LegalizeCommission Implementing Regulation (EU) 2017/1421 of 2 August 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 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.
| 5.8.2017 | EN | Official Journal of the European Union | L 204/7 |
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 6 July 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2017 market data. That information was published on 6 July 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 30 June until 29 September 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 30 June 2017.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 2 August 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 | – 0,335 | 0,337 | – 0,344 | 0,093 | – 0,549 | 0,287 |
| 2 | – 0,225 | 0,581 | – 0,235 | 0,489 | – 0,335 | 0,855 |
| 3 | – 0,098 | 0,696 | – 0,108 | 0,623 | – 0,105 | 1,419 |
| 4 | 0,037 | 0,792 | 0,027 | 1,135 | 0,122 | 1,889 |
| 5 | 0,172 | 0,879 | 0,162 | 1,551 | 0,336 | 2,164 |
| 6 | 0,312 | 0,958 | 0,302 | 1,984 | 0,536 | 2,333 |
| 7 | 0,446 | 1,014 | 0,436 | 2,359 | 0,719 | 2,465 |
| 8 | 0,577 | 1,074 | 0,567 | 2,638 | 0,887 | 2,596 |
| 9 | 0,702 | 1,133 | 0,692 | 2,856 | 1,035 | 2,733 |
| 10 | 0,817 | 1,188 | 0,807 | 3,030 | 1,165 | 2,852 |
| 11 | 0,919 | 1,227 | 0,909 | 3,196 | 1,326 | 2,950 |
| 12 | 1,011 | 1,262 | 1,001 | 3,355 | 1,501 | 3,034 |
| 13 | 1,095 | 1,303 | 1,084 | 3,503 | 1,672 | 3,106 |
| 14 | 1,167 | 1,351 | 1,156 | 3,635 | 1,832 | 3,169 |
| 15 | 1,224 | 1,407 | 1,213 | 3,750 | 1,977 | 3,224 |
| 16 | 1,265 | 1,470 | 1,255 | 3,844 | 2,108 | 3,274 |
| 17 | 1,299 | 1,538 | 1,288 | 3,922 | 2,227 | 3,318 |
| 18 | 1,331 | 1,609 | 1,320 | 3,986 | 2,333 | 3,358 |
| 19 | 1,365 | 1,681 | 1,355 | 4,039 | 2,430 | 3,394 |
| 20 | 1,407 | 1,753 | 1,396 | 4,083 | 2,517 | 3,427 |
| 21 | 1,456 | 1,824 | 1,445 | 4,120 | 2,596 | 3,457 |
| 22 | 1,511 | 1,893 | 1,501 | 4,150 | 2,668 | 3,485 |
| 23 | 1,570 | 1,960 | 1,560 | 4,175 | 2,734 | 3,511 |
| 24 | 1,631 | 2,025 | 1,621 | 4,196 | 2,795 | 3,535 |
| 25 | 1,693 | 2,088 | 1,683 | 4,214 | 2,851 | 3,558 |
| 26 | 1,755 | 2,149 | 1,746 | 4,229 | 2,902 | 3,579 |
| 27 | 1,816 | 2,207 | 1,807 | 4,241 | 2,950 | 3,598 |
| 28 | 1,877 | 2,263 | 1,868 | 4,251 | 2,994 | 3,617 |
| 29 | 1,936 | 2,317 | 1,928 | 4,259 | 3,036 | 3,634 |
| 30 | 1,994 | 2,368 | 1,986 | 4,266 | 3,074 | 3,651 |
| 31 | 2,050 | 2,417 | 2,042 | 4,271 | 3,110 | 3,666 |
| 32 | 2,104 | 2,464 | 2,097 | 4,275 | 3,144 | 3,681 |
| 33 | 2,157 | 2,510 | 2,149 | 4,279 | 3,176 | 3,694 |
| 34 | 2,208 | 2,553 | 2,200 | 4,282 | 3,206 | 3,708 |
| 35 | 2,256 | 2,594 | 2,249 | 4,284 | 3,234 | 3,720 |
| 36 | 2,303 | 2,634 | 2,296 | 4,285 | 3,261 | 3,732 |
| 37 | 2,349 | 2,672 | 2,342 | 4,286 | 3,286 | 3,743 |
| 38 | 2,392 | 2,709 | 2,385 | 4,287 | 3,310 | 3,754 |
| 39 | 2,434 | 2,744 | 2,428 | 4,287 | 3,333 | 3,765 |
| 40 | 2,474 | 2,777 | 2,468 | 4,288 | 3,354 | 3,774 |
| 41 | 2,513 | 2,809 | 2,507 | 4,287 | 3,375 | 3,784 |
| 42 | 2,550 | 2,840 | 2,544 | 4,287 | 3,395 | 3,793 |
| 43 | 2,586 | 2,870 | 2,580 | 4,287 | 3,413 | 3,802 |
| 44 | 2,621 | 2,899 | 2,615 | 4,286 | 3,431 | 3,810 |
| 45 | 2,654 | 2,926 | 2,648 | 4,285 | 3,448 | 3,818 |
| 46 | 2,686 | 2,952 | 2,680 | 4,285 | 3,464 | 3,826 |
| 47 | 2,717 | 2,978 | 2,711 | 4,284 | 3,480 | 3,833 |
| 48 | 2,746 | 3,002 | 2,741 | 4,283 | 3,495 | 3,840 |
| 49 | 2,775 | 3,026 | 2,770 | 4,282 | 3,509 | 3,847 |
| 50 | 2,802 | 3,048 | 2,797 | 4,281 | 3,523 | 3,854 |
| 51 | 2,829 | 3,070 | 2,824 | 4,280 | 3,536 | 3,860 |
| 52 | 2,855 | 3,091 | 2,850 | 4,279 | 3,549 | 3,866 |
| 53 | 2,879 | 3,112 | 2,874 | 4,278 | 3,561 | 3,872 |
| 54 | 2,903 | 3,131 | 2,898 | 4,277 | 3,573 | 3,878 |
| 55 | 2,926 | 3,150 | 2,922 | 4,276 | 3,584 | 3,884 |
| 56 | 2,949 | 3,169 | 2,944 | 4,274 | 3,595 | 3,889 |
| 57 | 2,970 | 3,186 | 2,966 | 4,273 | 3,606 | 3,894 |
| 58 | 2,991 | 3,204 | 2,986 | 4,272 | 3,616 | 3,899 |
| 59 | 3,011 | 3,220 | 3,007 | 4,271 | 3,626 | 3,904 |
| 60 | 3,031 | 3,236 | 3,026 | 4,270 | 3,636 | 3,909 |
| 61 | 3,049 | 3,252 | 3,045 | 4,269 | 3,645 | 3,914 |
| 62 | 3,068 | 3,267 | 3,064 | 4,268 | 3,654 | 3,918 |
| 63 | 3,086 | 3,282 | 3,081 | 4,267 | 3,662 | 3,922 |
| 64 | 3,103 | 3,296 | 3,099 | 4,267 | 3,671 | 3,927 |
| 65 | 3,119 | 3,309 | 3,115 | 4,266 | 3,679 | 3,931 |
| 66 | 3,136 | 3,323 | 3,132 | 4,265 | 3,687 | 3,935 |
| 67 | 3,151 | 3,336 | 3,148 | 4,264 | 3,694 | 3,939 |
| 68 | 3,167 | 3,348 | 3,163 | 4,263 | 3,702 | 3,942 |
| 69 | 3,182 | 3,361 | 3,178 | 4,262 | 3,709 | 3,946 |
| 70 | 3,196 | 3,373 | 3,192 | 4,261 | 3,716 | 3,949 |
| 71 | 3,210 | 3,384 | 3,206 | 4,260 | 3,723 | 3,953 |
| 72 | 3,224 | 3,395 | 3,220 | 4,260 | 3,729 | 3,956 |
| 73 | 3,237 | 3,406 | 3,233 | 4,259 | 3,736 | 3,960 |
| 74 | 3,250 | 3,417 | 3,246 | 4,258 | 3,742 | 3,963 |
| 75 | 3,262 | 3,427 | 3,259 | 4,257 | 3,748 | 3,966 |
| 76 | 3,275 | 3,437 | 3,271 | 4,257 | 3,754 | 3,969 |
| 77 | 3,287 | 3,447 | 3,283 | 4,256 | 3,760 | 3,972 |
| 78 | 3,298 | 3,457 | 3,295 | 4,255 | 3,766 | 3,975 |
| 79 | 3,310 | 3,466 | 3,306 | 4,255 | 3,771 | 3,978 |
| 80 | 3,321 | 3,475 | 3,318 | 4,254 | 3,776 | 3,980 |
| 81 | 3,332 | 3,484 | 3,328 | 4,253 | 3,782 | 3,983 |
| 82 | 3,342 | 3,493 | 3,339 | 4,253 | 3,787 | 3,986 |
| 83 | 3,352 | 3,501 | 3,349 | 4,252 | 3,792 | 3,988 |
| 84 | 3,362 | 3,510 | 3,359 | 4,251 | 3,797 | 3,991 |
| 85 | 3,372 | 3,518 | 3,369 | 4,251 | 3,801 | 3,993 |
| 86 | 3,382 | 3,526 | 3,379 | 4,250 | 3,806 | 3,995 |
| 87 | 3,391 | 3,533 | 3,388 | 4,250 | 3,810 | 3,998 |
| 88 | 3,400 | 3,541 | 3,397 | 4,249 | 3,815 | 4,000 |
| 89 | 3,409 | 3,548 | 3,406 | 4,248 | 3,819 | 4,002 |
| 90 | 3,418 | 3,556 | 3,415 | 4,248 | 3,823 | 4,004 |
| 91 | 3,427 | 3,563 | 3,424 | 4,247 | 3,827 | 4,007 |
| 92 | 3,435 | 3,569 | 3,432 | 4,247 | 3,832 | 4,009 |
| 93 | 3,443 | 3,576 | 3,440 | 4,246 | 3,835 | 4,011 |
| 94 | 3,451 | 3,583 | 3,448 | 4,246 | 3,839 | 4,013 |
| 95 | 3,459 | 3,589 | 3,456 | 4,245 | 3,843 | 4,015 |
| 96 | 3,467 | 3,596 | 3,464 | 4,245 | 3,847 | 4,017 |
| 97 | 3,474 | 3,602 | 3,472 | 4,245 | 3,850 | 4,018 |
| 98 | 3,482 | 3,608 | 3,479 | 4,244 | 3,854 | 4,020 |
| 99 | 3,489 | 3,614 | 3,486 | 4,244 | 3,858 | 4,022 |
| 100 | 3,496 | 3,620 | 3,493 | 4,243 | 3,861 | 4,024 |
| 101 | 3,503 | 3,626 | 3,500 | 4,243 | 3,864 | 4,026 |
| 102 | 3,510 | 3,631 | 3,507 | 4,242 | 3,868 | 4,027 |
| 103 | 3,516 | 3,637 | 3,514 | 4,242 | 3,871 | 4,029 |
| 104 | 3,523 | 3,642 | 3,520 | 4,242 | 3,874 | 4,031 |
| 105 | 3,529 | 3,647 | 3,527 | 4,241 | 3,877 | 4,032 |
| 106 | 3,536 | 3,653 | 3,533 | 4,241 | 3,880 | 4,034 |
| 107 | 3,542 | 3,658 | 3,539 | 4,240 | 3,883 | 4,035 |
| 108 | 3,548 | 3,663 | 3,546 | 4,240 | 3,886 | 4,037 |
| 109 | 3,554 | 3,668 | 3,552 | 4,240 | 3,889 | 4,038 |
| 110 | 3,560 | 3,672 | 3,557 | 4,239 | 3,892 | 4,040 |
| 111 | 3,566 | 3,677 | 3,563 | 4,239 | 3,895 | 4,041 |
| 112 | 3,571 | 3,682 | 3,569 | 4,239 | 3,897 | 4,043 |
| 113 | 3,577 | 3,686 | 3,574 | 4,238 | 3,900 | 4,044 |
| 114 | 3,582 | 3,691 | 3,580 | 4,238 | 3,903 | 4,045 |
| 115 | 3,588 | 3,695 | 3,585 | 4,238 | 3,905 | 4,047 |
| 116 | 3,593 | 3,700 | 3,591 | 4,237 | 3,908 | 4,048 |
| 117 | 3,598 | 3,704 | 3,596 | 4,237 | 3,910 | 4,049 |
| 118 | 3,603 | 3,708 | 3,601 | 4,237 | 3,913 | 4,051 |
| 119 | 3,608 | 3,712 | 3,606 | 4,236 | 3,915 | 4,052 |
| 120 | 3,613 | 3,716 | 3,611 | 4,236 | 3,917 | 4,053 |
| 121 | 3,618 | 3,720 | 3,616 | 4,236 | 3,920 | 4,054 |
| 122 | 3,623 | 3,724 | 3,620 | 4,235 | 3,922 | 4,056 |
| 123 | 3,627 | 3,728 | 3,625 | 4,235 | 3,924 | 4,057 |
| 124 | 3,632 | 3,732 | 3,630 | 4,235 | 3,926 | 4,058 |
| 125 | 3,636 | 3,736 | 3,634 | 4,235 | 3,929 | 4,059 |
| 126 | 3,641 | 3,739 | 3,639 | 4,234 | 3,931 | 4,060 |
| 127 | 3,645 | 3,743 | 3,643 | 4,234 | 3,933 | 4,061 |
| 128 | 3,650 | 3,746 | 3,648 | 4,234 | 3,935 | 4,062 |
| 129 | 3,654 | 3,750 | 3,652 | 4,233 | 3,937 | 4,063 |
| 130 | 3,658 | 3,753 | 3,656 | 4,233 | 3,939 | 4,064 |
| 131 | 3,662 | 3,757 | 3,660 | 4,233 | 3,941 | 4,065 |
| 132 | 3,666 | 3,760 | 3,664 | 4,233 | 3,943 | 4,066 |
| 133 | 3,670 | 3,763 | 3,668 | 4,232 | 3,945 | 4,067 |
| 134 | 3,674 | 3,767 | 3,672 | 4,232 | 3,947 | 4,068 |
| 135 | 3,678 | 3,770 | 3,676 | 4,232 | 3,949 | 4,069 |
| 136 | 3,682 | 3,773 | 3,680 | 4,232 | 3,951 | 4,070 |
| 137 | 3,686 | 3,776 | 3,684 | 4,232 | 3,952 | 4,071 |
| 138 | 3,689 | 3,779 | 3,687 | 4,231 | 3,954 | 4,072 |
| 139 | 3,693 | 3,782 | 3,691 | 4,231 | 3,956 | 4,073 |
| 140 | 3,697 | 3,785 | 3,695 | 4,231 | 3,958 | 4,074 |
| 141 | 3,700 | 3,788 | 3,698 | 4,231 | 3,959 | 4,075 |
| 142 | 3,704 | 3,791 | 3,702 | 4,230 | 3,961 | 4,076 |
| 143 | 3,707 | 3,794 | 3,705 | 4,230 | 3,963 | 4,077 |
| 144 | 3,711 | 3,797 | 3,709 | 4,230 | 3,964 | 4,078 |
| 145 | 3,714 | 3,799 | 3,712 | 4,230 | 3,966 | 4,078 |
| 146 | 3,717 | 3,802 | 3,715 | 4,230 | 3,968 | 4,079 |
| 147 | 3,721 | 3,805 | 3,719 | 4,229 | 3,969 | 4,080 |
| 148 | 3,724 | 3,808 | 3,722 | 4,229 | 3,971 | 4,081 |
| 149 | 3,727 | 3,810 | 3,725 | 4,229 | 3,972 | 4,082 |
| 150 | 3,730 | 3,813 | 3,728 | 4,229 | 3,974 | 4,082 |
| Term to maturity (in years) | Lev (%) | Pound sterling (%) | Romanian leu (%) | Zloty (%) | Króna (%) | Norwegian krone (%) |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,385 | 0,394 | 0,852 | 1,460 | 4,483 | 0,820 |
| 2 | – 0,275 | 0,534 | 1,406 | 1,759 | 4,530 | 1,026 |
| 3 | – 0,148 | 0,643 | 1,885 | 2,047 | 4,580 | 1,152 |
| 4 | – 0,013 | 0,745 | 2,308 | 2,339 | 4,568 | 1,279 |
| 5 | 0,122 | 0,839 | 2,689 | 2,580 | 4,538 | 1,408 |
| 6 | 0,262 | 0,927 | 3,027 | 2,738 | 4,520 | 1,526 |
| 7 | 0,395 | 1,006 | 3,314 | 2,891 | 4,522 | 1,636 |
| 8 | 0,526 | 1,078 | 3,553 | 3,021 | 4,530 | 1,735 |
| 9 | 0,651 | 1,145 | 3,769 | 3,095 | 4,535 | 1,820 |
| 10 | 0,766 | 1,210 | 3,965 | 3,209 | 4,537 | 1,889 |
| 11 | 0,868 | 1,267 | 4,121 | 3,317 | 4,536 | 1,959 |
| 12 | 0,960 | 1,318 | 4,241 | 3,406 | 4,534 | 2,030 |
| 13 | 1,043 | 1,354 | 4,333 | 3,480 | 4,530 | 2,102 |
| 14 | 1,115 | 1,390 | 4,404 | 3,543 | 4,526 | 2,172 |
| 15 | 1,172 | 1,427 | 4,459 | 3,597 | 4,521 | 2,241 |
| 16 | 1,213 | 1,437 | 4,502 | 3,644 | 4,515 | 2,307 |
| 17 | 1,246 | 1,455 | 4,534 | 3,685 | 4,510 | 2,371 |
| 18 | 1,278 | 1,470 | 4,559 | 3,721 | 4,504 | 2,432 |
| 19 | 1,313 | 1,480 | 4,577 | 3,753 | 4,498 | 2,490 |
| 20 | 1,354 | 1,501 | 4,590 | 3,781 | 4,492 | 2,546 |
| 21 | 1,404 | 1,513 | 4,599 | 3,806 | 4,486 | 2,600 |
| 22 | 1,460 | 1,514 | 4,605 | 3,829 | 4,480 | 2,650 |
| 23 | 1,520 | 1,510 | 4,608 | 3,849 | 4,474 | 2,699 |
| 24 | 1,582 | 1,504 | 4,609 | 3,867 | 4,468 | 2,745 |
| 25 | 1,645 | 1,498 | 4,609 | 3,884 | 4,462 | 2,789 |
| 26 | 1,709 | 1,493 | 4,607 | 3,899 | 4,457 | 2,830 |
| 27 | 1,772 | 1,490 | 4,603 | 3,913 | 4,451 | 2,870 |
| 28 | 1,833 | 1,486 | 4,599 | 3,926 | 4,446 | 2,908 |
| 29 | 1,894 | 1,481 | 4,595 | 3,938 | 4,441 | 2,945 |
| 30 | 1,953 | 1,473 | 4,589 | 3,949 | 4,436 | 2,979 |
| 31 | 2,010 | 1,464 | 4,584 | 3,959 | 4,431 | 3,012 |
| 32 | 2,065 | 1,453 | 4,578 | 3,968 | 4,426 | 3,044 |
| 33 | 2,119 | 1,442 | 4,572 | 3,977 | 4,421 | 3,074 |
| 34 | 2,170 | 1,431 | 4,565 | 3,985 | 4,417 | 3,103 |
| 35 | 2,220 | 1,420 | 4,559 | 3,993 | 4,412 | 3,130 |
| 36 | 2,268 | 1,410 | 4,553 | 4,000 | 4,408 | 3,157 |
| 37 | 2,314 | 1,401 | 4,546 | 4,006 | 4,404 | 3,182 |
| 38 | 2,359 | 1,392 | 4,540 | 4,012 | 4,400 | 3,206 |
| 39 | 2,401 | 1,382 | 4,534 | 4,018 | 4,396 | 3,229 |
| 40 | 2,442 | 1,372 | 4,527 | 4,023 | 4,392 | 3,251 |
| 41 | 2,482 | 1,361 | 4,521 | 4,029 | 4,388 | 3,273 |
| 42 | 2,520 | 1,349 | 4,515 | 4,033 | 4,385 | 3,293 |
| 43 | 2,556 | 1,337 | 4,509 | 4,038 | 4,381 | 3,313 |
| 44 | 2,591 | 1,325 | 4,504 | 4,042 | 4,378 | 3,332 |
| 45 | 2,625 | 1,313 | 4,498 | 4,046 | 4,375 | 3,350 |
| 46 | 2,658 | 1,302 | 4,493 | 4,050 | 4,372 | 3,367 |
| 47 | 2,689 | 1,293 | 4,487 | 4,054 | 4,369 | 3,384 |
| 48 | 2,719 | 1,288 | 4,482 | 4,057 | 4,366 | 3,400 |
| 49 | 2,749 | 1,288 | 4,477 | 4,061 | 4,363 | 3,416 |
| 50 | 2,777 | 1,295 | 4,472 | 4,064 | 4,360 | 3,431 |
| 51 | 2,804 | 1,307 | 4,467 | 4,067 | 4,357 | 3,445 |
| 52 | 2,830 | 1,326 | 4,463 | 4,070 | 4,354 | 3,459 |
| 53 | 2,855 | 1,348 | 4,458 | 4,073 | 4,352 | 3,473 |
| 54 | 2,879 | 1,374 | 4,454 | 4,075 | 4,349 | 3,486 |
| 55 | 2,903 | 1,403 | 4,449 | 4,078 | 4,347 | 3,499 |
| 56 | 2,925 | 1,433 | 4,445 | 4,080 | 4,345 | 3,511 |
| 57 | 2,947 | 1,465 | 4,441 | 4,083 | 4,342 | 3,523 |
| 58 | 2,969 | 1,498 | 4,437 | 4,085 | 4,340 | 3,534 |
| 59 | 2,989 | 1,531 | 4,433 | 4,087 | 4,338 | 3,545 |
| 60 | 3,009 | 1,565 | 4,430 | 4,089 | 4,336 | 3,556 |
| 61 | 3,028 | 1,599 | 4,426 | 4,091 | 4,334 | 3,566 |
| 62 | 3,047 | 1,633 | 4,423 | 4,093 | 4,332 | 3,576 |
| 63 | 3,065 | 1,667 | 4,419 | 4,095 | 4,330 | 3,586 |
| 64 | 3,082 | 1,701 | 4,416 | 4,097 | 4,328 | 3,595 |
| 65 | 3,100 | 1,734 | 4,413 | 4,098 | 4,326 | 3,605 |
| 66 | 3,116 | 1,767 | 4,409 | 4,100 | 4,324 | 3,613 |
| 67 | 3,132 | 1,800 | 4,406 | 4,101 | 4,322 | 3,622 |
| 68 | 3,148 | 1,831 | 4,403 | 4,103 | 4,321 | 3,631 |
| 69 | 3,163 | 1,863 | 4,401 | 4,105 | 4,319 | 3,639 |
| 70 | 3,177 | 1,894 | 4,398 | 4,106 | 4,317 | 3,647 |
| 71 | 3,192 | 1,924 | 4,395 | 4,107 | 4,316 | 3,654 |
| 72 | 3,206 | 1,953 | 4,392 | 4,109 | 4,314 | 3,662 |
| 73 | 3,219 | 1,982 | 4,390 | 4,110 | 4,313 | 3,669 |
| 74 | 3,232 | 2,011 | 4,387 | 4,111 | 4,311 | 3,676 |
| 75 | 3,245 | 2,039 | 4,385 | 4,113 | 4,310 | 3,683 |
| 76 | 3,258 | 2,066 | 4,382 | 4,114 | 4,308 | 3,690 |
| 77 | 3,270 | 2,093 | 4,380 | 4,115 | 4,307 | 3,697 |
| 78 | 3,282 | 2,119 | 4,378 | 4,116 | 4,306 | 3,703 |
| 79 | 3,293 | 2,144 | 4,375 | 4,117 | 4,304 | 3,709 |
| 80 | 3,305 | 2,169 | 4,373 | 4,118 | 4,303 | 3,715 |
| 81 | 3,316 | 2,193 | 4,371 | 4,119 | 4,302 | 3,721 |
| 82 | 3,326 | 2,217 | 4,369 | 4,120 | 4,301 | 3,727 |
| 83 | 3,337 | 2,241 | 4,367 | 4,121 | 4,300 | 3,733 |
| 84 | 3,347 | 2,263 | 4,365 | 4,122 | 4,298 | 3,738 |
| 85 | 3,357 | 2,286 | 4,363 | 4,123 | 4,297 | 3,744 |
| 86 | 3,367 | 2,308 | 4,361 | 4,124 | 4,296 | 3,749 |
| 87 | 3,376 | 2,329 | 4,359 | 4,125 | 4,295 | 3,754 |
| 88 | 3,386 | 2,350 | 4,358 | 4,126 | 4,294 | 3,759 |
| 89 | 3,395 | 2,370 | 4,356 | 4,127 | 4,293 | 3,764 |
| 90 | 3,404 | 2,390 | 4,354 | 4,128 | 4,292 | 3,769 |
| 91 | 3,412 | 2,410 | 4,352 | 4,128 | 4,291 | 3,774 |
| 92 | 3,421 | 2,429 | 4,351 | 4,129 | 4,290 | 3,778 |
| 93 | 3,429 | 2,448 | 4,349 | 4,130 | 4,289 | 3,783 |
| 94 | 3,437 | 2,466 | 4,348 | 4,131 | 4,288 | 3,787 |
| 95 | 3,445 | 2,484 | 4,346 | 4,131 | 4,287 | 3,792 |
| 96 | 3,453 | 2,502 | 4,345 | 4,132 | 4,286 | 3,796 |
| 97 | 3,461 | 2,519 | 4,343 | 4,133 | 4,285 | 3,800 |
| 98 | 3,468 | 2,536 | 4,342 | 4,134 | 4,284 | 3,804 |
| 99 | 3,476 | 2,553 | 4,340 | 4,134 | 4,284 | 3,808 |
| 100 | 3,483 | 2,569 | 4,339 | 4,135 | 4,283 | 3,812 |
| 101 | 3,490 | 2,585 | 4,337 | 4,136 | 4,282 | 3,816 |
| 102 | 3,497 | 2,601 | 4,336 | 4,136 | 4,281 | 3,820 |
| 103 | 3,504 | 2,616 | 4,335 | 4,137 | 4,280 | 3,823 |
| 104 | 3,510 | 2,631 | 4,333 | 4,137 | 4,280 | 3,827 |
| 105 | 3,517 | 2,646 | 4,332 | 4,138 | 4,279 | 3,830 |
| 106 | 3,523 | 2,661 | 4,331 | 4,139 | 4,278 | 3,834 |
| 107 | 3,530 | 2,675 | 4,330 | 4,139 | 4,277 | 3,837 |
| 108 | 3,536 | 2,689 | 4,328 | 4,140 | 4,277 | 3,841 |
| 109 | 3,542 | 2,703 | 4,327 | 4,140 | 4,276 | 3,844 |
| 110 | 3,548 | 2,716 | 4,326 | 4,141 | 4,275 | 3,847 |
| 111 | 3,554 | 2,730 | 4,325 | 4,141 | 4,275 | 3,850 |
| 112 | 3,560 | 2,743 | 4,324 | 4,142 | 4,274 | 3,853 |
| 113 | 3,565 | 2,755 | 4,323 | 4,143 | 4,273 | 3,857 |
| 114 | 3,571 | 2,768 | 4,322 | 4,143 | 4,273 | 3,860 |
| 115 | 3,576 | 2,780 | 4,321 | 4,144 | 4,272 | 3,862 |
| 116 | 3,582 | 2,793 | 4,320 | 4,144 | 4,271 | 3,865 |
| 117 | 3,587 | 2,805 | 4,319 | 4,144 | 4,271 | 3,868 |
| 118 | 3,592 | 2,816 | 4,318 | 4,145 | 4,270 | 3,871 |
| 119 | 3,597 | 2,828 | 4,317 | 4,145 | 4,270 | 3,874 |
| 120 | 3,602 | 2,839 | 4,316 | 4,146 | 4,269 | 3,877 |
| 121 | 3,607 | 2,850 | 4,315 | 4,146 | 4,268 | 3,879 |
| 122 | 3,612 | 2,861 | 4,314 | 4,147 | 4,268 | 3,882 |
| 123 | 3,617 | 2,872 | 4,313 | 4,147 | 4,267 | 3,884 |
| 124 | 3,621 | 2,883 | 4,312 | 4,148 | 4,267 | 3,887 |
| 125 | 3,626 | 2,893 | 4,311 | 4,148 | 4,266 | 3,889 |
| 126 | 3,630 | 2,904 | 4,310 | 4,148 | 4,266 | 3,892 |
| 127 | 3,635 | 2,914 | 4,309 | 4,149 | 4,265 | 3,894 |
| 128 | 3,639 | 2,924 | 4,308 | 4,149 | 4,265 | 3,897 |
| 129 | 3,644 | 2,934 | 4,308 | 4,150 | 4,264 | 3,899 |
| 130 | 3,648 | 2,943 | 4,307 | 4,150 | 4,264 | 3,901 |
| 131 | 3,652 | 2,953 | 4,306 | 4,150 | 4,263 | 3,904 |
| 132 | 3,656 | 2,962 | 4,305 | 4,151 | 4,263 | 3,906 |
| 133 | 3,660 | 2,971 | 4,304 | 4,151 | 4,262 | 3,908 |
| 134 | 3,664 | 2,980 | 4,304 | 4,152 | 4,262 | 3,910 |
| 135 | 3,668 | 2,989 | 4,303 | 4,152 | 4,261 | 3,912 |
| 136 | 3,672 | 2,998 | 4,302 | 4,152 | 4,261 | 3,915 |
| 137 | 3,676 | 3,007 | 4,301 | 4,153 | 4,260 | 3,917 |
| 138 | 3,680 | 3,016 | 4,301 | 4,153 | 4,260 | 3,919 |
| 139 | 3,684 | 3,024 | 4,300 | 4,153 | 4,260 | 3,921 |
| 140 | 3,687 | 3,032 | 4,299 | 4,154 | 4,259 | 3,923 |
| 141 | 3,691 | 3,041 | 4,298 | 4,154 | 4,259 | 3,925 |
| 142 | 3,695 | 3,049 | 4,298 | 4,154 | 4,258 | 3,927 |
| 143 | 3,698 | 3,057 | 4,297 | 4,155 | 4,258 | 3,928 |
| 144 | 3,702 | 3,065 | 4,296 | 4,155 | 4,258 | 3,930 |
| 145 | 3,705 | 3,073 | 4,296 | 4,155 | 4,257 | 3,932 |
| 146 | 3,708 | 3,080 | 4,295 | 4,156 | 4,257 | 3,934 |
| 147 | 3,712 | 3,088 | 4,294 | 4,156 | 4,256 | 3,936 |
| 148 | 3,715 | 3,095 | 4,294 | 4,156 | 4,256 | 3,938 |
| 149 | 3,718 | 3,103 | 4,293 | 4,156 | 4,256 | 3,939 |
| 150 | 3,721 | 3,110 | 4,292 | 4,157 | 4,255 | 3,941 |
| Term to maturity (in years) | Swiss franc (%) | Australian dollar (%) | Baht (%) | Canadian dollar (%) | Chilean peso (%) | Colombian peso (%) |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,735 | 1,724 | 1,350 | 1,067 | 2,223 | 4,303 |
| 2 | – 0,643 | 1,881 | 1,461 | 1,220 | 2,510 | 4,722 |
| 3 | – 0,546 | 2,041 | 1,599 | 1,349 | 2,769 | 5,055 |
| 4 | – 0,439 | 2,179 | 1,759 | 1,459 | 3,033 | 5,289 |
| 5 | – 0,327 | 2,303 | 1,900 | 1,554 | 3,269 | 5,442 |
| 6 | – 0,221 | 2,416 | 2,014 | 1,625 | 3,497 | 5,582 |
| 7 | – 0,116 | 2,511 | 2,111 | 1,695 | 3,687 | 5,683 |
| 8 | – 0,018 | 2,594 | 2,197 | 1,765 | 3,823 | 5,859 |
| 9 | 0,072 | 2,670 | 2,272 | 1,842 | 3,918 | 6,002 |
| 10 | 0,152 | 2,742 | 2,337 | 1,908 | 3,989 | 6,130 |
| 11 | 0,203 | 2,808 | 2,393 | 1,982 | 4,043 | 6,221 |
| 12 | 0,270 | 2,867 | 2,442 | 2,058 | 4,087 | 6,274 |
| 13 | 0,311 | 2,920 | 2,485 | 2,128 | 4,122 | 6,301 |
| 14 | 0,370 | 2,967 | 2,525 | 2,189 | 4,150 | 6,308 |
| 15 | 0,394 | 3,006 | 2,566 | 2,243 | 4,173 | 6,300 |
| 16 | 0,420 | 3,038 | 2,608 | 2,288 | 4,192 | 6,281 |
| 17 | 0,453 | 3,065 | 2,651 | 2,324 | 4,207 | 6,254 |
| 18 | 0,487 | 3,089 | 2,693 | 2,349 | 4,220 | 6,220 |
| 19 | 0,516 | 3,110 | 2,736 | 2,362 | 4,231 | 6,183 |
| 20 | 0,537 | 3,130 | 2,778 | 2,362 | 4,239 | 6,142 |
| 21 | 0,550 | 3,150 | 2,818 | 2,349 | 4,247 | 6,100 |
| 22 | 0,558 | 3,167 | 2,858 | 2,329 | 4,253 | 6,056 |
| 23 | 0,566 | 3,182 | 2,896 | 2,305 | 4,257 | 6,012 |
| 24 | 0,579 | 3,193 | 2,933 | 2,282 | 4,261 | 5,968 |
| 25 | 0,600 | 3,200 | 2,969 | 2,260 | 4,265 | 5,924 |
| 26 | 0,629 | 3,204 | 3,003 | 2,242 | 4,267 | 5,881 |
| 27 | 0,665 | 3,204 | 3,036 | 2,230 | 4,269 | 5,838 |
| 28 | 0,706 | 3,205 | 3,068 | 2,223 | 4,271 | 5,797 |
| 29 | 0,750 | 3,206 | 3,098 | 2,222 | 4,272 | 5,756 |
| 30 | 0,797 | 3,209 | 3,127 | 2,228 | 4,273 | 5,717 |
| 31 | 0,844 | 3,215 | 3,155 | 2,241 | 4,274 | 5,679 |
| 32 | 0,893 | 3,223 | 3,182 | 2,259 | 4,274 | 5,642 |
| 33 | 0,941 | 3,233 | 3,208 | 2,282 | 4,274 | 5,606 |
| 34 | 0,989 | 3,245 | 3,233 | 2,307 | 4,274 | 5,571 |
| 35 | 1,037 | 3,257 | 3,256 | 2,335 | 4,274 | 5,538 |
| 36 | 1,083 | 3,271 | 3,279 | 2,364 | 4,274 | 5,506 |
| 37 | 1,129 | 3,285 | 3,301 | 2,395 | 4,273 | 5,475 |
| 38 | 1,174 | 3,299 | 3,322 | 2,426 | 4,273 | 5,445 |
| 39 | 1,217 | 3,314 | 3,342 | 2,457 | 4,272 | 5,417 |
| 40 | 1,260 | 3,329 | 3,361 | 2,489 | 4,272 | 5,389 |
| 41 | 1,301 | 3,344 | 3,380 | 2,520 | 4,271 | 5,363 |
| 42 | 1,341 | 3,359 | 3,398 | 2,551 | 4,270 | 5,337 |
| 43 | 1,379 | 3,373 | 3,415 | 2,582 | 4,270 | 5,312 |
| 44 | 1,417 | 3,388 | 3,432 | 2,612 | 4,269 | 5,289 |
| 45 | 1,453 | 3,402 | 3,448 | 2,641 | 4,268 | 5,266 |
| 46 | 1,488 | 3,416 | 3,463 | 2,670 | 4,267 | 5,244 |
| 47 | 1,521 | 3,430 | 3,478 | 2,698 | 4,266 | 5,223 |
| 48 | 1,554 | 3,443 | 3,492 | 2,726 | 4,266 | 5,202 |
| 49 | 1,586 | 3,456 | 3,506 | 2,753 | 4,265 | 5,182 |
| 50 | 1,616 | 3,469 | 3,519 | 2,779 | 4,264 | 5,163 |
| 51 | 1,646 | 3,482 | 3,532 | 2,804 | 4,263 | 5,145 |
| 52 | 1,674 | 3,494 | 3,544 | 2,829 | 4,262 | 5,127 |
| 53 | 1,702 | 3,506 | 3,556 | 2,853 | 4,261 | 5,110 |
| 54 | 1,729 | 3,518 | 3,567 | 2,876 | 4,261 | 5,094 |
| 55 | 1,755 | 3,529 | 3,579 | 2,899 | 4,260 | 5,078 |
| 56 | 1,780 | 3,540 | 3,589 | 2,921 | 4,259 | 5,062 |
| 57 | 1,804 | 3,551 | 3,600 | 2,942 | 4,258 | 5,048 |
| 58 | 1,827 | 3,561 | 3,610 | 2,963 | 4,257 | 5,033 |
| 59 | 1,850 | 3,572 | 3,620 | 2,983 | 4,257 | 5,019 |
| 60 | 1,872 | 3,582 | 3,629 | 3,002 | 4,256 | 5,006 |
| 61 | 1,893 | 3,591 | 3,638 | 3,021 | 4,255 | 4,993 |
| 62 | 1,914 | 3,601 | 3,647 | 3,040 | 4,254 | 4,980 |
| 63 | 1,934 | 3,610 | 3,656 | 3,058 | 4,254 | 4,968 |
| 64 | 1,954 | 3,619 | 3,664 | 3,075 | 4,253 | 4,956 |
| 65 | 1,972 | 3,627 | 3,672 | 3,092 | 4,252 | 4,944 |
| 66 | 1,991 | 3,636 | 3,680 | 3,108 | 4,252 | 4,933 |
| 67 | 2,009 | 3,644 | 3,688 | 3,124 | 4,251 | 4,922 |
| 68 | 2,026 | 3,652 | 3,695 | 3,140 | 4,250 | 4,911 |
| 69 | 2,043 | 3,659 | 3,703 | 3,155 | 4,250 | 4,901 |
| 70 | 2,059 | 3,667 | 3,710 | 3,170 | 4,249 | 4,891 |
| 71 | 2,075 | 3,674 | 3,716 | 3,184 | 4,248 | 4,881 |
| 72 | 2,090 | 3,681 | 3,723 | 3,198 | 4,248 | 4,872 |
| 73 | 2,106 | 3,688 | 3,730 | 3,211 | 4,247 | 4,863 |
| 74 | 2,120 | 3,695 | 3,736 | 3,225 | 4,247 | 4,854 |
| 75 | 2,135 | 3,702 | 3,742 | 3,238 | 4,246 | 4,845 |
| 76 | 2,148 | 3,708 | 3,748 | 3,250 | 4,245 | 4,836 |
| 77 | 2,162 | 3,715 | 3,754 | 3,262 | 4,245 | 4,828 |
| 78 | 2,175 | 3,721 | 3,759 | 3,274 | 4,244 | 4,820 |
| 79 | 2,188 | 3,727 | 3,765 | 3,286 | 4,244 | 4,812 |
| 80 | 2,201 | 3,733 | 3,770 | 3,297 | 4,243 | 4,805 |
| 81 | 2,213 | 3,738 | 3,776 | 3,308 | 4,243 | 4,797 |
| 82 | 2,225 | 3,744 | 3,781 | 3,319 | 4,242 | 4,790 |
| 83 | 2,237 | 3,749 | 3,786 | 3,330 | 4,242 | 4,783 |
| 84 | 2,248 | 3,755 | 3,791 | 3,340 | 4,241 | 4,776 |
| 85 | 2,259 | 3,760 | 3,796 | 3,350 | 4,241 | 4,769 |
| 86 | 2,270 | 3,765 | 3,800 | 3,360 | 4,240 | 4,762 |
| 87 | 2,281 | 3,770 | 3,805 | 3,369 | 4,240 | 4,756 |
| 88 | 2,291 | 3,775 | 3,809 | 3,379 | 4,239 | 4,750 |
| 89 | 2,301 | 3,780 | 3,814 | 3,388 | 4,239 | 4,743 |
| 90 | 2,311 | 3,784 | 3,818 | 3,397 | 4,239 | 4,737 |
| 91 | 2,321 | 3,789 | 3,822 | 3,406 | 4,238 | 4,731 |
| 92 | 2,330 | 3,793 | 3,826 | 3,414 | 4,238 | 4,726 |
| 93 | 2,340 | 3,798 | 3,830 | 3,423 | 4,237 | 4,720 |
| 94 | 2,349 | 3,802 | 3,834 | 3,431 | 4,237 | 4,714 |
| 95 | 2,358 | 3,806 | 3,838 | 3,439 | 4,237 | 4,709 |
| 96 | 2,366 | 3,810 | 3,842 | 3,447 | 4,236 | 4,704 |
| 97 | 2,375 | 3,814 | 3,845 | 3,455 | 4,236 | 4,698 |
| 98 | 2,383 | 3,818 | 3,849 | 3,462 | 4,236 | 4,693 |
| 99 | 2,392 | 3,822 | 3,853 | 3,470 | 4,235 | 4,688 |
| 100 | 2,400 | 3,826 | 3,856 | 3,477 | 4,235 | 4,684 |
| 101 | 2,408 | 3,829 | 3,859 | 3,484 | 4,235 | 4,679 |
| 102 | 2,415 | 3,833 | 3,863 | 3,491 | 4,234 | 4,674 |
| 103 | 2,423 | 3,837 | 3,866 | 3,498 | 4,234 | 4,669 |
| 104 | 2,430 | 3,840 | 3,869 | 3,505 | 4,234 | 4,665 |
| 105 | 2,438 | 3,843 | 3,872 | 3,511 | 4,233 | 4,660 |
| 106 | 2,445 | 3,847 | 3,876 | 3,518 | 4,233 | 4,656 |
| 107 | 2,452 | 3,850 | 3,879 | 3,524 | 4,233 | 4,652 |
| 108 | 2,459 | 3,853 | 3,882 | 3,530 | 4,232 | 4,648 |
| 109 | 2,465 | 3,857 | 3,884 | 3,536 | 4,232 | 4,643 |
| 110 | 2,472 | 3,860 | 3,887 | 3,542 | 4,232 | 4,639 |
| 111 | 2,479 | 3,863 | 3,890 | 3,548 | 4,231 | 4,635 |
| 112 | 2,485 | 3,866 | 3,893 | 3,554 | 4,231 | 4,632 |
| 113 | 2,491 | 3,869 | 3,896 | 3,560 | 4,231 | 4,628 |
| 114 | 2,498 | 3,872 | 3,898 | 3,565 | 4,231 | 4,624 |
| 115 | 2,504 | 3,874 | 3,901 | 3,571 | 4,230 | 4,620 |
| 116 | 2,510 | 3,877 | 3,903 | 3,576 | 4,230 | 4,617 |
| 117 | 2,516 | 3,880 | 3,906 | 3,582 | 4,230 | 4,613 |
| 118 | 2,521 | 3,883 | 3,908 | 3,587 | 4,230 | 4,610 |
| 119 | 2,527 | 3,885 | 3,911 | 3,592 | 4,229 | 4,606 |
| 120 | 2,533 | 3,888 | 3,913 | 3,597 | 4,229 | 4,603 |
| 121 | 2,538 | 3,891 | 3,916 | 3,602 | 4,229 | 4,599 |
| 122 | 2,543 | 3,893 | 3,918 | 3,607 | 4,229 | 4,596 |
| 123 | 2,549 | 3,896 | 3,920 | 3,612 | 4,228 | 4,593 |
| 124 | 2,554 | 3,898 | 3,923 | 3,616 | 4,228 | 4,590 |
| 125 | 2,559 | 3,900 | 3,925 | 3,621 | 4,228 | 4,587 |
| 126 | 2,564 | 3,903 | 3,927 | 3,626 | 4,228 | 4,584 |
| 127 | 2,569 | 3,905 | 3,929 | 3,630 | 4,227 | 4,581 |
| 128 | 2,574 | 3,907 | 3,931 | 3,635 | 4,227 | 4,578 |
| 129 | 2,579 | 3,910 | 3,933 | 3,639 | 4,227 | 4,575 |
| 130 | 2,584 | 3,912 | 3,935 | 3,643 | 4,227 | 4,572 |
| 131 | 2,588 | 3,914 | 3,937 | 3,648 | 4,227 | 4,569 |
| 132 | 2,593 | 3,916 | 3,939 | 3,652 | 4,226 | 4,566 |
| 133 | 2,598 | 3,918 | 3,941 | 3,656 | 4,226 | 4,563 |
| 134 | 2,602 | 3,920 | 3,943 | 3,660 | 4,226 | 4,561 |
| 135 | 2,607 | 3,923 | 3,945 | 3,664 | 4,226 | 4,558 |
| 136 | 2,611 | 3,925 | 3,947 | 3,668 | 4,226 | 4,555 |
| 137 | 2,615 | 3,927 | 3,949 | 3,672 | 4,225 | 4,553 |
| 138 | 2,619 | 3,929 | 3,951 | 3,675 | 4,225 | 4,550 |
| 139 | 2,624 | 3,931 | 3,952 | 3,679 | 4,225 | 4,548 |
| 140 | 2,628 | 3,932 | 3,954 | 3,683 | 4,225 | 4,545 |
| 141 | 2,632 | 3,934 | 3,956 | 3,687 | 4,225 | 4,543 |
| 142 | 2,636 | 3,936 | 3,958 | 3,690 | 4,225 | 4,540 |
| 143 | 2,640 | 3,938 | 3,959 | 3,694 | 4,224 | 4,538 |
| 144 | 2,644 | 3,940 | 3,961 | 3,697 | 4,224 | 4,536 |
| 145 | 2,647 | 3,942 | 3,963 | 3,701 | 4,224 | 4,533 |
| 146 | 2,651 | 3,943 | 3,964 | 3,704 | 4,224 | 4,531 |
| 147 | 2,655 | 3,945 | 3,966 | 3,708 | 4,224 | 4,529 |
| 148 | 2,659 | 3,947 | 3,967 | 3,711 | 4,224 | 4,526 |
| 149 | 2,662 | 3,949 | 3,969 | 3,714 | 4,223 | 4,524 |
| 150 | 2,666 | 3,950 | 3,971 | 3,717 | 4,223 | 4,522 |
| Term to maturity (in years) | Hong Kong dollar (%) | Indian rupee (%) | Mexican peso (%) | New Taiwan dollar (%) | New Zealand dollar (%) | Rand (%) |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,944 | 6,002 | 7,054 | 0,402 | 1,886 | 7,022 |
| 2 | 1,167 | 6,058 | 6,695 | 0,497 | 2,124 | 6,964 |
| 3 | 1,361 | 6,130 | 6,565 | 0,580 | 2,344 | 7,051 |
| 4 | 1,484 | 6,214 | 6,572 | 0,656 | 2,529 | 7,199 |
| 5 | 1,595 | 6,295 | 6,645 | 0,731 | 2,690 | 7,362 |
| 6 | 1,687 | 6,376 | 6,766 | 0,816 | 2,829 | 7,529 |
| 7 | 1,766 | 6,434 | 6,887 | 0,877 | 2,949 | 7,688 |
| 8 | 1,838 | 6,492 | 6,979 | 0,947 | 3,049 | 7,839 |
| 9 | 1,902 | 6,538 | 7,057 | 1,014 | 3,138 | 7,979 |
| 10 | 1,959 | 6,569 | 7,136 | 1,078 | 3,211 | 8,100 |
| 11 | 2,007 | 6,583 | 7,223 | 1,154 | 3,280 | 8,204 |
| 12 | 2,045 | 6,584 | 7,315 | 1,239 | 3,342 | 8,287 |
| 13 | 2,075 | 6,575 | 7,407 | 1,329 | 3,394 | 8,346 |
| 14 | 2,102 | 6,560 | 7,496 | 1,421 | 3,442 | 8,380 |
| 15 | 2,133 | 6,540 | 7,580 | 1,512 | 3,493 | 8,392 |
| 16 | 2,171 | 6,516 | 7,657 | 1,601 | 3,549 | 8,383 |
| 17 | 2,214 | 6,490 | 7,725 | 1,688 | 3,607 | 8,356 |
| 18 | 2,261 | 6,462 | 7,780 | 1,772 | 3,665 | 8,317 |
| 19 | 2,309 | 6,434 | 7,821 | 1,853 | 3,719 | 8,268 |
| 20 | 2,358 | 6,405 | 7,844 | 1,930 | 3,768 | 8,212 |
| 21 | 2,407 | 6,375 | 7,850 | 2,004 | 3,811 | 8,151 |
| 22 | 2,456 | 6,346 | 7,841 | 2,074 | 3,848 | 8,087 |
| 23 | 2,504 | 6,318 | 7,820 | 2,142 | 3,880 | 8,021 |
| 24 | 2,550 | 6,289 | 7,790 | 2,206 | 3,908 | 7,953 |
| 25 | 2,595 | 6,262 | 7,753 | 2,267 | 3,932 | 7,886 |
| 26 | 2,639 | 6,235 | 7,711 | 2,325 | 3,954 | 7,819 |
| 27 | 2,682 | 6,208 | 7,665 | 2,381 | 3,973 | 7,752 |
| 28 | 2,723 | 6,183 | 7,616 | 2,434 | 3,989 | 7,687 |
| 29 | 2,762 | 6,158 | 7,566 | 2,484 | 4,004 | 7,623 |
| 30 | 2,800 | 6,134 | 7,515 | 2,532 | 4,017 | 7,561 |
| 31 | 2,837 | 6,111 | 7,464 | 2,578 | 4,029 | 7,501 |
| 32 | 2,872 | 6,089 | 7,413 | 2,622 | 4,040 | 7,442 |
| 33 | 2,906 | 6,067 | 7,363 | 2,664 | 4,049 | 7,386 |
| 34 | 2,938 | 6,046 | 7,313 | 2,703 | 4,057 | 7,331 |
| 35 | 2,969 | 6,026 | 7,264 | 2,742 | 4,065 | 7,278 |
| 36 | 2,999 | 6,007 | 7,217 | 2,778 | 4,072 | 7,228 |
| 37 | 3,028 | 5,988 | 7,170 | 2,813 | 4,078 | 7,179 |
| 38 | 3,055 | 5,970 | 7,125 | 2,846 | 4,084 | 7,132 |
| 39 | 3,082 | 5,953 | 7,082 | 2,878 | 4,089 | 7,086 |
| 40 | 3,107 | 5,936 | 7,040 | 2,909 | 4,094 | 7,043 |
| 41 | 3,132 | 5,920 | 6,999 | 2,938 | 4,098 | 7,001 |
| 42 | 3,155 | 5,904 | 6,959 | 2,966 | 4,102 | 6,961 |
| 43 | 3,178 | 5,889 | 6,921 | 2,993 | 4,105 | 6,922 |
| 44 | 3,199 | 5,875 | 6,884 | 3,019 | 4,109 | 6,885 |
| 45 | 3,220 | 5,861 | 6,849 | 3,044 | 4,112 | 6,849 |
| 46 | 3,240 | 5,848 | 6,815 | 3,068 | 4,115 | 6,814 |
| 47 | 3,260 | 5,835 | 6,782 | 3,091 | 4,117 | 6,781 |
| 48 | 3,278 | 5,822 | 6,750 | 3,113 | 4,120 | 6,749 |
| 49 | 3,296 | 5,810 | 6,719 | 3,135 | 4,122 | 6,718 |
| 50 | 3,314 | 5,799 | 6,690 | 3,155 | 4,124 | 6,688 |
| 51 | 3,330 | 5,788 | 6,661 | 3,175 | 4,126 | 6,660 |
| 52 | 3,347 | 5,777 | 6,633 | 3,194 | 4,128 | 6,632 |
| 53 | 3,362 | 5,766 | 6,607 | 3,213 | 4,130 | 6,605 |
| 54 | 3,377 | 5,756 | 6,581 | 3,230 | 4,131 | 6,580 |
| 55 | 3,392 | 5,746 | 6,556 | 3,248 | 4,133 | 6,555 |
| 56 | 3,406 | 5,737 | 6,532 | 3,264 | 4,134 | 6,531 |
| 57 | 3,419 | 5,728 | 6,509 | 3,280 | 4,136 | 6,508 |
| 58 | 3,433 | 5,719 | 6,487 | 3,296 | 4,137 | 6,485 |
| 59 | 3,445 | 5,710 | 6,465 | 3,311 | 4,138 | 6,463 |
| 60 | 3,458 | 5,702 | 6,444 | 3,326 | 4,140 | 6,443 |
| 61 | 3,470 | 5,694 | 6,424 | 3,340 | 4,141 | 6,422 |
| 62 | 3,481 | 5,686 | 6,404 | 3,353 | 4,142 | 6,402 |
| 63 | 3,493 | 5,678 | 6,385 | 3,367 | 4,143 | 6,383 |
| 64 | 3,503 | 5,671 | 6,366 | 3,379 | 4,144 | 6,365 |
| 65 | 3,514 | 5,664 | 6,348 | 3,392 | 4,145 | 6,347 |
| 66 | 3,524 | 5,657 | 6,331 | 3,404 | 4,146 | 6,330 |
| 67 | 3,534 | 5,650 | 6,314 | 3,416 | 4,147 | 6,313 |
| 68 | 3,544 | 5,643 | 6,298 | 3,427 | 4,148 | 6,296 |
| 69 | 3,553 | 5,637 | 6,282 | 3,438 | 4,148 | 6,280 |
| 70 | 3,563 | 5,631 | 6,266 | 3,449 | 4,149 | 6,265 |
| 71 | 3,571 | 5,625 | 6,251 | 3,460 | 4,150 | 6,250 |
| 72 | 3,580 | 5,619 | 6,236 | 3,470 | 4,151 | 6,235 |
| 73 | 3,589 | 5,613 | 6,222 | 3,480 | 4,151 | 6,221 |
| 74 | 3,597 | 5,608 | 6,208 | 3,489 | 4,152 | 6,207 |
| 75 | 3,605 | 5,602 | 6,195 | 3,499 | 4,153 | 6,194 |
| 76 | 3,613 | 5,597 | 6,182 | 3,508 | 4,154 | 6,181 |
| 77 | 3,620 | 5,592 | 6,169 | 3,517 | 4,154 | 6,168 |
| 78 | 3,628 | 5,587 | 6,156 | 3,526 | 4,155 | 6,155 |
| 79 | 3,635 | 5,582 | 6,144 | 3,534 | 4,155 | 6,143 |
| 80 | 3,642 | 5,577 | 6,132 | 3,542 | 4,156 | 6,131 |
| 81 | 3,649 | 5,573 | 6,121 | 3,550 | 4,156 | 6,120 |
| 82 | 3,655 | 5,568 | 6,110 | 3,558 | 4,157 | 6,109 |
| 83 | 3,662 | 5,564 | 6,099 | 3,566 | 4,158 | 6,098 |
| 84 | 3,668 | 5,559 | 6,088 | 3,574 | 4,158 | 6,087 |
| 85 | 3,674 | 5,555 | 6,077 | 3,581 | 4,159 | 6,076 |
| 86 | 3,681 | 5,551 | 6,067 | 3,588 | 4,159 | 6,066 |
| 87 | 3,687 | 5,547 | 6,057 | 3,595 | 4,160 | 6,056 |
| 88 | 3,692 | 5,543 | 6,047 | 3,602 | 4,160 | 6,046 |
| 89 | 3,698 | 5,539 | 6,038 | 3,609 | 4,160 | 6,037 |
| 90 | 3,704 | 5,535 | 6,028 | 3,615 | 4,161 | 6,028 |
| 91 | 3,709 | 5,532 | 6,019 | 3,622 | 4,161 | 6,018 |
| 92 | 3,714 | 5,528 | 6,010 | 3,628 | 4,162 | 6,010 |
| 93 | 3,720 | 5,525 | 6,002 | 3,634 | 4,162 | 6,001 |
| 94 | 3,725 | 5,521 | 5,993 | 3,640 | 4,163 | 5,992 |
| 95 | 3,730 | 5,518 | 5,985 | 3,646 | 4,163 | 5,984 |
| 96 | 3,735 | 5,514 | 5,976 | 3,652 | 4,163 | 5,976 |
| 97 | 3,739 | 5,511 | 5,968 | 3,657 | 4,164 | 5,968 |
| 98 | 3,744 | 5,508 | 5,961 | 3,663 | 4,164 | 5,960 |
| 99 | 3,749 | 5,505 | 5,953 | 3,668 | 4,165 | 5,952 |
| 100 | 3,753 | 5,502 | 5,945 | 3,673 | 4,165 | 5,945 |
| 101 | 3,757 | 5,499 | 5,938 | 3,679 | 4,165 | 5,937 |
| 102 | 3,762 | 5,496 | 5,931 | 3,684 | 4,166 | 5,930 |
| 103 | 3,766 | 5,493 | 5,924 | 3,689 | 4,166 | 5,923 |
| 104 | 3,770 | 5,490 | 5,917 | 3,694 | 4,166 | 5,916 |
| 105 | 3,774 | 5,487 | 5,910 | 3,698 | 4,167 | 5,909 |
| 106 | 3,778 | 5,485 | 5,903 | 3,703 | 4,167 | 5,902 |
| 107 | 3,782 | 5,482 | 5,896 | 3,708 | 4,167 | 5,896 |
| 108 | 3,786 | 5,479 | 5,890 | 3,712 | 4,167 | 5,889 |
| 109 | 3,790 | 5,477 | 5,884 | 3,717 | 4,168 | 5,883 |
| 110 | 3,794 | 5,474 | 5,877 | 3,721 | 4,168 | 5,877 |
| 111 | 3,797 | 5,472 | 5,871 | 3,726 | 4,168 | 5,871 |
| 112 | 3,801 | 5,469 | 5,865 | 3,730 | 4,169 | 5,865 |
| 113 | 3,804 | 5,467 | 5,859 | 3,734 | 4,169 | 5,859 |
| 114 | 3,808 | 5,465 | 5,853 | 3,738 | 4,169 | 5,853 |
| 115 | 3,811 | 5,462 | 5,848 | 3,742 | 4,169 | 5,847 |
| 116 | 3,815 | 5,460 | 5,842 | 3,746 | 4,170 | 5,842 |
| 117 | 3,818 | 5,458 | 5,837 | 3,750 | 4,170 | 5,836 |
| 118 | 3,821 | 5,456 | 5,831 | 3,754 | 4,170 | 5,831 |
| 119 | 3,824 | 5,454 | 5,826 | 3,757 | 4,170 | 5,825 |
| 120 | 3,827 | 5,451 | 5,821 | 3,761 | 4,171 | 5,820 |
| 121 | 3,830 | 5,449 | 5,816 | 3,765 | 4,171 | 5,815 |
| 122 | 3,834 | 5,447 | 5,811 | 3,768 | 4,171 | 5,810 |
| 123 | 3,836 | 5,445 | 5,806 | 3,772 | 4,171 | 5,805 |
| 124 | 3,839 | 5,443 | 5,801 | 3,775 | 4,172 | 5,800 |
| 125 | 3,842 | 5,441 | 5,796 | 3,779 | 4,172 | 5,795 |
| 126 | 3,845 | 5,439 | 5,791 | 3,782 | 4,172 | 5,790 |
| 127 | 3,848 | 5,438 | 5,786 | 3,785 | 4,172 | 5,786 |
| 128 | 3,851 | 5,436 | 5,782 | 3,788 | 4,173 | 5,781 |
| 129 | 3,853 | 5,434 | 5,777 | 3,792 | 4,173 | 5,777 |
| 130 | 3,856 | 5,432 | 5,773 | 3,795 | 4,173 | 5,772 |
| 131 | 3,859 | 5,430 | 5,768 | 3,798 | 4,173 | 5,768 |
| 132 | 3,861 | 5,429 | 5,764 | 3,801 | 4,173 | 5,764 |
| 133 | 3,864 | 5,427 | 5,760 | 3,804 | 4,174 | 5,759 |
| 134 | 3,866 | 5,425 | 5,756 | 3,807 | 4,174 | 5,755 |
| 135 | 3,869 | 5,423 | 5,752 | 3,810 | 4,174 | 5,751 |
| 136 | 3,871 | 5,422 | 5,748 | 3,813 | 4,174 | 5,747 |
| 137 | 3,874 | 5,420 | 5,743 | 3,815 | 4,174 | 5,743 |
| 138 | 3,876 | 5,419 | 5,740 | 3,818 | 4,175 | 5,739 |
| 139 | 3,878 | 5,417 | 5,736 | 3,821 | 4,175 | 5,735 |
| 140 | 3,881 | 5,415 | 5,732 | 3,824 | 4,175 | 5,731 |
| 141 | 3,883 | 5,414 | 5,728 | 3,826 | 4,175 | 5,728 |
| 142 | 3,885 | 5,412 | 5,724 | 3,829 | 4,175 | 5,724 |
| 143 | 3,887 | 5,411 | 5,721 | 3,832 | 4,175 | 5,720 |
| 144 | 3,889 | 5,410 | 5,717 | 3,834 | 4,176 | 5,716 |
| 145 | 3,892 | 5,408 | 5,713 | 3,837 | 4,176 | 5,713 |
| 146 | 3,894 | 5,407 | 5,710 | 3,839 | 4,176 | 5,709 |
| 147 | 3,896 | 5,405 | 5,706 | 3,842 | 4,176 | 5,706 |
| 148 | 3,898 | 5,404 | 5,703 | 3,844 | 4,176 | 5,702 |
| 149 | 3,900 | 5,402 | 5,700 | 3,846 | 4,176 | 5,699 |
| 150 | 3,902 | 5,401 | 5,696 | 3,849 | 4,177 | 5,696 |
| Term to maturity (in years) | Real (%) | Renminbi-yuan (%) | Ringgit (%) | Russian rouble (%) | Singapore dollar (%) | South Korean won (%) |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 7,977 | 3,223 | 3,316 | 8,615 | 0,905 | 1,362 |
| 2 | 8,464 | 3,283 | 3,389 | 8,162 | 1,141 | 1,464 |
| 3 | 9,003 | 3,381 | 3,465 | 7,941 | 1,339 | 1,533 |
| 4 | 9,289 | 3,475 | 3,505 | 7,803 | 1,509 | 1,594 |
| 5 | 9,460 | 3,545 | 3,559 | 7,694 | 1,653 | 1,639 |
| 6 | 9,583 | 3,702 | 3,617 | 7,630 | 1,787 | 1,670 |
| 7 | 9,679 | 3,852 | 3,676 | 7,587 | 1,909 | 1,699 |
| 8 | 9,730 | 3,926 | 3,737 | 7,541 | 2,015 | 1,731 |
| 9 | 9,750 | 3,951 | 3,795 | 7,487 | 2,103 | 1,761 |
| 10 | 9,766 | 3,958 | 3,849 | 7,424 | 2,171 | 1,786 |
| 11 | 9,751 | 3,962 | 3,898 | 7,352 | 2,219 | 1,804 |
| 12 | 9,707 | 3,967 | 3,945 | 7,274 | 2,260 | 1,815 |
| 13 | 9,641 | 3,971 | 3,994 | 7,192 | 2,298 | 1,820 |
| 14 | 9,560 | 3,976 | 4,045 | 7,109 | 2,332 | 1,818 |
| 15 | 9,469 | 3,981 | 4,097 | 7,025 | 2,358 | 1,813 |
| 16 | 9,370 | 3,985 | 4,148 | 6,942 | 2,375 | 1,805 |
| 17 | 9,267 | 3,990 | 4,196 | 6,859 | 2,387 | 1,799 |
| 18 | 9,161 | 3,995 | 4,241 | 6,779 | 2,399 | 1,798 |
| 19 | 9,054 | 3,999 | 4,280 | 6,701 | 2,414 | 1,806 |
| 20 | 8,947 | 4,003 | 4,314 | 6,625 | 2,433 | 1,824 |
| 21 | 8,842 | 4,008 | 4,341 | 6,551 | 2,458 | 1,852 |
| 22 | 8,738 | 4,012 | 4,363 | 6,480 | 2,487 | 1,889 |
| 23 | 8,636 | 4,016 | 4,380 | 6,412 | 2,520 | 1,931 |
| 24 | 8,538 | 4,020 | 4,394 | 6,346 | 2,555 | 1,976 |
| 25 | 8,442 | 4,024 | 4,404 | 6,283 | 2,591 | 2,024 |
| 26 | 8,349 | 4,027 | 4,412 | 6,223 | 2,627 | 2,073 |
| 27 | 8,260 | 4,031 | 4,418 | 6,165 | 2,664 | 2,123 |
| 28 | 8,173 | 4,035 | 4,422 | 6,109 | 2,700 | 2,173 |
| 29 | 8,090 | 4,038 | 4,425 | 6,056 | 2,736 | 2,222 |
| 30 | 8,011 | 4,041 | 4,426 | 6,004 | 2,771 | 2,270 |
| 31 | 7,934 | 4,044 | 4,427 | 5,956 | 2,806 | 2,317 |
| 32 | 7,861 | 4,048 | 4,427 | 5,909 | 2,839 | 2,363 |
| 33 | 7,790 | 4,051 | 4,426 | 5,864 | 2,872 | 2,408 |
| 34 | 7,722 | 4,054 | 4,424 | 5,821 | 2,904 | 2,451 |
| 35 | 7,658 | 4,056 | 4,423 | 5,780 | 2,934 | 2,493 |
| 36 | 7,596 | 4,059 | 4,420 | 5,740 | 2,964 | 2,533 |
| 37 | 7,536 | 4,062 | 4,418 | 5,703 | 2,992 | 2,573 |
| 38 | 7,479 | 4,064 | 4,415 | 5,666 | 3,020 | 2,610 |
| 39 | 7,424 | 4,067 | 4,412 | 5,632 | 3,047 | 2,647 |
| 40 | 7,372 | 4,069 | 4,409 | 5,598 | 3,072 | 2,682 |
| 41 | 7,322 | 4,072 | 4,406 | 5,566 | 3,097 | 2,715 |
| 42 | 7,274 | 4,074 | 4,403 | 5,536 | 3,121 | 2,748 |
| 43 | 7,227 | 4,076 | 4,400 | 5,506 | 3,144 | 2,779 |
| 44 | 7,183 | 4,079 | 4,397 | 5,478 | 3,166 | 2,809 |
| 45 | 7,140 | 4,081 | 4,394 | 5,451 | 3,188 | 2,838 |
| 46 | 7,099 | 4,083 | 4,391 | 5,425 | 3,208 | 2,866 |
| 47 | 7,060 | 4,085 | 4,388 | 5,400 | 3,228 | 2,893 |
| 48 | 7,022 | 4,087 | 4,385 | 5,375 | 3,247 | 2,919 |
| 49 | 6,985 | 4,089 | 4,381 | 5,352 | 3,266 | 2,944 |
| 50 | 6,950 | 4,090 | 4,378 | 5,330 | 3,284 | 2,969 |
| 51 | 6,916 | 4,092 | 4,376 | 5,308 | 3,301 | 2,992 |
| 52 | 6,883 | 4,094 | 4,373 | 5,287 | 3,318 | 3,015 |
| 53 | 6,852 | 4,096 | 4,370 | 5,267 | 3,334 | 3,036 |
| 54 | 6,822 | 4,097 | 4,367 | 5,247 | 3,349 | 3,057 |
| 55 | 6,792 | 4,099 | 4,364 | 5,229 | 3,365 | 3,078 |
| 56 | 6,764 | 4,100 | 4,362 | 5,210 | 3,379 | 3,097 |
| 57 | 6,737 | 4,102 | 4,359 | 5,193 | 3,393 | 3,116 |
| 58 | 6,710 | 4,103 | 4,357 | 5,176 | 3,407 | 3,134 |
| 59 | 6,685 | 4,105 | 4,354 | 5,160 | 3,420 | 3,152 |
| 60 | 6,660 | 4,106 | 4,352 | 5,144 | 3,433 | 3,169 |
| 61 | 6,636 | 4,108 | 4,350 | 5,128 | 3,445 | 3,186 |
| 62 | 6,613 | 4,109 | 4,347 | 5,113 | 3,457 | 3,202 |
| 63 | 6,590 | 4,110 | 4,345 | 5,099 | 3,469 | 3,218 |
| 64 | 6,569 | 4,112 | 4,343 | 5,085 | 3,480 | 3,233 |
| 65 | 6,547 | 4,113 | 4,341 | 5,071 | 3,491 | 3,248 |
| 66 | 6,527 | 4,114 | 4,339 | 5,058 | 3,502 | 3,262 |
| 67 | 6,507 | 4,115 | 4,337 | 5,045 | 3,512 | 3,276 |
| 68 | 6,488 | 4,116 | 4,335 | 5,033 | 3,522 | 3,289 |
| 69 | 6,469 | 4,117 | 4,333 | 5,021 | 3,532 | 3,302 |
| 70 | 6,451 | 4,119 | 4,331 | 5,009 | 3,541 | 3,315 |
| 71 | 6,433 | 4,120 | 4,329 | 4,998 | 3,550 | 3,328 |
| 72 | 6,416 | 4,121 | 4,327 | 4,987 | 3,559 | 3,340 |
| 73 | 6,399 | 4,122 | 4,326 | 4,976 | 3,568 | 3,351 |
| 74 | 6,383 | 4,123 | 4,324 | 4,965 | 3,576 | 3,363 |
| 75 | 6,367 | 4,124 | 4,322 | 4,955 | 3,585 | 3,374 |
| 76 | 6,352 | 4,125 | 4,321 | 4,945 | 3,593 | 3,385 |
| 77 | 6,337 | 4,126 | 4,319 | 4,936 | 3,601 | 3,395 |
| 78 | 6,322 | 4,126 | 4,318 | 4,926 | 3,608 | 3,405 |
| 79 | 6,308 | 4,127 | 4,316 | 4,917 | 3,616 | 3,415 |
| 80 | 6,294 | 4,128 | 4,315 | 4,908 | 3,623 | 3,425 |
| 81 | 6,280 | 4,129 | 4,314 | 4,899 | 3,630 | 3,435 |
| 82 | 6,267 | 4,130 | 4,312 | 4,891 | 3,637 | 3,444 |
| 83 | 6,254 | 4,131 | 4,311 | 4,882 | 3,644 | 3,453 |
| 84 | 6,242 | 4,131 | 4,309 | 4,874 | 3,650 | 3,462 |
| 85 | 6,229 | 4,132 | 4,308 | 4,866 | 3,657 | 3,471 |
| 86 | 6,217 | 4,133 | 4,307 | 4,859 | 3,663 | 3,479 |
| 87 | 6,206 | 4,134 | 4,306 | 4,851 | 3,669 | 3,487 |
| 88 | 6,194 | 4,134 | 4,305 | 4,844 | 3,675 | 3,495 |
| 89 | 6,183 | 4,135 | 4,303 | 4,836 | 3,681 | 3,503 |
| 90 | 6,172 | 4,136 | 4,302 | 4,829 | 3,687 | 3,511 |
| 91 | 6,161 | 4,137 | 4,301 | 4,822 | 3,693 | 3,518 |
| 92 | 6,151 | 4,137 | 4,300 | 4,815 | 3,698 | 3,526 |
| 93 | 6,140 | 4,138 | 4,299 | 4,809 | 3,703 | 3,533 |
| 94 | 6,130 | 4,139 | 4,298 | 4,802 | 3,709 | 3,540 |
| 95 | 6,121 | 4,139 | 4,297 | 4,796 | 3,714 | 3,547 |
| 96 | 6,111 | 4,140 | 4,296 | 4,790 | 3,719 | 3,554 |
| 97 | 6,101 | 4,140 | 4,295 | 4,784 | 3,724 | 3,560 |
| 98 | 6,092 | 4,141 | 4,294 | 4,778 | 3,729 | 3,567 |
| 99 | 6,083 | 4,142 | 4,293 | 4,772 | 3,733 | 3,573 |
| 100 | 6,074 | 4,142 | 4,292 | 4,766 | 3,738 | 3,580 |
| 101 | 6,066 | 4,143 | 4,291 | 4,760 | 3,743 | 3,586 |
| 102 | 6,057 | 4,143 | 4,290 | 4,755 | 3,747 | 3,592 |
| 103 | 6,049 | 4,144 | 4,289 | 4,750 | 3,751 | 3,598 |
| 104 | 6,041 | 4,144 | 4,288 | 4,744 | 3,756 | 3,603 |
| 105 | 6,033 | 4,145 | 4,288 | 4,739 | 3,760 | 3,609 |
| 106 | 6,025 | 4,145 | 4,287 | 4,734 | 3,764 | 3,615 |
| 107 | 6,017 | 4,146 | 4,286 | 4,729 | 3,768 | 3,620 |
| 108 | 6,009 | 4,146 | 4,285 | 4,724 | 3,772 | 3,625 |
| 109 | 6,002 | 4,147 | 4,284 | 4,719 | 3,776 | 3,631 |
| 110 | 5,995 | 4,147 | 4,284 | 4,715 | 3,780 | 3,636 |
| 111 | 5,987 | 4,148 | 4,283 | 4,710 | 3,784 | 3,641 |
| 112 | 5,980 | 4,148 | 4,282 | 4,705 | 3,787 | 3,646 |
| 113 | 5,973 | 4,149 | 4,281 | 4,701 | 3,791 | 3,651 |
| 114 | 5,967 | 4,149 | 4,281 | 4,696 | 3,795 | 3,656 |
| 115 | 5,960 | 4,150 | 4,280 | 4,692 | 3,798 | 3,660 |
| 116 | 5,953 | 4,150 | 4,279 | 4,688 | 3,802 | 3,665 |
| 117 | 5,947 | 4,150 | 4,279 | 4,684 | 3,805 | 3,670 |
| 118 | 5,940 | 4,151 | 4,278 | 4,680 | 3,808 | 3,674 |
| 119 | 5,934 | 4,151 | 4,277 | 4,676 | 3,812 | 3,678 |
| 120 | 5,928 | 4,152 | 4,277 | 4,672 | 3,815 | 3,683 |
| 121 | 5,922 | 4,152 | 4,276 | 4,668 | 3,818 | 3,687 |
| 122 | 5,916 | 4,152 | 4,275 | 4,664 | 3,821 | 3,691 |
| 123 | 5,910 | 4,153 | 4,275 | 4,660 | 3,824 | 3,695 |
| 124 | 5,905 | 4,153 | 4,274 | 4,656 | 3,827 | 3,699 |
| 125 | 5,899 | 4,154 | 4,274 | 4,653 | 3,830 | 3,703 |
| 126 | 5,893 | 4,154 | 4,273 | 4,649 | 3,833 | 3,707 |
| 127 | 5,888 | 4,154 | 4,272 | 4,645 | 3,836 | 3,711 |
| 128 | 5,882 | 4,155 | 4,272 | 4,642 | 3,839 | 3,715 |
| 129 | 5,877 | 4,155 | 4,271 | 4,639 | 3,842 | 3,719 |
| 130 | 5,872 | 4,155 | 4,271 | 4,635 | 3,844 | 3,722 |
| 131 | 5,867 | 4,156 | 4,270 | 4,632 | 3,847 | 3,726 |
| 132 | 5,862 | 4,156 | 4,270 | 4,629 | 3,850 | 3,730 |
| 133 | 5,857 | 4,156 | 4,269 | 4,625 | 3,852 | 3,733 |
| 134 | 5,852 | 4,157 | 4,269 | 4,622 | 3,855 | 3,737 |
| 135 | 5,847 | 4,157 | 4,268 | 4,619 | 3,858 | 3,740 |
| 136 | 5,842 | 4,157 | 4,268 | 4,616 | 3,860 | 3,743 |
| 137 | 5,837 | 4,158 | 4,267 | 4,613 | 3,863 | 3,747 |
| 138 | 5,833 | 4,158 | 4,267 | 4,610 | 3,865 | 3,750 |
| 139 | 5,828 | 4,158 | 4,266 | 4,607 | 3,867 | 3,753 |
| 140 | 5,824 | 4,159 | 4,266 | 4,604 | 3,870 | 3,756 |
| 141 | 5,819 | 4,159 | 4,265 | 4,601 | 3,872 | 3,760 |
| 142 | 5,815 | 4,159 | 4,265 | 4,598 | 3,874 | 3,763 |
| 143 | 5,811 | 4,159 | 4,264 | 4,596 | 3,877 | 3,766 |
| 144 | 5,806 | 4,160 | 4,264 | 4,593 | 3,879 | 3,769 |
| 145 | 5,802 | 4,160 | 4,263 | 4,590 | 3,881 | 3,772 |
| 146 | 5,798 | 4,160 | 4,263 | 4,587 | 3,883 | 3,775 |
| 147 | 5,794 | 4,161 | 4,263 | 4,585 | 3,886 | 3,778 |
| 148 | 5,790 | 4,161 | 4,262 | 4,582 | 3,888 | 3,780 |
| 149 | 5,786 | 4,161 | 4,262 | 4,580 | 3,890 | 3,783 |
| 150 | 5,782 | 4,161 | 4,261 | 4,577 | 3,892 | 3,786 |
| Term to maturity (in years) | Turkish lira (%) | US dollar (%) | Yen (%) | |||
| --- | --- | --- | --- | |||
| 1 | 12,008 | 1,312 | – 0,069 | |||
| 2 | 11,608 | 1,475 | – 0,055 | |||
| 3 | 11,526 | 1,611 | – 0,038 | |||
| 4 | 11,384 | 1,725 | – 0,018 | |||
| 5 | 11,324 | 1,825 | 0,006 | |||
| 6 | 11,206 | 1,911 | 0,034 | |||
| 7 | 11,056 | 1,987 | 0,064 | |||
| 8 | 10,918 | 2,042 | 0,095 | |||
| 9 | 10,788 | 2,115 | 0,128 | |||
| 10 | 10,655 | 2,168 | 0,162 | |||
| 11 | 10,515 | 2,211 | 0,200 | |||
| 12 | 10,368 | 2,251 | 0,241 | |||
| 13 | 10,219 | 2,284 | 0,284 | |||
| 14 | 10,069 | 2,312 | 0,329 | |||
| 15 | 9,920 | 2,335 | 0,372 | |||
| 16 | 9,774 | 2,356 | 0,414 | |||
| 17 | 9,630 | 2,374 | 0,454 | |||
| 18 | 9,490 | 2,390 | 0,491 | |||
| 19 | 9,354 | 2,404 | 0,527 | |||
| 20 | 9,222 | 2,415 | 0,560 | |||
| 21 | 9,095 | 2,424 | 0,590 | |||
| 22 | 8,973 | 2,431 | 0,617 | |||
| 23 | 8,855 | 2,437 | 0,640 | |||
| 24 | 8,742 | 2,441 | 0,660 | |||
| 25 | 8,634 | 2,443 | 0,675 | |||
| 26 | 8,531 | 2,445 | 0,686 | |||
| 27 | 8,431 | 2,445 | 0,696 | |||
| 28 | 8,337 | 2,445 | 0,707 | |||
| 29 | 8,246 | 2,444 | 0,722 | |||
| 30 | 8,159 | 2,443 | 0,742 | |||
| 31 | 8,077 | 2,441 | 0,769 | |||
| 32 | 7,997 | 2,439 | 0,800 | |||
| 33 | 7,922 | 2,437 | 0,835 | |||
| 34 | 7,850 | 2,434 | 0,872 | |||
| 35 | 7,780 | 2,430 | 0,911 | |||
| 36 | 7,714 | 2,426 | 0,952 | |||
| 37 | 7,651 | 2,421 | 0,993 | |||
| 38 | 7,591 | 2,415 | 1,034 | |||
| 39 | 7,533 | 2,408 | 1,074 | |||
| 40 | 7,478 | 2,400 | 1,115 | |||
| 41 | 7,424 | 2,391 | 1,155 | |||
| 42 | 7,374 | 2,381 | 1,194 | |||
| 43 | 7,325 | 2,372 | 1,233 | |||
| 44 | 7,278 | 2,364 | 1,271 | |||
| 45 | 7,233 | 2,357 | 1,308 | |||
| 46 | 7,190 | 2,353 | 1,344 | |||
| 47 | 7,148 | 2,351 | 1,379 | |||
| 48 | 7,108 | 2,353 | 1,413 | |||
| 49 | 7,070 | 2,357 | 1,446 | |||
| 50 | 7,033 | 2,364 | 1,478 | |||
| 51 | 6,998 | 2,374 | 1,509 | |||
| 52 | 6,963 | 2,387 | 1,539 | |||
| 53 | 6,930 | 2,402 | 1,569 | |||
| 54 | 6,898 | 2,419 | 1,597 | |||
| 55 | 6,868 | 2,437 | 1,625 | |||
| 56 | 6,838 | 2,456 | 1,651 | |||
| 57 | 6,809 | 2,476 | 1,677 | |||
| 58 | 6,782 | 2,497 | 1,703 | |||
| 59 | 6,755 | 2,517 | 1,727 | |||
| 60 | 6,729 | 2,538 | 1,751 | |||
| 61 | 6,704 | 2,560 | 1,774 | |||
| 62 | 6,680 | 2,581 | 1,796 | |||
| 63 | 6,656 | 2,602 | 1,818 | |||
| 64 | 6,633 | 2,622 | 1,839 | |||
| 65 | 6,611 | 2,643 | 1,860 | |||
| 66 | 6,590 | 2,664 | 1,879 | |||
| 67 | 6,569 | 2,684 | 1,899 | |||
| 68 | 6,549 | 2,704 | 1,918 | |||
| 69 | 6,529 | 2,723 | 1,936 | |||
| 70 | 6,510 | 2,742 | 1,954 | |||
| 71 | 6,492 | 2,761 | 1,971 | |||
| 72 | 6,474 | 2,780 | 1,988 | |||
| 73 | 6,456 | 2,798 | 2,004 | |||
| 74 | 6,439 | 2,816 | 2,020 | |||
| 75 | 6,422 | 2,833 | 2,036 | |||
| 76 | 6,406 | 2,850 | 2,051 | |||
| 77 | 6,390 | 2,867 | 2,066 | |||
| 78 | 6,375 | 2,883 | 2,080 | |||
| 79 | 6,360 | 2,899 | 2,094 | |||
| 80 | 6,346 | 2,915 | 2,108 | |||
| 81 | 6,331 | 2,930 | 2,121 | |||
| 82 | 6,318 | 2,946 | 2,134 | |||
| 83 | 6,304 | 2,960 | 2,147 | |||
| 84 | 6,291 | 2,975 | 2,160 | |||
| 85 | 6,278 | 2,989 | 2,172 | |||
| 86 | 6,265 | 3,003 | 2,184 | |||
| 87 | 6,253 | 3,016 | 2,195 | |||
| 88 | 6,241 | 3,029 | 2,207 | |||
| 89 | 6,229 | 3,042 | 2,218 | |||
| 90 | 6,218 | 3,055 | 2,228 | |||
| 91 | 6,207 | 3,067 | 2,239 | |||
| 92 | 6,196 | 3,079 | 2,250 | |||
| 93 | 6,185 | 3,091 | 2,260 | |||
| 94 | 6,174 | 3,103 | 2,270 | |||
| 95 | 6,164 | 3,114 | 2,279 | |||
| 96 | 6,154 | 3,126 | 2,289 | |||
| 97 | 6,144 | 3,137 | 2,298 | |||
| 98 | 6,134 | 3,147 | 2,307 | |||
| 99 | 6,125 | 3,158 | 2,316 | |||
| 100 | 6,116 | 3,168 | 2,325 | |||
| 101 | 6,106 | 3,178 | 2,334 | |||
| 102 | 6,098 | 3,188 | 2,342 | |||
| 103 | 6,089 | 3,198 | 2,351 | |||
| 104 | 6,080 | 3,208 | 2,359 | |||
| 105 | 6,072 | 3,217 | 2,367 | |||
| 106 | 6,064 | 3,226 | 2,374 | |||
| 107 | 6,055 | 3,235 | 2,382 | |||
| 108 | 6,047 | 3,244 | 2,390 | |||
| 109 | 6,040 | 3,253 | 2,397 | |||
| 110 | 6,032 | 3,261 | 2,404 | |||
| 111 | 6,025 | 3,270 | 2,412 | |||
| 112 | 6,017 | 3,278 | 2,419 | |||
| 113 | 6,010 | 3,286 | 2,425 | |||
| 114 | 6,003 | 3,294 | 2,432 | |||
| 115 | 5,996 | 3,302 | 2,439 | |||
| 116 | 5,989 | 3,310 | 2,445 | |||
| 117 | 5,982 | 3,317 | 2,452 | |||
| 118 | 5,975 | 3,325 | 2,458 | |||
| 119 | 5,969 | 3,332 | 2,464 | |||
| 120 | 5,962 | 3,339 | 2,470 | |||
| 121 | 5,956 | 3,346 | 2,476 | |||
| 122 | 5,950 | 3,353 | 2,482 | |||
| 123 | 5,944 | 3,360 | 2,488 | |||
| 124 | 5,938 | 3,367 | 2,494 | |||
| 125 | 5,932 | 3,374 | 2,500 | |||
| 126 | 5,926 | 3,380 | 2,505 | |||
| 127 | 5,920 | 3,387 | 2,511 | |||
| 128 | 5,915 | 3,393 | 2,516 | |||
| 129 | 5,909 | 3,399 | 2,521 | |||
| 130 | 5,904 | 3,405 | 2,526 | |||
| 131 | 5,898 | 3,411 | 2,532 | |||
| 132 | 5,893 | 3,417 | 2,537 | |||
| 133 | 5,888 | 3,423 | 2,542 | |||
| 134 | 5,883 | 3,429 | 2,546 | |||
| 135 | 5,877 | 3,435 | 2,551 | |||
| 136 | 5,872 | 3,440 | 2,556 | |||
| 137 | 5,868 | 3,446 | 2,561 | |||
| 138 | 5,863 | 3,451 | 2,565 | |||
| 139 | 5,858 | 3,457 | 2,570 | |||
| 140 | 5,853 | 3,462 | 2,574 | |||
| 141 | 5,849 | 3,467 | 2,579 | |||
| 142 | 5,844 | 3,472 | 2,583 | |||
| 143 | 5,839 | 3,477 | 2,587 | |||
| 144 | 5,835 | 3,482 | 2,592 | |||
| 145 | 5,831 | 3,487 | 2,596 | |||
| 146 | 5,826 | 3,492 | 2,600 | |||
| 147 | 5,822 | 3,497 | 2,604 | |||
| 148 | 5,818 | 3,502 | 2,608 | |||
| 149 | 5,814 | 3,506 | 2,612 | |||
| 150 | 5,810 | 3,511 | 2,616 |
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 | 1 |
| 2 | 0 | 0 | 42 | 5 | 1 | 45 | 1 |
| 3 | 0 | 2 | 48 | 5 | 3 | 51 | 0 |
| 4 | 0 | 3 | 51 | 5 | 5 | 51 | 0 |
| 5 | 1 | 5 | 55 | 5 | 6 | 54 | 0 |
| 6 | 2 | 6 | 58 | 5 | 8 | 57 | 0 |
| 7 | 2 | 6 | 61 | 5 | 10 | 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 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 427 | 4 | 18 |
| 2 | 0 | 0 | 0 | 0 | 260 | 4 | 25 |
| 3 | 2 | 0 | 0 | 0 | 229 | 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 | 31 |
| 7 | 6 | 0 | 0 | 0 | 173 | 4 | 32 |
| 8 | 7 | 1 | 2 | 0 | 178 | 2 | 33 |
| 9 | 8 | 1 | 3 | 0 | 180 | 1 | 33 |
| 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 | 12 | 0 | 25 | 0 | 45 |
| 3 | 18 | 16 | 16 | 0 | 28 | 0 | 51 |
| 4 | 20 | 18 | 18 | 0 | 29 | 0 | 51 |
| 5 | 22 | 20 | 20 | 0 | 30 | 0 | 54 |
| 6 | 23 | 21 | 21 | 0 | 31 | 0 | 56 |
| 7 | 25 | 23 | 23 | 0 | 32 | 0 | 57 |
| 8 | 26 | 24 | 24 | 2 | 33 | 0 | 56 |
| 9 | 28 | 25 | 25 | 3 | 33 | 0 | 53 |
| 10 | 29 | 25 | 26 | 3 | 34 | 1 | 52 |
| Duration (in years) | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom | Liechtenstein |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 13 | 21 | 6 | 0 | 0 | 0 |
| 2 | 18 | 18 | 24 | 12 | 0 | 0 | 0 |
| 3 | 21 | 20 | 29 | 16 | 0 | 0 | 0 |
| 4 | 22 | 22 | 33 | 18 | 0 | 0 | 0 |
| 5 | 24 | 23 | 37 | 20 | 0 | 0 | 0 |
| 6 | 25 | 24 | 40 | 21 | 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 | 27 | 27 | 43 | 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 | 46 |
| 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 | 19 |
| 10 | 0 | 9 | 1 | 0 | 10 | 0 | 19 |
| 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 | 5 | 15 | 0 | 4 | 0 | |
| 6 | 0 | 5 | 16 | 0 | 4 | 0 | |
| 7 | 0 | 7 | 16 | 0 | 4 | 0 | |
| 8 | 0 | 8 | 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 | 242 | 585 | 1 211 |
| 2 | 6 | 21 | 48 | 128 | 242 | 585 | 993 |
| 3 | 7 | 23 | 48 | 120 | 238 | 581 | 821 |
| 4 | 8 | 26 | 51 | 121 | 237 | 580 | 687 |
| 5 | 10 | 29 | 56 | 124 | 237 | 580 | 582 |
| 6 | 11 | 31 | 60 | 129 | 237 | 580 | 580 |
| 7 | 12 | 34 | 62 | 131 | 237 | 580 | 580 |
| 8 | 12 | 34 | 61 | 129 | 237 | 580 | 580 |
| 9 | 12 | 35 | 61 | 128 | 237 | 580 | 580 |
| 10 | 13 | 36 | 61 | 128 | 237 | 580 | 580 |
| 11 | 13 | 37 | 61 | 128 | 237 | 580 | 580 |
| 12 | 14 | 38 | 61 | 128 | 237 | 580 | 580 |
| 13 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 14 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 15 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 16 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 17 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 18 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 19 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 20 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 21 | 15 | 39 | 61 | 128 | 237 | 580 | 580 |
| 22 | 15 | 39 | 61 | 128 | 237 | 580 | 580 |
| 23 | 16 | 39 | 61 | 128 | 237 | 580 | 580 |
| 24 | 17 | 39 | 61 | 128 | 237 | 580 | 580 |
| 25 | 17 | 39 | 61 | 128 | 237 | 580 | 580 |
| 26 | 18 | 39 | 61 | 128 | 237 | 580 | 580 |
| 27 | 19 | 39 | 61 | 128 | 237 | 580 | 580 |
| 28 | 20 | 39 | 61 | 128 | 237 | 580 | 580 |
| 29 | 20 | 39 | 61 | 128 | 237 | 580 | 580 |
| 30 | 20 | 39 | 61 | 128 | 237 | 580 | 580 |
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 | 25 | 52 | 132 | 246 | 590 | 1 223 |
| 2 | 12 | 28 | 54 | 134 | 248 | 592 | 1 005 |
| 3 | 14 | 30 | 55 | 126 | 245 | 588 | 831 |
| 4 | 15 | 33 | 58 | 128 | 244 | 587 | 695 |
| 5 | 16 | 35 | 63 | 131 | 243 | 587 | 589 |
| 6 | 17 | 37 | 66 | 135 | 243 | 586 | 586 |
| 7 | 18 | 39 | 67 | 136 | 242 | 586 | 586 |
| 8 | 17 | 39 | 66 | 134 | 242 | 585 | 585 |
| 9 | 17 | 40 | 66 | 133 | 241 | 585 | 585 |
| 10 | 17 | 40 | 65 | 132 | 241 | 584 | 584 |
| 11 | 17 | 41 | 65 | 131 | 240 | 584 | 584 |
| 12 | 17 | 41 | 64 | 131 | 240 | 583 | 583 |
| 13 | 17 | 41 | 64 | 130 | 239 | 583 | 583 |
| 14 | 17 | 41 | 63 | 130 | 239 | 582 | 582 |
| 15 | 16 | 41 | 63 | 129 | 238 | 582 | 582 |
| 16 | 15 | 40 | 62 | 129 | 238 | 581 | 581 |
| 17 | 15 | 40 | 62 | 128 | 237 | 581 | 581 |
| 18 | 15 | 40 | 62 | 128 | 237 | 581 | 581 |
| 19 | 15 | 40 | 62 | 128 | 237 | 581 | 581 |
| 20 | 15 | 40 | 62 | 129 | 238 | 581 | 581 |
| 21 | 16 | 40 | 63 | 129 | 238 | 582 | 582 |
| 22 | 16 | 41 | 63 | 129 | 238 | 582 | 582 |
| 23 | 17 | 41 | 63 | 129 | 238 | 582 | 582 |
| 24 | 17 | 41 | 63 | 130 | 239 | 582 | 582 |
| 25 | 17 | 41 | 63 | 130 | 239 | 582 | 582 |
| 26 | 18 | 41 | 63 | 130 | 239 | 582 | 582 |
| 27 | 19 | 41 | 63 | 130 | 239 | 582 | 582 |
| 28 | 20 | 41 | 63 | 130 | 239 | 582 | 582 |
| 29 | 20 | 41 | 63 | 130 | 239 | 582 | 582 |
| 30 | 21 | 41 | 63 | 130 | 239 | 582 | 582 |
2.3. Danish krone
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 6 | 21 | 47 | 127 | 242 | 585 | 1 211 |
| 2 | 6 | 21 | 47 | 127 | 242 | 585 | 992 |
| 3 | 7 | 23 | 48 | 119 | 238 | 581 | 821 |
| 4 | 8 | 26 | 51 | 121 | 237 | 580 | 687 |
| 5 | 10 | 29 | 56 | 124 | 237 | 580 | 582 |
| 6 | 11 | 31 | 60 | 128 | 237 | 580 | 580 |
| 7 | 12 | 33 | 62 | 131 | 237 | 580 | 580 |
| 8 | 12 | 34 | 61 | 129 | 237 | 580 | 580 |
| 9 | 12 | 35 | 61 | 128 | 237 | 580 | 580 |
| 10 | 13 | 36 | 61 | 128 | 237 | 580 | 580 |
| 11 | 13 | 37 | 61 | 128 | 237 | 580 | 580 |
| 12 | 14 | 38 | 61 | 128 | 237 | 580 | 580 |
| 13 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 14 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 15 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 16 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 17 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 18 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 19 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 20 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 21 | 15 | 39 | 61 | 128 | 237 | 580 | 580 |
| 22 | 15 | 39 | 61 | 128 | 237 | 580 | 580 |
| 23 | 16 | 39 | 61 | 128 | 237 | 580 | 580 |
| 24 | 17 | 39 | 61 | 128 | 237 | 580 | 580 |
| 25 | 17 | 39 | 61 | 128 | 237 | 580 | 580 |
| 26 | 18 | 39 | 61 | 128 | 237 | 580 | 580 |
| 27 | 19 | 39 | 61 | 128 | 237 | 580 | 580 |
| 28 | 20 | 39 | 61 | 128 | 237 | 580 | 580 |
| 29 | 20 | 39 | 61 | 128 | 237 | 580 | 580 |
| 30 | 20 | 39 | 61 | 128 | 237 | 580 | 580 |
2.4. Forint
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 86 | 102 | 128 | 208 | 322 | 666 | 1 219 |
| 2 | 81 | 97 | 123 | 203 | 317 | 661 | 1 003 |
| 3 | 85 | 102 | 127 | 198 | 316 | 660 | 830 |
| 4 | 84 | 101 | 127 | 197 | 312 | 656 | 697 |
| 5 | 82 | 101 | 129 | 197 | 309 | 653 | 653 |
| 6 | 81 | 101 | 130 | 199 | 307 | 651 | 651 |
| 7 | 80 | 101 | 130 | 199 | 304 | 648 | 648 |
| 8 | 78 | 101 | 128 | 195 | 303 | 647 | 647 |
| 9 | 77 | 100 | 126 | 193 | 302 | 645 | 645 |
| 10 | 74 | 97 | 122 | 189 | 298 | 641 | 641 |
| 11 | 71 | 95 | 119 | 186 | 295 | 638 | 638 |
| 12 | 70 | 95 | 118 | 184 | 293 | 637 | 637 |
| 13 | 70 | 94 | 117 | 183 | 292 | 636 | 636 |
| 14 | 69 | 94 | 116 | 183 | 292 | 635 | 635 |
| 15 | 69 | 94 | 116 | 182 | 291 | 635 | 635 |
| 16 | 68 | 93 | 115 | 181 | 290 | 634 | 634 |
| 17 | 68 | 92 | 115 | 181 | 290 | 633 | 633 |
| 18 | 67 | 91 | 114 | 180 | 289 | 633 | 633 |
| 19 | 66 | 91 | 113 | 179 | 288 | 632 | 632 |
| 20 | 65 | 90 | 112 | 179 | 288 | 631 | 631 |
| 21 | 65 | 89 | 112 | 178 | 287 | 630 | 630 |
| 22 | 64 | 88 | 111 | 177 | 286 | 629 | 629 |
| 23 | 63 | 87 | 110 | 176 | 285 | 629 | 629 |
| 24 | 62 | 86 | 109 | 175 | 284 | 627 | 627 |
| 25 | 61 | 85 | 108 | 174 | 283 | 626 | 626 |
| 26 | 60 | 84 | 106 | 173 | 282 | 625 | 625 |
| 27 | 58 | 83 | 105 | 172 | 281 | 624 | 624 |
| 28 | 57 | 82 | 104 | 171 | 280 | 623 | 623 |
| 29 | 56 | 81 | 103 | 170 | 279 | 622 | 622 |
| 30 | 55 | 80 | 102 | 169 | 277 | 621 | 621 |
2.5. Krona
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 10 | 25 | 51 | 131 | 246 | 589 | 1 207 |
| 2 | 12 | 27 | 53 | 133 | 247 | 591 | 990 |
| 3 | 14 | 30 | 55 | 126 | 245 | 588 | 821 |
| 4 | 15 | 33 | 58 | 129 | 244 | 588 | 687 |
| 5 | 17 | 36 | 64 | 131 | 244 | 588 | 588 |
| 6 | 18 | 38 | 67 | 136 | 244 | 588 | 588 |
| 7 | 19 | 41 | 69 | 138 | 244 | 587 | 587 |
| 8 | 19 | 41 | 68 | 136 | 243 | 587 | 587 |
| 9 | 18 | 41 | 67 | 134 | 243 | 586 | 586 |
| 10 | 18 | 42 | 67 | 133 | 242 | 586 | 586 |
| 11 | 18 | 42 | 66 | 133 | 242 | 585 | 585 |
| 12 | 18 | 43 | 66 | 132 | 241 | 585 | 585 |
| 13 | 18 | 43 | 66 | 132 | 241 | 584 | 584 |
| 14 | 18 | 43 | 65 | 132 | 241 | 584 | 584 |
| 15 | 18 | 43 | 65 | 131 | 240 | 584 | 584 |
| 16 | 17 | 42 | 64 | 131 | 240 | 583 | 583 |
| 17 | 17 | 42 | 64 | 131 | 239 | 583 | 583 |
| 18 | 17 | 42 | 64 | 130 | 239 | 583 | 583 |
| 19 | 17 | 42 | 64 | 130 | 239 | 583 | 583 |
| 20 | 18 | 42 | 65 | 131 | 240 | 583 | 583 |
| 21 | 18 | 42 | 65 | 131 | 240 | 584 | 584 |
| 22 | 18 | 43 | 65 | 131 | 240 | 584 | 584 |
| 23 | 18 | 43 | 65 | 132 | 241 | 584 | 584 |
| 24 | 18 | 43 | 65 | 132 | 241 | 584 | 584 |
| 25 | 18 | 43 | 65 | 132 | 241 | 584 | 584 |
| 26 | 18 | 43 | 65 | 132 | 241 | 584 | 584 |
| 27 | 19 | 43 | 65 | 132 | 241 | 584 | 584 |
| 28 | 20 | 43 | 65 | 132 | 241 | 584 | 584 |
| 29 | 20 | 43 | 65 | 132 | 241 | 584 | 584 |
| 30 | 21 | 43 | 65 | 131 | 240 | 584 | 584 |
2.6. Kuna
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 53 | 68 | 94 | 174 | 288 | 632 | 1 223 |
| 2 | 56 | 72 | 98 | 178 | 292 | 636 | 1 008 |
| 3 | 62 | 78 | 103 | 174 | 293 | 636 | 838 |
| 4 | 65 | 83 | 108 | 178 | 294 | 637 | 705 |
| 5 | 68 | 87 | 114 | 182 | 295 | 638 | 638 |
| 6 | 69 | 89 | 118 | 186 | 294 | 638 | 638 |
| 7 | 69 | 90 | 119 | 188 | 294 | 637 | 637 |
| 8 | 68 | 90 | 117 | 185 | 292 | 636 | 636 |
| 9 | 66 | 89 | 115 | 182 | 291 | 634 | 634 |
| 10 | 65 | 89 | 114 | 180 | 289 | 633 | 633 |
| 11 | 64 | 88 | 112 | 179 | 288 | 631 | 631 |
| 12 | 63 | 87 | 111 | 177 | 286 | 629 | 629 |
| 13 | 62 | 86 | 109 | 175 | 284 | 628 | 628 |
| 14 | 61 | 85 | 108 | 174 | 283 | 626 | 626 |
| 15 | 59 | 84 | 106 | 173 | 282 | 625 | 625 |
| 16 | 58 | 83 | 105 | 171 | 280 | 624 | 624 |
| 17 | 57 | 82 | 104 | 171 | 280 | 623 | 623 |
| 18 | 56 | 81 | 103 | 170 | 279 | 622 | 622 |
| 19 | 56 | 80 | 103 | 169 | 278 | 621 | 621 |
| 20 | 55 | 80 | 102 | 168 | 277 | 621 | 621 |
| 21 | 54 | 79 | 101 | 168 | 277 | 620 | 620 |
| 22 | 53 | 78 | 100 | 167 | 276 | 619 | 619 |
| 23 | 53 | 77 | 100 | 166 | 275 | 618 | 618 |
| 24 | 52 | 76 | 99 | 165 | 274 | 618 | 618 |
| 25 | 51 | 76 | 98 | 164 | 273 | 617 | 617 |
| 26 | 50 | 75 | 97 | 163 | 272 | 616 | 616 |
| 27 | 49 | 74 | 96 | 162 | 271 | 615 | 615 |
| 28 | 48 | 73 | 95 | 162 | 271 | 614 | 614 |
| 29 | 48 | 72 | 94 | 161 | 270 | 613 | 613 |
| 30 | 47 | 71 | 94 | 160 | 269 | 612 | 612 |
2.7. Lev
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 5 | 20 | 47 | 127 | 241 | 584 | 1 210 |
| 2 | 5 | 20 | 47 | 127 | 241 | 584 | 992 |
| 3 | 6 | 23 | 48 | 119 | 237 | 580 | 821 |
| 4 | 7 | 25 | 50 | 120 | 236 | 579 | 687 |
| 5 | 9 | 28 | 56 | 123 | 236 | 579 | 581 |
| 6 | 10 | 30 | 59 | 128 | 236 | 579 | 579 |
| 7 | 11 | 33 | 61 | 130 | 236 | 579 | 579 |
| 8 | 11 | 33 | 60 | 128 | 236 | 579 | 579 |
| 9 | 11 | 34 | 60 | 127 | 236 | 579 | 579 |
| 10 | 12 | 35 | 60 | 127 | 236 | 579 | 579 |
| 11 | 13 | 36 | 60 | 127 | 236 | 579 | 579 |
| 12 | 13 | 37 | 60 | 127 | 236 | 579 | 579 |
| 13 | 13 | 38 | 60 | 127 | 236 | 579 | 579 |
| 14 | 14 | 38 | 60 | 127 | 236 | 579 | 579 |
| 15 | 14 | 38 | 60 | 127 | 236 | 579 | 579 |
| 16 | 13 | 38 | 60 | 127 | 236 | 579 | 579 |
| 17 | 13 | 38 | 60 | 127 | 236 | 579 | 579 |
| 18 | 13 | 38 | 60 | 127 | 236 | 579 | 579 |
| 19 | 14 | 38 | 60 | 127 | 236 | 579 | 579 |
| 20 | 14 | 38 | 60 | 127 | 236 | 579 | 579 |
| 21 | 15 | 38 | 60 | 127 | 236 | 579 | 579 |
| 22 | 15 | 38 | 60 | 127 | 236 | 579 | 579 |
| 23 | 16 | 38 | 61 | 127 | 236 | 579 | 579 |
| 24 | 17 | 38 | 61 | 127 | 236 | 579 | 579 |
| 25 | 17 | 38 | 61 | 127 | 236 | 579 | 579 |
| 26 | 18 | 38 | 61 | 127 | 236 | 579 | 579 |
| 27 | 19 | 38 | 61 | 127 | 236 | 579 | 579 |
| 28 | 20 | 38 | 61 | 127 | 236 | 579 | 579 |
| 29 | 20 | 38 | 61 | 127 | 236 | 579 | 579 |
| 30 | 20 | 38 | 61 | 127 | 236 | 579 | 579 |
2.8. Pound sterling
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 7 | 25 | 58 | 159 | 260 | 603 | 1 225 |
| 2 | 7 | 25 | 58 | 159 | 260 | 603 | 1 004 |
| 3 | 8 | 27 | 57 | 143 | 256 | 599 | 831 |
| 4 | 10 | 30 | 59 | 131 | 254 | 597 | 695 |
| 5 | 11 | 31 | 59 | 118 | 253 | 596 | 596 |
| 6 | 13 | 35 | 62 | 110 | 252 | 595 | 595 |
| 7 | 15 | 37 | 63 | 102 | 251 | 594 | 594 |
| 8 | 16 | 38 | 61 | 94 | 249 | 593 | 593 |
| 9 | 19 | 45 | 65 | 88 | 248 | 592 | 592 |
| 10 | 18 | 45 | 62 | 84 | 248 | 591 | 591 |
| 11 | 17 | 44 | 60 | 83 | 247 | 590 | 590 |
| 12 | 16 | 43 | 60 | 84 | 246 | 589 | 589 |
| 13 | 16 | 44 | 61 | 84 | 245 | 589 | 589 |
| 14 | 17 | 44 | 61 | 84 | 244 | 588 | 588 |
| 15 | 17 | 44 | 61 | 84 | 244 | 587 | 587 |
| 16 | 17 | 44 | 61 | 84 | 242 | 586 | 586 |
| 17 | 17 | 44 | 61 | 84 | 241 | 585 | 585 |
| 18 | 17 | 44 | 61 | 84 | 241 | 584 | 584 |
| 19 | 17 | 44 | 61 | 84 | 241 | 584 | 584 |
| 20 | 17 | 44 | 61 | 84 | 241 | 585 | 585 |
| 21 | 17 | 44 | 61 | 84 | 241 | 585 | 585 |
| 22 | 17 | 44 | 61 | 84 | 241 | 585 | 585 |
| 23 | 17 | 44 | 61 | 84 | 241 | 584 | 584 |
| 24 | 17 | 44 | 61 | 84 | 240 | 584 | 584 |
| 25 | 17 | 44 | 61 | 84 | 240 | 583 | 583 |
| 26 | 18 | 44 | 61 | 84 | 239 | 583 | 583 |
| 27 | 19 | 44 | 61 | 84 | 239 | 582 | 582 |
| 28 | 20 | 44 | 61 | 84 | 239 | 582 | 582 |
| 29 | 20 | 44 | 61 | 84 | 238 | 582 | 582 |
| 30 | 20 | 44 | 61 | 84 | 238 | 581 | 581 |
2.9. Romanian leu
Reading this document does not replace reading the official text published in the Official Journal of the European Union. We assume no responsibility for any inaccuracies arising from the conversion of the original to this format.
This text is published under EUR-Lex's own terms of reuse, not a Legalize or public-domain licence.
EUR-Lex
Creative Commons Attribution 4.0 International (CC BY 4.0)
© European Union, https://eur-lex.europa.eu — Source: EUR-Lex (Publications Office of the European Union). Reused under the Creative Commons Attribution 4.0 International (CC BY 4.0) licence. Only EU legislation published in the printed Official Journal of the European Union is deemed authentic; consolidated texts are reproduced here for documentation purposes and have been reformatted to Markdown.