LegalizeCommission Implementing Regulation (EU) 2017/812 of 15 May 2017 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 2017 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.
| 18.5.2017 | EN | Official Journal of the European Union | L 126/1 |
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 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2017 market data. That information was published on 7 April 2017 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 2017.
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 31 March 2017.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 15 May 2017.
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 | – 0,318 % | 0,197 % | – 0,328 % | 0,116 % | – 0,542 % | 0,379 % |
| 2 | – 0,230 % | 0,350 % | – 0,240 % | 0,748 % | – 0,375 % | 1,014 % |
| 3 | – 0,139 % | 0,434 % | – 0,149 % | 0,960 % | – 0,162 % | 1,600 % |
| 4 | – 0,032 % | 0,517 % | – 0,042 % | 1,370 % | 0,039 % | 2,053 % |
| 5 | 0,082 % | 0,602 % | 0,072 % | 1,844 % | 0,238 % | 2,331 % |
| 6 | 0,205 % | 0,680 % | 0,195 % | 2,220 % | 0,427 % | 2,506 % |
| 7 | 0,328 % | 0,749 % | 0,318 % | 2,561 % | 0,610 % | 2,631 % |
| 8 | 0,452 % | 0,819 % | 0,442 % | 2,814 % | 0,773 % | 2,733 % |
| 9 | 0,571 % | 0,892 % | 0,561 % | 3,012 % | 0,914 % | 2,825 % |
| 10 | 0,677 % | 0,972 % | 0,667 % | 3,170 % | 1,032 % | 2,904 % |
| 11 | 0,777 % | 1,058 % | 0,767 % | 3,324 % | 1,191 % | 2,973 % |
| 12 | 0,871 % | 1,135 % | 0,860 % | 3,476 % | 1,370 % | 3,034 % |
| 13 | 0,954 % | 1,196 % | 0,944 % | 3,619 % | 1,547 % | 3,089 % |
| 14 | 1,024 % | 1,251 % | 1,013 % | 3,749 % | 1,714 % | 3,138 % |
| 15 | 1,078 % | 1,309 % | 1,067 % | 3,860 % | 1,866 % | 3,183 % |
| 16 | 1,116 % | 1,374 % | 1,106 % | 3,952 % | 2,004 % | 3,224 % |
| 17 | 1,147 % | 1,444 % | 1,136 % | 4,026 % | 2,128 % | 3,262 % |
| 18 | 1,177 % | 1,517 % | 1,166 % | 4,088 % | 2,240 % | 3,298 % |
| 19 | 1,211 % | 1,592 % | 1,200 % | 4,138 % | 2,341 % | 3,330 % |
| 20 | 1,252 % | 1,666 % | 1,242 % | 4,179 % | 2,433 % | 3,361 % |
| 21 | 1,303 % | 1,739 % | 1,292 % | 4,213 % | 2,516 % | 3,390 % |
| 22 | 1,360 % | 1,811 % | 1,350 % | 4,240 % | 2,591 % | 3,417 % |
| 23 | 1,422 % | 1,880 % | 1,412 % | 4,263 % | 2,661 % | 3,442 % |
| 24 | 1,486 % | 1,948 % | 1,476 % | 4,282 % | 2,724 % | 3,466 % |
| 25 | 1,551 % | 2,013 % | 1,542 % | 4,297 % | 2,783 % | 3,488 % |
| 26 | 1,616 % | 2,076 % | 1,607 % | 4,309 % | 2,837 % | 3,509 % |
| 27 | 1,681 % | 2,136 % | 1,673 % | 4,319 % | 2,887 % | 3,529 % |
| 28 | 1,745 % | 2,194 % | 1,737 % | 4,326 % | 2,934 % | 3,549 % |
| 29 | 1,808 % | 2,250 % | 1,800 % | 4,332 % | 2,977 % | 3,567 % |
| 30 | 1,869 % | 2,303 % | 1,861 % | 4,337 % | 3,018 % | 3,584 % |
| 31 | 1,929 % | 2,354 % | 1,921 % | 4,340 % | 3,056 % | 3,600 % |
| 32 | 1,986 % | 2,403 % | 1,978 % | 4,343 % | 3,091 % | 3,616 % |
| 33 | 2,042 % | 2,450 % | 2,034 % | 4,345 % | 3,125 % | 3,631 % |
| 34 | 2,095 % | 2,495 % | 2,088 % | 4,346 % | 3,156 % | 3,645 % |
| 35 | 2,147 % | 2,538 % | 2,140 % | 4,346 % | 3,186 % | 3,659 % |
| 36 | 2,197 % | 2,579 % | 2,190 % | 4,346 % | 3,214 % | 3,672 % |
| 37 | 2,244 % | 2,619 % | 2,238 % | 4,346 % | 3,240 % | 3,684 % |
| 38 | 2,291 % | 2,656 % | 2,284 % | 4,345 % | 3,265 % | 3,696 % |
| 39 | 2,335 % | 2,693 % | 2,328 % | 4,344 % | 3,289 % | 3,708 % |
| 40 | 2,377 % | 2,727 % | 2,371 % | 4,343 % | 3,312 % | 3,719 % |
| 41 | 2,418 % | 2,761 % | 2,412 % | 4,341 % | 3,334 % | 3,729 % |
| 42 | 2,458 % | 2,793 % | 2,452 % | 4,340 % | 3,354 % | 3,739 % |
| 43 | 2,496 % | 2,824 % | 2,490 % | 4,338 % | 3,374 % | 3,749 % |
| 44 | 2,532 % | 2,853 % | 2,526 % | 4,336 % | 3,392 % | 3,758 % |
| 45 | 2,567 % | 2,882 % | 2,562 % | 4,334 % | 3,410 % | 3,767 % |
| 46 | 2,601 % | 2,909 % | 2,596 % | 4,332 % | 3,427 % | 3,776 % |
| 47 | 2,634 % | 2,935 % | 2,628 % | 4,331 % | 3,444 % | 3,784 % |
| 48 | 2,665 % | 2,960 % | 2,660 % | 4,329 % | 3,459 % | 3,792 % |
| 49 | 2,695 % | 2,985 % | 2,690 % | 4,327 % | 3,475 % | 3,800 % |
| 50 | 2,724 % | 3,008 % | 2,719 % | 4,325 % | 3,489 % | 3,808 % |
| 51 | 2,752 % | 3,031 % | 2,747 % | 4,323 % | 3,503 % | 3,815 % |
| 52 | 2,779 % | 3,053 % | 2,774 % | 4,321 % | 3,516 % | 3,822 % |
| 53 | 2,805 % | 3,074 % | 2,801 % | 4,319 % | 3,529 % | 3,829 % |
| 54 | 2,831 % | 3,094 % | 2,826 % | 4,318 % | 3,541 % | 3,835 % |
| 55 | 2,855 % | 3,114 % | 2,850 % | 4,316 % | 3,553 % | 3,842 % |
| 56 | 2,879 % | 3,133 % | 2,874 % | 4,314 % | 3,565 % | 3,848 % |
| 57 | 2,901 % | 3,151 % | 2,897 % | 4,312 % | 3,576 % | 3,854 % |
| 58 | 2,923 % | 3,169 % | 2,919 % | 4,311 % | 3,587 % | 3,859 % |
| 59 | 2,945 % | 3,186 % | 2,940 % | 4,309 % | 3,597 % | 3,865 % |
| 60 | 2,965 % | 3,203 % | 2,961 % | 4,307 % | 3,607 % | 3,870 % |
| 61 | 2,985 % | 3,219 % | 2,981 % | 4,306 % | 3,617 % | 3,876 % |
| 62 | 3,005 % | 3,234 % | 3,000 % | 4,304 % | 3,626 % | 3,881 % |
| 63 | 3,023 % | 3,250 % | 3,019 % | 4,303 % | 3,635 % | 3,886 % |
| 64 | 3,041 % | 3,264 % | 3,037 % | 4,301 % | 3,644 % | 3,890 % |
| 65 | 3,059 % | 3,279 % | 3,055 % | 4,300 % | 3,653 % | 3,895 % |
| 66 | 3,076 % | 3,292 % | 3,072 % | 4,298 % | 3,661 % | 3,900 % |
| 67 | 3,093 % | 3,306 % | 3,089 % | 4,297 % | 3,669 % | 3,904 % |
| 68 | 3,109 % | 3,319 % | 3,105 % | 4,295 % | 3,677 % | 3,908 % |
| 69 | 3,125 % | 3,331 % | 3,121 % | 4,294 % | 3,684 % | 3,912 % |
| 70 | 3,140 % | 3,344 % | 3,136 % | 4,293 % | 3,692 % | 3,916 % |
| 71 | 3,155 % | 3,356 % | 3,151 % | 4,292 % | 3,699 % | 3,920 % |
| 72 | 3,169 % | 3,367 % | 3,166 % | 4,290 % | 3,706 % | 3,924 % |
| 73 | 3,183 % | 3,379 % | 3,180 % | 4,289 % | 3,712 % | 3,928 % |
| 74 | 3,197 % | 3,390 % | 3,193 % | 4,288 % | 3,719 % | 3,931 % |
| 75 | 3,210 % | 3,400 % | 3,207 % | 4,287 % | 3,725 % | 3,935 % |
| 76 | 3,223 % | 3,411 % | 3,220 % | 4,286 % | 3,732 % | 3,938 % |
| 77 | 3,236 % | 3,421 % | 3,232 % | 4,285 % | 3,738 % | 3,942 % |
| 78 | 3,248 % | 3,431 % | 3,245 % | 4,284 % | 3,744 % | 3,945 % |
| 79 | 3,260 % | 3,441 % | 3,257 % | 4,283 % | 3,749 % | 3,948 % |
| 80 | 3,272 % | 3,450 % | 3,268 % | 4,281 % | 3,755 % | 3,951 % |
| 81 | 3,283 % | 3,459 % | 3,280 % | 4,280 % | 3,761 % | 3,954 % |
| 82 | 3,294 % | 3,468 % | 3,291 % | 4,280 % | 3,766 % | 3,957 % |
| 83 | 3,305 % | 3,477 % | 3,302 % | 4,279 % | 3,771 % | 3,960 % |
| 84 | 3,316 % | 3,486 % | 3,313 % | 4,278 % | 3,776 % | 3,963 % |
| 85 | 3,326 % | 3,494 % | 3,323 % | 4,277 % | 3,781 % | 3,966 % |
| 86 | 3,336 % | 3,502 % | 3,333 % | 4,276 % | 3,786 % | 3,969 % |
| 87 | 3,346 % | 3,510 % | 3,343 % | 4,275 % | 3,791 % | 3,971 % |
| 88 | 3,356 % | 3,518 % | 3,353 % | 4,274 % | 3,795 % | 3,974 % |
| 89 | 3,365 % | 3,526 % | 3,362 % | 4,273 % | 3,800 % | 3,976 % |
| 90 | 3,374 % | 3,533 % | 3,371 % | 4,273 % | 3,804 % | 3,979 % |
| 91 | 3,383 % | 3,540 % | 3,381 % | 4,272 % | 3,809 % | 3,981 % |
| 92 | 3,392 % | 3,548 % | 3,389 % | 4,271 % | 3,813 % | 3,984 % |
| 93 | 3,401 % | 3,555 % | 3,398 % | 4,270 % | 3,817 % | 3,986 % |
| 94 | 3,409 % | 3,561 % | 3,407 % | 4,269 % | 3,821 % | 3,988 % |
| 95 | 3,418 % | 3,568 % | 3,415 % | 4,269 % | 3,825 % | 3,990 % |
| 96 | 3,426 % | 3,575 % | 3,423 % | 4,268 % | 3,829 % | 3,993 % |
| 97 | 3,434 % | 3,581 % | 3,431 % | 4,267 % | 3,833 % | 3,995 % |
| 98 | 3,441 % | 3,587 % | 3,439 % | 4,267 % | 3,837 % | 3,997 % |
| 99 | 3,449 % | 3,594 % | 3,446 % | 4,266 % | 3,840 % | 3,999 % |
| 100 | 3,457 % | 3,600 % | 3,454 % | 4,265 % | 3,844 % | 4,001 % |
| 101 | 3,464 % | 3,606 % | 3,461 % | 4,265 % | 3,847 % | 4,003 % |
| 102 | 3,471 % | 3,611 % | 3,469 % | 4,264 % | 3,851 % | 4,005 % |
| 103 | 3,478 % | 3,617 % | 3,476 % | 4,263 % | 3,854 % | 4,007 % |
| 104 | 3,485 % | 3,623 % | 3,483 % | 4,263 % | 3,858 % | 4,008 % |
| 105 | 3,492 % | 3,628 % | 3,489 % | 4,262 % | 3,861 % | 4,010 % |
| 106 | 3,499 % | 3,633 % | 3,496 % | 4,262 % | 3,864 % | 4,012 % |
| 107 | 3,505 % | 3,639 % | 3,503 % | 4,261 % | 3,867 % | 4,014 % |
| 108 | 3,511 % | 3,644 % | 3,509 % | 4,260 % | 3,870 % | 4,016 % |
| 109 | 3,518 % | 3,649 % | 3,515 % | 4,260 % | 3,873 % | 4,017 % |
| 110 | 3,524 % | 3,654 % | 3,522 % | 4,259 % | 3,876 % | 4,019 % |
| 111 | 3,530 % | 3,659 % | 3,528 % | 4,259 % | 3,879 % | 4,021 % |
| 112 | 3,536 % | 3,664 % | 3,534 % | 4,258 % | 3,882 % | 4,022 % |
| 113 | 3,542 % | 3,668 % | 3,540 % | 4,258 % | 3,885 % | 4,024 % |
| 114 | 3,548 % | 3,673 % | 3,545 % | 4,257 % | 3,888 % | 4,025 % |
| 115 | 3,553 % | 3,678 % | 3,551 % | 4,257 % | 3,890 % | 4,027 % |
| 116 | 3,559 % | 3,682 % | 3,557 % | 4,256 % | 3,893 % | 4,028 % |
| 117 | 3,564 % | 3,687 % | 3,562 % | 4,256 % | 3,896 % | 4,030 % |
| 118 | 3,570 % | 3,691 % | 3,567 % | 4,255 % | 3,898 % | 4,031 % |
| 119 | 3,575 % | 3,695 % | 3,573 % | 4,255 % | 3,901 % | 4,033 % |
| 120 | 3,580 % | 3,699 % | 3,578 % | 4,254 % | 3,903 % | 4,034 % |
| 121 | 3,585 % | 3,704 % | 3,583 % | 4,254 % | 3,906 % | 4,035 % |
| 122 | 3,590 % | 3,708 % | 3,588 % | 4,254 % | 3,908 % | 4,037 % |
| 123 | 3,595 % | 3,712 % | 3,593 % | 4,253 % | 3,910 % | 4,038 % |
| 124 | 3,600 % | 3,716 % | 3,598 % | 4,253 % | 3,913 % | 4,039 % |
| 125 | 3,605 % | 3,719 % | 3,603 % | 4,252 % | 3,915 % | 4,041 % |
| 126 | 3,610 % | 3,723 % | 3,607 % | 4,252 % | 3,917 % | 4,042 % |
| 127 | 3,614 % | 3,727 % | 3,612 % | 4,251 % | 3,919 % | 4,043 % |
| 128 | 3,619 % | 3,731 % | 3,617 % | 4,251 % | 3,922 % | 4,044 % |
| 129 | 3,623 % | 3,734 % | 3,621 % | 4,251 % | 3,924 % | 4,046 % |
| 130 | 3,628 % | 3,738 % | 3,626 % | 4,250 % | 3,926 % | 4,047 % |
| 131 | 3,632 % | 3,741 % | 3,630 % | 4,250 % | 3,928 % | 4,048 % |
| 132 | 3,636 % | 3,745 % | 3,634 % | 4,249 % | 3,930 % | 4,049 % |
| 133 | 3,641 % | 3,748 % | 3,639 % | 4,249 % | 3,932 % | 4,050 % |
| 134 | 3,645 % | 3,752 % | 3,643 % | 4,249 % | 3,934 % | 4,051 % |
| 135 | 3,649 % | 3,755 % | 3,647 % | 4,248 % | 3,936 % | 4,052 % |
| 136 | 3,653 % | 3,758 % | 3,651 % | 4,248 % | 3,938 % | 4,053 % |
| 137 | 3,657 % | 3,761 % | 3,655 % | 4,248 % | 3,940 % | 4,055 % |
| 138 | 3,661 % | 3,765 % | 3,659 % | 4,247 % | 3,942 % | 4,056 % |
| 139 | 3,665 % | 3,768 % | 3,663 % | 4,247 % | 3,944 % | 4,057 % |
| 140 | 3,668 % | 3,771 % | 3,667 % | 4,247 % | 3,946 % | 4,058 % |
| 141 | 3,672 % | 3,774 % | 3,670 % | 4,246 % | 3,947 % | 4,059 % |
| 142 | 3,676 % | 3,777 % | 3,674 % | 4,246 % | 3,949 % | 4,060 % |
| 143 | 3,680 % | 3,780 % | 3,678 % | 4,246 % | 3,951 % | 4,061 % |
| 144 | 3,683 % | 3,783 % | 3,681 % | 4,245 % | 3,953 % | 4,062 % |
| 145 | 3,687 % | 3,786 % | 3,685 % | 4,245 % | 3,954 % | 4,063 % |
| 146 | 3,690 % | 3,788 % | 3,688 % | 4,245 % | 3,956 % | 4,064 % |
| 147 | 3,694 % | 3,791 % | 3,692 % | 4,244 % | 3,958 % | 4,064 % |
| 148 | 3,697 % | 3,794 % | 3,695 % | 4,244 % | 3,959 % | 4,065 % |
| 149 | 3,700 % | 3,797 % | 3,699 % | 4,244 % | 3,961 % | 4,066 % |
| 150 | 3,704 % | 3,799 % | 3,702 % | 4,244 % | 3,962 % | 4,067 % |
| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,368 % | 0,364 % | 0,959 % | 1,451 % | 4,835 % | 0,900 % |
| 2 | – 0,280 % | 0,450 % | 1,452 % | 1,837 % | 4,840 % | 1,076 % |
| 3 | – 0,189 % | 0,533 % | 1,941 % | 2,198 % | 4,840 % | 1,182 % |
| 4 | – 0,082 % | 0,609 % | 2,389 % | 2,505 % | 4,820 % | 1,289 % |
| 5 | 0,032 % | 0,684 % | 2,788 % | 2,739 % | 4,796 % | 1,401 % |
| 6 | 0,155 % | 0,762 % | 3,126 % | 2,898 % | 4,780 % | 1,515 % |
| 7 | 0,278 % | 0,837 % | 3,390 % | 3,013 % | 4,774 % | 1,619 % |
| 8 | 0,401 % | 0,908 % | 3,581 % | 3,132 % | 4,770 % | 1,708 % |
| 9 | 0,520 % | 0,975 % | 3,738 % | 3,228 % | 4,764 % | 1,777 % |
| 10 | 0,626 % | 1,038 % | 3,877 % | 3,343 % | 4,755 % | 1,841 % |
| 11 | 0,726 % | 1,093 % | 3,989 % | 3,445 % | 4,745 % | 1,909 % |
| 12 | 0,819 % | 1,141 % | 4,077 % | 3,529 % | 4,734 % | 1,980 % |
| 13 | 0,902 % | 1,187 % | 4,145 % | 3,599 % | 4,723 % | 2,051 % |
| 14 | 0,972 % | 1,219 % | 4,200 % | 3,658 % | 4,711 % | 2,122 % |
| 15 | 1,026 % | 1,241 % | 4,243 % | 3,708 % | 4,699 % | 2,192 % |
| 16 | 1,064 % | 1,268 % | 4,278 % | 3,752 % | 4,687 % | 2,259 % |
| 17 | 1,095 % | 1,283 % | 4,305 % | 3,789 % | 4,675 % | 2,324 % |
| 18 | 1,124 % | 1,294 % | 4,327 % | 3,821 % | 4,663 % | 2,386 % |
| 19 | 1,158 % | 1,301 % | 4,345 % | 3,850 % | 4,652 % | 2,446 % |
| 20 | 1,200 % | 1,299 % | 4,358 % | 3,875 % | 4,641 % | 2,503 % |
| 21 | 1,251 % | 1,296 % | 4,369 % | 3,897 % | 4,630 % | 2,557 % |
| 22 | 1,309 % | 1,294 % | 4,377 % | 3,917 % | 4,619 % | 2,609 % |
| 23 | 1,372 % | 1,292 % | 4,384 % | 3,935 % | 4,609 % | 2,659 % |
| 24 | 1,437 % | 1,289 % | 4,388 % | 3,951 % | 4,599 % | 2,706 % |
| 25 | 1,504 % | 1,286 % | 4,392 % | 3,965 % | 4,589 % | 2,751 % |
| 26 | 1,571 % | 1,281 % | 4,394 % | 3,978 % | 4,580 % | 2,794 % |
| 27 | 1,637 % | 1,275 % | 4,395 % | 3,990 % | 4,571 % | 2,835 % |
| 28 | 1,702 % | 1,269 % | 4,395 % | 4,001 % | 4,562 % | 2,874 % |
| 29 | 1,766 % | 1,263 % | 4,395 % | 4,010 % | 4,554 % | 2,911 % |
| 30 | 1,828 % | 1,258 % | 4,394 % | 4,019 % | 4,545 % | 2,947 % |
| 31 | 1,888 % | 1,253 % | 4,393 % | 4,028 % | 4,537 % | 2,981 % |
| 32 | 1,947 % | 1,247 % | 4,391 % | 4,035 % | 4,530 % | 3,013 % |
| 33 | 2,003 % | 1,240 % | 4,389 % | 4,042 % | 4,522 % | 3,044 % |
| 34 | 2,058 % | 1,231 % | 4,387 % | 4,049 % | 4,515 % | 3,074 % |
| 35 | 2,111 % | 1,220 % | 4,385 % | 4,054 % | 4,508 % | 3,102 % |
| 36 | 2,161 % | 1,206 % | 4,383 % | 4,060 % | 4,502 % | 3,129 % |
| 37 | 2,210 % | 1,190 % | 4,380 % | 4,065 % | 4,495 % | 3,155 % |
| 38 | 2,257 % | 1,174 % | 4,378 % | 4,070 % | 4,489 % | 3,180 % |
| 39 | 2,302 % | 1,160 % | 4,375 % | 4,074 % | 4,483 % | 3,204 % |
| 40 | 2,346 % | 1,147 % | 4,372 % | 4,079 % | 4,477 % | 3,226 % |
| 41 | 2,387 % | 1,137 % | 4,370 % | 4,082 % | 4,471 % | 3,248 % |
| 42 | 2,427 % | 1,127 % | 4,367 % | 4,086 % | 4,466 % | 3,269 % |
| 43 | 2,466 % | 1,117 % | 4,364 % | 4,089 % | 4,461 % | 3,289 % |
| 44 | 2,503 % | 1,107 % | 4,362 % | 4,093 % | 4,456 % | 3,309 % |
| 45 | 2,539 % | 1,096 % | 4,359 % | 4,096 % | 4,451 % | 3,328 % |
| 46 | 2,573 % | 1,083 % | 4,356 % | 4,099 % | 4,446 % | 3,345 % |
| 47 | 2,606 % | 1,072 % | 4,354 % | 4,101 % | 4,441 % | 3,363 % |
| 48 | 2,638 % | 1,064 % | 4,351 % | 4,104 % | 4,437 % | 3,379 % |
| 49 | 2,669 % | 1,061 % | 4,349 % | 4,106 % | 4,433 % | 3,395 % |
| 50 | 2,698 % | 1,066 % | 4,347 % | 4,109 % | 4,428 % | 3,411 % |
| 51 | 2,727 % | 1,078 % | 4,344 % | 4,111 % | 4,424 % | 3,426 % |
| 52 | 2,755 % | 1,096 % | 4,342 % | 4,113 % | 4,420 % | 3,440 % |
| 53 | 2,781 % | 1,120 % | 4,340 % | 4,115 % | 4,417 % | 3,454 % |
| 54 | 2,807 % | 1,147 % | 4,337 % | 4,117 % | 4,413 % | 3,467 % |
| 55 | 2,832 % | 1,178 % | 4,335 % | 4,118 % | 4,409 % | 3,480 % |
| 56 | 2,856 % | 1,210 % | 4,333 % | 4,120 % | 4,406 % | 3,493 % |
| 57 | 2,879 % | 1,245 % | 4,331 % | 4,122 % | 4,402 % | 3,505 % |
| 58 | 2,901 % | 1,280 % | 4,329 % | 4,123 % | 4,399 % | 3,517 % |
| 59 | 2,923 % | 1,316 % | 4,327 % | 4,125 % | 4,396 % | 3,528 % |
| 60 | 2,944 % | 1,353 % | 4,325 % | 4,126 % | 4,393 % | 3,539 % |
| 61 | 2,964 % | 1,389 % | 4,323 % | 4,128 % | 4,390 % | 3,550 % |
| 62 | 2,984 % | 1,426 % | 4,321 % | 4,129 % | 4,387 % | 3,560 % |
| 63 | 3,003 % | 1,463 % | 4,319 % | 4,130 % | 4,384 % | 3,570 % |
| 64 | 3,021 % | 1,499 % | 4,318 % | 4,131 % | 4,381 % | 3,580 % |
| 65 | 3,039 % | 1,535 % | 4,316 % | 4,133 % | 4,379 % | 3,589 % |
| 66 | 3,057 % | 1,571 % | 4,314 % | 4,134 % | 4,376 % | 3,598 % |
| 67 | 3,074 % | 1,606 % | 4,313 % | 4,135 % | 4,374 % | 3,607 % |
| 68 | 3,090 % | 1,640 % | 4,311 % | 4,136 % | 4,371 % | 3,616 % |
| 69 | 3,106 % | 1,674 % | 4,310 % | 4,137 % | 4,369 % | 3,624 % |
| 70 | 3,121 % | 1,708 % | 4,308 % | 4,138 % | 4,366 % | 3,632 % |
| 71 | 3,137 % | 1,740 % | 4,307 % | 4,139 % | 4,364 % | 3,640 % |
| 72 | 3,151 % | 1,772 % | 4,305 % | 4,140 % | 4,362 % | 3,648 % |
| 73 | 3,165 % | 1,804 % | 4,304 % | 4,141 % | 4,360 % | 3,655 % |
| 74 | 3,179 % | 1,834 % | 4,302 % | 4,141 % | 4,358 % | 3,663 % |
| 75 | 3,193 % | 1,864 % | 4,301 % | 4,142 % | 4,355 % | 3,670 % |
| 76 | 3,206 % | 1,894 % | 4,300 % | 4,143 % | 4,353 % | 3,677 % |
| 77 | 3,219 % | 1,923 % | 4,298 % | 4,144 % | 4,352 % | 3,683 % |
| 78 | 3,231 % | 1,951 % | 4,297 % | 4,145 % | 4,350 % | 3,690 % |
| 79 | 3,244 % | 1,978 % | 4,296 % | 4,145 % | 4,348 % | 3,696 % |
| 80 | 3,255 % | 2,005 % | 4,295 % | 4,146 % | 4,346 % | 3,703 % |
| 81 | 3,267 % | 2,032 % | 4,294 % | 4,147 % | 4,344 % | 3,709 % |
| 82 | 3,278 % | 2,058 % | 4,293 % | 4,148 % | 4,342 % | 3,715 % |
| 83 | 3,289 % | 2,083 % | 4,291 % | 4,148 % | 4,341 % | 3,721 % |
| 84 | 3,300 % | 2,107 % | 4,290 % | 4,149 % | 4,339 % | 3,726 % |
| 85 | 3,311 % | 2,132 % | 4,289 % | 4,149 % | 4,337 % | 3,732 % |
| 86 | 3,321 % | 2,155 % | 4,288 % | 4,150 % | 4,336 % | 3,737 % |
| 87 | 3,331 % | 2,178 % | 4,287 % | 4,151 % | 4,334 % | 3,743 % |
| 88 | 3,341 % | 2,201 % | 4,286 % | 4,151 % | 4,333 % | 3,748 % |
| 89 | 3,351 % | 2,223 % | 4,285 % | 4,152 % | 4,331 % | 3,753 % |
| 90 | 3,360 % | 2,245 % | 4,284 % | 4,152 % | 4,330 % | 3,758 % |
| 91 | 3,369 % | 2,266 % | 4,284 % | 4,153 % | 4,328 % | 3,763 % |
| 92 | 3,378 % | 2,286 % | 4,283 % | 4,153 % | 4,327 % | 3,767 % |
| 93 | 3,387 % | 2,307 % | 4,282 % | 4,154 % | 4,326 % | 3,772 % |
| 94 | 3,396 % | 2,327 % | 4,281 % | 4,154 % | 4,324 % | 3,777 % |
| 95 | 3,404 % | 2,346 % | 4,280 % | 4,155 % | 4,323 % | 3,781 % |
| 96 | 3,412 % | 2,365 % | 4,279 % | 4,155 % | 4,322 % | 3,785 % |
| 97 | 3,420 % | 2,384 % | 4,278 % | 4,156 % | 4,321 % | 3,790 % |
| 98 | 3,428 % | 2,402 % | 4,278 % | 4,156 % | 4,319 % | 3,794 % |
| 99 | 3,436 % | 2,420 % | 4,277 % | 4,157 % | 4,318 % | 3,798 % |
| 100 | 3,444 % | 2,438 % | 4,276 % | 4,157 % | 4,317 % | 3,802 % |
| 101 | 3,451 % | 2,455 % | 4,275 % | 4,158 % | 4,316 % | 3,806 % |
| 102 | 3,458 % | 2,472 % | 4,275 % | 4,158 % | 4,315 % | 3,810 % |
| 103 | 3,466 % | 2,489 % | 4,274 % | 4,158 % | 4,314 % | 3,813 % |
| 104 | 3,473 % | 2,505 % | 4,273 % | 4,159 % | 4,312 % | 3,817 % |
| 105 | 3,480 % | 2,521 % | 4,272 % | 4,159 % | 4,311 % | 3,821 % |
| 106 | 3,486 % | 2,537 % | 4,272 % | 4,160 % | 4,310 % | 3,824 % |
| 107 | 3,493 % | 2,552 % | 4,271 % | 4,160 % | 4,309 % | 3,828 % |
| 108 | 3,499 % | 2,567 % | 4,270 % | 4,160 % | 4,308 % | 3,831 % |
| 109 | 3,506 % | 2,582 % | 4,270 % | 4,161 % | 4,307 % | 3,835 % |
| 110 | 3,512 % | 2,597 % | 4,269 % | 4,161 % | 4,306 % | 3,838 % |
| 111 | 3,518 % | 2,611 % | 4,269 % | 4,161 % | 4,305 % | 3,841 % |
| 112 | 3,524 % | 2,625 % | 4,268 % | 4,162 % | 4,304 % | 3,844 % |
| 113 | 3,530 % | 2,639 % | 4,267 % | 4,162 % | 4,304 % | 3,848 % |
| 114 | 3,536 % | 2,653 % | 4,267 % | 4,163 % | 4,303 % | 3,851 % |
| 115 | 3,542 % | 2,666 % | 4,266 % | 4,163 % | 4,302 % | 3,854 % |
| 116 | 3,548 % | 2,679 % | 4,266 % | 4,163 % | 4,301 % | 3,857 % |
| 117 | 3,553 % | 2,692 % | 4,265 % | 4,163 % | 4,300 % | 3,860 % |
| 118 | 3,559 % | 2,705 % | 4,264 % | 4,164 % | 4,299 % | 3,862 % |
| 119 | 3,564 % | 2,717 % | 4,264 % | 4,164 % | 4,298 % | 3,865 % |
| 120 | 3,569 % | 2,729 % | 4,263 % | 4,164 % | 4,297 % | 3,868 % |
| 121 | 3,574 % | 2,741 % | 4,263 % | 4,165 % | 4,297 % | 3,871 % |
| 122 | 3,580 % | 2,753 % | 4,262 % | 4,165 % | 4,296 % | 3,874 % |
| 123 | 3,585 % | 2,765 % | 4,262 % | 4,165 % | 4,295 % | 3,876 % |
| 124 | 3,590 % | 2,776 % | 4,261 % | 4,166 % | 4,294 % | 3,879 % |
| 125 | 3,594 % | 2,788 % | 4,261 % | 4,166 % | 4,294 % | 3,881 % |
| 126 | 3,599 % | 2,799 % | 4,260 % | 4,166 % | 4,293 % | 3,884 % |
| 127 | 3,604 % | 2,810 % | 4,260 % | 4,166 % | 4,292 % | 3,886 % |
| 128 | 3,609 % | 2,821 % | 4,259 % | 4,167 % | 4,291 % | 3,889 % |
| 129 | 3,613 % | 2,831 % | 4,259 % | 4,167 % | 4,291 % | 3,891 % |
| 130 | 3,618 % | 2,842 % | 4,259 % | 4,167 % | 4,290 % | 3,894 % |
| 131 | 3,622 % | 2,852 % | 4,258 % | 4,167 % | 4,289 % | 3,896 % |
| 132 | 3,626 % | 2,862 % | 4,258 % | 4,168 % | 4,289 % | 3,898 % |
| 133 | 3,631 % | 2,872 % | 4,257 % | 4,168 % | 4,288 % | 3,900 % |
| 134 | 3,635 % | 2,882 % | 4,257 % | 4,168 % | 4,287 % | 3,903 % |
| 135 | 3,639 % | 2,892 % | 4,256 % | 4,168 % | 4,287 % | 3,905 % |
| 136 | 3,643 % | 2,901 % | 4,256 % | 4,169 % | 4,286 % | 3,907 % |
| 137 | 3,647 % | 2,911 % | 4,256 % | 4,169 % | 4,285 % | 3,909 % |
| 138 | 3,651 % | 2,920 % | 4,255 % | 4,169 % | 4,285 % | 3,911 % |
| 139 | 3,655 % | 2,929 % | 4,255 % | 4,169 % | 4,284 % | 3,913 % |
| 140 | 3,659 % | 2,938 % | 4,254 % | 4,170 % | 4,284 % | 3,915 % |
| 141 | 3,663 % | 2,947 % | 4,254 % | 4,170 % | 4,283 % | 3,917 % |
| 142 | 3,667 % | 2,956 % | 4,254 % | 4,170 % | 4,282 % | 3,919 % |
| 143 | 3,670 % | 2,964 % | 4,253 % | 4,170 % | 4,282 % | 3,921 % |
| 144 | 3,674 % | 2,973 % | 4,253 % | 4,170 % | 4,281 % | 3,923 % |
| 145 | 3,678 % | 2,981 % | 4,252 % | 4,171 % | 4,281 % | 3,925 % |
| 146 | 3,681 % | 2,990 % | 4,252 % | 4,171 % | 4,280 % | 3,927 % |
| 147 | 3,685 % | 2,998 % | 4,252 % | 4,171 % | 4,280 % | 3,929 % |
| 148 | 3,688 % | 3,006 % | 4,251 % | 4,171 % | 4,279 % | 3,931 % |
| 149 | 3,692 % | 3,014 % | 4,251 % | 4,171 % | 4,279 % | 3,933 % |
| 150 | 3,695 % | 3,022 % | 4,251 % | 4,172 % | 4,278 % | 3,934 % |
| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,780 % | 1,826 % | 1,420 % | 0,779 % | 2,455 % | 5,322 % |
| 2 | – 0,735 % | 1,953 % | 1,557 % | 0,891 % | 2,630 % | 5,368 % |
| 3 | – 0,648 % | 2,088 % | 1,752 % | 1,041 % | 2,880 % | 5,486 % |
| 4 | – 0,545 % | 2,228 % | 1,928 % | 1,160 % | 3,112 % | 5,607 % |
| 5 | – 0,438 % | 2,362 % | 2,090 % | 1,265 % | 3,327 % | 5,693 % |
| 6 | – 0,327 % | 2,486 % | 2,218 % | 1,358 % | 3,520 % | 5,838 % |
| 7 | – 0,218 % | 2,584 % | 2,323 % | 1,453 % | 3,678 % | 5,950 % |
| 8 | – 0,121 % | 2,678 % | 2,414 % | 1,544 % | 3,798 % | 6,072 % |
| 9 | – 0,033 % | 2,758 % | 2,492 % | 1,631 % | 3,888 % | 6,183 % |
| 10 | 0,031 % | 2,833 % | 2,556 % | 1,729 % | 3,958 % | 6,257 % |
| 11 | 0,102 % | 2,901 % | 2,608 % | 1,820 % | 4,013 % | 6,297 % |
| 12 | 0,158 % | 2,963 % | 2,655 % | 1,902 % | 4,056 % | 6,312 % |
| 13 | 0,196 % | 3,019 % | 2,701 % | 1,976 % | 4,092 % | 6,309 % |
| 14 | 0,248 % | 3,067 % | 2,747 % | 2,044 % | 4,120 % | 6,292 % |
| 15 | 0,289 % | 3,108 % | 2,792 % | 2,104 % | 4,144 % | 6,266 % |
| 16 | 0,325 % | 3,142 % | 2,836 % | 2,157 % | 4,163 % | 6,233 % |
| 17 | 0,357 % | 3,170 % | 2,879 % | 2,202 % | 4,180 % | 6,195 % |
| 18 | 0,384 % | 3,196 % | 2,920 % | 2,237 % | 4,193 % | 6,154 % |
| 19 | 0,406 % | 3,220 % | 2,960 % | 2,260 % | 4,204 % | 6,110 % |
| 20 | 0,421 % | 3,243 % | 2,998 % | 2,271 % | 4,214 % | 6,065 % |
| 21 | 0,431 % | 3,266 % | 3,035 % | 2,271 % | 4,222 % | 6,020 % |
| 22 | 0,439 % | 3,288 % | 3,070 % | 2,263 % | 4,228 % | 5,974 % |
| 23 | 0,450 % | 3,306 % | 3,104 % | 2,251 % | 4,234 % | 5,929 % |
| 24 | 0,465 % | 3,319 % | 3,136 % | 2,238 % | 4,238 % | 5,884 % |
| 25 | 0,489 % | 3,327 % | 3,167 % | 2,227 % | 4,242 % | 5,840 % |
| 26 | 0,521 % | 3,329 % | 3,196 % | 2,219 % | 4,246 % | 5,797 % |
| 27 | 0,560 % | 3,328 % | 3,224 % | 2,214 % | 4,248 % | 5,755 % |
| 28 | 0,604 % | 3,325 % | 3,251 % | 2,214 % | 4,250 % | 5,715 % |
| 29 | 0,652 % | 3,322 % | 3,277 % | 2,219 % | 4,252 % | 5,676 % |
| 30 | 0,701 % | 3,322 % | 3,302 % | 2,230 % | 4,254 % | 5,637 % |
| 31 | 0,751 % | 3,324 % | 3,325 % | 2,247 % | 4,255 % | 5,601 % |
| 32 | 0,802 % | 3,329 % | 3,348 % | 2,268 % | 4,256 % | 5,565 % |
| 33 | 0,853 % | 3,336 % | 3,370 % | 2,293 % | 4,256 % | 5,531 % |
| 34 | 0,903 % | 3,345 % | 3,390 % | 2,320 % | 4,257 % | 5,498 % |
| 35 | 0,953 % | 3,355 % | 3,410 % | 2,349 % | 4,257 % | 5,466 % |
| 36 | 1,002 % | 3,365 % | 3,429 % | 2,380 % | 4,257 % | 5,436 % |
| 37 | 1,050 % | 3,377 % | 3,447 % | 2,411 % | 4,257 % | 5,406 % |
| 38 | 1,097 % | 3,389 % | 3,465 % | 2,443 % | 4,257 % | 5,378 % |
| 39 | 1,142 % | 3,401 % | 3,482 % | 2,474 % | 4,257 % | 5,351 % |
| 40 | 1,186 % | 3,414 % | 3,498 % | 2,506 % | 4,256 % | 5,325 % |
| 41 | 1,229 % | 3,427 % | 3,513 % | 2,538 % | 4,256 % | 5,300 % |
| 42 | 1,270 % | 3,440 % | 3,528 % | 2,569 % | 4,256 % | 5,275 % |
| 43 | 1,311 % | 3,453 % | 3,543 % | 2,599 % | 4,255 % | 5,252 % |
| 44 | 1,349 % | 3,465 % | 3,556 % | 2,629 % | 4,255 % | 5,230 % |
| 45 | 1,387 % | 3,478 % | 3,570 % | 2,659 % | 4,254 % | 5,208 % |
| 46 | 1,423 % | 3,490 % | 3,582 % | 2,687 % | 4,254 % | 5,187 % |
| 47 | 1,459 % | 3,502 % | 3,595 % | 2,715 % | 4,253 % | 5,167 % |
| 48 | 1,492 % | 3,514 % | 3,607 % | 2,743 % | 4,253 % | 5,148 % |
| 49 | 1,525 % | 3,526 % | 3,618 % | 2,769 % | 4,252 % | 5,129 % |
| 50 | 1,557 % | 3,538 % | 3,629 % | 2,795 % | 4,251 % | 5,111 % |
| 51 | 1,588 % | 3,549 % | 3,640 % | 2,820 % | 4,251 % | 5,094 % |
| 52 | 1,617 % | 3,560 % | 3,650 % | 2,845 % | 4,250 % | 5,077 % |
| 53 | 1,646 % | 3,571 % | 3,660 % | 2,868 % | 4,250 % | 5,061 % |
| 54 | 1,674 % | 3,581 % | 3,670 % | 2,891 % | 4,249 % | 5,046 % |
| 55 | 1,701 % | 3,591 % | 3,679 % | 2,914 % | 4,248 % | 5,030 % |
| 56 | 1,727 % | 3,601 % | 3,688 % | 2,936 % | 4,248 % | 5,016 % |
| 57 | 1,752 % | 3,611 % | 3,697 % | 2,957 % | 4,247 % | 5,002 % |
| 58 | 1,776 % | 3,620 % | 3,705 % | 2,977 % | 4,247 % | 4,988 % |
| 59 | 1,800 % | 3,630 % | 3,713 % | 2,997 % | 4,246 % | 4,975 % |
| 60 | 1,822 % | 3,639 % | 3,721 % | 3,016 % | 4,245 % | 4,962 % |
| 61 | 1,845 % | 3,647 % | 3,729 % | 3,035 % | 4,245 % | 4,950 % |
| 62 | 1,866 % | 3,656 % | 3,736 % | 3,053 % | 4,244 % | 4,938 % |
| 63 | 1,887 % | 3,664 % | 3,744 % | 3,071 % | 4,244 % | 4,926 % |
| 64 | 1,907 % | 3,672 % | 3,751 % | 3,088 % | 4,243 % | 4,915 % |
| 65 | 1,927 % | 3,680 % | 3,757 % | 3,105 % | 4,243 % | 4,904 % |
| 66 | 1,946 % | 3,687 % | 3,764 % | 3,121 % | 4,242 % | 4,893 % |
| 67 | 1,964 % | 3,695 % | 3,770 % | 3,137 % | 4,242 % | 4,883 % |
| 68 | 1,982 % | 3,702 % | 3,777 % | 3,152 % | 4,241 % | 4,873 % |
| 69 | 2,000 % | 3,709 % | 3,783 % | 3,167 % | 4,241 % | 4,863 % |
| 70 | 2,017 % | 3,716 % | 3,789 % | 3,182 % | 4,240 % | 4,854 % |
| 71 | 2,033 % | 3,723 % | 3,794 % | 3,196 % | 4,240 % | 4,845 % |
| 72 | 2,049 % | 3,729 % | 3,800 % | 3,210 % | 4,239 % | 4,836 % |
| 73 | 2,065 % | 3,735 % | 3,805 % | 3,223 % | 4,239 % | 4,827 % |
| 74 | 2,080 % | 3,742 % | 3,811 % | 3,236 % | 4,238 % | 4,819 % |
| 75 | 2,095 % | 3,748 % | 3,816 % | 3,249 % | 4,238 % | 4,810 % |
| 76 | 2,109 % | 3,753 % | 3,821 % | 3,261 % | 4,237 % | 4,802 % |
| 77 | 2,123 % | 3,759 % | 3,826 % | 3,273 % | 4,237 % | 4,794 % |
| 78 | 2,137 % | 3,765 % | 3,830 % | 3,285 % | 4,236 % | 4,787 % |
| 79 | 2,150 % | 3,770 % | 3,835 % | 3,297 % | 4,236 % | 4,779 % |
| 80 | 2,163 % | 3,775 % | 3,840 % | 3,308 % | 4,235 % | 4,772 % |
| 81 | 2,176 % | 3,781 % | 3,844 % | 3,319 % | 4,235 % | 4,765 % |
| 82 | 2,188 % | 3,786 % | 3,848 % | 3,329 % | 4,235 % | 4,758 % |
| 83 | 2,201 % | 3,791 % | 3,852 % | 3,340 % | 4,234 % | 4,751 % |
| 84 | 2,212 % | 3,796 % | 3,857 % | 3,350 % | 4,234 % | 4,745 % |
| 85 | 2,224 % | 3,800 % | 3,861 % | 3,360 % | 4,233 % | 4,738 % |
| 86 | 2,235 % | 3,805 % | 3,865 % | 3,370 % | 4,233 % | 4,732 % |
| 87 | 2,246 % | 3,809 % | 3,868 % | 3,379 % | 4,233 % | 4,726 % |
| 88 | 2,257 % | 3,814 % | 3,872 % | 3,388 % | 4,232 % | 4,720 % |
| 89 | 2,268 % | 3,818 % | 3,876 % | 3,397 % | 4,232 % | 4,714 % |
| 90 | 2,278 % | 3,822 % | 3,879 % | 3,406 % | 4,232 % | 4,708 % |
| 91 | 2,288 % | 3,826 % | 3,883 % | 3,415 % | 4,231 % | 4,703 % |
| 92 | 2,298 % | 3,830 % | 3,886 % | 3,423 % | 4,231 % | 4,697 % |
| 93 | 2,308 % | 3,834 % | 3,890 % | 3,432 % | 4,231 % | 4,692 % |
| 94 | 2,317 % | 3,838 % | 3,893 % | 3,440 % | 4,230 % | 4,687 % |
| 95 | 2,326 % | 3,842 % | 3,896 % | 3,448 % | 4,230 % | 4,682 % |
| 96 | 2,335 % | 3,846 % | 3,899 % | 3,456 % | 4,230 % | 4,677 % |
| 97 | 2,344 % | 3,849 % | 3,902 % | 3,463 % | 4,229 % | 4,672 % |
| 98 | 2,353 % | 3,853 % | 3,905 % | 3,471 % | 4,229 % | 4,667 % |
| 99 | 2,361 % | 3,857 % | 3,908 % | 3,478 % | 4,229 % | 4,662 % |
| 100 | 2,370 % | 3,860 % | 3,911 % | 3,485 % | 4,229 % | 4,658 % |
| 101 | 2,378 % | 3,863 % | 3,914 % | 3,492 % | 4,228 % | 4,653 % |
| 102 | 2,386 % | 3,867 % | 3,917 % | 3,499 % | 4,228 % | 4,649 % |
| 103 | 2,394 % | 3,870 % | 3,920 % | 3,506 % | 4,228 % | 4,644 % |
| 104 | 2,402 % | 3,873 % | 3,922 % | 3,513 % | 4,228 % | 4,640 % |
| 105 | 2,409 % | 3,876 % | 3,925 % | 3,519 % | 4,227 % | 4,636 % |
| 106 | 2,417 % | 3,879 % | 3,928 % | 3,526 % | 4,227 % | 4,632 % |
| 107 | 2,424 % | 3,882 % | 3,930 % | 3,532 % | 4,227 % | 4,628 % |
| 108 | 2,431 % | 3,885 % | 3,933 % | 3,538 % | 4,227 % | 4,624 % |
| 109 | 2,438 % | 3,888 % | 3,935 % | 3,544 % | 4,226 % | 4,620 % |
| 110 | 2,445 % | 3,891 % | 3,938 % | 3,550 % | 4,226 % | 4,616 % |
| 111 | 2,452 % | 3,894 % | 3,940 % | 3,556 % | 4,226 % | 4,612 % |
| 112 | 2,458 % | 3,896 % | 3,942 % | 3,562 % | 4,226 % | 4,608 % |
| 113 | 2,465 % | 3,899 % | 3,945 % | 3,567 % | 4,225 % | 4,605 % |
| 114 | 2,471 % | 3,902 % | 3,947 % | 3,573 % | 4,225 % | 4,601 % |
| 115 | 2,478 % | 3,904 % | 3,949 % | 3,578 % | 4,225 % | 4,598 % |
| 116 | 2,484 % | 3,907 % | 3,951 % | 3,584 % | 4,225 % | 4,594 % |
| 117 | 2,490 % | 3,909 % | 3,953 % | 3,589 % | 4,225 % | 4,591 % |
| 118 | 2,496 % | 3,912 % | 3,955 % | 3,594 % | 4,224 % | 4,588 % |
| 119 | 2,502 % | 3,914 % | 3,957 % | 3,599 % | 4,224 % | 4,584 % |
| 120 | 2,508 % | 3,917 % | 3,959 % | 3,604 % | 4,224 % | 4,581 % |
| 121 | 2,513 % | 3,919 % | 3,961 % | 3,609 % | 4,224 % | 4,578 % |
| 122 | 2,519 % | 3,921 % | 3,963 % | 3,614 % | 4,224 % | 4,575 % |
| 123 | 2,524 % | 3,923 % | 3,965 % | 3,619 % | 4,223 % | 4,572 % |
| 124 | 2,530 % | 3,926 % | 3,967 % | 3,623 % | 4,223 % | 4,569 % |
| 125 | 2,535 % | 3,928 % | 3,969 % | 3,628 % | 4,223 % | 4,566 % |
| 126 | 2,541 % | 3,930 % | 3,971 % | 3,632 % | 4,223 % | 4,563 % |
| 127 | 2,546 % | 3,932 % | 3,973 % | 3,637 % | 4,223 % | 4,560 % |
| 128 | 2,551 % | 3,934 % | 3,974 % | 3,641 % | 4,222 % | 4,557 % |
| 129 | 2,556 % | 3,936 % | 3,976 % | 3,646 % | 4,222 % | 4,555 % |
| 130 | 2,561 % | 3,938 % | 3,978 % | 3,650 % | 4,222 % | 4,552 % |
| 131 | 2,566 % | 3,940 % | 3,980 % | 3,654 % | 4,222 % | 4,549 % |
| 132 | 2,570 % | 3,942 % | 3,981 % | 3,658 % | 4,222 % | 4,546 % |
| 133 | 2,575 % | 3,944 % | 3,983 % | 3,662 % | 4,222 % | 4,544 % |
| 134 | 2,580 % | 3,946 % | 3,985 % | 3,666 % | 4,221 % | 4,541 % |
| 135 | 2,584 % | 3,948 % | 3,986 % | 3,670 % | 4,221 % | 4,539 % |
| 136 | 2,589 % | 3,950 % | 3,988 % | 3,674 % | 4,221 % | 4,536 % |
| 137 | 2,593 % | 3,952 % | 3,989 % | 3,678 % | 4,221 % | 4,534 % |
| 138 | 2,598 % | 3,953 % | 3,991 % | 3,682 % | 4,221 % | 4,531 % |
| 139 | 2,602 % | 3,955 % | 3,992 % | 3,685 % | 4,221 % | 4,529 % |
| 140 | 2,606 % | 3,957 % | 3,994 % | 3,689 % | 4,220 % | 4,527 % |
| 141 | 2,610 % | 3,959 % | 3,995 % | 3,693 % | 4,220 % | 4,524 % |
| 142 | 2,615 % | 3,960 % | 3,997 % | 3,696 % | 4,220 % | 4,522 % |
| 143 | 2,619 % | 3,962 % | 3,998 % | 3,700 % | 4,220 % | 4,520 % |
| 144 | 2,623 % | 3,964 % | 3,999 % | 3,703 % | 4,220 % | 4,518 % |
| 145 | 2,627 % | 3,965 % | 4,001 % | 3,707 % | 4,220 % | 4,515 % |
| 146 | 2,631 % | 3,967 % | 4,002 % | 3,710 % | 4,220 % | 4,513 % |
| 147 | 2,634 % | 3,969 % | 4,004 % | 3,713 % | 4,220 % | 4,511 % |
| 148 | 2,638 % | 3,970 % | 4,005 % | 3,717 % | 4,219 % | 4,509 % |
| 149 | 2,642 % | 3,972 % | 4,006 % | 3,720 % | 4,219 % | 4,507 % |
| 150 | 2,646 % | 3,973 % | 4,007 % | 3,723 % | 4,219 % | 4,505 % |
| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,065 % | 5,920 % | 6,999 % | 0,406 % | 1,859 % | 7,186 % |
| 2 | 1,349 % | 6,052 % | 7,013 % | 0,527 % | 2,106 % | 7,181 % |
| 3 | 1,564 % | 6,172 % | 7,027 % | 0,629 % | 2,347 % | 7,278 % |
| 4 | 1,751 % | 6,287 % | 7,047 % | 0,715 % | 2,556 % | 7,418 % |
| 5 | 1,870 % | 6,390 % | 7,084 % | 0,789 % | 2,735 % | 7,580 % |
| 6 | 1,969 % | 6,492 % | 7,153 % | 0,865 % | 2,894 % | 7,732 % |
| 7 | 2,055 % | 6,565 % | 7,224 % | 0,921 % | 3,027 % | 7,865 % |
| 8 | 2,127 % | 6,646 % | 7,277 % | 0,982 % | 3,139 % | 7,985 % |
| 9 | 2,188 % | 6,724 % | 7,324 % | 1,041 % | 3,234 % | 8,093 % |
| 10 | 2,237 % | 6,797 % | 7,377 % | 1,099 % | 3,309 % | 8,194 % |
| 11 | 2,278 % | 6,844 % | 7,441 % | 1,171 % | 3,384 % | 8,286 % |
| 12 | 2,313 % | 6,868 % | 7,513 % | 1,253 % | 3,462 % | 8,360 % |
| 13 | 2,346 % | 6,875 % | 7,586 % | 1,340 % | 3,542 % | 8,408 % |
| 14 | 2,379 % | 6,870 % | 7,658 % | 1,430 % | 3,619 % | 8,432 % |
| 15 | 2,414 % | 6,855 % | 7,727 % | 1,520 % | 3,692 % | 8,434 % |
| 16 | 2,454 % | 6,834 % | 7,791 % | 1,608 % | 3,758 % | 8,416 % |
| 17 | 2,496 % | 6,808 % | 7,847 % | 1,694 % | 3,817 % | 8,383 % |
| 18 | 2,539 % | 6,778 % | 7,891 % | 1,777 % | 3,871 % | 8,337 % |
| 19 | 2,583 % | 6,746 % | 7,922 % | 1,857 % | 3,917 % | 8,284 % |
| 20 | 2,627 % | 6,712 % | 7,938 % | 1,934 % | 3,958 % | 8,224 % |
| 21 | 2,670 % | 6,678 % | 7,936 % | 2,007 % | 3,993 % | 8,160 % |
| 22 | 2,712 % | 6,643 % | 7,921 % | 2,077 % | 4,022 % | 8,093 % |
| 23 | 2,754 % | 6,608 % | 7,894 % | 2,144 % | 4,047 % | 8,025 % |
| 24 | 2,794 % | 6,573 % | 7,859 % | 2,208 % | 4,069 % | 7,956 % |
| 25 | 2,833 % | 6,539 % | 7,818 % | 2,269 % | 4,088 % | 7,887 % |
| 26 | 2,871 % | 6,505 % | 7,772 % | 2,327 % | 4,104 % | 7,819 % |
| 27 | 2,907 % | 6,472 % | 7,723 % | 2,383 % | 4,117 % | 7,751 % |
| 28 | 2,942 % | 6,440 % | 7,672 % | 2,435 % | 4,129 % | 7,686 % |
| 29 | 2,975 % | 6,409 % | 7,619 % | 2,486 % | 4,140 % | 7,621 % |
| 30 | 3,008 % | 6,378 % | 7,566 % | 2,534 % | 4,148 % | 7,559 % |
| 31 | 3,039 % | 6,349 % | 7,513 % | 2,579 % | 4,156 % | 7,498 % |
| 32 | 3,069 % | 6,321 % | 7,460 % | 2,623 % | 4,163 % | 7,439 % |
| 33 | 3,097 % | 6,293 % | 7,407 % | 2,665 % | 4,169 % | 7,383 % |
| 34 | 3,125 % | 6,267 % | 7,356 % | 2,704 % | 4,174 % | 7,328 % |
| 35 | 3,151 % | 6,241 % | 7,306 % | 2,742 % | 4,178 % | 7,275 % |
| 36 | 3,176 % | 6,217 % | 7,257 % | 2,779 % | 4,182 % | 7,224 % |
| 37 | 3,201 % | 6,193 % | 7,210 % | 2,814 % | 4,185 % | 7,175 % |
| 38 | 3,224 % | 6,170 % | 7,163 % | 2,847 % | 4,188 % | 7,128 % |
| 39 | 3,246 % | 6,148 % | 7,119 % | 2,879 % | 4,191 % | 7,083 % |
| 40 | 3,268 % | 6,127 % | 7,076 % | 2,909 % | 4,193 % | 7,039 % |
| 41 | 3,289 % | 6,106 % | 7,034 % | 2,939 % | 4,195 % | 6,998 % |
| 42 | 3,309 % | 6,087 % | 6,993 % | 2,967 % | 4,196 % | 6,957 % |
| 43 | 3,328 % | 6,068 % | 6,954 % | 2,994 % | 4,198 % | 6,919 % |
| 44 | 3,346 % | 6,049 % | 6,917 % | 3,020 % | 4,199 % | 6,881 % |
| 45 | 3,364 % | 6,032 % | 6,881 % | 3,045 % | 4,200 % | 6,845 % |
| 46 | 3,381 % | 6,015 % | 6,846 % | 3,069 % | 4,201 % | 6,811 % |
| 47 | 3,398 % | 5,998 % | 6,812 % | 3,092 % | 4,202 % | 6,778 % |
| 48 | 3,413 % | 5,982 % | 6,780 % | 3,114 % | 4,203 % | 6,746 % |
| 49 | 3,429 % | 5,967 % | 6,748 % | 3,135 % | 4,203 % | 6,715 % |
| 50 | 3,443 % | 5,952 % | 6,718 % | 3,156 % | 4,204 % | 6,685 % |
| 51 | 3,458 % | 5,938 % | 6,689 % | 3,176 % | 4,204 % | 6,657 % |
| 52 | 3,471 % | 5,924 % | 6,661 % | 3,195 % | 4,204 % | 6,629 % |
| 53 | 3,485 % | 5,911 % | 6,634 % | 3,213 % | 4,205 % | 6,603 % |
| 54 | 3,498 % | 5,898 % | 6,607 % | 3,231 % | 4,205 % | 6,577 % |
| 55 | 3,510 % | 5,886 % | 6,582 % | 3,248 % | 4,205 % | 6,552 % |
| 56 | 3,522 % | 5,874 % | 6,558 % | 3,265 % | 4,206 % | 6,528 % |
| 57 | 3,533 % | 5,862 % | 6,534 % | 3,281 % | 4,206 % | 6,505 % |
| 58 | 3,545 % | 5,851 % | 6,511 % | 3,296 % | 4,206 % | 6,483 % |
| 59 | 3,556 % | 5,840 % | 6,489 % | 3,311 % | 4,206 % | 6,461 % |
| 60 | 3,566 % | 5,830 % | 6,468 % | 3,326 % | 4,206 % | 6,440 % |
| 61 | 3,576 % | 5,820 % | 6,447 % | 3,340 % | 4,206 % | 6,420 % |
| 62 | 3,586 % | 5,810 % | 6,427 % | 3,354 % | 4,206 % | 6,400 % |
| 63 | 3,596 % | 5,800 % | 6,407 % | 3,367 % | 4,206 % | 6,381 % |
| 64 | 3,605 % | 5,791 % | 6,388 % | 3,380 % | 4,206 % | 6,363 % |
| 65 | 3,614 % | 5,782 % | 6,370 % | 3,392 % | 4,206 % | 6,345 % |
| 66 | 3,623 % | 5,773 % | 6,352 % | 3,404 % | 4,206 % | 6,327 % |
| 67 | 3,631 % | 5,765 % | 6,335 % | 3,416 % | 4,206 % | 6,311 % |
| 68 | 3,640 % | 5,756 % | 6,318 % | 3,428 % | 4,206 % | 6,294 % |
| 69 | 3,648 % | 5,748 % | 6,302 % | 3,439 % | 4,206 % | 6,278 % |
| 70 | 3,656 % | 5,741 % | 6,286 % | 3,449 % | 4,206 % | 6,263 % |
| 71 | 3,663 % | 5,733 % | 6,271 % | 3,460 % | 4,206 % | 6,248 % |
| 72 | 3,670 % | 5,726 % | 6,256 % | 3,470 % | 4,206 % | 6,233 % |
| 73 | 3,678 % | 5,718 % | 6,242 % | 3,480 % | 4,206 % | 6,219 % |
| 74 | 3,685 % | 5,711 % | 6,227 % | 3,490 % | 4,206 % | 6,205 % |
| 75 | 3,692 % | 5,705 % | 6,214 % | 3,499 % | 4,206 % | 6,192 % |
| 76 | 3,698 % | 5,698 % | 6,200 % | 3,508 % | 4,206 % | 6,179 % |
| 77 | 3,705 % | 5,692 % | 6,187 % | 3,517 % | 4,206 % | 6,166 % |
| 78 | 3,711 % | 5,685 % | 6,175 % | 3,526 % | 4,206 % | 6,154 % |
| 79 | 3,717 % | 5,679 % | 6,162 % | 3,534 % | 4,206 % | 6,141 % |
| 80 | 3,723 % | 5,673 % | 6,150 % | 3,543 % | 4,206 % | 6,130 % |
| 81 | 3,729 % | 5,667 % | 6,138 % | 3,551 % | 4,206 % | 6,118 % |
| 82 | 3,735 % | 5,662 % | 6,127 % | 3,559 % | 4,206 % | 6,107 % |
| 83 | 3,740 % | 5,656 % | 6,116 % | 3,566 % | 4,205 % | 6,096 % |
| 84 | 3,746 % | 5,651 % | 6,105 % | 3,574 % | 4,205 % | 6,085 % |
| 85 | 3,751 % | 5,645 % | 6,094 % | 3,581 % | 4,205 % | 6,075 % |
| 86 | 3,756 % | 5,640 % | 6,084 % | 3,588 % | 4,205 % | 6,065 % |
| 87 | 3,761 % | 5,635 % | 6,073 % | 3,595 % | 4,205 % | 6,055 % |
| 88 | 3,766 % | 5,630 % | 6,063 % | 3,602 % | 4,205 % | 6,045 % |
| 89 | 3,771 % | 5,625 % | 6,054 % | 3,609 % | 4,205 % | 6,035 % |
| 90 | 3,776 % | 5,621 % | 6,044 % | 3,615 % | 4,205 % | 6,026 % |
| 91 | 3,781 % | 5,616 % | 6,035 % | 3,622 % | 4,205 % | 6,017 % |
| 92 | 3,785 % | 5,611 % | 6,026 % | 3,628 % | 4,205 % | 6,008 % |
| 93 | 3,790 % | 5,607 % | 6,017 % | 3,634 % | 4,205 % | 5,999 % |
| 94 | 3,794 % | 5,603 % | 6,008 % | 3,640 % | 4,205 % | 5,991 % |
| 95 | 3,798 % | 5,598 % | 6,000 % | 3,646 % | 4,205 % | 5,982 % |
| 96 | 3,802 % | 5,594 % | 5,991 % | 3,652 % | 4,205 % | 5,974 % |
| 97 | 3,806 % | 5,590 % | 5,983 % | 3,658 % | 4,205 % | 5,966 % |
| 98 | 3,810 % | 5,586 % | 5,975 % | 3,663 % | 4,205 % | 5,958 % |
| 99 | 3,814 % | 5,582 % | 5,967 % | 3,668 % | 4,205 % | 5,951 % |
| 100 | 3,818 % | 5,578 % | 5,959 % | 3,674 % | 4,205 % | 5,943 % |
| 101 | 3,822 % | 5,575 % | 5,952 % | 3,679 % | 4,205 % | 5,936 % |
| 102 | 3,826 % | 5,571 % | 5,945 % | 3,684 % | 4,205 % | 5,928 % |
| 103 | 3,829 % | 5,567 % | 5,937 % | 3,689 % | 4,205 % | 5,921 % |
| 104 | 3,833 % | 5,564 % | 5,930 % | 3,694 % | 4,204 % | 5,914 % |
| 105 | 3,836 % | 5,560 % | 5,923 % | 3,699 % | 4,204 % | 5,908 % |
| 106 | 3,840 % | 5,557 % | 5,916 % | 3,703 % | 4,204 % | 5,901 % |
| 107 | 3,843 % | 5,554 % | 5,910 % | 3,708 % | 4,204 % | 5,894 % |
| 108 | 3,846 % | 5,550 % | 5,903 % | 3,713 % | 4,204 % | 5,888 % |
| 109 | 3,850 % | 5,547 % | 5,897 % | 3,717 % | 4,204 % | 5,882 % |
| 110 | 3,853 % | 5,544 % | 5,890 % | 3,721 % | 4,204 % | 5,875 % |
| 111 | 3,856 % | 5,541 % | 5,884 % | 3,726 % | 4,204 % | 5,869 % |
| 112 | 3,859 % | 5,538 % | 5,878 % | 3,730 % | 4,204 % | 5,863 % |
| 113 | 3,862 % | 5,535 % | 5,872 % | 3,734 % | 4,204 % | 5,857 % |
| 114 | 3,865 % | 5,532 % | 5,866 % | 3,738 % | 4,204 % | 5,852 % |
| 115 | 3,868 % | 5,529 % | 5,860 % | 3,742 % | 4,204 % | 5,846 % |
| 116 | 3,871 % | 5,526 % | 5,854 % | 3,746 % | 4,204 % | 5,840 % |
| 117 | 3,874 % | 5,523 % | 5,849 % | 3,750 % | 4,204 % | 5,835 % |
| 118 | 3,876 % | 5,521 % | 5,843 % | 3,754 % | 4,204 % | 5,829 % |
| 119 | 3,879 % | 5,518 % | 5,838 % | 3,758 % | 4,204 % | 5,824 % |
| 120 | 3,882 % | 5,515 % | 5,832 % | 3,761 % | 4,204 % | 5,819 % |
| 121 | 3,884 % | 5,513 % | 5,827 % | 3,765 % | 4,204 % | 5,814 % |
| 122 | 3,887 % | 5,510 % | 5,822 % | 3,768 % | 4,204 % | 5,809 % |
| 123 | 3,889 % | 5,508 % | 5,817 % | 3,772 % | 4,204 % | 5,804 % |
| 124 | 3,892 % | 5,505 % | 5,812 % | 3,775 % | 4,204 % | 5,799 % |
| 125 | 3,894 % | 5,503 % | 5,807 % | 3,779 % | 4,204 % | 5,794 % |
| 126 | 3,897 % | 5,500 % | 5,802 % | 3,782 % | 4,204 % | 5,789 % |
| 127 | 3,899 % | 5,498 % | 5,798 % | 3,785 % | 4,204 % | 5,785 % |
| 128 | 3,902 % | 5,496 % | 5,793 % | 3,789 % | 4,204 % | 5,780 % |
| 129 | 3,904 % | 5,493 % | 5,788 % | 3,792 % | 4,204 % | 5,776 % |
| 130 | 3,906 % | 5,491 % | 5,784 % | 3,795 % | 4,204 % | 5,771 % |
| 131 | 3,908 % | 5,489 % | 5,779 % | 3,798 % | 4,204 % | 5,767 % |
| 132 | 3,911 % | 5,487 % | 5,775 % | 3,801 % | 4,204 % | 5,762 % |
| 133 | 3,913 % | 5,484 % | 5,771 % | 3,804 % | 4,204 % | 5,758 % |
| 134 | 3,915 % | 5,482 % | 5,766 % | 3,807 % | 4,203 % | 5,754 % |
| 135 | 3,917 % | 5,480 % | 5,762 % | 3,810 % | 4,203 % | 5,750 % |
| 136 | 3,919 % | 5,478 % | 5,758 % | 3,813 % | 4,203 % | 5,746 % |
| 137 | 3,921 % | 5,476 % | 5,754 % | 3,816 % | 4,203 % | 5,742 % |
| 138 | 3,923 % | 5,474 % | 5,750 % | 3,818 % | 4,203 % | 5,738 % |
| 139 | 3,925 % | 5,472 % | 5,746 % | 3,821 % | 4,203 % | 5,734 % |
| 140 | 3,927 % | 5,470 % | 5,742 % | 3,824 % | 4,203 % | 5,730 % |
| 141 | 3,929 % | 5,468 % | 5,738 % | 3,826 % | 4,203 % | 5,726 % |
| 142 | 3,931 % | 5,466 % | 5,734 % | 3,829 % | 4,203 % | 5,723 % |
| 143 | 3,933 % | 5,464 % | 5,731 % | 3,832 % | 4,203 % | 5,719 % |
| 144 | 3,935 % | 5,463 % | 5,727 % | 3,834 % | 4,203 % | 5,715 % |
| 145 | 3,937 % | 5,461 % | 5,723 % | 3,837 % | 4,203 % | 5,712 % |
| 146 | 3,938 % | 5,459 % | 5,720 % | 3,839 % | 4,203 % | 5,708 % |
| 147 | 3,940 % | 5,457 % | 5,716 % | 3,842 % | 4,203 % | 5,705 % |
| 148 | 3,942 % | 5,456 % | 5,713 % | 3,844 % | 4,203 % | 5,702 % |
| 149 | 3,944 % | 5,454 % | 5,709 % | 3,847 % | 4,203 % | 5,698 % |
| 150 | 3,945 % | 5,452 % | 5,706 % | 3,849 % | 4,203 % | 5,695 % |
| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 9,110 % | 3,308 % | 3,377 % | 9,575 % | 1,113 % | 1,354 % |
| 2 | 8,828 % | 3,391 % | 3,482 % | 8,797 % | 1,390 % | 1,426 % |
| 3 | 9,038 % | 3,452 % | 3,554 % | 8,418 % | 1,609 % | 1,495 % |
| 4 | 9,198 % | 3,530 % | 3,625 % | 8,240 % | 1,787 % | 1,554 % |
| 5 | 9,286 % | 3,634 % | 3,704 % | 8,112 % | 1,927 % | 1,608 % |
| 6 | 9,335 % | 3,788 % | 3,759 % | 8,002 % | 2,047 % | 1,649 % |
| 7 | 9,344 % | 3,941 % | 3,806 % | 7,906 % | 2,154 % | 1,687 % |
| 8 | 9,351 % | 4,062 % | 3,858 % | 7,821 % | 2,250 % | 1,727 % |
| 9 | 9,363 % | 4,153 % | 3,914 % | 7,739 % | 2,333 % | 1,765 % |
| 10 | 9,372 % | 4,222 % | 3,968 % | 7,654 % | 2,400 % | 1,796 % |
| 11 | 9,353 % | 4,274 % | 4,021 % | 7,565 % | 2,453 % | 1,819 % |
| 12 | 9,308 % | 4,314 % | 4,077 % | 7,472 % | 2,496 % | 1,833 % |
| 13 | 9,244 % | 4,345 % | 4,140 % | 7,377 % | 2,532 % | 1,839 % |
| 14 | 9,167 % | 4,368 % | 4,200 % | 7,282 % | 2,563 % | 1,839 % |
| 15 | 9,082 % | 4,386 % | 4,250 % | 7,188 % | 2,589 % | 1,833 % |
| 16 | 8,990 % | 4,400 % | 4,286 % | 7,096 % | 2,609 % | 1,824 % |
| 17 | 8,895 % | 4,410 % | 4,311 % | 7,006 % | 2,626 % | 1,817 % |
| 18 | 8,797 % | 4,418 % | 4,327 % | 6,918 % | 2,643 % | 1,815 % |
| 19 | 8,700 % | 4,423 % | 4,338 % | 6,834 % | 2,662 % | 1,821 % |
| 20 | 8,602 % | 4,427 % | 4,345 % | 6,752 % | 2,684 % | 1,837 % |
| 21 | 8,506 % | 4,429 % | 4,351 % | 6,673 % | 2,710 % | 1,865 % |
| 22 | 8,412 % | 4,430 % | 4,355 % | 6,597 % | 2,738 % | 1,900 % |
| 23 | 8,319 % | 4,430 % | 4,358 % | 6,524 % | 2,768 % | 1,941 % |
| 24 | 8,230 % | 4,429 % | 4,360 % | 6,454 % | 2,799 % | 1,986 % |
| 25 | 8,143 % | 4,428 % | 4,361 % | 6,386 % | 2,831 % | 2,034 % |
| 26 | 8,059 % | 4,426 % | 4,362 % | 6,322 % | 2,862 % | 2,082 % |
| 27 | 7,978 % | 4,424 % | 4,362 % | 6,260 % | 2,894 % | 2,132 % |
| 28 | 7,900 % | 4,421 % | 4,361 % | 6,201 % | 2,925 % | 2,181 % |
| 29 | 7,825 % | 4,418 % | 4,360 % | 6,145 % | 2,956 % | 2,229 % |
| 30 | 7,753 % | 4,416 % | 4,359 % | 6,091 % | 2,986 % | 2,277 % |
| 31 | 7,683 % | 4,412 % | 4,358 % | 6,039 % | 3,016 % | 2,324 % |
| 32 | 7,617 % | 4,409 % | 4,356 % | 5,990 % | 3,044 % | 2,370 % |
| 33 | 7,553 % | 4,406 % | 4,355 % | 5,943 % | 3,072 % | 2,414 % |
| 34 | 7,492 % | 4,403 % | 4,353 % | 5,897 % | 3,099 % | 2,457 % |
| 35 | 7,433 % | 4,399 % | 4,351 % | 5,854 % | 3,125 % | 2,499 % |
| 36 | 7,377 % | 4,396 % | 4,349 % | 5,813 % | 3,150 % | 2,540 % |
| 37 | 7,323 % | 4,393 % | 4,347 % | 5,773 % | 3,174 % | 2,578 % |
| 38 | 7,272 % | 4,389 % | 4,345 % | 5,735 % | 3,197 % | 2,616 % |
| 39 | 7,222 % | 4,386 % | 4,342 % | 5,698 % | 3,220 % | 2,652 % |
| 40 | 7,175 % | 4,383 % | 4,340 % | 5,663 % | 3,241 % | 2,687 % |
| 41 | 7,129 % | 4,380 % | 4,338 % | 5,630 % | 3,262 % | 2,721 % |
| 42 | 7,086 % | 4,377 % | 4,336 % | 5,598 % | 3,283 % | 2,753 % |
| 43 | 7,044 % | 4,374 % | 4,334 % | 5,567 % | 3,302 % | 2,784 % |
| 44 | 7,003 % | 4,371 % | 4,332 % | 5,537 % | 3,321 % | 2,814 % |
| 45 | 6,965 % | 4,368 % | 4,330 % | 5,509 % | 3,339 % | 2,843 % |
| 46 | 6,927 % | 4,365 % | 4,328 % | 5,481 % | 3,357 % | 2,871 % |
| 47 | 6,892 % | 4,362 % | 4,326 % | 5,455 % | 3,373 % | 2,898 % |
| 48 | 6,857 % | 4,359 % | 4,324 % | 5,430 % | 3,390 % | 2,924 % |
| 49 | 6,824 % | 4,356 % | 4,322 % | 5,405 % | 3,405 % | 2,949 % |
| 50 | 6,792 % | 4,354 % | 4,320 % | 5,382 % | 3,421 % | 2,973 % |
| 51 | 6,761 % | 4,351 % | 4,318 % | 5,359 % | 3,435 % | 2,996 % |
| 52 | 6,732 % | 4,349 % | 4,316 % | 5,337 % | 3,449 % | 3,019 % |
| 53 | 6,703 % | 4,346 % | 4,314 % | 5,316 % | 3,463 % | 3,040 % |
| 54 | 6,675 % | 4,344 % | 4,312 % | 5,296 % | 3,476 % | 3,061 % |
| 55 | 6,649 % | 4,342 % | 4,310 % | 5,276 % | 3,489 % | 3,081 % |
| 56 | 6,623 % | 4,339 % | 4,309 % | 5,257 % | 3,501 % | 3,101 % |
| 57 | 6,598 % | 4,337 % | 4,307 % | 5,239 % | 3,513 % | 3,120 % |
| 58 | 6,574 % | 4,335 % | 4,305 % | 5,221 % | 3,525 % | 3,138 % |
| 59 | 6,551 % | 4,333 % | 4,304 % | 5,204 % | 3,536 % | 3,156 % |
| 60 | 6,529 % | 4,331 % | 4,302 % | 5,187 % | 3,547 % | 3,173 % |
| 61 | 6,507 % | 4,329 % | 4,301 % | 5,171 % | 3,557 % | 3,190 % |
| 62 | 6,486 % | 4,327 % | 4,299 % | 5,155 % | 3,568 % | 3,206 % |
| 63 | 6,465 % | 4,325 % | 4,298 % | 5,140 % | 3,577 % | 3,221 % |
| 64 | 6,446 % | 4,323 % | 4,297 % | 5,126 % | 3,587 % | 3,236 % |
| 65 | 6,426 % | 4,321 % | 4,295 % | 5,111 % | 3,596 % | 3,251 % |
| 66 | 6,408 % | 4,320 % | 4,294 % | 5,098 % | 3,605 % | 3,265 % |
| 67 | 6,390 % | 4,318 % | 4,292 % | 5,084 % | 3,614 % | 3,279 % |
| 68 | 6,372 % | 4,316 % | 4,291 % | 5,071 % | 3,623 % | 3,293 % |
| 69 | 6,355 % | 4,315 % | 4,290 % | 5,059 % | 3,631 % | 3,306 % |
| 70 | 6,339 % | 4,313 % | 4,289 % | 5,046 % | 3,639 % | 3,318 % |
| 71 | 6,323 % | 4,312 % | 4,288 % | 5,034 % | 3,647 % | 3,331 % |
| 72 | 6,307 % | 4,310 % | 4,286 % | 5,023 % | 3,654 % | 3,343 % |
| 73 | 6,292 % | 4,309 % | 4,285 % | 5,012 % | 3,662 % | 3,354 % |
| 74 | 6,277 % | 4,307 % | 4,284 % | 5,001 % | 3,669 % | 3,366 % |
| 75 | 6,262 % | 4,306 % | 4,283 % | 4,990 % | 3,676 % | 3,377 % |
| 76 | 6,248 % | 4,305 % | 4,282 % | 4,979 % | 3,683 % | 3,387 % |
| 77 | 6,235 % | 4,303 % | 4,281 % | 4,969 % | 3,690 % | 3,398 % |
| 78 | 6,221 % | 4,302 % | 4,280 % | 4,959 % | 3,696 % | 3,408 % |
| 79 | 6,208 % | 4,301 % | 4,279 % | 4,950 % | 3,703 % | 3,418 % |
| 80 | 6,196 % | 4,299 % | 4,278 % | 4,940 % | 3,709 % | 3,428 % |
| 81 | 6,183 % | 4,298 % | 4,277 % | 4,931 % | 3,715 % | 3,437 % |
| 82 | 6,171 % | 4,297 % | 4,276 % | 4,922 % | 3,721 % | 3,447 % |
| 83 | 6,160 % | 4,296 % | 4,275 % | 4,914 % | 3,726 % | 3,456 % |
| 84 | 6,148 % | 4,295 % | 4,274 % | 4,905 % | 3,732 % | 3,464 % |
| 85 | 6,137 % | 4,294 % | 4,274 % | 4,897 % | 3,737 % | 3,473 % |
| 86 | 6,126 % | 4,293 % | 4,273 % | 4,889 % | 3,743 % | 3,481 % |
| 87 | 6,115 % | 4,292 % | 4,272 % | 4,881 % | 3,748 % | 3,490 % |
| 88 | 6,105 % | 4,290 % | 4,271 % | 4,873 % | 3,753 % | 3,498 % |
| 89 | 6,095 % | 4,289 % | 4,270 % | 4,865 % | 3,758 % | 3,506 % |
| 90 | 6,085 % | 4,288 % | 4,270 % | 4,858 % | 3,763 % | 3,513 % |
| 91 | 6,075 % | 4,288 % | 4,269 % | 4,851 % | 3,768 % | 3,521 % |
| 92 | 6,065 % | 4,287 % | 4,268 % | 4,844 % | 3,773 % | 3,528 % |
| 93 | 6,056 % | 4,286 % | 4,267 % | 4,837 % | 3,777 % | 3,535 % |
| 94 | 6,047 % | 4,285 % | 4,267 % | 4,830 % | 3,782 % | 3,542 % |
| 95 | 6,038 % | 4,284 % | 4,266 % | 4,823 % | 3,786 % | 3,549 % |
| 96 | 6,029 % | 4,283 % | 4,265 % | 4,817 % | 3,790 % | 3,556 % |
| 97 | 6,021 % | 4,282 % | 4,265 % | 4,810 % | 3,795 % | 3,563 % |
| 98 | 6,012 % | 4,281 % | 4,264 % | 4,804 % | 3,799 % | 3,569 % |
| 99 | 6,004 % | 4,280 % | 4,263 % | 4,798 % | 3,803 % | 3,576 % |
| 100 | 5,996 % | 4,280 % | 4,263 % | 4,792 % | 3,807 % | 3,582 % |
| 101 | 5,988 % | 4,279 % | 4,262 % | 4,786 % | 3,811 % | 3,588 % |
| 102 | 5,980 % | 4,278 % | 4,261 % | 4,780 % | 3,814 % | 3,594 % |
| 103 | 5,973 % | 4,277 % | 4,261 % | 4,775 % | 3,818 % | 3,600 % |
| 104 | 5,965 % | 4,277 % | 4,260 % | 4,769 % | 3,822 % | 3,605 % |
| 105 | 5,958 % | 4,276 % | 4,260 % | 4,764 % | 3,825 % | 3,611 % |
| 106 | 5,951 % | 4,275 % | 4,259 % | 4,758 % | 3,829 % | 3,617 % |
| 107 | 5,944 % | 4,275 % | 4,259 % | 4,753 % | 3,832 % | 3,622 % |
| 108 | 5,937 % | 4,274 % | 4,258 % | 4,748 % | 3,836 % | 3,627 % |
| 109 | 5,930 % | 4,273 % | 4,257 % | 4,743 % | 3,839 % | 3,633 % |
| 110 | 5,923 % | 4,272 % | 4,257 % | 4,738 % | 3,842 % | 3,638 % |
| 111 | 5,917 % | 4,272 % | 4,256 % | 4,733 % | 3,846 % | 3,643 % |
| 112 | 5,910 % | 4,271 % | 4,256 % | 4,728 % | 3,849 % | 3,648 % |
| 113 | 5,904 % | 4,271 % | 4,255 % | 4,724 % | 3,852 % | 3,653 % |
| 114 | 5,898 % | 4,270 % | 4,255 % | 4,719 % | 3,855 % | 3,657 % |
| 115 | 5,892 % | 4,269 % | 4,254 % | 4,715 % | 3,858 % | 3,662 % |
| 116 | 5,886 % | 4,269 % | 4,254 % | 4,710 % | 3,861 % | 3,667 % |
| 117 | 5,880 % | 4,268 % | 4,254 % | 4,706 % | 3,864 % | 3,671 % |
| 118 | 5,874 % | 4,268 % | 4,253 % | 4,701 % | 3,867 % | 3,676 % |
| 119 | 5,868 % | 4,267 % | 4,253 % | 4,697 % | 3,869 % | 3,680 % |
| 120 | 5,863 % | 4,266 % | 4,252 % | 4,693 % | 3,872 % | 3,685 % |
| 121 | 5,857 % | 4,266 % | 4,252 % | 4,689 % | 3,875 % | 3,689 % |
| 122 | 5,852 % | 4,265 % | 4,251 % | 4,685 % | 3,878 % | 3,693 % |
| 123 | 5,847 % | 4,265 % | 4,251 % | 4,681 % | 3,880 % | 3,697 % |
| 124 | 5,841 % | 4,264 % | 4,251 % | 4,677 % | 3,883 % | 3,701 % |
| 125 | 5,836 % | 4,264 % | 4,250 % | 4,673 % | 3,885 % | 3,705 % |
| 126 | 5,831 % | 4,263 % | 4,250 % | 4,670 % | 3,888 % | 3,709 % |
| 127 | 5,826 % | 4,263 % | 4,249 % | 4,666 % | 3,890 % | 3,713 % |
| 128 | 5,821 % | 4,262 % | 4,249 % | 4,662 % | 3,893 % | 3,717 % |
| 129 | 5,817 % | 4,262 % | 4,249 % | 4,659 % | 3,895 % | 3,720 % |
| 130 | 5,812 % | 4,261 % | 4,248 % | 4,655 % | 3,897 % | 3,724 % |
| 131 | 5,807 % | 4,261 % | 4,248 % | 4,652 % | 3,900 % | 3,728 % |
| 132 | 5,802 % | 4,260 % | 4,247 % | 4,648 % | 3,902 % | 3,731 % |
| 133 | 5,798 % | 4,260 % | 4,247 % | 4,645 % | 3,904 % | 3,735 % |
| 134 | 5,793 % | 4,260 % | 4,247 % | 4,641 % | 3,906 % | 3,738 % |
| 135 | 5,789 % | 4,259 % | 4,246 % | 4,638 % | 3,909 % | 3,742 % |
| 136 | 5,785 % | 4,259 % | 4,246 % | 4,635 % | 3,911 % | 3,745 % |
| 137 | 5,780 % | 4,258 % | 4,246 % | 4,632 % | 3,913 % | 3,748 % |
| 138 | 5,776 % | 4,258 % | 4,245 % | 4,629 % | 3,915 % | 3,752 % |
| 139 | 5,772 % | 4,257 % | 4,245 % | 4,626 % | 3,917 % | 3,755 % |
| 140 | 5,768 % | 4,257 % | 4,245 % | 4,623 % | 3,919 % | 3,758 % |
| 141 | 5,764 % | 4,257 % | 4,244 % | 4,620 % | 3,921 % | 3,761 % |
| 142 | 5,760 % | 4,256 % | 4,244 % | 4,617 % | 3,923 % | 3,764 % |
| 143 | 5,756 % | 4,256 % | 4,244 % | 4,614 % | 3,925 % | 3,767 % |
| 144 | 5,752 % | 4,255 % | 4,244 % | 4,611 % | 3,927 % | 3,770 % |
| 145 | 5,748 % | 4,255 % | 4,243 % | 4,608 % | 3,929 % | 3,773 % |
| 146 | 5,745 % | 4,255 % | 4,243 % | 4,605 % | 3,930 % | 3,776 % |
| 147 | 5,741 % | 4,254 % | 4,243 % | 4,602 % | 3,932 % | 3,779 % |
| 148 | 5,737 % | 4,254 % | 4,242 % | 4,600 % | 3,934 % | 3,782 % |
| 149 | 5,734 % | 4,254 % | 4,242 % | 4,597 % | 3,936 % | 3,785 % |
| 150 | 5,730 % | 4,253 % | 4,242 % | 4,594 % | 3,938 % | 3,787 % |
| Term to maturity (in years) | Turkish lira | US dollar | Yen | |||
| --- | --- | --- | --- | |||
| 1 | 12,240 % | 1,228 % | – 0,055 % | |||
| 2 | 11,933 % | 1,465 % | – 0,047 % | |||
| 3 | 11,714 % | 1,659 % | – 0,036 % | |||
| 4 | 11,605 % | 1,801 % | – 0,018 % | |||
| 5 | 11,498 % | 1,912 % | 0,006 % | |||
| 6 | 11,299 % | 2,006 % | 0,033 % | |||
| 7 | 11,078 % | 2,085 % | 0,061 % | |||
| 8 | 10,888 % | 2,152 % | 0,094 % | |||
| 9 | 10,722 % | 2,211 % | 0,129 % | |||
| 10 | 10,564 % | 2,264 % | 0,166 % | |||
| 11 | 10,404 % | 2,311 % | 0,207 % | |||
| 12 | 10,244 % | 2,353 % | 0,251 % | |||
| 13 | 10,086 % | 2,388 % | 0,299 % | |||
| 14 | 9,929 % | 2,416 % | 0,347 % | |||
| 15 | 9,776 % | 2,440 % | 0,395 % | |||
| 16 | 9,627 % | 2,461 % | 0,441 % | |||
| 17 | 9,482 % | 2,479 % | 0,485 % | |||
| 18 | 9,342 % | 2,495 % | 0,526 % | |||
| 19 | 9,207 % | 2,508 % | 0,563 % | |||
| 20 | 9,078 % | 2,519 % | 0,597 % | |||
| 21 | 8,953 % | 2,526 % | 0,627 % | |||
| 22 | 8,833 % | 2,531 % | 0,653 % | |||
| 23 | 8,718 % | 2,535 % | 0,674 % | |||
| 24 | 8,608 % | 2,538 % | 0,691 % | |||
| 25 | 8,503 % | 2,539 % | 0,704 % | |||
| 26 | 8,403 % | 2,540 % | 0,712 % | |||
| 27 | 8,307 % | 2,541 % | 0,718 % | |||
| 28 | 8,215 % | 2,541 % | 0,727 % | |||
| 29 | 8,128 % | 2,541 % | 0,739 % | |||
| 30 | 8,044 % | 2,541 % | 0,757 % | |||
| 31 | 7,964 % | 2,541 % | 0,781 % | |||
| 32 | 7,888 % | 2,541 % | 0,811 % | |||
| 33 | 7,815 % | 2,540 % | 0,845 % | |||
| 34 | 7,746 % | 2,539 % | 0,881 % | |||
| 35 | 7,679 % | 2,537 % | 0,919 % | |||
| 36 | 7,616 % | 2,534 % | 0,959 % | |||
| 37 | 7,555 % | 2,530 % | 0,999 % | |||
| 38 | 7,497 % | 2,525 % | 1,040 % | |||
| 39 | 7,442 % | 2,518 % | 1,080 % | |||
| 40 | 7,388 % | 2,509 % | 1,120 % | |||
| 41 | 7,337 % | 2,499 % | 1,160 % | |||
| 42 | 7,288 % | 2,489 % | 1,199 % | |||
| 43 | 7,242 % | 2,479 % | 1,237 % | |||
| 44 | 7,197 % | 2,469 % | 1,275 % | |||
| 45 | 7,153 % | 2,462 % | 1,312 % | |||
| 46 | 7,112 % | 2,456 % | 1,347 % | |||
| 47 | 7,072 % | 2,453 % | 1,382 % | |||
| 48 | 7,034 % | 2,453 % | 1,416 % | |||
| 49 | 6,997 % | 2,455 % | 1,449 % | |||
| 50 | 6,962 % | 2,461 % | 1,481 % | |||
| 51 | 6,927 % | 2,470 % | 1,512 % | |||
| 52 | 6,895 % | 2,481 % | 1,542 % | |||
| 53 | 6,863 % | 2,495 % | 1,572 % | |||
| 54 | 6,832 % | 2,510 % | 1,600 % | |||
| 55 | 6,803 % | 2,527 % | 1,628 % | |||
| 56 | 6,774 % | 2,544 % | 1,654 % | |||
| 57 | 6,747 % | 2,563 % | 1,680 % | |||
| 58 | 6,720 % | 2,582 % | 1,705 % | |||
| 59 | 6,694 % | 2,601 % | 1,730 % | |||
| 60 | 6,670 % | 2,621 % | 1,753 % | |||
| 61 | 6,645 % | 2,641 % | 1,776 % | |||
| 62 | 6,622 % | 2,661 % | 1,799 % | |||
| 63 | 6,599 % | 2,680 % | 1,820 % | |||
| 64 | 6,578 % | 2,700 % | 1,841 % | |||
| 65 | 6,556 % | 2,720 % | 1,862 % | |||
| 66 | 6,536 % | 2,739 % | 1,882 % | |||
| 67 | 6,516 % | 2,758 % | 1,901 % | |||
| 68 | 6,496 % | 2,777 % | 1,920 % | |||
| 69 | 6,478 % | 2,795 % | 1,938 % | |||
| 70 | 6,459 % | 2,813 % | 1,956 % | |||
| 71 | 6,441 % | 2,831 % | 1,973 % | |||
| 72 | 6,424 % | 2,849 % | 1,990 % | |||
| 73 | 6,407 % | 2,866 % | 2,006 % | |||
| 74 | 6,391 % | 2,883 % | 2,022 % | |||
| 75 | 6,375 % | 2,900 % | 2,038 % | |||
| 76 | 6,359 % | 2,916 % | 2,053 % | |||
| 77 | 6,344 % | 2,932 % | 2,068 % | |||
| 78 | 6,330 % | 2,947 % | 2,082 % | |||
| 79 | 6,315 % | 2,963 % | 2,096 % | |||
| 80 | 6,301 % | 2,978 % | 2,110 % | |||
| 81 | 6,288 % | 2,992 % | 2,123 % | |||
| 82 | 6,274 % | 3,006 % | 2,136 % | |||
| 83 | 6,261 % | 3,020 % | 2,149 % | |||
| 84 | 6,249 % | 3,034 % | 2,161 % | |||
| 85 | 6,236 % | 3,048 % | 2,174 % | |||
| 86 | 6,224 % | 3,061 % | 2,185 % | |||
| 87 | 6,212 % | 3,073 % | 2,197 % | |||
| 88 | 6,201 % | 3,086 % | 2,208 % | |||
| 89 | 6,189 % | 3,098 % | 2,219 % | |||
| 90 | 6,178 % | 3,110 % | 2,230 % | |||
| 91 | 6,168 % | 3,122 % | 2,241 % | |||
| 92 | 6,157 % | 3,134 % | 2,251 % | |||
| 93 | 6,147 % | 3,145 % | 2,261 % | |||
| 94 | 6,137 % | 3,156 % | 2,271 % | |||
| 95 | 6,127 % | 3,167 % | 2,281 % | |||
| 96 | 6,117 % | 3,178 % | 2,291 % | |||
| 97 | 6,107 % | 3,188 % | 2,300 % | |||
| 98 | 6,098 % | 3,198 % | 2,309 % | |||
| 99 | 6,089 % | 3,208 % | 2,318 % | |||
| 100 | 6,080 % | 3,218 % | 2,327 % | |||
| 101 | 6,071 % | 3,228 % | 2,335 % | |||
| 102 | 6,063 % | 3,237 % | 2,344 % | |||
| 103 | 6,054 % | 3,247 % | 2,352 % | |||
| 104 | 6,046 % | 3,256 % | 2,360 % | |||
| 105 | 6,038 % | 3,265 % | 2,368 % | |||
| 106 | 6,030 % | 3,273 % | 2,376 % | |||
| 107 | 6,022 % | 3,282 % | 2,384 % | |||
| 108 | 6,015 % | 3,291 % | 2,391 % | |||
| 109 | 6,007 % | 3,299 % | 2,399 % | |||
| 110 | 6,000 % | 3,307 % | 2,406 % | |||
| 111 | 5,993 % | 3,315 % | 2,413 % | |||
| 112 | 5,985 % | 3,323 % | 2,420 % | |||
| 113 | 5,978 % | 3,331 % | 2,427 % | |||
| 114 | 5,972 % | 3,338 % | 2,434 % | |||
| 115 | 5,965 % | 3,346 % | 2,440 % | |||
| 116 | 5,958 % | 3,353 % | 2,447 % | |||
| 117 | 5,952 % | 3,360 % | 2,453 % | |||
| 118 | 5,945 % | 3,367 % | 2,459 % | |||
| 119 | 5,939 % | 3,374 % | 2,466 % | |||
| 120 | 5,933 % | 3,381 % | 2,472 % | |||
| 121 | 5,927 % | 3,388 % | 2,478 % | |||
| 122 | 5,921 % | 3,394 % | 2,484 % | |||
| 123 | 5,915 % | 3,401 % | 2,489 % | |||
| 124 | 5,909 % | 3,407 % | 2,495 % | |||
| 125 | 5,904 % | 3,414 % | 2,501 % | |||
| 126 | 5,898 % | 3,420 % | 2,506 % | |||
| 127 | 5,892 % | 3,426 % | 2,512 % | |||
| 128 | 5,887 % | 3,432 % | 2,517 % | |||
| 129 | 5,882 % | 3,438 % | 2,522 % | |||
| 130 | 5,876 % | 3,444 % | 2,528 % | |||
| 131 | 5,871 % | 3,450 % | 2,533 % | |||
| 132 | 5,866 % | 3,455 % | 2,538 % | |||
| 133 | 5,861 % | 3,461 % | 2,543 % | |||
| 134 | 5,856 % | 3,466 % | 2,548 % | |||
| 135 | 5,851 % | 3,472 % | 2,552 % | |||
| 136 | 5,846 % | 3,477 % | 2,557 % | |||
| 137 | 5,842 % | 3,482 % | 2,562 % | |||
| 138 | 5,837 % | 3,487 % | 2,566 % | |||
| 139 | 5,832 % | 3,493 % | 2,571 % | |||
| 140 | 5,828 % | 3,498 % | 2,575 % | |||
| 141 | 5,823 % | 3,503 % | 2,580 % | |||
| 142 | 5,819 % | 3,507 % | 2,584 % | |||
| 143 | 5,815 % | 3,512 % | 2,589 % | |||
| 144 | 5,810 % | 3,517 % | 2,593 % | |||
| 145 | 5,806 % | 3,522 % | 2,597 % | |||
| 146 | 5,802 % | 3,526 % | 2,601 % | |||
| 147 | 5,798 % | 3,531 % | 2,605 % | |||
| 148 | 5,794 % | 3,535 % | 2,609 % | |||
| 149 | 5,790 % | 3,540 % | 2,613 % | |||
| 150 | 5,786 % | 3,544 % | 2,617 % |
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 | 1 | 27 | 2 |
| 2 | 0 | 0 | 42 | 5 | 2 | 45 | 1 |
| 3 | 0 | 2 | 48 | 5 | 3 | 51 | 1 |
| 4 | 0 | 3 | 51 | 5 | 5 | 52 | 0 |
| 5 | 1 | 5 | 56 | 5 | 7 | 54 | 0 |
| 6 | 2 | 6 | 58 | 5 | 8 | 56 | 0 |
| 7 | 3 | 6 | 62 | 5 | 11 | 57 | 0 |
| 8 | 3 | 7 | 63 | 5 | 13 | 56 | 0 |
| 9 | 4 | 8 | 65 | 5 | 14 | 53 | 0 |
| 10 | 4 | 9 | 67 | 5 | 15 | 52 | 1 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 429 | 4 | 18 |
| 2 | 0 | 0 | 0 | 0 | 261 | 4 | 25 |
| 3 | 2 | 0 | 0 | 0 | 230 | 4 | 28 |
| 4 | 3 | 0 | 0 | 0 | 198 | 4 | 29 |
| 5 | 5 | 0 | 0 | 0 | 180 | 4 | 30 |
| 6 | 6 | 0 | 0 | 0 | 177 | 4 | 32 |
| 7 | 6 | 0 | 0 | 0 | 173 | 4 | 32 |
| 8 | 7 | 1 | 2 | 0 | 178 | 2 | 33 |
| 9 | 8 | 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 | 18 | 0 | 27 |
| 2 | 14 | 12 | 13 | 0 | 25 | 0 | 45 |
| 3 | 18 | 16 | 16 | 0 | 28 | 0 | 51 |
| 4 | 20 | 18 | 18 | 0 | 29 | 0 | 52 |
| 5 | 22 | 20 | 20 | 0 | 30 | 0 | 54 |
| 6 | 23 | 21 | 22 | 0 | 32 | 0 | 56 |
| 7 | 24 | 23 | 23 | 0 | 32 | 0 | 57 |
| 8 | 26 | 24 | 24 | 2 | 33 | 0 | 56 |
| 9 | 27 | 25 | 25 | 3 | 34 | 1 | 53 |
| 10 | 29 | 26 | 26 | 3 | 34 | 1 | 52 |
| Duration (in years) | Rumania | Slovakia | Slovenia | Spain | Sweden | United Kingdom | Liechtenstein |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 14 | 21 | 6 | 0 | 0 | 0 |
| 2 | 18 | 18 | 24 | 13 | 0 | 0 | 0 |
| 3 | 21 | 21 | 29 | 16 | 0 | 0 | 0 |
| 4 | 22 | 22 | 34 | 18 | 0 | 0 | 0 |
| 5 | 24 | 23 | 37 | 20 | 0 | 0 | 0 |
| 6 | 25 | 25 | 41 | 22 | 0 | 0 | 0 |
| 7 | 27 | 26 | 42 | 23 | 0 | 0 | 0 |
| 8 | 29 | 27 | 43 | 24 | 0 | 0 | 0 |
| 9 | 30 | 27 | 44 | 25 | 0 | 0 | 0 |
| 10 | 28 | 27 | 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 | 19 |
| 3 | 0 | 0 | 12 | 0 | 18 | 1 | 30 |
| 4 | 0 | 0 | 12 | 0 | 17 | 2 | 39 |
| 5 | 0 | 0 | 12 | 0 | 16 | 2 | 41 |
| 6 | 0 | 0 | 12 | 0 | 15 | 3 | 44 |
| 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 | 0 |
| 5 | 0 | 9 | 0 | 0 | 10 | 0 | 2 |
| 6 | 0 | 9 | 0 | 0 | 10 | 0 | 6 |
| 7 | 0 | 9 | 0 | 0 | 10 | 0 | 8 |
| 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 | 7 | 12 | 0 | 4 | 0 | |
| 4 | 0 | 6 | 14 | 0 | 4 | 0 | |
| 5 | 0 | 4 | 15 | 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 | 8 | 16 | 0 | 4 | 0 | |
| 10 | 0 | 9 | 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 | 128 | 243 | 588 | 1 211 |
| 2 | 6 | 21 | 48 | 128 | 243 | 588 | 993 |
| 3 | 7 | 24 | 49 | 120 | 239 | 585 | 821 |
| 4 | 8 | 26 | 51 | 122 | 238 | 583 | 687 |
| 5 | 10 | 29 | 57 | 125 | 238 | 583 | 583 |
| 6 | 11 | 31 | 60 | 129 | 238 | 583 | 583 |
| 7 | 12 | 34 | 62 | 131 | 238 | 583 | 583 |
| 8 | 12 | 34 | 61 | 130 | 238 | 583 | 583 |
| 9 | 12 | 35 | 61 | 128 | 238 | 583 | 583 |
| 10 | 13 | 36 | 61 | 128 | 238 | 583 | 583 |
| 11 | 13 | 37 | 62 | 128 | 238 | 583 | 583 |
| 12 | 14 | 38 | 62 | 128 | 238 | 583 | 583 |
| 13 | 14 | 39 | 62 | 128 | 238 | 583 | 583 |
| 14 | 14 | 39 | 62 | 128 | 238 | 583 | 583 |
| 15 | 14 | 39 | 62 | 128 | 238 | 583 | 583 |
| 16 | 14 | 39 | 62 | 128 | 238 | 583 | 583 |
| 17 | 14 | 39 | 62 | 128 | 238 | 583 | 583 |
| 18 | 14 | 39 | 62 | 128 | 238 | 583 | 583 |
| 19 | 14 | 39 | 62 | 128 | 238 | 583 | 583 |
| 20 | 14 | 39 | 62 | 128 | 238 | 583 | 583 |
| 21 | 15 | 39 | 62 | 128 | 238 | 583 | 583 |
| 22 | 15 | 39 | 62 | 128 | 238 | 583 | 583 |
| 23 | 16 | 39 | 62 | 128 | 238 | 583 | 583 |
| 24 | 17 | 39 | 62 | 128 | 238 | 583 | 583 |
| 25 | 17 | 39 | 62 | 128 | 238 | 583 | 583 |
| 26 | 18 | 39 | 62 | 128 | 238 | 583 | 583 |
| 27 | 19 | 39 | 62 | 128 | 238 | 583 | 583 |
| 28 | 20 | 39 | 62 | 128 | 238 | 583 | 583 |
| 29 | 20 | 39 | 62 | 128 | 238 | 583 | 583 |
| 30 | 20 | 39 | 62 | 128 | 238 | 583 | 583 |
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 | 52 | 133 | 247 | 593 | 1 221 |
| 2 | 12 | 28 | 54 | 135 | 249 | 595 | 1 001 |
| 3 | 14 | 30 | 55 | 127 | 246 | 591 | 828 |
| 4 | 15 | 33 | 58 | 129 | 245 | 590 | 693 |
| 5 | 16 | 35 | 63 | 131 | 244 | 590 | 590 |
| 6 | 17 | 37 | 66 | 135 | 244 | 589 | 589 |
| 7 | 18 | 39 | 67 | 137 | 243 | 589 | 589 |
| 8 | 17 | 39 | 66 | 134 | 242 | 588 | 588 |
| 9 | 17 | 40 | 66 | 133 | 242 | 588 | 588 |
| 10 | 17 | 41 | 66 | 132 | 242 | 588 | 588 |
| 11 | 17 | 41 | 65 | 132 | 241 | 587 | 587 |
| 12 | 17 | 41 | 65 | 131 | 241 | 587 | 587 |
| 13 | 17 | 41 | 64 | 131 | 240 | 586 | 586 |
| 14 | 17 | 41 | 64 | 130 | 240 | 585 | 585 |
| 15 | 16 | 41 | 63 | 130 | 239 | 585 | 585 |
| 16 | 15 | 40 | 63 | 129 | 238 | 584 | 584 |
| 17 | 15 | 40 | 62 | 129 | 238 | 584 | 584 |
| 18 | 15 | 40 | 62 | 129 | 238 | 584 | 584 |
| 19 | 15 | 40 | 62 | 129 | 238 | 584 | 584 |
| 20 | 15 | 40 | 63 | 129 | 239 | 584 | 584 |
| 21 | 16 | 40 | 63 | 129 | 239 | 585 | 585 |
| 22 | 16 | 41 | 63 | 130 | 239 | 585 | 585 |
| 23 | 17 | 41 | 63 | 130 | 239 | 585 | 585 |
| 24 | 17 | 41 | 63 | 130 | 239 | 585 | 585 |
| 25 | 17 | 41 | 63 | 130 | 239 | 585 | 585 |
| 26 | 18 | 41 | 63 | 130 | 239 | 585 | 585 |
| 27 | 19 | 41 | 64 | 130 | 239 | 585 | 585 |
| 28 | 20 | 41 | 63 | 130 | 239 | 585 | 585 |
| 29 | 20 | 41 | 63 | 130 | 239 | 585 | 585 |
| 30 | 20 | 41 | 63 | 130 | 239 | 585 | 585 |
2.3. Danish krone
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