LegalizeCommission Implementing Regulation (EU) 2018/1699 of 9 November 2018 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2018 until 30 December 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.
| 13.11.2018 | EN | Official Journal of the European Union | L 285/1 |
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 5 October 2018, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2018 market data. That information was published on 5 October 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 September 2018 until 30 December 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 September 2018.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 9 November 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 | – 0,342 % | 1,885 % | – 0,352 % | 0,342 % | – 0,358 % | 0,090 % |
| 2 | – 0,207 % | 2,128 % | – 0,217 % | 1,402 % | – 0,110 % | 0,293 % |
| 3 | – 0,032 % | 2,214 % | – 0,042 % | 1,958 % | 0,116 % | 0,608 % |
| 4 | 0,136 % | 2,271 % | 0,126 % | 2,427 % | 0,320 % | 0,984 % |
| 5 | 0,292 % | 2,305 % | 0,282 % | 2,710 % | 0,514 % | 1,277 % |
| 6 | 0,439 % | 2,319 % | 0,429 % | 2,900 % | 0,682 % | 1,504 % |
| 7 | 0,571 % | 2,324 % | 0,561 % | 3,157 % | 0,830 % | 1,697 % |
| 8 | 0,691 % | 2,326 % | 0,681 % | 3,358 % | 0,961 % | 1,870 % |
| 9 | 0,803 % | 2,331 % | 0,793 % | 3,515 % | 1,080 % | 2,028 % |
| 10 | 0,907 % | 2,340 % | 0,897 % | 3,603 % | 1,186 % | 2,164 % |
| 11 | 0,998 % | 2,341 % | 0,987 % | 3,669 % | 1,330 % | 2,280 % |
| 12 | 1,077 % | 2,334 % | 1,067 % | 3,726 % | 1,491 % | 2,381 % |
| 13 | 1,150 % | 2,324 % | 1,139 % | 3,776 % | 1,651 % | 2,470 % |
| 14 | 1,212 % | 2,318 % | 1,202 % | 3,819 % | 1,801 % | 2,549 % |
| 15 | 1,262 % | 2,320 % | 1,252 % | 3,858 % | 1,939 % | 2,620 % |
| 16 | 1,299 % | 2,334 % | 1,288 % | 3,891 % | 2,063 % | 2,685 % |
| 17 | 1,329 % | 2,356 % | 1,318 % | 3,920 % | 2,175 % | 2,743 % |
| 18 | 1,358 % | 2,384 % | 1,347 % | 3,946 % | 2,277 % | 2,797 % |
| 19 | 1,390 % | 2,416 % | 1,379 % | 3,970 % | 2,368 % | 2,847 % |
| 20 | 1,428 % | 2,451 % | 1,417 % | 3,990 % | 2,451 % | 2,893 % |
| 21 | 1,473 % | 2,487 % | 1,463 % | 4,009 % | 2,526 % | 2,935 % |
| 22 | 1,524 % | 2,525 % | 1,514 % | 4,026 % | 2,595 % | 2,975 % |
| 23 | 1,579 % | 2,562 % | 1,569 % | 4,041 % | 2,657 % | 3,012 % |
| 24 | 1,636 % | 2,599 % | 1,626 % | 4,055 % | 2,715 % | 3,047 % |
| 25 | 1,694 % | 2,636 % | 1,684 % | 4,068 % | 2,768 % | 3,079 % |
| 26 | 1,751 % | 2,672 % | 1,742 % | 4,080 % | 2,817 % | 3,110 % |
| 27 | 1,809 % | 2,708 % | 1,800 % | 4,091 % | 2,862 % | 3,139 % |
| 28 | 1,865 % | 2,742 % | 1,857 % | 4,101 % | 2,904 % | 3,166 % |
| 29 | 1,921 % | 2,776 % | 1,912 % | 4,111 % | 2,944 % | 3,192 % |
| 30 | 1,975 % | 2,808 % | 1,967 % | 4,119 % | 2,980 % | 3,216 % |
| 31 | 2,027 % | 2,839 % | 2,019 % | 4,127 % | 3,015 % | 3,239 % |
| 32 | 2,078 % | 2,870 % | 2,070 % | 4,135 % | 3,047 % | 3,261 % |
| 33 | 2,127 % | 2,899 % | 2,120 % | 4,142 % | 3,077 % | 3,282 % |
| 34 | 2,175 % | 2,927 % | 2,167 % | 4,149 % | 3,106 % | 3,302 % |
| 35 | 2,221 % | 2,954 % | 2,213 % | 4,155 % | 3,133 % | 3,321 % |
| 36 | 2,265 % | 2,980 % | 2,258 % | 4,161 % | 3,158 % | 3,339 % |
| 37 | 2,307 % | 3,005 % | 2,300 % | 4,166 % | 3,182 % | 3,356 % |
| 38 | 2,348 % | 3,029 % | 2,341 % | 4,171 % | 3,205 % | 3,373 % |
| 39 | 2,387 % | 3,053 % | 2,381 % | 4,176 % | 3,226 % | 3,389 % |
| 40 | 2,425 % | 3,075 % | 2,419 % | 4,181 % | 3,247 % | 3,404 % |
| 41 | 2,462 % | 3,096 % | 2,455 % | 4,185 % | 3,266 % | 3,418 % |
| 42 | 2,497 % | 3,117 % | 2,491 % | 4,190 % | 3,285 % | 3,432 % |
| 43 | 2,530 % | 3,137 % | 2,524 % | 4,194 % | 3,303 % | 3,446 % |
| 44 | 2,563 % | 3,156 % | 2,557 % | 4,197 % | 3,320 % | 3,458 % |
| 45 | 2,594 % | 3,175 % | 2,588 % | 4,201 % | 3,336 % | 3,471 % |
| 46 | 2,624 % | 3,193 % | 2,618 % | 4,204 % | 3,351 % | 3,483 % |
| 47 | 2,653 % | 3,210 % | 2,647 % | 4,208 % | 3,366 % | 3,494 % |
| 48 | 2,681 % | 3,227 % | 2,675 % | 4,211 % | 3,380 % | 3,505 % |
| 49 | 2,708 % | 3,243 % | 2,702 % | 4,214 % | 3,394 % | 3,515 % |
| 50 | 2,734 % | 3,258 % | 2,728 % | 4,217 % | 3,407 % | 3,526 % |
| 51 | 2,759 % | 3,273 % | 2,754 % | 4,220 % | 3,419 % | 3,535 % |
| 52 | 2,783 % | 3,287 % | 2,778 % | 4,222 % | 3,432 % | 3,545 % |
| 53 | 2,806 % | 3,301 % | 2,801 % | 4,225 % | 3,443 % | 3,554 % |
| 54 | 2,828 % | 3,315 % | 2,824 % | 4,227 % | 3,454 % | 3,563 % |
| 55 | 2,850 % | 3,328 % | 2,845 % | 4,230 % | 3,465 % | 3,571 % |
| 56 | 2,871 % | 3,340 % | 2,867 % | 4,232 % | 3,476 % | 3,580 % |
| 57 | 2,891 % | 3,352 % | 2,887 % | 4,234 % | 3,486 % | 3,588 % |
| 58 | 2,911 % | 3,364 % | 2,907 % | 4,236 % | 3,495 % | 3,595 % |
| 59 | 2,930 % | 3,375 % | 2,926 % | 4,238 % | 3,505 % | 3,603 % |
| 60 | 2,948 % | 3,386 % | 2,944 % | 4,240 % | 3,514 % | 3,610 % |
| 61 | 2,966 % | 3,397 % | 2,962 % | 4,242 % | 3,523 % | 3,617 % |
| 62 | 2,983 % | 3,407 % | 2,979 % | 4,244 % | 3,531 % | 3,624 % |
| 63 | 3,000 % | 3,418 % | 2,996 % | 4,245 % | 3,539 % | 3,631 % |
| 64 | 3,016 % | 3,427 % | 3,012 % | 4,247 % | 3,547 % | 3,637 % |
| 65 | 3,032 % | 3,437 % | 3,028 % | 4,249 % | 3,555 % | 3,643 % |
| 66 | 3,047 % | 3,446 % | 3,044 % | 4,250 % | 3,562 % | 3,649 % |
| 67 | 3,062 % | 3,455 % | 3,058 % | 4,252 % | 3,570 % | 3,655 % |
| 68 | 3,077 % | 3,463 % | 3,073 % | 4,253 % | 3,577 % | 3,661 % |
| 69 | 3,091 % | 3,472 % | 3,087 % | 4,255 % | 3,584 % | 3,667 % |
| 70 | 3,104 % | 3,480 % | 3,101 % | 4,256 % | 3,590 % | 3,672 % |
| 71 | 3,117 % | 3,488 % | 3,114 % | 4,258 % | 3,597 % | 3,677 % |
| 72 | 3,130 % | 3,496 % | 3,127 % | 4,259 % | 3,603 % | 3,682 % |
| 73 | 3,143 % | 3,503 % | 3,139 % | 4,260 % | 3,609 % | 3,687 % |
| 74 | 3,155 % | 3,511 % | 3,152 % | 4,261 % | 3,615 % | 3,692 % |
| 75 | 3,167 % | 3,518 % | 3,163 % | 4,263 % | 3,621 % | 3,697 % |
| 76 | 3,178 % | 3,525 % | 3,175 % | 4,264 % | 3,626 % | 3,701 % |
| 77 | 3,190 % | 3,532 % | 3,186 % | 4,265 % | 3,632 % | 3,706 % |
| 78 | 3,201 % | 3,538 % | 3,197 % | 4,266 % | 3,637 % | 3,710 % |
| 79 | 3,211 % | 3,545 % | 3,208 % | 4,267 % | 3,643 % | 3,715 % |
| 80 | 3,222 % | 3,551 % | 3,219 % | 4,268 % | 3,648 % | 3,719 % |
| 81 | 3,232 % | 3,557 % | 3,229 % | 4,269 % | 3,653 % | 3,723 % |
| 82 | 3,242 % | 3,563 % | 3,239 % | 4,270 % | 3,657 % | 3,727 % |
| 83 | 3,252 % | 3,569 % | 3,248 % | 4,271 % | 3,662 % | 3,731 % |
| 84 | 3,261 % | 3,575 % | 3,258 % | 4,272 % | 3,667 % | 3,734 % |
| 85 | 3,270 % | 3,580 % | 3,267 % | 4,273 % | 3,671 % | 3,738 % |
| 86 | 3,279 % | 3,586 % | 3,276 % | 4,274 % | 3,676 % | 3,742 % |
| 87 | 3,288 % | 3,591 % | 3,285 % | 4,275 % | 3,680 % | 3,745 % |
| 88 | 3,297 % | 3,596 % | 3,294 % | 4,276 % | 3,684 % | 3,749 % |
| 89 | 3,305 % | 3,601 % | 3,302 % | 4,277 % | 3,688 % | 3,752 % |
| 90 | 3,313 % | 3,606 % | 3,311 % | 4,277 % | 3,692 % | 3,755 % |
| 91 | 3,321 % | 3,611 % | 3,319 % | 4,278 % | 3,696 % | 3,759 % |
| 92 | 3,329 % | 3,616 % | 3,327 % | 4,279 % | 3,700 % | 3,762 % |
| 93 | 3,337 % | 3,620 % | 3,334 % | 4,280 % | 3,704 % | 3,765 % |
| 94 | 3,345 % | 3,625 % | 3,342 % | 4,281 % | 3,707 % | 3,768 % |
| 95 | 3,352 % | 3,629 % | 3,349 % | 4,281 % | 3,711 % | 3,771 % |
| 96 | 3,359 % | 3,634 % | 3,357 % | 4,282 % | 3,715 % | 3,774 % |
| 97 | 3,366 % | 3,638 % | 3,364 % | 4,283 % | 3,718 % | 3,776 % |
| 98 | 3,373 % | 3,642 % | 3,371 % | 4,283 % | 3,721 % | 3,779 % |
| 99 | 3,380 % | 3,646 % | 3,378 % | 4,284 % | 3,725 % | 3,782 % |
| 100 | 3,387 % | 3,650 % | 3,384 % | 4,285 % | 3,728 % | 3,785 % |
| 101 | 3,393 % | 3,654 % | 3,391 % | 4,285 % | 3,731 % | 3,787 % |
| 102 | 3,400 % | 3,658 % | 3,397 % | 4,286 % | 3,734 % | 3,790 % |
| 103 | 3,406 % | 3,662 % | 3,404 % | 4,287 % | 3,737 % | 3,792 % |
| 104 | 3,412 % | 3,666 % | 3,410 % | 4,287 % | 3,740 % | 3,795 % |
| 105 | 3,418 % | 3,669 % | 3,416 % | 4,288 % | 3,743 % | 3,797 % |
| 106 | 3,424 % | 3,673 % | 3,422 % | 4,289 % | 3,746 % | 3,800 % |
| 107 | 3,430 % | 3,676 % | 3,428 % | 4,289 % | 3,749 % | 3,802 % |
| 108 | 3,436 % | 3,680 % | 3,433 % | 4,290 % | 3,752 % | 3,804 % |
| 109 | 3,441 % | 3,683 % | 3,439 % | 4,290 % | 3,755 % | 3,807 % |
| 110 | 3,447 % | 3,687 % | 3,445 % | 4,291 % | 3,757 % | 3,809 % |
| 111 | 3,452 % | 3,690 % | 3,450 % | 4,291 % | 3,760 % | 3,811 % |
| 112 | 3,458 % | 3,693 % | 3,455 % | 4,292 % | 3,762 % | 3,813 % |
| 113 | 3,463 % | 3,696 % | 3,461 % | 4,292 % | 3,765 % | 3,815 % |
| 114 | 3,468 % | 3,699 % | 3,466 % | 4,293 % | 3,767 % | 3,817 % |
| 115 | 3,473 % | 3,702 % | 3,471 % | 4,293 % | 3,770 % | 3,819 % |
| 116 | 3,478 % | 3,705 % | 3,476 % | 4,294 % | 3,772 % | 3,821 % |
| 117 | 3,483 % | 3,708 % | 3,481 % | 4,294 % | 3,775 % | 3,823 % |
| 118 | 3,488 % | 3,711 % | 3,486 % | 4,295 % | 3,777 % | 3,825 % |
| 119 | 3,492 % | 3,714 % | 3,490 % | 4,295 % | 3,779 % | 3,827 % |
| 120 | 3,497 % | 3,717 % | 3,495 % | 4,296 % | 3,782 % | 3,829 % |
| 121 | 3,502 % | 3,720 % | 3,499 % | 4,296 % | 3,784 % | 3,831 % |
| 122 | 3,506 % | 3,722 % | 3,504 % | 4,297 % | 3,786 % | 3,832 % |
| 123 | 3,511 % | 3,725 % | 3,508 % | 4,297 % | 3,788 % | 3,834 % |
| 124 | 3,515 % | 3,728 % | 3,513 % | 4,298 % | 3,790 % | 3,836 % |
| 125 | 3,519 % | 3,730 % | 3,517 % | 4,298 % | 3,792 % | 3,838 % |
| 126 | 3,523 % | 3,733 % | 3,521 % | 4,298 % | 3,794 % | 3,839 % |
| 127 | 3,527 % | 3,735 % | 3,525 % | 4,299 % | 3,796 % | 3,841 % |
| 128 | 3,532 % | 3,738 % | 3,530 % | 4,299 % | 3,798 % | 3,843 % |
| 129 | 3,536 % | 3,740 % | 3,534 % | 4,300 % | 3,800 % | 3,844 % |
| 130 | 3,539 % | 3,742 % | 3,537 % | 4,300 % | 3,802 % | 3,846 % |
| 131 | 3,543 % | 3,745 % | 3,541 % | 4,300 % | 3,804 % | 3,847 % |
| 132 | 3,547 % | 3,747 % | 3,545 % | 4,301 % | 3,806 % | 3,849 % |
| 133 | 3,551 % | 3,749 % | 3,549 % | 4,301 % | 3,808 % | 3,850 % |
| 134 | 3,555 % | 3,752 % | 3,553 % | 4,301 % | 3,810 % | 3,852 % |
| 135 | 3,558 % | 3,754 % | 3,556 % | 4,302 % | 3,811 % | 3,853 % |
| 136 | 3,562 % | 3,756 % | 3,560 % | 4,302 % | 3,813 % | 3,855 % |
| 137 | 3,566 % | 3,758 % | 3,564 % | 4,302 % | 3,815 % | 3,856 % |
| 138 | 3,569 % | 3,760 % | 3,567 % | 4,303 % | 3,817 % | 3,858 % |
| 139 | 3,572 % | 3,762 % | 3,571 % | 4,303 % | 3,818 % | 3,859 % |
| 140 | 3,576 % | 3,764 % | 3,574 % | 4,304 % | 3,820 % | 3,860 % |
| 141 | 3,579 % | 3,766 % | 3,577 % | 4,304 % | 3,822 % | 3,862 % |
| 142 | 3,583 % | 3,768 % | 3,581 % | 4,304 % | 3,823 % | 3,863 % |
| 143 | 3,586 % | 3,770 % | 3,584 % | 4,304 % | 3,825 % | 3,864 % |
| 144 | 3,589 % | 3,772 % | 3,587 % | 4,305 % | 3,826 % | 3,866 % |
| 145 | 3,592 % | 3,774 % | 3,590 % | 4,305 % | 3,828 % | 3,867 % |
| 146 | 3,595 % | 3,776 % | 3,594 % | 4,305 % | 3,829 % | 3,868 % |
| 147 | 3,598 % | 3,778 % | 3,597 % | 4,306 % | 3,831 % | 3,869 % |
| 148 | 3,601 % | 3,780 % | 3,600 % | 4,306 % | 3,832 % | 3,871 % |
| 149 | 3,604 % | 3,782 % | 3,603 % | 4,306 % | 3,834 % | 3,872 % |
| 150 | 3,607 % | 3,783 % | 3,606 % | 4,307 % | 3,835 % | 3,873 % |
| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,392 % | 0,896 % | 3,301 % | 1,181 % | 5,017 % | 1,172 % |
| 2 | – 0,257 % | 1,057 % | 3,681 % | 1,436 % | 5,140 % | 1,452 % |
| 3 | – 0,082 % | 1,185 % | 3,963 % | 1,741 % | 5,305 % | 1,640 % |
| 4 | 0,086 % | 1,279 % | 4,154 % | 2,220 % | 5,410 % | 1,780 % |
| 5 | 0,241 % | 1,354 % | 4,278 % | 2,472 % | 5,482 % | 1,901 % |
| 6 | 0,388 % | 1,410 % | 4,382 % | 2,734 % | 5,543 % | 1,981 % |
| 7 | 0,520 % | 1,459 % | 4,495 % | 2,929 % | 5,601 % | 2,054 % |
| 8 | 0,641 % | 1,501 % | 4,628 % | 3,079 % | 5,643 % | 2,117 % |
| 9 | 0,752 % | 1,540 % | 4,768 % | 3,159 % | 5,661 % | 2,173 % |
| 10 | 0,856 % | 1,573 % | 4,891 % | 3,172 % | 5,661 % | 2,221 % |
| 11 | 0,946 % | 1,602 % | 4,980 % | 3,179 % | 5,649 % | 2,270 % |
| 12 | 1,026 % | 1,625 % | 5,042 % | 3,190 % | 5,628 % | 2,323 % |
| 13 | 1,098 % | 1,645 % | 5,083 % | 3,205 % | 5,601 % | 2,376 % |
| 14 | 1,161 % | 1,659 % | 5,108 % | 3,222 % | 5,570 % | 2,428 % |
| 15 | 1,210 % | 1,670 % | 5,121 % | 3,240 % | 5,537 % | 2,480 % |
| 16 | 1,247 % | 1,679 % | 5,126 % | 3,258 % | 5,502 % | 2,531 % |
| 17 | 1,277 % | 1,687 % | 5,123 % | 3,278 % | 5,466 % | 2,579 % |
| 18 | 1,305 % | 1,692 % | 5,116 % | 3,297 % | 5,430 % | 2,626 % |
| 19 | 1,337 % | 1,695 % | 5,105 % | 3,316 % | 5,394 % | 2,672 % |
| 20 | 1,376 % | 1,696 % | 5,090 % | 3,335 % | 5,358 % | 2,715 % |
| 21 | 1,422 % | 1,695 % | 5,074 % | 3,354 % | 5,323 % | 2,756 % |
| 22 | 1,474 % | 1,693 % | 5,056 % | 3,372 % | 5,289 % | 2,796 % |
| 23 | 1,530 % | 1,690 % | 5,037 % | 3,389 % | 5,256 % | 2,834 % |
| 24 | 1,588 % | 1,687 % | 5,017 % | 3,407 % | 5,223 % | 2,870 % |
| 25 | 1,646 % | 1,683 % | 4,996 % | 3,423 % | 5,192 % | 2,905 % |
| 26 | 1,706 % | 1,679 % | 4,976 % | 3,439 % | 5,161 % | 2,938 % |
| 27 | 1,764 % | 1,674 % | 4,955 % | 3,455 % | 5,132 % | 2,970 % |
| 28 | 1,822 % | 1,670 % | 4,935 % | 3,470 % | 5,103 % | 3,000 % |
| 29 | 1,878 % | 1,664 % | 4,915 % | 3,484 % | 5,076 % | 3,029 % |
| 30 | 1,934 % | 1,659 % | 4,895 % | 3,498 % | 5,049 % | 3,056 % |
| 31 | 1,987 % | 1,652 % | 4,876 % | 3,512 % | 5,024 % | 3,082 % |
| 32 | 2,039 % | 1,646 % | 4,857 % | 3,525 % | 4,999 % | 3,108 % |
| 33 | 2,089 % | 1,641 % | 4,838 % | 3,537 % | 4,976 % | 3,132 % |
| 34 | 2,138 % | 1,635 % | 4,820 % | 3,549 % | 4,953 % | 3,155 % |
| 35 | 2,184 % | 1,631 % | 4,803 % | 3,561 % | 4,931 % | 3,177 % |
| 36 | 2,229 % | 1,628 % | 4,786 % | 3,572 % | 4,910 % | 3,198 % |
| 37 | 2,273 % | 1,624 % | 4,769 % | 3,583 % | 4,890 % | 3,219 % |
| 38 | 2,314 % | 1,619 % | 4,754 % | 3,593 % | 4,871 % | 3,238 % |
| 39 | 2,355 % | 1,613 % | 4,738 % | 3,603 % | 4,852 % | 3,257 % |
| 40 | 2,393 % | 1,605 % | 4,723 % | 3,613 % | 4,834 % | 3,275 % |
| 41 | 2,430 % | 1,594 % | 4,709 % | 3,622 % | 4,817 % | 3,292 % |
| 42 | 2,466 % | 1,582 % | 4,695 % | 3,631 % | 4,800 % | 3,308 % |
| 43 | 2,500 % | 1,571 % | 4,682 % | 3,639 % | 4,784 % | 3,324 % |
| 44 | 2,534 % | 1,561 % | 4,669 % | 3,648 % | 4,768 % | 3,340 % |
| 45 | 2,565 % | 1,554 % | 4,656 % | 3,656 % | 4,754 % | 3,354 % |
| 46 | 2,596 % | 1,549 % | 4,644 % | 3,664 % | 4,739 % | 3,369 % |
| 47 | 2,626 % | 1,548 % | 4,632 % | 3,671 % | 4,725 % | 3,382 % |
| 48 | 2,654 % | 1,551 % | 4,621 % | 3,678 % | 4,712 % | 3,395 % |
| 49 | 2,681 % | 1,558 % | 4,610 % | 3,685 % | 4,699 % | 3,408 % |
| 50 | 2,708 % | 1,569 % | 4,599 % | 3,692 % | 4,687 % | 3,420 % |
| 51 | 2,733 % | 1,584 % | 4,589 % | 3,699 % | 4,675 % | 3,432 % |
| 52 | 2,758 % | 1,603 % | 4,579 % | 3,705 % | 4,663 % | 3,444 % |
| 53 | 2,782 % | 1,625 % | 4,570 % | 3,711 % | 4,652 % | 3,455 % |
| 54 | 2,805 % | 1,649 % | 4,560 % | 3,717 % | 4,641 % | 3,465 % |
| 55 | 2,827 % | 1,675 % | 4,551 % | 3,723 % | 4,631 % | 3,475 % |
| 56 | 2,848 % | 1,702 % | 4,543 % | 3,728 % | 4,621 % | 3,485 % |
| 57 | 2,869 % | 1,730 % | 4,534 % | 3,734 % | 4,611 % | 3,495 % |
| 58 | 2,889 % | 1,758 % | 4,526 % | 3,739 % | 4,601 % | 3,504 % |
| 59 | 2,908 % | 1,787 % | 4,518 % | 3,744 % | 4,592 % | 3,513 % |
| 60 | 2,927 % | 1,816 % | 4,511 % | 3,749 % | 4,583 % | 3,522 % |
| 61 | 2,945 % | 1,845 % | 4,503 % | 3,754 % | 4,575 % | 3,531 % |
| 62 | 2,963 % | 1,874 % | 4,496 % | 3,758 % | 4,566 % | 3,539 % |
| 63 | 2,980 % | 1,903 % | 4,489 % | 3,763 % | 4,558 % | 3,547 % |
| 64 | 2,996 % | 1,932 % | 4,482 % | 3,767 % | 4,551 % | 3,554 % |
| 65 | 3,012 % | 1,960 % | 4,476 % | 3,771 % | 4,543 % | 3,562 % |
| 66 | 3,028 % | 1,988 % | 4,469 % | 3,775 % | 4,536 % | 3,569 % |
| 67 | 3,043 % | 2,015 % | 4,463 % | 3,779 % | 4,528 % | 3,576 % |
| 68 | 3,058 % | 2,043 % | 4,457 % | 3,783 % | 4,521 % | 3,583 % |
| 69 | 3,072 % | 2,069 % | 4,451 % | 3,787 % | 4,515 % | 3,590 % |
| 70 | 3,086 % | 2,095 % | 4,446 % | 3,791 % | 4,508 % | 3,596 % |
| 71 | 3,099 % | 2,121 % | 4,440 % | 3,794 % | 4,502 % | 3,603 % |
| 72 | 3,112 % | 2,146 % | 4,435 % | 3,798 % | 4,495 % | 3,609 % |
| 73 | 3,125 % | 2,170 % | 4,429 % | 3,801 % | 4,489 % | 3,615 % |
| 74 | 3,137 % | 2,194 % | 4,424 % | 3,805 % | 4,483 % | 3,621 % |
| 75 | 3,150 % | 2,218 % | 4,419 % | 3,808 % | 4,478 % | 3,626 % |
| 76 | 3,161 % | 2,241 % | 4,415 % | 3,811 % | 4,472 % | 3,632 % |
| 77 | 3,173 % | 2,264 % | 4,410 % | 3,814 % | 4,467 % | 3,637 % |
| 78 | 3,184 % | 2,286 % | 4,405 % | 3,817 % | 4,461 % | 3,643 % |
| 79 | 3,195 % | 2,307 % | 4,401 % | 3,820 % | 4,456 % | 3,648 % |
| 80 | 3,206 % | 2,328 % | 4,396 % | 3,823 % | 4,451 % | 3,653 % |
| 81 | 3,216 % | 2,349 % | 4,392 % | 3,826 % | 4,446 % | 3,658 % |
| 82 | 3,226 % | 2,369 % | 4,388 % | 3,828 % | 4,441 % | 3,662 % |
| 83 | 3,236 % | 2,389 % | 4,384 % | 3,831 % | 4,436 % | 3,667 % |
| 84 | 3,246 % | 2,408 % | 4,380 % | 3,834 % | 4,432 % | 3,671 % |
| 85 | 3,255 % | 2,427 % | 4,376 % | 3,836 % | 4,427 % | 3,676 % |
| 86 | 3,264 % | 2,446 % | 4,372 % | 3,839 % | 4,423 % | 3,680 % |
| 87 | 3,273 % | 2,464 % | 4,369 % | 3,841 % | 4,419 % | 3,684 % |
| 88 | 3,282 % | 2,482 % | 4,365 % | 3,843 % | 4,415 % | 3,689 % |
| 89 | 3,291 % | 2,499 % | 4,361 % | 3,846 % | 4,410 % | 3,693 % |
| 90 | 3,299 % | 2,516 % | 4,358 % | 3,848 % | 4,406 % | 3,697 % |
| 91 | 3,307 % | 2,533 % | 4,355 % | 3,850 % | 4,402 % | 3,700 % |
| 92 | 3,315 % | 2,549 % | 4,351 % | 3,852 % | 4,399 % | 3,704 % |
| 93 | 3,323 % | 2,565 % | 4,348 % | 3,854 % | 4,395 % | 3,708 % |
| 94 | 3,331 % | 2,580 % | 4,345 % | 3,856 % | 4,391 % | 3,712 % |
| 95 | 3,338 % | 2,596 % | 4,342 % | 3,859 % | 4,388 % | 3,715 % |
| 96 | 3,346 % | 2,611 % | 4,339 % | 3,861 % | 4,384 % | 3,719 % |
| 97 | 3,353 % | 2,625 % | 4,336 % | 3,862 % | 4,381 % | 3,722 % |
| 98 | 3,360 % | 2,640 % | 4,333 % | 3,864 % | 4,377 % | 3,725 % |
| 99 | 3,367 % | 2,654 % | 4,330 % | 3,866 % | 4,374 % | 3,729 % |
| 100 | 3,374 % | 2,668 % | 4,327 % | 3,868 % | 4,371 % | 3,732 % |
| 101 | 3,381 % | 2,681 % | 4,324 % | 3,870 % | 4,368 % | 3,735 % |
| 102 | 3,387 % | 2,695 % | 4,322 % | 3,872 % | 4,364 % | 3,738 % |
| 103 | 3,393 % | 2,708 % | 4,319 % | 3,873 % | 4,361 % | 3,741 % |
| 104 | 3,400 % | 2,721 % | 4,316 % | 3,875 % | 4,358 % | 3,744 % |
| 105 | 3,406 % | 2,733 % | 4,314 % | 3,877 % | 4,355 % | 3,747 % |
| 106 | 3,412 % | 2,745 % | 4,311 % | 3,878 % | 4,353 % | 3,750 % |
| 107 | 3,418 % | 2,758 % | 4,309 % | 3,880 % | 4,350 % | 3,753 % |
| 108 | 3,424 % | 2,769 % | 4,307 % | 3,882 % | 4,347 % | 3,755 % |
| 109 | 3,429 % | 2,781 % | 4,304 % | 3,883 % | 4,344 % | 3,758 % |
| 110 | 3,435 % | 2,793 % | 4,302 % | 3,885 % | 4,342 % | 3,761 % |
| 111 | 3,441 % | 2,804 % | 4,300 % | 3,886 % | 4,339 % | 3,763 % |
| 112 | 3,446 % | 2,815 % | 4,297 % | 3,888 % | 4,336 % | 3,766 % |
| 113 | 3,451 % | 2,826 % | 4,295 % | 3,889 % | 4,334 % | 3,768 % |
| 114 | 3,457 % | 2,836 % | 4,293 % | 3,890 % | 4,331 % | 3,771 % |
| 115 | 3,462 % | 2,847 % | 4,291 % | 3,892 % | 4,329 % | 3,773 % |
| 116 | 3,467 % | 2,857 % | 4,289 % | 3,893 % | 4,326 % | 3,776 % |
| 117 | 3,472 % | 2,867 % | 4,287 % | 3,894 % | 4,324 % | 3,778 % |
| 118 | 3,477 % | 2,877 % | 4,285 % | 3,896 % | 4,322 % | 3,780 % |
| 119 | 3,481 % | 2,887 % | 4,283 % | 3,897 % | 4,319 % | 3,783 % |
| 120 | 3,486 % | 2,897 % | 4,281 % | 3,898 % | 4,317 % | 3,785 % |
| 121 | 3,491 % | 2,906 % | 4,279 % | 3,900 % | 4,315 % | 3,787 % |
| 122 | 3,495 % | 2,915 % | 4,277 % | 3,901 % | 4,313 % | 3,789 % |
| 123 | 3,500 % | 2,925 % | 4,275 % | 3,902 % | 4,311 % | 3,791 % |
| 124 | 3,504 % | 2,934 % | 4,273 % | 3,903 % | 4,309 % | 3,793 % |
| 125 | 3,509 % | 2,943 % | 4,272 % | 3,904 % | 4,307 % | 3,795 % |
| 126 | 3,513 % | 2,951 % | 4,270 % | 3,906 % | 4,304 % | 3,797 % |
| 127 | 3,517 % | 2,960 % | 4,268 % | 3,907 % | 4,302 % | 3,799 % |
| 128 | 3,521 % | 2,968 % | 4,266 % | 3,908 % | 4,301 % | 3,801 % |
| 129 | 3,525 % | 2,977 % | 4,265 % | 3,909 % | 4,299 % | 3,803 % |
| 130 | 3,529 % | 2,985 % | 4,263 % | 3,910 % | 4,297 % | 3,805 % |
| 131 | 3,533 % | 2,993 % | 4,261 % | 3,911 % | 4,295 % | 3,807 % |
| 132 | 3,537 % | 3,001 % | 4,260 % | 3,912 % | 4,293 % | 3,809 % |
| 133 | 3,541 % | 3,009 % | 4,258 % | 3,913 % | 4,291 % | 3,811 % |
| 134 | 3,545 % | 3,017 % | 4,257 % | 3,914 % | 4,289 % | 3,812 % |
| 135 | 3,549 % | 3,024 % | 4,255 % | 3,915 % | 4,288 % | 3,814 % |
| 136 | 3,552 % | 3,032 % | 4,254 % | 3,916 % | 4,286 % | 3,816 % |
| 137 | 3,556 % | 3,039 % | 4,252 % | 3,917 % | 4,284 % | 3,818 % |
| 138 | 3,560 % | 3,046 % | 4,251 % | 3,918 % | 4,282 % | 3,819 % |
| 139 | 3,563 % | 3,054 % | 4,249 % | 3,919 % | 4,281 % | 3,821 % |
| 140 | 3,567 % | 3,061 % | 4,248 % | 3,920 % | 4,279 % | 3,823 % |
| 141 | 3,570 % | 3,068 % | 4,246 % | 3,921 % | 4,277 % | 3,824 % |
| 142 | 3,573 % | 3,075 % | 4,245 % | 3,922 % | 4,276 % | 3,826 % |
| 143 | 3,577 % | 3,081 % | 4,244 % | 3,923 % | 4,274 % | 3,827 % |
| 144 | 3,580 % | 3,088 % | 4,242 % | 3,924 % | 4,273 % | 3,829 % |
| 145 | 3,583 % | 3,095 % | 4,241 % | 3,924 % | 4,271 % | 3,830 % |
| 146 | 3,586 % | 3,101 % | 4,240 % | 3,925 % | 4,270 % | 3,832 % |
| 147 | 3,590 % | 3,108 % | 4,238 % | 3,926 % | 4,268 % | 3,833 % |
| 148 | 3,593 % | 3,114 % | 4,237 % | 3,927 % | 4,267 % | 3,835 % |
| 149 | 3,596 % | 3,120 % | 4,236 % | 3,928 % | 4,265 % | 3,836 % |
| 150 | 3,599 % | 3,126 % | 4,235 % | 3,929 % | 4,264 % | 3,838 % |
| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,747 % | 1,859 % | 1,425 % | 2,171 % | 2,986 % | 4,169 % |
| 2 | – 0,609 % | 1,941 % | 1,664 % | 2,377 % | 3,386 % | 4,882 % |
| 3 | – 0,433 % | 2,029 % | 1,869 % | 2,457 % | 3,605 % | 5,310 % |
| 4 | – 0,256 % | 2,116 % | 2,030 % | 2,501 % | 3,769 % | 5,614 % |
| 5 | – 0,126 % | 2,219 % | 2,144 % | 2,529 % | 3,882 % | 5,902 % |
| 6 | 0,008 % | 2,319 % | 2,236 % | 2,560 % | 3,981 % | 6,117 % |
| 7 | 0,145 % | 2,409 % | 2,318 % | 2,578 % | 4,074 % | 6,350 % |
| 8 | 0,261 % | 2,489 % | 2,397 % | 2,601 % | 4,158 % | 6,553 % |
| 9 | 0,348 % | 2,556 % | 2,467 % | 2,630 % | 4,230 % | 6,676 % |
| 10 | 0,450 % | 2,617 % | 2,524 % | 2,653 % | 4,290 % | 6,795 % |
| 11 | 0,518 % | 2,672 % | 2,569 % | 2,672 % | 4,337 % | 6,877 % |
| 12 | 0,591 % | 2,719 % | 2,606 % | 2,693 % | 4,373 % | 6,921 % |
| 13 | 0,656 % | 2,760 % | 2,642 % | 2,716 % | 4,401 % | 6,937 % |
| 14 | 0,717 % | 2,793 % | 2,678 % | 2,738 % | 4,423 % | 6,931 % |
| 15 | 0,772 % | 2,819 % | 2,714 % | 2,755 % | 4,441 % | 6,911 % |
| 16 | 0,819 % | 2,837 % | 2,750 % | 2,767 % | 4,455 % | 6,879 % |
| 17 | 0,857 % | 2,850 % | 2,786 % | 2,772 % | 4,466 % | 6,839 % |
| 18 | 0,886 % | 2,859 % | 2,822 % | 2,773 % | 4,474 % | 6,793 % |
| 19 | 0,909 % | 2,865 % | 2,857 % | 2,770 % | 4,481 % | 6,742 % |
| 20 | 0,926 % | 2,869 % | 2,891 % | 2,764 % | 4,486 % | 6,689 % |
| 21 | 0,937 % | 2,872 % | 2,925 % | 2,754 % | 4,490 % | 6,634 % |
| 22 | 0,946 % | 2,872 % | 2,957 % | 2,743 % | 4,493 % | 6,579 % |
| 23 | 0,956 % | 2,869 % | 2,988 % | 2,732 % | 4,495 % | 6,523 % |
| 24 | 0,970 % | 2,863 % | 3,018 % | 2,722 % | 4,496 % | 6,468 % |
| 25 | 0,988 % | 2,853 % | 3,047 % | 2,714 % | 4,496 % | 6,413 % |
| 26 | 1,012 % | 2,840 % | 3,074 % | 2,708 % | 4,496 % | 6,359 % |
| 27 | 1,042 % | 2,825 % | 3,101 % | 2,705 % | 4,496 % | 6,307 % |
| 28 | 1,074 % | 2,813 % | 3,127 % | 2,706 % | 4,495 % | 6,256 % |
| 29 | 1,109 % | 2,803 % | 3,151 % | 2,710 % | 4,494 % | 6,206 % |
| 30 | 1,146 % | 2,798 % | 3,175 % | 2,717 % | 4,493 % | 6,158 % |
| 31 | 1,183 % | 2,799 % | 3,197 % | 2,728 % | 4,492 % | 6,111 % |
| 32 | 1,221 % | 2,804 % | 3,219 % | 2,742 % | 4,490 % | 6,066 % |
| 33 | 1,259 % | 2,813 % | 3,240 % | 2,758 % | 4,489 % | 6,023 % |
| 34 | 1,297 % | 2,824 % | 3,260 % | 2,775 % | 4,487 % | 5,981 % |
| 35 | 1,334 % | 2,838 % | 3,279 % | 2,794 % | 4,485 % | 5,941 % |
| 36 | 1,371 % | 2,854 % | 3,297 % | 2,814 % | 4,483 % | 5,902 % |
| 37 | 1,406 % | 2,870 % | 3,315 % | 2,834 % | 4,481 % | 5,865 % |
| 38 | 1,441 % | 2,888 % | 3,332 % | 2,855 % | 4,479 % | 5,829 % |
| 39 | 1,476 % | 2,906 % | 3,348 % | 2,875 % | 4,478 % | 5,795 % |
| 40 | 1,509 % | 2,925 % | 3,364 % | 2,896 % | 4,476 % | 5,762 % |
| 41 | 1,541 % | 2,943 % | 3,379 % | 2,917 % | 4,474 % | 5,730 % |
| 42 | 1,572 % | 2,962 % | 3,393 % | 2,937 % | 4,472 % | 5,699 % |
| 43 | 1,603 % | 2,981 % | 3,407 % | 2,957 % | 4,470 % | 5,670 % |
| 44 | 1,632 % | 3,000 % | 3,421 % | 2,977 % | 4,468 % | 5,641 % |
| 45 | 1,661 % | 3,018 % | 3,434 % | 2,997 % | 4,466 % | 5,614 % |
| 46 | 1,688 % | 3,036 % | 3,446 % | 3,016 % | 4,464 % | 5,588 % |
| 47 | 1,715 % | 3,054 % | 3,458 % | 3,035 % | 4,463 % | 5,562 % |
| 48 | 1,741 % | 3,072 % | 3,470 % | 3,053 % | 4,461 % | 5,538 % |
| 49 | 1,766 % | 3,089 % | 3,481 % | 3,071 % | 4,459 % | 5,514 % |
| 50 | 1,790 % | 3,106 % | 3,492 % | 3,088 % | 4,457 % | 5,492 % |
| 51 | 1,813 % | 3,122 % | 3,502 % | 3,105 % | 4,456 % | 5,470 % |
| 52 | 1,836 % | 3,138 % | 3,512 % | 3,121 % | 4,454 % | 5,449 % |
| 53 | 1,858 % | 3,153 % | 3,522 % | 3,137 % | 4,452 % | 5,429 % |
| 54 | 1,879 % | 3,169 % | 3,531 % | 3,153 % | 4,451 % | 5,409 % |
| 55 | 1,900 % | 3,183 % | 3,541 % | 3,168 % | 4,449 % | 5,390 % |
| 56 | 1,919 % | 3,198 % | 3,549 % | 3,183 % | 4,448 % | 5,372 % |
| 57 | 1,939 % | 3,212 % | 3,558 % | 3,197 % | 4,446 % | 5,354 % |
| 58 | 1,957 % | 3,225 % | 3,566 % | 3,211 % | 4,445 % | 5,337 % |
| 59 | 1,975 % | 3,239 % | 3,574 % | 3,225 % | 4,443 % | 5,320 % |
| 60 | 1,993 % | 3,251 % | 3,582 % | 3,238 % | 4,442 % | 5,304 % |
| 61 | 2,010 % | 3,264 % | 3,589 % | 3,251 % | 4,441 % | 5,289 % |
| 62 | 2,026 % | 3,276 % | 3,597 % | 3,263 % | 4,439 % | 5,273 % |
| 63 | 2,042 % | 3,288 % | 3,604 % | 3,275 % | 4,438 % | 5,259 % |
| 64 | 2,058 % | 3,300 % | 3,610 % | 3,287 % | 4,437 % | 5,245 % |
| 65 | 2,073 % | 3,311 % | 3,617 % | 3,298 % | 4,436 % | 5,231 % |
| 66 | 2,087 % | 3,322 % | 3,624 % | 3,309 % | 4,434 % | 5,218 % |
| 67 | 2,101 % | 3,332 % | 3,630 % | 3,320 % | 4,433 % | 5,205 % |
| 68 | 2,115 % | 3,343 % | 3,636 % | 3,331 % | 4,432 % | 5,192 % |
| 69 | 2,129 % | 3,353 % | 3,642 % | 3,341 % | 4,431 % | 5,180 % |
| 70 | 2,142 % | 3,362 % | 3,648 % | 3,351 % | 4,430 % | 5,168 % |
| 71 | 2,154 % | 3,372 % | 3,653 % | 3,360 % | 4,429 % | 5,157 % |
| 72 | 2,167 % | 3,381 % | 3,659 % | 3,370 % | 4,428 % | 5,145 % |
| 73 | 2,179 % | 3,390 % | 3,664 % | 3,379 % | 4,427 % | 5,134 % |
| 74 | 2,190 % | 3,399 % | 3,669 % | 3,388 % | 4,426 % | 5,124 % |
| 75 | 2,202 % | 3,408 % | 3,674 % | 3,397 % | 4,425 % | 5,114 % |
| 76 | 2,213 % | 3,416 % | 3,679 % | 3,405 % | 4,424 % | 5,103 % |
| 77 | 2,224 % | 3,424 % | 3,684 % | 3,413 % | 4,423 % | 5,094 % |
| 78 | 2,234 % | 3,432 % | 3,688 % | 3,421 % | 4,422 % | 5,084 % |
| 79 | 2,244 % | 3,440 % | 3,693 % | 3,429 % | 4,421 % | 5,075 % |
| 80 | 2,254 % | 3,447 % | 3,697 % | 3,437 % | 4,420 % | 5,066 % |
| 81 | 2,264 % | 3,455 % | 3,702 % | 3,445 % | 4,420 % | 5,057 % |
| 82 | 2,274 % | 3,462 % | 3,706 % | 3,452 % | 4,419 % | 5,048 % |
| 83 | 2,283 % | 3,469 % | 3,710 % | 3,459 % | 4,418 % | 5,040 % |
| 84 | 2,292 % | 3,476 % | 3,714 % | 3,466 % | 4,417 % | 5,032 % |
| 85 | 2,301 % | 3,482 % | 3,718 % | 3,473 % | 4,416 % | 5,024 % |
| 86 | 2,310 % | 3,489 % | 3,722 % | 3,480 % | 4,416 % | 5,016 % |
| 87 | 2,318 % | 3,495 % | 3,726 % | 3,486 % | 4,415 % | 5,008 % |
| 88 | 2,326 % | 3,502 % | 3,729 % | 3,492 % | 4,414 % | 5,001 % |
| 89 | 2,334 % | 3,508 % | 3,733 % | 3,499 % | 4,413 % | 4,993 % |
| 90 | 2,342 % | 3,514 % | 3,736 % | 3,505 % | 4,413 % | 4,986 % |
| 91 | 2,350 % | 3,520 % | 3,740 % | 3,511 % | 4,412 % | 4,979 % |
| 92 | 2,358 % | 3,525 % | 3,743 % | 3,517 % | 4,411 % | 4,972 % |
| 93 | 2,365 % | 3,531 % | 3,747 % | 3,522 % | 4,411 % | 4,965 % |
| 94 | 2,372 % | 3,537 % | 3,750 % | 3,528 % | 4,410 % | 4,959 % |
| 95 | 2,379 % | 3,542 % | 3,753 % | 3,533 % | 4,409 % | 4,952 % |
| 96 | 2,386 % | 3,547 % | 3,756 % | 3,539 % | 4,409 % | 4,946 % |
| 97 | 2,393 % | 3,552 % | 3,759 % | 3,544 % | 4,408 % | 4,940 % |
| 98 | 2,400 % | 3,557 % | 3,762 % | 3,549 % | 4,408 % | 4,934 % |
| 99 | 2,406 % | 3,562 % | 3,765 % | 3,554 % | 4,407 % | 4,928 % |
| 100 | 2,413 % | 3,567 % | 3,768 % | 3,559 % | 4,407 % | 4,922 % |
| 101 | 2,419 % | 3,572 % | 3,771 % | 3,564 % | 4,406 % | 4,917 % |
| 102 | 2,425 % | 3,577 % | 3,773 % | 3,569 % | 4,405 % | 4,911 % |
| 103 | 2,431 % | 3,581 % | 3,776 % | 3,573 % | 4,405 % | 4,906 % |
| 104 | 2,437 % | 3,586 % | 3,779 % | 3,578 % | 4,404 % | 4,900 % |
| 105 | 2,443 % | 3,590 % | 3,781 % | 3,582 % | 4,404 % | 4,895 % |
| 106 | 2,449 % | 3,595 % | 3,784 % | 3,587 % | 4,403 % | 4,890 % |
| 107 | 2,454 % | 3,599 % | 3,786 % | 3,591 % | 4,403 % | 4,885 % |
| 108 | 2,460 % | 3,603 % | 3,789 % | 3,595 % | 4,402 % | 4,880 % |
| 109 | 2,465 % | 3,607 % | 3,791 % | 3,600 % | 4,402 % | 4,875 % |
| 110 | 2,471 % | 3,611 % | 3,793 % | 3,604 % | 4,401 % | 4,870 % |
| 111 | 2,476 % | 3,615 % | 3,796 % | 3,608 % | 4,401 % | 4,865 % |
| 112 | 2,481 % | 3,619 % | 3,798 % | 3,612 % | 4,400 % | 4,861 % |
| 113 | 2,486 % | 3,623 % | 3,800 % | 3,615 % | 4,400 % | 4,856 % |
| 114 | 2,491 % | 3,626 % | 3,802 % | 3,619 % | 4,400 % | 4,852 % |
| 115 | 2,496 % | 3,630 % | 3,804 % | 3,623 % | 4,399 % | 4,847 % |
| 116 | 2,500 % | 3,634 % | 3,807 % | 3,627 % | 4,399 % | 4,843 % |
| 117 | 2,505 % | 3,637 % | 3,809 % | 3,630 % | 4,398 % | 4,839 % |
| 118 | 2,510 % | 3,641 % | 3,811 % | 3,634 % | 4,398 % | 4,835 % |
| 119 | 2,514 % | 3,644 % | 3,813 % | 3,637 % | 4,398 % | 4,831 % |
| 120 | 2,519 % | 3,648 % | 3,815 % | 3,641 % | 4,397 % | 4,827 % |
| 121 | 2,523 % | 3,651 % | 3,817 % | 3,644 % | 4,397 % | 4,823 % |
| 122 | 2,527 % | 3,654 % | 3,819 % | 3,647 % | 4,396 % | 4,819 % |
| 123 | 2,532 % | 3,657 % | 3,820 % | 3,651 % | 4,396 % | 4,815 % |
| 124 | 2,536 % | 3,661 % | 3,822 % | 3,654 % | 4,396 % | 4,811 % |
| 125 | 2,540 % | 3,664 % | 3,824 % | 3,657 % | 4,395 % | 4,808 % |
| 126 | 2,544 % | 3,667 % | 3,826 % | 3,660 % | 4,395 % | 4,804 % |
| 127 | 2,548 % | 3,670 % | 3,828 % | 3,663 % | 4,395 % | 4,800 % |
| 128 | 2,552 % | 3,673 % | 3,829 % | 3,666 % | 4,394 % | 4,797 % |
| 129 | 2,556 % | 3,676 % | 3,831 % | 3,669 % | 4,394 % | 4,793 % |
| 130 | 2,560 % | 3,678 % | 3,833 % | 3,672 % | 4,394 % | 4,790 % |
| 131 | 2,563 % | 3,681 % | 3,834 % | 3,675 % | 4,393 % | 4,787 % |
| 132 | 2,567 % | 3,684 % | 3,836 % | 3,678 % | 4,393 % | 4,783 % |
| 133 | 2,571 % | 3,687 % | 3,838 % | 3,681 % | 4,393 % | 4,780 % |
| 134 | 2,574 % | 3,690 % | 3,839 % | 3,683 % | 4,392 % | 4,777 % |
| 135 | 2,578 % | 3,692 % | 3,841 % | 3,686 % | 4,392 % | 4,774 % |
| 136 | 2,581 % | 3,695 % | 3,842 % | 3,689 % | 4,392 % | 4,770 % |
| 137 | 2,585 % | 3,697 % | 3,844 % | 3,691 % | 4,391 % | 4,767 % |
| 138 | 2,588 % | 3,700 % | 3,845 % | 3,694 % | 4,391 % | 4,764 % |
| 139 | 2,591 % | 3,702 % | 3,847 % | 3,697 % | 4,391 % | 4,761 % |
| 140 | 2,594 % | 3,705 % | 3,848 % | 3,699 % | 4,390 % | 4,758 % |
| 141 | 2,598 % | 3,707 % | 3,850 % | 3,702 % | 4,390 % | 4,756 % |
| 142 | 2,601 % | 3,710 % | 3,851 % | 3,704 % | 4,390 % | 4,753 % |
| 143 | 2,604 % | 3,712 % | 3,853 % | 3,706 % | 4,390 % | 4,750 % |
| 144 | 2,607 % | 3,715 % | 3,854 % | 3,709 % | 4,389 % | 4,747 % |
| 145 | 2,610 % | 3,717 % | 3,855 % | 3,711 % | 4,389 % | 4,744 % |
| 146 | 2,613 % | 3,719 % | 3,857 % | 3,713 % | 4,389 % | 4,742 % |
| 147 | 2,616 % | 3,721 % | 3,858 % | 3,716 % | 4,388 % | 4,739 % |
| 148 | 2,619 % | 3,724 % | 3,859 % | 3,718 % | 4,388 % | 4,736 % |
| 149 | 2,622 % | 3,726 % | 3,860 % | 3,720 % | 4,388 % | 4,734 % |
| 150 | 2,625 % | 3,728 % | 3,862 % | 3,722 % | 4,388 % | 4,731 % |
| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 2,351 % | 7,533 % | 8,048 % | 0,382 % | 1,843 % | 7,088 % |
| 2 | 2,568 % | 7,680 % | 7,858 % | 0,465 % | 1,917 % | 7,362 % |
| 3 | 2,685 % | 7,803 % | 7,772 % | 0,539 % | 2,027 % | 7,563 % |
| 4 | 2,739 % | 7,887 % | 7,796 % | 0,596 % | 2,153 % | 7,703 % |
| 5 | 2,797 % | 7,945 % | 7,842 % | 0,639 % | 2,283 % | 7,911 % |
| 6 | 2,826 % | 7,984 % | 7,906 % | 0,673 % | 2,412 % | 8,071 % |
| 7 | 2,837 % | 8,011 % | 7,988 % | 0,696 % | 2,535 % | 8,231 % |
| 8 | 2,845 % | 8,033 % | 8,081 % | 0,727 % | 2,645 % | 8,384 % |
| 9 | 2,859 % | 8,047 % | 8,176 % | 0,766 % | 2,752 % | 8,506 % |
| 10 | 2,882 % | 8,056 % | 8,262 % | 0,804 % | 2,836 % | 8,594 % |
| 11 | 2,913 % | 8,044 % | 8,334 % | 0,862 % | 2,906 % | 8,691 % |
| 12 | 2,940 % | 8,015 % | 8,397 % | 0,937 % | 2,969 % | 8,787 % |
| 13 | 2,953 % | 7,975 % | 8,453 % | 1,021 % | 3,025 % | 8,866 % |
| 14 | 2,960 % | 7,925 % | 8,505 % | 1,110 % | 3,074 % | 8,921 % |
| 15 | 2,967 % | 7,871 % | 8,556 % | 1,200 % | 3,116 % | 8,950 % |
| 16 | 2,978 % | 7,812 % | 8,606 % | 1,290 % | 3,152 % | 8,953 % |
| 17 | 2,994 % | 7,751 % | 8,652 % | 1,379 % | 3,182 % | 8,933 % |
| 18 | 3,012 % | 7,689 % | 8,688 % | 1,466 % | 3,209 % | 8,897 % |
| 19 | 3,032 % | 7,627 % | 8,710 % | 1,550 % | 3,234 % | 8,848 % |
| 20 | 3,054 % | 7,565 % | 8,714 % | 1,631 % | 3,257 % | 8,789 % |
| 21 | 3,076 % | 7,504 % | 8,700 % | 1,708 % | 3,279 % | 8,724 % |
| 22 | 3,098 % | 7,444 % | 8,668 % | 1,783 % | 3,300 % | 8,654 % |
| 23 | 3,121 % | 7,386 % | 8,624 % | 1,854 % | 3,321 % | 8,580 % |
| 24 | 3,143 % | 7,329 % | 8,571 % | 1,922 % | 3,341 % | 8,505 % |
| 25 | 3,165 % | 7,274 % | 8,510 % | 1,987 % | 3,360 % | 8,429 % |
| 26 | 3,187 % | 7,221 % | 8,444 % | 2,049 % | 3,379 % | 8,353 % |
| 27 | 3,208 % | 7,169 % | 8,374 % | 2,108 % | 3,396 % | 8,277 % |
| 28 | 3,229 % | 7,119 % | 8,302 % | 2,164 % | 3,413 % | 8,203 % |
| 29 | 3,249 % | 7,071 % | 8,229 % | 2,218 % | 3,430 % | 8,130 % |
| 30 | 3,268 % | 7,025 % | 8,156 % | 2,269 % | 3,446 % | 8,059 % |
| 31 | 3,287 % | 6,981 % | 8,083 % | 2,318 % | 3,461 % | 7,990 % |
| 32 | 3,306 % | 6,939 % | 8,011 % | 2,365 % | 3,475 % | 7,922 % |
| 33 | 3,323 % | 6,898 % | 7,940 % | 2,409 % | 3,489 % | 7,857 % |
| 34 | 3,341 % | 6,859 % | 7,871 % | 2,452 % | 3,503 % | 7,795 % |
| 35 | 3,357 % | 6,821 % | 7,804 % | 2,493 % | 3,516 % | 7,734 % |
| 36 | 3,373 % | 6,785 % | 7,738 % | 2,531 % | 3,528 % | 7,675 % |
| 37 | 3,388 % | 6,750 % | 7,675 % | 2,569 % | 3,540 % | 7,619 % |
| 38 | 3,403 % | 6,717 % | 7,613 % | 2,604 % | 3,551 % | 7,565 % |
| 39 | 3,418 % | 6,685 % | 7,554 % | 2,638 % | 3,562 % | 7,513 % |
| 40 | 3,431 % | 6,654 % | 7,496 % | 2,671 % | 3,573 % | 7,463 % |
| 41 | 3,445 % | 6,624 % | 7,441 % | 2,703 % | 3,583 % | 7,414 % |
| 42 | 3,458 % | 6,596 % | 7,388 % | 2,733 % | 3,593 % | 7,368 % |
| 43 | 3,470 % | 6,569 % | 7,336 % | 2,761 % | 3,603 % | 7,323 % |
| 44 | 3,482 % | 6,543 % | 7,287 % | 2,789 % | 3,612 % | 7,280 % |
| 45 | 3,493 % | 6,517 % | 7,239 % | 2,816 % | 3,621 % | 7,239 % |
| 46 | 3,505 % | 6,493 % | 7,193 % | 2,841 % | 3,629 % | 7,199 % |
| 47 | 3,515 % | 6,470 % | 7,149 % | 2,866 % | 3,637 % | 7,161 % |
| 48 | 3,526 % | 6,447 % | 7,106 % | 2,890 % | 3,645 % | 7,124 % |
| 49 | 3,536 % | 6,425 % | 7,065 % | 2,913 % | 3,653 % | 7,089 % |
| 50 | 3,545 % | 6,405 % | 7,025 % | 2,935 % | 3,660 % | 7,055 % |
| 51 | 3,555 % | 6,384 % | 6,987 % | 2,956 % | 3,668 % | 7,022 % |
| 52 | 3,564 % | 6,365 % | 6,950 % | 2,976 % | 3,675 % | 6,990 % |
| 53 | 3,573 % | 6,346 % | 6,915 % | 2,996 % | 3,681 % | 6,959 % |
| 54 | 3,581 % | 6,328 % | 6,880 % | 3,015 % | 3,688 % | 6,930 % |
| 55 | 3,589 % | 6,311 % | 6,847 % | 3,033 % | 3,694 % | 6,901 % |
| 56 | 3,597 % | 6,294 % | 6,815 % | 3,051 % | 3,700 % | 6,874 % |
| 57 | 3,605 % | 6,277 % | 6,784 % | 3,068 % | 3,706 % | 6,847 % |
| 58 | 3,612 % | 6,261 % | 6,754 % | 3,085 % | 3,712 % | 6,822 % |
| 59 | 3,619 % | 6,246 % | 6,726 % | 3,101 % | 3,717 % | 6,797 % |
| 60 | 3,626 % | 6,231 % | 6,698 % | 3,117 % | 3,723 % | 6,773 % |
| 61 | 3,633 % | 6,217 % | 6,671 % | 3,132 % | 3,728 % | 6,749 % |
| 62 | 3,640 % | 6,203 % | 6,644 % | 3,146 % | 3,733 % | 6,727 % |
| 63 | 3,646 % | 6,190 % | 6,619 % | 3,160 % | 3,738 % | 6,705 % |
| 64 | 3,652 % | 6,177 % | 6,594 % | 3,174 % | 3,742 % | 6,684 % |
| 65 | 3,658 % | 6,164 % | 6,570 % | 3,187 % | 3,747 % | 6,663 % |
| 66 | 3,664 % | 6,152 % | 6,547 % | 3,200 % | 3,751 % | 6,643 % |
| 67 | 3,670 % | 6,140 % | 6,525 % | 3,213 % | 3,756 % | 6,624 % |
| 68 | 3,675 % | 6,128 % | 6,503 % | 3,225 % | 3,760 % | 6,605 % |
| 69 | 3,681 % | 6,117 % | 6,482 % | 3,237 % | 3,764 % | 6,587 % |
| 70 | 3,686 % | 6,106 % | 6,461 % | 3,249 % | 3,768 % | 6,569 % |
| 71 | 3,691 % | 6,095 % | 6,441 % | 3,260 % | 3,772 % | 6,552 % |
| 72 | 3,696 % | 6,085 % | 6,422 % | 3,271 % | 3,776 % | 6,535 % |
| 73 | 3,701 % | 6,075 % | 6,403 % | 3,281 % | 3,780 % | 6,519 % |
| 74 | 3,705 % | 6,065 % | 6,385 % | 3,292 % | 3,783 % | 6,503 % |
| 75 | 3,710 % | 6,056 % | 6,367 % | 3,302 % | 3,787 % | 6,487 % |
| 76 | 3,714 % | 6,046 % | 6,349 % | 3,311 % | 3,790 % | 6,472 % |
| 77 | 3,719 % | 6,037 % | 6,332 % | 3,321 % | 3,794 % | 6,458 % |
| 78 | 3,723 % | 6,028 % | 6,316 % | 3,330 % | 3,797 % | 6,443 % |
| 79 | 3,727 % | 6,020 % | 6,300 % | 3,339 % | 3,800 % | 6,430 % |
| 80 | 3,731 % | 6,011 % | 6,284 % | 3,348 % | 3,803 % | 6,416 % |
| 81 | 3,735 % | 6,003 % | 6,269 % | 3,357 % | 3,806 % | 6,403 % |
| 82 | 3,739 % | 5,995 % | 6,254 % | 3,365 % | 3,809 % | 6,390 % |
| 83 | 3,742 % | 5,987 % | 6,239 % | 3,373 % | 3,812 % | 6,377 % |
| 84 | 3,746 % | 5,980 % | 6,225 % | 3,381 % | 3,815 % | 6,365 % |
| 85 | 3,750 % | 5,972 % | 6,211 % | 3,389 % | 3,817 % | 6,353 % |
| 86 | 3,753 % | 5,965 % | 6,198 % | 3,397 % | 3,820 % | 6,341 % |
| 87 | 3,757 % | 5,958 % | 6,184 % | 3,404 % | 3,823 % | 6,330 % |
| 88 | 3,760 % | 5,951 % | 6,171 % | 3,412 % | 3,825 % | 6,319 % |
| 89 | 3,763 % | 5,944 % | 6,159 % | 3,419 % | 3,828 % | 6,308 % |
| 90 | 3,766 % | 5,938 % | 6,146 % | 3,426 % | 3,830 % | 6,297 % |
| 91 | 3,769 % | 5,931 % | 6,134 % | 3,433 % | 3,833 % | 6,287 % |
| 92 | 3,772 % | 5,925 % | 6,122 % | 3,439 % | 3,835 % | 6,276 % |
| 93 | 3,775 % | 5,919 % | 6,111 % | 3,446 % | 3,837 % | 6,266 % |
| 94 | 3,778 % | 5,913 % | 6,099 % | 3,452 % | 3,840 % | 6,257 % |
| 95 | 3,781 % | 5,907 % | 6,088 % | 3,458 % | 3,842 % | 6,247 % |
| 96 | 3,784 % | 5,901 % | 6,077 % | 3,465 % | 3,844 % | 6,238 % |
| 97 | 3,787 % | 5,895 % | 6,067 % | 3,471 % | 3,846 % | 6,228 % |
| 98 | 3,789 % | 5,890 % | 6,056 % | 3,477 % | 3,848 % | 6,219 % |
| 99 | 3,792 % | 5,884 % | 6,046 % | 3,482 % | 3,850 % | 6,211 % |
| 100 | 3,795 % | 5,879 % | 6,036 % | 3,488 % | 3,852 % | 6,202 % |
| 101 | 3,797 % | 5,874 % | 6,026 % | 3,494 % | 3,854 % | 6,194 % |
| 102 | 3,800 % | 5,868 % | 6,017 % | 3,499 % | 3,856 % | 6,185 % |
| 103 | 3,802 % | 5,863 % | 6,007 % | 3,504 % | 3,858 % | 6,177 % |
| 104 | 3,804 % | 5,858 % | 5,998 % | 3,510 % | 3,860 % | 6,169 % |
| 105 | 3,807 % | 5,854 % | 5,989 % | 3,515 % | 3,862 % | 6,161 % |
| 106 | 3,809 % | 5,849 % | 5,980 % | 3,520 % | 3,863 % | 6,154 % |
| 107 | 3,811 % | 5,844 % | 5,971 % | 3,525 % | 3,865 % | 6,146 % |
| 108 | 3,813 % | 5,840 % | 5,963 % | 3,530 % | 3,867 % | 6,139 % |
| 109 | 3,816 % | 5,835 % | 5,954 % | 3,534 % | 3,869 % | 6,131 % |
| 110 | 3,818 % | 5,831 % | 5,946 % | 3,539 % | 3,870 % | 6,124 % |
| 111 | 3,820 % | 5,826 % | 5,938 % | 3,544 % | 3,872 % | 6,117 % |
| 112 | 3,822 % | 5,822 % | 5,930 % | 3,548 % | 3,873 % | 6,110 % |
| 113 | 3,824 % | 5,818 % | 5,922 % | 3,552 % | 3,875 % | 6,104 % |
| 114 | 3,826 % | 5,814 % | 5,915 % | 3,557 % | 3,876 % | 6,097 % |
| 115 | 3,828 % | 5,810 % | 5,907 % | 3,561 % | 3,878 % | 6,090 % |
| 116 | 3,830 % | 5,806 % | 5,900 % | 3,565 % | 3,879 % | 6,084 % |
| 117 | 3,832 % | 5,802 % | 5,892 % | 3,569 % | 3,881 % | 6,078 % |
| 118 | 3,833 % | 5,798 % | 5,885 % | 3,574 % | 3,882 % | 6,072 % |
| 119 | 3,835 % | 5,794 % | 5,878 % | 3,578 % | 3,884 % | 6,066 % |
| 120 | 3,837 % | 5,791 % | 5,871 % | 3,581 % | 3,885 % | 6,060 % |
| 121 | 3,839 % | 5,787 % | 5,864 % | 3,585 % | 3,886 % | 6,054 % |
| 122 | 3,841 % | 5,783 % | 5,858 % | 3,589 % | 3,888 % | 6,048 % |
| 123 | 3,842 % | 5,780 % | 5,851 % | 3,593 % | 3,889 % | 6,042 % |
| 124 | 3,844 % | 5,776 % | 5,845 % | 3,597 % | 3,890 % | 6,037 % |
| 125 | 3,846 % | 5,773 % | 5,838 % | 3,600 % | 3,892 % | 6,031 % |
| 126 | 3,847 % | 5,770 % | 5,832 % | 3,604 % | 3,893 % | 6,026 % |
| 127 | 3,849 % | 5,766 % | 5,826 % | 3,607 % | 3,894 % | 6,020 % |
| 128 | 3,850 % | 5,763 % | 5,820 % | 3,611 % | 3,895 % | 6,015 % |
| 129 | 3,852 % | 5,760 % | 5,814 % | 3,614 % | 3,897 % | 6,010 % |
| 130 | 3,853 % | 5,757 % | 5,808 % | 3,617 % | 3,898 % | 6,005 % |
| 131 | 3,855 % | 5,753 % | 5,802 % | 3,621 % | 3,899 % | 6,000 % |
| 132 | 3,856 % | 5,750 % | 5,796 % | 3,624 % | 3,900 % | 5,995 % |
| 133 | 3,858 % | 5,747 % | 5,791 % | 3,627 % | 3,901 % | 5,990 % |
| 134 | 3,859 % | 5,744 % | 5,785 % | 3,630 % | 3,902 % | 5,985 % |
| 135 | 3,861 % | 5,741 % | 5,780 % | 3,633 % | 3,903 % | 5,980 % |
| 136 | 3,862 % | 5,739 % | 5,774 % | 3,636 % | 3,905 % | 5,976 % |
| 137 | 3,863 % | 5,736 % | 5,769 % | 3,639 % | 3,906 % | 5,971 % |
| 138 | 3,865 % | 5,733 % | 5,764 % | 3,642 % | 3,907 % | 5,967 % |
| 139 | 3,866 % | 5,730 % | 5,759 % | 3,645 % | 3,908 % | 5,962 % |
| 140 | 3,867 % | 5,727 % | 5,753 % | 3,648 % | 3,909 % | 5,958 % |
| 141 | 3,869 % | 5,725 % | 5,748 % | 3,651 % | 3,910 % | 5,954 % |
| 142 | 3,870 % | 5,722 % | 5,744 % | 3,654 % | 3,911 % | 5,949 % |
| 143 | 3,871 % | 5,720 % | 5,739 % | 3,657 % | 3,912 % | 5,945 % |
| 144 | 3,873 % | 5,717 % | 5,734 % | 3,659 % | 3,913 % | 5,941 % |
| 145 | 3,874 % | 5,714 % | 5,729 % | 3,662 % | 3,914 % | 5,937 % |
| 146 | 3,875 % | 5,712 % | 5,724 % | 3,665 % | 3,914 % | 5,933 % |
| 147 | 3,876 % | 5,709 % | 5,720 % | 3,667 % | 3,915 % | 5,929 % |
| 148 | 3,877 % | 5,707 % | 5,715 % | 3,670 % | 3,916 % | 5,925 % |
| 149 | 3,878 % | 5,705 % | 5,711 % | 3,672 % | 3,917 % | 5,921 % |
| 150 | 3,880 % | 5,702 % | 5,706 % | 3,675 % | 3,918 % | 5,917 % |
| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 7,491 % | 2,712 % | 3,521 % | 8,590 % | 1,782 % | 1,767 % |
| 2 | 8,911 % | 2,826 % | 3,536 % | 8,966 % | 1,974 % | 1,854 % |
| 3 | 9,812 % | 2,961 % | 3,574 % | 8,906 % | 2,092 % | 1,897 % |
| 4 | 10,535 % | 3,077 % | 3,622 % | 8,882 % | 2,175 % | 1,931 % |
| 5 | 10,946 % | 3,160 % | 3,666 % | 8,846 % | 2,250 % | 1,957 % |
| 6 | 11,215 % | 3,241 % | 3,724 % | 8,821 % | 2,321 % | 1,971 % |
| 7 | 11,384 % | 3,310 % | 3,795 % | 8,797 % | 2,388 % | 1,986 % |
| 8 | 11,503 % | 3,358 % | 3,872 % | 8,785 % | 2,448 % | 2,006 % |
| 9 | 11,589 % | 3,393 % | 3,948 % | 8,772 % | 2,503 % | 2,031 % |
| 10 | 11,655 % | 3,422 % | 4,017 % | 8,744 % | 2,554 % | 2,056 % |
| 11 | 11,671 % | 3,451 % | 4,077 % | 8,691 % | 2,603 % | 2,081 % |
| 12 | 11,640 % | 3,479 % | 4,132 % | 8,618 % | 2,653 % | 2,100 % |
| 13 | 11,574 % | 3,506 % | 4,183 % | 8,532 % | 2,706 % | 2,111 % |
| 14 | 11,482 % | 3,532 % | 4,235 % | 8,438 % | 2,755 % | 2,114 % |
| 15 | 11,371 % | 3,558 % | 4,291 % | 8,337 % | 2,794 % | 2,112 % |
| 16 | 11,247 % | 3,582 % | 4,351 % | 8,233 % | 2,822 % | 2,106 % |
| 17 | 11,112 % | 3,606 % | 4,412 % | 8,127 % | 2,842 % | 2,101 % |
| 18 | 10,972 % | 3,628 % | 4,469 % | 8,021 % | 2,857 % | 2,099 % |
| 19 | 10,827 % | 3,650 % | 4,521 % | 7,915 % | 2,872 % | 2,104 % |
| 20 | 10,681 % | 3,671 % | 4,564 % | 7,812 % | 2,887 % | 2,116 % |
| 21 | 10,535 % | 3,691 % | 4,596 % | 7,710 % | 2,906 % | 2,137 % |
| 22 | 10,390 % | 3,710 % | 4,620 % | 7,611 % | 2,926 % | 2,165 % |
| 23 | 10,247 % | 3,728 % | 4,637 % | 7,515 % | 2,948 % | 2,197 % |
| 24 | 10,107 % | 3,745 % | 4,648 % | 7,422 % | 2,971 % | 2,233 % |
| 25 | 9,971 % | 3,762 % | 4,655 % | 7,332 % | 2,994 % | 2,271 % |
| 26 | 9,839 % | 3,778 % | 4,658 % | 7,246 % | 3,018 % | 2,309 % |
| 27 | 9,711 % | 3,793 % | 4,657 % | 7,162 % | 3,041 % | 2,349 % |
| 28 | 9,587 % | 3,807 % | 4,655 % | 7,082 % | 3,065 % | 2,388 % |
| 29 | 9,468 % | 3,821 % | 4,651 % | 7,005 % | 3,088 % | 2,427 % |
| 30 | 9,353 % | 3,835 % | 4,645 % | 6,932 % | 3,110 % | 2,466 % |
| 31 | 9,243 % | 3,848 % | 4,638 % | 6,861 % | 3,132 % | 2,504 % |
| 32 | 9,137 % | 3,860 % | 4,630 % | 6,793 % | 3,154 % | 2,541 % |
| 33 | 9,035 % | 3,872 % | 4,621 % | 6,728 % | 3,175 % | 2,577 % |
| 34 | 8,938 % | 3,883 % | 4,612 % | 6,666 % | 3,195 % | 2,612 % |
| 35 | 8,844 % | 3,894 % | 4,603 % | 6,607 % | 3,215 % | 2,646 % |
| 36 | 8,755 % | 3,905 % | 4,593 % | 6,550 % | 3,234 % | 2,679 % |
| 37 | 8,669 % | 3,915 % | 4,583 % | 6,495 % | 3,252 % | 2,710 % |
| 38 | 8,587 % | 3,925 % | 4,573 % | 6,443 % | 3,270 % | 2,741 % |
| 39 | 8,509 % | 3,934 % | 4,564 % | 6,393 % | 3,287 % | 2,771 % |
| 40 | 8,433 % | 3,943 % | 4,554 % | 6,345 % | 3,304 % | 2,799 % |
| 41 | 8,361 % | 3,952 % | 4,544 % | 6,298 % | 3,320 % | 2,827 % |
| 42 | 8,292 % | 3,960 % | 4,535 % | 6,254 % | 3,335 % | 2,853 % |
| 43 | 8,225 % | 3,968 % | 4,526 % | 6,212 % | 3,350 % | 2,879 % |
| 44 | 8,162 % | 3,976 % | 4,517 % | 6,171 % | 3,365 % | 2,904 % |
| 45 | 8,100 % | 3,983 % | 4,508 % | 6,132 % | 3,379 % | 2,927 % |
| 46 | 8,042 % | 3,991 % | 4,499 % | 6,094 % | 3,392 % | 2,950 % |
| 47 | 7,985 % | 3,998 % | 4,491 % | 6,058 % | 3,405 % | 2,972 % |
| 48 | 7,931 % | 4,004 % | 4,483 % | 6,023 % | 3,418 % | 2,994 % |
| 49 | 7,879 % | 4,011 % | 4,475 % | 5,990 % | 3,430 % | 3,014 % |
| 50 | 7,829 % | 4,017 % | 4,467 % | 5,957 % | 3,442 % | 3,034 % |
| 51 | 7,780 % | 4,023 % | 4,459 % | 5,926 % | 3,453 % | 3,053 % |
| 52 | 7,734 % | 4,029 % | 4,452 % | 5,896 % | 3,464 % | 3,072 % |
| 53 | 7,689 % | 4,035 % | 4,445 % | 5,867 % | 3,474 % | 3,090 % |
| 54 | 7,645 % | 4,040 % | 4,438 % | 5,840 % | 3,485 % | 3,107 % |
| 55 | 7,604 % | 4,046 % | 4,431 % | 5,813 % | 3,495 % | 3,124 % |
| 56 | 7,563 % | 4,051 % | 4,425 % | 5,787 % | 3,504 % | 3,140 % |
| 57 | 7,524 % | 4,056 % | 4,419 % | 5,762 % | 3,514 % | 3,155 % |
| 58 | 7,487 % | 4,061 % | 4,412 % | 5,737 % | 3,523 % | 3,171 % |
| 59 | 7,451 % | 4,065 % | 4,406 % | 5,714 % | 3,531 % | 3,185 % |
| 60 | 7,415 % | 4,070 % | 4,401 % | 5,691 % | 3,540 % | 3,199 % |
| 61 | 7,381 % | 4,074 % | 4,395 % | 5,669 % | 3,548 % | 3,213 % |
| 62 | 7,348 % | 4,079 % | 4,390 % | 5,648 % | 3,556 % | 3,226 % |
| 63 | 7,317 % | 4,083 % | 4,384 % | 5,627 % | 3,563 % | 3,239 % |
| 64 | 7,286 % | 4,087 % | 4,379 % | 5,607 % | 3,571 % | 3,252 % |
| 65 | 7,256 % | 4,091 % | 4,374 % | 5,588 % | 3,578 % | 3,264 % |
| 66 | 7,227 % | 4,095 % | 4,369 % | 5,569 % | 3,585 % | 3,276 % |
| 67 | 7,198 % | 4,098 % | 4,365 % | 5,551 % | 3,592 % | 3,287 % |
| 68 | 7,171 % | 4,102 % | 4,360 % | 5,533 % | 3,599 % | 3,298 % |
| 69 | 7,144 % | 4,105 % | 4,356 % | 5,516 % | 3,605 % | 3,309 % |
| 70 | 7,119 % | 4,109 % | 4,351 % | 5,499 % | 3,612 % | 3,320 % |
| 71 | 7,094 % | 4,112 % | 4,347 % | 5,483 % | 3,618 % | 3,330 % |
| 72 | 7,069 % | 4,115 % | 4,343 % | 5,467 % | 3,624 % | 3,340 % |
| 73 | 7,045 % | 4,119 % | 4,339 % | 5,452 % | 3,629 % | 3,349 % |
| 74 | 7,022 % | 4,122 % | 4,335 % | 5,437 % | 3,635 % | 3,359 % |
| 75 | 7,000 % | 4,125 % | 4,331 % | 5,423 % | 3,641 % | 3,368 % |
| 76 | 6,978 % | 4,128 % | 4,328 % | 5,408 % | 3,646 % | 3,377 % |
| 77 | 6,957 % | 4,130 % | 4,324 % | 5,395 % | 3,651 % | 3,386 % |
| 78 | 6,936 % | 4,133 % | 4,321 % | 5,381 % | 3,656 % | 3,394 % |
| 79 | 6,916 % | 4,136 % | 4,317 % | 5,368 % | 3,661 % | 3,402 % |
| 80 | 6,896 % | 4,139 % | 4,314 % | 5,355 % | 3,666 % | 3,410 % |
| 81 | 6,877 % | 4,141 % | 4,311 % | 5,343 % | 3,671 % | 3,418 % |
| 82 | 6,858 % | 4,144 % | 4,307 % | 5,331 % | 3,675 % | 3,426 % |
| 83 | 6,840 % | 4,146 % | 4,304 % | 5,319 % | 3,680 % | 3,433 % |
| 84 | 6,822 % | 4,148 % | 4,301 % | 5,307 % | 3,684 % | 3,441 % |
| 85 | 6,805 % | 4,151 % | 4,298 % | 5,296 % | 3,688 % | 3,448 % |
| 86 | 6,788 % | 4,153 % | 4,295 % | 5,285 % | 3,693 % | 3,455 % |
| 87 | 6,771 % | 4,155 % | 4,293 % | 5,274 % | 3,697 % | 3,462 % |
| 88 | 6,755 % | 4,158 % | 4,290 % | 5,264 % | 3,701 % | 3,468 % |
| 89 | 6,739 % | 4,160 % | 4,287 % | 5,253 % | 3,705 % | 3,475 % |
| 90 | 6,723 % | 4,162 % | 4,285 % | 5,243 % | 3,708 % | 3,481 % |
| 91 | 6,708 % | 4,164 % | 4,282 % | 5,233 % | 3,712 % | 3,487 % |
| 92 | 6,693 % | 4,166 % | 4,279 % | 5,224 % | 3,716 % | 3,494 % |
| 93 | 6,679 % | 4,168 % | 4,277 % | 5,214 % | 3,719 % | 3,500 % |
| 94 | 6,664 % | 4,170 % | 4,275 % | 5,205 % | 3,723 % | 3,505 % |
| 95 | 6,651 % | 4,172 % | 4,272 % | 5,196 % | 3,726 % | 3,511 % |
| 96 | 6,637 % | 4,174 % | 4,270 % | 5,187 % | 3,730 % | 3,517 % |
| 97 | 6,624 % | 4,175 % | 4,268 % | 5,178 % | 3,733 % | 3,522 % |
| 98 | 6,611 % | 4,177 % | 4,265 % | 5,170 % | 3,736 % | 3,528 % |
| 99 | 6,598 % | 4,179 % | 4,263 % | 5,162 % | 3,739 % | 3,533 % |
| 100 | 6,585 % | 4,181 % | 4,261 % | 5,154 % | 3,743 % | 3,538 % |
| 101 | 6,573 % | 4,182 % | 4,259 % | 5,146 % | 3,746 % | 3,543 % |
| 102 | 6,561 % | 4,184 % | 4,257 % | 5,138 % | 3,749 % | 3,548 % |
| 103 | 6,549 % | 4,185 % | 4,255 % | 5,130 % | 3,751 % | 3,553 % |
| 104 | 6,537 % | 4,187 % | 4,253 % | 5,123 % | 3,754 % | 3,558 % |
| 105 | 6,526 % | 4,189 % | 4,251 % | 5,115 % | 3,757 % | 3,562 % |
| 106 | 6,515 % | 4,190 % | 4,249 % | 5,108 % | 3,760 % | 3,567 % |
| 107 | 6,504 % | 4,192 % | 4,247 % | 5,101 % | 3,763 % | 3,571 % |
| 108 | 6,493 % | 4,193 % | 4,245 % | 5,094 % | 3,765 % | 3,576 % |
| 109 | 6,483 % | 4,195 % | 4,244 % | 5,087 % | 3,768 % | 3,580 % |
| 110 | 6,472 % | 4,196 % | 4,242 % | 5,080 % | 3,770 % | 3,584 % |
| 111 | 6,462 % | 4,197 % | 4,240 % | 5,074 % | 3,773 % | 3,589 % |
| 112 | 6,452 % | 4,199 % | 4,238 % | 5,067 % | 3,775 % | 3,593 % |
| 113 | 6,442 % | 4,200 % | 4,237 % | 5,061 % | 3,778 % | 3,597 % |
| 114 | 6,433 % | 4,201 % | 4,235 % | 5,055 % | 3,780 % | 3,601 % |
| 115 | 6,423 % | 4,203 % | 4,234 % | 5,048 % | 3,783 % | 3,605 % |
| 116 | 6,414 % | 4,204 % | 4,232 % | 5,042 % | 3,785 % | 3,608 % |
| 117 | 6,405 % | 4,205 % | 4,230 % | 5,036 % | 3,787 % | 3,612 % |
| 118 | 6,396 % | 4,206 % | 4,229 % | 5,031 % | 3,789 % | 3,616 % |
| 119 | 6,387 % | 4,208 % | 4,227 % | 5,025 % | 3,792 % | 3,620 % |
| 120 | 6,378 % | 4,209 % | 4,226 % | 5,019 % | 3,794 % | 3,623 % |
| 121 | 6,370 % | 4,210 % | 4,224 % | 5,014 % | 3,796 % | 3,627 % |
| 122 | 6,361 % | 4,211 % | 4,223 % | 5,008 % | 3,798 % | 3,630 % |
| 123 | 6,353 % | 4,212 % | 4,222 % | 5,003 % | 3,800 % | 3,633 % |
| 124 | 6,345 % | 4,213 % | 4,220 % | 4,998 % | 3,802 % | 3,637 % |
| 125 | 6,337 % | 4,214 % | 4,219 % | 4,992 % | 3,804 % | 3,640 % |
| 126 | 6,329 % | 4,215 % | 4,218 % | 4,987 % | 3,806 % | 3,643 % |
| 127 | 6,321 % | 4,217 % | 4,216 % | 4,982 % | 3,808 % | 3,647 % |
| 128 | 6,314 % | 4,218 % | 4,215 % | 4,977 % | 3,810 % | 3,650 % |
| 129 | 6,306 % | 4,219 % | 4,214 % | 4,972 % | 3,812 % | 3,653 % |
| 130 | 6,299 % | 4,220 % | 4,212 % | 4,968 % | 3,813 % | 3,656 % |
| 131 | 6,292 % | 4,221 % | 4,211 % | 4,963 % | 3,815 % | 3,659 % |
| 132 | 6,284 % | 4,222 % | 4,210 % | 4,958 % | 3,817 % | 3,662 % |
| 133 | 6,277 % | 4,223 % | 4,209 % | 4,954 % | 3,819 % | 3,665 % |
| 134 | 6,270 % | 4,223 % | 4,208 % | 4,949 % | 3,820 % | 3,668 % |
| 135 | 6,264 % | 4,224 % | 4,206 % | 4,945 % | 3,822 % | 3,670 % |
| 136 | 6,257 % | 4,225 % | 4,205 % | 4,940 % | 3,824 % | 3,673 % |
| 137 | 6,250 % | 4,226 % | 4,204 % | 4,936 % | 3,825 % | 3,676 % |
| 138 | 6,244 % | 4,227 % | 4,203 % | 4,932 % | 3,827 % | 3,679 % |
| 139 | 6,237 % | 4,228 % | 4,202 % | 4,927 % | 3,829 % | 3,681 % |
| 140 | 6,231 % | 4,229 % | 4,201 % | 4,923 % | 3,830 % | 3,684 % |
| 141 | 6,225 % | 4,230 % | 4,200 % | 4,919 % | 3,832 % | 3,687 % |
| 142 | 6,218 % | 4,231 % | 4,199 % | 4,915 % | 3,833 % | 3,689 % |
| 143 | 6,212 % | 4,231 % | 4,198 % | 4,911 % | 3,835 % | 3,692 % |
| 144 | 6,206 % | 4,232 % | 4,197 % | 4,907 % | 3,836 % | 3,694 % |
| 145 | 6,200 % | 4,233 % | 4,196 % | 4,904 % | 3,838 % | 3,697 % |
| 146 | 6,194 % | 4,234 % | 4,195 % | 4,900 % | 3,839 % | 3,699 % |
| 147 | 6,189 % | 4,235 % | 4,194 % | 4,896 % | 3,841 % | 3,701 % |
| 148 | 6,183 % | 4,235 % | 4,193 % | 4,892 % | 3,842 % | 3,704 % |
| 149 | 6,177 % | 4,236 % | 4,192 % | 4,889 % | 3,844 % | 3,706 % |
| 150 | 6,172 % | 4,237 % | 4,191 % | 4,885 % | 3,845 % | 3,708 % |
| Term to maturity (in years) | Turkish lira | US dollar | Yen | |||
| --- | --- | --- | --- | |||
| 1 | 29,780 % | 2,642 % | – 0,066 % | |||
| 2 | 27,665 % | 2,853 % | – 0,043 % | |||
| 3 | 26,359 % | 2,914 % | – 0,016 % | |||
| 4 | 24,110 % | 2,931 % | 0,015 % | |||
| 5 | 21,332 % | 2,935 % | 0,049 % | |||
| 6 | 20,252 % | 2,941 % | 0,086 % | |||
| 7 | 19,674 % | 2,952 % | 0,128 % | |||
| 8 | 18,507 % | 2,963 % | 0,170 % | |||
| 9 | 17,017 % | 2,976 % | 0,211 % | |||
| 10 | 15,601 % | 2,989 % | 0,254 % | |||
| 11 | 14,441 % | 3,004 % | 0,299 % | |||
| 12 | 13,502 % | 3,011 % | 0,344 % | |||
| 13 | 12,729 % | 3,018 % | 0,388 % | |||
| 14 | 12,083 % | 3,025 % | 0,432 % | |||
| 15 | 11,536 % | 3,031 % | 0,474 % | |||
| 16 | 11,069 % | 3,034 % | 0,516 % | |||
| 17 | 10,665 % | 3,037 % | 0,555 % | |||
| 18 | 10,313 % | 3,038 % | 0,593 % | |||
| 19 | 10,003 % | 3,037 % | 0,628 % | |||
| 20 | 9,730 % | 3,036 % | 0,662 % | |||
| 21 | 9,487 % | 3,033 % | 0,693 % | |||
| 22 | 9,269 % | 3,029 % | 0,722 % | |||
| 23 | 9,073 % | 3,025 % | 0,747 % | |||
| 24 | 8,896 % | 3,020 % | 0,768 % | |||
| 25 | 8,735 % | 3,015 % | 0,786 % | |||
| 26 | 8,588 % | 3,010 % | 0,800 % | |||
| 27 | 8,454 % | 3,004 % | 0,813 % | |||
| 28 | 8,331 % | 2,999 % | 0,828 % | |||
| 29 | 8,217 % | 2,994 % | 0,846 % | |||
| 30 | 8,112 % | 2,989 % | 0,869 % | |||
| 31 | 8,015 % | 2,984 % | 0,897 % | |||
| 32 | 7,925 % | 2,980 % | 0,930 % | |||
| 33 | 7,840 % | 2,975 % | 0,967 % | |||
| 34 | 7,761 % | 2,970 % | 1,006 % | |||
| 35 | 7,687 % | 2,965 % | 1,046 % | |||
| 36 | 7,618 % | 2,959 % | 1,087 % | |||
| 37 | 7,553 % | 2,952 % | 1,129 % | |||
| 38 | 7,492 % | 2,944 % | 1,170 % | |||
| 39 | 7,434 % | 2,935 % | 1,212 % | |||
| 40 | 7,379 % | 2,924 % | 1,253 % | |||
| 41 | 7,327 % | 2,912 % | 1,294 % | |||
| 42 | 7,278 % | 2,900 % | 1,333 % | |||
| 43 | 7,231 % | 2,888 % | 1,372 % | |||
| 44 | 7,187 % | 2,877 % | 1,410 % | |||
| 45 | 7,144 % | 2,867 % | 1,448 % | |||
| 46 | 7,104 % | 2,858 % | 1,484 % | |||
| 47 | 7,066 % | 2,852 % | 1,519 % | |||
| 48 | 7,029 % | 2,848 % | 1,553 % | |||
| 49 | 6,993 % | 2,846 % | 1,587 % | |||
| 50 | 6,960 % | 2,846 % | 1,619 % | |||
| 51 | 6,927 % | 2,849 % | 1,650 % | |||
| 52 | 6,896 % | 2,855 % | 1,681 % | |||
| 53 | 6,867 % | 2,862 % | 1,710 % | |||
| 54 | 6,838 % | 2,870 % | 1,739 % | |||
| 55 | 6,810 % | 2,880 % | 1,767 % | |||
| 56 | 6,784 % | 2,891 % | 1,794 % | |||
| 57 | 6,758 % | 2,902 % | 1,820 % | |||
| 58 | 6,733 % | 2,914 % | 1,845 % | |||
| 59 | 6,710 % | 2,927 % | 1,870 % | |||
| 60 | 6,687 % | 2,940 % | 1,894 % | |||
| 61 | 6,664 % | 2,953 % | 1,917 % | |||
| 62 | 6,643 % | 2,966 % | 1,939 % | |||
| 63 | 6,622 % | 2,979 % | 1,961 % | |||
| 64 | 6,602 % | 2,992 % | 1,982 % | |||
| 65 | 6,583 % | 3,005 % | 2,003 % | |||
| 66 | 6,564 % | 3,019 % | 2,023 % | |||
| 67 | 6,545 % | 3,032 % | 2,042 % | |||
| 68 | 6,528 % | 3,045 % | 2,061 % | |||
| 69 | 6,510 % | 3,057 % | 2,080 % | |||
| 70 | 6,494 % | 3,070 % | 2,097 % | |||
| 71 | 6,477 % | 3,082 % | 2,115 % | |||
| 72 | 6,462 % | 3,094 % | 2,132 % | |||
| 73 | 6,446 % | 3,106 % | 2,148 % | |||
| 74 | 6,431 % | 3,118 % | 2,164 % | |||
| 75 | 6,417 % | 3,130 % | 2,180 % | |||
| 76 | 6,403 % | 3,141 % | 2,195 % | |||
| 77 | 6,389 % | 3,152 % | 2,210 % | |||
| 78 | 6,376 % | 3,163 % | 2,225 % | |||
| 79 | 6,363 % | 3,174 % | 2,239 % | |||
| 80 | 6,350 % | 3,184 % | 2,252 % | |||
| 81 | 6,337 % | 3,194 % | 2,266 % | |||
| 82 | 6,325 % | 3,205 % | 2,279 % | |||
| 83 | 6,313 % | 3,214 % | 2,292 % | |||
| 84 | 6,302 % | 3,224 % | 2,304 % | |||
| 85 | 6,291 % | 3,233 % | 2,317 % | |||
| 86 | 6,280 % | 3,243 % | 2,329 % | |||
| 87 | 6,269 % | 3,252 % | 2,340 % | |||
| 88 | 6,258 % | 3,261 % | 2,352 % | |||
| 89 | 6,248 % | 3,269 % | 2,363 % | |||
| 90 | 6,238 % | 3,278 % | 2,374 % | |||
| 91 | 6,228 % | 3,286 % | 2,384 % | |||
| 92 | 6,219 % | 3,294 % | 2,395 % | |||
| 93 | 6,209 % | 3,302 % | 2,405 % | |||
| 94 | 6,200 % | 3,310 % | 2,415 % | |||
| 95 | 6,191 % | 3,318 % | 2,425 % | |||
| 96 | 6,182 % | 3,325 % | 2,434 % | |||
| 97 | 6,174 % | 3,333 % | 2,444 % | |||
| 98 | 6,165 % | 3,340 % | 2,453 % | |||
| 99 | 6,157 % | 3,347 % | 2,462 % | |||
| 100 | 6,149 % | 3,354 % | 2,471 % | |||
| 101 | 6,141 % | 3,361 % | 2,479 % | |||
| 102 | 6,133 % | 3,368 % | 2,488 % | |||
| 103 | 6,126 % | 3,374 % | 2,496 % | |||
| 104 | 6,118 % | 3,381 % | 2,504 % | |||
| 105 | 6,111 % | 3,387 % | 2,513 % | |||
| 106 | 6,104 % | 3,393 % | 2,520 % | |||
| 107 | 6,096 % | 3,399 % | 2,528 % | |||
| 108 | 6,090 % | 3,405 % | 2,536 % | |||
| 109 | 6,083 % | 3,411 % | 2,543 % | |||
| 110 | 6,076 % | 3,417 % | 2,550 % | |||
| 111 | 6,070 % | 3,423 % | 2,558 % | |||
| 112 | 6,063 % | 3,428 % | 2,565 % | |||
| 113 | 6,057 % | 3,434 % | 2,572 % | |||
| 114 | 6,051 % | 3,439 % | 2,578 % | |||
| 115 | 6,044 % | 3,444 % | 2,585 % | |||
| 116 | 6,038 % | 3,450 % | 2,592 % | |||
| 117 | 6,032 % | 3,455 % | 2,598 % | |||
| 118 | 6,027 % | 3,460 % | 2,604 % | |||
| 119 | 6,021 % | 3,465 % | 2,611 % | |||
| 120 | 6,015 % | 3,470 % | 2,617 % | |||
| 121 | 6,010 % | 3,474 % | 2,623 % | |||
| 122 | 6,004 % | 3,479 % | 2,629 % | |||
| 123 | 5,999 % | 3,484 % | 2,635 % | |||
| 124 | 5,994 % | 3,488 % | 2,640 % | |||
| 125 | 5,989 % | 3,493 % | 2,646 % | |||
| 126 | 5,984 % | 3,497 % | 2,652 % | |||
| 127 | 5,979 % | 3,502 % | 2,657 % | |||
| 128 | 5,974 % | 3,506 % | 2,662 % | |||
| 129 | 5,969 % | 3,510 % | 2,668 % | |||
| 130 | 5,964 % | 3,514 % | 2,673 % | |||
| 131 | 5,959 % | 3,518 % | 2,678 % | |||
| 132 | 5,955 % | 3,522 % | 2,683 % | |||
| 133 | 5,950 % | 3,526 % | 2,688 % | |||
| 134 | 5,946 % | 3,530 % | 2,693 % | |||
| 135 | 5,941 % | 3,534 % | 2,698 % | |||
| 136 | 5,937 % | 3,538 % | 2,703 % | |||
| 137 | 5,933 % | 3,541 % | 2,708 % | |||
| 138 | 5,928 % | 3,545 % | 2,712 % | |||
| 139 | 5,924 % | 3,549 % | 2,717 % | |||
| 140 | 5,920 % | 3,552 % | 2,721 % | |||
| 141 | 5,916 % | 3,556 % | 2,726 % | |||
| 142 | 5,912 % | 3,559 % | 2,730 % | |||
| 143 | 5,908 % | 3,563 % | 2,734 % | |||
| 144 | 5,904 % | 3,566 % | 2,739 % | |||
| 145 | 5,900 % | 3,569 % | 2,743 % | |||
| 146 | 5,897 % | 3,573 % | 2,747 % | |||
| 147 | 5,893 % | 3,576 % | 2,751 % | |||
| 148 | 5,889 % | 3,579 % | 2,755 % | |||
| 149 | 5,886 % | 3,582 % | 2,759 % | |||
| 150 | 5,882 % | 3,585 % | 2,763 % |
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 | 40 | 5 | 0 | 43 | 1 |
| 3 | 0 | 1 | 46 | 5 | 2 | 49 | 0 |
| 4 | 0 | 3 | 49 | 5 | 4 | 50 | 0 |
| 5 | 0 | 4 | 53 | 5 | 5 | 53 | 0 |
| 6 | 1 | 5 | 56 | 5 | 7 | 55 | 0 |
| 7 | 2 | 6 | 59 | 5 | 9 | 56 | 0 |
| 8 | 3 | 7 | 61 | 5 | 12 | 55 | 0 |
| 9 | 3 | 8 | 63 | 5 | 13 | 52 | 0 |
| 10 | 4 | 8 | 65 | 5 | 14 | 52 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 411 | 4 | 17 |
| 2 | 0 | 0 | 0 | 0 | 253 | 4 | 24 |
| 3 | 1 | 0 | 0 | 0 | 224 | 4 | 26 |
| 4 | 3 | 0 | 0 | 0 | 194 | 4 | 27 |
| 5 | 4 | 0 | 0 | 0 | 177 | 4 | 29 |
| 6 | 5 | 0 | 0 | 0 | 174 | 4 | 30 |
| 7 | 6 | 0 | 0 | 0 | 171 | 4 | 31 |
| 8 | 7 | 0 | 1 | 0 | 175 | 2 | 32 |
| 9 | 8 | 1 | 2 | 0 | 177 | 1 | 32 |
| 10 | 8 | 1 | 3 | 0 | 179 | 4 | 32 |
| 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 | 15 | 0 | 26 | 0 | 4 |
| 4 | 20 | 17 | 17 | 0 | 27 | 0 | 4 |
| 5 | 22 | 19 | 19 | 0 | 29 | 0 | 4 |
| 6 | 24 | 20 | 21 | 0 | 30 | 0 | 4 |
| 7 | 25 | 22 | 22 | 0 | 31 | 0 | 4 |
| 8 | 27 | 23 | 24 | 1 | 32 | 0 | 4 |
| 9 | 28 | 24 | 25 | 2 | 32 | 0 | 4 |
| 10 | 29 | 25 | 25 | 3 | 32 | 0 | 4 |
| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 26 | 9 | 13 | 20 | 5 | 0 | 0 |
| 2 | 43 | 18 | 17 | 23 | 12 | 0 | 0 |
| 3 | 49 | 20 | 19 | 27 | 15 | 0 | 0 |
| 4 | 50 | 21 | 20 | 32 | 17 | 0 | 0 |
| 5 | 53 | 23 | 22 | 35 | 19 | 0 | 0 |
| 6 | 55 | 24 | 23 | 38 | 21 | 0 | 0 |
| 7 | 56 | 26 | 25 | 40 | 22 | 0 | 0 |
| 8 | 55 | 27 | 26 | 41 | 24 | 0 | 0 |
| 9 | 52 | 29 | 26 | 42 | 25 | 0 | 0 |
| 10 | 52 | 26 | 26 | 42 | 25 | 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 | 10 | 0 | 0 | 9 |
| 2 | 0 | 18 | 0 | 10 | 0 | 0 | 9 |
| 3 | 1 | 30 | 0 | 10 | 0 | 0 | 9 |
| 4 | 2 | 38 | 0 | 10 | 0 | 0 | 10 |
| 5 | 2 | 39 | 0 | 10 | 0 | 0 | 10 |
| 6 | 3 | 43 | 0 | 10 | 0 | 0 | 10 |
| 7 | 3 | 45 | 0 | 10 | 0 | 0 | 10 |
| 8 | 7 | 43 | 0 | 10 | 0 | 0 | 10 |
| 9 | 5 | 40 | 0 | 10 | 1 | 0 | 10 |
| 10 | 5 | 42 | 0 | 10 | 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 | 8 | 16 | 0 | 4 |
| 8 | 0 | 12 | 0 | 9 | 16 | 0 | 4 |
| 9 | 0 | 18 | 0 | 9 | 16 | 0 | 4 |
| 10 | 0 | 18 | 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 | 123 | 237 | 568 | 1 182 |
| 2 | 6 | 21 | 46 | 123 | 237 | 568 | 971 |
| 3 | 7 | 23 | 47 | 116 | 233 | 565 | 805 |
| 4 | 8 | 25 | 50 | 118 | 232 | 563 | 675 |
| 5 | 10 | 28 | 55 | 120 | 232 | 563 | 572 |
| 6 | 11 | 30 | 58 | 125 | 232 | 563 | 563 |
| 7 | 12 | 33 | 60 | 128 | 232 | 563 | 563 |
| 8 | 12 | 33 | 60 | 126 | 232 | 563 | 563 |
| 9 | 12 | 34 | 60 | 125 | 232 | 563 | 563 |
| 10 | 13 | 35 | 60 | 125 | 232 | 563 | 563 |
| 11 | 13 | 36 | 60 | 125 | 232 | 563 | 563 |
| 12 | 14 | 37 | 60 | 125 | 232 | 563 | 563 |
| 13 | 14 | 38 | 60 | 125 | 232 | 563 | 563 |
| 14 | 14 | 38 | 60 | 125 | 232 | 563 | 563 |
| 15 | 14 | 38 | 60 | 125 | 232 | 563 | 563 |
| 16 | 14 | 38 | 60 | 125 | 232 | 563 | 563 |
| 17 | 14 | 38 | 60 | 125 | 232 | 563 | 563 |
| 18 | 14 | 38 | 60 | 125 | 232 | 563 | 563 |
| 19 | 14 | 38 | 60 | 125 | 232 | 563 | 563 |
| 20 | 15 | 38 | 60 | 125 | 232 | 563 | 563 |
| 21 | 15 | 38 | 60 | 125 | 232 | 563 | 563 |
| 22 | 16 | 38 | 60 | 125 | 232 | 563 | 563 |
| 23 | 17 | 38 | 60 | 125 | 232 | 563 | 563 |
| 24 | 18 | 38 | 60 | 125 | 232 | 563 | 563 |
| 25 | 18 | 38 | 60 | 125 | 232 | 563 | 563 |
| 26 | 19 | 38 | 60 | 125 | 232 | 563 | 563 |
| 27 | 20 | 38 | 60 | 125 | 232 | 563 | 563 |
| 28 | 21 | 38 | 60 | 125 | 232 | 563 | 563 |
| 29 | 21 | 38 | 60 | 125 | 232 | 563 | 563 |
| 30 | 22 | 38 | 60 | 125 | 232 | 563 | 563 |
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 | 128 | 242 | 574 | 1 223 |
| 2 | 13 | 28 | 53 | 130 | 244 | 576 | 1 006 |
| 3 | 15 | 31 | 55 | 123 | 241 | 572 | 834 |
| 4 | 16 | 33 | 57 | 125 | 240 | 571 | 698 |
| 5 | 17 | 35 | 62 | 128 | 239 | 571 | 591 |
| 6 | 17 | 37 | 65 | 132 | 238 | 570 | 570 |
| 7 | 18 | 39 | 66 | 134 | 238 | 569 | 569 |
| 8 | 18 | 39 | 65 | 132 | 237 | 569 | 569 |
| 9 | 17 | 39 | 65 | 130 | 237 | 569 | 569 |
| 10 | 17 | 40 | 64 | 130 | 236 | 568 | 568 |
| 11 | 17 | 41 | 64 | 129 | 236 | 568 | 568 |
| 12 | 17 | 41 | 64 | 129 | 235 | 567 | 567 |
| 13 | 17 | 41 | 63 | 128 | 235 | 566 | 566 |
| 14 | 17 | 41 | 62 | 127 | 234 | 566 | 566 |
| 15 | 16 | 40 | 62 | 127 | 234 | 565 | 565 |
| 16 | 16 | 40 | 61 | 126 | 233 | 565 | 565 |
| 17 | 15 | 39 | 61 | 126 | 233 | 565 | 565 |
| 18 | 15 | 39 | 61 | 126 | 233 | 565 | 565 |
| 19 | 15 | 39 | 61 | 126 | 233 | 565 | 565 |
| 20 | 16 | 40 | 62 | 127 | 233 | 565 | 565 |
| 21 | 16 | 40 | 62 | 127 | 234 | 565 | 565 |
| 22 | 17 | 40 | 62 | 127 | 234 | 565 | 565 |
| 23 | 18 | 40 | 62 | 127 | 234 | 566 | 566 |
| 24 | 18 | 40 | 62 | 127 | 234 | 566 | 566 |
| 25 | 19 | 41 | 62 | 127 | 234 | 566 | 566 |
| 26 | 19 | 41 | 62 | 127 | 234 | 566 | 566 |
| 27 | 21 | 41 | 62 | 127 | 234 | 566 | 566 |
| 28 | 21 | 41 | 62 | 127 | 234 | 566 | 566 |
| 29 | 22 | 41 | 62 | 127 | 234 | 566 | 566 |
| 30 | 22 | 41 | 62 | 127 | 234 | 566 | 566 |
2.3 Danish krone
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