | 5,818 % | 3,378 % | 2,530 % | |||
| 145 | 5,813 % | 3,384 % | 2,534 % | |||
| 146 | 5,809 % | 3,389 % | 2,539 % | |||
| 147 | 5,805 % | 3,395 % | 2,543 % | |||
| 148 | 5,801 % | 3,400 % | 2,548 % | |||
| 149 | 5,797 % | 3,406 % | 2,552 % | |||
| 150 | 5,793 % | 3,411 % | 2,556 % |
ANNEX II
Fundamental spreads for the calculation of the matching adjustment
The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC.
1. Exposures to central governments and central banks
The fundamental spreads apply to exposures denominated in all currencies.
The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years.
| Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 35 | 5 | 2 | 437 | 2 |
| 2 | 0 | 0 | 43 | 5 | 2 | 261 | 1 |
| 3 | 0 | 2 | 49 | 5 | 4 | 225 | 1 |
| 4 | 0 | 4 | 52 | 5 | 5 | 197 | 1 |
| 5 | 1 | 5 | 56 | 5 | 7 | 178 | 0 |
| 6 | 2 | 6 | 59 | 5 | 9 | 175 | 0 |
| 7 | 3 | 7 | 62 | 6 | 11 | 171 | 0 |
| 8 | 4 | 8 | 64 | 5 | 13 | 177 | 0 |
| 9 | 4 | 9 | 65 | 5 | 15 | 179 | 0 |
| 10 | 4 | 9 | 68 | 6 | 16 | 181 | 1 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 437 | 4 | 19 |
| 2 | 0 | 0 | 0 | 0 | 261 | 4 | 26 |
| 3 | 2 | 0 | 0 | 0 | 229 | 4 | 29 |
| 4 | 4 | 0 | 0 | 0 | 197 | 4 | 30 |
| 5 | 5 | 0 | 0 | 0 | 178 | 4 | 31 |
| 6 | 6 | 0 | 0 | 0 | 175 | 4 | 33 |
| 7 | 7 | 0 | 0 | 0 | 171 | 4 | 33 |
| 8 | 8 | 1 | 2 | 0 | 177 | 2 | 34 |
| 9 | 9 | 1 | 3 | 0 | 179 | 0 | 34 |
| 10 | 9 | 1 | 3 | 0 | 181 | 4 | 35 |
| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Portugal |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 6 | 6 | 0 | 19 | 0 | 28 |
| 2 | 14 | 13 | 13 | 0 | 26 | 0 | 46 |
| 3 | 18 | 16 | 16 | 0 | 29 | 0 | 51 |
| 4 | 20 | 18 | 18 | 0 | 30 | 0 | 51 |
| 5 | 22 | 20 | 20 | 0 | 31 | 0 | 54 |
| 6 | 23 | 22 | 22 | 0 | 33 | 0 | 56 |
| 7 | 24 | 23 | 23 | 0 | 33 | 0 | 56 |
| 8 | 26 | 24 | 24 | 2 | 34 | 0 | 55 |
| 9 | 27 | 25 | 25 | 3 | 34 | 1 | 52 |
| 10 | 28 | 26 | 26 | 3 | 35 | 1 | 50 |
| Duration (in years) | Rumania | Slovakia | Slovenia | Spain | Sweden | United Kingdom | Liechtenstein |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 14 | 21 | 6 | 0 | 0 | 0 |
| 2 | 19 | 18 | 25 | 13 | 0 | 0 | 0 |
| 3 | 22 | 21 | 30 | 16 | 0 | 0 | 0 |
| 4 | 23 | 23 | 34 | 18 | 0 | 0 | 0 |
| 5 | 24 | 24 | 38 | 20 | 0 | 0 | 0 |
| 6 | 26 | 26 | 42 | 22 | 0 | 0 | 0 |
| 7 | 28 | 27 | 43 | 23 | 0 | 0 | 0 |
| 8 | 30 | 28 | 44 | 24 | 0 | 0 | 0 |
| 9 | 31 | 28 | 45 | 25 | 0 | 0 | 0 |
| 10 | 28 | 28 | 44 | 26 | 0 | 0 | 0 |
| Duration (in years) | Norway | Australia | Brazil | Canada | Chile | China | Colombia |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 12 | 0 | 17 | 0 | 9 |
| 2 | 0 | 0 | 12 | 0 | 19 | 0 | 17 |
| 3 | 0 | 0 | 12 | 0 | 18 | 1 | 29 |
| 4 | 0 | 0 | 12 | 0 | 17 | 2 | 38 |
| 5 | 0 | 0 | 12 | 0 | 16 | 3 | 40 |
| 6 | 0 | 0 | 12 | 0 | 15 | 3 | 44 |
| 7 | 0 | 0 | 12 | 0 | 14 | 4 | 46 |
| 8 | 0 | 0 | 12 | 0 | 15 | 8 | 44 |
| 9 | 0 | 0 | 12 | 0 | 16 | 6 | 41 |
| 10 | 0 | 0 | 12 | 0 | 13 | 5 | 44 |
| Duration (in years) | Hong Kong | India | Japan | Malaysia | Mexico | New Zealand | Russia |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 9 | 0 | 0 | 10 | 0 | 0 |
| 2 | 0 | 9 | 0 | 0 | 10 | 0 | 0 |
| 3 | 0 | 9 | 0 | 0 | 10 | 0 | 0 |
| 4 | 0 | 9 | 0 | 0 | 10 | 0 | 1 |
| 5 | 0 | 9 | 0 | 0 | 10 | 0 | 3 |
| 6 | 0 | 9 | 0 | 0 | 10 | 0 | 6 |
| 7 | 0 | 9 | 0 | 0 | 10 | 0 | 9 |
| 8 | 0 | 9 | 0 | 0 | 10 | 0 | 13 |
| 9 | 0 | 9 | 1 | 0 | 10 | 0 | 20 |
| 10 | 0 | 9 | 1 | 0 | 10 | 0 | 20 |
| Duration (in years) | Singapore | South Africa | South Korea | Thailand | Taiwan | United States | |
| --- | --- | --- | --- | --- | --- | --- | |
| 1 | 0 | 3 | 10 | 0 | 4 | 0 | |
| 2 | 0 | 6 | 13 | 0 | 4 | 0 | |
| 3 | 0 | 6 | 13 | 0 | 4 | 0 | |
| 4 | 0 | 5 | 15 | 0 | 4 | 0 | |
| 5 | 0 | 4 | 16 | 0 | 4 | 0 | |
| 6 | 0 | 4 | 16 | 0 | 4 | 0 | |
| 7 | 0 | 6 | 16 | 0 | 4 | 0 | |
| 8 | 0 | 7 | 16 | 0 | 4 | 0 | |
| 9 | 0 | 7 | 16 | 0 | 4 | 0 | |
| 10 | 0 | 8 | 16 | 0 | 4 | 0 |
2. Exposures to financial institutions
2.1 Euro
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 6 | 22 | 49 | 132 | 245 | 601 | 1 505 |
| 2 | 6 | 22 | 49 | 132 | 245 | 601 | 1 200 |
| 3 | 7 | 24 | 50 | 123 | 241 | 597 | 966 |
| 4 | 8 | 27 | 52 | 124 | 240 | 595 | 789 |
| 5 | 10 | 29 | 58 | 127 | 240 | 595 | 654 |
| 6 | 11 | 32 | 61 | 131 | 240 | 595 | 595 |
| 7 | 12 | 34 | 63 | 133 | 240 | 595 | 595 |
| 8 | 12 | 35 | 62 | 131 | 240 | 595 | 595 |
| 9 | 12 | 36 | 62 | 129 | 240 | 595 | 595 |
| 10 | 13 | 37 | 62 | 129 | 240 | 595 | 595 |
| 11 | 13 | 38 | 62 | 129 | 240 | 595 | 595 |
| 12 | 14 | 39 | 62 | 129 | 240 | 595 | 595 |
| 13 | 14 | 39 | 62 | 129 | 240 | 595 | 595 |
| 14 | 14 | 40 | 62 | 129 | 240 | 595 | 595 |
| 15 | 14 | 40 | 62 | 129 | 240 | 595 | 595 |
| 16 | 14 | 40 | 62 | 129 | 240 | 595 | 595 |
| 17 | 14 | 39 | 62 | 129 | 240 | 595 | 595 |
| 18 | 14 | 40 | 62 | 129 | 240 | 595 | 595 |
| 19 | 14 | 40 | 62 | 129 | 240 | 595 | 595 |
| 20 | 14 | 40 | 62 | 129 | 240 | 595 | 595 |
| 21 | 15 | 40 | 62 | 129 | 240 | 595 | 595 |
| 22 | 15 | 40 | 62 | 129 | 240 | 595 | 595 |
| 23 | 16 | 40 | 62 | 129 | 240 | 595 | 595 |
| 24 | 16 | 40 | 62 | 129 | 240 | 595 | 595 |
| 25 | 17 | 40 | 62 | 129 | 240 | 595 | 595 |
| 26 | 18 | 40 | 62 | 129 | 240 | 595 | 595 |
| 27 | 19 | 40 | 62 | 129 | 240 | 595 | 595 |
| 28 | 19 | 40 | 62 | 129 | 240 | 595 | 595 |
| 29 | 19 | 40 | 62 | 129 | 240 | 595 | 595 |
| 30 | 20 | 40 | 62 | 129 | 240 | 595 | 595 |
2.2 Czech koruna
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 10 | 26 | 53 | 136 | 249 | 605 | 1 512 |
| 2 | 12 | 28 | 55 | 138 | 251 | 607 | 1 206 |
| 3 | 14 | 31 | 56 | 130 | 248 | 603 | 971 |
| 4 | 15 | 33 | 59 | 131 | 247 | 602 | 793 |
| 5 | 16 | 36 | 64 | 133 | 246 | 602 | 657 |
| 6 | 17 | 38 | 67 | 137 | 246 | 601 | 601 |
| 7 | 17 | 40 | 68 | 138 | 245 | 601 | 601 |
| 8 | 17 | 40 | 67 | 135 | 245 | 600 | 600 |
| 9 | 17 | 40 | 67 | 134 | 245 | 600 | 600 |
| 10 | 17 | 41 | 66 | 133 | 244 | 600 | 600 |
| 11 | 17 | 41 | 66 | 133 | 244 | 599 | 599 |
| 12 | 17 | 42 | 65 | 132 | 243 | 599 | 599 |
| 13 | 17 | 42 | 65 | 131 | 243 | 598 | 598 |
| 14 | 16 | 42 | 64 | 131 | 242 | 597 | 597 |
| 15 | 16 | 41 | 64 | 131 | 242 | 597 | 597 |
| 16 | 15 | 40 | 63 | 130 | 241 | 596 | 596 |
| 17 | 15 | 40 | 63 | 130 | 241 | 596 | 596 |
| 18 | 15 | 40 | 63 | 129 | 240 | 596 | 596 |
| 19 | 15 | 40 | 63 | 129 | 240 | 596 | 596 |
| 20 | 15 | 40 | 63 | 130 | 241 | 596 | 596 |
| 21 | 15 | 41 | 63 | 130 | 241 | 596 | 596 |
| 22 | 16 | 41 | 64 | 130 | 241 | 597 | 597 |
| 23 | 16 | 41 | 64 | 130 | 241 | 597 | 597 |
| 24 | 16 | 41 | 64 | 130 | 242 | 597 | 597 |
| 25 | 17 | 41 | 64 | 131 | 242 | 597 | 597 |
| 26 | 18 | 41 | 64 | 131 | 242 | 597 | 597 |
| 27 | 19 | 41 | 64 | 131 | 242 | 597 | 597 |
| 28 | 19 | 41 | 64 | 131 | 242 | 597 | 597 |
| 29 | 20 | 41 | 64 | 131 | 242 | 597 | 597 |
| 30 | 20 | 41 | 64 | 131 | 242 | 597 | 597 |
2.3 Danish krone
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