LegalizeCommission Implementing Regulation (EU) 2018/1078 of 30 July 2018 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2018 until 29 September 2018 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.
| 31.7.2018 | EN | Official Journal of the European Union | L 194/47 |
THE EUROPEAN COMMISSION,
Having regard to the Treaty on the Fuctioning 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 5 July 2018, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2018 market data. That information was published on 5 July 2018 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 2018 until 29 September 2018.
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 2018.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 30 July 2018.
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 | – 0,353 % | 1,300 % | – 0,363 % | 0,693 % | – 0,425 % | – 0,028 % |
| 2 | – 0,275 % | 1,532 % | – 0,285 % | 1,538 % | – 0,260 % | 0,330 % |
| 3 | – 0,136 % | 1,665 % | – 0,146 % | 1,862 % | – 0,065 % | 0,668 % |
| 4 | 0,016 % | 1,754 % | 0,006 % | 2,150 % | 0,126 % | 0,967 % |
| 5 | 0,165 % | 1,816 % | 0,154 % | 2,568 % | 0,314 % | 1,256 % |
| 6 | 0,308 % | 1,854 % | 0,298 % | 2,950 % | 0,492 % | 1,522 % |
| 7 | 0,444 % | 1,879 % | 0,434 % | 3,221 % | 0,656 % | 1,755 % |
| 8 | 0,571 % | 1,903 % | 0,561 % | 3,425 % | 0,800 % | 1,950 % |
| 9 | 0,690 % | 1,924 % | 0,680 % | 3,584 % | 0,931 % | 2,110 % |
| 10 | 0,789 % | 1,940 % | 0,779 % | 3,703 % | 1,048 % | 2,242 % |
| 11 | 0,887 % | 1,952 % | 0,877 % | 3,797 % | 1,201 % | 2,356 % |
| 12 | 0,981 % | 1,959 % | 0,970 % | 3,876 % | 1,372 % | 2,454 % |
| 13 | 1,062 % | 1,962 % | 1,051 % | 3,941 % | 1,540 % | 2,540 % |
| 14 | 1,128 % | 1,968 % | 1,118 % | 3,997 % | 1,698 % | 2,616 % |
| 15 | 1,179 % | 1,983 % | 1,168 % | 4,043 % | 1,842 % | 2,685 % |
| 16 | 1,215 % | 2,008 % | 1,204 % | 4,082 % | 1,972 % | 2,747 % |
| 17 | 1,243 % | 2,042 % | 1,232 % | 4,116 % | 2,090 % | 2,804 % |
| 18 | 1,270 % | 2,081 % | 1,259 % | 4,144 % | 2,196 % | 2,855 % |
| 19 | 1,300 % | 2,124 % | 1,290 % | 4,168 % | 2,291 % | 2,903 % |
| 20 | 1,338 % | 2,170 % | 1,327 % | 4,189 % | 2,378 % | 2,947 % |
| 21 | 1,383 % | 2,216 % | 1,373 % | 4,207 % | 2,456 % | 2,988 % |
| 22 | 1,435 % | 2,263 % | 1,425 % | 4,223 % | 2,528 % | 3,025 % |
| 23 | 1,491 % | 2,309 % | 1,481 % | 4,237 % | 2,594 % | 3,061 % |
| 24 | 1,549 % | 2,355 % | 1,540 % | 4,249 % | 2,654 % | 3,094 % |
| 25 | 1,609 % | 2,400 % | 1,599 % | 4,260 % | 2,709 % | 3,125 % |
| 26 | 1,668 % | 2,444 % | 1,659 % | 4,269 % | 2,760 % | 3,154 % |
| 27 | 1,728 % | 2,487 % | 1,719 % | 4,277 % | 2,808 % | 3,182 % |
| 28 | 1,786 % | 2,528 % | 1,778 % | 4,284 % | 2,852 % | 3,208 % |
| 29 | 1,844 % | 2,568 % | 1,835 % | 4,291 % | 2,893 % | 3,232 % |
| 30 | 1,899 % | 2,607 % | 1,891 % | 4,296 % | 2,931 % | 3,256 % |
| 31 | 1,954 % | 2,644 % | 1,946 % | 4,301 % | 2,967 % | 3,278 % |
| 32 | 2,006 % | 2,680 % | 1,999 % | 4,306 % | 3,001 % | 3,299 % |
| 33 | 2,057 % | 2,715 % | 2,050 % | 4,310 % | 3,033 % | 3,318 % |
| 34 | 2,107 % | 2,748 % | 2,099 % | 4,313 % | 3,062 % | 3,337 % |
| 35 | 2,154 % | 2,780 % | 2,147 % | 4,317 % | 3,091 % | 3,355 % |
| 36 | 2,200 % | 2,810 % | 2,193 % | 4,319 % | 3,117 % | 3,373 % |
| 37 | 2,244 % | 2,840 % | 2,237 % | 4,322 % | 3,142 % | 3,389 % |
| 38 | 2,286 % | 2,868 % | 2,280 % | 4,324 % | 3,166 % | 3,405 % |
| 39 | 2,327 % | 2,895 % | 2,321 % | 4,326 % | 3,189 % | 3,420 % |
| 40 | 2,366 % | 2,922 % | 2,360 % | 4,328 % | 3,210 % | 3,434 % |
| 41 | 2,404 % | 2,947 % | 2,398 % | 4,330 % | 3,230 % | 3,448 % |
| 42 | 2,440 % | 2,971 % | 2,434 % | 4,332 % | 3,250 % | 3,461 % |
| 43 | 2,475 % | 2,994 % | 2,469 % | 4,333 % | 3,268 % | 3,474 % |
| 44 | 2,509 % | 3,017 % | 2,503 % | 4,334 % | 3,286 % | 3,486 % |
| 45 | 2,541 % | 3,038 % | 2,536 % | 4,335 % | 3,303 % | 3,498 % |
| 46 | 2,572 % | 3,059 % | 2,567 % | 4,336 % | 3,319 % | 3,509 % |
| 47 | 2,602 % | 3,079 % | 2,597 % | 4,337 % | 3,335 % | 3,520 % |
| 48 | 2,631 % | 3,098 % | 2,626 % | 4,338 % | 3,349 % | 3,530 % |
| 49 | 2,659 % | 3,117 % | 2,654 % | 4,339 % | 3,364 % | 3,540 % |
| 50 | 2,686 % | 3,135 % | 2,681 % | 4,340 % | 3,377 % | 3,550 % |
| 51 | 2,712 % | 3,152 % | 2,707 % | 4,340 % | 3,391 % | 3,559 % |
| 52 | 2,737 % | 3,169 % | 2,732 % | 4,341 % | 3,403 % | 3,569 % |
| 53 | 2,761 % | 3,185 % | 2,756 % | 4,341 % | 3,415 % | 3,577 % |
| 54 | 2,784 % | 3,200 % | 2,780 % | 4,342 % | 3,427 % | 3,586 % |
| 55 | 2,807 % | 3,215 % | 2,802 % | 4,342 % | 3,438 % | 3,594 % |
| 56 | 2,829 % | 3,230 % | 2,824 % | 4,343 % | 3,449 % | 3,602 % |
| 57 | 2,850 % | 3,244 % | 2,845 % | 4,343 % | 3,460 % | 3,609 % |
| 58 | 2,870 % | 3,258 % | 2,866 % | 4,343 % | 3,470 % | 3,617 % |
| 59 | 2,890 % | 3,271 % | 2,885 % | 4,344 % | 3,480 % | 3,624 % |
| 60 | 2,909 % | 3,284 % | 2,904 % | 4,344 % | 3,489 % | 3,631 % |
| 61 | 2,927 % | 3,296 % | 2,923 % | 4,344 % | 3,498 % | 3,637 % |
| 62 | 2,945 % | 3,308 % | 2,941 % | 4,344 % | 3,507 % | 3,644 % |
| 63 | 2,962 % | 3,319 % | 2,958 % | 4,345 % | 3,516 % | 3,650 % |
| 64 | 2,979 % | 3,331 % | 2,975 % | 4,345 % | 3,524 % | 3,656 % |
| 65 | 2,995 % | 3,342 % | 2,991 % | 4,345 % | 3,532 % | 3,662 % |
| 66 | 3,011 % | 3,352 % | 3,007 % | 4,345 % | 3,540 % | 3,668 % |
| 67 | 3,027 % | 3,363 % | 3,023 % | 4,345 % | 3,548 % | 3,674 % |
| 68 | 3,042 % | 3,373 % | 3,038 % | 4,346 % | 3,555 % | 3,679 % |
| 69 | 3,056 % | 3,382 % | 3,052 % | 4,346 % | 3,562 % | 3,684 % |
| 70 | 3,070 % | 3,392 % | 3,066 % | 4,346 % | 3,569 % | 3,689 % |
| 71 | 3,084 % | 3,401 % | 3,080 % | 4,346 % | 3,576 % | 3,694 % |
| 72 | 3,097 % | 3,410 % | 3,094 % | 4,346 % | 3,582 % | 3,699 % |
| 73 | 3,110 % | 3,419 % | 3,107 % | 4,346 % | 3,589 % | 3,704 % |
| 74 | 3,123 % | 3,427 % | 3,119 % | 4,346 % | 3,595 % | 3,709 % |
| 75 | 3,135 % | 3,435 % | 3,132 % | 4,346 % | 3,601 % | 3,713 % |
| 76 | 3,147 % | 3,443 % | 3,144 % | 4,346 % | 3,607 % | 3,718 % |
| 77 | 3,159 % | 3,451 % | 3,155 % | 4,347 % | 3,613 % | 3,722 % |
| 78 | 3,170 % | 3,459 % | 3,167 % | 4,347 % | 3,618 % | 3,726 % |
| 79 | 3,181 % | 3,466 % | 3,178 % | 4,347 % | 3,624 % | 3,730 % |
| 80 | 3,192 % | 3,474 % | 3,189 % | 4,347 % | 3,629 % | 3,734 % |
| 81 | 3,202 % | 3,481 % | 3,199 % | 4,347 % | 3,634 % | 3,738 % |
| 82 | 3,213 % | 3,488 % | 3,210 % | 4,347 % | 3,639 % | 3,742 % |
| 83 | 3,223 % | 3,494 % | 3,220 % | 4,347 % | 3,644 % | 3,745 % |
| 84 | 3,233 % | 3,501 % | 3,229 % | 4,347 % | 3,649 % | 3,749 % |
| 85 | 3,242 % | 3,507 % | 3,239 % | 4,347 % | 3,654 % | 3,752 % |
| 86 | 3,252 % | 3,514 % | 3,248 % | 4,347 % | 3,658 % | 3,756 % |
| 87 | 3,261 % | 3,520 % | 3,258 % | 4,347 % | 3,663 % | 3,759 % |
| 88 | 3,270 % | 3,526 % | 3,267 % | 4,347 % | 3,667 % | 3,763 % |
| 89 | 3,278 % | 3,532 % | 3,275 % | 4,347 % | 3,672 % | 3,766 % |
| 90 | 3,287 % | 3,537 % | 3,284 % | 4,347 % | 3,676 % | 3,769 % |
| 91 | 3,295 % | 3,543 % | 3,292 % | 4,347 % | 3,680 % | 3,772 % |
| 92 | 3,303 % | 3,548 % | 3,301 % | 4,347 % | 3,684 % | 3,775 % |
| 93 | 3,311 % | 3,554 % | 3,309 % | 4,347 % | 3,688 % | 3,778 % |
| 94 | 3,319 % | 3,559 % | 3,316 % | 4,347 % | 3,692 % | 3,781 % |
| 95 | 3,327 % | 3,564 % | 3,324 % | 4,347 % | 3,695 % | 3,784 % |
| 96 | 3,334 % | 3,569 % | 3,332 % | 4,347 % | 3,699 % | 3,786 % |
| 97 | 3,342 % | 3,574 % | 3,339 % | 4,348 % | 3,703 % | 3,789 % |
| 98 | 3,349 % | 3,579 % | 3,346 % | 4,348 % | 3,706 % | 3,792 % |
| 99 | 3,356 % | 3,584 % | 3,353 % | 4,348 % | 3,710 % | 3,794 % |
| 100 | 3,363 % | 3,589 % | 3,360 % | 4,348 % | 3,713 % | 3,797 % |
| 101 | 3,370 % | 3,593 % | 3,367 % | 4,348 % | 3,716 % | 3,799 % |
| 102 | 3,376 % | 3,598 % | 3,374 % | 4,348 % | 3,720 % | 3,802 % |
| 103 | 3,383 % | 3,602 % | 3,380 % | 4,348 % | 3,723 % | 3,804 % |
| 104 | 3,389 % | 3,606 % | 3,387 % | 4,348 % | 3,726 % | 3,807 % |
| 105 | 3,396 % | 3,610 % | 3,393 % | 4,348 % | 3,729 % | 3,809 % |
| 106 | 3,402 % | 3,615 % | 3,399 % | 4,348 % | 3,732 % | 3,811 % |
| 107 | 3,408 % | 3,619 % | 3,405 % | 4,348 % | 3,735 % | 3,813 % |
| 108 | 3,414 % | 3,623 % | 3,411 % | 4,348 % | 3,738 % | 3,816 % |
| 109 | 3,419 % | 3,627 % | 3,417 % | 4,348 % | 3,741 % | 3,818 % |
| 110 | 3,425 % | 3,630 % | 3,423 % | 4,348 % | 3,744 % | 3,820 % |
| 111 | 3,431 % | 3,634 % | 3,428 % | 4,348 % | 3,746 % | 3,822 % |
| 112 | 3,436 % | 3,638 % | 3,434 % | 4,348 % | 3,749 % | 3,824 % |
| 113 | 3,442 % | 3,641 % | 3,439 % | 4,348 % | 3,752 % | 3,826 % |
| 114 | 3,447 % | 3,645 % | 3,445 % | 4,348 % | 3,754 % | 3,828 % |
| 115 | 3,452 % | 3,649 % | 3,450 % | 4,348 % | 3,757 % | 3,830 % |
| 116 | 3,457 % | 3,652 % | 3,455 % | 4,348 % | 3,760 % | 3,832 % |
| 117 | 3,462 % | 3,655 % | 3,460 % | 4,348 % | 3,762 % | 3,834 % |
| 118 | 3,467 % | 3,659 % | 3,465 % | 4,348 % | 3,764 % | 3,835 % |
| 119 | 3,472 % | 3,662 % | 3,470 % | 4,348 % | 3,767 % | 3,837 % |
| 120 | 3,477 % | 3,665 % | 3,475 % | 4,348 % | 3,769 % | 3,839 % |
| 121 | 3,482 % | 3,668 % | 3,480 % | 4,348 % | 3,772 % | 3,841 % |
| 122 | 3,486 % | 3,672 % | 3,484 % | 4,348 % | 3,774 % | 3,842 % |
| 123 | 3,491 % | 3,675 % | 3,489 % | 4,348 % | 3,776 % | 3,844 % |
| 124 | 3,496 % | 3,678 % | 3,493 % | 4,348 % | 3,778 % | 3,846 % |
| 125 | 3,500 % | 3,681 % | 3,498 % | 4,348 % | 3,780 % | 3,847 % |
| 126 | 3,504 % | 3,684 % | 3,502 % | 4,348 % | 3,783 % | 3,849 % |
| 127 | 3,509 % | 3,686 % | 3,507 % | 4,348 % | 3,785 % | 3,851 % |
| 128 | 3,513 % | 3,689 % | 3,511 % | 4,348 % | 3,787 % | 3,852 % |
| 129 | 3,517 % | 3,692 % | 3,515 % | 4,348 % | 3,789 % | 3,854 % |
| 130 | 3,521 % | 3,695 % | 3,519 % | 4,348 % | 3,791 % | 3,855 % |
| 131 | 3,525 % | 3,698 % | 3,523 % | 4,348 % | 3,793 % | 3,857 % |
| 132 | 3,529 % | 3,700 % | 3,527 % | 4,348 % | 3,795 % | 3,858 % |
| 133 | 3,533 % | 3,703 % | 3,531 % | 4,348 % | 3,797 % | 3,860 % |
| 134 | 3,537 % | 3,705 % | 3,535 % | 4,348 % | 3,799 % | 3,861 % |
| 135 | 3,541 % | 3,708 % | 3,539 % | 4,348 % | 3,800 % | 3,862 % |
| 136 | 3,544 % | 3,710 % | 3,542 % | 4,348 % | 3,802 % | 3,864 % |
| 137 | 3,548 % | 3,713 % | 3,546 % | 4,348 % | 3,804 % | 3,865 % |
| 138 | 3,552 % | 3,715 % | 3,550 % | 4,348 % | 3,806 % | 3,867 % |
| 139 | 3,555 % | 3,718 % | 3,553 % | 4,348 % | 3,808 % | 3,868 % |
| 140 | 3,559 % | 3,720 % | 3,557 % | 4,348 % | 3,809 % | 3,869 % |
| 141 | 3,562 % | 3,722 % | 3,560 % | 4,348 % | 3,811 % | 3,870 % |
| 142 | 3,566 % | 3,725 % | 3,564 % | 4,348 % | 3,813 % | 3,872 % |
| 143 | 3,569 % | 3,727 % | 3,567 % | 4,348 % | 3,814 % | 3,873 % |
| 144 | 3,572 % | 3,729 % | 3,571 % | 4,348 % | 3,816 % | 3,874 % |
| 145 | 3,576 % | 3,732 % | 3,574 % | 4,348 % | 3,818 % | 3,875 % |
| 146 | 3,579 % | 3,734 % | 3,577 % | 4,348 % | 3,819 % | 3,877 % |
| 147 | 3,582 % | 3,736 % | 3,580 % | 4,348 % | 3,821 % | 3,878 % |
| 148 | 3,585 % | 3,738 % | 3,583 % | 4,348 % | 3,822 % | 3,879 % |
| 149 | 3,588 % | 3,740 % | 3,587 % | 4,348 % | 3,824 % | 3,880 % |
| 150 | 3,591 % | 3,742 % | 3,590 % | 4,348 % | 3,825 % | 3,881 % |
| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,403 % | 0,780 % | 3,539 % | 1,260 % | 4,747 % | 1,105 % |
| 2 | – 0,325 % | 0,924 % | 4,001 % | 1,499 % | 4,830 % | 1,347 % |
| 3 | – 0,186 % | 1,039 % | 4,367 % | 1,856 % | 4,940 % | 1,483 % |
| 4 | – 0,034 % | 1,134 % | 4,636 % | 2,170 % | 5,009 % | 1,611 % |
| 5 | 0,114 % | 1,210 % | 4,825 % | 2,416 % | 5,057 % | 1,719 % |
| 6 | 0,258 % | 1,267 % | 4,937 % | 2,679 % | 5,103 % | 1,814 % |
| 7 | 0,394 % | 1,319 % | 5,014 % | 2,905 % | 5,150 % | 1,895 % |
| 8 | 0,520 % | 1,364 % | 5,085 % | 3,054 % | 5,187 % | 1,966 % |
| 9 | 0,639 % | 1,403 % | 5,155 % | 3,138 % | 5,205 % | 2,024 % |
| 10 | 0,738 % | 1,438 % | 5,226 % | 3,165 % | 5,210 % | 2,075 % |
| 11 | 0,836 % | 1,467 % | 5,275 % | 3,183 % | 5,204 % | 2,128 % |
| 12 | 0,929 % | 1,491 % | 5,304 % | 3,203 % | 5,192 % | 2,185 % |
| 13 | 1,010 % | 1,513 % | 5,317 % | 3,225 % | 5,175 % | 2,242 % |
| 14 | 1,077 % | 1,527 % | 5,320 % | 3,246 % | 5,155 % | 2,299 % |
| 15 | 1,127 % | 1,537 % | 5,314 % | 3,268 % | 5,133 % | 2,355 % |
| 16 | 1,163 % | 1,548 % | 5,302 % | 3,289 % | 5,109 % | 2,410 % |
| 17 | 1,190 % | 1,556 % | 5,286 % | 3,310 % | 5,085 % | 2,463 % |
| 18 | 1,217 % | 1,562 % | 5,267 % | 3,331 % | 5,060 % | 2,514 % |
| 19 | 1,248 % | 1,565 % | 5,245 % | 3,351 % | 5,035 % | 2,563 % |
| 20 | 1,286 % | 1,564 % | 5,221 % | 3,370 % | 5,011 % | 2,610 % |
| 21 | 1,332 % | 1,561 % | 5,197 % | 3,389 % | 4,986 % | 2,656 % |
| 22 | 1,385 % | 1,560 % | 5,172 % | 3,407 % | 4,962 % | 2,699 % |
| 23 | 1,442 % | 1,558 % | 5,146 % | 3,425 % | 4,939 % | 2,740 % |
| 24 | 1,501 % | 1,555 % | 5,121 % | 3,442 % | 4,916 % | 2,779 % |
| 25 | 1,562 % | 1,553 % | 5,095 % | 3,458 % | 4,893 % | 2,817 % |
| 26 | 1,622 % | 1,549 % | 5,070 % | 3,473 % | 4,872 % | 2,853 % |
| 27 | 1,683 % | 1,545 % | 5,046 % | 3,488 % | 4,851 % | 2,887 % |
| 28 | 1,743 % | 1,541 % | 5,021 % | 3,503 % | 4,830 % | 2,920 % |
| 29 | 1,801 % | 1,535 % | 4,998 % | 3,517 % | 4,811 % | 2,951 % |
| 30 | 1,858 % | 1,529 % | 4,975 % | 3,530 % | 4,792 % | 2,981 % |
| 31 | 1,914 % | 1,521 % | 4,953 % | 3,543 % | 4,773 % | 3,009 % |
| 32 | 1,967 % | 1,514 % | 4,931 % | 3,555 % | 4,756 % | 3,036 % |
| 33 | 2,019 % | 1,506 % | 4,910 % | 3,567 % | 4,739 % | 3,062 % |
| 34 | 2,070 % | 1,499 % | 4,890 % | 3,578 % | 4,722 % | 3,087 % |
| 35 | 2,118 % | 1,493 % | 4,870 % | 3,589 % | 4,707 % | 3,111 % |
| 36 | 2,165 % | 1,488 % | 4,851 % | 3,600 % | 4,691 % | 3,134 % |
| 37 | 2,210 % | 1,483 % | 4,833 % | 3,610 % | 4,677 % | 3,156 % |
| 38 | 2,253 % | 1,476 % | 4,815 % | 3,620 % | 4,662 % | 3,177 % |
| 39 | 2,294 % | 1,468 % | 4,798 % | 3,629 % | 4,649 % | 3,197 % |
| 40 | 2,334 % | 1,457 % | 4,782 % | 3,638 % | 4,636 % | 3,217 % |
| 41 | 2,373 % | 1,443 % | 4,766 % | 3,647 % | 4,623 % | 3,235 % |
| 42 | 2,410 % | 1,428 % | 4,750 % | 3,655 % | 4,611 % | 3,253 % |
| 43 | 2,446 % | 1,414 % | 4,736 % | 3,664 % | 4,599 % | 3,270 % |
| 44 | 2,480 % | 1,402 % | 4,721 % | 3,671 % | 4,588 % | 3,287 % |
| 45 | 2,513 % | 1,392 % | 4,708 % | 3,679 % | 4,577 % | 3,303 % |
| 46 | 2,545 % | 1,385 % | 4,694 % | 3,686 % | 4,566 % | 3,318 % |
| 47 | 2,575 % | 1,383 % | 4,681 % | 3,693 % | 4,556 % | 3,333 % |
| 48 | 2,605 % | 1,384 % | 4,669 % | 3,700 % | 4,546 % | 3,347 % |
| 49 | 2,633 % | 1,390 % | 4,657 % | 3,707 % | 4,537 % | 3,361 % |
| 50 | 2,660 % | 1,401 % | 4,646 % | 3,713 % | 4,527 % | 3,374 % |
| 51 | 2,687 % | 1,417 % | 4,634 % | 3,719 % | 4,519 % | 3,386 % |
| 52 | 2,712 % | 1,437 % | 4,624 % | 3,725 % | 4,510 % | 3,399 % |
| 53 | 2,737 % | 1,460 % | 4,613 % | 3,731 % | 4,502 % | 3,411 % |
| 54 | 2,760 % | 1,486 % | 4,603 % | 3,736 % | 4,494 % | 3,422 % |
| 55 | 2,783 % | 1,513 % | 4,593 % | 3,742 % | 4,486 % | 3,433 % |
| 56 | 2,806 % | 1,542 % | 4,584 % | 3,747 % | 4,478 % | 3,444 % |
| 57 | 2,827 % | 1,572 % | 4,575 % | 3,752 % | 4,471 % | 3,454 % |
| 58 | 2,848 % | 1,602 % | 4,566 % | 3,757 % | 4,464 % | 3,464 % |
| 59 | 2,868 % | 1,633 % | 4,557 % | 3,762 % | 4,457 % | 3,474 % |
| 60 | 2,887 % | 1,664 % | 4,549 % | 3,766 % | 4,451 % | 3,483 % |
| 61 | 2,906 % | 1,696 % | 4,541 % | 3,771 % | 4,444 % | 3,492 % |
| 62 | 2,924 % | 1,727 % | 4,533 % | 3,775 % | 4,438 % | 3,501 % |
| 63 | 2,942 % | 1,757 % | 4,526 % | 3,779 % | 4,432 % | 3,510 % |
| 64 | 2,959 % | 1,788 % | 4,518 % | 3,784 % | 4,426 % | 3,518 % |
| 65 | 2,976 % | 1,818 % | 4,511 % | 3,788 % | 4,420 % | 3,526 % |
| 66 | 2,992 % | 1,848 % | 4,504 % | 3,791 % | 4,415 % | 3,534 % |
| 67 | 3,007 % | 1,878 % | 4,498 % | 3,795 % | 4,410 % | 3,541 % |
| 68 | 3,023 % | 1,907 % | 4,491 % | 3,799 % | 4,404 % | 3,549 % |
| 69 | 3,037 % | 1,935 % | 4,485 % | 3,802 % | 4,399 % | 3,556 % |
| 70 | 3,052 % | 1,963 % | 4,479 % | 3,806 % | 4,394 % | 3,563 % |
| 71 | 3,066 % | 1,990 % | 4,473 % | 3,809 % | 4,389 % | 3,570 % |
| 72 | 3,079 % | 2,017 % | 4,467 % | 3,813 % | 4,385 % | 3,576 % |
| 73 | 3,092 % | 2,043 % | 4,461 % | 3,816 % | 4,380 % | 3,583 % |
| 74 | 3,105 % | 2,069 % | 4,456 % | 3,819 % | 4,376 % | 3,589 % |
| 75 | 3,118 % | 2,094 % | 4,450 % | 3,822 % | 4,371 % | 3,595 % |
| 76 | 3,130 % | 2,119 % | 4,445 % | 3,825 % | 4,367 % | 3,601 % |
| 77 | 3,142 % | 2,143 % | 4,440 % | 3,828 % | 4,363 % | 3,607 % |
| 78 | 3,153 % | 2,166 % | 4,435 % | 3,831 % | 4,359 % | 3,613 % |
| 79 | 3,165 % | 2,190 % | 4,430 % | 3,833 % | 4,355 % | 3,618 % |
| 80 | 3,176 % | 2,212 % | 4,425 % | 3,836 % | 4,351 % | 3,623 % |
| 81 | 3,186 % | 2,234 % | 4,421 % | 3,839 % | 4,348 % | 3,629 % |
| 82 | 3,197 % | 2,256 % | 4,416 % | 3,841 % | 4,344 % | 3,634 % |
| 83 | 3,207 % | 2,277 % | 4,412 % | 3,844 % | 4,341 % | 3,639 % |
| 84 | 3,217 % | 2,297 % | 4,407 % | 3,846 % | 4,337 % | 3,644 % |
| 85 | 3,227 % | 2,318 % | 4,403 % | 3,848 % | 4,334 % | 3,648 % |
| 86 | 3,236 % | 2,337 % | 4,399 % | 3,851 % | 4,331 % | 3,653 % |
| 87 | 3,246 % | 2,357 % | 4,395 % | 3,853 % | 4,327 % | 3,658 % |
| 88 | 3,255 % | 2,376 % | 4,391 % | 3,855 % | 4,324 % | 3,662 % |
| 89 | 3,264 % | 2,394 % | 4,387 % | 3,857 % | 4,321 % | 3,666 % |
| 90 | 3,272 % | 2,412 % | 4,384 % | 3,860 % | 4,318 % | 3,671 % |
| 91 | 3,281 % | 2,430 % | 4,380 % | 3,862 % | 4,315 % | 3,675 % |
| 92 | 3,289 % | 2,447 % | 4,376 % | 3,864 % | 4,312 % | 3,679 % |
| 93 | 3,297 % | 2,465 % | 4,373 % | 3,866 % | 4,309 % | 3,683 % |
| 94 | 3,305 % | 2,481 % | 4,369 % | 3,868 % | 4,307 % | 3,687 % |
| 95 | 3,313 % | 2,498 % | 4,366 % | 3,870 % | 4,304 % | 3,691 % |
| 96 | 3,321 % | 2,514 % | 4,363 % | 3,871 % | 4,301 % | 3,694 % |
| 97 | 3,328 % | 2,529 % | 4,359 % | 3,873 % | 4,299 % | 3,698 % |
| 98 | 3,336 % | 2,545 % | 4,356 % | 3,875 % | 4,296 % | 3,702 % |
| 99 | 3,343 % | 2,560 % | 4,353 % | 3,877 % | 4,294 % | 3,705 % |
| 100 | 3,350 % | 2,574 % | 4,350 % | 3,879 % | 4,291 % | 3,709 % |
| 101 | 3,357 % | 2,589 % | 4,347 % | 3,880 % | 4,289 % | 3,712 % |
| 102 | 3,364 % | 2,603 % | 4,344 % | 3,882 % | 4,287 % | 3,715 % |
| 103 | 3,370 % | 2,617 % | 4,341 % | 3,884 % | 4,284 % | 3,718 % |
| 104 | 3,377 % | 2,631 % | 4,339 % | 3,885 % | 4,282 % | 3,722 % |
| 105 | 3,383 % | 2,644 % | 4,336 % | 3,887 % | 4,280 % | 3,725 % |
| 106 | 3,389 % | 2,657 % | 4,333 % | 3,888 % | 4,278 % | 3,728 % |
| 107 | 3,396 % | 2,670 % | 4,331 % | 3,890 % | 4,275 % | 3,731 % |
| 108 | 3,402 % | 2,683 % | 4,328 % | 3,891 % | 4,273 % | 3,734 % |
| 109 | 3,408 % | 2,695 % | 4,325 % | 3,893 % | 4,271 % | 3,737 % |
| 110 | 3,413 % | 2,708 % | 4,323 % | 3,894 % | 4,269 % | 3,739 % |
| 111 | 3,419 % | 2,720 % | 4,320 % | 3,896 % | 4,267 % | 3,742 % |
| 112 | 3,425 % | 2,731 % | 4,318 % | 3,897 % | 4,265 % | 3,745 % |
| 113 | 3,430 % | 2,743 % | 4,316 % | 3,898 % | 4,263 % | 3,748 % |
| 114 | 3,436 % | 2,754 % | 4,313 % | 3,900 % | 4,262 % | 3,750 % |
| 115 | 3,441 % | 2,765 % | 4,311 % | 3,901 % | 4,260 % | 3,753 % |
| 116 | 3,446 % | 2,776 % | 4,309 % | 3,902 % | 4,258 % | 3,756 % |
| 117 | 3,451 % | 2,787 % | 4,307 % | 3,903 % | 4,256 % | 3,758 % |
| 118 | 3,456 % | 2,798 % | 4,304 % | 3,905 % | 4,254 % | 3,761 % |
| 119 | 3,461 % | 2,808 % | 4,302 % | 3,906 % | 4,253 % | 3,763 % |
| 120 | 3,466 % | 2,819 % | 4,300 % | 3,907 % | 4,251 % | 3,765 % |
| 121 | 3,471 % | 2,829 % | 4,298 % | 3,908 % | 4,249 % | 3,768 % |
| 122 | 3,476 % | 2,839 % | 4,296 % | 3,909 % | 4,248 % | 3,770 % |
| 123 | 3,480 % | 2,849 % | 4,294 % | 3,911 % | 4,246 % | 3,772 % |
| 124 | 3,485 % | 2,858 % | 4,292 % | 3,912 % | 4,245 % | 3,774 % |
| 125 | 3,490 % | 2,868 % | 4,290 % | 3,913 % | 4,243 % | 3,777 % |
| 126 | 3,494 % | 2,877 % | 4,288 % | 3,914 % | 4,241 % | 3,779 % |
| 127 | 3,498 % | 2,886 % | 4,286 % | 3,915 % | 4,240 % | 3,781 % |
| 128 | 3,503 % | 2,895 % | 4,284 % | 3,916 % | 4,238 % | 3,783 % |
| 129 | 3,507 % | 2,904 % | 4,283 % | 3,917 % | 4,237 % | 3,785 % |
| 130 | 3,511 % | 2,913 % | 4,281 % | 3,918 % | 4,236 % | 3,787 % |
| 131 | 3,515 % | 2,921 % | 4,279 % | 3,919 % | 4,234 % | 3,789 % |
| 132 | 3,519 % | 2,930 % | 4,277 % | 3,920 % | 4,233 % | 3,791 % |
| 133 | 3,523 % | 2,938 % | 4,276 % | 3,921 % | 4,231 % | 3,793 % |
| 134 | 3,527 % | 2,947 % | 4,274 % | 3,922 % | 4,230 % | 3,795 % |
| 135 | 3,531 % | 2,955 % | 4,272 % | 3,923 % | 4,229 % | 3,797 % |
| 136 | 3,535 % | 2,963 % | 4,271 % | 3,924 % | 4,227 % | 3,799 % |
| 137 | 3,539 % | 2,971 % | 4,269 % | 3,925 % | 4,226 % | 3,801 % |
| 138 | 3,542 % | 2,978 % | 4,267 % | 3,926 % | 4,225 % | 3,802 % |
| 139 | 3,546 % | 2,986 % | 4,266 % | 3,927 % | 4,224 % | 3,804 % |
| 140 | 3,549 % | 2,994 % | 4,264 % | 3,927 % | 4,222 % | 3,806 % |
| 141 | 3,553 % | 3,001 % | 4,263 % | 3,928 % | 4,221 % | 3,808 % |
| 142 | 3,557 % | 3,008 % | 4,261 % | 3,929 % | 4,220 % | 3,809 % |
| 143 | 3,560 % | 3,016 % | 4,260 % | 3,930 % | 4,219 % | 3,811 % |
| 144 | 3,563 % | 3,023 % | 4,258 % | 3,931 % | 4,217 % | 3,813 % |
| 145 | 3,567 % | 3,030 % | 4,257 % | 3,932 % | 4,216 % | 3,814 % |
| 146 | 3,570 % | 3,037 % | 4,256 % | 3,933 % | 4,215 % | 3,816 % |
| 147 | 3,573 % | 3,044 % | 4,254 % | 3,933 % | 4,214 % | 3,818 % |
| 148 | 3,576 % | 3,050 % | 4,253 % | 3,934 % | 4,213 % | 3,819 % |
| 149 | 3,580 % | 3,057 % | 4,251 % | 3,935 % | 4,212 % | 3,821 % |
| 150 | 3,583 % | 3,064 % | 4,250 % | 3,936 % | 4,211 % | 3,822 % |
| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,745 % | 1,962 % | 1,284 % | 1,848 % | 2,642 % | 4,533 % |
| 2 | – 0,639 % | 2,016 % | 1,523 % | 2,070 % | 3,118 % | 4,913 % |
| 3 | – 0,498 % | 2,063 % | 1,738 % | 2,178 % | 3,403 % | 5,314 % |
| 4 | – 0,359 % | 2,180 % | 1,908 % | 2,245 % | 3,594 % | 5,551 % |
| 5 | – 0,226 % | 2,279 % | 2,044 % | 2,269 % | 3,750 % | 5,798 % |
| 6 | – 0,102 % | 2,372 % | 2,161 % | 2,296 % | 3,889 % | 5,964 % |
| 7 | 0,018 % | 2,452 % | 2,266 % | 2,305 % | 4,008 % | 6,247 % |
| 8 | 0,125 % | 2,523 % | 2,362 % | 2,342 % | 4,104 % | 6,393 % |
| 9 | 0,218 % | 2,583 % | 2,446 % | 2,358 % | 4,181 % | 6,397 % |
| 10 | 0,314 % | 2,639 % | 2,516 % | 2,371 % | 4,242 % | 6,426 % |
| 11 | 0,388 % | 2,690 % | 2,570 % | 2,392 % | 4,289 % | 6,446 % |
| 12 | 0,460 % | 2,735 % | 2,614 % | 2,417 % | 4,326 % | 6,446 % |
| 13 | 0,528 % | 2,774 % | 2,654 % | 2,442 % | 4,356 % | 6,431 % |
| 14 | 0,601 % | 2,806 % | 2,691 % | 2,463 % | 4,379 % | 6,406 % |
| 15 | 0,624 % | 2,830 % | 2,727 % | 2,480 % | 4,398 % | 6,373 % |
| 16 | 0,648 % | 2,846 % | 2,763 % | 2,490 % | 4,413 % | 6,335 % |
| 17 | 0,681 % | 2,856 % | 2,799 % | 2,495 % | 4,425 % | 6,294 % |
| 18 | 0,717 % | 2,862 % | 2,835 % | 2,495 % | 4,435 % | 6,250 % |
| 19 | 0,748 % | 2,866 % | 2,869 % | 2,489 % | 4,443 % | 6,205 % |
| 20 | 0,772 % | 2,869 % | 2,903 % | 2,479 % | 4,449 % | 6,159 % |
| 21 | 0,787 % | 2,872 % | 2,937 % | 2,465 % | 4,454 % | 6,113 % |
| 22 | 0,797 % | 2,873 % | 2,968 % | 2,449 % | 4,457 % | 6,067 % |
| 23 | 0,807 % | 2,871 % | 2,999 % | 2,433 % | 4,460 % | 6,022 % |
| 24 | 0,819 % | 2,866 % | 3,029 % | 2,419 % | 4,462 % | 5,978 % |
| 25 | 0,837 % | 2,857 % | 3,057 % | 2,407 % | 4,464 % | 5,935 % |
| 26 | 0,862 % | 2,845 % | 3,085 % | 2,399 % | 4,465 % | 5,892 % |
| 27 | 0,893 % | 2,831 % | 3,111 % | 2,394 % | 4,465 % | 5,852 % |
| 28 | 0,927 % | 2,818 % | 3,137 % | 2,394 % | 4,465 % | 5,812 % |
| 29 | 0,964 % | 2,808 % | 3,161 % | 2,398 % | 4,465 % | 5,774 % |
| 30 | 1,003 % | 2,803 % | 3,184 % | 2,407 % | 4,465 % | 5,737 % |
| 31 | 1,043 % | 2,804 % | 3,206 % | 2,420 % | 4,464 % | 5,701 % |
| 32 | 1,084 % | 2,809 % | 3,228 % | 2,438 % | 4,463 % | 5,667 % |
| 33 | 1,125 % | 2,817 % | 3,248 % | 2,458 % | 4,462 % | 5,634 % |
| 34 | 1,165 % | 2,829 % | 3,268 % | 2,480 % | 4,461 % | 5,602 % |
| 35 | 1,205 % | 2,843 % | 3,287 % | 2,504 % | 4,460 % | 5,571 % |
| 36 | 1,245 % | 2,858 % | 3,305 % | 2,528 % | 4,459 % | 5,542 % |
| 37 | 1,283 % | 2,874 % | 3,323 % | 2,554 % | 4,458 % | 5,513 % |
| 38 | 1,321 % | 2,892 % | 3,340 % | 2,580 % | 4,456 % | 5,486 % |
| 39 | 1,358 % | 2,910 % | 3,356 % | 2,606 % | 4,455 % | 5,460 % |
| 40 | 1,394 % | 2,928 % | 3,371 % | 2,632 % | 4,454 % | 5,435 % |
| 41 | 1,428 % | 2,947 % | 3,386 % | 2,658 % | 4,452 % | 5,410 % |
| 42 | 1,462 % | 2,966 % | 3,400 % | 2,683 % | 4,451 % | 5,387 % |
| 43 | 1,495 % | 2,985 % | 3,414 % | 2,709 % | 4,449 % | 5,364 % |
| 44 | 1,526 % | 3,003 % | 3,428 % | 2,733 % | 4,448 % | 5,343 % |
| 45 | 1,557 % | 3,021 % | 3,440 % | 2,758 % | 4,446 % | 5,322 % |
| 46 | 1,587 % | 3,040 % | 3,453 % | 2,782 % | 4,445 % | 5,302 % |
| 47 | 1,616 % | 3,057 % | 3,465 % | 2,805 % | 4,444 % | 5,283 % |
| 48 | 1,643 % | 3,075 % | 3,476 % | 2,827 % | 4,442 % | 5,264 % |
| 49 | 1,670 % | 3,092 % | 3,487 % | 2,850 % | 4,441 % | 5,246 % |
| 50 | 1,696 % | 3,109 % | 3,498 % | 2,871 % | 4,439 % | 5,229 % |
| 51 | 1,721 % | 3,125 % | 3,508 % | 2,892 % | 4,438 % | 5,212 % |
| 52 | 1,746 % | 3,141 % | 3,518 % | 2,912 % | 4,437 % | 5,196 % |
| 53 | 1,769 % | 3,156 % | 3,528 % | 2,932 % | 4,435 % | 5,180 % |
| 54 | 1,792 % | 3,171 % | 3,537 % | 2,951 % | 4,434 % | 5,165 % |
| 55 | 1,814 % | 3,186 % | 3,546 % | 2,970 % | 4,433 % | 5,151 % |
| 56 | 1,835 % | 3,200 % | 3,555 % | 2,988 % | 4,432 % | 5,137 % |
| 57 | 1,856 % | 3,214 % | 3,563 % | 3,006 % | 4,431 % | 5,123 % |
| 58 | 1,876 % | 3,228 % | 3,571 % | 3,023 % | 4,429 % | 5,110 % |
| 59 | 1,896 % | 3,241 % | 3,579 % | 3,040 % | 4,428 % | 5,097 % |
| 60 | 1,914 % | 3,254 % | 3,587 % | 3,056 % | 4,427 % | 5,085 % |
| 61 | 1,933 % | 3,266 % | 3,594 % | 3,072 % | 4,426 % | 5,073 % |
| 62 | 1,950 % | 3,279 % | 3,601 % | 3,087 % | 4,425 % | 5,062 % |
| 63 | 1,967 % | 3,290 % | 3,608 % | 3,102 % | 4,424 % | 5,050 % |
| 64 | 1,984 % | 3,302 % | 3,615 % | 3,116 % | 4,423 % | 5,039 % |
| 65 | 2,000 % | 3,313 % | 3,622 % | 3,130 % | 4,422 % | 5,029 % |
| 66 | 2,016 % | 3,324 % | 3,628 % | 3,144 % | 4,421 % | 5,019 % |
| 67 | 2,031 % | 3,334 % | 3,634 % | 3,157 % | 4,420 % | 5,009 % |
| 68 | 2,046 % | 3,345 % | 3,640 % | 3,170 % | 4,419 % | 4,999 % |
| 69 | 2,060 % | 3,355 % | 3,646 % | 3,182 % | 4,418 % | 4,990 % |
| 70 | 2,074 % | 3,365 % | 3,652 % | 3,194 % | 4,417 % | 4,981 % |
| 71 | 2,088 % | 3,374 % | 3,657 % | 3,206 % | 4,416 % | 4,972 % |
| 72 | 2,101 % | 3,383 % | 3,663 % | 3,218 % | 4,415 % | 4,963 % |
| 73 | 2,114 % | 3,392 % | 3,668 % | 3,229 % | 4,415 % | 4,955 % |
| 74 | 2,127 % | 3,401 % | 3,673 % | 3,240 % | 4,414 % | 4,947 % |
| 75 | 2,139 % | 3,410 % | 3,678 % | 3,251 % | 4,413 % | 4,939 % |
| 76 | 2,151 % | 3,418 % | 3,683 % | 3,261 % | 4,412 % | 4,931 % |
| 77 | 2,162 % | 3,426 % | 3,688 % | 3,271 % | 4,411 % | 4,923 % |
| 78 | 2,174 % | 3,434 % | 3,692 % | 3,281 % | 4,411 % | 4,916 % |
| 79 | 2,185 % | 3,442 % | 3,697 % | 3,291 % | 4,410 % | 4,909 % |
| 80 | 2,195 % | 3,449 % | 3,701 % | 3,300 % | 4,409 % | 4,902 % |
| 81 | 2,206 % | 3,457 % | 3,705 % | 3,309 % | 4,408 % | 4,895 % |
| 82 | 2,216 % | 3,464 % | 3,710 % | 3,318 % | 4,408 % | 4,888 % |
| 83 | 2,226 % | 3,471 % | 3,714 % | 3,327 % | 4,407 % | 4,882 % |
| 84 | 2,236 % | 3,478 % | 3,718 % | 3,336 % | 4,406 % | 4,876 % |
| 85 | 2,245 % | 3,484 % | 3,722 % | 3,344 % | 4,406 % | 4,869 % |
| 86 | 2,255 % | 3,491 % | 3,725 % | 3,352 % | 4,405 % | 4,863 % |
| 87 | 2,264 % | 3,497 % | 3,729 % | 3,360 % | 4,405 % | 4,857 % |
| 88 | 2,273 % | 3,503 % | 3,733 % | 3,368 % | 4,404 % | 4,852 % |
| 89 | 2,281 % | 3,510 % | 3,736 % | 3,376 % | 4,403 % | 4,846 % |
| 90 | 2,290 % | 3,516 % | 3,740 % | 3,383 % | 4,403 % | 4,840 % |
| 91 | 2,298 % | 3,521 % | 3,743 % | 3,390 % | 4,402 % | 4,835 % |
| 92 | 2,306 % | 3,527 % | 3,746 % | 3,398 % | 4,402 % | 4,830 % |
| 93 | 2,314 % | 3,533 % | 3,750 % | 3,404 % | 4,401 % | 4,825 % |
| 94 | 2,322 % | 3,538 % | 3,753 % | 3,411 % | 4,401 % | 4,820 % |
| 95 | 2,330 % | 3,544 % | 3,756 % | 3,418 % | 4,400 % | 4,815 % |
| 96 | 2,337 % | 3,549 % | 3,759 % | 3,425 % | 4,400 % | 4,810 % |
| 97 | 2,344 % | 3,554 % | 3,762 % | 3,431 % | 4,399 % | 4,805 % |
| 98 | 2,352 % | 3,559 % | 3,765 % | 3,437 % | 4,399 % | 4,800 % |
| 99 | 2,359 % | 3,564 % | 3,768 % | 3,443 % | 4,398 % | 4,796 % |
| 100 | 2,366 % | 3,569 % | 3,771 % | 3,450 % | 4,398 % | 4,791 % |
| 101 | 2,372 % | 3,574 % | 3,773 % | 3,455 % | 4,397 % | 4,787 % |
| 102 | 2,379 % | 3,578 % | 3,776 % | 3,461 % | 4,397 % | 4,783 % |
| 103 | 2,385 % | 3,583 % | 3,779 % | 3,467 % | 4,396 % | 4,778 % |
| 104 | 2,392 % | 3,587 % | 3,781 % | 3,473 % | 4,396 % | 4,774 % |
| 105 | 2,398 % | 3,592 % | 3,784 % | 3,478 % | 4,395 % | 4,770 % |
| 106 | 2,404 % | 3,596 % | 3,786 % | 3,483 % | 4,395 % | 4,766 % |
| 107 | 2,410 % | 3,600 % | 3,789 % | 3,489 % | 4,394 % | 4,762 % |
| 108 | 2,416 % | 3,604 % | 3,791 % | 3,494 % | 4,394 % | 4,759 % |
| 109 | 2,422 % | 3,608 % | 3,794 % | 3,499 % | 4,394 % | 4,755 % |
| 110 | 2,428 % | 3,612 % | 3,796 % | 3,504 % | 4,393 % | 4,751 % |
| 111 | 2,433 % | 3,616 % | 3,798 % | 3,509 % | 4,393 % | 4,747 % |
| 112 | 2,439 % | 3,620 % | 3,801 % | 3,514 % | 4,393 % | 4,744 % |
| 113 | 2,444 % | 3,624 % | 3,803 % | 3,518 % | 4,392 % | 4,740 % |
| 114 | 2,449 % | 3,628 % | 3,805 % | 3,523 % | 4,392 % | 4,737 % |
| 115 | 2,455 % | 3,631 % | 3,807 % | 3,528 % | 4,391 % | 4,734 % |
| 116 | 2,460 % | 3,635 % | 3,809 % | 3,532 % | 4,391 % | 4,730 % |
| 117 | 2,465 % | 3,639 % | 3,811 % | 3,537 % | 4,391 % | 4,727 % |
| 118 | 2,470 % | 3,642 % | 3,813 % | 3,541 % | 4,390 % | 4,724 % |
| 119 | 2,475 % | 3,645 % | 3,815 % | 3,545 % | 4,390 % | 4,721 % |
| 120 | 2,479 % | 3,649 % | 3,817 % | 3,549 % | 4,390 % | 4,718 % |
| 121 | 2,484 % | 3,652 % | 3,819 % | 3,553 % | 4,389 % | 4,715 % |
| 122 | 2,489 % | 3,655 % | 3,821 % | 3,558 % | 4,389 % | 4,712 % |
| 123 | 2,493 % | 3,659 % | 3,823 % | 3,562 % | 4,389 % | 4,709 % |
| 124 | 2,498 % | 3,662 % | 3,825 % | 3,565 % | 4,388 % | 4,706 % |
| 125 | 2,502 % | 3,665 % | 3,826 % | 3,569 % | 4,388 % | 4,703 % |
| 126 | 2,506 % | 3,668 % | 3,828 % | 3,573 % | 4,388 % | 4,700 % |
| 127 | 2,511 % | 3,671 % | 3,830 % | 3,577 % | 4,388 % | 4,697 % |
| 128 | 2,515 % | 3,674 % | 3,832 % | 3,581 % | 4,387 % | 4,695 % |
| 129 | 2,519 % | 3,677 % | 3,833 % | 3,584 % | 4,387 % | 4,692 % |
| 130 | 2,523 % | 3,680 % | 3,835 % | 3,588 % | 4,387 % | 4,689 % |
| 131 | 2,527 % | 3,682 % | 3,837 % | 3,591 % | 4,386 % | 4,687 % |
| 132 | 2,531 % | 3,685 % | 3,838 % | 3,595 % | 4,386 % | 4,684 % |
| 133 | 2,535 % | 3,688 % | 3,840 % | 3,598 % | 4,386 % | 4,682 % |
| 134 | 2,539 % | 3,691 % | 3,841 % | 3,602 % | 4,386 % | 4,679 % |
| 135 | 2,543 % | 3,693 % | 3,843 % | 3,605 % | 4,385 % | 4,677 % |
| 136 | 2,546 % | 3,696 % | 3,845 % | 3,608 % | 4,385 % | 4,674 % |
| 137 | 2,550 % | 3,699 % | 3,846 % | 3,611 % | 4,385 % | 4,672 % |
| 138 | 2,554 % | 3,701 % | 3,848 % | 3,615 % | 4,385 % | 4,670 % |
| 139 | 2,557 % | 3,704 % | 3,849 % | 3,618 % | 4,384 % | 4,667 % |
| 140 | 2,561 % | 3,706 % | 3,850 % | 3,621 % | 4,384 % | 4,665 % |
| 141 | 2,564 % | 3,708 % | 3,852 % | 3,624 % | 4,384 % | 4,663 % |
| 142 | 2,568 % | 3,711 % | 3,853 % | 3,627 % | 4,384 % | 4,661 % |
| 143 | 2,571 % | 3,713 % | 3,855 % | 3,630 % | 4,383 % | 4,658 % |
| 144 | 2,574 % | 3,716 % | 3,856 % | 3,633 % | 4,383 % | 4,656 % |
| 145 | 2,577 % | 3,718 % | 3,857 % | 3,635 % | 4,383 % | 4,654 % |
| 146 | 2,581 % | 3,720 % | 3,859 % | 3,638 % | 4,383 % | 4,652 % |
| 147 | 2,584 % | 3,722 % | 3,860 % | 3,641 % | 4,382 % | 4,650 % |
| 148 | 2,587 % | 3,725 % | 3,861 % | 3,644 % | 4,382 % | 4,648 % |
| 149 | 2,590 % | 3,727 % | 3,862 % | 3,647 % | 4,382 % | 4,646 % |
| 150 | 2,593 % | 3,729 % | 3,864 % | 3,649 % | 4,382 % | 4,644 % |
| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 2,127 % | 7,068 % | 8,188 % | 0,395 % | 1,952 % | 6,941 % |
| 2 | 2,354 % | 7,341 % | 8,042 % | 0,485 % | 2,026 % | 7,153 % |
| 3 | 2,488 % | 7,567 % | 7,870 % | 0,555 % | 2,159 % | 7,349 % |
| 4 | 2,572 % | 7,740 % | 7,797 % | 0,608 % | 2,288 % | 7,534 % |
| 5 | 2,624 % | 7,861 % | 7,764 % | 0,655 % | 2,431 % | 7,712 % |
| 6 | 2,653 % | 7,929 % | 7,789 % | 0,716 % | 2,563 % | 7,881 % |
| 7 | 2,674 % | 7,978 % | 7,841 % | 0,759 % | 2,685 % | 8,033 % |
| 8 | 2,694 % | 8,000 % | 7,894 % | 0,799 % | 2,792 % | 8,160 % |
| 9 | 2,719 % | 8,005 % | 7,948 % | 0,851 % | 2,877 % | 8,267 % |
| 10 | 2,747 % | 8,002 % | 8,005 % | 0,903 % | 2,955 % | 8,363 % |
| 11 | 2,780 % | 7,981 % | 8,065 % | 0,970 % | 3,029 % | 8,464 % |
| 12 | 2,810 % | 7,945 % | 8,127 % | 1,050 % | 3,098 % | 8,564 % |
| 13 | 2,835 % | 7,900 % | 8,188 % | 1,136 % | 3,160 % | 8,655 % |
| 14 | 2,857 % | 7,847 % | 8,246 % | 1,225 % | 3,215 % | 8,727 % |
| 15 | 2,879 % | 7,791 % | 8,301 % | 1,315 % | 3,262 % | 8,775 % |
| 16 | 2,904 % | 7,731 % | 8,352 % | 1,404 % | 3,300 % | 8,794 % |
| 17 | 2,930 % | 7,670 % | 8,395 % | 1,491 % | 3,331 % | 8,788 % |
| 18 | 2,957 % | 7,609 % | 8,427 % | 1,575 % | 3,358 % | 8,764 % |
| 19 | 2,984 % | 7,547 % | 8,445 % | 1,656 % | 3,381 % | 8,725 % |
| 20 | 3,011 % | 7,486 % | 8,447 % | 1,734 % | 3,403 % | 8,675 % |
| 21 | 3,038 % | 7,427 % | 8,431 % | 1,809 % | 3,423 % | 8,618 % |
| 22 | 3,065 % | 7,368 % | 8,400 % | 1,880 % | 3,442 % | 8,554 % |
| 23 | 3,091 % | 7,311 % | 8,358 % | 1,949 % | 3,460 % | 8,487 % |
| 24 | 3,116 % | 7,256 % | 8,308 % | 2,014 % | 3,477 % | 8,417 % |
| 25 | 3,141 % | 7,203 % | 8,251 % | 2,076 % | 3,493 % | 8,346 % |
| 26 | 3,165 % | 7,151 % | 8,189 % | 2,136 % | 3,509 % | 8,274 % |
| 27 | 3,188 % | 7,101 % | 8,124 % | 2,192 % | 3,524 % | 8,202 % |
| 28 | 3,210 % | 7,053 % | 8,058 % | 2,246 % | 3,538 % | 8,131 % |
| 29 | 3,232 % | 7,007 % | 7,990 % | 2,297 % | 3,552 % | 8,061 % |
| 30 | 3,252 % | 6,963 % | 7,923 % | 2,346 % | 3,564 % | 7,993 % |
| 31 | 3,272 % | 6,920 % | 7,855 % | 2,393 % | 3,577 % | 7,926 % |
| 32 | 3,292 % | 6,879 % | 7,789 % | 2,438 % | 3,589 % | 7,861 % |
| 33 | 3,310 % | 6,840 % | 7,724 % | 2,480 % | 3,600 % | 7,798 % |
| 34 | 3,328 % | 6,802 % | 7,660 % | 2,521 % | 3,611 % | 7,737 % |
| 35 | 3,345 % | 6,766 % | 7,598 % | 2,560 % | 3,621 % | 7,679 % |
| 36 | 3,362 % | 6,731 % | 7,537 % | 2,597 % | 3,631 % | 7,622 % |
| 37 | 3,378 % | 6,698 % | 7,479 % | 2,633 % | 3,641 % | 7,567 % |
| 38 | 3,393 % | 6,665 % | 7,422 % | 2,667 % | 3,650 % | 7,514 % |
| 39 | 3,408 % | 6,635 % | 7,367 % | 2,700 % | 3,659 % | 7,464 % |
| 40 | 3,422 % | 6,605 % | 7,314 % | 2,731 % | 3,667 % | 7,415 % |
| 41 | 3,435 % | 6,577 % | 7,263 % | 2,761 % | 3,675 % | 7,368 % |
| 42 | 3,448 % | 6,549 % | 7,214 % | 2,790 % | 3,683 % | 7,323 % |
| 43 | 3,461 % | 6,523 % | 7,166 % | 2,817 % | 3,691 % | 7,279 % |
| 44 | 3,473 % | 6,498 % | 7,121 % | 2,844 % | 3,698 % | 7,237 % |
| 45 | 3,485 % | 6,474 % | 7,076 % | 2,869 % | 3,705 % | 7,197 % |
| 46 | 3,496 % | 6,450 % | 7,034 % | 2,894 % | 3,712 % | 7,158 % |
| 47 | 3,507 % | 6,428 % | 6,993 % | 2,917 % | 3,719 % | 7,121 % |
| 48 | 3,518 % | 6,406 % | 6,954 % | 2,940 % | 3,725 % | 7,085 % |
| 49 | 3,528 % | 6,385 % | 6,916 % | 2,962 % | 3,731 % | 7,050 % |
| 50 | 3,538 % | 6,365 % | 6,879 % | 2,983 % | 3,737 % | 7,017 % |
| 51 | 3,548 % | 6,346 % | 6,844 % | 3,003 % | 3,743 % | 6,985 % |
| 52 | 3,557 % | 6,327 % | 6,810 % | 3,022 % | 3,748 % | 6,954 % |
| 53 | 3,566 % | 6,309 % | 6,777 % | 3,041 % | 3,753 % | 6,924 % |
| 54 | 3,574 % | 6,292 % | 6,745 % | 3,060 % | 3,759 % | 6,895 % |
| 55 | 3,583 % | 6,275 % | 6,715 % | 3,077 % | 3,764 % | 6,867 % |
| 56 | 3,591 % | 6,259 % | 6,685 % | 3,094 % | 3,768 % | 6,840 % |
| 57 | 3,598 % | 6,243 % | 6,656 % | 3,111 % | 3,773 % | 6,814 % |
| 58 | 3,606 % | 6,228 % | 6,629 % | 3,126 % | 3,778 % | 6,789 % |
| 59 | 3,613 % | 6,213 % | 6,602 % | 3,142 % | 3,782 % | 6,765 % |
| 60 | 3,620 % | 6,199 % | 6,576 % | 3,157 % | 3,786 % | 6,741 % |
| 61 | 3,627 % | 6,185 % | 6,551 % | 3,171 % | 3,791 % | 6,718 % |
| 62 | 3,634 % | 6,172 % | 6,527 % | 3,185 % | 3,795 % | 6,696 % |
| 63 | 3,640 % | 6,159 % | 6,503 % | 3,199 % | 3,798 % | 6,675 % |
| 64 | 3,647 % | 6,146 % | 6,481 % | 3,212 % | 3,802 % | 6,654 % |
| 65 | 3,653 % | 6,134 % | 6,459 % | 3,225 % | 3,806 % | 6,634 % |
| 66 | 3,659 % | 6,122 % | 6,437 % | 3,237 % | 3,810 % | 6,614 % |
| 67 | 3,664 % | 6,110 % | 6,416 % | 3,249 % | 3,813 % | 6,596 % |
| 68 | 3,670 % | 6,099 % | 6,396 % | 3,261 % | 3,816 % | 6,577 % |
| 69 | 3,675 % | 6,088 % | 6,377 % | 3,272 % | 3,820 % | 6,559 % |
| 70 | 3,681 % | 6,078 % | 6,358 % | 3,283 % | 3,823 % | 6,542 % |
| 71 | 3,686 % | 6,068 % | 6,339 % | 3,294 % | 3,826 % | 6,525 % |
| 72 | 3,691 % | 6,058 % | 6,321 % | 3,304 % | 3,829 % | 6,509 % |
| 73 | 3,696 % | 6,048 % | 6,304 % | 3,314 % | 3,832 % | 6,493 % |
| 74 | 3,700 % | 6,039 % | 6,287 % | 3,324 % | 3,835 % | 6,477 % |
| 75 | 3,705 % | 6,029 % | 6,270 % | 3,334 % | 3,838 % | 6,462 % |
| 76 | 3,709 % | 6,020 % | 6,254 % | 3,343 % | 3,841 % | 6,448 % |
| 77 | 3,714 % | 6,012 % | 6,238 % | 3,352 % | 3,843 % | 6,433 % |
| 78 | 3,718 % | 6,003 % | 6,223 % | 3,361 % | 3,846 % | 6,419 % |
| 79 | 3,722 % | 5,995 % | 6,208 % | 3,370 % | 3,848 % | 6,406 % |
| 80 | 3,726 % | 5,987 % | 6,193 % | 3,378 % | 3,851 % | 6,392 % |
| 81 | 3,730 % | 5,979 % | 6,179 % | 3,387 % | 3,853 % | 6,380 % |
| 82 | 3,734 % | 5,971 % | 6,165 % | 3,395 % | 3,856 % | 6,367 % |
| 83 | 3,738 % | 5,964 % | 6,152 % | 3,402 % | 3,858 % | 6,355 % |
| 84 | 3,742 % | 5,957 % | 6,139 % | 3,410 % | 3,860 % | 6,343 % |
| 85 | 3,745 % | 5,949 % | 6,126 % | 3,418 % | 3,863 % | 6,331 % |
| 86 | 3,749 % | 5,942 % | 6,113 % | 3,425 % | 3,865 % | 6,319 % |
| 87 | 3,752 % | 5,936 % | 6,101 % | 3,432 % | 3,867 % | 6,308 % |
| 88 | 3,756 % | 5,929 % | 6,089 % | 3,439 % | 3,869 % | 6,297 % |
| 89 | 3,759 % | 5,922 % | 6,077 % | 3,446 % | 3,871 % | 6,287 % |
| 90 | 3,762 % | 5,916 % | 6,066 % | 3,453 % | 3,873 % | 6,276 % |
| 91 | 3,765 % | 5,910 % | 6,055 % | 3,459 % | 3,875 % | 6,266 % |
| 92 | 3,768 % | 5,904 % | 6,044 % | 3,466 % | 3,877 % | 6,256 % |
| 93 | 3,771 % | 5,898 % | 6,033 % | 3,472 % | 3,879 % | 6,246 % |
| 94 | 3,774 % | 5,892 % | 6,022 % | 3,478 % | 3,880 % | 6,237 % |
| 95 | 3,777 % | 5,886 % | 6,012 % | 3,484 % | 3,882 % | 6,227 % |
| 96 | 3,780 % | 5,881 % | 6,002 % | 3,490 % | 3,884 % | 6,218 % |
| 97 | 3,783 % | 5,875 % | 5,992 % | 3,496 % | 3,886 % | 6,209 % |
| 98 | 3,786 % | 5,870 % | 5,982 % | 3,501 % | 3,887 % | 6,200 % |
| 99 | 3,788 % | 5,864 % | 5,973 % | 3,507 % | 3,889 % | 6,192 % |
| 100 | 3,791 % | 5,859 % | 5,964 % | 3,512 % | 3,890 % | 6,183 % |
| 101 | 3,793 % | 5,854 % | 5,955 % | 3,517 % | 3,892 % | 6,175 % |
| 102 | 3,796 % | 5,849 % | 5,946 % | 3,523 % | 3,894 % | 6,167 % |
| 103 | 3,798 % | 5,844 % | 5,937 % | 3,528 % | 3,895 % | 6,159 % |
| 104 | 3,801 % | 5,840 % | 5,928 % | 3,533 % | 3,897 % | 6,151 % |
| 105 | 3,803 % | 5,835 % | 5,920 % | 3,538 % | 3,898 % | 6,143 % |
| 106 | 3,806 % | 5,830 % | 5,912 % | 3,543 % | 3,899 % | 6,136 % |
| 107 | 3,808 % | 5,826 % | 5,904 % | 3,547 % | 3,901 % | 6,128 % |
| 108 | 3,810 % | 5,822 % | 5,896 % | 3,552 % | 3,902 % | 6,121 % |
| 109 | 3,812 % | 5,817 % | 5,888 % | 3,556 % | 3,904 % | 6,114 % |
| 110 | 3,814 % | 5,813 % | 5,880 % | 3,561 % | 3,905 % | 6,107 % |
| 111 | 3,817 % | 5,809 % | 5,873 % | 3,565 % | 3,906 % | 6,100 % |
| 112 | 3,819 % | 5,805 % | 5,865 % | 3,570 % | 3,908 % | 6,094 % |
| 113 | 3,821 % | 5,801 % | 5,858 % | 3,574 % | 3,909 % | 6,087 % |
| 114 | 3,823 % | 5,797 % | 5,851 % | 3,578 % | 3,910 % | 6,081 % |
| 115 | 3,825 % | 5,793 % | 5,844 % | 3,582 % | 3,911 % | 6,074 % |
| 116 | 3,827 % | 5,789 % | 5,837 % | 3,586 % | 3,912 % | 6,068 % |
| 117 | 3,828 % | 5,785 % | 5,830 % | 3,590 % | 3,914 % | 6,062 % |
| 118 | 3,830 % | 5,781 % | 5,824 % | 3,594 % | 3,915 % | 6,056 % |
| 119 | 3,832 % | 5,778 % | 5,817 % | 3,598 % | 3,916 % | 6,050 % |
| 120 | 3,834 % | 5,774 % | 5,811 % | 3,602 % | 3,917 % | 6,044 % |
| 121 | 3,836 % | 5,771 % | 5,805 % | 3,605 % | 3,918 % | 6,038 % |
| 122 | 3,838 % | 5,767 % | 5,798 % | 3,609 % | 3,919 % | 6,032 % |
| 123 | 3,839 % | 5,764 % | 5,792 % | 3,613 % | 3,920 % | 6,027 % |
| 124 | 3,841 % | 5,761 % | 5,786 % | 3,616 % | 3,921 % | 6,021 % |
| 125 | 3,843 % | 5,757 % | 5,780 % | 3,619 % | 3,922 % | 6,016 % |
| 126 | 3,844 % | 5,754 % | 5,775 % | 3,623 % | 3,923 % | 6,011 % |
| 127 | 3,846 % | 5,751 % | 5,769 % | 3,626 % | 3,924 % | 6,006 % |
| 128 | 3,848 % | 5,748 % | 5,763 % | 3,630 % | 3,925 % | 6,000 % |
| 129 | 3,849 % | 5,745 % | 5,758 % | 3,633 % | 3,926 % | 5,995 % |
| 130 | 3,851 % | 5,742 % | 5,752 % | 3,636 % | 3,927 % | 5,990 % |
| 131 | 3,852 % | 5,739 % | 5,747 % | 3,639 % | 3,928 % | 5,985 % |
| 132 | 3,854 % | 5,736 % | 5,742 % | 3,642 % | 3,929 % | 5,981 % |
| 133 | 3,855 % | 5,733 % | 5,736 % | 3,645 % | 3,930 % | 5,976 % |
| 134 | 3,857 % | 5,730 % | 5,731 % | 3,648 % | 3,931 % | 5,971 % |
| 135 | 3,858 % | 5,727 % | 5,726 % | 3,651 % | 3,932 % | 5,967 % |
| 136 | 3,859 % | 5,724 % | 5,721 % | 3,654 % | 3,933 % | 5,962 % |
| 137 | 3,861 % | 5,722 % | 5,716 % | 3,657 % | 3,933 % | 5,958 % |
| 138 | 3,862 % | 5,719 % | 5,711 % | 3,660 % | 3,934 % | 5,953 % |
| 139 | 3,864 % | 5,716 % | 5,707 % | 3,663 % | 3,935 % | 5,949 % |
| 140 | 3,865 % | 5,714 % | 5,702 % | 3,666 % | 3,936 % | 5,944 % |
| 141 | 3,866 % | 5,711 % | 5,697 % | 3,668 % | 3,937 % | 5,940 % |
| 142 | 3,867 % | 5,708 % | 5,693 % | 3,671 % | 3,938 % | 5,936 % |
| 143 | 3,869 % | 5,706 % | 5,688 % | 3,674 % | 3,938 % | 5,932 % |
| 144 | 3,870 % | 5,703 % | 5,684 % | 3,676 % | 3,939 % | 5,928 % |
| 145 | 3,871 % | 5,701 % | 5,679 % | 3,679 % | 3,940 % | 5,924 % |
| 146 | 3,872 % | 5,699 % | 5,675 % | 3,681 % | 3,941 % | 5,920 % |
| 147 | 3,874 % | 5,696 % | 5,671 % | 3,684 % | 3,941 % | 5,916 % |
| 148 | 3,875 % | 5,694 % | 5,667 % | 3,686 % | 3,942 % | 5,912 % |
| 149 | 3,876 % | 5,692 % | 5,662 % | 3,689 % | 3,943 % | 5,908 % |
| 150 | 3,877 % | 5,689 % | 5,658 % | 3,691 % | 3,944 % | 5,905 % |
| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 7,160 % | 2,871 % | 3,531 % | 7,370 % | 1,743 % | 1,736 % |
| 2 | 8,496 % | 2,938 % | 3,557 % | 7,463 % | 1,954 % | 1,871 % |
| 3 | 9,264 % | 3,027 % | 3,600 % | 7,570 % | 2,080 % | 1,952 % |
| 4 | 10,143 % | 3,121 % | 3,651 % | 7,669 % | 2,165 % | 2,003 % |
| 5 | 10,733 % | 3,196 % | 3,697 % | 7,735 % | 2,240 % | 2,034 % |
| 6 | 11,110 % | 3,244 % | 3,763 % | 7,828 % | 2,310 % | 2,056 % |
| 7 | 11,364 % | 3,277 % | 3,837 % | 7,900 % | 2,370 % | 2,076 % |
| 8 | 11,543 % | 3,299 % | 3,906 % | 7,989 % | 2,421 % | 2,097 % |
| 9 | 11,640 % | 3,318 % | 3,967 % | 8,079 % | 2,470 % | 2,119 % |
| 10 | 11,678 % | 3,338 % | 4,017 % | 8,142 % | 2,522 % | 2,141 % |
| 11 | 11,663 % | 3,361 % | 4,058 % | 8,165 % | 2,581 % | 2,162 % |
| 12 | 11,608 % | 3,385 % | 4,100 % | 8,155 % | 2,639 % | 2,182 % |
| 13 | 11,524 % | 3,411 % | 4,149 % | 8,120 % | 2,690 % | 2,197 % |
| 14 | 11,418 % | 3,436 % | 4,201 % | 8,067 % | 2,734 % | 2,208 % |
| 15 | 11,296 % | 3,462 % | 4,254 % | 8,002 % | 2,769 % | 2,214 % |
| 16 | 11,163 % | 3,487 % | 4,305 % | 7,928 % | 2,797 % | 2,216 % |
| 17 | 11,023 % | 3,512 % | 4,351 % | 7,848 % | 2,821 % | 2,217 % |
| 18 | 10,878 % | 3,535 % | 4,393 % | 7,764 % | 2,841 % | 2,221 % |
| 19 | 10,730 % | 3,559 % | 4,429 % | 7,678 % | 2,861 % | 2,229 % |
| 20 | 10,582 % | 3,581 % | 4,458 % | 7,591 % | 2,882 % | 2,244 % |
| 21 | 10,435 % | 3,603 % | 4,480 % | 7,504 % | 2,905 % | 2,266 % |
| 22 | 10,290 % | 3,624 % | 4,496 % | 7,418 % | 2,929 % | 2,293 % |
| 23 | 10,148 % | 3,644 % | 4,507 % | 7,333 % | 2,953 % | 2,324 % |
| 24 | 10,009 % | 3,664 % | 4,514 % | 7,250 % | 2,978 % | 2,358 % |
| 25 | 9,874 % | 3,682 % | 4,519 % | 7,169 % | 3,003 % | 2,394 % |
| 26 | 9,743 % | 3,700 % | 4,520 % | 7,090 % | 3,028 % | 2,430 % |
| 27 | 9,617 % | 3,717 % | 4,520 % | 7,014 % | 3,052 % | 2,467 % |
| 28 | 9,495 % | 3,734 % | 4,517 % | 6,940 % | 3,076 % | 2,504 % |
| 29 | 9,377 % | 3,750 % | 4,514 % | 6,870 % | 3,100 % | 2,541 % |
| 30 | 9,265 % | 3,765 % | 4,509 % | 6,801 % | 3,123 % | 2,577 % |
| 31 | 9,156 % | 3,780 % | 4,504 % | 6,735 % | 3,145 % | 2,612 % |
| 32 | 9,053 % | 3,794 % | 4,498 % | 6,672 % | 3,167 % | 2,646 % |
| 33 | 8,953 % | 3,807 % | 4,491 % | 6,611 % | 3,188 % | 2,680 % |
| 34 | 8,858 % | 3,820 % | 4,485 % | 6,553 % | 3,208 % | 2,712 % |
| 35 | 8,766 % | 3,833 % | 4,478 % | 6,497 % | 3,227 % | 2,744 % |
| 36 | 8,679 % | 3,845 % | 4,470 % | 6,444 % | 3,246 % | 2,774 % |
| 37 | 8,595 % | 3,856 % | 4,463 % | 6,392 % | 3,265 % | 2,804 % |
| 38 | 8,515 % | 3,867 % | 4,456 % | 6,343 % | 3,282 % | 2,832 % |
| 39 | 8,438 % | 3,878 % | 4,448 % | 6,295 % | 3,299 % | 2,860 % |
| 40 | 8,364 % | 3,888 % | 4,441 % | 6,250 % | 3,316 % | 2,886 % |
| 41 | 8,294 % | 3,898 % | 4,434 % | 6,206 % | 3,332 % | 2,912 % |
| 42 | 8,226 % | 3,908 % | 4,427 % | 6,164 % | 3,347 % | 2,936 % |
| 43 | 8,161 % | 3,917 % | 4,420 % | 6,124 % | 3,362 % | 2,960 % |
| 44 | 8,099 % | 3,926 % | 4,413 % | 6,085 % | 3,376 % | 2,983 % |
| 45 | 8,039 % | 3,934 % | 4,406 % | 6,048 % | 3,390 % | 3,005 % |
| 46 | 7,981 % | 3,942 % | 4,399 % | 6,012 % | 3,403 % | 3,026 % |
| 47 | 7,926 % | 3,950 % | 4,393 % | 5,978 % | 3,416 % | 3,047 % |
| 48 | 7,873 % | 3,958 % | 4,387 % | 5,945 % | 3,428 % | 3,067 % |
| 49 | 7,822 % | 3,966 % | 4,381 % | 5,913 % | 3,440 % | 3,086 % |
| 50 | 7,773 % | 3,973 % | 4,375 % | 5,882 % | 3,452 % | 3,104 % |
| 51 | 7,726 % | 3,980 % | 4,369 % | 5,853 % | 3,463 % | 3,122 % |
| 52 | 7,680 % | 3,986 % | 4,363 % | 5,824 % | 3,474 % | 3,139 % |
| 53 | 7,636 % | 3,993 % | 4,358 % | 5,797 % | 3,484 % | 3,156 % |
| 54 | 7,594 % | 3,999 % | 4,353 % | 5,770 % | 3,494 % | 3,172 % |
| 55 | 7,553 % | 4,005 % | 4,347 % | 5,745 % | 3,504 % | 3,188 % |
| 56 | 7,514 % | 4,011 % | 4,342 % | 5,720 % | 3,513 % | 3,203 % |
| 57 | 7,476 % | 4,017 % | 4,338 % | 5,696 % | 3,523 % | 3,217 % |
| 58 | 7,439 % | 4,022 % | 4,333 % | 5,673 % | 3,531 % | 3,231 % |
| 59 | 7,404 % | 4,028 % | 4,328 % | 5,650 % | 3,540 % | 3,245 % |
| 60 | 7,369 % | 4,033 % | 4,324 % | 5,629 % | 3,548 % | 3,258 % |
| 61 | 7,336 % | 4,038 % | 4,319 % | 5,608 % | 3,556 % | 3,271 % |
| 62 | 7,304 % | 4,043 % | 4,315 % | 5,588 % | 3,564 % | 3,283 % |
| 63 | 7,273 % | 4,047 % | 4,311 % | 5,568 % | 3,572 % | 3,295 % |
| 64 | 7,242 % | 4,052 % | 4,307 % | 5,549 % | 3,579 % | 3,307 % |
| 65 | 7,213 % | 4,056 % | 4,303 % | 5,531 % | 3,586 % | 3,318 % |
| 66 | 7,185 % | 4,061 % | 4,300 % | 5,513 % | 3,593 % | 3,329 % |
| 67 | 7,157 % | 4,065 % | 4,296 % | 5,495 % | 3,600 % | 3,340 % |
| 68 | 7,131 % | 4,069 % | 4,292 % | 5,478 % | 3,606 % | 3,350 % |
| 69 | 7,105 % | 4,073 % | 4,289 % | 5,462 % | 3,613 % | 3,360 % |
| 70 | 7,079 % | 4,077 % | 4,286 % | 5,446 % | 3,619 % | 3,370 % |
| 71 | 7,055 % | 4,081 % | 4,282 % | 5,431 % | 3,625 % | 3,379 % |
| 72 | 7,031 % | 4,084 % | 4,279 % | 5,416 % | 3,631 % | 3,389 % |
| 73 | 7,008 % | 4,088 % | 4,276 % | 5,401 % | 3,636 % | 3,398 % |
| 74 | 6,985 % | 4,092 % | 4,273 % | 5,387 % | 3,642 % | 3,406 % |
| 75 | 6,963 % | 4,095 % | 4,270 % | 5,373 % | 3,647 % | 3,415 % |
| 76 | 6,942 % | 4,098 % | 4,267 % | 5,359 % | 3,653 % | 3,423 % |
| 77 | 6,921 % | 4,101 % | 4,264 % | 5,346 % | 3,658 % | 3,431 % |
| 78 | 6,901 % | 4,105 % | 4,262 % | 5,333 % | 3,663 % | 3,439 % |
| 79 | 6,881 % | 4,108 % | 4,259 % | 5,321 % | 3,668 % | 3,447 % |
| 80 | 6,862 % | 4,111 % | 4,256 % | 5,309 % | 3,672 % | 3,454 % |
| 81 | 6,843 % | 4,114 % | 4,254 % | 5,297 % | 3,677 % | 3,462 % |
| 82 | 6,825 % | 4,117 % | 4,251 % | 5,285 % | 3,682 % | 3,469 % |
| 83 | 6,807 % | 4,119 % | 4,249 % | 5,274 % | 3,686 % | 3,476 % |
| 84 | 6,789 % | 4,122 % | 4,247 % | 5,263 % | 3,690 % | 3,483 % |
| 85 | 6,772 % | 4,125 % | 4,244 % | 5,252 % | 3,695 % | 3,489 % |
| 86 | 6,756 % | 4,127 % | 4,242 % | 5,242 % | 3,699 % | 3,496 % |
| 87 | 6,739 % | 4,130 % | 4,240 % | 5,231 % | 3,703 % | 3,502 % |
| 88 | 6,723 % | 4,132 % | 4,238 % | 5,221 % | 3,707 % | 3,508 % |
| 89 | 6,708 % | 4,135 % | 4,235 % | 5,211 % | 3,710 % | 3,514 % |
| 90 | 6,693 % | 4,137 % | 4,233 % | 5,202 % | 3,714 % | 3,520 % |
| 91 | 6,678 % | 4,139 % | 4,231 % | 5,192 % | 3,718 % | 3,526 % |
| 92 | 6,663 % | 4,142 % | 4,229 % | 5,183 % | 3,721 % | 3,532 % |
| 93 | 6,649 % | 4,144 % | 4,228 % | 5,174 % | 3,725 % | 3,537 % |
| 94 | 6,635 % | 4,146 % | 4,226 % | 5,165 % | 3,728 % | 3,543 % |
| 95 | 6,622 % | 4,148 % | 4,224 % | 5,157 % | 3,732 % | 3,548 % |
| 96 | 6,608 % | 4,150 % | 4,222 % | 5,148 % | 3,735 % | 3,553 % |
| 97 | 6,595 % | 4,152 % | 4,220 % | 5,140 % | 3,738 % | 3,559 % |
| 98 | 6,583 % | 4,154 % | 4,218 % | 5,132 % | 3,742 % | 3,564 % |
| 99 | 6,570 % | 4,156 % | 4,217 % | 5,124 % | 3,745 % | 3,568 % |
| 100 | 6,558 % | 4,158 % | 4,215 % | 5,116 % | 3,748 % | 3,573 % |
| 101 | 6,546 % | 4,160 % | 4,213 % | 5,109 % | 3,751 % | 3,578 % |
| 102 | 6,534 % | 4,162 % | 4,212 % | 5,101 % | 3,754 % | 3,583 % |
| 103 | 6,522 % | 4,164 % | 4,210 % | 5,094 % | 3,756 % | 3,587 % |
| 104 | 6,511 % | 4,166 % | 4,209 % | 5,087 % | 3,759 % | 3,592 % |
| 105 | 6,500 % | 4,167 % | 4,207 % | 5,080 % | 3,762 % | 3,596 % |
| 106 | 6,489 % | 4,169 % | 4,206 % | 5,073 % | 3,765 % | 3,600 % |
| 107 | 6,478 % | 4,171 % | 4,204 % | 5,066 % | 3,767 % | 3,604 % |
| 108 | 6,468 % | 4,173 % | 4,203 % | 5,059 % | 3,770 % | 3,608 % |
| 109 | 6,457 % | 4,174 % | 4,201 % | 5,053 % | 3,773 % | 3,613 % |
| 110 | 6,447 % | 4,176 % | 4,200 % | 5,046 % | 3,775 % | 3,616 % |
| 111 | 6,437 % | 4,177 % | 4,199 % | 5,040 % | 3,778 % | 3,620 % |
| 112 | 6,428 % | 4,179 % | 4,197 % | 5,034 % | 3,780 % | 3,624 % |
| 113 | 6,418 % | 4,180 % | 4,196 % | 5,028 % | 3,782 % | 3,628 % |
| 114 | 6,409 % | 4,182 % | 4,195 % | 5,022 % | 3,785 % | 3,632 % |
| 115 | 6,399 % | 4,183 % | 4,194 % | 5,016 % | 3,787 % | 3,635 % |
| 116 | 6,390 % | 4,185 % | 4,192 % | 5,010 % | 3,789 % | 3,639 % |
| 117 | 6,381 % | 4,186 % | 4,191 % | 5,005 % | 3,792 % | 3,642 % |
| 118 | 6,373 % | 4,188 % | 4,190 % | 4,999 % | 3,794 % | 3,646 % |
| 119 | 6,364 % | 4,189 % | 4,189 % | 4,994 % | 3,796 % | 3,649 % |
| 120 | 6,355 % | 4,190 % | 4,188 % | 4,988 % | 3,798 % | 3,653 % |
| 121 | 6,347 % | 4,192 % | 4,186 % | 4,983 % | 3,800 % | 3,656 % |
| 122 | 6,339 % | 4,193 % | 4,185 % | 4,978 % | 3,802 % | 3,659 % |
| 123 | 6,331 % | 4,194 % | 4,184 % | 4,973 % | 3,804 % | 3,662 % |
| 124 | 6,323 % | 4,195 % | 4,183 % | 4,968 % | 3,806 % | 3,665 % |
| 125 | 6,315 % | 4,197 % | 4,182 % | 4,963 % | 3,808 % | 3,668 % |
| 126 | 6,307 % | 4,198 % | 4,181 % | 4,958 % | 3,810 % | 3,671 % |
| 127 | 6,300 % | 4,199 % | 4,180 % | 4,953 % | 3,812 % | 3,674 % |
| 128 | 6,292 % | 4,200 % | 4,179 % | 4,948 % | 3,814 % | 3,677 % |
| 129 | 6,285 % | 4,201 % | 4,178 % | 4,944 % | 3,816 % | 3,680 % |
| 130 | 6,278 % | 4,203 % | 4,177 % | 4,939 % | 3,817 % | 3,683 % |
| 131 | 6,271 % | 4,204 % | 4,176 % | 4,934 % | 3,819 % | 3,686 % |
| 132 | 6,264 % | 4,205 % | 4,175 % | 4,930 % | 3,821 % | 3,689 % |
| 133 | 6,257 % | 4,206 % | 4,174 % | 4,926 % | 3,823 % | 3,691 % |
| 134 | 6,250 % | 4,207 % | 4,173 % | 4,921 % | 3,824 % | 3,694 % |
| 135 | 6,243 % | 4,208 % | 4,172 % | 4,917 % | 3,826 % | 3,697 % |
| 136 | 6,237 % | 4,209 % | 4,171 % | 4,913 % | 3,828 % | 3,699 % |
| 137 | 6,230 % | 4,210 % | 4,170 % | 4,909 % | 3,829 % | 3,702 % |
| 138 | 6,224 % | 4,211 % | 4,170 % | 4,905 % | 3,831 % | 3,704 % |
| 139 | 6,217 % | 4,212 % | 4,169 % | 4,901 % | 3,832 % | 3,707 % |
| 140 | 6,211 % | 4,213 % | 4,168 % | 4,897 % | 3,834 % | 3,709 % |
| 141 | 6,205 % | 4,214 % | 4,167 % | 4,893 % | 3,835 % | 3,712 % |
| 142 | 6,199 % | 4,215 % | 4,166 % | 4,889 % | 3,837 % | 3,714 % |
| 143 | 6,193 % | 4,216 % | 4,165 % | 4,885 % | 3,838 % | 3,716 % |
| 144 | 6,187 % | 4,217 % | 4,165 % | 4,882 % | 3,840 % | 3,719 % |
| 145 | 6,181 % | 4,218 % | 4,164 % | 4,878 % | 3,841 % | 3,721 % |
| 146 | 6,176 % | 4,219 % | 4,163 % | 4,874 % | 3,843 % | 3,723 % |
| 147 | 6,170 % | 4,220 % | 4,162 % | 4,871 % | 3,844 % | 3,725 % |
| 148 | 6,165 % | 4,220 % | 4,162 % | 4,867 % | 3,846 % | 3,728 % |
| 149 | 6,159 % | 4,221 % | 4,161 % | 4,864 % | 3,847 % | 3,730 % |
| 150 | 6,154 % | 4,222 % | 4,160 % | 4,860 % | 3,848 % | 3,732 % |
| Term to maturity (in years) | Turkish lira | US dollar | Yen | |||
| --- | --- | --- | --- | |||
| 1 | 20,105 % | 2,481 % | – 0,078 % | |||
| 2 | 19,485 % | 2,672 % | – 0,060 % | |||
| 3 | 18,336 % | 2,743 % | – 0,042 % | |||
| 4 | 17,578 % | 2,765 % | – 0,026 % | |||
| 5 | 17,191 % | 2,773 % | – 0,003 % | |||
| 6 | 16,317 % | 2,779 % | 0,024 % | |||
| 7 | 15,430 % | 2,785 % | 0,053 % | |||
| 8 | 14,943 % | 2,795 % | 0,084 % | |||
| 9 | 14,716 % | 2,807 % | 0,116 % | |||
| 10 | 14,579 % | 2,819 % | 0,152 % | |||
| 11 | 14,429 % | 2,836 % | 0,190 % | |||
| 12 | 14,254 % | 2,841 % | 0,229 % | |||
| 13 | 14,061 % | 2,845 % | 0,268 % | |||
| 14 | 13,855 % | 2,850 % | 0,307 % | |||
| 15 | 13,640 % | 2,855 % | 0,345 % | |||
| 16 | 13,420 % | 2,857 % | 0,382 % | |||
| 17 | 13,196 % | 2,857 % | 0,417 % | |||
| 18 | 12,973 % | 2,856 % | 0,450 % | |||
| 19 | 12,750 % | 2,854 % | 0,482 % | |||
| 20 | 12,531 % | 2,852 % | 0,512 % | |||
| 21 | 12,315 % | 2,850 % | 0,540 % | |||
| 22 | 12,105 % | 2,847 % | 0,566 % | |||
| 23 | 11,900 % | 2,843 % | 0,588 % | |||
| 24 | 11,701 % | 2,838 % | 0,607 % | |||
| 25 | 11,510 % | 2,833 % | 0,621 % | |||
| 26 | 11,325 % | 2,826 % | 0,632 % | |||
| 27 | 11,147 % | 2,819 % | 0,642 % | |||
| 28 | 10,976 % | 2,812 % | 0,653 % | |||
| 29 | 10,812 % | 2,805 % | 0,669 % | |||
| 30 | 10,655 % | 2,799 % | 0,691 % | |||
| 31 | 10,504 % | 2,794 % | 0,719 % | |||
| 32 | 10,360 % | 2,789 % | 0,754 % | |||
| 33 | 10,223 % | 2,785 % | 0,792 % | |||
| 34 | 10,091 % | 2,780 % | 0,832 % | |||
| 35 | 9,965 % | 2,775 % | 0,875 % | |||
| 36 | 9,845 % | 2,769 % | 0,919 % | |||
| 37 | 9,729 % | 2,763 % | 0,963 % | |||
| 38 | 9,619 % | 2,755 % | 1,008 % | |||
| 39 | 9,514 % | 2,747 % | 1,053 % | |||
| 40 | 9,413 % | 2,736 % | 1,097 % | |||
| 41 | 9,317 % | 2,725 % | 1,140 % | |||
| 42 | 9,224 % | 2,713 % | 1,183 % | |||
| 43 | 9,136 % | 2,701 % | 1,225 % | |||
| 44 | 9,051 % | 2,690 % | 1,266 % | |||
| 45 | 8,970 % | 2,680 % | 1,306 % | |||
| 46 | 8,892 % | 2,672 % | 1,345 % | |||
| 47 | 8,817 % | 2,666 % | 1,383 % | |||
| 48 | 8,745 % | 2,663 % | 1,419 % | |||
| 49 | 8,676 % | 2,662 % | 1,455 % | |||
| 50 | 8,609 % | 2,664 % | 1,490 % | |||
| 51 | 8,545 % | 2,669 % | 1,524 % | |||
| 52 | 8,483 % | 2,676 % | 1,557 % | |||
| 53 | 8,424 % | 2,686 % | 1,588 % | |||
| 54 | 8,367 % | 2,696 % | 1,619 % | |||
| 55 | 8,312 % | 2,708 % | 1,649 % | |||
| 56 | 8,258 % | 2,721 % | 1,678 % | |||
| 57 | 8,207 % | 2,735 % | 1,706 % | |||
| 58 | 8,157 % | 2,750 % | 1,733 % | |||
| 59 | 8,109 % | 2,764 % | 1,760 % | |||
| 60 | 8,063 % | 2,779 % | 1,785 % | |||
| 61 | 8,018 % | 2,795 % | 1,810 % | |||
| 62 | 7,975 % | 2,810 % | 1,834 % | |||
| 63 | 7,933 % | 2,826 % | 1,858 % | |||
| 64 | 7,892 % | 2,841 % | 1,881 % | |||
| 65 | 7,852 % | 2,856 % | 1,903 % | |||
| 66 | 7,814 % | 2,872 % | 1,924 % | |||
| 67 | 7,777 % | 2,887 % | 1,945 % | |||
| 68 | 7,741 % | 2,902 % | 1,966 % | |||
| 69 | 7,706 % | 2,916 % | 1,985 % | |||
| 70 | 7,672 % | 2,931 % | 2,005 % | |||
| 71 | 7,639 % | 2,945 % | 2,023 % | |||
| 72 | 7,607 % | 2,959 % | 2,041 % | |||
| 73 | 7,576 % | 2,973 % | 2,059 % | |||
| 74 | 7,545 % | 2,986 % | 2,076 % | |||
| 75 | 7,516 % | 3,000 % | 2,093 % | |||
| 76 | 7,487 % | 3,013 % | 2,110 % | |||
| 77 | 7,459 % | 3,025 % | 2,125 % | |||
| 78 | 7,432 % | 3,038 % | 2,141 % | |||
| 79 | 7,405 % | 3,050 % | 2,156 % | |||
| 80 | 7,379 % | 3,062 % | 2,171 % | |||
| 81 | 7,354 % | 3,074 % | 2,185 % | |||
| 82 | 7,329 % | 3,085 % | 2,200 % | |||
| 83 | 7,305 % | 3,097 % | 2,213 % | |||
| 84 | 7,282 % | 3,108 % | 2,227 % | |||
| 85 | 7,259 % | 3,118 % | 2,240 % | |||
| 86 | 7,236 % | 3,129 % | 2,253 % | |||
| 87 | 7,215 % | 3,139 % | 2,265 % | |||
| 88 | 7,193 % | 3,150 % | 2,277 % | |||
| 89 | 7,172 % | 3,159 % | 2,289 % | |||
| 90 | 7,152 % | 3,169 % | 2,301 % | |||
| 91 | 7,132 % | 3,179 % | 2,313 % | |||
| 92 | 7,112 % | 3,188 % | 2,324 % | |||
| 93 | 7,093 % | 3,197 % | 2,335 % | |||
| 94 | 7,075 % | 3,206 % | 2,346 % | |||
| 95 | 7,056 % | 3,215 % | 2,356 % | |||
| 96 | 7,038 % | 3,224 % | 2,366 % | |||
| 97 | 7,021 % | 3,232 % | 2,376 % | |||
| 98 | 7,004 % | 3,240 % | 2,386 % | |||
| 99 | 6,987 % | 3,248 % | 2,396 % | |||
| 100 | 6,970 % | 3,256 % | 2,406 % | |||
| 101 | 6,954 % | 3,264 % | 2,415 % | |||
| 102 | 6,938 % | 3,272 % | 2,424 % | |||
| 103 | 6,923 % | 3,279 % | 2,433 % | |||
| 104 | 6,908 % | 3,287 % | 2,442 % | |||
| 105 | 6,893 % | 3,294 % | 2,450 % | |||
| 106 | 6,878 % | 3,301 % | 2,459 % | |||
| 107 | 6,864 % | 3,308 % | 2,467 % | |||
| 108 | 6,849 % | 3,315 % | 2,475 % | |||
| 109 | 6,836 % | 3,321 % | 2,483 % | |||
| 110 | 6,822 % | 3,328 % | 2,491 % | |||
| 111 | 6,809 % | 3,335 % | 2,499 % | |||
| 112 | 6,795 % | 3,341 % | 2,506 % | |||
| 113 | 6,783 % | 3,347 % | 2,514 % | |||
| 114 | 6,770 % | 3,353 % | 2,521 % | |||
| 115 | 6,758 % | 3,359 % | 2,528 % | |||
| 116 | 6,745 % | 3,365 % | 2,535 % | |||
| 117 | 6,733 % | 3,371 % | 2,542 % | |||
| 118 | 6,722 % | 3,377 % | 2,549 % | |||
| 119 | 6,710 % | 3,382 % | 2,556 % | |||
| 120 | 6,699 % | 3,388 % | 2,562 % | |||
| 121 | 6,687 % | 3,393 % | 2,569 % | |||
| 122 | 6,676 % | 3,399 % | 2,575 % | |||
| 123 | 6,665 % | 3,404 % | 2,581 % | |||
| 124 | 6,655 % | 3,409 % | 2,588 % | |||
| 125 | 6,644 % | 3,414 % | 2,594 % | |||
| 126 | 6,634 % | 3,419 % | 2,600 % | |||
| 127 | 6,624 % | 3,424 % | 2,606 % | |||
| 128 | 6,614 % | 3,429 % | 2,611 % | |||
| 129 | 6,604 % | 3,434 % | 2,617 % | |||
| 130 | 6,594 % | 3,439 % | 2,623 % | |||
| 131 | 6,585 % | 3,443 % | 2,628 % | |||
| 132 | 6,575 % | 3,448 % | 2,634 % | |||
| 133 | 6,566 % | 3,453 % | 2,639 % | |||
| 134 | 6,557 % | 3,457 % | 2,644 % | |||
| 135 | 6,548 % | 3,461 % | 2,650 % | |||
| 136 | 6,539 % | 3,466 % | 2,655 % | |||
| 137 | 6,530 % | 3,470 % | 2,660 % | |||
| 138 | 6,522 % | 3,474 % | 2,665 % | |||
| 139 | 6,513 % | 3,478 % | 2,670 % | |||
| 140 | 6,505 % | 3,482 % | 2,674 % | |||
| 141 | 6,497 % | 3,486 % | 2,679 % | |||
| 142 | 6,488 % | 3,490 % | 2,684 % | |||
| 143 | 6,480 % | 3,494 % | 2,689 % | |||
| 144 | 6,473 % | 3,498 % | 2,693 % | |||
| 145 | 6,465 % | 3,502 % | 2,698 % | |||
| 146 | 6,457 % | 3,506 % | 2,702 % | |||
| 147 | 6,450 % | 3,509 % | 2,707 % | |||
| 148 | 6,442 % | 3,513 % | 2,711 % | |||
| 149 | 6,435 % | 3,516 % | 2,715 % | |||
| 150 | 6,427 % | 3,520 % | 2,719 % |
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 | 33 | 5 | 0 | 26 | 1 |
| 2 | 0 | 0 | 41 | 5 | 1 | 44 | 1 |
| 3 | 0 | 1 | 46 | 5 | 2 | 49 | 0 |
| 4 | 0 | 3 | 49 | 5 | 4 | 50 | 0 |
| 5 | 0 | 4 | 54 | 5 | 5 | 53 | 0 |
| 6 | 1 | 5 | 56 | 5 | 7 | 55 | 0 |
| 7 | 2 | 6 | 60 | 5 | 9 | 56 | 0 |
| 8 | 3 | 7 | 61 | 5 | 12 | 56 | 0 |
| 9 | 3 | 8 | 63 | 5 | 13 | 53 | 0 |
| 10 | 4 | 9 | 65 | 5 | 14 | 52 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 415 | 4 | 17 |
| 2 | 0 | 0 | 0 | 0 | 255 | 4 | 24 |
| 3 | 1 | 0 | 0 | 0 | 225 | 4 | 27 |
| 4 | 3 | 0 | 0 | 0 | 195 | 4 | 28 |
| 5 | 4 | 0 | 0 | 0 | 178 | 4 | 29 |
| 6 | 5 | 0 | 0 | 0 | 175 | 4 | 30 |
| 7 | 6 | 0 | 0 | 0 | 171 | 4 | 31 |
| 8 | 7 | 0 | 1 | 0 | 176 | 2 | 32 |
| 9 | 8 | 1 | 2 | 0 | 178 | 1 | 32 |
| 10 | 9 | 1 | 3 | 0 | 180 | 4 | 33 |
| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 5 | 5 | 0 | 17 | 0 | 4 |
| 2 | 14 | 12 | 12 | 0 | 24 | 0 | 4 |
| 3 | 18 | 15 | 16 | 0 | 27 | 0 | 4 |
| 4 | 20 | 17 | 17 | 0 | 28 | 0 | 4 |
| 5 | 22 | 19 | 20 | 0 | 29 | 0 | 4 |
| 6 | 23 | 20 | 21 | 0 | 30 | 0 | 4 |
| 7 | 25 | 22 | 22 | 0 | 31 | 0 | 4 |
| 8 | 26 | 23 | 24 | 1 | 32 | 0 | 4 |
| 9 | 28 | 24 | 25 | 2 | 32 | 0 | 4 |
| 10 | 29 | 25 | 26 | 3 | 33 | 0 | 4 |
| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 26 | 10 | 13 | 20 | 5 | 0 | 0 |
| 2 | 44 | 18 | 17 | 23 | 12 | 0 | 0 |
| 3 | 49 | 20 | 19 | 27 | 16 | 0 | 0 |
| 4 | 50 | 21 | 21 | 32 | 17 | 0 | 0 |
| 5 | 53 | 23 | 22 | 35 | 20 | 0 | 0 |
| 6 | 55 | 24 | 23 | 39 | 21 | 0 | 0 |
| 7 | 56 | 26 | 25 | 40 | 22 | 0 | 0 |
| 8 | 56 | 28 | 26 | 42 | 24 | 0 | 0 |
| 9 | 53 | 29 | 26 | 42 | 25 | 0 | 0 |
| 10 | 52 | 27 | 26 | 42 | 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 | 9 |
| 2 | 0 | 18 | 0 | 9 | 0 | 0 | 9 |
| 3 | 1 | 30 | 0 | 9 | 0 | 0 | 9 |
| 4 | 2 | 38 | 0 | 9 | 0 | 0 | 10 |
| 5 | 2 | 40 | 0 | 9 | 0 | 0 | 10 |
| 6 | 3 | 43 | 0 | 9 | 0 | 0 | 10 |
| 7 | 3 | 45 | 0 | 9 | 0 | 0 | 10 |
| 8 | 7 | 43 | 0 | 9 | 0 | 0 | 10 |
| 9 | 5 | 40 | 0 | 9 | 1 | 0 | 10 |
| 10 | 5 | 43 | 0 | 9 | 1 | 0 | 10 |
| Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 4 | 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 | 5 | 0 | 6 | 15 | 0 | 4 |
| 7 | 0 | 8 | 0 | 7 | 16 | 0 | 4 |
| 8 | 0 | 12 | 0 | 8 | 16 | 0 | 4 |
| 9 | 0 | 19 | 0 | 9 | 16 | 0 | 4 |
| 10 | 0 | 19 | 0 | 10 | 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 | 46 | 124 | 238 | 572 | 1 182 |
| 2 | 6 | 21 | 46 | 124 | 238 | 572 | 970 |
| 3 | 7 | 23 | 47 | 116 | 234 | 568 | 804 |
| 4 | 8 | 25 | 50 | 118 | 233 | 567 | 674 |
| 5 | 10 | 28 | 55 | 121 | 233 | 567 | 571 |
| 6 | 11 | 30 | 59 | 126 | 233 | 567 | 567 |
| 7 | 12 | 33 | 60 | 128 | 233 | 567 | 567 |
| 8 | 12 | 34 | 60 | 127 | 233 | 567 | 567 |
| 9 | 12 | 34 | 60 | 126 | 233 | 567 | 567 |
| 10 | 13 | 36 | 60 | 126 | 233 | 567 | 567 |
| 11 | 13 | 37 | 60 | 126 | 233 | 567 | 567 |
| 12 | 14 | 38 | 60 | 126 | 233 | 567 | 567 |
| 13 | 14 | 38 | 60 | 126 | 233 | 567 | 567 |
| 14 | 14 | 38 | 60 | 126 | 233 | 567 | 567 |
| 15 | 14 | 38 | 60 | 126 | 233 | 567 | 567 |
| 16 | 14 | 38 | 60 | 126 | 233 | 567 | 567 |
| 17 | 14 | 38 | 60 | 126 | 233 | 567 | 567 |
| 18 | 14 | 38 | 60 | 126 | 233 | 567 | 567 |
| 19 | 14 | 38 | 60 | 126 | 233 | 567 | 567 |
| 20 | 15 | 38 | 60 | 126 | 233 | 567 | 567 |
| 21 | 15 | 38 | 60 | 126 | 233 | 567 | 567 |
| 22 | 16 | 38 | 60 | 126 | 233 | 567 | 567 |
| 23 | 17 | 38 | 60 | 126 | 233 | 567 | 567 |
| 24 | 18 | 38 | 60 | 126 | 233 | 567 | 567 |
| 25 | 18 | 38 | 60 | 126 | 233 | 567 | 567 |
| 26 | 19 | 38 | 60 | 126 | 233 | 567 | 567 |
| 27 | 20 | 38 | 60 | 126 | 233 | 567 | 567 |
| 28 | 21 | 38 | 60 | 126 | 233 | 567 | 567 |
| 29 | 21 | 38 | 60 | 126 | 233 | 567 | 567 |
| 30 | 22 | 38 | 60 | 126 | 233 | 567 | 567 |
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 | 11 | 26 | 51 | 129 | 243 | 577 | 1 212 |
| 2 | 13 | 28 | 53 | 131 | 245 | 579 | 997 |
| 3 | 14 | 30 | 55 | 124 | 241 | 575 | 826 |
| 4 | 16 | 33 | 57 | 126 | 240 | 574 | 692 |
| 5 | 17 | 35 | 62 | 128 | 240 | 574 | 587 |
| 6 | 17 | 37 | 65 | 132 | 239 | 573 | 573 |
| 7 | 18 | 39 | 66 | 134 | 238 | 573 | 573 |
| 8 | 17 | 39 | 65 | 132 | 238 | 572 | 572 |
| 9 | 17 | 39 | 65 | 131 | 238 | 572 | 572 |
| 10 | 17 | 40 | 65 | 130 | 237 | 571 | 571 |
| 11 | 17 | 41 | 64 | 129 | 237 | 571 | 571 |
| 12 | 17 | 41 | 64 | 129 | 236 | 570 | 570 |
| 13 | 17 | 41 | 63 | 128 | 235 | 570 | 570 |
| 14 | 17 | 41 | 63 | 128 | 235 | 569 | 569 |
| 15 | 16 | 40 | 62 | 127 | 235 | 569 | 569 |
| 16 | 16 | 40 | 61 | 127 | 234 | 568 | 568 |
| 17 | 15 | 39 | 61 | 127 | 234 | 568 | 568 |
| 18 | 15 | 39 | 61 | 126 | 234 | 568 | 568 |
| 19 | 15 | 39 | 61 | 126 | 234 | 568 | 568 |
| 20 | 16 | 40 | 62 | 127 | 234 | 568 | 568 |
| 21 | 16 | 40 | 62 | 127 | 234 | 568 | 568 |
| 22 | 17 | 40 | 62 | 127 | 235 | 569 | 569 |
| 23 | 18 | 40 | 62 | 128 | 235 | 569 | 569 |
| 24 | 18 | 41 | 62 | 128 | 235 | 569 | 569 |
| 25 | 19 | 41 | 62 | 128 | 235 | 569 | 569 |
| 26 | 19 | 41 | 62 | 128 | 235 | 569 | 569 |
| 27 | 21 | 41 | 62 | 128 | 235 | 569 | 569 |
| 28 | 21 | 41 | 62 | 128 | 235 | 569 | 569 |
| 29 | 21 | 41 | 62 | 128 | 235 | 569 | 569 |
| 30 | 22 | 41 | 62 | 128 | 235 | 569 | 569 |
2.3 Danish krone
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