LegalizeCommission Implementing Regulation (EU) 2017/2015 of 9 November 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2017 until 30 December 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.
| 14.11.2017 | EN | Official Journal of the European Union | L 296/1 |
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 reinsurance 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 October 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2017 market data. That information was published on 6 October 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 September until 30 December 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 September 2017.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 9 November 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 | – 0,356 % | 0,664 % | – 0,366 % | – 0,077 % | – 0,502 % | 0,391 % |
| 2 | – 0,266 % | 0,911 % | – 0,276 % | 0,301 % | – 0,285 % | 0,647 % |
| 3 | – 0,140 % | 1,066 % | – 0,150 % | 0,436 % | – 0,065 % | 0,936 % |
| 4 | 0,004 % | 1,178 % | – 0,006 % | 0,872 % | 0,153 % | 1,249 % |
| 5 | 0,157 % | 1,266 % | 0,147 % | 1,135 % | 0,359 % | 1,579 % |
| 6 | 0,294 % | 1,327 % | 0,284 % | 1,604 % | 0,567 % | 1,884 % |
| 7 | 0,436 % | 1,389 % | 0,426 % | 1,962 % | 0,754 % | 2,141 % |
| 8 | 0,573 % | 1,430 % | 0,563 % | 2,228 % | 0,918 % | 2,338 % |
| 9 | 0,706 % | 1,478 % | 0,696 % | 2,435 % | 1,070 % | 2,478 % |
| 10 | 0,828 % | 1,534 % | 0,817 % | 2,601 % | 1,197 % | 2,591 % |
| 11 | 0,936 % | 1,562 % | 0,926 % | 2,774 % | 1,354 % | 2,688 % |
| 12 | 1,033 % | 1,575 % | 1,023 % | 2,951 % | 1,526 % | 2,772 % |
| 13 | 1,121 % | 1,589 % | 1,111 % | 3,122 % | 1,695 % | 2,847 % |
| 14 | 1,197 % | 1,609 % | 1,187 % | 3,280 % | 1,853 % | 2,913 % |
| 15 | 1,259 % | 1,641 % | 1,248 % | 3,419 % | 1,997 % | 2,973 % |
| 16 | 1,305 % | 1,683 % | 1,295 % | 3,535 % | 2,127 % | 3,027 % |
| 17 | 1,344 % | 1,734 % | 1,333 % | 3,632 % | 2,244 % | 3,077 % |
| 18 | 1,380 % | 1,790 % | 1,370 % | 3,713 % | 2,350 % | 3,122 % |
| 19 | 1,419 % | 1,850 % | 1,409 % | 3,781 % | 2,445 % | 3,164 % |
| 20 | 1,463 % | 1,910 % | 1,453 % | 3,839 % | 2,532 % | 3,203 % |
| 21 | 1,514 % | 1,971 % | 1,504 % | 3,888 % | 2,610 % | 3,239 % |
| 22 | 1,570 % | 2,032 % | 1,560 % | 3,929 % | 2,681 % | 3,272 % |
| 23 | 1,630 % | 2,092 % | 1,620 % | 3,964 % | 2,747 % | 3,304 % |
| 24 | 1,690 % | 2,151 % | 1,681 % | 3,995 % | 2,807 % | 3,333 % |
| 25 | 1,752 % | 2,208 % | 1,743 % | 4,021 % | 2,862 % | 3,361 % |
| 26 | 1,813 % | 2,263 % | 1,804 % | 4,043 % | 2,913 % | 3,387 % |
| 27 | 1,874 % | 2,316 % | 1,865 % | 4,062 % | 2,961 % | 3,412 % |
| 28 | 1,934 % | 2,368 % | 1,925 % | 4,079 % | 3,005 % | 3,435 % |
| 29 | 1,992 % | 2,417 % | 1,983 % | 4,093 % | 3,046 % | 3,457 % |
| 30 | 2,048 % | 2,465 % | 2,040 % | 4,105 % | 3,084 % | 3,478 % |
| 31 | 2,103 % | 2,511 % | 2,095 % | 4,116 % | 3,120 % | 3,498 % |
| 32 | 2,156 % | 2,555 % | 2,149 % | 4,125 % | 3,153 % | 3,516 % |
| 33 | 2,208 % | 2,597 % | 2,200 % | 4,133 % | 3,185 % | 3,534 % |
| 34 | 2,257 % | 2,638 % | 2,250 % | 4,140 % | 3,215 % | 3,551 % |
| 35 | 2,305 % | 2,677 % | 2,298 % | 4,147 % | 3,243 % | 3,568 % |
| 36 | 2,351 % | 2,714 % | 2,344 % | 4,152 % | 3,269 % | 3,583 % |
| 37 | 2,395 % | 2,750 % | 2,388 % | 4,157 % | 3,294 % | 3,598 % |
| 38 | 2,437 % | 2,784 % | 2,431 % | 4,161 % | 3,318 % | 3,612 % |
| 39 | 2,478 % | 2,817 % | 2,472 % | 4,165 % | 3,340 % | 3,626 % |
| 40 | 2,518 % | 2,849 % | 2,511 % | 4,168 % | 3,362 % | 3,639 % |
| 41 | 2,555 % | 2,879 % | 2,549 % | 4,171 % | 3,382 % | 3,651 % |
| 42 | 2,592 % | 2,908 % | 2,586 % | 4,173 % | 3,402 % | 3,663 % |
| 43 | 2,627 % | 2,937 % | 2,621 % | 4,175 % | 3,420 % | 3,675 % |
| 44 | 2,660 % | 2,964 % | 2,654 % | 4,177 % | 3,438 % | 3,686 % |
| 45 | 2,693 % | 2,990 % | 2,687 % | 4,179 % | 3,455 % | 3,696 % |
| 46 | 2,724 % | 3,015 % | 2,718 % | 4,180 % | 3,471 % | 3,707 % |
| 47 | 2,754 % | 3,039 % | 2,748 % | 4,182 % | 3,486 % | 3,716 % |
| 48 | 2,783 % | 3,062 % | 2,777 % | 4,183 % | 3,501 % | 3,726 % |
| 49 | 2,811 % | 3,084 % | 2,805 % | 4,184 % | 3,515 % | 3,735 % |
| 50 | 2,837 % | 3,106 % | 2,832 % | 4,185 % | 3,529 % | 3,744 % |
| 51 | 2,863 % | 3,126 % | 2,858 % | 4,186 % | 3,542 % | 3,752 % |
| 52 | 2,888 % | 3,146 % | 2,883 % | 4,187 % | 3,555 % | 3,761 % |
| 53 | 2,912 % | 3,166 % | 2,907 % | 4,187 % | 3,567 % | 3,768 % |
| 54 | 2,936 % | 3,184 % | 2,931 % | 4,188 % | 3,579 % | 3,776 % |
| 55 | 2,958 % | 3,202 % | 2,953 % | 4,188 % | 3,590 % | 3,784 % |
| 56 | 2,980 % | 3,220 % | 2,975 % | 4,189 % | 3,601 % | 3,791 % |
| 57 | 3,001 % | 3,237 % | 2,996 % | 4,189 % | 3,611 % | 3,798 % |
| 58 | 3,021 % | 3,253 % | 3,017 % | 4,190 % | 3,621 % | 3,804 % |
| 59 | 3,041 % | 3,269 % | 3,036 % | 4,190 % | 3,631 % | 3,811 % |
| 60 | 3,060 % | 3,284 % | 3,055 % | 4,191 % | 3,640 % | 3,817 % |
| 61 | 3,078 % | 3,299 % | 3,074 % | 4,191 % | 3,650 % | 3,823 % |
| 62 | 3,096 % | 3,313 % | 3,092 % | 4,191 % | 3,658 % | 3,829 % |
| 63 | 3,113 % | 3,327 % | 3,109 % | 4,191 % | 3,667 % | 3,835 % |
| 64 | 3,130 % | 3,341 % | 3,126 % | 4,192 % | 3,675 % | 3,840 % |
| 65 | 3,147 % | 3,354 % | 3,142 % | 4,192 % | 3,683 % | 3,846 % |
| 66 | 3,162 % | 3,366 % | 3,158 % | 4,192 % | 3,691 % | 3,851 % |
| 67 | 3,178 % | 3,379 % | 3,174 % | 4,192 % | 3,699 % | 3,856 % |
| 68 | 3,193 % | 3,391 % | 3,189 % | 4,193 % | 3,706 % | 3,861 % |
| 69 | 3,207 % | 3,402 % | 3,203 % | 4,193 % | 3,713 % | 3,866 % |
| 70 | 3,221 % | 3,414 % | 3,217 % | 4,193 % | 3,720 % | 3,871 % |
| 71 | 3,235 % | 3,425 % | 3,231 % | 4,193 % | 3,727 % | 3,875 % |
| 72 | 3,248 % | 3,435 % | 3,244 % | 4,193 % | 3,734 % | 3,880 % |
| 73 | 3,261 % | 3,446 % | 3,257 % | 4,193 % | 3,740 % | 3,884 % |
| 74 | 3,274 % | 3,456 % | 3,270 % | 4,193 % | 3,746 % | 3,888 % |
| 75 | 3,286 % | 3,466 % | 3,282 % | 4,194 % | 3,752 % | 3,892 % |
| 76 | 3,298 % | 3,475 % | 3,294 % | 4,194 % | 3,758 % | 3,896 % |
| 77 | 3,310 % | 3,485 % | 3,306 % | 4,194 % | 3,764 % | 3,900 % |
| 78 | 3,321 % | 3,494 % | 3,318 % | 4,194 % | 3,769 % | 3,904 % |
| 79 | 3,332 % | 3,503 % | 3,329 % | 4,194 % | 3,775 % | 3,908 % |
| 80 | 3,343 % | 3,511 % | 3,339 % | 4,194 % | 3,780 % | 3,911 % |
| 81 | 3,353 % | 3,520 % | 3,350 % | 4,194 % | 3,785 % | 3,915 % |
| 82 | 3,364 % | 3,528 % | 3,360 % | 4,194 % | 3,790 % | 3,918 % |
| 83 | 3,374 % | 3,536 % | 3,370 % | 4,194 % | 3,795 % | 3,922 % |
| 84 | 3,383 % | 3,544 % | 3,380 % | 4,194 % | 3,800 % | 3,925 % |
| 85 | 3,393 % | 3,552 % | 3,390 % | 4,194 % | 3,805 % | 3,928 % |
| 86 | 3,402 % | 3,559 % | 3,399 % | 4,194 % | 3,809 % | 3,931 % |
| 87 | 3,411 % | 3,566 % | 3,408 % | 4,195 % | 3,814 % | 3,934 % |
| 88 | 3,420 % | 3,574 % | 3,417 % | 4,195 % | 3,818 % | 3,937 % |
| 89 | 3,429 % | 3,581 % | 3,426 % | 4,195 % | 3,822 % | 3,940 % |
| 90 | 3,438 % | 3,587 % | 3,435 % | 4,195 % | 3,827 % | 3,943 % |
| 91 | 3,446 % | 3,594 % | 3,443 % | 4,195 % | 3,831 % | 3,946 % |
| 92 | 3,454 % | 3,601 % | 3,451 % | 4,195 % | 3,835 % | 3,949 % |
| 93 | 3,462 % | 3,607 % | 3,459 % | 4,195 % | 3,839 % | 3,952 % |
| 94 | 3,470 % | 3,613 % | 3,467 % | 4,195 % | 3,843 % | 3,954 % |
| 95 | 3,478 % | 3,620 % | 3,475 % | 4,195 % | 3,846 % | 3,957 % |
| 96 | 3,485 % | 3,626 % | 3,482 % | 4,195 % | 3,850 % | 3,959 % |
| 97 | 3,492 % | 3,632 % | 3,490 % | 4,195 % | 3,854 % | 3,962 % |
| 98 | 3,500 % | 3,637 % | 3,497 % | 4,195 % | 3,857 % | 3,964 % |
| 99 | 3,507 % | 3,643 % | 3,504 % | 4,195 % | 3,861 % | 3,967 % |
| 100 | 3,514 % | 3,649 % | 3,511 % | 4,195 % | 3,864 % | 3,969 % |
| 101 | 3,520 % | 3,654 % | 3,518 % | 4,195 % | 3,867 % | 3,971 % |
| 102 | 3,527 % | 3,659 % | 3,524 % | 4,195 % | 3,871 % | 3,973 % |
| 103 | 3,534 % | 3,665 % | 3,531 % | 4,195 % | 3,874 % | 3,976 % |
| 104 | 3,540 % | 3,670 % | 3,537 % | 4,196 % | 3,877 % | 3,978 % |
| 105 | 3,546 % | 3,675 % | 3,544 % | 4,196 % | 3,880 % | 3,980 % |
| 106 | 3,552 % | 3,680 % | 3,550 % | 4,196 % | 3,883 % | 3,982 % |
| 107 | 3,558 % | 3,685 % | 3,556 % | 4,196 % | 3,886 % | 3,984 % |
| 108 | 3,564 % | 3,689 % | 3,562 % | 4,196 % | 3,889 % | 3,986 % |
| 109 | 3,570 % | 3,694 % | 3,568 % | 4,196 % | 3,892 % | 3,988 % |
| 110 | 3,576 % | 3,699 % | 3,573 % | 4,196 % | 3,894 % | 3,990 % |
| 111 | 3,581 % | 3,703 % | 3,579 % | 4,196 % | 3,897 % | 3,992 % |
| 112 | 3,587 % | 3,707 % | 3,585 % | 4,196 % | 3,900 % | 3,994 % |
| 113 | 3,592 % | 3,712 % | 3,590 % | 4,196 % | 3,903 % | 3,995 % |
| 114 | 3,598 % | 3,716 % | 3,595 % | 4,196 % | 3,905 % | 3,997 % |
| 115 | 3,603 % | 3,720 % | 3,601 % | 4,196 % | 3,908 % | 3,999 % |
| 116 | 3,608 % | 3,724 % | 3,606 % | 4,196 % | 3,910 % | 4,001 % |
| 117 | 3,613 % | 3,728 % | 3,611 % | 4,196 % | 3,913 % | 4,002 % |
| 118 | 3,618 % | 3,732 % | 3,616 % | 4,196 % | 3,915 % | 4,004 % |
| 119 | 3,623 % | 3,736 % | 3,621 % | 4,196 % | 3,918 % | 4,006 % |
| 120 | 3,628 % | 3,740 % | 3,625 % | 4,196 % | 3,920 % | 4,007 % |
| 121 | 3,632 % | 3,744 % | 3,630 % | 4,196 % | 3,922 % | 4,009 % |
| 122 | 3,637 % | 3,748 % | 3,635 % | 4,196 % | 3,924 % | 4,010 % |
| 123 | 3,642 % | 3,751 % | 3,639 % | 4,196 % | 3,927 % | 4,012 % |
| 124 | 3,646 % | 3,755 % | 3,644 % | 4,196 % | 3,929 % | 4,014 % |
| 125 | 3,650 % | 3,759 % | 3,648 % | 4,196 % | 3,931 % | 4,015 % |
| 126 | 3,655 % | 3,762 % | 3,653 % | 4,196 % | 3,933 % | 4,016 % |
| 127 | 3,659 % | 3,766 % | 3,657 % | 4,196 % | 3,935 % | 4,018 % |
| 128 | 3,663 % | 3,769 % | 3,661 % | 4,196 % | 3,937 % | 4,019 % |
| 129 | 3,667 % | 3,772 % | 3,665 % | 4,196 % | 3,939 % | 4,021 % |
| 130 | 3,672 % | 3,776 % | 3,670 % | 4,196 % | 3,941 % | 4,022 % |
| 131 | 3,676 % | 3,779 % | 3,674 % | 4,196 % | 3,943 % | 4,023 % |
| 132 | 3,680 % | 3,782 % | 3,678 % | 4,196 % | 3,945 % | 4,025 % |
| 133 | 3,683 % | 3,785 % | 3,681 % | 4,196 % | 3,947 % | 4,026 % |
| 134 | 3,687 % | 3,788 % | 3,685 % | 4,197 % | 3,949 % | 4,027 % |
| 135 | 3,691 % | 3,791 % | 3,689 % | 4,197 % | 3,951 % | 4,029 % |
| 136 | 3,695 % | 3,794 % | 3,693 % | 4,197 % | 3,953 % | 4,030 % |
| 137 | 3,699 % | 3,797 % | 3,697 % | 4,197 % | 3,955 % | 4,031 % |
| 138 | 3,702 % | 3,800 % | 3,700 % | 4,197 % | 3,956 % | 4,032 % |
| 139 | 3,706 % | 3,803 % | 3,704 % | 4,197 % | 3,958 % | 4,034 % |
| 140 | 3,709 % | 3,806 % | 3,707 % | 4,197 % | 3,960 % | 4,035 % |
| 141 | 3,713 % | 3,809 % | 3,711 % | 4,197 % | 3,962 % | 4,036 % |
| 142 | 3,716 % | 3,811 % | 3,714 % | 4,197 % | 3,963 % | 4,037 % |
| 143 | 3,720 % | 3,814 % | 3,718 % | 4,197 % | 3,965 % | 4,038 % |
| 144 | 3,723 % | 3,817 % | 3,721 % | 4,197 % | 3,967 % | 4,039 % |
| 145 | 3,726 % | 3,819 % | 3,724 % | 4,197 % | 3,968 % | 4,040 % |
| 146 | 3,729 % | 3,822 % | 3,728 % | 4,197 % | 3,970 % | 4,042 % |
| 147 | 3,733 % | 3,825 % | 3,731 % | 4,197 % | 3,971 % | 4,043 % |
| 148 | 3,736 % | 3,827 % | 3,734 % | 4,197 % | 3,973 % | 4,044 % |
| 149 | 3,739 % | 3,830 % | 3,737 % | 4,197 % | 3,974 % | 4,045 % |
| 150 | 3,742 % | 3,832 % | 3,740 % | 4,197 % | 3,976 % | 4,046 % |
| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,406 % | 0,512 % | 1,441 % | 1,342 % | 4,412 % | 0,780 % |
| 2 | – 0,316 % | 0,678 % | 1,845 % | 1,616 % | 4,680 % | 0,981 % |
| 3 | – 0,190 % | 0,798 % | 2,230 % | 2,012 % | 5,000 % | 1,122 % |
| 4 | – 0,046 % | 0,890 % | 2,609 % | 2,341 % | 5,063 % | 1,265 % |
| 5 | 0,107 % | 0,976 % | 2,974 % | 2,617 % | 5,023 % | 1,398 % |
| 6 | 0,244 % | 1,054 % | 3,305 % | 2,810 % | 5,000 % | 1,522 % |
| 7 | 0,385 % | 1,124 % | 3,581 % | 2,965 % | 5,028 % | 1,631 % |
| 8 | 0,523 % | 1,191 % | 3,799 % | 3,088 % | 5,070 % | 1,726 % |
| 9 | 0,655 % | 1,253 % | 3,996 % | 3,207 % | 5,097 % | 1,810 % |
| 10 | 0,776 % | 1,310 % | 4,158 % | 3,252 % | 5,110 % | 1,879 % |
| 11 | 0,885 % | 1,361 % | 4,283 % | 3,280 % | 5,113 % | 1,949 % |
| 12 | 0,982 % | 1,405 % | 4,378 % | 3,308 % | 5,109 % | 2,020 % |
| 13 | 1,070 % | 1,432 % | 4,450 % | 3,335 % | 5,100 % | 2,092 % |
| 14 | 1,146 % | 1,465 % | 4,505 % | 3,361 % | 5,088 % | 2,163 % |
| 15 | 1,207 % | 1,502 % | 4,546 % | 3,387 % | 5,074 % | 2,231 % |
| 16 | 1,253 % | 1,512 % | 4,578 % | 3,411 % | 5,057 % | 2,298 % |
| 17 | 1,291 % | 1,527 % | 4,601 % | 3,435 % | 5,040 % | 2,362 % |
| 18 | 1,328 % | 1,539 % | 4,618 % | 3,458 % | 5,022 % | 2,423 % |
| 19 | 1,366 % | 1,548 % | 4,629 % | 3,480 % | 5,003 % | 2,482 % |
| 20 | 1,411 % | 1,565 % | 4,637 % | 3,501 % | 4,985 % | 2,538 % |
| 21 | 1,463 % | 1,575 % | 4,641 % | 3,521 % | 4,966 % | 2,591 % |
| 22 | 1,520 % | 1,576 % | 4,643 % | 3,541 % | 4,948 % | 2,642 % |
| 23 | 1,580 % | 1,573 % | 4,643 % | 3,559 % | 4,930 % | 2,691 % |
| 24 | 1,642 % | 1,569 % | 4,641 % | 3,577 % | 4,912 % | 2,737 % |
| 25 | 1,704 % | 1,565 % | 4,638 % | 3,594 % | 4,894 % | 2,781 % |
| 26 | 1,767 % | 1,562 % | 4,633 % | 3,611 % | 4,877 % | 2,823 % |
| 27 | 1,829 % | 1,561 % | 4,628 % | 3,626 % | 4,860 % | 2,864 % |
| 28 | 1,890 % | 1,558 % | 4,623 % | 3,641 % | 4,844 % | 2,902 % |
| 29 | 1,949 % | 1,554 % | 4,616 % | 3,656 % | 4,829 % | 2,938 % |
| 30 | 2,007 % | 1,547 % | 4,610 % | 3,670 % | 4,814 % | 2,973 % |
| 31 | 2,063 % | 1,538 % | 4,603 % | 3,683 % | 4,799 % | 3,006 % |
| 32 | 2,117 % | 1,527 % | 4,596 % | 3,696 % | 4,785 % | 3,038 % |
| 33 | 2,169 % | 1,516 % | 4,589 % | 3,708 % | 4,771 % | 3,068 % |
| 34 | 2,220 % | 1,505 % | 4,582 % | 3,720 % | 4,758 % | 3,097 % |
| 35 | 2,268 % | 1,496 % | 4,575 % | 3,731 % | 4,745 % | 3,125 % |
| 36 | 2,315 % | 1,488 % | 4,568 % | 3,742 % | 4,733 % | 3,151 % |
| 37 | 2,360 % | 1,482 % | 4,561 % | 3,752 % | 4,721 % | 3,177 % |
| 38 | 2,404 % | 1,475 % | 4,554 % | 3,762 % | 4,709 % | 3,201 % |
| 39 | 2,445 % | 1,468 % | 4,547 % | 3,772 % | 4,698 % | 3,224 % |
| 40 | 2,485 % | 1,460 % | 4,541 % | 3,781 % | 4,687 % | 3,246 % |
| 41 | 2,524 % | 1,450 % | 4,534 % | 3,790 % | 4,677 % | 3,268 % |
| 42 | 2,561 % | 1,439 % | 4,528 % | 3,799 % | 4,667 % | 3,288 % |
| 43 | 2,597 % | 1,428 % | 4,521 % | 3,807 % | 4,657 % | 3,308 % |
| 44 | 2,631 % | 1,417 % | 4,515 % | 3,815 % | 4,648 % | 3,327 % |
| 45 | 2,664 % | 1,406 % | 4,509 % | 3,823 % | 4,639 % | 3,345 % |
| 46 | 2,696 % | 1,396 % | 4,504 % | 3,830 % | 4,630 % | 3,363 % |
| 47 | 2,726 % | 1,389 % | 4,498 % | 3,837 % | 4,622 % | 3,380 % |
| 48 | 2,756 % | 1,385 % | 4,493 % | 3,844 % | 4,614 % | 3,396 % |
| 49 | 2,784 % | 1,387 % | 4,487 % | 3,851 % | 4,606 % | 3,412 % |
| 50 | 2,811 % | 1,394 % | 4,482 % | 3,857 % | 4,598 % | 3,427 % |
| 51 | 2,838 % | 1,407 % | 4,477 % | 3,864 % | 4,591 % | 3,442 % |
| 52 | 2,863 % | 1,425 % | 4,472 % | 3,870 % | 4,584 % | 3,456 % |
| 53 | 2,888 % | 1,447 % | 4,468 % | 3,876 % | 4,577 % | 3,469 % |
| 54 | 2,911 % | 1,473 % | 4,463 % | 3,881 % | 4,570 % | 3,482 % |
| 55 | 2,934 % | 1,501 % | 4,459 % | 3,887 % | 4,564 % | 3,495 % |
| 56 | 2,957 % | 1,530 % | 4,454 % | 3,892 % | 4,558 % | 3,507 % |
| 57 | 2,978 % | 1,561 % | 4,450 % | 3,897 % | 4,552 % | 3,519 % |
| 58 | 2,999 % | 1,593 % | 4,446 % | 3,902 % | 4,546 % | 3,531 % |
| 59 | 3,019 % | 1,625 % | 4,442 % | 3,907 % | 4,540 % | 3,542 % |
| 60 | 3,038 % | 1,658 % | 4,438 % | 3,912 % | 4,535 % | 3,553 % |
| 61 | 3,057 % | 1,691 % | 4,434 % | 3,916 % | 4,529 % | 3,563 % |
| 62 | 3,075 % | 1,723 % | 4,431 % | 3,921 % | 4,524 % | 3,573 % |
| 63 | 3,093 % | 1,756 % | 4,427 % | 3,925 % | 4,519 % | 3,583 % |
| 64 | 3,110 % | 1,789 % | 4,424 % | 3,929 % | 4,514 % | 3,592 % |
| 65 | 3,126 % | 1,821 % | 4,420 % | 3,933 % | 4,510 % | 3,602 % |
| 66 | 3,142 % | 1,852 % | 4,417 % | 3,937 % | 4,505 % | 3,611 % |
| 67 | 3,158 % | 1,884 % | 4,414 % | 3,941 % | 4,500 % | 3,619 % |
| 68 | 3,173 % | 1,914 % | 4,411 % | 3,945 % | 4,496 % | 3,628 % |
| 69 | 3,188 % | 1,945 % | 4,408 % | 3,948 % | 4,492 % | 3,636 % |
| 70 | 3,202 % | 1,974 % | 4,405 % | 3,952 % | 4,488 % | 3,644 % |
| 71 | 3,216 % | 2,004 % | 4,402 % | 3,955 % | 4,484 % | 3,652 % |
| 72 | 3,230 % | 2,032 % | 4,399 % | 3,959 % | 4,480 % | 3,659 % |
| 73 | 3,243 % | 2,060 % | 4,397 % | 3,962 % | 4,476 % | 3,666 % |
| 74 | 3,256 % | 2,087 % | 4,394 % | 3,965 % | 4,472 % | 3,674 % |
| 75 | 3,268 % | 2,114 % | 4,392 % | 3,968 % | 4,469 % | 3,681 % |
| 76 | 3,281 % | 2,141 % | 4,389 % | 3,971 % | 4,465 % | 3,687 % |
| 77 | 3,293 % | 2,166 % | 4,387 % | 3,974 % | 4,462 % | 3,694 % |
| 78 | 3,304 % | 2,191 % | 4,384 % | 3,977 % | 4,459 % | 3,700 % |
| 79 | 3,315 % | 2,216 % | 4,382 % | 3,980 % | 4,455 % | 3,707 % |
| 80 | 3,326 % | 2,240 % | 4,380 % | 3,983 % | 4,452 % | 3,713 % |
| 81 | 3,337 % | 2,264 % | 4,377 % | 3,985 % | 4,449 % | 3,719 % |
| 82 | 3,348 % | 2,287 % | 4,375 % | 3,988 % | 4,446 % | 3,725 % |
| 83 | 3,358 % | 2,309 % | 4,373 % | 3,990 % | 4,443 % | 3,730 % |
| 84 | 3,368 % | 2,331 % | 4,371 % | 3,993 % | 4,440 % | 3,736 % |
| 85 | 3,378 % | 2,353 % | 4,369 % | 3,995 % | 4,437 % | 3,741 % |
| 86 | 3,387 % | 2,374 % | 4,367 % | 3,998 % | 4,435 % | 3,747 % |
| 87 | 3,396 % | 2,394 % | 4,365 % | 4,000 % | 4,432 % | 3,752 % |
| 88 | 3,405 % | 2,415 % | 4,363 % | 4,002 % | 4,429 % | 3,757 % |
| 89 | 3,414 % | 2,434 % | 4,362 % | 4,004 % | 4,427 % | 3,762 % |
| 90 | 3,423 % | 2,454 % | 4,360 % | 4,006 % | 4,424 % | 3,767 % |
| 91 | 3,432 % | 2,473 % | 4,358 % | 4,009 % | 4,422 % | 3,772 % |
| 92 | 3,440 % | 2,491 % | 4,356 % | 4,011 % | 4,419 % | 3,776 % |
| 93 | 3,448 % | 2,509 % | 4,355 % | 4,013 % | 4,417 % | 3,781 % |
| 94 | 3,456 % | 2,527 % | 4,353 % | 4,015 % | 4,415 % | 3,785 % |
| 95 | 3,464 % | 2,544 % | 4,351 % | 4,017 % | 4,412 % | 3,790 % |
| 96 | 3,471 % | 2,562 % | 4,350 % | 4,019 % | 4,410 % | 3,794 % |
| 97 | 3,479 % | 2,578 % | 4,348 % | 4,020 % | 4,408 % | 3,798 % |
| 98 | 3,486 % | 2,595 % | 4,347 % | 4,022 % | 4,406 % | 3,802 % |
| 99 | 3,493 % | 2,611 % | 4,345 % | 4,024 % | 4,404 % | 3,806 % |
| 100 | 3,500 % | 2,626 % | 4,344 % | 4,026 % | 4,402 % | 3,810 % |
| 101 | 3,507 % | 2,642 % | 4,342 % | 4,027 % | 4,400 % | 3,814 % |
| 102 | 3,514 % | 2,657 % | 4,341 % | 4,029 % | 4,398 % | 3,818 % |
| 103 | 3,521 % | 2,672 % | 4,340 % | 4,031 % | 4,396 % | 3,821 % |
| 104 | 3,527 % | 2,686 % | 4,338 % | 4,032 % | 4,394 % | 3,825 % |
| 105 | 3,534 % | 2,701 % | 4,337 % | 4,034 % | 4,392 % | 3,829 % |
| 106 | 3,540 % | 2,715 % | 4,336 % | 4,036 % | 4,390 % | 3,832 % |
| 107 | 3,546 % | 2,728 % | 4,334 % | 4,037 % | 4,389 % | 3,835 % |
| 108 | 3,552 % | 2,742 % | 4,333 % | 4,039 % | 4,387 % | 3,839 % |
| 109 | 3,558 % | 2,755 % | 4,332 % | 4,040 % | 4,385 % | 3,842 % |
| 110 | 3,564 % | 2,768 % | 4,331 % | 4,042 % | 4,383 % | 3,845 % |
| 111 | 3,570 % | 2,781 % | 4,330 % | 4,043 % | 4,382 % | 3,849 % |
| 112 | 3,575 % | 2,794 % | 4,328 % | 4,044 % | 4,380 % | 3,852 % |
| 113 | 3,581 % | 2,806 % | 4,327 % | 4,046 % | 4,379 % | 3,855 % |
| 114 | 3,586 % | 2,818 % | 4,326 % | 4,047 % | 4,377 % | 3,858 % |
| 115 | 3,591 % | 2,830 % | 4,325 % | 4,048 % | 4,375 % | 3,861 % |
| 116 | 3,597 % | 2,842 % | 4,324 % | 4,050 % | 4,374 % | 3,864 % |
| 117 | 3,602 % | 2,853 % | 4,323 % | 4,051 % | 4,372 % | 3,867 % |
| 118 | 3,607 % | 2,865 % | 4,322 % | 4,052 % | 4,371 % | 3,869 % |
| 119 | 3,612 % | 2,876 % | 4,321 % | 4,054 % | 4,370 % | 3,872 % |
| 120 | 3,617 % | 2,887 % | 4,320 % | 4,055 % | 4,368 % | 3,875 % |
| 121 | 3,622 % | 2,898 % | 4,319 % | 4,056 % | 4,367 % | 3,878 % |
| 122 | 3,626 % | 2,908 % | 4,318 % | 4,057 % | 4,365 % | 3,880 % |
| 123 | 3,631 % | 2,919 % | 4,317 % | 4,058 % | 4,364 % | 3,883 % |
| 124 | 3,635 % | 2,929 % | 4,316 % | 4,059 % | 4,363 % | 3,885 % |
| 125 | 3,640 % | 2,939 % | 4,315 % | 4,061 % | 4,361 % | 3,888 % |
| 126 | 3,644 % | 2,949 % | 4,314 % | 4,062 % | 4,360 % | 3,890 % |
| 127 | 3,649 % | 2,959 % | 4,313 % | 4,063 % | 4,359 % | 3,893 % |
| 128 | 3,653 % | 2,968 % | 4,312 % | 4,064 % | 4,358 % | 3,895 % |
| 129 | 3,657 % | 2,978 % | 4,311 % | 4,065 % | 4,356 % | 3,898 % |
| 130 | 3,661 % | 2,987 % | 4,311 % | 4,066 % | 4,355 % | 3,900 % |
| 131 | 3,666 % | 2,996 % | 4,310 % | 4,067 % | 4,354 % | 3,902 % |
| 132 | 3,670 % | 3,006 % | 4,309 % | 4,068 % | 4,353 % | 3,904 % |
| 133 | 3,674 % | 3,014 % | 4,308 % | 4,069 % | 4,352 % | 3,907 % |
| 134 | 3,678 % | 3,023 % | 4,307 % | 4,070 % | 4,351 % | 3,909 % |
| 135 | 3,681 % | 3,032 % | 4,307 % | 4,071 % | 4,349 % | 3,911 % |
| 136 | 3,685 % | 3,040 % | 4,306 % | 4,072 % | 4,348 % | 3,913 % |
| 137 | 3,689 % | 3,049 % | 4,305 % | 4,073 % | 4,347 % | 3,915 % |
| 138 | 3,693 % | 3,057 % | 4,304 % | 4,074 % | 4,346 % | 3,917 % |
| 139 | 3,696 % | 3,065 % | 4,303 % | 4,075 % | 4,345 % | 3,919 % |
| 140 | 3,700 % | 3,073 % | 4,303 % | 4,075 % | 4,344 % | 3,921 % |
| 141 | 3,703 % | 3,081 % | 4,302 % | 4,076 % | 4,343 % | 3,923 % |
| 142 | 3,707 % | 3,089 % | 4,301 % | 4,077 % | 4,342 % | 3,925 % |
| 143 | 3,710 % | 3,097 % | 4,301 % | 4,078 % | 4,341 % | 3,927 % |
| 144 | 3,714 % | 3,105 % | 4,300 % | 4,079 % | 4,340 % | 3,929 % |
| 145 | 3,717 % | 3,112 % | 4,299 % | 4,080 % | 4,339 % | 3,931 % |
| 146 | 3,720 % | 3,119 % | 4,299 % | 4,081 % | 4,338 % | 3,933 % |
| 147 | 3,724 % | 3,127 % | 4,298 % | 4,081 % | 4,337 % | 3,935 % |
| 148 | 3,727 % | 3,134 % | 4,297 % | 4,082 % | 4,336 % | 3,936 % |
| 149 | 3,730 % | 3,141 % | 4,297 % | 4,083 % | 4,335 % | 3,938 % |
| 150 | 3,733 % | 3,148 % | 4,296 % | 4,084 % | 4,334 % | 3,940 % |
| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,728 % | 1,795 % | 1,133 % | 1,508 % | 2,347 % | 4,550 % |
| 2 | – 0,635 % | 1,983 % | 1,306 % | 1,672 % | 2,601 % | 4,863 % |
| 3 | – 0,519 % | 2,138 % | 1,448 % | 1,776 % | 2,934 % | 5,236 % |
| 4 | – 0,409 % | 2,246 % | 1,597 % | 1,852 % | 3,166 % | 5,451 % |
| 5 | – 0,296 % | 2,381 % | 1,743 % | 1,913 % | 3,380 % | 5,614 % |
| 6 | – 0,181 % | 2,477 % | 1,861 % | 1,965 % | 3,568 % | 5,765 % |
| 7 | – 0,070 % | 2,586 % | 1,958 % | 2,018 % | 3,732 % | 5,889 % |
| 8 | 0,028 % | 2,668 % | 2,043 % | 2,072 % | 3,879 % | 6,043 % |
| 9 | 0,123 % | 2,742 % | 2,117 % | 2,125 % | 4,005 % | 6,157 % |
| 10 | 0,209 % | 2,813 % | 2,184 % | 2,188 % | 4,109 % | 6,196 % |
| 11 | 0,272 % | 2,878 % | 2,243 % | 2,236 % | 4,189 % | 6,203 % |
| 12 | 0,347 % | 2,937 % | 2,293 % | 2,278 % | 4,251 % | 6,194 % |
| 13 | 0,390 % | 2,989 % | 2,337 % | 2,322 % | 4,299 % | 6,172 % |
| 14 | 0,430 % | 3,034 % | 2,376 % | 2,368 % | 4,336 % | 6,143 % |
| 15 | 0,490 % | 3,071 % | 2,416 % | 2,411 % | 4,365 % | 6,108 % |
| 16 | 0,536 % | 3,099 % | 2,459 % | 2,451 % | 4,387 % | 6,069 % |
| 17 | 0,566 % | 3,122 % | 2,504 % | 2,486 % | 4,404 % | 6,027 % |
| 18 | 0,586 % | 3,141 % | 2,549 % | 2,512 % | 4,417 % | 5,984 % |
| 19 | 0,599 % | 3,158 % | 2,594 % | 2,529 % | 4,427 % | 5,940 % |
| 20 | 0,609 % | 3,175 % | 2,639 % | 2,536 % | 4,435 % | 5,895 % |
| 21 | 0,619 % | 3,192 % | 2,683 % | 2,533 % | 4,440 % | 5,851 % |
| 22 | 0,631 % | 3,207 % | 2,726 % | 2,523 % | 4,443 % | 5,808 % |
| 23 | 0,646 % | 3,220 % | 2,768 % | 2,510 % | 4,445 % | 5,765 % |
| 24 | 0,667 % | 3,229 % | 2,808 % | 2,496 % | 4,446 % | 5,723 % |
| 25 | 0,694 % | 3,234 % | 2,847 % | 2,484 % | 4,446 % | 5,682 % |
| 26 | 0,728 % | 3,234 % | 2,885 % | 2,474 % | 4,445 % | 5,643 % |
| 27 | 0,767 % | 3,232 % | 2,921 % | 2,467 % | 4,443 % | 5,604 % |
| 28 | 0,810 % | 3,229 % | 2,956 % | 2,465 % | 4,441 % | 5,567 % |
| 29 | 0,855 % | 3,227 % | 2,989 % | 2,467 % | 4,439 % | 5,531 % |
| 30 | 0,901 % | 3,228 % | 3,021 % | 2,475 % | 4,436 % | 5,497 % |
| 31 | 0,949 % | 3,231 % | 3,052 % | 2,488 % | 4,433 % | 5,463 % |
| 32 | 0,996 % | 3,238 % | 3,082 % | 2,505 % | 4,430 % | 5,431 % |
| 33 | 1,043 % | 3,246 % | 3,110 % | 2,526 % | 4,426 % | 5,400 % |
| 34 | 1,090 % | 3,256 % | 3,137 % | 2,549 % | 4,423 % | 5,370 % |
| 35 | 1,136 % | 3,268 % | 3,163 % | 2,573 % | 4,420 % | 5,342 % |
| 36 | 1,181 % | 3,280 % | 3,189 % | 2,599 % | 4,416 % | 5,314 % |
| 37 | 1,225 % | 3,294 % | 3,213 % | 2,626 % | 4,412 % | 5,288 % |
| 38 | 1,268 % | 3,307 % | 3,236 % | 2,653 % | 4,409 % | 5,262 % |
| 39 | 1,310 % | 3,321 % | 3,258 % | 2,680 % | 4,405 % | 5,238 % |
| 40 | 1,351 % | 3,336 % | 3,279 % | 2,707 % | 4,402 % | 5,214 % |
| 41 | 1,390 % | 3,350 % | 3,300 % | 2,735 % | 4,398 % | 5,192 % |
| 42 | 1,428 % | 3,364 % | 3,319 % | 2,761 % | 4,395 % | 5,170 % |
| 43 | 1,465 % | 3,379 % | 3,338 % | 2,788 % | 4,391 % | 5,149 % |
| 44 | 1,500 % | 3,393 % | 3,357 % | 2,814 % | 4,388 % | 5,129 % |
| 45 | 1,535 % | 3,407 % | 3,374 % | 2,840 % | 4,385 % | 5,109 % |
| 46 | 1,568 % | 3,421 % | 3,391 % | 2,865 % | 4,382 % | 5,091 % |
| 47 | 1,601 % | 3,434 % | 3,407 % | 2,889 % | 4,379 % | 5,072 % |
| 48 | 1,632 % | 3,448 % | 3,423 % | 2,913 % | 4,375 % | 5,055 % |
| 49 | 1,662 % | 3,461 % | 3,438 % | 2,936 % | 4,372 % | 5,038 % |
| 50 | 1,691 % | 3,473 % | 3,453 % | 2,959 % | 4,370 % | 5,022 % |
| 51 | 1,719 % | 3,486 % | 3,467 % | 2,981 % | 4,367 % | 5,007 % |
| 52 | 1,746 % | 3,498 % | 3,480 % | 3,003 % | 4,364 % | 4,992 % |
| 53 | 1,773 % | 3,510 % | 3,493 % | 3,023 % | 4,361 % | 4,977 % |
| 54 | 1,798 % | 3,521 % | 3,506 % | 3,044 % | 4,359 % | 4,963 % |
| 55 | 1,823 % | 3,533 % | 3,518 % | 3,063 % | 4,356 % | 4,949 % |
| 56 | 1,846 % | 3,544 % | 3,530 % | 3,083 % | 4,354 % | 4,936 % |
| 57 | 1,870 % | 3,554 % | 3,542 % | 3,101 % | 4,351 % | 4,924 % |
| 58 | 1,892 % | 3,565 % | 3,553 % | 3,119 % | 4,349 % | 4,911 % |
| 59 | 1,914 % | 3,575 % | 3,563 % | 3,137 % | 4,346 % | 4,899 % |
| 60 | 1,935 % | 3,585 % | 3,574 % | 3,154 % | 4,344 % | 4,888 % |
| 61 | 1,955 % | 3,594 % | 3,584 % | 3,170 % | 4,342 % | 4,877 % |
| 62 | 1,975 % | 3,604 % | 3,594 % | 3,186 % | 4,340 % | 4,866 % |
| 63 | 1,994 % | 3,613 % | 3,603 % | 3,202 % | 4,338 % | 4,855 % |
| 64 | 2,012 % | 3,621 % | 3,612 % | 3,217 % | 4,336 % | 4,845 % |
| 65 | 2,030 % | 3,630 % | 3,621 % | 3,232 % | 4,334 % | 4,835 % |
| 66 | 2,048 % | 3,638 % | 3,630 % | 3,246 % | 4,332 % | 4,826 % |
| 67 | 2,065 % | 3,647 % | 3,638 % | 3,260 % | 4,330 % | 4,817 % |
| 68 | 2,081 % | 3,654 % | 3,646 % | 3,274 % | 4,328 % | 4,808 % |
| 69 | 2,097 % | 3,662 % | 3,654 % | 3,287 % | 4,326 % | 4,799 % |
| 70 | 2,113 % | 3,670 % | 3,662 % | 3,300 % | 4,324 % | 4,790 % |
| 71 | 2,128 % | 3,677 % | 3,670 % | 3,312 % | 4,323 % | 4,782 % |
| 72 | 2,143 % | 3,684 % | 3,677 % | 3,324 % | 4,321 % | 4,774 % |
| 73 | 2,157 % | 3,691 % | 3,684 % | 3,336 % | 4,320 % | 4,766 % |
| 74 | 2,171 % | 3,698 % | 3,691 % | 3,348 % | 4,318 % | 4,758 % |
| 75 | 2,185 % | 3,704 % | 3,698 % | 3,359 % | 4,316 % | 4,751 % |
| 76 | 2,198 % | 3,711 % | 3,704 % | 3,370 % | 4,315 % | 4,744 % |
| 77 | 2,211 % | 3,717 % | 3,711 % | 3,381 % | 4,313 % | 4,737 % |
| 78 | 2,223 % | 3,723 % | 3,717 % | 3,391 % | 4,312 % | 4,730 % |
| 79 | 2,236 % | 3,729 % | 3,723 % | 3,401 % | 4,311 % | 4,723 % |
| 80 | 2,248 % | 3,735 % | 3,729 % | 3,411 % | 4,309 % | 4,717 % |
| 81 | 2,259 % | 3,741 % | 3,735 % | 3,421 % | 4,308 % | 4,710 % |
| 82 | 2,271 % | 3,746 % | 3,740 % | 3,430 % | 4,307 % | 4,704 % |
| 83 | 2,282 % | 3,752 % | 3,746 % | 3,439 % | 4,305 % | 4,698 % |
| 84 | 2,293 % | 3,757 % | 3,751 % | 3,448 % | 4,304 % | 4,692 % |
| 85 | 2,303 % | 3,762 % | 3,756 % | 3,457 % | 4,303 % | 4,686 % |
| 86 | 2,314 % | 3,767 % | 3,762 % | 3,466 % | 4,302 % | 4,680 % |
| 87 | 2,324 % | 3,772 % | 3,767 % | 3,474 % | 4,301 % | 4,675 % |
| 88 | 2,334 % | 3,777 % | 3,772 % | 3,482 % | 4,299 % | 4,670 % |
| 89 | 2,343 % | 3,782 % | 3,776 % | 3,490 % | 4,298 % | 4,664 % |
| 90 | 2,353 % | 3,786 % | 3,781 % | 3,498 % | 4,297 % | 4,659 % |
| 91 | 2,362 % | 3,791 % | 3,786 % | 3,506 % | 4,296 % | 4,654 % |
| 92 | 2,371 % | 3,795 % | 3,790 % | 3,513 % | 4,295 % | 4,649 % |
| 93 | 2,380 % | 3,800 % | 3,795 % | 3,521 % | 4,294 % | 4,644 % |
| 94 | 2,389 % | 3,804 % | 3,799 % | 3,528 % | 4,293 % | 4,640 % |
| 95 | 2,397 % | 3,808 % | 3,803 % | 3,535 % | 4,292 % | 4,635 % |
| 96 | 2,406 % | 3,812 % | 3,807 % | 3,542 % | 4,291 % | 4,630 % |
| 97 | 2,414 % | 3,816 % | 3,811 % | 3,549 % | 4,290 % | 4,626 % |
| 98 | 2,422 % | 3,820 % | 3,815 % | 3,555 % | 4,289 % | 4,622 % |
| 99 | 2,430 % | 3,824 % | 3,819 % | 3,562 % | 4,288 % | 4,617 % |
| 100 | 2,437 % | 3,828 % | 3,823 % | 3,568 % | 4,288 % | 4,613 % |
| 101 | 2,445 % | 3,831 % | 3,827 % | 3,574 % | 4,287 % | 4,609 % |
| 102 | 2,452 % | 3,835 % | 3,830 % | 3,580 % | 4,286 % | 4,605 % |
| 103 | 2,459 % | 3,838 % | 3,834 % | 3,586 % | 4,285 % | 4,601 % |
| 104 | 2,467 % | 3,842 % | 3,837 % | 3,592 % | 4,284 % | 4,597 % |
| 105 | 2,474 % | 3,845 % | 3,841 % | 3,598 % | 4,283 % | 4,593 % |
| 106 | 2,480 % | 3,849 % | 3,844 % | 3,604 % | 4,283 % | 4,590 % |
| 107 | 2,487 % | 3,852 % | 3,847 % | 3,609 % | 4,282 % | 4,586 % |
| 108 | 2,494 % | 3,855 % | 3,851 % | 3,615 % | 4,281 % | 4,582 % |
| 109 | 2,500 % | 3,858 % | 3,854 % | 3,620 % | 4,280 % | 4,579 % |
| 110 | 2,506 % | 3,861 % | 3,857 % | 3,625 % | 4,280 % | 4,576 % |
| 111 | 2,513 % | 3,864 % | 3,860 % | 3,631 % | 4,279 % | 4,572 % |
| 112 | 2,519 % | 3,867 % | 3,863 % | 3,636 % | 4,278 % | 4,569 % |
| 113 | 2,525 % | 3,870 % | 3,866 % | 3,641 % | 4,278 % | 4,566 % |
| 114 | 2,531 % | 3,873 % | 3,869 % | 3,646 % | 4,277 % | 4,562 % |
| 115 | 2,536 % | 3,876 % | 3,872 % | 3,650 % | 4,276 % | 4,559 % |
| 116 | 2,542 % | 3,879 % | 3,875 % | 3,655 % | 4,276 % | 4,556 % |
| 117 | 2,548 % | 3,882 % | 3,878 % | 3,660 % | 4,275 % | 4,553 % |
| 118 | 2,553 % | 3,884 % | 3,880 % | 3,664 % | 4,274 % | 4,550 % |
| 119 | 2,559 % | 3,887 % | 3,883 % | 3,669 % | 4,274 % | 4,547 % |
| 120 | 2,564 % | 3,890 % | 3,886 % | 3,673 % | 4,273 % | 4,544 % |
| 121 | 2,569 % | 3,892 % | 3,888 % | 3,678 % | 4,272 % | 4,541 % |
| 122 | 2,574 % | 3,895 % | 3,891 % | 3,682 % | 4,272 % | 4,539 % |
| 123 | 2,579 % | 3,897 % | 3,893 % | 3,686 % | 4,271 % | 4,536 % |
| 124 | 2,584 % | 3,900 % | 3,896 % | 3,690 % | 4,271 % | 4,533 % |
| 125 | 2,589 % | 3,902 % | 3,898 % | 3,694 % | 4,270 % | 4,530 % |
| 126 | 2,594 % | 3,904 % | 3,901 % | 3,698 % | 4,270 % | 4,528 % |
| 127 | 2,599 % | 3,907 % | 3,903 % | 3,702 % | 4,269 % | 4,525 % |
| 128 | 2,604 % | 3,909 % | 3,905 % | 3,706 % | 4,268 % | 4,523 % |
| 129 | 2,608 % | 3,911 % | 3,907 % | 3,710 % | 4,268 % | 4,520 % |
| 130 | 2,613 % | 3,913 % | 3,910 % | 3,714 % | 4,267 % | 4,518 % |
| 131 | 2,617 % | 3,916 % | 3,912 % | 3,717 % | 4,267 % | 4,515 % |
| 132 | 2,622 % | 3,918 % | 3,914 % | 3,721 % | 4,266 % | 4,513 % |
| 133 | 2,626 % | 3,920 % | 3,916 % | 3,725 % | 4,266 % | 4,510 % |
| 134 | 2,630 % | 3,922 % | 3,918 % | 3,728 % | 4,265 % | 4,508 % |
| 135 | 2,635 % | 3,924 % | 3,920 % | 3,732 % | 4,265 % | 4,506 % |
| 136 | 2,639 % | 3,926 % | 3,923 % | 3,735 % | 4,264 % | 4,504 % |
| 137 | 2,643 % | 3,928 % | 3,925 % | 3,738 % | 4,264 % | 4,501 % |
| 138 | 2,647 % | 3,930 % | 3,927 % | 3,742 % | 4,263 % | 4,499 % |
| 139 | 2,651 % | 3,932 % | 3,929 % | 3,745 % | 4,263 % | 4,497 % |
| 140 | 2,655 % | 3,934 % | 3,930 % | 3,748 % | 4,263 % | 4,495 % |
| 141 | 2,659 % | 3,936 % | 3,932 % | 3,751 % | 4,262 % | 4,493 % |
| 142 | 2,662 % | 3,938 % | 3,934 % | 3,755 % | 4,262 % | 4,491 % |
| 143 | 2,666 % | 3,939 % | 3,936 % | 3,758 % | 4,261 % | 4,489 % |
| 144 | 2,670 % | 3,941 % | 3,938 % | 3,761 % | 4,261 % | 4,487 % |
| 145 | 2,673 % | 3,943 % | 3,940 % | 3,764 % | 4,260 % | 4,485 % |
| 146 | 2,677 % | 3,945 % | 3,942 % | 3,767 % | 4,260 % | 4,483 % |
| 147 | 2,681 % | 3,946 % | 3,943 % | 3,770 % | 4,260 % | 4,481 % |
| 148 | 2,684 % | 3,948 % | 3,945 % | 3,773 % | 4,259 % | 4,479 % |
| 149 | 2,688 % | 3,950 % | 3,947 % | 3,775 % | 4,259 % | 4,477 % |
| 150 | 2,691 % | 3,952 % | 3,948 % | 3,778 % | 4,258 % | 4,475 % |
| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,956 % | 5,867 % | 7,156 % | 0,327 % | 1,866 % | 6,657 % |
| 2 | 1,243 % | 5,961 % | 6,856 % | 0,423 % | 2,058 % | 6,639 % |
| 3 | 1,435 % | 6,069 % | 6,685 % | 0,510 % | 2,259 % | 6,763 % |
| 4 | 1,566 % | 6,185 % | 6,634 % | 0,592 % | 2,447 % | 6,910 % |
| 5 | 1,692 % | 6,296 % | 6,635 % | 0,668 % | 2,614 % | 7,116 % |
| 6 | 1,776 % | 6,400 % | 6,700 % | 0,751 % | 2,764 % | 7,267 % |
| 7 | 1,843 % | 6,475 % | 6,786 % | 0,810 % | 2,890 % | 7,445 % |
| 8 | 1,911 % | 6,546 % | 6,867 % | 0,876 % | 3,000 % | 7,636 % |
| 9 | 1,976 % | 6,602 % | 6,940 % | 0,940 % | 3,098 % | 7,784 % |
| 10 | 2,030 % | 6,644 % | 7,010 % | 1,003 % | 3,178 % | 7,907 % |
| 11 | 2,072 % | 6,667 % | 7,079 % | 1,080 % | 3,246 % | 8,017 % |
| 12 | 2,106 % | 6,674 % | 7,144 % | 1,167 % | 3,303 % | 8,122 % |
| 13 | 2,137 % | 6,669 % | 7,207 % | 1,259 % | 3,352 % | 8,230 % |
| 14 | 2,170 % | 6,656 % | 7,265 % | 1,353 % | 3,399 % | 8,327 % |
| 15 | 2,206 % | 6,636 % | 7,319 % | 1,446 % | 3,449 % | 8,401 % |
| 16 | 2,248 % | 6,613 % | 7,369 % | 1,538 % | 3,505 % | 8,442 % |
| 17 | 2,293 % | 6,587 % | 7,412 % | 1,627 % | 3,563 % | 8,456 % |
| 18 | 2,340 % | 6,558 % | 7,446 % | 1,713 % | 3,621 % | 8,448 % |
| 19 | 2,389 % | 6,528 % | 7,469 % | 1,795 % | 3,675 % | 8,423 % |
| 20 | 2,438 % | 6,498 % | 7,479 % | 1,875 % | 3,724 % | 8,386 % |
| 21 | 2,486 % | 6,467 % | 7,476 % | 1,951 % | 3,767 % | 8,338 % |
| 22 | 2,533 % | 6,436 % | 7,461 % | 2,023 % | 3,805 % | 8,284 % |
| 23 | 2,580 % | 6,405 % | 7,438 % | 2,092 % | 3,837 % | 8,225 % |
| 24 | 2,625 % | 6,375 % | 7,408 % | 2,158 % | 3,866 % | 8,162 % |
| 25 | 2,669 % | 6,345 % | 7,374 % | 2,221 % | 3,891 % | 8,096 % |
| 26 | 2,711 % | 6,316 % | 7,336 % | 2,280 % | 3,913 % | 8,030 % |
| 27 | 2,752 % | 6,288 % | 7,295 % | 2,337 % | 3,933 % | 7,963 % |
| 28 | 2,791 % | 6,260 % | 7,253 % | 2,391 % | 3,951 % | 7,896 % |
| 29 | 2,829 % | 6,233 % | 7,209 % | 2,443 % | 3,966 % | 7,830 % |
| 30 | 2,865 % | 6,207 % | 7,165 % | 2,492 % | 3,980 % | 7,765 % |
| 31 | 2,900 % | 6,182 % | 7,121 % | 2,539 % | 3,993 % | 7,702 % |
| 32 | 2,934 % | 6,158 % | 7,078 % | 2,584 % | 4,004 % | 7,640 % |
| 33 | 2,966 % | 6,135 % | 7,035 % | 2,627 % | 4,014 % | 7,579 % |
| 34 | 2,997 % | 6,112 % | 6,993 % | 2,668 % | 4,024 % | 7,521 % |
| 35 | 3,027 % | 6,091 % | 6,952 % | 2,707 % | 4,032 % | 7,464 % |
| 36 | 3,055 % | 6,070 % | 6,911 % | 2,744 % | 4,040 % | 7,410 % |
| 37 | 3,082 % | 6,049 % | 6,872 % | 2,780 % | 4,047 % | 7,357 % |
| 38 | 3,109 % | 6,030 % | 6,834 % | 2,814 % | 4,053 % | 7,306 % |
| 39 | 3,134 % | 6,011 % | 6,797 % | 2,847 % | 4,059 % | 7,257 % |
| 40 | 3,158 % | 5,993 % | 6,762 % | 2,878 % | 4,064 % | 7,209 % |
| 41 | 3,181 % | 5,976 % | 6,727 % | 2,908 % | 4,069 % | 7,164 % |
| 42 | 3,204 % | 5,959 % | 6,694 % | 2,937 % | 4,074 % | 7,120 % |
| 43 | 3,225 % | 5,943 % | 6,662 % | 2,965 % | 4,078 % | 7,078 % |
| 44 | 3,246 % | 5,927 % | 6,631 % | 2,991 % | 4,082 % | 7,037 % |
| 45 | 3,266 % | 5,912 % | 6,601 % | 3,017 % | 4,085 % | 6,998 % |
| 46 | 3,285 % | 5,898 % | 6,572 % | 3,041 % | 4,089 % | 6,960 % |
| 47 | 3,303 % | 5,884 % | 6,544 % | 3,065 % | 4,092 % | 6,924 % |
| 48 | 3,321 % | 5,870 % | 6,517 % | 3,088 % | 4,095 % | 6,889 % |
| 49 | 3,338 % | 5,857 % | 6,491 % | 3,110 % | 4,098 % | 6,855 % |
| 50 | 3,355 % | 5,845 % | 6,466 % | 3,131 % | 4,100 % | 6,823 % |
| 51 | 3,371 % | 5,833 % | 6,442 % | 3,151 % | 4,103 % | 6,792 % |
| 52 | 3,386 % | 5,821 % | 6,418 % | 3,171 % | 4,105 % | 6,761 % |
| 53 | 3,401 % | 5,810 % | 6,396 % | 3,189 % | 4,107 % | 6,732 % |
| 54 | 3,415 % | 5,799 % | 6,374 % | 3,208 % | 4,109 % | 6,704 % |
| 55 | 3,429 % | 5,788 % | 6,353 % | 3,225 % | 4,111 % | 6,677 % |
| 56 | 3,443 % | 5,778 % | 6,333 % | 3,242 % | 4,113 % | 6,651 % |
| 57 | 3,456 % | 5,768 % | 6,313 % | 3,259 % | 4,115 % | 6,626 % |
| 58 | 3,468 % | 5,759 % | 6,294 % | 3,275 % | 4,117 % | 6,601 % |
| 59 | 3,480 % | 5,749 % | 6,276 % | 3,290 % | 4,118 % | 6,577 % |
| 60 | 3,492 % | 5,740 % | 6,258 % | 3,305 % | 4,120 % | 6,555 % |
| 61 | 3,504 % | 5,732 % | 6,241 % | 3,320 % | 4,121 % | 6,532 % |
| 62 | 3,515 % | 5,723 % | 6,224 % | 3,334 % | 4,123 % | 6,511 % |
| 63 | 3,525 % | 5,715 % | 6,208 % | 3,347 % | 4,124 % | 6,490 % |
| 64 | 3,536 % | 5,707 % | 6,192 % | 3,360 % | 4,125 % | 6,470 % |
| 65 | 3,546 % | 5,699 % | 6,177 % | 3,373 % | 4,127 % | 6,450 % |
| 66 | 3,556 % | 5,692 % | 6,162 % | 3,385 % | 4,128 % | 6,431 % |
| 67 | 3,565 % | 5,684 % | 6,147 % | 3,397 % | 4,129 % | 6,413 % |
| 68 | 3,574 % | 5,677 % | 6,134 % | 3,409 % | 4,130 % | 6,395 % |
| 69 | 3,583 % | 5,670 % | 6,120 % | 3,420 % | 4,131 % | 6,378 % |
| 70 | 3,592 % | 5,664 % | 6,107 % | 3,432 % | 4,132 % | 6,361 % |
| 71 | 3,601 % | 5,657 % | 6,094 % | 3,442 % | 4,133 % | 6,344 % |
| 72 | 3,609 % | 5,651 % | 6,082 % | 3,453 % | 4,134 % | 6,328 % |
| 73 | 3,617 % | 5,645 % | 6,070 % | 3,463 % | 4,135 % | 6,313 % |
| 74 | 3,625 % | 5,639 % | 6,058 % | 3,473 % | 4,136 % | 6,298 % |
| 75 | 3,632 % | 5,633 % | 6,046 % | 3,482 % | 4,137 % | 6,283 % |
| 76 | 3,640 % | 5,627 % | 6,035 % | 3,492 % | 4,138 % | 6,269 % |
| 77 | 3,647 % | 5,622 % | 6,024 % | 3,501 % | 4,139 % | 6,255 % |
| 78 | 3,654 % | 5,616 % | 6,014 % | 3,510 % | 4,139 % | 6,241 % |
| 79 | 3,661 % | 5,611 % | 6,003 % | 3,519 % | 4,140 % | 6,228 % |
| 80 | 3,668 % | 5,606 % | 5,993 % | 3,527 % | 4,141 % | 6,215 % |
| 81 | 3,674 % | 5,601 % | 5,983 % | 3,535 % | 4,142 % | 6,203 % |
| 82 | 3,681 % | 5,596 % | 5,974 % | 3,543 % | 4,142 % | 6,190 % |
| 83 | 3,687 % | 5,591 % | 5,964 % | 3,551 % | 4,143 % | 6,178 % |
| 84 | 3,693 % | 5,587 % | 5,955 % | 3,559 % | 4,144 % | 6,167 % |
| 85 | 3,699 % | 5,582 % | 5,946 % | 3,566 % | 4,145 % | 6,155 % |
| 86 | 3,705 % | 5,578 % | 5,938 % | 3,574 % | 4,145 % | 6,144 % |
| 87 | 3,710 % | 5,573 % | 5,929 % | 3,581 % | 4,146 % | 6,133 % |
| 88 | 3,716 % | 5,569 % | 5,921 % | 3,588 % | 4,146 % | 6,123 % |
| 89 | 3,721 % | 5,565 % | 5,913 % | 3,595 % | 4,147 % | 6,112 % |
| 90 | 3,727 % | 5,561 % | 5,905 % | 3,601 % | 4,148 % | 6,102 % |
| 91 | 3,732 % | 5,557 % | 5,897 % | 3,608 % | 4,148 % | 6,092 % |
| 92 | 3,737 % | 5,553 % | 5,889 % | 3,614 % | 4,149 % | 6,082 % |
| 93 | 3,742 % | 5,549 % | 5,882 % | 3,621 % | 4,149 % | 6,073 % |
| 94 | 3,747 % | 5,546 % | 5,875 % | 3,627 % | 4,150 % | 6,063 % |
| 95 | 3,751 % | 5,542 % | 5,868 % | 3,633 % | 4,150 % | 6,054 % |
| 96 | 3,756 % | 5,538 % | 5,861 % | 3,639 % | 4,151 % | 6,045 % |
| 97 | 3,761 % | 5,535 % | 5,854 % | 3,645 % | 4,151 % | 6,037 % |
| 98 | 3,765 % | 5,531 % | 5,847 % | 3,650 % | 4,152 % | 6,028 % |
| 99 | 3,769 % | 5,528 % | 5,841 % | 3,656 % | 4,152 % | 6,020 % |
| 100 | 3,774 % | 5,525 % | 5,834 % | 3,661 % | 4,153 % | 6,011 % |
| 101 | 3,778 % | 5,522 % | 5,828 % | 3,666 % | 4,153 % | 6,003 % |
| 102 | 3,782 % | 5,518 % | 5,822 % | 3,672 % | 4,154 % | 5,995 % |
| 103 | 3,786 % | 5,515 % | 5,816 % | 3,677 % | 4,154 % | 5,988 % |
| 104 | 3,790 % | 5,512 % | 5,810 % | 3,682 % | 4,155 % | 5,980 % |
| 105 | 3,794 % | 5,509 % | 5,804 % | 3,687 % | 4,155 % | 5,973 % |
| 106 | 3,798 % | 5,506 % | 5,798 % | 3,692 % | 4,156 % | 5,965 % |
| 107 | 3,802 % | 5,504 % | 5,793 % | 3,696 % | 4,156 % | 5,958 % |
| 108 | 3,805 % | 5,501 % | 5,787 % | 3,701 % | 4,156 % | 5,951 % |
| 109 | 3,809 % | 5,498 % | 5,782 % | 3,706 % | 4,157 % | 5,944 % |
| 110 | 3,812 % | 5,495 % | 5,776 % | 3,710 % | 4,157 % | 5,937 % |
| 111 | 3,816 % | 5,493 % | 5,771 % | 3,714 % | 4,158 % | 5,931 % |
| 112 | 3,819 % | 5,490 % | 5,766 % | 3,719 % | 4,158 % | 5,924 % |
| 113 | 3,823 % | 5,487 % | 5,761 % | 3,723 % | 4,158 % | 5,918 % |
| 114 | 3,826 % | 5,485 % | 5,756 % | 3,727 % | 4,159 % | 5,911 % |
| 115 | 3,829 % | 5,482 % | 5,751 % | 3,731 % | 4,159 % | 5,905 % |
| 116 | 3,832 % | 5,480 % | 5,746 % | 3,735 % | 4,159 % | 5,899 % |
| 117 | 3,836 % | 5,478 % | 5,742 % | 3,739 % | 4,160 % | 5,893 % |
| 118 | 3,839 % | 5,475 % | 5,737 % | 3,743 % | 4,160 % | 5,887 % |
| 119 | 3,842 % | 5,473 % | 5,733 % | 3,747 % | 4,160 % | 5,881 % |
| 120 | 3,845 % | 5,471 % | 5,728 % | 3,751 % | 4,161 % | 5,876 % |
| 121 | 3,848 % | 5,468 % | 5,724 % | 3,754 % | 4,161 % | 5,870 % |
| 122 | 3,851 % | 5,466 % | 5,720 % | 3,758 % | 4,161 % | 5,865 % |
| 123 | 3,853 % | 5,464 % | 5,715 % | 3,762 % | 4,162 % | 5,859 % |
| 124 | 3,856 % | 5,462 % | 5,711 % | 3,765 % | 4,162 % | 5,854 % |
| 125 | 3,859 % | 5,460 % | 5,707 % | 3,769 % | 4,162 % | 5,849 % |
| 126 | 3,862 % | 5,458 % | 5,703 % | 3,772 % | 4,163 % | 5,843 % |
| 127 | 3,864 % | 5,456 % | 5,699 % | 3,775 % | 4,163 % | 5,838 % |
| 128 | 3,867 % | 5,454 % | 5,695 % | 3,779 % | 4,163 % | 5,833 % |
| 129 | 3,869 % | 5,452 % | 5,691 % | 3,782 % | 4,164 % | 5,828 % |
| 130 | 3,872 % | 5,450 % | 5,687 % | 3,785 % | 4,164 % | 5,824 % |
| 131 | 3,874 % | 5,448 % | 5,684 % | 3,788 % | 4,164 % | 5,819 % |
| 132 | 3,877 % | 5,446 % | 5,680 % | 3,792 % | 4,164 % | 5,814 % |
| 133 | 3,879 % | 5,444 % | 5,676 % | 3,795 % | 4,165 % | 5,809 % |
| 134 | 3,882 % | 5,442 % | 5,673 % | 3,798 % | 4,165 % | 5,805 % |
| 135 | 3,884 % | 5,440 % | 5,669 % | 3,801 % | 4,165 % | 5,800 % |
| 136 | 3,886 % | 5,439 % | 5,666 % | 3,804 % | 4,165 % | 5,796 % |
| 137 | 3,889 % | 5,437 % | 5,663 % | 3,806 % | 4,166 % | 5,792 % |
| 138 | 3,891 % | 5,435 % | 5,659 % | 3,809 % | 4,166 % | 5,787 % |
| 139 | 3,893 % | 5,434 % | 5,656 % | 3,812 % | 4,166 % | 5,783 % |
| 140 | 3,895 % | 5,432 % | 5,653 % | 3,815 % | 4,166 % | 5,779 % |
| 141 | 3,898 % | 5,430 % | 5,649 % | 3,818 % | 4,167 % | 5,775 % |
| 142 | 3,900 % | 5,429 % | 5,646 % | 3,820 % | 4,167 % | 5,771 % |
| 143 | 3,902 % | 5,427 % | 5,643 % | 3,823 % | 4,167 % | 5,767 % |
| 144 | 3,904 % | 5,425 % | 5,640 % | 3,825 % | 4,167 % | 5,763 % |
| 145 | 3,906 % | 5,424 % | 5,637 % | 3,828 % | 4,168 % | 5,759 % |
| 146 | 3,908 % | 5,422 % | 5,634 % | 3,831 % | 4,168 % | 5,755 % |
| 147 | 3,910 % | 5,421 % | 5,631 % | 3,833 % | 4,168 % | 5,751 % |
| 148 | 3,912 % | 5,419 % | 5,628 % | 3,836 % | 4,168 % | 5,748 % |
| 149 | 3,914 % | 5,418 % | 5,625 % | 3,838 % | 4,168 % | 5,744 % |
| 150 | 3,916 % | 5,416 % | 5,622 % | 3,840 % | 4,169 % | 5,740 % |
| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 6,469 % | 3,311 % | 3,300 % | 8,130 % | 1,081 % | 1,492 % |
| 2 | 7,233 % | 3,394 % | 3,368 % | 7,912 % | 1,291 % | 1,639 % |
| 3 | 7,860 % | 3,489 % | 3,421 % | 7,763 % | 1,464 % | 1,729 % |
| 4 | 8,270 % | 3,560 % | 3,480 % | 7,645 % | 1,624 % | 1,780 % |
| 5 | 8,544 % | 3,614 % | 3,548 % | 7,592 % | 1,762 % | 1,825 % |
| 6 | 8,724 % | 3,659 % | 3,612 % | 7,584 % | 1,889 % | 1,851 % |
| 7 | 8,852 % | 3,694 % | 3,667 % | 7,538 % | 2,006 % | 1,874 % |
| 8 | 8,985 % | 3,719 % | 3,712 % | 7,501 % | 2,114 % | 1,902 % |
| 9 | 9,100 % | 3,739 % | 3,756 % | 7,472 % | 2,210 % | 1,931 % |
| 10 | 9,192 % | 3,755 % | 3,804 % | 7,436 % | 2,290 % | 1,957 % |
| 11 | 9,239 % | 3,770 % | 3,858 % | 7,385 % | 2,356 % | 1,977 % |
| 12 | 9,245 % | 3,784 % | 3,913 % | 7,323 % | 2,411 % | 1,991 % |
| 13 | 9,221 % | 3,797 % | 3,965 % | 7,253 % | 2,459 % | 2,000 % |
| 14 | 9,176 % | 3,809 % | 4,015 % | 7,178 % | 2,498 % | 2,004 % |
| 15 | 9,114 % | 3,821 % | 4,064 % | 7,100 % | 2,527 % | 2,003 % |
| 16 | 9,042 % | 3,832 % | 4,114 % | 7,022 % | 2,547 % | 1,997 % |
| 17 | 8,961 % | 3,843 % | 4,162 % | 6,942 % | 2,561 % | 1,991 % |
| 18 | 8,875 % | 3,853 % | 4,207 % | 6,864 % | 2,574 % | 1,990 % |
| 19 | 8,786 % | 3,863 % | 4,247 % | 6,787 % | 2,589 % | 1,995 % |
| 20 | 8,695 % | 3,872 % | 4,281 % | 6,711 % | 2,607 % | 2,010 % |
| 21 | 8,603 % | 3,881 % | 4,309 % | 6,637 % | 2,631 % | 2,035 % |
| 22 | 8,512 % | 3,889 % | 4,332 % | 6,566 % | 2,658 % | 2,068 % |
| 23 | 8,421 % | 3,897 % | 4,350 % | 6,496 % | 2,687 % | 2,105 % |
| 24 | 8,333 % | 3,905 % | 4,364 % | 6,429 % | 2,718 % | 2,147 % |
| 25 | 8,246 % | 3,913 % | 4,375 % | 6,365 % | 2,751 % | 2,190 % |
| 26 | 8,162 % | 3,920 % | 4,384 % | 6,303 % | 2,783 % | 2,235 % |
| 27 | 8,080 % | 3,926 % | 4,391 % | 6,243 % | 2,816 % | 2,280 % |
| 28 | 8,001 % | 3,933 % | 4,395 % | 6,185 % | 2,849 % | 2,325 % |
| 29 | 7,924 % | 3,939 % | 4,399 % | 6,130 % | 2,881 % | 2,370 % |
| 30 | 7,850 % | 3,945 % | 4,401 % | 6,078 % | 2,912 % | 2,414 % |
| 31 | 7,779 % | 3,951 % | 4,402 % | 6,027 % | 2,943 % | 2,457 % |
| 32 | 7,711 % | 3,957 % | 4,403 % | 5,978 % | 2,973 % | 2,499 % |
| 33 | 7,645 % | 3,962 % | 4,402 % | 5,932 % | 3,002 % | 2,540 % |
| 34 | 7,582 % | 3,968 % | 4,402 % | 5,887 % | 3,031 % | 2,580 % |
| 35 | 7,522 % | 3,973 % | 4,400 % | 5,845 % | 3,058 % | 2,619 % |
| 36 | 7,464 % | 3,977 % | 4,399 % | 5,804 % | 3,085 % | 2,656 % |
| 37 | 7,408 % | 3,982 % | 4,397 % | 5,764 % | 3,111 % | 2,692 % |
| 38 | 7,354 % | 3,987 % | 4,395 % | 5,727 % | 3,135 % | 2,727 % |
| 39 | 7,303 % | 3,991 % | 4,392 % | 5,691 % | 3,159 % | 2,760 % |
| 40 | 7,254 % | 3,995 % | 4,390 % | 5,656 % | 3,182 % | 2,793 % |
| 41 | 7,206 % | 3,999 % | 4,387 % | 5,623 % | 3,205 % | 2,824 % |
| 42 | 7,161 % | 4,003 % | 4,384 % | 5,591 % | 3,226 % | 2,854 % |
| 43 | 7,117 % | 4,007 % | 4,382 % | 5,560 % | 3,247 % | 2,883 % |
| 44 | 7,075 % | 4,011 % | 4,379 % | 5,531 % | 3,267 % | 2,911 % |
| 45 | 7,035 % | 4,014 % | 4,376 % | 5,502 % | 3,286 % | 2,938 % |
| 46 | 6,996 % | 4,018 % | 4,373 % | 5,475 % | 3,305 % | 2,964 % |
| 47 | 6,959 % | 4,021 % | 4,371 % | 5,449 % | 3,322 % | 2,989 % |
| 48 | 6,923 % | 4,024 % | 4,368 % | 5,424 % | 3,340 % | 3,013 % |
| 49 | 6,889 % | 4,027 % | 4,365 % | 5,399 % | 3,356 % | 3,036 % |
| 50 | 6,856 % | 4,030 % | 4,363 % | 5,376 % | 3,373 % | 3,058 % |
| 51 | 6,824 % | 4,033 % | 4,360 % | 5,353 % | 3,388 % | 3,080 % |
| 52 | 6,793 % | 4,036 % | 4,357 % | 5,332 % | 3,403 % | 3,101 % |
| 53 | 6,763 % | 4,039 % | 4,355 % | 5,311 % | 3,418 % | 3,121 % |
| 54 | 6,734 % | 4,042 % | 4,352 % | 5,290 % | 3,432 % | 3,140 % |
| 55 | 6,707 % | 4,044 % | 4,350 % | 5,271 % | 3,445 % | 3,159 % |
| 56 | 6,680 % | 4,047 % | 4,348 % | 5,252 % | 3,458 % | 3,177 % |
| 57 | 6,654 % | 4,049 % | 4,345 % | 5,234 % | 3,471 % | 3,195 % |
| 58 | 6,629 % | 4,052 % | 4,343 % | 5,216 % | 3,483 % | 3,212 % |
| 59 | 6,605 % | 4,054 % | 4,341 % | 5,199 % | 3,495 % | 3,228 % |
| 60 | 6,582 % | 4,056 % | 4,339 % | 5,182 % | 3,507 % | 3,244 % |
| 61 | 6,559 % | 4,058 % | 4,336 % | 5,166 % | 3,518 % | 3,260 % |
| 62 | 6,537 % | 4,061 % | 4,334 % | 5,151 % | 3,529 % | 3,275 % |
| 63 | 6,516 % | 4,063 % | 4,332 % | 5,136 % | 3,539 % | 3,289 % |
| 64 | 6,495 % | 4,065 % | 4,330 % | 5,121 % | 3,549 % | 3,303 % |
| 65 | 6,475 % | 4,067 % | 4,329 % | 5,107 % | 3,559 % | 3,317 % |
| 66 | 6,456 % | 4,069 % | 4,327 % | 5,093 % | 3,569 % | 3,330 % |
| 67 | 6,437 % | 4,070 % | 4,325 % | 5,080 % | 3,578 % | 3,343 % |
| 68 | 6,419 % | 4,072 % | 4,323 % | 5,067 % | 3,587 % | 3,355 % |
| 69 | 6,401 % | 4,074 % | 4,321 % | 5,055 % | 3,596 % | 3,368 % |
| 70 | 6,384 % | 4,076 % | 4,320 % | 5,042 % | 3,605 % | 3,379 % |
| 71 | 6,367 % | 4,077 % | 4,318 % | 5,030 % | 3,613 % | 3,391 % |
| 72 | 6,351 % | 4,079 % | 4,316 % | 5,019 % | 3,621 % | 3,402 % |
| 73 | 6,335 % | 4,081 % | 4,315 % | 5,008 % | 3,629 % | 3,413 % |
| 74 | 6,320 % | 4,082 % | 4,313 % | 4,997 % | 3,637 % | 3,423 % |
| 75 | 6,305 % | 4,084 % | 4,312 % | 4,986 % | 3,644 % | 3,434 % |
| 76 | 6,290 % | 4,085 % | 4,310 % | 4,976 % | 3,651 % | 3,444 % |
| 77 | 6,276 % | 4,087 % | 4,309 % | 4,966 % | 3,658 % | 3,453 % |
| 78 | 6,262 % | 4,088 % | 4,308 % | 4,956 % | 3,665 % | 3,463 % |
| 79 | 6,249 % | 4,089 % | 4,306 % | 4,946 % | 3,672 % | 3,472 % |
| 80 | 6,235 % | 4,091 % | 4,305 % | 4,937 % | 3,679 % | 3,481 % |
| 81 | 6,223 % | 4,092 % | 4,304 % | 4,928 % | 3,685 % | 3,490 % |
| 82 | 6,210 % | 4,093 % | 4,302 % | 4,919 % | 3,691 % | 3,499 % |
| 83 | 6,198 % | 4,095 % | 4,301 % | 4,910 % | 3,697 % | 3,507 % |
| 84 | 6,186 % | 4,096 % | 4,300 % | 4,902 % | 3,703 % | 3,515 % |
| 85 | 6,174 % | 4,097 % | 4,299 % | 4,893 % | 3,709 % | 3,523 % |
| 86 | 6,163 % | 4,098 % | 4,298 % | 4,885 % | 3,715 % | 3,531 % |
| 87 | 6,152 % | 4,099 % | 4,297 % | 4,877 % | 3,720 % | 3,539 % |
| 88 | 6,141 % | 4,100 % | 4,296 % | 4,870 % | 3,726 % | 3,546 % |
| 89 | 6,130 % | 4,102 % | 4,294 % | 4,862 % | 3,731 % | 3,554 % |
| 90 | 6,120 % | 4,103 % | 4,293 % | 4,855 % | 3,736 % | 3,561 % |
| 91 | 6,110 % | 4,104 % | 4,292 % | 4,848 % | 3,741 % | 3,568 % |
| 92 | 6,100 % | 4,105 % | 4,291 % | 4,841 % | 3,746 % | 3,575 % |
| 93 | 6,090 % | 4,106 % | 4,290 % | 4,834 % | 3,751 % | 3,581 % |
| 94 | 6,081 % | 4,107 % | 4,289 % | 4,827 % | 3,756 % | 3,588 % |
| 95 | 6,071 % | 4,108 % | 4,288 % | 4,820 % | 3,761 % | 3,594 % |
| 96 | 6,062 % | 4,109 % | 4,288 % | 4,814 % | 3,765 % | 3,601 % |
| 97 | 6,053 % | 4,110 % | 4,287 % | 4,807 % | 3,770 % | 3,607 % |
| 98 | 6,045 % | 4,110 % | 4,286 % | 4,801 % | 3,774 % | 3,613 % |
| 99 | 6,036 % | 4,111 % | 4,285 % | 4,795 % | 3,778 % | 3,619 % |
| 100 | 6,028 % | 4,112 % | 4,284 % | 4,789 % | 3,783 % | 3,625 % |
| 101 | 6,019 % | 4,113 % | 4,283 % | 4,783 % | 3,787 % | 3,630 % |
| 102 | 6,011 % | 4,114 % | 4,282 % | 4,778 % | 3,791 % | 3,636 % |
| 103 | 6,003 % | 4,115 % | 4,282 % | 4,772 % | 3,795 % | 3,641 % |
| 104 | 5,996 % | 4,116 % | 4,281 % | 4,766 % | 3,799 % | 3,647 % |
| 105 | 5,988 % | 4,116 % | 4,280 % | 4,761 % | 3,802 % | 3,652 % |
| 106 | 5,981 % | 4,117 % | 4,279 % | 4,756 % | 3,806 % | 3,657 % |
| 107 | 5,973 % | 4,118 % | 4,279 % | 4,751 % | 3,810 % | 3,662 % |
| 108 | 5,966 % | 4,119 % | 4,278 % | 4,745 % | 3,813 % | 3,667 % |
| 109 | 5,959 % | 4,119 % | 4,277 % | 4,740 % | 3,817 % | 3,672 % |
| 110 | 5,952 % | 4,120 % | 4,276 % | 4,735 % | 3,820 % | 3,677 % |
| 111 | 5,945 % | 4,121 % | 4,276 % | 4,731 % | 3,824 % | 3,681 % |
| 112 | 5,939 % | 4,122 % | 4,275 % | 4,726 % | 3,827 % | 3,686 % |
| 113 | 5,932 % | 4,122 % | 4,274 % | 4,721 % | 3,831 % | 3,691 % |
| 114 | 5,926 % | 4,123 % | 4,274 % | 4,717 % | 3,834 % | 3,695 % |
| 115 | 5,919 % | 4,124 % | 4,273 % | 4,712 % | 3,837 % | 3,699 % |
| 116 | 5,913 % | 4,124 % | 4,272 % | 4,708 % | 3,840 % | 3,704 % |
| 117 | 5,907 % | 4,125 % | 4,272 % | 4,703 % | 3,843 % | 3,708 % |
| 118 | 5,901 % | 4,126 % | 4,271 % | 4,699 % | 3,846 % | 3,712 % |
| 119 | 5,895 % | 4,126 % | 4,271 % | 4,695 % | 3,849 % | 3,716 % |
| 120 | 5,889 % | 4,127 % | 4,270 % | 4,691 % | 3,852 % | 3,720 % |
| 121 | 5,883 % | 4,127 % | 4,269 % | 4,687 % | 3,855 % | 3,724 % |
| 122 | 5,878 % | 4,128 % | 4,269 % | 4,683 % | 3,858 % | 3,728 % |
| 123 | 5,872 % | 4,129 % | 4,268 % | 4,679 % | 3,861 % | 3,732 % |
| 124 | 5,867 % | 4,129 % | 4,268 % | 4,675 % | 3,863 % | 3,736 % |
| 125 | 5,862 % | 4,130 % | 4,267 % | 4,671 % | 3,866 % | 3,739 % |
| 126 | 5,856 % | 4,130 % | 4,267 % | 4,667 % | 3,869 % | 3,743 % |
| 127 | 5,851 % | 4,131 % | 4,266 % | 4,664 % | 3,871 % | 3,747 % |
| 128 | 5,846 % | 4,131 % | 4,266 % | 4,660 % | 3,874 % | 3,750 % |
| 129 | 5,841 % | 4,132 % | 4,265 % | 4,656 % | 3,876 % | 3,754 % |
| 130 | 5,836 % | 4,132 % | 4,265 % | 4,653 % | 3,879 % | 3,757 % |
| 131 | 5,831 % | 4,133 % | 4,264 % | 4,649 % | 3,881 % | 3,760 % |
| 132 | 5,826 % | 4,133 % | 4,264 % | 4,646 % | 3,884 % | 3,764 % |
| 133 | 5,822 % | 4,134 % | 4,263 % | 4,643 % | 3,886 % | 3,767 % |
| 134 | 5,817 % | 4,134 % | 4,263 % | 4,639 % | 3,888 % | 3,770 % |
| 135 | 5,812 % | 4,135 % | 4,262 % | 4,636 % | 3,891 % | 3,773 % |
| 136 | 5,808 % | 4,135 % | 4,262 % | 4,633 % | 3,893 % | 3,777 % |
| 137 | 5,803 % | 4,136 % | 4,261 % | 4,630 % | 3,895 % | 3,780 % |
| 138 | 5,799 % | 4,136 % | 4,261 % | 4,627 % | 3,897 % | 3,783 % |
| 139 | 5,795 % | 4,137 % | 4,260 % | 4,624 % | 3,900 % | 3,786 % |
| 140 | 5,790 % | 4,137 % | 4,260 % | 4,621 % | 3,902 % | 3,789 % |
| 141 | 5,786 % | 4,138 % | 4,260 % | 4,618 % | 3,904 % | 3,792 % |
| 142 | 5,782 % | 4,138 % | 4,259 % | 4,615 % | 3,906 % | 3,794 % |
| 143 | 5,778 % | 4,139 % | 4,259 % | 4,612 % | 3,908 % | 3,797 % |
| 144 | 5,774 % | 4,139 % | 4,258 % | 4,609 % | 3,910 % | 3,800 % |
| 145 | 5,770 % | 4,139 % | 4,258 % | 4,606 % | 3,912 % | 3,803 % |
| 146 | 5,766 % | 4,140 % | 4,258 % | 4,603 % | 3,914 % | 3,806 % |
| 147 | 5,762 % | 4,140 % | 4,257 % | 4,600 % | 3,916 % | 3,808 % |
| 148 | 5,758 % | 4,141 % | 4,257 % | 4,598 % | 3,918 % | 3,811 % |
| 149 | 5,755 % | 4,141 % | 4,256 % | 4,595 % | 3,920 % | 3,813 % |
| 150 | 5,751 % | 4,141 % | 4,256 % | 4,592 % | 3,922 % | 3,816 % |
| Term to maturity (in years) | Turkish lira | US dollar | Yen | |||
| --- | --- | --- | --- | |||
| 1 | 12,510 % | 1,451 % | – 0,088 % | |||
| 2 | 11,835 % | 1,629 % | – 0,066 % | |||
| 3 | 11,772 % | 1,749 % | – 0,048 % | |||
| 4 | 11,478 % | 1,834 % | – 0,020 % | |||
| 5 | 11,238 % | 1,899 % | 0,008 % | |||
| 6 | 11,034 % | 1,982 % | 0,036 % | |||
| 7 | 10,881 % | 2,044 % | 0,065 % | |||
| 8 | 10,798 % | 2,100 % | 0,095 % | |||
| 9 | 10,746 % | 2,156 % | 0,127 % | |||
| 10 | 10,690 % | 2,205 % | 0,161 % | |||
| 11 | 10,610 % | 2,246 % | 0,199 % | |||
| 12 | 10,510 % | 2,281 % | 0,241 % | |||
| 13 | 10,396 % | 2,311 % | 0,286 % | |||
| 14 | 10,272 % | 2,336 % | 0,332 % | |||
| 15 | 10,142 % | 2,358 % | 0,377 % | |||
| 16 | 10,009 % | 2,377 % | 0,420 % | |||
| 17 | 9,874 % | 2,393 % | 0,460 % | |||
| 18 | 9,740 % | 2,407 % | 0,499 % | |||
| 19 | 9,607 % | 2,419 % | 0,536 % | |||
| 20 | 9,476 % | 2,428 % | 0,570 % | |||
| 21 | 9,349 % | 2,436 % | 0,603 % | |||
| 22 | 9,224 % | 2,442 % | 0,634 % | |||
| 23 | 9,104 % | 2,447 % | 0,662 % | |||
| 24 | 8,987 % | 2,451 % | 0,686 % | |||
| 25 | 8,875 % | 2,455 % | 0,706 % | |||
| 26 | 8,766 % | 2,458 % | 0,723 % | |||
| 27 | 8,662 % | 2,461 % | 0,739 % | |||
| 28 | 8,562 % | 2,463 % | 0,755 % | |||
| 29 | 8,466 % | 2,465 % | 0,775 % | |||
| 30 | 8,374 % | 2,466 % | 0,798 % | |||
| 31 | 8,286 % | 2,468 % | 0,827 % | |||
| 32 | 8,202 % | 2,468 % | 0,860 % | |||
| 33 | 8,121 % | 2,468 % | 0,896 % | |||
| 34 | 8,044 % | 2,467 % | 0,934 % | |||
| 35 | 7,970 % | 2,465 % | 0,974 % | |||
| 36 | 7,900 % | 2,462 % | 1,014 % | |||
| 37 | 7,832 % | 2,457 % | 1,054 % | |||
| 38 | 7,767 % | 2,451 % | 1,095 % | |||
| 39 | 7,705 % | 2,444 % | 1,135 % | |||
| 40 | 7,646 % | 2,434 % | 1,175 % | |||
| 41 | 7,589 % | 2,422 % | 1,214 % | |||
| 42 | 7,534 % | 2,410 % | 1,253 % | |||
| 43 | 7,482 % | 2,398 % | 1,290 % | |||
| 44 | 7,431 % | 2,387 % | 1,327 % | |||
| 45 | 7,383 % | 2,378 % | 1,363 % | |||
| 46 | 7,337 % | 2,372 % | 1,398 % | |||
| 47 | 7,292 % | 2,367 % | 1,432 % | |||
| 48 | 7,249 % | 2,366 % | 1,465 % | |||
| 49 | 7,208 % | 2,368 % | 1,497 % | |||
| 50 | 7,168 % | 2,374 % | 1,528 % | |||
| 51 | 7,130 % | 2,383 % | 1,559 % | |||
| 52 | 7,093 % | 2,394 % | 1,588 % | |||
| 53 | 7,058 % | 2,409 % | 1,617 % | |||
| 54 | 7,023 % | 2,425 % | 1,644 % | |||
| 55 | 6,990 % | 2,442 % | 1,671 % | |||
| 56 | 6,958 % | 2,460 % | 1,697 % | |||
| 57 | 6,928 % | 2,480 % | 1,722 % | |||
| 58 | 6,898 % | 2,500 % | 1,747 % | |||
| 59 | 6,869 % | 2,520 % | 1,771 % | |||
| 60 | 6,841 % | 2,541 % | 1,794 % | |||
| 61 | 6,814 % | 2,562 % | 1,816 % | |||
| 62 | 6,788 % | 2,583 % | 1,838 % | |||
| 63 | 6,763 % | 2,603 % | 1,859 % | |||
| 64 | 6,738 % | 2,624 % | 1,879 % | |||
| 65 | 6,715 % | 2,645 % | 1,899 % | |||
| 66 | 6,692 % | 2,665 % | 1,918 % | |||
| 67 | 6,669 % | 2,685 % | 1,937 % | |||
| 68 | 6,648 % | 2,705 % | 1,955 % | |||
| 69 | 6,627 % | 2,724 % | 1,973 % | |||
| 70 | 6,606 % | 2,743 % | 1,990 % | |||
| 71 | 6,586 % | 2,762 % | 2,007 % | |||
| 72 | 6,567 % | 2,781 % | 2,024 % | |||
| 73 | 6,548 % | 2,799 % | 2,040 % | |||
| 74 | 6,530 % | 2,817 % | 2,055 % | |||
| 75 | 6,512 % | 2,834 % | 2,070 % | |||
| 76 | 6,495 % | 2,851 % | 2,085 % | |||
| 77 | 6,478 % | 2,868 % | 2,099 % | |||
| 78 | 6,461 % | 2,884 % | 2,113 % | |||
| 79 | 6,445 % | 2,900 % | 2,127 % | |||
| 80 | 6,430 % | 2,916 % | 2,140 % | |||
| 81 | 6,414 % | 2,931 % | 2,153 % | |||
| 82 | 6,399 % | 2,946 % | 2,166 % | |||
| 83 | 6,385 % | 2,961 % | 2,178 % | |||
| 84 | 6,371 % | 2,975 % | 2,190 % | |||
| 85 | 6,357 % | 2,990 % | 2,202 % | |||
| 86 | 6,343 % | 3,003 % | 2,214 % | |||
| 87 | 6,330 % | 3,017 % | 2,225 % | |||
| 88 | 6,317 % | 3,030 % | 2,236 % | |||
| 89 | 6,305 % | 3,043 % | 2,247 % | |||
| 90 | 6,292 % | 3,056 % | 2,257 % | |||
| 91 | 6,280 % | 3,068 % | 2,267 % | |||
| 92 | 6,268 % | 3,080 % | 2,278 % | |||
| 93 | 6,257 % | 3,092 % | 2,287 % | |||
| 94 | 6,246 % | 3,104 % | 2,297 % | |||
| 95 | 6,234 % | 3,115 % | 2,307 % | |||
| 96 | 6,224 % | 3,126 % | 2,316 % | |||
| 97 | 6,213 % | 3,137 % | 2,325 % | |||
| 98 | 6,203 % | 3,148 % | 2,334 % | |||
| 99 | 6,192 % | 3,159 % | 2,342 % | |||
| 100 | 6,183 % | 3,169 % | 2,351 % | |||
| 101 | 6,173 % | 3,179 % | 2,359 % | |||
| 102 | 6,163 % | 3,189 % | 2,368 % | |||
| 103 | 6,154 % | 3,199 % | 2,376 % | |||
| 104 | 6,145 % | 3,208 % | 2,384 % | |||
| 105 | 6,136 % | 3,218 % | 2,391 % | |||
| 106 | 6,127 % | 3,227 % | 2,399 % | |||
| 107 | 6,118 % | 3,236 % | 2,406 % | |||
| 108 | 6,109 % | 3,245 % | 2,414 % | |||
| 109 | 6,101 % | 3,253 % | 2,421 % | |||
| 110 | 6,093 % | 3,262 % | 2,428 % | |||
| 111 | 6,085 % | 3,270 % | 2,435 % | |||
| 112 | 6,077 % | 3,279 % | 2,442 % | |||
| 113 | 6,069 % | 3,287 % | 2,448 % | |||
| 114 | 6,061 % | 3,295 % | 2,455 % | |||
| 115 | 6,054 % | 3,303 % | 2,461 % | |||
| 116 | 6,046 % | 3,310 % | 2,468 % | |||
| 117 | 6,039 % | 3,318 % | 2,474 % | |||
| 118 | 6,032 % | 3,325 % | 2,480 % | |||
| 119 | 6,025 % | 3,333 % | 2,486 % | |||
| 120 | 6,018 % | 3,340 % | 2,492 % | |||
| 121 | 6,011 % | 3,347 % | 2,498 % | |||
| 122 | 6,005 % | 3,354 % | 2,504 % | |||
| 123 | 5,998 % | 3,361 % | 2,509 % | |||
| 124 | 5,992 % | 3,367 % | 2,515 % | |||
| 125 | 5,985 % | 3,374 % | 2,520 % | |||
| 126 | 5,979 % | 3,381 % | 2,526 % | |||
| 127 | 5,973 % | 3,387 % | 2,531 % | |||
| 128 | 5,967 % | 3,393 % | 2,536 % | |||
| 129 | 5,961 % | 3,400 % | 2,541 % | |||
| 130 | 5,955 % | 3,406 % | 2,546 % | |||
| 131 | 5,949 % | 3,412 % | 2,551 % | |||
| 132 | 5,943 % | 3,418 % | 2,556 % | |||
| 133 | 5,938 % | 3,424 % | 2,561 % | |||
| 134 | 5,932 % | 3,429 % | 2,566 % | |||
| 135 | 5,927 % | 3,435 % | 2,570 % | |||
| 136 | 5,922 % | 3,441 % | 2,575 % | |||
| 137 | 5,916 % | 3,446 % | 2,580 % | |||
| 138 | 5,911 % | 3,452 % | 2,584 % | |||
| 139 | 5,906 % | 3,457 % | 2,588 % | |||
| 140 | 5,901 % | 3,462 % | 2,593 % | |||
| 141 | 5,896 % | 3,467 % | 2,597 % | |||
| 142 | 5,891 % | 3,473 % | 2,601 % | |||
| 143 | 5,886 % | 3,478 % | 2,606 % | |||
| 144 | 5,881 % | 3,483 % | 2,610 % | |||
| 145 | 5,877 % | 3,488 % | 2,614 % | |||
| 146 | 5,872 % | 3,492 % | 2,618 % | |||
| 147 | 5,867 % | 3,497 % | 2,622 % | |||
| 148 | 5,863 % | 3,502 % | 2,626 % | |||
| 149 | 5,858 % | 3,507 % | 2,629 % | |||
| 150 | 5,854 % | 3,511 % | 2,633 % |
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 | 1 | 47 | 5 | 3 | 50 | 0 |
| 4 | 0 | 3 | 50 | 5 | 4 | 51 | 0 |
| 5 | 1 | 4 | 55 | 5 | 6 | 54 | 0 |
| 6 | 1 | 5 | 58 | 5 | 8 | 56 | 0 |
| 7 | 2 | 6 | 61 | 5 | 10 | 57 | 0 |
| 8 | 3 | 7 | 63 | 5 | 12 | 56 | 0 |
| 9 | 4 | 8 | 65 | 5 | 13 | 53 | 0 |
| 10 | 4 | 9 | 67 | 5 | 14 | 52 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 424 | 4 | 18 |
| 2 | 0 | 0 | 0 | 0 | 259 | 4 | 25 |
| 3 | 1 | 0 | 0 | 0 | 228 | 4 | 28 |
| 4 | 3 | 0 | 0 | 0 | 198 | 4 | 29 |
| 5 | 4 | 0 | 0 | 0 | 180 | 4 | 30 |
| 6 | 5 | 0 | 0 | 0 | 176 | 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 | 33 |
| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 6 | 6 | 0 | 18 | 0 | 4 |
| 2 | 14 | 12 | 12 | 0 | 25 | 0 | 4 |
| 3 | 18 | 16 | 16 | 0 | 28 | 0 | 4 |
| 4 | 20 | 18 | 18 | 0 | 29 | 0 | 4 |
| 5 | 22 | 20 | 20 | 0 | 30 | 0 | 4 |
| 6 | 23 | 21 | 21 | 0 | 31 | 0 | 4 |
| 7 | 25 | 22 | 23 | 0 | 32 | 0 | 4 |
| 8 | 26 | 24 | 24 | 2 | 33 | 0 | 4 |
| 9 | 28 | 25 | 25 | 3 | 33 | 0 | 4 |
| 10 | 29 | 25 | 26 | 3 | 33 | 1 | 4 |
| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 27 | 10 | 13 | 21 | 6 | 0 | 0 |
| 2 | 45 | 18 | 17 | 24 | 12 | 0 | 0 |
| 3 | 50 | 21 | 20 | 28 | 16 | 0 | 0 |
| 4 | 51 | 22 | 21 | 33 | 18 | 0 | 0 |
| 5 | 54 | 23 | 23 | 36 | 20 | 0 | 0 |
| 6 | 56 | 25 | 24 | 40 | 21 | 0 | 0 |
| 7 | 57 | 27 | 26 | 41 | 23 | 0 | 0 |
| 8 | 56 | 28 | 27 | 43 | 24 | 0 | 0 |
| 9 | 53 | 30 | 27 | 43 | 25 | 0 | 0 |
| 10 | 52 | 27 | 27 | 43 | 26 | 0 | 0 |
| Duration (in years) | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada | Chile |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 12 | 0 | 17 |
| 2 | 0 | 0 | 0 | 0 | 12 | 0 | 19 |
| 3 | 0 | 0 | 0 | 0 | 12 | 0 | 18 |
| 4 | 0 | 0 | 0 | 0 | 12 | 0 | 17 |
| 5 | 0 | 0 | 0 | 0 | 12 | 0 | 16 |
| 6 | 0 | 0 | 0 | 0 | 12 | 0 | 15 |
| 7 | 0 | 0 | 0 | 0 | 12 | 0 | 14 |
| 8 | 0 | 0 | 0 | 0 | 12 | 0 | 15 |
| 9 | 0 | 0 | 0 | 0 | 12 | 0 | 16 |
| 10 | 0 | 0 | 0 | 0 | 12 | 0 | 13 |
| Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 11 | 0 | 9 | 0 | 0 | 10 |
| 2 | 0 | 19 | 0 | 9 | 0 | 0 | 9 |
| 3 | 1 | 30 | 0 | 9 | 0 | 0 | 10 |
| 4 | 2 | 38 | 0 | 9 | 0 | 0 | 10 |
| 5 | 2 | 40 | 0 | 9 | 0 | 0 | 10 |
| 6 | 3 | 44 | 0 | 9 | 0 | 0 | 10 |
| 7 | 4 | 46 | 0 | 9 | 0 | 0 | 10 |
| 8 | 8 | 44 | 0 | 9 | 0 | 0 | 10 |
| 9 | 5 | 41 | 0 | 9 | 1 | 0 | 10 |
| 10 | 5 | 44 | 0 | 9 | 1 | 0 | 10 |
| Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 3 | 10 | 0 | 4 |
| 2 | 0 | 0 | 0 | 7 | 12 | 0 | 4 |
| 3 | 0 | 0 | 0 | 7 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 6 | 14 | 0 | 4 |
| 5 | 0 | 2 | 0 | 5 | 15 | 0 | 4 |
| 6 | 0 | 6 | 0 | 5 | 16 | 0 | 4 |
| 7 | 0 | 8 | 0 | 7 | 16 | 0 | 4 |
| 8 | 0 | 13 | 0 | 8 | 16 | 0 | 4 |
| 9 | 0 | 19 | 0 | 8 | 16 | 0 | 4 |
| 10 | 0 | 19 | 0 | 9 | 16 | 0 | 4 |
| Duration (in years) | United States | ||||||
| --- | --- | ||||||
| 1 | 0 | ||||||
| 2 | 0 | ||||||
| 3 | 0 | ||||||
| 4 | 0 | ||||||
| 5 | 0 | ||||||
| 6 | 0 | ||||||
| 7 | 0 | ||||||
| 8 | 0 | ||||||
| 9 | 0 | ||||||
| 10 | 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 | 47 | 127 | 241 | 582 | 1 210 |
| 2 | 6 | 21 | 47 | 127 | 241 | 582 | 992 |
| 3 | 7 | 23 | 48 | 119 | 237 | 578 | 821 |
| 4 | 8 | 26 | 51 | 120 | 236 | 577 | 687 |
| 5 | 10 | 29 | 56 | 123 | 236 | 577 | 582 |
| 6 | 11 | 31 | 60 | 128 | 236 | 577 | 577 |
| 7 | 12 | 33 | 61 | 130 | 236 | 577 | 577 |
| 8 | 12 | 34 | 61 | 129 | 236 | 577 | 577 |
| 9 | 12 | 35 | 61 | 128 | 236 | 577 | 577 |
| 10 | 13 | 36 | 61 | 127 | 236 | 577 | 577 |
| 11 | 13 | 37 | 61 | 127 | 236 | 577 | 577 |
| 12 | 14 | 38 | 61 | 127 | 236 | 577 | 577 |
| 13 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 14 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 15 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 16 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 17 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 18 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 19 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 20 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 21 | 15 | 39 | 61 | 127 | 236 | 577 | 577 |
| 22 | 15 | 39 | 61 | 127 | 236 | 577 | 577 |
| 23 | 16 | 39 | 61 | 127 | 236 | 577 | 577 |
| 24 | 17 | 39 | 61 | 127 | 236 | 577 | 577 |
| 25 | 17 | 39 | 61 | 127 | 236 | 577 | 577 |
| 26 | 18 | 39 | 61 | 127 | 236 | 577 | 577 |
| 27 | 19 | 39 | 61 | 127 | 236 | 577 | 577 |
| 28 | 20 | 39 | 61 | 127 | 236 | 577 | 577 |
| 29 | 20 | 39 | 61 | 127 | 236 | 577 | 577 |
| 30 | 20 | 39 | 61 | 127 | 236 | 577 | 577 |
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 | 131 | 245 | 586 | 1 230 |
| 2 | 12 | 28 | 54 | 133 | 247 | 588 | 1 010 |
| 3 | 14 | 30 | 55 | 126 | 244 | 585 | 836 |
| 4 | 15 | 33 | 58 | 127 | 243 | 584 | 700 |
| 5 | 16 | 35 | 63 | 130 | 242 | 583 | 592 |
| 6 | 17 | 37 | 66 | 134 | 242 | 583 | 583 |
| 7 | 18 | 39 | 67 | 136 | 241 | 582 | 582 |
| 8 | 17 | 39 | 66 | 134 | 241 | 582 | 582 |
| 9 | 17 | 40 | 65 | 132 | 240 | 582 | 582 |
| 10 | 17 | 40 | 65 | 131 | 240 | 581 | 581 |
| 11 | 17 | 41 | 65 | 131 | 239 | 581 | 581 |
| 12 | 17 | 41 | 64 | 130 | 239 | 580 | 580 |
| 13 | 17 | 41 | 64 | 130 | 238 | 579 | 579 |
| 14 | 17 | 41 | 63 | 129 | 238 | 579 | 579 |
| 15 | 16 | 41 | 63 | 129 | 237 | 579 | 579 |
| 16 | 15 | 40 | 62 | 128 | 237 | 578 | 578 |
| 17 | 15 | 40 | 62 | 128 | 237 | 578 | 578 |
| 18 | 15 | 40 | 62 | 128 | 236 | 578 | 578 |
| 19 | 15 | 40 | 62 | 128 | 236 | 578 | 578 |
| 20 | 15 | 40 | 62 | 128 | 237 | 578 | 578 |
| 21 | 16 | 40 | 63 | 129 | 237 | 578 | 578 |
| 22 | 16 | 41 | 63 | 129 | 237 | 579 | 579 |
| 23 | 17 | 41 | 63 | 129 | 238 | 579 | 579 |
| 24 | 17 | 41 | 63 | 129 | 238 | 579 | 579 |
| 25 | 17 | 41 | 63 | 129 | 238 | 579 | 579 |
| 26 | 18 | 41 | 63 | 129 | 238 | 579 | 579 |
| 27 | 19 | 41 | 63 | 129 | 238 | 579 | 579 |
| 28 | 20 | 41 | 63 | 129 | 238 | 579 | 579 |
| 29 | 20 | 41 | 63 | 129 | 238 | 579 | 579 |
| 30 | 21 | 41 | 63 | 129 | 238 | 579 | 579 |
2.3 Danish krone
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