LegalizeCommission Implementing Regulation (EU) 2016/1976 of 10 November 2016 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September until 30 December 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.
| 16.11.2016 | EN | Official Journal of the European Union | L 309/1 |
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 11 October 2016, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2016 market data. That information was published on 10 October 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 30 September until 30 December 2016.
2.
For each relevant currency, the technical information used 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 30 September 2016.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 10 November 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 | – 0,307 % | 0,141 % | – 0,317 % | 0,557 % | – 0,612 % | 0,794 % |
| 2 | – 0,322 % | 0,200 % | – 0,332 % | 0,977 % | – 0,533 % | 1,357 % |
| 3 | – 0,309 % | 0,210 % | – 0,319 % | 1,118 % | – 0,426 % | 1,656 % |
| 4 | – 0,290 % | 0,225 % | – 0,300 % | 1,462 % | – 0,316 % | 2,080 % |
| 5 | – 0,239 % | 0,253 % | – 0,249 % | 1,688 % | – 0,174 % | 2,414 % |
| 6 | – 0,170 % | 0,283 % | – 0,180 % | 2,020 % | – 0,020 % | 2,656 % |
| 7 | – 0,086 % | 0,310 % | – 0,096 % | 2,271 % | 0,135 % | 2,842 % |
| 8 | 0,009 % | 0,340 % | – 0,001 % | 2,458 % | 0,284 % | 2,991 % |
| 9 | 0,105 % | 0,375 % | 0,095 % | 2,603 % | 0,423 % | 3,112 % |
| 10 | 0,187 % | 0,417 % | 0,177 % | 2,720 % | 0,540 % | 3,212 % |
| 11 | 0,275 % | 0,446 % | 0,265 % | 2,824 % | 0,714 % | 3,294 % |
| 12 | 0,361 % | 0,484 % | 0,351 % | 2,918 % | 0,919 % | 3,363 % |
| 13 | 0,437 % | 0,546 % | 0,427 % | 3,002 % | 1,124 % | 3,422 % |
| 14 | 0,496 % | 0,627 % | 0,486 % | 3,078 % | 1,317 % | 3,472 % |
| 15 | 0,536 % | 0,719 % | 0,526 % | 3,146 % | 1,494 % | 3,516 % |
| 16 | 0,558 % | 0,816 % | 0,548 % | 3,206 % | 1,654 % | 3,555 % |
| 17 | 0,573 % | 0,915 % | 0,562 % | 3,259 % | 1,798 % | 3,590 % |
| 18 | 0,589 % | 1,015 % | 0,579 % | 3,306 % | 1,928 % | 3,620 % |
| 19 | 0,614 % | 1,113 % | 0,604 % | 3,349 % | 2,045 % | 3,648 % |
| 20 | 0,652 % | 1,209 % | 0,641 % | 3,387 % | 2,151 % | 3,673 % |
| 21 | 0,704 % | 1,302 % | 0,694 % | 3,422 % | 2,247 % | 3,696 % |
| 22 | 0,768 % | 1,392 % | 0,758 % | 3,454 % | 2,335 % | 3,717 % |
| 23 | 0,838 % | 1,479 % | 0,828 % | 3,484 % | 2,415 % | 3,736 % |
| 24 | 0,913 % | 1,562 % | 0,904 % | 3,511 % | 2,489 % | 3,753 % |
| 25 | 0,990 % | 1,642 % | 0,981 % | 3,536 % | 2,557 % | 3,770 % |
| 26 | 1,069 % | 1,718 % | 1,060 % | 3,559 % | 2,619 % | 3,785 % |
| 27 | 1,147 % | 1,791 % | 1,138 % | 3,581 % | 2,677 % | 3,799 % |
| 28 | 1,224 % | 1,861 % | 1,215 % | 3,601 % | 2,731 % | 3,812 % |
| 29 | 1,300 % | 1,927 % | 1,292 % | 3,620 % | 2,782 % | 3,824 % |
| 30 | 1,374 % | 1,991 % | 1,366 % | 3,638 % | 2,829 % | 3,836 % |
| 31 | 1,446 % | 2,052 % | 1,438 % | 3,655 % | 2,873 % | 3,846 % |
| 32 | 1,516 % | 2,110 % | 1,508 % | 3,670 % | 2,914 % | 3,857 % |
| 33 | 1,583 % | 2,165 % | 1,576 % | 3,685 % | 2,953 % | 3,866 % |
| 34 | 1,649 % | 2,218 % | 1,641 % | 3,699 % | 2,989 % | 3,875 % |
| 35 | 1,711 % | 2,269 % | 1,704 % | 3,712 % | 3,023 % | 3,884 % |
| 36 | 1,772 % | 2,317 % | 1,765 % | 3,725 % | 3,056 % | 3,892 % |
| 37 | 1,830 % | 2,364 % | 1,824 % | 3,737 % | 3,087 % | 3,900 % |
| 38 | 1,886 % | 2,408 % | 1,880 % | 3,748 % | 3,116 % | 3,907 % |
| 39 | 1,940 % | 2,450 % | 1,934 % | 3,759 % | 3,144 % | 3,914 % |
| 40 | 1,992 % | 2,491 % | 1,986 % | 3,769 % | 3,170 % | 3,921 % |
| 41 | 2,042 % | 2,530 % | 2,036 % | 3,779 % | 3,195 % | 3,927 % |
| 42 | 2,090 % | 2,568 % | 2,084 % | 3,788 % | 3,219 % | 3,933 % |
| 43 | 2,136 % | 2,603 % | 2,130 % | 3,797 % | 3,241 % | 3,939 % |
| 44 | 2,180 % | 2,638 % | 2,175 % | 3,806 % | 3,263 % | 3,945 % |
| 45 | 2,223 % | 2,671 % | 2,217 % | 3,814 % | 3,284 % | 3,950 % |
| 46 | 2,264 % | 2,703 % | 2,258 % | 3,822 % | 3,304 % | 3,955 % |
| 47 | 2,303 % | 2,734 % | 2,298 % | 3,830 % | 3,323 % | 3,960 % |
| 48 | 2,341 % | 2,763 % | 2,336 % | 3,837 % | 3,341 % | 3,965 % |
| 49 | 2,378 % | 2,791 % | 2,373 % | 3,844 % | 3,358 % | 3,969 % |
| 50 | 2,413 % | 2,819 % | 2,408 % | 3,851 % | 3,375 % | 3,974 % |
| 51 | 2,447 % | 2,845 % | 2,442 % | 3,857 % | 3,391 % | 3,978 % |
| 52 | 2,480 % | 2,870 % | 2,475 % | 3,864 % | 3,407 % | 3,982 % |
| 53 | 2,512 % | 2,895 % | 2,507 % | 3,870 % | 3,422 % | 3,986 % |
| 54 | 2,542 % | 2,918 % | 2,538 % | 3,876 % | 3,436 % | 3,990 % |
| 55 | 2,572 % | 2,941 % | 2,567 % | 3,881 % | 3,450 % | 3,993 % |
| 56 | 2,600 % | 2,963 % | 2,596 % | 3,887 % | 3,463 % | 3,997 % |
| 57 | 2,628 % | 2,985 % | 2,624 % | 3,892 % | 3,476 % | 4,000 % |
| 58 | 2,655 % | 3,005 % | 2,650 % | 3,897 % | 3,488 % | 4,004 % |
| 59 | 2,680 % | 3,025 % | 2,676 % | 3,902 % | 3,500 % | 4,007 % |
| 60 | 2,705 % | 3,044 % | 2,701 % | 3,907 % | 3,512 % | 4,010 % |
| 61 | 2,730 % | 3,063 % | 2,725 % | 3,911 % | 3,523 % | 4,013 % |
| 62 | 2,753 % | 3,081 % | 2,749 % | 3,916 % | 3,534 % | 4,016 % |
| 63 | 2,776 % | 3,099 % | 2,772 % | 3,920 % | 3,545 % | 4,019 % |
| 64 | 2,798 % | 3,116 % | 2,794 % | 3,925 % | 3,555 % | 4,021 % |
| 65 | 2,819 % | 3,132 % | 2,815 % | 3,929 % | 3,565 % | 4,024 % |
| 66 | 2,840 % | 3,148 % | 2,836 % | 3,933 % | 3,574 % | 4,027 % |
| 67 | 2,860 % | 3,164 % | 2,856 % | 3,937 % | 3,584 % | 4,029 % |
| 68 | 2,879 % | 3,179 % | 2,876 % | 3,940 % | 3,593 % | 4,032 % |
| 69 | 2,898 % | 3,194 % | 2,895 % | 3,944 % | 3,602 % | 4,034 % |
| 70 | 2,917 % | 3,208 % | 2,913 % | 3,948 % | 3,610 % | 4,036 % |
| 71 | 2,935 % | 3,222 % | 2,931 % | 3,951 % | 3,618 % | 4,039 % |
| 72 | 2,952 % | 3,235 % | 2,949 % | 3,954 % | 3,626 % | 4,041 % |
| 73 | 2,969 % | 3,248 % | 2,966 % | 3,958 % | 3,634 % | 4,043 % |
| 74 | 2,986 % | 3,261 % | 2,982 % | 3,961 % | 3,642 % | 4,045 % |
| 75 | 3,002 % | 3,273 % | 2,998 % | 3,964 % | 3,649 % | 4,047 % |
| 76 | 3,017 % | 3,286 % | 3,014 % | 3,967 % | 3,657 % | 4,049 % |
| 77 | 3,033 % | 3,297 % | 3,029 % | 3,970 % | 3,664 % | 4,051 % |
| 78 | 3,047 % | 3,309 % | 3,044 % | 3,973 % | 3,670 % | 4,053 % |
| 79 | 3,062 % | 3,320 % | 3,059 % | 3,976 % | 3,677 % | 4,055 % |
| 80 | 3,076 % | 3,331 % | 3,073 % | 3,978 % | 3,684 % | 4,056 % |
| 81 | 3,090 % | 3,342 % | 3,087 % | 3,981 % | 3,690 % | 4,058 % |
| 82 | 3,103 % | 3,352 % | 3,100 % | 3,984 % | 3,696 % | 4,060 % |
| 83 | 3,116 % | 3,362 % | 3,113 % | 3,986 % | 3,702 % | 4,062 % |
| 84 | 3,129 % | 3,372 % | 3,126 % | 3,989 % | 3,708 % | 4,063 % |
| 85 | 3,142 % | 3,382 % | 3,139 % | 3,991 % | 3,714 % | 4,065 % |
| 86 | 3,154 % | 3,391 % | 3,151 % | 3,994 % | 3,720 % | 4,066 % |
| 87 | 3,166 % | 3,401 % | 3,163 % | 3,996 % | 3,725 % | 4,068 % |
| 88 | 3,178 % | 3,410 % | 3,175 % | 3,998 % | 3,730 % | 4,069 % |
| 89 | 3,189 % | 3,419 % | 3,186 % | 4,001 % | 3,736 % | 4,071 % |
| 90 | 3,200 % | 3,427 % | 3,198 % | 4,003 % | 3,741 % | 4,072 % |
| 91 | 3,211 % | 3,436 % | 3,208 % | 4,005 % | 3,746 % | 4,074 % |
| 92 | 3,222 % | 3,444 % | 3,219 % | 4,007 % | 3,751 % | 4,075 % |
| 93 | 3,232 % | 3,452 % | 3,230 % | 4,009 % | 3,756 % | 4,076 % |
| 94 | 3,243 % | 3,460 % | 3,240 % | 4,011 % | 3,760 % | 4,078 % |
| 95 | 3,253 % | 3,468 % | 3,250 % | 4,013 % | 3,765 % | 4,079 % |
| 96 | 3,263 % | 3,475 % | 3,260 % | 4,015 % | 3,770 % | 4,080 % |
| 97 | 3,272 % | 3,483 % | 3,270 % | 4,017 % | 3,774 % | 4,081 % |
| 98 | 3,282 % | 3,490 % | 3,279 % | 4,019 % | 3,778 % | 4,082 % |
| 99 | 3,291 % | 3,497 % | 3,288 % | 4,021 % | 3,783 % | 4,084 % |
| 100 | 3,300 % | 3,504 % | 3,297 % | 4,022 % | 3,787 % | 4,085 % |
| 101 | 3,309 % | 3,511 % | 3,306 % | 4,024 % | 3,791 % | 4,086 % |
| 102 | 3,317 % | 3,518 % | 3,315 % | 4,026 % | 3,795 % | 4,087 % |
| 103 | 3,326 % | 3,524 % | 3,323 % | 4,027 % | 3,799 % | 4,088 % |
| 104 | 3,334 % | 3,531 % | 3,332 % | 4,029 % | 3,803 % | 4,089 % |
| 105 | 3,343 % | 3,537 % | 3,340 % | 4,031 % | 3,806 % | 4,090 % |
| 106 | 3,351 % | 3,543 % | 3,348 % | 4,032 % | 3,810 % | 4,091 % |
| 107 | 3,358 % | 3,550 % | 3,356 % | 4,034 % | 3,814 % | 4,092 % |
| 108 | 3,366 % | 3,556 % | 3,364 % | 4,035 % | 3,817 % | 4,093 % |
| 109 | 3,374 % | 3,561 % | 3,372 % | 4,037 % | 3,821 % | 4,094 % |
| 110 | 3,381 % | 3,567 % | 3,379 % | 4,038 % | 3,824 % | 4,095 % |
| 111 | 3,389 % | 3,573 % | 3,386 % | 4,040 % | 3,828 % | 4,096 % |
| 112 | 3,396 % | 3,578 % | 3,394 % | 4,041 % | 3,831 % | 4,097 % |
| 113 | 3,403 % | 3,584 % | 3,401 % | 4,043 % | 3,834 % | 4,098 % |
| 114 | 3,410 % | 3,589 % | 3,408 % | 4,044 % | 3,837 % | 4,099 % |
| 115 | 3,417 % | 3,595 % | 3,415 % | 4,045 % | 3,841 % | 4,100 % |
| 116 | 3,424 % | 3,600 % | 3,421 % | 4,047 % | 3,844 % | 4,101 % |
| 117 | 3,430 % | 3,605 % | 3,428 % | 4,048 % | 3,847 % | 4,101 % |
| 118 | 3,437 % | 3,610 % | 3,435 % | 4,049 % | 3,850 % | 4,102 % |
| 119 | 3,443 % | 3,615 % | 3,441 % | 4,050 % | 3,853 % | 4,103 % |
| 120 | 3,449 % | 3,620 % | 3,447 % | 4,052 % | 3,855 % | 4,104 % |
| 121 | 3,456 % | 3,625 % | 3,453 % | 4,053 % | 3,858 % | 4,105 % |
| 122 | 3,462 % | 3,629 % | 3,460 % | 4,054 % | 3,861 % | 4,105 % |
| 123 | 3,468 % | 3,634 % | 3,466 % | 4,055 % | 3,864 % | 4,106 % |
| 124 | 3,473 % | 3,638 % | 3,471 % | 4,057 % | 3,867 % | 4,107 % |
| 125 | 3,479 % | 3,643 % | 3,477 % | 4,058 % | 3,869 % | 4,108 % |
| 126 | 3,485 % | 3,647 % | 3,483 % | 4,059 % | 3,872 % | 4,108 % |
| 127 | 3,491 % | 3,652 % | 3,489 % | 4,060 % | 3,874 % | 4,109 % |
| 128 | 3,496 % | 3,656 % | 3,494 % | 4,061 % | 3,877 % | 4,110 % |
| 129 | 3,502 % | 3,660 % | 3,500 % | 4,062 % | 3,879 % | 4,111 % |
| 130 | 3,507 % | 3,664 % | 3,505 % | 4,063 % | 3,882 % | 4,111 % |
| 131 | 3,512 % | 3,668 % | 3,510 % | 4,064 % | 3,884 % | 4,112 % |
| 132 | 3,517 % | 3,672 % | 3,515 % | 4,065 % | 3,887 % | 4,113 % |
| 133 | 3,522 % | 3,676 % | 3,521 % | 4,066 % | 3,889 % | 4,113 % |
| 134 | 3,528 % | 3,680 % | 3,526 % | 4,067 % | 3,891 % | 4,114 % |
| 135 | 3,532 % | 3,684 % | 3,531 % | 4,068 % | 3,894 % | 4,115 % |
| 136 | 3,537 % | 3,688 % | 3,535 % | 4,069 % | 3,896 % | 4,115 % |
| 137 | 3,542 % | 3,692 % | 3,540 % | 4,070 % | 3,898 % | 4,116 % |
| 138 | 3,547 % | 3,695 % | 3,545 % | 4,071 % | 3,900 % | 4,116 % |
| 139 | 3,552 % | 3,699 % | 3,550 % | 4,072 % | 3,902 % | 4,117 % |
| 140 | 3,556 % | 3,702 % | 3,554 % | 4,073 % | 3,905 % | 4,118 % |
| 141 | 3,561 % | 3,706 % | 3,559 % | 4,074 % | 3,907 % | 4,118 % |
| 142 | 3,565 % | 3,709 % | 3,563 % | 4,075 % | 3,909 % | 4,119 % |
| 143 | 3,570 % | 3,713 % | 3,568 % | 4,076 % | 3,911 % | 4,119 % |
| 144 | 3,574 % | 3,716 % | 3,572 % | 4,076 % | 3,913 % | 4,120 % |
| 145 | 3,578 % | 3,720 % | 3,577 % | 4,077 % | 3,915 % | 4,120 % |
| 146 | 3,583 % | 3,723 % | 3,581 % | 4,078 % | 3,917 % | 4,121 % |
| 147 | 3,587 % | 3,726 % | 3,585 % | 4,079 % | 3,919 % | 4,122 % |
| 148 | 3,591 % | 3,729 % | 3,589 % | 4,080 % | 3,921 % | 4,122 % |
| 149 | 3,595 % | 3,732 % | 3,593 % | 4,081 % | 3,922 % | 4,123 % |
| 150 | 3,599 % | 3,736 % | 3,597 % | 4,081 % | 3,924 % | 4,123 % |
| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,357 % | 0,307 % | 0,627 % | 1,405 % | 4,957 % | 0,955 % |
| 2 | – 0,372 % | 0,281 % | 1,079 % | 1,603 % | 5,030 % | 1,106 % |
| 3 | – 0,359 % | 0,280 % | 1,513 % | 1,805 % | 5,129 % | 1,100 % |
| 4 | – 0,340 % | 0,308 % | 1,864 % | 2,025 % | 5,190 % | 1,121 % |
| 5 | – 0,289 % | 0,352 % | 2,153 % | 2,229 % | 5,200 % | 1,151 % |
| 6 | – 0,220 % | 0,403 % | 2,408 % | 2,347 % | 5,203 % | 1,187 % |
| 7 | – 0,136 % | 0,465 % | 2,605 % | 2,541 % | 5,206 % | 1,234 % |
| 8 | – 0,041 % | 0,525 % | 2,739 % | 2,675 % | 5,210 % | 1,280 % |
| 9 | 0,055 % | 0,586 % | 2,861 % | 2,773 % | 5,212 % | 1,333 % |
| 10 | 0,137 % | 0,648 % | 2,986 % | 2,845 % | 5,210 % | 1,380 % |
| 11 | 0,224 % | 0,697 % | 3,094 % | 2,907 % | 5,202 % | 1,439 % |
| 12 | 0,310 % | 0,743 % | 3,184 % | 2,963 % | 5,189 % | 1,510 % |
| 13 | 0,386 % | 0,759 % | 3,260 % | 3,014 % | 5,172 % | 1,586 % |
| 14 | 0,445 % | 0,789 % | 3,326 % | 3,062 % | 5,153 % | 1,664 % |
| 15 | 0,485 % | 0,841 % | 3,383 % | 3,106 % | 5,133 % | 1,744 % |
| 16 | 0,507 % | 0,825 % | 3,433 % | 3,147 % | 5,112 % | 1,822 % |
| 17 | 0,521 % | 0,840 % | 3,477 % | 3,185 % | 5,091 % | 1,899 % |
| 18 | 0,537 % | 0,853 % | 3,516 % | 3,221 % | 5,069 % | 1,974 % |
| 19 | 0,562 % | 0,862 % | 3,551 % | 3,255 % | 5,048 % | 2,046 % |
| 20 | 0,600 % | 0,892 % | 3,583 % | 3,287 % | 5,027 % | 2,115 % |
| 21 | 0,653 % | 0,908 % | 3,611 % | 3,317 % | 5,006 % | 2,181 % |
| 22 | 0,718 % | 0,911 % | 3,638 % | 3,345 % | 4,985 % | 2,245 % |
| 23 | 0,789 % | 0,906 % | 3,661 % | 3,372 % | 4,965 % | 2,306 % |
| 24 | 0,866 % | 0,900 % | 3,683 % | 3,397 % | 4,945 % | 2,364 % |
| 25 | 0,944 % | 0,896 % | 3,704 % | 3,421 % | 4,926 % | 2,420 % |
| 26 | 1,024 % | 0,896 % | 3,722 % | 3,444 % | 4,908 % | 2,473 % |
| 27 | 1,103 % | 0,897 % | 3,740 % | 3,465 % | 4,890 % | 2,523 % |
| 28 | 1,181 % | 0,898 % | 3,756 % | 3,486 % | 4,872 % | 2,571 % |
| 29 | 1,258 % | 0,897 % | 3,771 % | 3,506 % | 4,856 % | 2,617 % |
| 30 | 1,334 % | 0,891 % | 3,785 % | 3,524 % | 4,839 % | 2,661 % |
| 31 | 1,407 % | 0,882 % | 3,798 % | 3,542 % | 4,824 % | 2,703 % |
| 32 | 1,478 % | 0,869 % | 3,810 % | 3,559 % | 4,809 % | 2,743 % |
| 33 | 1,546 % | 0,857 % | 3,822 % | 3,575 % | 4,794 % | 2,782 % |
| 34 | 1,612 % | 0,846 % | 3,833 % | 3,591 % | 4,780 % | 2,818 % |
| 35 | 1,676 % | 0,837 % | 3,843 % | 3,606 % | 4,767 % | 2,853 % |
| 36 | 1,738 % | 0,831 % | 3,853 % | 3,620 % | 4,754 % | 2,887 % |
| 37 | 1,797 % | 0,827 % | 3,862 % | 3,634 % | 4,741 % | 2,919 % |
| 38 | 1,854 % | 0,824 % | 3,871 % | 3,647 % | 4,729 % | 2,949 % |
| 39 | 1,908 % | 0,821 % | 3,879 % | 3,659 % | 4,717 % | 2,979 % |
| 40 | 1,961 % | 0,818 % | 3,887 % | 3,671 % | 4,706 % | 3,007 % |
| 41 | 2,012 % | 0,813 % | 3,894 % | 3,683 % | 4,695 % | 3,034 % |
| 42 | 2,060 % | 0,808 % | 3,901 % | 3,694 % | 4,685 % | 3,060 % |
| 43 | 2,107 % | 0,801 % | 3,908 % | 3,705 % | 4,675 % | 3,085 % |
| 44 | 2,152 % | 0,793 % | 3,915 % | 3,715 % | 4,665 % | 3,108 % |
| 45 | 2,195 % | 0,785 % | 3,921 % | 3,725 % | 4,656 % | 3,131 % |
| 46 | 2,237 % | 0,775 % | 3,927 % | 3,735 % | 4,647 % | 3,154 % |
| 47 | 2,277 % | 0,767 % | 3,933 % | 3,744 % | 4,638 % | 3,175 % |
| 48 | 2,315 % | 0,762 % | 3,938 % | 3,753 % | 4,629 % | 3,195 % |
| 49 | 2,352 % | 0,764 % | 3,944 % | 3,761 % | 4,621 % | 3,215 % |
| 50 | 2,388 % | 0,772 % | 3,949 % | 3,770 % | 4,613 % | 3,234 % |
| 51 | 2,423 % | 0,789 % | 3,953 % | 3,778 % | 4,606 % | 3,252 % |
| 52 | 2,456 % | 0,812 % | 3,958 % | 3,785 % | 4,598 % | 3,270 % |
| 53 | 2,488 % | 0,840 % | 3,963 % | 3,793 % | 4,591 % | 3,287 % |
| 54 | 2,519 % | 0,872 % | 3,967 % | 3,800 % | 4,584 % | 3,303 % |
| 55 | 2,549 % | 0,906 % | 3,971 % | 3,807 % | 4,578 % | 3,319 % |
| 56 | 2,578 % | 0,943 % | 3,975 % | 3,814 % | 4,571 % | 3,335 % |
| 57 | 2,606 % | 0,982 % | 3,979 % | 3,820 % | 4,565 % | 3,350 % |
| 58 | 2,633 % | 1,021 % | 3,983 % | 3,826 % | 4,559 % | 3,364 % |
| 59 | 2,659 % | 1,061 % | 3,987 % | 3,833 % | 4,553 % | 3,378 % |
| 60 | 2,684 % | 1,102 % | 3,990 % | 3,838 % | 4,547 % | 3,391 % |
| 61 | 2,709 % | 1,142 % | 3,993 % | 3,844 % | 4,542 % | 3,404 % |
| 62 | 2,733 % | 1,183 % | 3,997 % | 3,850 % | 4,536 % | 3,417 % |
| 63 | 2,756 % | 1,223 % | 4,000 % | 3,855 % | 4,531 % | 3,429 % |
| 64 | 2,778 % | 1,263 % | 4,003 % | 3,860 % | 4,526 % | 3,441 % |
| 65 | 2,800 % | 1,303 % | 4,006 % | 3,866 % | 4,521 % | 3,453 % |
| 66 | 2,821 % | 1,342 % | 4,009 % | 3,871 % | 4,516 % | 3,464 % |
| 67 | 2,841 % | 1,380 % | 4,012 % | 3,875 % | 4,512 % | 3,475 % |
| 68 | 2,861 % | 1,418 % | 4,015 % | 3,880 % | 4,507 % | 3,485 % |
| 69 | 2,880 % | 1,455 % | 4,017 % | 3,885 % | 4,503 % | 3,496 % |
| 70 | 2,899 % | 1,491 % | 4,020 % | 3,889 % | 4,499 % | 3,506 % |
| 71 | 2,917 % | 1,527 % | 4,022 % | 3,893 % | 4,494 % | 3,515 % |
| 72 | 2,935 % | 1,562 % | 4,025 % | 3,898 % | 4,490 % | 3,525 % |
| 73 | 2,952 % | 1,596 % | 4,027 % | 3,902 % | 4,486 % | 3,534 % |
| 74 | 2,969 % | 1,629 % | 4,030 % | 3,906 % | 4,483 % | 3,543 % |
| 75 | 2,985 % | 1,662 % | 4,032 % | 3,909 % | 4,479 % | 3,551 % |
| 76 | 3,001 % | 1,694 % | 4,034 % | 3,913 % | 4,475 % | 3,560 % |
| 77 | 3,016 % | 1,725 % | 4,036 % | 3,917 % | 4,472 % | 3,568 % |
| 78 | 3,031 % | 1,756 % | 4,038 % | 3,921 % | 4,468 % | 3,576 % |
| 79 | 3,046 % | 1,786 % | 4,040 % | 3,924 % | 4,465 % | 3,584 % |
| 80 | 3,060 % | 1,815 % | 4,042 % | 3,927 % | 4,462 % | 3,592 % |
| 81 | 3,074 % | 1,844 % | 4,044 % | 3,931 % | 4,458 % | 3,599 % |
| 82 | 3,088 % | 1,872 % | 4,046 % | 3,934 % | 4,455 % | 3,607 % |
| 83 | 3,101 % | 1,899 % | 4,048 % | 3,937 % | 4,452 % | 3,614 % |
| 84 | 3,114 % | 1,926 % | 4,050 % | 3,940 % | 4,449 % | 3,621 % |
| 85 | 3,127 % | 1,952 % | 4,051 % | 3,943 % | 4,446 % | 3,627 % |
| 86 | 3,139 % | 1,978 % | 4,053 % | 3,946 % | 4,443 % | 3,634 % |
| 87 | 3,151 % | 2,003 % | 4,055 % | 3,949 % | 4,441 % | 3,641 % |
| 88 | 3,163 % | 2,028 % | 4,057 % | 3,952 % | 4,438 % | 3,647 % |
| 89 | 3,175 % | 2,052 % | 4,058 % | 3,955 % | 4,435 % | 3,653 % |
| 90 | 3,186 % | 2,075 % | 4,060 % | 3,958 % | 4,433 % | 3,659 % |
| 91 | 3,197 % | 2,098 % | 4,061 % | 3,960 % | 4,430 % | 3,665 % |
| 92 | 3,208 % | 2,121 % | 4,063 % | 3,963 % | 4,428 % | 3,671 % |
| 93 | 3,219 % | 2,143 % | 4,064 % | 3,965 % | 4,425 % | 3,677 % |
| 94 | 3,229 % | 2,164 % | 4,066 % | 3,968 % | 4,423 % | 3,682 % |
| 95 | 3,239 % | 2,185 % | 4,067 % | 3,970 % | 4,420 % | 3,687 % |
| 96 | 3,249 % | 2,206 % | 4,068 % | 3,973 % | 4,418 % | 3,693 % |
| 97 | 3,259 % | 2,226 % | 4,070 % | 3,975 % | 4,416 % | 3,698 % |
| 98 | 3,269 % | 2,246 % | 4,071 % | 3,977 % | 4,414 % | 3,703 % |
| 99 | 3,278 % | 2,266 % | 4,072 % | 3,980 % | 4,411 % | 3,708 % |
| 100 | 3,287 % | 2,285 % | 4,074 % | 3,982 % | 4,409 % | 3,713 % |
| 101 | 3,296 % | 2,304 % | 4,075 % | 3,984 % | 4,407 % | 3,718 % |
| 102 | 3,305 % | 2,322 % | 4,076 % | 3,986 % | 4,405 % | 3,723 % |
| 103 | 3,314 % | 2,340 % | 4,077 % | 3,988 % | 4,403 % | 3,727 % |
| 104 | 3,322 % | 2,358 % | 4,079 % | 3,990 % | 4,401 % | 3,732 % |
| 105 | 3,330 % | 2,375 % | 4,080 % | 3,992 % | 4,399 % | 3,736 % |
| 106 | 3,339 % | 2,392 % | 4,081 % | 3,994 % | 4,397 % | 3,741 % |
| 107 | 3,347 % | 2,409 % | 4,082 % | 3,996 % | 4,396 % | 3,745 % |
| 108 | 3,355 % | 2,426 % | 4,083 % | 3,998 % | 4,394 % | 3,749 % |
| 109 | 3,362 % | 2,442 % | 4,084 % | 4,000 % | 4,392 % | 3,753 % |
| 110 | 3,370 % | 2,457 % | 4,085 % | 4,002 % | 4,390 % | 3,757 % |
| 111 | 3,377 % | 2,473 % | 4,086 % | 4,003 % | 4,389 % | 3,761 % |
| 112 | 3,385 % | 2,488 % | 4,087 % | 4,005 % | 4,387 % | 3,765 % |
| 113 | 3,392 % | 2,503 % | 4,088 % | 4,007 % | 4,385 % | 3,769 % |
| 114 | 3,399 % | 2,518 % | 4,089 % | 4,008 % | 4,384 % | 3,773 % |
| 115 | 3,406 % | 2,533 % | 4,090 % | 4,010 % | 4,382 % | 3,776 % |
| 116 | 3,413 % | 2,547 % | 4,091 % | 4,012 % | 4,380 % | 3,780 % |
| 117 | 3,419 % | 2,561 % | 4,092 % | 4,013 % | 4,379 % | 3,784 % |
| 118 | 3,426 % | 2,575 % | 4,093 % | 4,015 % | 4,377 % | 3,787 % |
| 119 | 3,432 % | 2,588 % | 4,094 % | 4,017 % | 4,376 % | 3,791 % |
| 120 | 3,439 % | 2,602 % | 4,095 % | 4,018 % | 4,374 % | 3,794 % |
| 121 | 3,445 % | 2,615 % | 4,096 % | 4,020 % | 4,373 % | 3,797 % |
| 122 | 3,451 % | 2,628 % | 4,096 % | 4,021 % | 4,372 % | 3,801 % |
| 123 | 3,457 % | 2,640 % | 4,097 % | 4,022 % | 4,370 % | 3,804 % |
| 124 | 3,463 % | 2,653 % | 4,098 % | 4,024 % | 4,369 % | 3,807 % |
| 125 | 3,469 % | 2,665 % | 4,099 % | 4,025 % | 4,367 % | 3,810 % |
| 126 | 3,475 % | 2,677 % | 4,100 % | 4,027 % | 4,366 % | 3,813 % |
| 127 | 3,481 % | 2,689 % | 4,100 % | 4,028 % | 4,365 % | 3,816 % |
| 128 | 3,486 % | 2,701 % | 4,101 % | 4,029 % | 4,364 % | 3,819 % |
| 129 | 3,492 % | 2,712 % | 4,102 % | 4,031 % | 4,362 % | 3,822 % |
| 130 | 3,497 % | 2,724 % | 4,103 % | 4,032 % | 4,361 % | 3,825 % |
| 131 | 3,502 % | 2,735 % | 4,104 % | 4,033 % | 4,360 % | 3,828 % |
| 132 | 3,508 % | 2,746 % | 4,104 % | 4,035 % | 4,359 % | 3,831 % |
| 133 | 3,513 % | 2,757 % | 4,105 % | 4,036 % | 4,357 % | 3,834 % |
| 134 | 3,518 % | 2,767 % | 4,106 % | 4,037 % | 4,356 % | 3,836 % |
| 135 | 3,523 % | 2,778 % | 4,106 % | 4,038 % | 4,355 % | 3,839 % |
| 136 | 3,528 % | 2,788 % | 4,107 % | 4,039 % | 4,354 % | 3,842 % |
| 137 | 3,533 % | 2,799 % | 4,108 % | 4,041 % | 4,353 % | 3,844 % |
| 138 | 3,538 % | 2,809 % | 4,108 % | 4,042 % | 4,352 % | 3,847 % |
| 139 | 3,542 % | 2,819 % | 4,109 % | 4,043 % | 4,351 % | 3,849 % |
| 140 | 3,547 % | 2,828 % | 4,110 % | 4,044 % | 4,349 % | 3,852 % |
| 141 | 3,552 % | 2,838 % | 4,110 % | 4,045 % | 4,348 % | 3,854 % |
| 142 | 3,556 % | 2,848 % | 4,111 % | 4,046 % | 4,347 % | 3,857 % |
| 143 | 3,561 % | 2,857 % | 4,112 % | 4,047 % | 4,346 % | 3,859 % |
| 144 | 3,565 % | 2,866 % | 4,112 % | 4,048 % | 4,345 % | 3,862 % |
| 145 | 3,570 % | 2,875 % | 4,113 % | 4,049 % | 4,344 % | 3,864 % |
| 146 | 3,574 % | 2,884 % | 4,113 % | 4,050 % | 4,343 % | 3,866 % |
| 147 | 3,578 % | 2,893 % | 4,114 % | 4,051 % | 4,342 % | 3,868 % |
| 148 | 3,582 % | 2,902 % | 4,115 % | 4,052 % | 4,341 % | 3,871 % |
| 149 | 3,586 % | 2,911 % | 4,115 % | 4,053 % | 4,340 % | 3,873 % |
| 150 | 3,591 % | 2,919 % | 4,116 % | 4,054 % | 4,340 % | 3,875 % |
| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,792 % | 1,706 % | 1,380 % | 0,686 % | 3,103 % | 4,216 % |
| 2 | – 0,794 % | 1,660 % | 1,385 % | 0,693 % | 3,031 % | 4,321 % |
| 3 | – 0,777 % | 1,653 % | 1,456 % | 0,715 % | 3,084 % | 4,429 % |
| 4 | – 0,745 % | 1,670 % | 1,565 % | 0,741 % | 3,212 % | 4,594 % |
| 5 | – 0,697 % | 1,694 % | 1,658 % | 0,775 % | 3,352 % | 4,647 % |
| 6 | – 0,624 % | 1,733 % | 1,725 % | 0,810 % | 3,439 % | 4,788 % |
| 7 | – 0,555 % | 1,775 % | 1,794 % | 0,860 % | 3,573 % | 4,938 % |
| 8 | – 0,488 % | 1,822 % | 1,875 % | 0,924 % | 3,662 % | 5,057 % |
| 9 | – 0,437 % | 1,866 % | 1,955 % | 0,993 % | 3,790 % | 5,270 % |
| 10 | – 0,392 % | 1,912 % | 2,020 % | 1,074 % | 3,846 % | 5,506 % |
| 11 | – 0,306 % | 1,957 % | 2,066 % | 1,150 % | 3,876 % | 5,687 % |
| 12 | – 0,271 % | 2,002 % | 2,106 % | 1,220 % | 3,902 % | 5,813 % |
| 13 | – 0,233 % | 2,045 % | 2,148 % | 1,282 % | 3,924 % | 5,899 % |
| 14 | – 0,221 % | 2,085 % | 2,193 % | 1,338 % | 3,943 % | 5,955 % |
| 15 | – 0,160 % | 2,120 % | 2,241 % | 1,387 % | 3,959 % | 5,987 % |
| 16 | – 0,111 % | 2,150 % | 2,292 % | 1,429 % | 3,973 % | 6,002 % |
| 17 | – 0,082 % | 2,176 % | 2,344 % | 1,463 % | 3,986 % | 6,003 % |
| 18 | – 0,068 % | 2,200 % | 2,396 % | 1,485 % | 3,997 % | 5,994 % |
| 19 | – 0,061 % | 2,222 % | 2,447 % | 1,496 % | 4,007 % | 5,977 % |
| 20 | – 0,059 % | 2,243 % | 2,498 % | 1,495 % | 4,017 % | 5,954 % |
| 21 | – 0,057 % | 2,263 % | 2,547 % | 1,482 % | 4,025 % | 5,927 % |
| 22 | – 0,052 % | 2,281 % | 2,595 % | 1,466 % | 4,032 % | 5,896 % |
| 23 | – 0,041 % | 2,297 % | 2,642 % | 1,453 % | 4,039 % | 5,863 % |
| 24 | – 0,022 % | 2,310 % | 2,687 % | 1,448 % | 4,046 % | 5,829 % |
| 25 | 0,008 % | 2,319 % | 2,730 % | 1,454 % | 4,052 % | 5,794 % |
| 26 | 0,047 % | 2,324 % | 2,772 % | 1,473 % | 4,057 % | 5,758 % |
| 27 | 0,095 % | 2,328 % | 2,812 % | 1,502 % | 4,062 % | 5,722 % |
| 28 | 0,149 % | 2,333 % | 2,850 % | 1,539 % | 4,067 % | 5,686 % |
| 29 | 0,206 % | 2,340 % | 2,887 % | 1,580 % | 4,071 % | 5,651 % |
| 30 | 0,265 % | 2,352 % | 2,922 % | 1,626 % | 4,075 % | 5,617 % |
| 31 | 0,325 % | 2,369 % | 2,956 % | 1,674 % | 4,079 % | 5,583 % |
| 32 | 0,386 % | 2,390 % | 2,988 % | 1,723 % | 4,083 % | 5,550 % |
| 33 | 0,447 % | 2,413 % | 3,019 % | 1,773 % | 4,086 % | 5,517 % |
| 34 | 0,508 % | 2,439 % | 3,049 % | 1,823 % | 4,089 % | 5,486 % |
| 35 | 0,567 % | 2,467 % | 3,077 % | 1,873 % | 4,092 % | 5,456 % |
| 36 | 0,625 % | 2,496 % | 3,105 % | 1,922 % | 4,095 % | 5,427 % |
| 37 | 0,682 % | 2,525 % | 3,131 % | 1,971 % | 4,098 % | 5,398 % |
| 38 | 0,737 % | 2,555 % | 3,156 % | 2,018 % | 4,101 % | 5,371 % |
| 39 | 0,791 % | 2,584 % | 3,180 % | 2,064 % | 4,103 % | 5,344 % |
| 40 | 0,843 % | 2,614 % | 3,204 % | 2,110 % | 4,105 % | 5,319 % |
| 41 | 0,893 % | 2,643 % | 3,226 % | 2,154 % | 4,108 % | 5,294 % |
| 42 | 0,942 % | 2,673 % | 3,247 % | 2,196 % | 4,110 % | 5,270 % |
| 43 | 0,990 % | 2,701 % | 3,268 % | 2,238 % | 4,112 % | 5,247 % |
| 44 | 1,035 % | 2,729 % | 3,288 % | 2,278 % | 4,114 % | 5,225 % |
| 45 | 1,080 % | 2,757 % | 3,307 % | 2,317 % | 4,116 % | 5,204 % |
| 46 | 1,122 % | 2,783 % | 3,325 % | 2,354 % | 4,117 % | 5,183 % |
| 47 | 1,164 % | 2,810 % | 3,343 % | 2,391 % | 4,119 % | 5,163 % |
| 48 | 1,203 % | 2,835 % | 3,360 % | 2,426 % | 4,121 % | 5,144 % |
| 49 | 1,242 % | 2,860 % | 3,376 % | 2,460 % | 4,122 % | 5,126 % |
| 50 | 1,279 % | 2,884 % | 3,392 % | 2,493 % | 4,124 % | 5,108 % |
| 51 | 1,315 % | 2,908 % | 3,407 % | 2,524 % | 4,125 % | 5,091 % |
| 52 | 1,350 % | 2,931 % | 3,422 % | 2,555 % | 4,127 % | 5,074 % |
| 53 | 1,384 % | 2,953 % | 3,436 % | 2,585 % | 4,128 % | 5,058 % |
| 54 | 1,416 % | 2,974 % | 3,450 % | 2,614 % | 4,129 % | 5,042 % |
| 55 | 1,447 % | 2,995 % | 3,463 % | 2,642 % | 4,130 % | 5,027 % |
| 56 | 1,478 % | 3,016 % | 3,476 % | 2,669 % | 4,132 % | 5,013 % |
| 57 | 1,507 % | 3,035 % | 3,488 % | 2,695 % | 4,133 % | 4,999 % |
| 58 | 1,536 % | 3,054 % | 3,500 % | 2,720 % | 4,134 % | 4,985 % |
| 59 | 1,563 % | 3,073 % | 3,512 % | 2,745 % | 4,135 % | 4,972 % |
| 60 | 1,590 % | 3,091 % | 3,523 % | 2,768 % | 4,136 % | 4,959 % |
| 61 | 1,616 % | 3,109 % | 3,534 % | 2,791 % | 4,137 % | 4,947 % |
| 62 | 1,641 % | 3,126 % | 3,545 % | 2,814 % | 4,138 % | 4,935 % |
| 63 | 1,665 % | 3,142 % | 3,555 % | 2,835 % | 4,139 % | 4,924 % |
| 64 | 1,689 % | 3,158 % | 3,565 % | 2,856 % | 4,140 % | 4,912 % |
| 65 | 1,712 % | 3,174 % | 3,574 % | 2,877 % | 4,141 % | 4,901 % |
| 66 | 1,734 % | 3,189 % | 3,584 % | 2,896 % | 4,142 % | 4,891 % |
| 67 | 1,756 % | 3,204 % | 3,593 % | 2,916 % | 4,143 % | 4,881 % |
| 68 | 1,777 % | 3,218 % | 3,602 % | 2,934 % | 4,144 % | 4,871 % |
| 69 | 1,797 % | 3,232 % | 3,610 % | 2,952 % | 4,144 % | 4,861 % |
| 70 | 1,817 % | 3,246 % | 3,619 % | 2,970 % | 4,145 % | 4,851 % |
| 71 | 1,836 % | 3,259 % | 3,627 % | 2,987 % | 4,146 % | 4,842 % |
| 72 | 1,855 % | 3,272 % | 3,635 % | 3,004 % | 4,147 % | 4,833 % |
| 73 | 1,873 % | 3,285 % | 3,642 % | 3,020 % | 4,147 % | 4,825 % |
| 74 | 1,891 % | 3,297 % | 3,650 % | 3,036 % | 4,148 % | 4,816 % |
| 75 | 1,908 % | 3,309 % | 3,657 % | 3,051 % | 4,149 % | 4,808 % |
| 76 | 1,925 % | 3,320 % | 3,664 % | 3,066 % | 4,149 % | 4,800 % |
| 77 | 1,942 % | 3,332 % | 3,671 % | 3,081 % | 4,150 % | 4,792 % |
| 78 | 1,958 % | 3,343 % | 3,678 % | 3,095 % | 4,151 % | 4,785 % |
| 79 | 1,973 % | 3,354 % | 3,684 % | 3,109 % | 4,151 % | 4,777 % |
| 80 | 1,988 % | 3,364 % | 3,691 % | 3,123 % | 4,152 % | 4,770 % |
| 81 | 2,003 % | 3,374 % | 3,697 % | 3,136 % | 4,153 % | 4,763 % |
| 82 | 2,018 % | 3,384 % | 3,703 % | 3,149 % | 4,153 % | 4,756 % |
| 83 | 2,032 % | 3,394 % | 3,709 % | 3,161 % | 4,154 % | 4,749 % |
| 84 | 2,046 % | 3,404 % | 3,715 % | 3,174 % | 4,154 % | 4,743 % |
| 85 | 2,059 % | 3,413 % | 3,721 % | 3,186 % | 4,155 % | 4,736 % |
| 86 | 2,072 % | 3,422 % | 3,726 % | 3,197 % | 4,155 % | 4,730 % |
| 87 | 2,085 % | 3,431 % | 3,732 % | 3,209 % | 4,156 % | 4,724 % |
| 88 | 2,098 % | 3,440 % | 3,737 % | 3,220 % | 4,156 % | 4,718 % |
| 89 | 2,110 % | 3,448 % | 3,742 % | 3,231 % | 4,157 % | 4,712 % |
| 90 | 2,122 % | 3,456 % | 3,747 % | 3,242 % | 4,157 % | 4,707 % |
| 91 | 2,134 % | 3,464 % | 3,752 % | 3,252 % | 4,158 % | 4,701 % |
| 92 | 2,146 % | 3,472 % | 3,757 % | 3,262 % | 4,158 % | 4,696 % |
| 93 | 2,157 % | 3,480 % | 3,762 % | 3,272 % | 4,159 % | 4,690 % |
| 94 | 2,168 % | 3,488 % | 3,766 % | 3,282 % | 4,159 % | 4,685 % |
| 95 | 2,179 % | 3,495 % | 3,771 % | 3,292 % | 4,159 % | 4,680 % |
| 96 | 2,189 % | 3,503 % | 3,775 % | 3,301 % | 4,160 % | 4,675 % |
| 97 | 2,200 % | 3,510 % | 3,780 % | 3,311 % | 4,160 % | 4,670 % |
| 98 | 2,210 % | 3,517 % | 3,784 % | 3,320 % | 4,161 % | 4,665 % |
| 99 | 2,220 % | 3,524 % | 3,788 % | 3,328 % | 4,161 % | 4,660 % |
| 100 | 2,229 % | 3,530 % | 3,792 % | 3,337 % | 4,161 % | 4,656 % |
| 101 | 2,239 % | 3,537 % | 3,796 % | 3,346 % | 4,162 % | 4,651 % |
| 102 | 2,248 % | 3,544 % | 3,800 % | 3,354 % | 4,162 % | 4,647 % |
| 103 | 2,258 % | 3,550 % | 3,804 % | 3,362 % | 4,163 % | 4,643 % |
| 104 | 2,267 % | 3,556 % | 3,808 % | 3,370 % | 4,163 % | 4,638 % |
| 105 | 2,275 % | 3,562 % | 3,812 % | 3,378 % | 4,163 % | 4,634 % |
| 106 | 2,284 % | 3,568 % | 3,815 % | 3,386 % | 4,164 % | 4,630 % |
| 107 | 2,293 % | 3,574 % | 3,819 % | 3,393 % | 4,164 % | 4,626 % |
| 108 | 2,301 % | 3,580 % | 3,822 % | 3,401 % | 4,164 % | 4,622 % |
| 109 | 2,309 % | 3,586 % | 3,826 % | 3,408 % | 4,165 % | 4,618 % |
| 110 | 2,317 % | 3,591 % | 3,829 % | 3,415 % | 4,165 % | 4,614 % |
| 111 | 2,325 % | 3,597 % | 3,833 % | 3,422 % | 4,165 % | 4,611 % |
| 112 | 2,333 % | 3,602 % | 3,836 % | 3,429 % | 4,166 % | 4,607 % |
| 113 | 2,341 % | 3,607 % | 3,839 % | 3,436 % | 4,166 % | 4,603 % |
| 114 | 2,348 % | 3,612 % | 3,842 % | 3,443 % | 4,166 % | 4,600 % |
| 115 | 2,356 % | 3,618 % | 3,845 % | 3,449 % | 4,166 % | 4,596 % |
| 116 | 2,363 % | 3,623 % | 3,848 % | 3,456 % | 4,167 % | 4,593 % |
| 117 | 2,370 % | 3,627 % | 3,851 % | 3,462 % | 4,167 % | 4,589 % |
| 118 | 2,377 % | 3,632 % | 3,854 % | 3,468 % | 4,167 % | 4,586 % |
| 119 | 2,384 % | 3,637 % | 3,857 % | 3,474 % | 4,168 % | 4,583 % |
| 120 | 2,391 % | 3,642 % | 3,860 % | 3,480 % | 4,168 % | 4,580 % |
| 121 | 2,397 % | 3,646 % | 3,863 % | 3,486 % | 4,168 % | 4,577 % |
| 122 | 2,404 % | 3,651 % | 3,866 % | 3,492 % | 4,168 % | 4,573 % |
| 123 | 2,410 % | 3,655 % | 3,868 % | 3,498 % | 4,169 % | 4,570 % |
| 124 | 2,417 % | 3,660 % | 3,871 % | 3,504 % | 4,169 % | 4,567 % |
| 125 | 2,423 % | 3,664 % | 3,874 % | 3,509 % | 4,169 % | 4,565 % |
| 126 | 2,429 % | 3,668 % | 3,876 % | 3,515 % | 4,169 % | 4,562 % |
| 127 | 2,435 % | 3,672 % | 3,879 % | 3,520 % | 4,170 % | 4,559 % |
| 128 | 2,441 % | 3,677 % | 3,881 % | 3,525 % | 4,170 % | 4,556 % |
| 129 | 2,447 % | 3,681 % | 3,884 % | 3,530 % | 4,170 % | 4,553 % |
| 130 | 2,453 % | 3,685 % | 3,886 % | 3,536 % | 4,170 % | 4,550 % |
| 131 | 2,458 % | 3,688 % | 3,889 % | 3,541 % | 4,171 % | 4,548 % |
| 132 | 2,464 % | 3,692 % | 3,891 % | 3,546 % | 4,171 % | 4,545 % |
| 133 | 2,469 % | 3,696 % | 3,893 % | 3,551 % | 4,171 % | 4,543 % |
| 134 | 2,475 % | 3,700 % | 3,896 % | 3,555 % | 4,171 % | 4,540 % |
| 135 | 2,480 % | 3,704 % | 3,898 % | 3,560 % | 4,171 % | 4,537 % |
| 136 | 2,485 % | 3,707 % | 3,900 % | 3,565 % | 4,172 % | 4,535 % |
| 137 | 2,491 % | 3,711 % | 3,902 % | 3,569 % | 4,172 % | 4,533 % |
| 138 | 2,496 % | 3,714 % | 3,904 % | 3,574 % | 4,172 % | 4,530 % |
| 139 | 2,501 % | 3,718 % | 3,907 % | 3,578 % | 4,172 % | 4,528 % |
| 140 | 2,506 % | 3,721 % | 3,909 % | 3,583 % | 4,172 % | 4,525 % |
| 141 | 2,511 % | 3,725 % | 3,911 % | 3,587 % | 4,173 % | 4,523 % |
| 142 | 2,516 % | 3,728 % | 3,913 % | 3,592 % | 4,173 % | 4,521 % |
| 143 | 2,520 % | 3,731 % | 3,915 % | 3,596 % | 4,173 % | 4,519 % |
| 144 | 2,525 % | 3,735 % | 3,917 % | 3,600 % | 4,173 % | 4,516 % |
| 145 | 2,530 % | 3,738 % | 3,919 % | 3,604 % | 4,173 % | 4,514 % |
| 146 | 2,534 % | 3,741 % | 3,921 % | 3,608 % | 4,174 % | 4,512 % |
| 147 | 2,539 % | 3,744 % | 3,922 % | 3,612 % | 4,174 % | 4,510 % |
| 148 | 2,543 % | 3,747 % | 3,924 % | 3,616 % | 4,174 % | 4,508 % |
| 149 | 2,548 % | 3,750 % | 3,926 % | 3,620 % | 4,174 % | 4,506 % |
| 150 | 2,552 % | 3,753 % | 3,928 % | 3,624 % | 4,174 % | 4,504 % |
| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,642 % | 6,349 % | 4,666 % | 0,224 % | 1,845 % | 7,248 % |
| 2 | 0,773 % | 6,348 % | 5,136 % | 0,309 % | 1,773 % | 7,255 % |
| 3 | 0,874 % | 6,383 % | 5,310 % | 0,381 % | 1,788 % | 7,329 % |
| 4 | 0,945 % | 6,424 % | 5,420 % | 0,438 % | 1,835 % | 7,452 % |
| 5 | 1,017 % | 6,474 % | 5,519 % | 0,488 % | 1,900 % | 7,578 % |
| 6 | 1,086 % | 6,527 % | 5,566 % | 0,544 % | 1,974 % | 7,705 % |
| 7 | 1,152 % | 6,566 % | 5,595 % | 0,585 % | 2,040 % | 7,826 % |
| 8 | 1,215 % | 6,603 % | 5,657 % | 0,631 % | 2,115 % | 7,914 % |
| 9 | 1,275 % | 6,636 % | 5,727 % | 0,678 % | 2,180 % | 8,009 % |
| 10 | 1,330 % | 6,663 % | 5,832 % | 0,725 % | 2,241 % | 8,088 % |
| 11 | 1,381 % | 6,675 % | 5,934 % | 0,793 % | 2,303 % | 8,146 % |
| 12 | 1,427 % | 6,673 % | 6,024 % | 0,877 % | 2,363 % | 8,180 % |
| 13 | 1,468 % | 6,662 % | 6,102 % | 0,970 % | 2,420 % | 8,192 % |
| 14 | 1,510 % | 6,643 % | 6,171 % | 1,068 % | 2,474 % | 8,185 % |
| 15 | 1,558 % | 6,621 % | 6,229 % | 1,167 % | 2,527 % | 8,161 % |
| 16 | 1,614 % | 6,594 % | 6,278 % | 1,265 % | 2,579 % | 8,125 % |
| 17 | 1,675 % | 6,566 % | 6,318 % | 1,361 % | 2,630 % | 8,078 % |
| 18 | 1,740 % | 6,536 % | 6,350 % | 1,455 % | 2,680 % | 8,025 % |
| 19 | 1,806 % | 6,505 % | 6,373 % | 1,545 % | 2,727 % | 7,967 % |
| 20 | 1,872 % | 6,473 % | 6,387 % | 1,632 % | 2,773 % | 7,905 % |
| 21 | 1,938 % | 6,442 % | 6,393 % | 1,716 % | 2,818 % | 7,841 % |
| 22 | 2,002 % | 6,411 % | 6,392 % | 1,795 % | 2,860 % | 7,776 % |
| 23 | 2,065 % | 6,380 % | 6,386 % | 1,872 % | 2,901 % | 7,712 % |
| 24 | 2,126 % | 6,350 % | 6,375 % | 1,944 % | 2,939 % | 7,647 % |
| 25 | 2,186 % | 6,320 % | 6,361 % | 2,014 % | 2,976 % | 7,583 % |
| 26 | 2,243 % | 6,291 % | 6,345 % | 2,080 % | 3,012 % | 7,521 % |
| 27 | 2,298 % | 6,263 % | 6,326 % | 2,143 % | 3,046 % | 7,459 % |
| 28 | 2,351 % | 6,236 % | 6,307 % | 2,203 % | 3,078 % | 7,400 % |
| 29 | 2,401 % | 6,210 % | 6,286 % | 2,260 % | 3,109 % | 7,342 % |
| 30 | 2,450 % | 6,184 % | 6,265 % | 2,315 % | 3,138 % | 7,286 % |
| 31 | 2,497 % | 6,160 % | 6,244 % | 2,367 % | 3,167 % | 7,232 % |
| 32 | 2,542 % | 6,136 % | 6,222 % | 2,416 % | 3,194 % | 7,180 % |
| 33 | 2,584 % | 6,113 % | 6,201 % | 2,464 % | 3,219 % | 7,129 % |
| 34 | 2,626 % | 6,091 % | 6,180 % | 2,509 % | 3,244 % | 7,081 % |
| 35 | 2,665 % | 6,070 % | 6,159 % | 2,552 % | 3,268 % | 7,034 % |
| 36 | 2,703 % | 6,049 % | 6,138 % | 2,593 % | 3,290 % | 6,989 % |
| 37 | 2,739 % | 6,029 % | 6,118 % | 2,633 % | 3,312 % | 6,946 % |
| 38 | 2,774 % | 6,010 % | 6,098 % | 2,671 % | 3,333 % | 6,904 % |
| 39 | 2,807 % | 5,992 % | 6,079 % | 2,707 % | 3,353 % | 6,864 % |
| 40 | 2,839 % | 5,974 % | 6,060 % | 2,742 % | 3,372 % | 6,826 % |
| 41 | 2,870 % | 5,957 % | 6,042 % | 2,775 % | 3,391 % | 6,789 % |
| 42 | 2,900 % | 5,941 % | 6,025 % | 2,807 % | 3,408 % | 6,753 % |
| 43 | 2,928 % | 5,925 % | 6,008 % | 2,837 % | 3,425 % | 6,719 % |
| 44 | 2,955 % | 5,910 % | 5,991 % | 2,867 % | 3,442 % | 6,686 % |
| 45 | 2,981 % | 5,895 % | 5,975 % | 2,895 % | 3,458 % | 6,655 % |
| 46 | 3,007 % | 5,881 % | 5,960 % | 2,922 % | 3,473 % | 6,624 % |
| 47 | 3,031 % | 5,868 % | 5,945 % | 2,948 % | 3,487 % | 6,595 % |
| 48 | 3,054 % | 5,855 % | 5,930 % | 2,973 % | 3,501 % | 6,567 % |
| 49 | 3,077 % | 5,842 % | 5,916 % | 2,997 % | 3,515 % | 6,540 % |
| 50 | 3,098 % | 5,830 % | 5,902 % | 3,021 % | 3,528 % | 6,513 % |
| 51 | 3,119 % | 5,818 % | 5,889 % | 3,043 % | 3,541 % | 6,488 % |
| 52 | 3,139 % | 5,806 % | 5,877 % | 3,065 % | 3,553 % | 6,464 % |
| 53 | 3,159 % | 5,795 % | 5,864 % | 3,086 % | 3,565 % | 6,440 % |
| 54 | 3,178 % | 5,785 % | 5,852 % | 3,106 % | 3,576 % | 6,418 % |
| 55 | 3,196 % | 5,774 % | 5,841 % | 3,125 % | 3,587 % | 6,396 % |
| 56 | 3,213 % | 5,764 % | 5,830 % | 3,144 % | 3,598 % | 6,375 % |
| 57 | 3,230 % | 5,755 % | 5,819 % | 3,162 % | 3,608 % | 6,354 % |
| 58 | 3,247 % | 5,745 % | 5,808 % | 3,180 % | 3,618 % | 6,335 % |
| 59 | 3,263 % | 5,736 % | 5,798 % | 3,197 % | 3,628 % | 6,315 % |
| 60 | 3,278 % | 5,728 % | 5,788 % | 3,213 % | 3,637 % | 6,297 % |
| 61 | 3,293 % | 5,719 % | 5,779 % | 3,229 % | 3,646 % | 6,279 % |
| 62 | 3,307 % | 5,711 % | 5,770 % | 3,245 % | 3,655 % | 6,262 % |
| 63 | 3,321 % | 5,703 % | 5,761 % | 3,260 % | 3,663 % | 6,245 % |
| 64 | 3,335 % | 5,695 % | 5,752 % | 3,274 % | 3,671 % | 6,229 % |
| 65 | 3,348 % | 5,687 % | 5,744 % | 3,288 % | 3,679 % | 6,213 % |
| 66 | 3,361 % | 5,680 % | 5,736 % | 3,302 % | 3,687 % | 6,197 % |
| 67 | 3,373 % | 5,673 % | 5,728 % | 3,315 % | 3,695 % | 6,183 % |
| 68 | 3,385 % | 5,666 % | 5,720 % | 3,328 % | 3,702 % | 6,168 % |
| 69 | 3,397 % | 5,659 % | 5,712 % | 3,340 % | 3,709 % | 6,154 % |
| 70 | 3,408 % | 5,653 % | 5,705 % | 3,353 % | 3,716 % | 6,140 % |
| 71 | 3,419 % | 5,647 % | 5,698 % | 3,364 % | 3,723 % | 6,127 % |
| 72 | 3,430 % | 5,640 % | 5,691 % | 3,376 % | 3,730 % | 6,114 % |
| 73 | 3,441 % | 5,634 % | 5,684 % | 3,387 % | 3,736 % | 6,102 % |
| 74 | 3,451 % | 5,629 % | 5,678 % | 3,398 % | 3,742 % | 6,090 % |
| 75 | 3,461 % | 5,623 % | 5,671 % | 3,409 % | 3,748 % | 6,078 % |
| 76 | 3,470 % | 5,617 % | 5,665 % | 3,419 % | 3,754 % | 6,066 % |
| 77 | 3,480 % | 5,612 % | 5,659 % | 3,429 % | 3,760 % | 6,055 % |
| 78 | 3,489 % | 5,607 % | 5,653 % | 3,439 % | 3,765 % | 6,044 % |
| 79 | 3,498 % | 5,602 % | 5,648 % | 3,449 % | 3,771 % | 6,033 % |
| 80 | 3,507 % | 5,597 % | 5,642 % | 3,458 % | 3,776 % | 6,023 % |
| 81 | 3,515 % | 5,592 % | 5,637 % | 3,467 % | 3,781 % | 6,012 % |
| 82 | 3,523 % | 5,587 % | 5,631 % | 3,476 % | 3,787 % | 6,003 % |
| 83 | 3,532 % | 5,582 % | 5,626 % | 3,485 % | 3,791 % | 5,993 % |
| 84 | 3,540 % | 5,578 % | 5,621 % | 3,493 % | 3,796 % | 5,983 % |
| 85 | 3,547 % | 5,573 % | 5,616 % | 3,501 % | 3,801 % | 5,974 % |
| 86 | 3,555 % | 5,569 % | 5,611 % | 3,509 % | 3,806 % | 5,965 % |
| 87 | 3,562 % | 5,565 % | 5,606 % | 3,517 % | 3,810 % | 5,956 % |
| 88 | 3,569 % | 5,560 % | 5,602 % | 3,525 % | 3,815 % | 5,948 % |
| 89 | 3,576 % | 5,556 % | 5,597 % | 3,533 % | 3,819 % | 5,939 % |
| 90 | 3,583 % | 5,552 % | 5,593 % | 3,540 % | 3,823 % | 5,931 % |
| 91 | 3,590 % | 5,549 % | 5,589 % | 3,547 % | 3,827 % | 5,923 % |
| 92 | 3,597 % | 5,545 % | 5,584 % | 3,554 % | 3,831 % | 5,915 % |
| 93 | 3,603 % | 5,541 % | 5,580 % | 3,561 % | 3,835 % | 5,907 % |
| 94 | 3,610 % | 5,537 % | 5,576 % | 3,568 % | 3,839 % | 5,900 % |
| 95 | 3,616 % | 5,534 % | 5,572 % | 3,575 % | 3,843 % | 5,892 % |
| 96 | 3,622 % | 5,530 % | 5,568 % | 3,581 % | 3,847 % | 5,885 % |
| 97 | 3,628 % | 5,527 % | 5,564 % | 3,588 % | 3,850 % | 5,878 % |
| 98 | 3,634 % | 5,524 % | 5,561 % | 3,594 % | 3,854 % | 5,871 % |
| 99 | 3,639 % | 5,520 % | 5,557 % | 3,600 % | 3,857 % | 5,864 % |
| 100 | 3,645 % | 5,517 % | 5,554 % | 3,606 % | 3,861 % | 5,858 % |
| 101 | 3,650 % | 5,514 % | 5,550 % | 3,612 % | 3,864 % | 5,851 % |
| 102 | 3,656 % | 5,511 % | 5,547 % | 3,617 % | 3,867 % | 5,845 % |
| 103 | 3,661 % | 5,508 % | 5,543 % | 3,623 % | 3,871 % | 5,838 % |
| 104 | 3,666 % | 5,505 % | 5,540 % | 3,629 % | 3,874 % | 5,832 % |
| 105 | 3,671 % | 5,502 % | 5,537 % | 3,634 % | 3,877 % | 5,826 % |
| 106 | 3,676 % | 5,499 % | 5,534 % | 3,639 % | 3,880 % | 5,820 % |
| 107 | 3,681 % | 5,496 % | 5,530 % | 3,645 % | 3,883 % | 5,815 % |
| 108 | 3,686 % | 5,494 % | 5,527 % | 3,650 % | 3,886 % | 5,809 % |
| 109 | 3,691 % | 5,491 % | 5,524 % | 3,655 % | 3,889 % | 5,803 % |
| 110 | 3,695 % | 5,488 % | 5,521 % | 3,660 % | 3,892 % | 5,798 % |
| 111 | 3,700 % | 5,486 % | 5,518 % | 3,665 % | 3,894 % | 5,792 % |
| 112 | 3,704 % | 5,483 % | 5,516 % | 3,669 % | 3,897 % | 5,787 % |
| 113 | 3,709 % | 5,481 % | 5,513 % | 3,674 % | 3,900 % | 5,782 % |
| 114 | 3,713 % | 5,478 % | 5,510 % | 3,679 % | 3,902 % | 5,777 % |
| 115 | 3,717 % | 5,476 % | 5,507 % | 3,683 % | 3,905 % | 5,772 % |
| 116 | 3,721 % | 5,473 % | 5,505 % | 3,688 % | 3,907 % | 5,767 % |
| 117 | 3,725 % | 5,471 % | 5,502 % | 3,692 % | 3,910 % | 5,762 % |
| 118 | 3,729 % | 5,469 % | 5,500 % | 3,696 % | 3,912 % | 5,757 % |
| 119 | 3,733 % | 5,466 % | 5,497 % | 3,700 % | 3,915 % | 5,752 % |
| 120 | 3,737 % | 5,464 % | 5,495 % | 3,705 % | 3,917 % | 5,748 % |
| 121 | 3,741 % | 5,462 % | 5,492 % | 3,709 % | 3,920 % | 5,743 % |
| 122 | 3,745 % | 5,460 % | 5,490 % | 3,713 % | 3,922 % | 5,739 % |
| 123 | 3,748 % | 5,458 % | 5,487 % | 3,717 % | 3,924 % | 5,734 % |
| 124 | 3,752 % | 5,456 % | 5,485 % | 3,721 % | 3,926 % | 5,730 % |
| 125 | 3,756 % | 5,454 % | 5,483 % | 3,724 % | 3,928 % | 5,726 % |
| 126 | 3,759 % | 5,452 % | 5,480 % | 3,728 % | 3,931 % | 5,722 % |
| 127 | 3,763 % | 5,450 % | 5,478 % | 3,732 % | 3,933 % | 5,717 % |
| 128 | 3,766 % | 5,448 % | 5,476 % | 3,735 % | 3,935 % | 5,713 % |
| 129 | 3,769 % | 5,446 % | 5,474 % | 3,739 % | 3,937 % | 5,709 % |
| 130 | 3,773 % | 5,444 % | 5,472 % | 3,743 % | 3,939 % | 5,706 % |
| 131 | 3,776 % | 5,442 % | 5,470 % | 3,746 % | 3,941 % | 5,702 % |
| 132 | 3,779 % | 5,440 % | 5,468 % | 3,750 % | 3,943 % | 5,698 % |
| 133 | 3,782 % | 5,438 % | 5,466 % | 3,753 % | 3,945 % | 5,694 % |
| 134 | 3,785 % | 5,437 % | 5,464 % | 3,756 % | 3,947 % | 5,690 % |
| 135 | 3,788 % | 5,435 % | 5,462 % | 3,760 % | 3,949 % | 5,687 % |
| 136 | 3,792 % | 5,433 % | 5,460 % | 3,763 % | 3,950 % | 5,683 % |
| 137 | 3,794 % | 5,431 % | 5,458 % | 3,766 % | 3,952 % | 5,680 % |
| 138 | 3,797 % | 5,430 % | 5,456 % | 3,769 % | 3,954 % | 5,676 % |
| 139 | 3,800 % | 5,428 % | 5,454 % | 3,772 % | 3,956 % | 5,673 % |
| 140 | 3,803 % | 5,426 % | 5,452 % | 3,775 % | 3,958 % | 5,669 % |
| 141 | 3,806 % | 5,425 % | 5,451 % | 3,778 % | 3,959 % | 5,666 % |
| 142 | 3,809 % | 5,423 % | 5,449 % | 3,781 % | 3,961 % | 5,663 % |
| 143 | 3,811 % | 5,422 % | 5,447 % | 3,784 % | 3,963 % | 5,659 % |
| 144 | 3,814 % | 5,420 % | 5,445 % | 3,787 % | 3,964 % | 5,656 % |
| 145 | 3,817 % | 5,419 % | 5,444 % | 3,790 % | 3,966 % | 5,653 % |
| 146 | 3,819 % | 5,417 % | 5,442 % | 3,793 % | 3,967 % | 5,650 % |
| 147 | 3,822 % | 5,416 % | 5,440 % | 3,795 % | 3,969 % | 5,647 % |
| 148 | 3,825 % | 5,414 % | 5,439 % | 3,798 % | 3,971 % | 5,644 % |
| 149 | 3,827 % | 5,413 % | 5,437 % | 3,801 % | 3,972 % | 5,641 % |
| 150 | 3,830 % | 5,411 % | 5,436 % | 3,803 % | 3,974 % | 5,638 % |
| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 11,400 % | 2,284 % | 3,075 % | 10,050 % | 1,043 % | 1,135 % |
| 2 | 10,811 % | 2,310 % | 3,075 % | 9,359 % | 1,225 % | 1,104 % |
| 3 | 10,552 % | 2,367 % | 3,133 % | 8,901 % | 1,362 % | 1,099 % |
| 4 | 10,527 % | 2,436 % | 3,197 % | 8,577 % | 1,465 % | 1,099 % |
| 5 | 10,482 % | 2,537 % | 3,251 % | 8,382 % | 1,542 % | 1,099 % |
| 6 | 10,452 % | 2,609 % | 3,350 % | 8,253 % | 1,620 % | 1,101 % |
| 7 | 10,403 % | 2,677 % | 3,428 % | 8,141 % | 1,704 % | 1,107 % |
| 8 | 10,359 % | 2,743 % | 3,484 % | 7,817 % | 1,775 % | 1,120 % |
| 9 | 10,458 % | 2,758 % | 3,541 % | 7,764 % | 1,836 % | 1,133 % |
| 10 | 10,579 % | 2,791 % | 3,679 % | 7,803 % | 1,887 % | 1,141 % |
| 11 | 10,644 % | 2,832 % | 3,752 % | 7,815 % | 1,933 % | 1,144 % |
| 12 | 10,656 % | 2,874 % | 3,783 % | 7,798 % | 1,977 % | 1,146 % |
| 13 | 10,628 % | 2,915 % | 3,819 % | 7,759 % | 2,018 % | 1,151 % |
| 14 | 10,571 % | 2,956 % | 3,862 % | 7,705 % | 2,052 % | 1,152 % |
| 15 | 10,493 % | 2,995 % | 3,904 % | 7,640 % | 2,076 % | 1,146 % |
| 16 | 10,398 % | 3,034 % | 3,943 % | 7,567 % | 2,090 % | 1,132 % |
| 17 | 10,292 % | 3,071 % | 3,977 % | 7,490 % | 2,098 % | 1,119 % |
| 18 | 10,177 % | 3,106 % | 4,008 % | 7,409 % | 2,108 % | 1,112 % |
| 19 | 10,057 % | 3,140 % | 4,034 % | 7,327 % | 2,121 % | 1,116 % |
| 20 | 9,935 % | 3,173 % | 4,057 % | 7,244 % | 2,140 % | 1,136 % |
| 21 | 9,810 % | 3,204 % | 4,077 % | 7,161 % | 2,167 % | 1,170 % |
| 22 | 9,686 % | 3,234 % | 4,094 % | 7,080 % | 2,201 % | 1,217 % |
| 23 | 9,563 % | 3,263 % | 4,109 % | 7,000 % | 2,238 % | 1,271 % |
| 24 | 9,442 % | 3,290 % | 4,122 % | 6,921 % | 2,278 % | 1,331 % |
| 25 | 9,324 % | 3,316 % | 4,133 % | 6,845 % | 2,320 % | 1,394 % |
| 26 | 9,208 % | 3,341 % | 4,143 % | 6,771 % | 2,363 % | 1,458 % |
| 27 | 9,096 % | 3,365 % | 4,151 % | 6,700 % | 2,406 % | 1,524 % |
| 28 | 8,987 % | 3,388 % | 4,158 % | 6,631 % | 2,448 % | 1,589 % |
| 29 | 8,882 % | 3,409 % | 4,165 % | 6,564 % | 2,491 % | 1,653 % |
| 30 | 8,781 % | 3,430 % | 4,170 % | 6,500 % | 2,532 % | 1,716 % |
| 31 | 8,684 % | 3,450 % | 4,175 % | 6,438 % | 2,573 % | 1,778 % |
| 32 | 8,590 % | 3,470 % | 4,179 % | 6,379 % | 2,612 % | 1,838 % |
| 33 | 8,500 % | 3,488 % | 4,183 % | 6,322 % | 2,651 % | 1,897 % |
| 34 | 8,414 % | 3,505 % | 4,186 % | 6,268 % | 2,688 % | 1,953 % |
| 35 | 8,331 % | 3,522 % | 4,189 % | 6,215 % | 2,724 % | 2,008 % |
| 36 | 8,251 % | 3,538 % | 4,192 % | 6,165 % | 2,759 % | 2,060 % |
| 37 | 8,175 % | 3,554 % | 4,194 % | 6,117 % | 2,792 % | 2,111 % |
| 38 | 8,102 % | 3,569 % | 4,196 % | 6,071 % | 2,825 % | 2,160 % |
| 39 | 8,032 % | 3,583 % | 4,198 % | 6,026 % | 2,856 % | 2,207 % |
| 40 | 7,965 % | 3,597 % | 4,199 % | 5,984 % | 2,886 % | 2,253 % |
| 41 | 7,901 % | 3,610 % | 4,201 % | 5,943 % | 2,915 % | 2,296 % |
| 42 | 7,839 % | 3,623 % | 4,202 % | 5,903 % | 2,943 % | 2,338 % |
| 43 | 7,779 % | 3,635 % | 4,203 % | 5,866 % | 2,970 % | 2,379 % |
| 44 | 7,723 % | 3,647 % | 4,204 % | 5,829 % | 2,996 % | 2,418 % |
| 45 | 7,668 % | 3,658 % | 4,204 % | 5,794 % | 3,021 % | 2,455 % |
| 46 | 7,615 % | 3,669 % | 4,205 % | 5,761 % | 3,045 % | 2,491 % |
| 47 | 7,565 % | 3,680 % | 4,206 % | 5,729 % | 3,069 % | 2,526 % |
| 48 | 7,516 % | 3,690 % | 4,206 % | 5,698 % | 3,091 % | 2,559 % |
| 49 | 7,470 % | 3,700 % | 4,207 % | 5,668 % | 3,113 % | 2,592 % |
| 50 | 7,425 % | 3,709 % | 4,207 % | 5,639 % | 3,134 % | 2,623 % |
| 51 | 7,381 % | 3,718 % | 4,207 % | 5,611 % | 3,154 % | 2,653 % |
| 52 | 7,340 % | 3,727 % | 4,208 % | 5,585 % | 3,173 % | 2,682 % |
| 53 | 7,299 % | 3,736 % | 4,208 % | 5,559 % | 3,192 % | 2,710 % |
| 54 | 7,261 % | 3,744 % | 4,208 % | 5,534 % | 3,210 % | 2,737 % |
| 55 | 7,223 % | 3,752 % | 4,208 % | 5,510 % | 3,228 % | 2,763 % |
| 56 | 7,187 % | 3,759 % | 4,208 % | 5,487 % | 3,245 % | 2,788 % |
| 57 | 7,152 % | 3,767 % | 4,208 % | 5,464 % | 3,261 % | 2,812 % |
| 58 | 7,119 % | 3,774 % | 4,208 % | 5,443 % | 3,277 % | 2,836 % |
| 59 | 7,086 % | 3,781 % | 4,208 % | 5,422 % | 3,292 % | 2,858 % |
| 60 | 7,054 % | 3,788 % | 4,208 % | 5,401 % | 3,307 % | 2,880 % |
| 61 | 7,024 % | 3,795 % | 4,209 % | 5,382 % | 3,322 % | 2,902 % |
| 62 | 6,994 % | 3,801 % | 4,209 % | 5,363 % | 3,336 % | 2,922 % |
| 63 | 6,966 % | 3,807 % | 4,209 % | 5,344 % | 3,349 % | 2,942 % |
| 64 | 6,938 % | 3,813 % | 4,209 % | 5,326 % | 3,362 % | 2,962 % |
| 65 | 6,911 % | 3,819 % | 4,208 % | 5,309 % | 3,375 % | 2,981 % |
| 66 | 6,885 % | 3,825 % | 4,208 % | 5,292 % | 3,387 % | 2,999 % |
| 67 | 6,860 % | 3,830 % | 4,208 % | 5,276 % | 3,399 % | 3,017 % |
| 68 | 6,835 % | 3,835 % | 4,208 % | 5,260 % | 3,411 % | 3,034 % |
| 69 | 6,812 % | 3,841 % | 4,208 % | 5,245 % | 3,422 % | 3,051 % |
| 70 | 6,788 % | 3,846 % | 4,208 % | 5,230 % | 3,433 % | 3,067 % |
| 71 | 6,766 % | 3,851 % | 4,208 % | 5,215 % | 3,444 % | 3,083 % |
| 72 | 6,744 % | 3,855 % | 4,208 % | 5,201 % | 3,455 % | 3,098 % |
| 73 | 6,723 % | 3,860 % | 4,208 % | 5,187 % | 3,465 % | 3,113 % |
| 74 | 6,702 % | 3,865 % | 4,208 % | 5,174 % | 3,475 % | 3,128 % |
| 75 | 6,682 % | 3,869 % | 4,208 % | 5,161 % | 3,484 % | 3,142 % |
| 76 | 6,662 % | 3,873 % | 4,208 % | 5,148 % | 3,494 % | 3,156 % |
| 77 | 6,643 % | 3,878 % | 4,208 % | 5,136 % | 3,503 % | 3,169 % |
| 78 | 6,625 % | 3,882 % | 4,208 % | 5,124 % | 3,512 % | 3,183 % |
| 79 | 6,606 % | 3,886 % | 4,208 % | 5,112 % | 3,520 % | 3,195 % |
| 80 | 6,589 % | 3,890 % | 4,208 % | 5,101 % | 3,529 % | 3,208 % |
| 81 | 6,571 % | 3,893 % | 4,208 % | 5,090 % | 3,537 % | 3,220 % |
| 82 | 6,555 % | 3,897 % | 4,207 % | 5,079 % | 3,545 % | 3,232 % |
| 83 | 6,538 % | 3,901 % | 4,207 % | 5,068 % | 3,553 % | 3,243 % |
| 84 | 6,522 % | 3,904 % | 4,207 % | 5,058 % | 3,561 % | 3,255 % |
| 85 | 6,507 % | 3,908 % | 4,207 % | 5,048 % | 3,568 % | 3,266 % |
| 86 | 6,491 % | 3,911 % | 4,207 % | 5,038 % | 3,575 % | 3,277 % |
| 87 | 6,476 % | 3,914 % | 4,207 % | 5,028 % | 3,583 % | 3,287 % |
| 88 | 6,462 % | 3,918 % | 4,207 % | 5,019 % | 3,590 % | 3,298 % |
| 89 | 6,448 % | 3,921 % | 4,207 % | 5,009 % | 3,596 % | 3,308 % |
| 90 | 6,434 % | 3,924 % | 4,207 % | 5,000 % | 3,603 % | 3,318 % |
| 91 | 6,420 % | 3,927 % | 4,207 % | 4,991 % | 3,610 % | 3,327 % |
| 92 | 6,407 % | 3,930 % | 4,207 % | 4,983 % | 3,616 % | 3,337 % |
| 93 | 6,394 % | 3,933 % | 4,207 % | 4,974 % | 3,622 % | 3,346 % |
| 94 | 6,381 % | 3,936 % | 4,207 % | 4,966 % | 3,628 % | 3,355 % |
| 95 | 6,368 % | 3,938 % | 4,207 % | 4,958 % | 3,634 % | 3,364 % |
| 96 | 6,356 % | 3,941 % | 4,207 % | 4,950 % | 3,640 % | 3,372 % |
| 97 | 6,344 % | 3,944 % | 4,206 % | 4,942 % | 3,646 % | 3,381 % |
| 98 | 6,332 % | 3,946 % | 4,206 % | 4,935 % | 3,652 % | 3,389 % |
| 99 | 6,321 % | 3,949 % | 4,206 % | 4,927 % | 3,657 % | 3,397 % |
| 100 | 6,310 % | 3,951 % | 4,206 % | 4,920 % | 3,663 % | 3,405 % |
| 101 | 6,299 % | 3,954 % | 4,206 % | 4,913 % | 3,668 % | 3,413 % |
| 102 | 6,288 % | 3,956 % | 4,206 % | 4,906 % | 3,673 % | 3,421 % |
| 103 | 6,277 % | 3,959 % | 4,206 % | 4,899 % | 3,678 % | 3,428 % |
| 104 | 6,267 % | 3,961 % | 4,206 % | 4,892 % | 3,683 % | 3,436 % |
| 105 | 6,256 % | 3,963 % | 4,206 % | 4,886 % | 3,688 % | 3,443 % |
| 106 | 6,246 % | 3,965 % | 4,206 % | 4,879 % | 3,693 % | 3,450 % |
| 107 | 6,237 % | 3,968 % | 4,206 % | 4,873 % | 3,698 % | 3,457 % |
| 108 | 6,227 % | 3,970 % | 4,206 % | 4,866 % | 3,702 % | 3,464 % |
| 109 | 6,218 % | 3,972 % | 4,206 % | 4,860 % | 3,707 % | 3,471 % |
| 110 | 6,208 % | 3,974 % | 4,206 % | 4,854 % | 3,711 % | 3,477 % |
| 111 | 6,199 % | 3,976 % | 4,206 % | 4,848 % | 3,716 % | 3,484 % |
| 112 | 6,190 % | 3,978 % | 4,206 % | 4,843 % | 3,720 % | 3,490 % |
| 113 | 6,181 % | 3,980 % | 4,206 % | 4,837 % | 3,724 % | 3,497 % |
| 114 | 6,173 % | 3,982 % | 4,206 % | 4,831 % | 3,728 % | 3,503 % |
| 115 | 6,164 % | 3,984 % | 4,205 % | 4,826 % | 3,733 % | 3,509 % |
| 116 | 6,156 % | 3,986 % | 4,205 % | 4,820 % | 3,737 % | 3,515 % |
| 117 | 6,148 % | 3,987 % | 4,205 % | 4,815 % | 3,740 % | 3,521 % |
| 118 | 6,140 % | 3,989 % | 4,205 % | 4,810 % | 3,744 % | 3,526 % |
| 119 | 6,132 % | 3,991 % | 4,205 % | 4,805 % | 3,748 % | 3,532 % |
| 120 | 6,124 % | 3,993 % | 4,205 % | 4,800 % | 3,752 % | 3,537 % |
| 121 | 6,116 % | 3,995 % | 4,205 % | 4,795 % | 3,756 % | 3,543 % |
| 122 | 6,109 % | 3,996 % | 4,205 % | 4,790 % | 3,759 % | 3,548 % |
| 123 | 6,101 % | 3,998 % | 4,205 % | 4,785 % | 3,763 % | 3,554 % |
| 124 | 6,094 % | 3,999 % | 4,205 % | 4,780 % | 3,766 % | 3,559 % |
| 125 | 6,087 % | 4,001 % | 4,205 % | 4,776 % | 3,770 % | 3,564 % |
| 126 | 6,080 % | 4,003 % | 4,205 % | 4,771 % | 3,773 % | 3,569 % |
| 127 | 6,073 % | 4,004 % | 4,205 % | 4,767 % | 3,777 % | 3,574 % |
| 128 | 6,066 % | 4,006 % | 4,205 % | 4,762 % | 3,780 % | 3,579 % |
| 129 | 6,059 % | 4,007 % | 4,205 % | 4,758 % | 3,783 % | 3,584 % |
| 130 | 6,052 % | 4,009 % | 4,205 % | 4,753 % | 3,786 % | 3,588 % |
| 131 | 6,046 % | 4,010 % | 4,205 % | 4,749 % | 3,789 % | 3,593 % |
| 132 | 6,040 % | 4,012 % | 4,205 % | 4,745 % | 3,793 % | 3,597 % |
| 133 | 6,033 % | 4,013 % | 4,205 % | 4,741 % | 3,796 % | 3,602 % |
| 134 | 6,027 % | 4,014 % | 4,205 % | 4,737 % | 3,799 % | 3,606 % |
| 135 | 6,021 % | 4,016 % | 4,205 % | 4,733 % | 3,802 % | 3,611 % |
| 136 | 6,015 % | 4,017 % | 4,205 % | 4,729 % | 3,805 % | 3,615 % |
| 137 | 6,009 % | 4,018 % | 4,205 % | 4,725 % | 3,807 % | 3,619 % |
| 138 | 6,003 % | 4,020 % | 4,205 % | 4,721 % | 3,810 % | 3,624 % |
| 139 | 5,997 % | 4,021 % | 4,205 % | 4,717 % | 3,813 % | 3,628 % |
| 140 | 5,991 % | 4,022 % | 4,205 % | 4,714 % | 3,816 % | 3,632 % |
| 141 | 5,986 % | 4,024 % | 4,204 % | 4,710 % | 3,819 % | 3,636 % |
| 142 | 5,980 % | 4,025 % | 4,204 % | 4,707 % | 3,821 % | 3,640 % |
| 143 | 5,975 % | 4,026 % | 4,204 % | 4,703 % | 3,824 % | 3,644 % |
| 144 | 5,969 % | 4,027 % | 4,204 % | 4,699 % | 3,826 % | 3,648 % |
| 145 | 5,964 % | 4,028 % | 4,204 % | 4,696 % | 3,829 % | 3,651 % |
| 146 | 5,959 % | 4,030 % | 4,204 % | 4,693 % | 3,832 % | 3,655 % |
| 147 | 5,954 % | 4,031 % | 4,204 % | 4,689 % | 3,834 % | 3,659 % |
| 148 | 5,948 % | 4,032 % | 4,204 % | 4,686 % | 3,837 % | 3,662 % |
| 149 | 5,943 % | 4,033 % | 4,204 % | 4,683 % | 3,839 % | 3,666 % |
| 150 | 5,938 % | 4,034 % | 4,204 % | 4,679 % | 3,841 % | 3,670 % |
| Term to maturity (in years) | Turkish lira | US dollar | Yen | |||
| --- | --- | --- | --- | |||
| 1 | 8,930 % | 0,818 % | – 0,142 % | |||
| 2 | 9,137 % | 0,885 % | – 0,197 % | |||
| 3 | 9,477 % | 0,942 % | – 0,216 % | |||
| 4 | 9,607 % | 0,997 % | – 0,214 % | |||
| 5 | 9,737 % | 1,057 % | – 0,202 % | |||
| 6 | 9,818 % | 1,119 % | – 0,183 % | |||
| 7 | 9,848 % | 1,180 % | – 0,156 % | |||
| 8 | 9,845 % | 1,239 % | – 0,123 % | |||
| 9 | 9,816 % | 1,293 % | – 0,090 % | |||
| 10 | 9,763 % | 1,342 % | – 0,053 % | |||
| 11 | 9,689 % | 1,388 % | – 0,017 % | |||
| 12 | 9,599 % | 1,430 % | 0,021 % | |||
| 13 | 9,499 % | 1,464 % | 0,063 % | |||
| 14 | 9,392 % | 1,492 % | 0,101 % | |||
| 15 | 9,281 % | 1,525 % | 0,133 % | |||
| 16 | 9,168 % | 1,553 % | 0,169 % | |||
| 17 | 9,055 % | 1,576 % | 0,197 % | |||
| 18 | 8,943 % | 1,595 % | 0,223 % | |||
| 19 | 8,832 % | 1,612 % | 0,246 % | |||
| 20 | 8,724 % | 1,625 % | 0,268 % | |||
| 21 | 8,618 % | 1,636 % | 0,288 % | |||
| 22 | 8,516 % | 1,646 % | 0,305 % | |||
| 23 | 8,417 % | 1,654 % | 0,319 % | |||
| 24 | 8,321 % | 1,662 % | 0,329 % | |||
| 25 | 8,229 % | 1,668 % | 0,334 % | |||
| 26 | 8,140 % | 1,674 % | 0,335 % | |||
| 27 | 8,055 % | 1,679 % | 0,335 % | |||
| 28 | 7,973 % | 1,684 % | 0,339 % | |||
| 29 | 7,894 % | 1,687 % | 0,348 % | |||
| 30 | 7,819 % | 1,689 % | 0,365 % | |||
| 31 | 7,747 % | 1,691 % | 0,391 % | |||
| 32 | 7,678 % | 1,691 % | 0,423 % | |||
| 33 | 7,612 % | 1,692 % | 0,461 % | |||
| 34 | 7,549 % | 1,693 % | 0,503 % | |||
| 35 | 7,488 % | 1,695 % | 0,547 % | |||
| 36 | 7,430 % | 1,697 % | 0,593 % | |||
| 37 | 7,375 % | 1,700 % | 0,639 % | |||
| 38 | 7,322 % | 1,701 % | 0,687 % | |||
| 39 | 7,271 % | 1,699 % | 0,734 % | |||
| 40 | 7,222 % | 1,695 % | 0,781 % | |||
| 41 | 7,175 % | 1,688 % | 0,827 % | |||
| 42 | 7,130 % | 1,678 % | 0,873 % | |||
| 43 | 7,087 % | 1,669 % | 0,918 % | |||
| 44 | 7,046 % | 1,661 % | 0,961 % | |||
| 45 | 7,006 % | 1,655 % | 1,004 % | |||
| 46 | 6,968 % | 1,652 % | 1,046 % | |||
| 47 | 6,931 % | 1,652 % | 1,087 % | |||
| 48 | 6,896 % | 1,655 % | 1,126 % | |||
| 49 | 6,862 % | 1,663 % | 1,165 % | |||
| 50 | 6,829 % | 1,674 % | 1,202 % | |||
| 51 | 6,798 % | 1,691 % | 1,238 % | |||
| 52 | 6,767 % | 1,710 % | 1,273 % | |||
| 53 | 6,738 % | 1,733 % | 1,308 % | |||
| 54 | 6,710 % | 1,758 % | 1,341 % | |||
| 55 | 6,683 % | 1,784 % | 1,373 % | |||
| 56 | 6,656 % | 1,812 % | 1,404 % | |||
| 57 | 6,631 % | 1,840 % | 1,434 % | |||
| 58 | 6,606 % | 1,870 % | 1,463 % | |||
| 59 | 6,582 % | 1,899 % | 1,492 % | |||
| 60 | 6,559 % | 1,929 % | 1,519 % | |||
| 61 | 6,537 % | 1,959 % | 1,546 % | |||
| 62 | 6,516 % | 1,988 % | 1,572 % | |||
| 63 | 6,495 % | 2,018 % | 1,597 % | |||
| 64 | 6,474 % | 2,047 % | 1,622 % | |||
| 65 | 6,455 % | 2,076 % | 1,646 % | |||
| 66 | 6,436 % | 2,104 % | 1,669 % | |||
| 67 | 6,417 % | 2,132 % | 1,691 % | |||
| 68 | 6,399 % | 2,159 % | 1,713 % | |||
| 69 | 6,382 % | 2,186 % | 1,734 % | |||
| 70 | 6,365 % | 2,213 % | 1,755 % | |||
| 71 | 6,349 % | 2,239 % | 1,775 % | |||
| 72 | 6,333 % | 2,265 % | 1,794 % | |||
| 73 | 6,317 % | 2,290 % | 1,813 % | |||
| 74 | 6,302 % | 2,314 % | 1,832 % | |||
| 75 | 6,287 % | 2,338 % | 1,850 % | |||
| 76 | 6,273 % | 2,361 % | 1,868 % | |||
| 77 | 6,259 % | 2,384 % | 1,885 % | |||
| 78 | 6,245 % | 2,407 % | 1,901 % | |||
| 79 | 6,232 % | 2,429 % | 1,918 % | |||
| 80 | 6,219 % | 2,450 % | 1,934 % | |||
| 81 | 6,206 % | 2,471 % | 1,949 % | |||
| 82 | 6,194 % | 2,492 % | 1,964 % | |||
| 83 | 6,182 % | 2,512 % | 1,979 % | |||
| 84 | 6,170 % | 2,531 % | 1,993 % | |||
| 85 | 6,159 % | 2,551 % | 2,008 % | |||
| 86 | 6,148 % | 2,570 % | 2,021 % | |||
| 87 | 6,137 % | 2,588 % | 2,035 % | |||
| 88 | 6,126 % | 2,606 % | 2,048 % | |||
| 89 | 6,115 % | 2,624 % | 2,061 % | |||
| 90 | 6,105 % | 2,641 % | 2,073 % | |||
| 91 | 6,095 % | 2,658 % | 2,086 % | |||
| 92 | 6,086 % | 2,674 % | 2,098 % | |||
| 93 | 6,076 % | 2,690 % | 2,110 % | |||
| 94 | 6,067 % | 2,706 % | 2,121 % | |||
| 95 | 6,057 % | 2,722 % | 2,132 % | |||
| 96 | 6,048 % | 2,737 % | 2,143 % | |||
| 97 | 6,040 % | 2,752 % | 2,154 % | |||
| 98 | 6,031 % | 2,767 % | 2,165 % | |||
| 99 | 6,023 % | 2,781 % | 2,175 % | |||
| 100 | 6,014 % | 2,795 % | 2,185 % | |||
| 101 | 6,006 % | 2,809 % | 2,195 % | |||
| 102 | 5,998 % | 2,822 % | 2,205 % | |||
| 103 | 5,991 % | 2,836 % | 2,215 % | |||
| 104 | 5,983 % | 2,849 % | 2,224 % | |||
| 105 | 5,975 % | 2,861 % | 2,234 % | |||
| 106 | 5,968 % | 2,874 % | 2,243 % | |||
| 107 | 5,961 % | 2,886 % | 2,252 % | |||
| 108 | 5,954 % | 2,898 % | 2,260 % | |||
| 109 | 5,947 % | 2,910 % | 2,269 % | |||
| 110 | 5,940 % | 2,922 % | 2,277 % | |||
| 111 | 5,933 % | 2,933 % | 2,286 % | |||
| 112 | 5,927 % | 2,945 % | 2,294 % | |||
| 113 | 5,920 % | 2,956 % | 2,302 % | |||
| 114 | 5,914 % | 2,966 % | 2,309 % | |||
| 115 | 5,908 % | 2,977 % | 2,317 % | |||
| 116 | 5,902 % | 2,988 % | 2,325 % | |||
| 117 | 5,896 % | 2,998 % | 2,332 % | |||
| 118 | 5,890 % | 3,008 % | 2,340 % | |||
| 119 | 5,884 % | 3,018 % | 2,347 % | |||
| 120 | 5,878 % | 3,028 % | 2,354 % | |||
| 121 | 5,873 % | 3,037 % | 2,361 % | |||
| 122 | 5,867 % | 3,047 % | 2,368 % | |||
| 123 | 5,862 % | 3,056 % | 2,374 % | |||
| 124 | 5,856 % | 3,065 % | 2,381 % | |||
| 125 | 5,851 % | 3,074 % | 2,388 % | |||
| 126 | 5,846 % | 3,083 % | 2,394 % | |||
| 127 | 5,841 % | 3,092 % | 2,400 % | |||
| 128 | 5,836 % | 3,101 % | 2,407 % | |||
| 129 | 5,831 % | 3,109 % | 2,413 % | |||
| 130 | 5,826 % | 3,117 % | 2,419 % | |||
| 131 | 5,821 % | 3,126 % | 2,425 % | |||
| 132 | 5,816 % | 3,134 % | 2,430 % | |||
| 133 | 5,812 % | 3,142 % | 2,436 % | |||
| 134 | 5,807 % | 3,150 % | 2,442 % | |||
| 135 | 5,803 % | 3,157 % | 2,448 % | |||
| 136 | 5,798 % | 3,165 % | 2,453 % | |||
| 137 | 5,794 % | 3,172 % | 2,458 % | |||
| 138 | 5,790 % | 3,180 % | 2,464 % | |||
| 139 | 5,785 % | 3,187 % | 2,469 % | |||
| 140 | 5,781 % | 3,194 % | 2,474 % | |||
| 141 | 5,777 % | 3,202 % | 2,479 % | |||
| 142 | 5,773 % | 3,209 % | 2,484 % | |||
| 143 | 5,769 % | 3,215 % | 2,489 % | |||
| 144 | 5,765 % | 3,222 % | 2,494 % | |||
| 145 | 5,761 % | 3,229 % | 2,499 % | |||
| 146 | 5,757 % | 3,236 % | 2,504 % | |||
| 147 | 5,753 % | 3,242 % | 2,509 % | |||
| 148 | 5,750 % | 3,249 % | 2,513 % | |||
| 149 | 5,746 % | 3,255 % | 2,518 % | |||
| 150 | 5,742 % | 3,261 % | 2,523 % |
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 | 34 | 5 | 2 | 28 | 2 |
| 2 | 0 | 0 | 43 | 5 | 2 | 46 | 1 |
| 3 | 0 | 2 | 48 | 5 | 4 | 51 | 1 |
| 4 | 0 | 4 | 51 | 5 | 5 | 51 | 1 |
| 5 | 1 | 5 | 56 | 5 | 7 | 54 | 0 |
| 6 | 2 | 6 | 59 | 5 | 9 | 55 | 0 |
| 7 | 3 | 7 | 62 | 5 | 11 | 56 | 0 |
| 8 | 3 | 8 | 63 | 5 | 13 | 55 | 0 |
| 9 | 4 | 9 | 65 | 5 | 14 | 52 | 0 |
| 10 | 4 | 9 | 68 | 5 | 15 | 51 | 1 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 433 | 4 | 19 |
| 2 | 0 | 0 | 0 | 0 | 261 | 4 | 26 |
| 3 | 2 | 0 | 0 | 0 | 230 | 4 | 29 |
| 4 | 4 | 0 | 0 | 0 | 198 | 4 | 30 |
| 5 | 5 | 0 | 0 | 0 | 180 | 4 | 31 |
| 6 | 6 | 0 | 0 | 0 | 176 | 4 | 32 |
| 7 | 7 | 0 | 0 | 0 | 173 | 4 | 33 |
| 8 | 8 | 1 | 2 | 0 | 178 | 2 | 34 |
| 9 | 9 | 1 | 3 | 0 | 180 | 1 | 34 |
| 10 | 9 | 1 | 3 | 0 | 182 | 4 | 34 |
| 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 | 32 | 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 | 34 | 1 | 51 |
| Duration (in years) | Rumania | Slovakia | Slovenia | Spain | Sweden | United Kingdom | Liechtenstein |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 14 | 21 | 6 | 0 | 0 | 0 |
| 2 | 19 | 18 | 24 | 13 | 0 | 0 | 0 |
| 3 | 21 | 21 | 29 | 16 | 0 | 0 | 0 |
| 4 | 23 | 22 | 34 | 18 | 0 | 0 | 0 |
| 5 | 24 | 24 | 38 | 20 | 0 | 0 | 0 |
| 6 | 26 | 25 | 41 | 22 | 0 | 0 | 0 |
| 7 | 27 | 26 | 43 | 23 | 0 | 0 | 0 |
| 8 | 29 | 28 | 44 | 24 | 0 | 0 | 0 |
| 9 | 31 | 28 | 44 | 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 | 11 |
| 2 | 0 | 0 | 12 | 0 | 19 | 0 | 18 |
| 3 | 0 | 0 | 12 | 0 | 18 | 1 | 30 |
| 4 | 0 | 0 | 12 | 0 | 17 | 2 | 39 |
| 5 | 0 | 0 | 12 | 0 | 16 | 3 | 41 |
| 6 | 0 | 0 | 12 | 0 | 15 | 3 | 45 |
| 7 | 0 | 0 | 12 | 0 | 14 | 4 | 47 |
| 8 | 0 | 0 | 12 | 0 | 15 | 8 | 44 |
| 9 | 0 | 0 | 12 | 0 | 16 | 5 | 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 | 7 | 12 | 0 | 4 | 0 | |
| 3 | 0 | 6 | 13 | 0 | 4 | 0 | |
| 4 | 0 | 5 | 14 | 0 | 4 | 0 | |
| 5 | 0 | 4 | 16 | 0 | 4 | 0 | |
| 6 | 0 | 5 | 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 | 21 | 48 | 130 | 244 | 594 | 1503 |
| 2 | 6 | 21 | 48 | 130 | 244 | 594 | 1198 |
| 3 | 7 | 24 | 49 | 122 | 240 | 590 | 965 |
| 4 | 8 | 26 | 52 | 123 | 239 | 589 | 788 |
| 5 | 10 | 29 | 57 | 126 | 239 | 589 | 652 |
| 6 | 11 | 32 | 61 | 130 | 239 | 589 | 589 |
| 7 | 12 | 34 | 62 | 132 | 239 | 589 | 589 |
| 8 | 12 | 35 | 62 | 130 | 239 | 589 | 589 |
| 9 | 12 | 35 | 62 | 129 | 239 | 589 | 589 |
| 10 | 13 | 37 | 62 | 128 | 239 | 589 | 589 |
| 11 | 13 | 38 | 62 | 128 | 239 | 589 | 589 |
| 12 | 14 | 38 | 62 | 128 | 239 | 589 | 589 |
| 13 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 14 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 15 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 16 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 17 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 18 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 19 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 20 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 21 | 15 | 39 | 62 | 128 | 239 | 589 | 589 |
| 22 | 15 | 39 | 62 | 128 | 239 | 589 | 589 |
| 23 | 16 | 39 | 62 | 128 | 239 | 589 | 589 |
| 24 | 16 | 39 | 62 | 128 | 239 | 589 | 589 |
| 25 | 17 | 39 | 62 | 128 | 239 | 589 | 589 |
| 26 | 18 | 39 | 62 | 128 | 239 | 589 | 589 |
| 27 | 19 | 39 | 62 | 128 | 239 | 589 | 589 |
| 28 | 19 | 39 | 62 | 128 | 239 | 589 | 589 |
| 29 | 19 | 39 | 62 | 128 | 239 | 589 | 589 |
| 30 | 20 | 39 | 62 | 128 | 239 | 589 | 589 |
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 | 134 | 248 | 599 | 1514 |
| 2 | 12 | 28 | 55 | 136 | 250 | 601 | 1208 |
| 3 | 14 | 31 | 56 | 128 | 247 | 597 | 973 |
| 4 | 15 | 33 | 59 | 130 | 246 | 596 | 794 |
| 5 | 16 | 36 | 64 | 132 | 245 | 596 | 658 |
| 6 | 17 | 37 | 67 | 136 | 245 | 595 | 595 |
| 7 | 18 | 39 | 68 | 138 | 244 | 595 | 595 |
| 8 | 17 | 39 | 67 | 135 | 244 | 594 | 594 |
| 9 | 17 | 40 | 66 | 133 | 243 | 594 | 594 |
| 10 | 17 | 41 | 66 | 133 | 243 | 593 | 593 |
| 11 | 17 | 41 | 66 | 132 | 243 | 593 | 593 |
| 12 | 17 | 42 | 65 | 132 | 242 | 592 | 592 |
| 13 | 17 | 42 | 65 | 131 | 241 | 592 | 592 |
| 14 | 16 | 41 | 64 | 130 | 241 | 591 | 591 |
| 15 | 16 | 41 | 64 | 130 | 240 | 591 | 591 |
| 16 | 15 | 40 | 63 | 129 | 240 | 590 | 590 |
| 17 | 15 | 40 | 63 | 129 | 240 | 590 | 590 |
| 18 | 15 | 40 | 62 | 129 | 239 | 590 | 590 |
| 19 | 15 | 40 | 62 | 129 | 239 | 590 | 590 |
| 20 | 15 | 40 | 63 | 129 | 240 | 590 | 590 |
| 21 | 16 | 41 | 63 | 130 | 240 | 590 | 590 |
| 22 | 16 | 41 | 63 | 130 | 240 | 591 | 591 |
| 23 | 16 | 41 | 64 | 130 | 240 | 591 | 591 |
| 24 | 16 | 41 | 64 | 130 | 241 | 591 | 591 |
| 25 | 17 | 41 | 64 | 130 | 241 | 591 | 591 |
| 26 | 18 | 41 | 64 | 130 | 241 | 591 | 591 |
| 27 | 19 | 41 | 64 | 130 | 241 | 591 | 591 |
| 28 | 19 | 41 | 64 | 130 | 241 | 591 | 591 |
| 29 | 20 | 41 | 64 | 130 | 241 | 591 | 591 |
| 30 | 20 | 41 | 64 | 130 | 241 | 591 | 591 |
2.3 Danish krone
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