LegalizeCommission Implementing Regulation (EU) 2019/228 of 7 February 2019 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2018 until 30 March 2019 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.
| 8.2.2019 | EN | Official Journal of the European Union | L 37/22 |
THE EUROPEAN COMMISSION,
Having regard to the Treaty on the Functioning of the European Union,
Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) 1, and in particular the third subparagraph of Article 77e(2) thereof,
Whereas:
- (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date.
- (2) Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 9 January 2019, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2018 market data. That information was published on 9 January 2019 in accordance with Article 77e(1) of Directive 2009/138/EC.
- (3) Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency.
- (4) For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies.
- (5) To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council 2,
HAS ADOPTED THIS REGULATION:
Article 1
1.
Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 December 2018 until 30 March 2019.
2.
For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following:
- (a) the relevant risk-free rate term structures set out in Annex I;
- (b) the fundamental spreads for the calculation of the matching adjustment set out in Annex II;
- (c) for each relevant national insurance market, the volatility adjustments set out in Annex III.
Article 2
This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.
It shall apply from 31 December 2018.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 7 February 2019.
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 | – 0,333 % | 1,961 % | – 0,343 % | 0,438 % | – 0,178 % | 0,083 % |
| 2 | – 0,275 % | 1,910 % | – 0,285 % | 1,030 % | – 0,043 % | 0,277 % |
| 3 | – 0,177 % | 1,841 % | – 0,187 % | 1,591 % | 0,106 % | 0,545 % |
| 4 | – 0,046 % | 1,769 % | – 0,056 % | 1,994 % | 0,257 % | 0,857 % |
| 5 | 0,099 % | 1,708 % | 0,088 % | 2,235 % | 0,404 % | 1,136 % |
| 6 | 0,238 % | 1,664 % | 0,228 % | 2,422 % | 0,564 % | 1,383 % |
| 7 | 0,372 % | 1,636 % | 0,362 % | 2,649 % | 0,707 % | 1,609 % |
| 8 | 0,499 % | 1,630 % | 0,489 % | 2,820 % | 0,833 % | 1,819 % |
| 9 | 0,618 % | 1,637 % | 0,608 % | 2,964 % | 0,946 % | 2,013 % |
| 10 | 0,726 % | 1,652 % | 0,716 % | 3,125 % | 1,042 % | 2,176 % |
| 11 | 0,822 % | 1,674 % | 0,812 % | 3,262 % | 1,184 % | 2,312 % |
| 12 | 0,909 % | 1,697 % | 0,899 % | 3,373 % | 1,350 % | 2,428 % |
| 13 | 0,987 % | 1,719 % | 0,977 % | 3,464 % | 1,517 % | 2,528 % |
| 14 | 1,054 % | 1,743 % | 1,043 % | 3,540 % | 1,675 % | 2,615 % |
| 15 | 1,105 % | 1,774 % | 1,095 % | 3,605 % | 1,820 % | 2,692 % |
| 16 | 1,143 % | 1,814 % | 1,133 % | 3,661 % | 1,951 % | 2,760 % |
| 17 | 1,173 % | 1,860 % | 1,163 % | 3,710 % | 2,070 % | 2,822 % |
| 18 | 1,202 % | 1,911 % | 1,192 % | 3,753 % | 2,177 % | 2,878 % |
| 19 | 1,235 % | 1,964 % | 1,225 % | 3,791 % | 2,273 % | 2,929 % |
| 20 | 1,275 % | 2,018 % | 1,264 % | 3,825 % | 2,361 % | 2,975 % |
| 21 | 1,322 % | 2,072 % | 1,312 % | 3,855 % | 2,440 % | 3,018 % |
| 22 | 1,376 % | 2,126 % | 1,366 % | 3,883 % | 2,513 % | 3,057 % |
| 23 | 1,434 % | 2,179 % | 1,424 % | 3,907 % | 2,579 % | 3,093 % |
| 24 | 1,494 % | 2,230 % | 1,485 % | 3,930 % | 2,640 % | 3,127 % |
| 25 | 1,555 % | 2,281 % | 1,546 % | 3,950 % | 2,696 % | 3,159 % |
| 26 | 1,617 % | 2,329 % | 1,608 % | 3,968 % | 2,747 % | 3,188 % |
| 27 | 1,678 % | 2,376 % | 1,669 % | 3,986 % | 2,795 % | 3,216 % |
| 28 | 1,738 % | 2,422 % | 1,729 % | 4,001 % | 2,840 % | 3,242 % |
| 29 | 1,797 % | 2,466 % | 1,788 % | 4,016 % | 2,881 % | 3,266 % |
| 30 | 1,854 % | 2,508 % | 1,846 % | 4,029 % | 2,920 % | 3,289 % |
| 31 | 1,910 % | 2,548 % | 1,902 % | 4,041 % | 2,956 % | 3,311 % |
| 32 | 1,964 % | 2,587 % | 1,956 % | 4,053 % | 2,990 % | 3,331 % |
| 33 | 2,016 % | 2,624 % | 2,008 % | 4,063 % | 3,022 % | 3,351 % |
| 34 | 2,066 % | 2,660 % | 2,059 % | 4,073 % | 3,052 % | 3,369 % |
| 35 | 2,115 % | 2,695 % | 2,108 % | 4,083 % | 3,081 % | 3,387 % |
| 36 | 2,162 % | 2,728 % | 2,154 % | 4,091 % | 3,108 % | 3,404 % |
| 37 | 2,207 % | 2,759 % | 2,200 % | 4,100 % | 3,133 % | 3,419 % |
| 38 | 2,250 % | 2,790 % | 2,243 % | 4,107 % | 3,157 % | 3,435 % |
| 39 | 2,292 % | 2,819 % | 2,285 % | 4,114 % | 3,180 % | 3,449 % |
| 40 | 2,332 % | 2,847 % | 2,325 % | 4,121 % | 3,201 % | 3,463 % |
| 41 | 2,370 % | 2,874 % | 2,364 % | 4,128 % | 3,222 % | 3,476 % |
| 42 | 2,407 % | 2,900 % | 2,401 % | 4,134 % | 3,242 % | 3,489 % |
| 43 | 2,443 % | 2,925 % | 2,437 % | 4,139 % | 3,260 % | 3,501 % |
| 44 | 2,477 % | 2,949 % | 2,472 % | 4,145 % | 3,278 % | 3,513 % |
| 45 | 2,510 % | 2,972 % | 2,505 % | 4,150 % | 3,295 % | 3,524 % |
| 46 | 2,542 % | 2,994 % | 2,537 % | 4,155 % | 3,312 % | 3,535 % |
| 47 | 2,573 % | 3,016 % | 2,567 % | 4,160 % | 3,327 % | 3,545 % |
| 48 | 2,602 % | 3,036 % | 2,597 % | 4,164 % | 3,342 % | 3,555 % |
| 49 | 2,631 % | 3,056 % | 2,626 % | 4,168 % | 3,357 % | 3,565 % |
| 50 | 2,658 % | 3,075 % | 2,653 % | 4,172 % | 3,371 % | 3,574 % |
| 51 | 2,685 % | 3,094 % | 2,680 % | 4,176 % | 3,384 % | 3,583 % |
| 52 | 2,710 % | 3,111 % | 2,705 % | 4,180 % | 3,397 % | 3,591 % |
| 53 | 2,735 % | 3,129 % | 2,730 % | 4,183 % | 3,409 % | 3,600 % |
| 54 | 2,759 % | 3,145 % | 2,754 % | 4,187 % | 3,421 % | 3,608 % |
| 55 | 2,782 % | 3,161 % | 2,777 % | 4,190 % | 3,432 % | 3,616 % |
| 56 | 2,804 % | 3,177 % | 2,799 % | 4,193 % | 3,443 % | 3,623 % |
| 57 | 2,825 % | 3,192 % | 2,821 % | 4,196 % | 3,454 % | 3,630 % |
| 58 | 2,846 % | 3,206 % | 2,841 % | 4,199 % | 3,464 % | 3,637 % |
| 59 | 2,866 % | 3,220 % | 2,862 % | 4,202 % | 3,474 % | 3,644 % |
| 60 | 2,885 % | 3,234 % | 2,881 % | 4,204 % | 3,484 % | 3,651 % |
| 61 | 2,904 % | 3,247 % | 2,900 % | 4,207 % | 3,493 % | 3,657 % |
| 62 | 2,923 % | 3,260 % | 2,918 % | 4,209 % | 3,502 % | 3,663 % |
| 63 | 2,940 % | 3,272 % | 2,936 % | 4,212 % | 3,510 % | 3,669 % |
| 64 | 2,957 % | 3,284 % | 2,953 % | 4,214 % | 3,519 % | 3,675 % |
| 65 | 2,974 % | 3,296 % | 2,970 % | 4,216 % | 3,527 % | 3,681 % |
| 66 | 2,990 % | 3,307 % | 2,986 % | 4,218 % | 3,535 % | 3,686 % |
| 67 | 3,006 % | 3,318 % | 3,002 % | 4,220 % | 3,543 % | 3,691 % |
| 68 | 3,021 % | 3,329 % | 3,017 % | 4,222 % | 3,550 % | 3,697 % |
| 69 | 3,036 % | 3,339 % | 3,032 % | 4,224 % | 3,557 % | 3,702 % |
| 70 | 3,050 % | 3,349 % | 3,046 % | 4,226 % | 3,564 % | 3,707 % |
| 71 | 3,064 % | 3,359 % | 3,061 % | 4,228 % | 3,571 % | 3,711 % |
| 72 | 3,078 % | 3,368 % | 3,074 % | 4,230 % | 3,578 % | 3,716 % |
| 73 | 3,091 % | 3,378 % | 3,087 % | 4,231 % | 3,584 % | 3,720 % |
| 74 | 3,104 % | 3,387 % | 3,100 % | 4,233 % | 3,590 % | 3,725 % |
| 75 | 3,116 % | 3,396 % | 3,113 % | 4,235 % | 3,597 % | 3,729 % |
| 76 | 3,129 % | 3,404 % | 3,125 % | 4,236 % | 3,603 % | 3,733 % |
| 77 | 3,140 % | 3,412 % | 3,137 % | 4,238 % | 3,608 % | 3,737 % |
| 78 | 3,152 % | 3,421 % | 3,149 % | 4,239 % | 3,614 % | 3,741 % |
| 79 | 3,163 % | 3,429 % | 3,160 % | 4,241 % | 3,619 % | 3,745 % |
| 80 | 3,174 % | 3,436 % | 3,171 % | 4,242 % | 3,625 % | 3,749 % |
| 81 | 3,185 % | 3,444 % | 3,182 % | 4,243 % | 3,630 % | 3,753 % |
| 82 | 3,196 % | 3,451 % | 3,193 % | 4,245 % | 3,635 % | 3,756 % |
| 83 | 3,206 % | 3,458 % | 3,203 % | 4,246 % | 3,640 % | 3,760 % |
| 84 | 3,216 % | 3,465 % | 3,213 % | 4,247 % | 3,645 % | 3,763 % |
| 85 | 3,226 % | 3,472 % | 3,223 % | 4,249 % | 3,650 % | 3,767 % |
| 86 | 3,235 % | 3,479 % | 3,232 % | 4,250 % | 3,654 % | 3,770 % |
| 87 | 3,245 % | 3,485 % | 3,242 % | 4,251 % | 3,659 % | 3,773 % |
| 88 | 3,254 % | 3,492 % | 3,251 % | 4,252 % | 3,663 % | 3,776 % |
| 89 | 3,263 % | 3,498 % | 3,260 % | 4,253 % | 3,668 % | 3,779 % |
| 90 | 3,271 % | 3,504 % | 3,268 % | 4,254 % | 3,672 % | 3,782 % |
| 91 | 3,280 % | 3,510 % | 3,277 % | 4,255 % | 3,676 % | 3,785 % |
| 92 | 3,288 % | 3,516 % | 3,285 % | 4,256 % | 3,680 % | 3,788 % |
| 93 | 3,296 % | 3,522 % | 3,294 % | 4,257 % | 3,684 % | 3,791 % |
| 94 | 3,304 % | 3,527 % | 3,302 % | 4,258 % | 3,688 % | 3,793 % |
| 95 | 3,312 % | 3,533 % | 3,309 % | 4,259 % | 3,692 % | 3,796 % |
| 96 | 3,320 % | 3,538 % | 3,317 % | 4,260 % | 3,696 % | 3,799 % |
| 97 | 3,327 % | 3,543 % | 3,325 % | 4,261 % | 3,699 % | 3,801 % |
| 98 | 3,335 % | 3,549 % | 3,332 % | 4,262 % | 3,703 % | 3,804 % |
| 99 | 3,342 % | 3,554 % | 3,339 % | 4,263 % | 3,706 % | 3,806 % |
| 100 | 3,349 % | 3,559 % | 3,346 % | 4,264 % | 3,710 % | 3,809 % |
| 101 | 3,356 % | 3,563 % | 3,353 % | 4,265 % | 3,713 % | 3,811 % |
| 102 | 3,363 % | 3,568 % | 3,360 % | 4,266 % | 3,716 % | 3,814 % |
| 103 | 3,369 % | 3,573 % | 3,367 % | 4,267 % | 3,720 % | 3,816 % |
| 104 | 3,376 % | 3,577 % | 3,373 % | 4,267 % | 3,723 % | 3,818 % |
| 105 | 3,382 % | 3,582 % | 3,380 % | 4,268 % | 3,726 % | 3,820 % |
| 106 | 3,388 % | 3,586 % | 3,386 % | 4,269 % | 3,729 % | 3,822 % |
| 107 | 3,395 % | 3,591 % | 3,392 % | 4,270 % | 3,732 % | 3,825 % |
| 108 | 3,401 % | 3,595 % | 3,398 % | 4,270 % | 3,735 % | 3,827 % |
| 109 | 3,407 % | 3,599 % | 3,404 % | 4,271 % | 3,738 % | 3,829 % |
| 110 | 3,412 % | 3,603 % | 3,410 % | 4,272 % | 3,741 % | 3,831 % |
| 111 | 3,418 % | 3,607 % | 3,416 % | 4,273 % | 3,743 % | 3,833 % |
| 112 | 3,424 % | 3,611 % | 3,421 % | 4,273 % | 3,746 % | 3,835 % |
| 113 | 3,429 % | 3,615 % | 3,427 % | 4,274 % | 3,749 % | 3,836 % |
| 114 | 3,435 % | 3,619 % | 3,432 % | 4,275 % | 3,751 % | 3,838 % |
| 115 | 3,440 % | 3,623 % | 3,438 % | 4,275 % | 3,754 % | 3,840 % |
| 116 | 3,445 % | 3,626 % | 3,443 % | 4,276 % | 3,757 % | 3,842 % |
| 117 | 3,450 % | 3,630 % | 3,448 % | 4,277 % | 3,759 % | 3,844 % |
| 118 | 3,456 % | 3,633 % | 3,453 % | 4,277 % | 3,762 % | 3,846 % |
| 119 | 3,461 % | 3,637 % | 3,458 % | 4,278 % | 3,764 % | 3,847 % |
| 120 | 3,465 % | 3,640 % | 3,463 % | 4,278 % | 3,766 % | 3,849 % |
| 121 | 3,470 % | 3,644 % | 3,468 % | 4,279 % | 3,769 % | 3,851 % |
| 122 | 3,475 % | 3,647 % | 3,473 % | 4,280 % | 3,771 % | 3,852 % |
| 123 | 3,480 % | 3,650 % | 3,478 % | 4,280 % | 3,773 % | 3,854 % |
| 124 | 3,484 % | 3,654 % | 3,482 % | 4,281 % | 3,776 % | 3,855 % |
| 125 | 3,489 % | 3,657 % | 3,487 % | 4,281 % | 3,778 % | 3,857 % |
| 126 | 3,493 % | 3,660 % | 3,491 % | 4,282 % | 3,780 % | 3,858 % |
| 127 | 3,498 % | 3,663 % | 3,495 % | 4,282 % | 3,782 % | 3,860 % |
| 128 | 3,502 % | 3,666 % | 3,500 % | 4,283 % | 3,784 % | 3,861 % |
| 129 | 3,506 % | 3,669 % | 3,504 % | 4,283 % | 3,786 % | 3,863 % |
| 130 | 3,510 % | 3,672 % | 3,508 % | 4,284 % | 3,788 % | 3,864 % |
| 131 | 3,514 % | 3,675 % | 3,512 % | 4,284 % | 3,790 % | 3,866 % |
| 132 | 3,518 % | 3,678 % | 3,516 % | 4,285 % | 3,792 % | 3,867 % |
| 133 | 3,522 % | 3,680 % | 3,520 % | 4,285 % | 3,794 % | 3,869 % |
| 134 | 3,526 % | 3,683 % | 3,524 % | 4,286 % | 3,796 % | 3,870 % |
| 135 | 3,530 % | 3,686 % | 3,528 % | 4,286 % | 3,798 % | 3,871 % |
| 136 | 3,534 % | 3,688 % | 3,532 % | 4,287 % | 3,800 % | 3,873 % |
| 137 | 3,538 % | 3,691 % | 3,536 % | 4,287 % | 3,802 % | 3,874 % |
| 138 | 3,541 % | 3,694 % | 3,540 % | 4,288 % | 3,803 % | 3,875 % |
| 139 | 3,545 % | 3,696 % | 3,543 % | 4,288 % | 3,805 % | 3,876 % |
| 140 | 3,549 % | 3,699 % | 3,547 % | 4,289 % | 3,807 % | 3,878 % |
| 141 | 3,552 % | 3,701 % | 3,550 % | 4,289 % | 3,809 % | 3,879 % |
| 142 | 3,556 % | 3,704 % | 3,554 % | 4,290 % | 3,810 % | 3,880 % |
| 143 | 3,559 % | 3,706 % | 3,557 % | 4,290 % | 3,812 % | 3,881 % |
| 144 | 3,563 % | 3,709 % | 3,561 % | 4,290 % | 3,814 % | 3,882 % |
| 145 | 3,566 % | 3,711 % | 3,564 % | 4,291 % | 3,815 % | 3,884 % |
| 146 | 3,569 % | 3,713 % | 3,567 % | 4,291 % | 3,817 % | 3,885 % |
| 147 | 3,573 % | 3,715 % | 3,571 % | 4,292 % | 3,818 % | 3,886 % |
| 148 | 3,576 % | 3,718 % | 3,574 % | 4,292 % | 3,820 % | 3,887 % |
| 149 | 3,579 % | 3,720 % | 3,577 % | 4,292 % | 3,822 % | 3,888 % |
| 150 | 3,582 % | 3,722 % | 3,580 % | 4,293 % | 3,823 % | 3,889 % |
| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,383 % | 0,981 % | 3,384 % | 0,936 % | 4,912 % | 1,247 % |
| 2 | – 0,325 % | 1,062 % | 3,716 % | 1,325 % | 5,030 % | 1,436 % |
| 3 | – 0,227 % | 1,124 % | 3,944 % | 1,668 % | 5,185 % | 1,538 % |
| 4 | – 0,096 % | 1,170 % | 4,118 % | 1,898 % | 5,271 % | 1,627 % |
| 5 | 0,048 % | 1,204 % | 4,245 % | 2,127 % | 5,313 % | 1,706 % |
| 6 | 0,188 % | 1,236 % | 4,349 % | 2,315 % | 5,333 % | 1,781 % |
| 7 | 0,322 % | 1,262 % | 4,448 % | 2,477 % | 5,340 % | 1,852 % |
| 8 | 0,449 % | 1,288 % | 4,550 % | 2,604 % | 5,337 % | 1,917 % |
| 9 | 0,567 % | 1,315 % | 4,661 % | 2,724 % | 5,324 % | 1,976 % |
| 10 | 0,675 % | 1,342 % | 4,793 % | 2,770 % | 5,304 % | 2,026 % |
| 11 | 0,771 % | 1,366 % | 4,899 % | 2,802 % | 5,280 % | 2,080 % |
| 12 | 0,858 % | 1,386 % | 4,973 % | 2,836 % | 5,253 % | 2,137 % |
| 13 | 0,936 % | 1,403 % | 5,024 % | 2,871 % | 5,224 % | 2,196 % |
| 14 | 1,002 % | 1,417 % | 5,058 % | 2,905 % | 5,195 % | 2,254 % |
| 15 | 1,054 % | 1,429 % | 5,078 % | 2,939 % | 5,165 % | 2,312 % |
| 16 | 1,091 % | 1,439 % | 5,088 % | 2,973 % | 5,135 % | 2,368 % |
| 17 | 1,121 % | 1,447 % | 5,091 % | 3,005 % | 5,106 % | 2,422 % |
| 18 | 1,150 % | 1,454 % | 5,087 % | 3,037 % | 5,077 % | 2,475 % |
| 19 | 1,183 % | 1,460 % | 5,079 % | 3,067 % | 5,049 % | 2,525 % |
| 20 | 1,223 % | 1,463 % | 5,067 % | 3,096 % | 5,021 % | 2,573 % |
| 21 | 1,271 % | 1,465 % | 5,053 % | 3,124 % | 4,994 % | 2,620 % |
| 22 | 1,326 % | 1,466 % | 5,037 % | 3,151 % | 4,968 % | 2,664 % |
| 23 | 1,385 % | 1,466 % | 5,020 % | 3,177 % | 4,943 % | 2,706 % |
| 24 | 1,446 % | 1,466 % | 5,001 % | 3,202 % | 4,919 % | 2,747 % |
| 25 | 1,508 % | 1,464 % | 4,982 % | 3,226 % | 4,896 % | 2,785 % |
| 26 | 1,571 % | 1,463 % | 4,963 % | 3,249 % | 4,873 % | 2,822 % |
| 27 | 1,633 % | 1,461 % | 4,943 % | 3,271 % | 4,851 % | 2,857 % |
| 28 | 1,694 % | 1,458 % | 4,924 % | 3,292 % | 4,830 % | 2,891 % |
| 29 | 1,754 % | 1,456 % | 4,904 % | 3,312 % | 4,810 % | 2,923 % |
| 30 | 1,813 % | 1,453 % | 4,885 % | 3,331 % | 4,791 % | 2,953 % |
| 31 | 1,870 % | 1,450 % | 4,866 % | 3,350 % | 4,772 % | 2,983 % |
| 32 | 1,925 % | 1,447 % | 4,848 % | 3,367 % | 4,754 % | 3,011 % |
| 33 | 1,978 % | 1,444 % | 4,830 % | 3,384 % | 4,737 % | 3,038 % |
| 34 | 2,029 % | 1,441 % | 4,812 % | 3,400 % | 4,720 % | 3,063 % |
| 35 | 2,079 % | 1,440 % | 4,795 % | 3,416 % | 4,704 % | 3,088 % |
| 36 | 2,126 % | 1,438 % | 4,778 % | 3,431 % | 4,689 % | 3,111 % |
| 37 | 2,172 % | 1,436 % | 4,762 % | 3,446 % | 4,674 % | 3,134 % |
| 38 | 2,216 % | 1,433 % | 4,747 % | 3,459 % | 4,660 % | 3,155 % |
| 39 | 2,259 % | 1,427 % | 4,732 % | 3,473 % | 4,646 % | 3,176 % |
| 40 | 2,300 % | 1,419 % | 4,717 % | 3,485 % | 4,633 % | 3,196 % |
| 41 | 2,339 % | 1,408 % | 4,703 % | 3,498 % | 4,620 % | 3,215 % |
| 42 | 2,377 % | 1,396 % | 4,689 % | 3,510 % | 4,608 % | 3,233 % |
| 43 | 2,413 % | 1,384 % | 4,676 % | 3,521 % | 4,597 % | 3,251 % |
| 44 | 2,448 % | 1,373 % | 4,663 % | 3,532 % | 4,585 % | 3,268 % |
| 45 | 2,482 % | 1,365 % | 4,650 % | 3,542 % | 4,574 % | 3,284 % |
| 46 | 2,514 % | 1,360 % | 4,638 % | 3,553 % | 4,564 % | 3,300 % |
| 47 | 2,546 % | 1,359 % | 4,627 % | 3,563 % | 4,554 % | 3,315 % |
| 48 | 2,576 % | 1,362 % | 4,616 % | 3,572 % | 4,544 % | 3,329 % |
| 49 | 2,605 % | 1,370 % | 4,605 % | 3,581 % | 4,534 % | 3,343 % |
| 50 | 2,632 % | 1,382 % | 4,594 % | 3,590 % | 4,525 % | 3,357 % |
| 51 | 2,659 % | 1,398 % | 4,584 % | 3,598 % | 4,516 % | 3,370 % |
| 52 | 2,685 % | 1,419 % | 4,574 % | 3,607 % | 4,508 % | 3,383 % |
| 53 | 2,710 % | 1,443 % | 4,565 % | 3,615 % | 4,499 % | 3,395 % |
| 54 | 2,735 % | 1,469 % | 4,556 % | 3,622 % | 4,492 % | 3,406 % |
| 55 | 2,758 % | 1,497 % | 4,547 % | 3,630 % | 4,484 % | 3,418 % |
| 56 | 2,781 % | 1,526 % | 4,538 % | 3,637 % | 4,476 % | 3,429 % |
| 57 | 2,803 % | 1,557 % | 4,530 % | 3,644 % | 4,469 % | 3,439 % |
| 58 | 2,824 % | 1,587 % | 4,522 % | 3,651 % | 4,462 % | 3,450 % |
| 59 | 2,844 % | 1,619 % | 4,514 % | 3,657 % | 4,455 % | 3,460 % |
| 60 | 2,864 % | 1,650 % | 4,507 % | 3,664 % | 4,449 % | 3,469 % |
| 61 | 2,883 % | 1,682 % | 4,499 % | 3,670 % | 4,442 % | 3,479 % |
| 62 | 2,902 % | 1,713 % | 4,492 % | 3,676 % | 4,436 % | 3,488 % |
| 63 | 2,920 % | 1,744 % | 4,485 % | 3,682 % | 4,430 % | 3,496 % |
| 64 | 2,937 % | 1,775 % | 4,478 % | 3,687 % | 4,424 % | 3,505 % |
| 65 | 2,954 % | 1,805 % | 4,472 % | 3,693 % | 4,419 % | 3,513 % |
| 66 | 2,971 % | 1,836 % | 4,466 % | 3,698 % | 4,413 % | 3,521 % |
| 67 | 2,986 % | 1,865 % | 4,460 % | 3,703 % | 4,408 % | 3,529 % |
| 68 | 3,002 % | 1,894 % | 4,454 % | 3,708 % | 4,403 % | 3,537 % |
| 69 | 3,017 % | 1,923 % | 4,448 % | 3,713 % | 4,398 % | 3,544 % |
| 70 | 3,032 % | 1,951 % | 4,442 % | 3,718 % | 4,393 % | 3,551 % |
| 71 | 3,046 % | 1,978 % | 4,437 % | 3,722 % | 4,388 % | 3,558 % |
| 72 | 3,060 % | 2,005 % | 4,431 % | 3,727 % | 4,383 % | 3,565 % |
| 73 | 3,073 % | 2,032 % | 4,426 % | 3,731 % | 4,379 % | 3,571 % |
| 74 | 3,086 % | 2,058 % | 4,421 % | 3,736 % | 4,374 % | 3,578 % |
| 75 | 3,099 % | 2,083 % | 4,416 % | 3,740 % | 4,370 % | 3,584 % |
| 76 | 3,112 % | 2,108 % | 4,411 % | 3,744 % | 4,366 % | 3,590 % |
| 77 | 3,124 % | 2,132 % | 4,407 % | 3,748 % | 4,362 % | 3,596 % |
| 78 | 3,135 % | 2,156 % | 4,402 % | 3,752 % | 4,358 % | 3,602 % |
| 79 | 3,147 % | 2,179 % | 4,398 % | 3,755 % | 4,354 % | 3,607 % |
| 80 | 3,158 % | 2,202 % | 4,393 % | 3,759 % | 4,350 % | 3,613 % |
| 81 | 3,169 % | 2,224 % | 4,389 % | 3,762 % | 4,346 % | 3,618 % |
| 82 | 3,180 % | 2,246 % | 4,385 % | 3,766 % | 4,343 % | 3,624 % |
| 83 | 3,190 % | 2,267 % | 4,381 % | 3,769 % | 4,339 % | 3,629 % |
| 84 | 3,200 % | 2,288 % | 4,377 % | 3,773 % | 4,336 % | 3,634 % |
| 85 | 3,210 % | 2,308 % | 4,373 % | 3,776 % | 4,332 % | 3,639 % |
| 86 | 3,220 % | 2,328 % | 4,369 % | 3,779 % | 4,329 % | 3,643 % |
| 87 | 3,230 % | 2,347 % | 4,366 % | 3,782 % | 4,326 % | 3,648 % |
| 88 | 3,239 % | 2,366 % | 4,362 % | 3,785 % | 4,323 % | 3,653 % |
| 89 | 3,248 % | 2,385 % | 4,359 % | 3,788 % | 4,320 % | 3,657 % |
| 90 | 3,257 % | 2,403 % | 4,355 % | 3,791 % | 4,317 % | 3,661 % |
| 91 | 3,266 % | 2,421 % | 4,352 % | 3,794 % | 4,314 % | 3,666 % |
| 92 | 3,274 % | 2,438 % | 4,349 % | 3,797 % | 4,311 % | 3,670 % |
| 93 | 3,282 % | 2,456 % | 4,345 % | 3,799 % | 4,308 % | 3,674 % |
| 94 | 3,290 % | 2,472 % | 4,342 % | 3,802 % | 4,305 % | 3,678 % |
| 95 | 3,298 % | 2,489 % | 4,339 % | 3,805 % | 4,303 % | 3,682 % |
| 96 | 3,306 % | 2,505 % | 4,336 % | 3,807 % | 4,300 % | 3,686 % |
| 97 | 3,314 % | 2,521 % | 4,333 % | 3,810 % | 4,298 % | 3,689 % |
| 98 | 3,321 % | 2,536 % | 4,330 % | 3,812 % | 4,295 % | 3,693 % |
| 99 | 3,329 % | 2,551 % | 4,327 % | 3,815 % | 4,293 % | 3,697 % |
| 100 | 3,336 % | 2,566 % | 4,325 % | 3,817 % | 4,290 % | 3,700 % |
| 101 | 3,343 % | 2,581 % | 4,322 % | 3,819 % | 4,288 % | 3,704 % |
| 102 | 3,350 % | 2,595 % | 4,319 % | 3,821 % | 4,285 % | 3,707 % |
| 103 | 3,357 % | 2,609 % | 4,317 % | 3,824 % | 4,283 % | 3,710 % |
| 104 | 3,363 % | 2,623 % | 4,314 % | 3,826 % | 4,281 % | 3,714 % |
| 105 | 3,370 % | 2,636 % | 4,312 % | 3,828 % | 4,279 % | 3,717 % |
| 106 | 3,376 % | 2,649 % | 4,309 % | 3,830 % | 4,277 % | 3,720 % |
| 107 | 3,382 % | 2,662 % | 4,307 % | 3,832 % | 4,274 % | 3,723 % |
| 108 | 3,389 % | 2,675 % | 4,304 % | 3,834 % | 4,272 % | 3,726 % |
| 109 | 3,395 % | 2,688 % | 4,302 % | 3,836 % | 4,270 % | 3,729 % |
| 110 | 3,401 % | 2,700 % | 4,300 % | 3,838 % | 4,268 % | 3,732 % |
| 111 | 3,406 % | 2,712 % | 4,297 % | 3,840 % | 4,266 % | 3,735 % |
| 112 | 3,412 % | 2,724 % | 4,295 % | 3,842 % | 4,264 % | 3,737 % |
| 113 | 3,418 % | 2,736 % | 4,293 % | 3,844 % | 4,262 % | 3,740 % |
| 114 | 3,423 % | 2,747 % | 4,291 % | 3,845 % | 4,261 % | 3,743 % |
| 115 | 3,429 % | 2,758 % | 4,289 % | 3,847 % | 4,259 % | 3,746 % |
| 116 | 3,434 % | 2,769 % | 4,287 % | 3,849 % | 4,257 % | 3,748 % |
| 117 | 3,439 % | 2,780 % | 4,285 % | 3,851 % | 4,255 % | 3,751 % |
| 118 | 3,445 % | 2,791 % | 4,283 % | 3,852 % | 4,253 % | 3,753 % |
| 119 | 3,450 % | 2,801 % | 4,281 % | 3,854 % | 4,252 % | 3,756 % |
| 120 | 3,455 % | 2,812 % | 4,279 % | 3,856 % | 4,250 % | 3,758 % |
| 121 | 3,459 % | 2,822 % | 4,277 % | 3,857 % | 4,248 % | 3,761 % |
| 122 | 3,464 % | 2,832 % | 4,275 % | 3,859 % | 4,247 % | 3,763 % |
| 123 | 3,469 % | 2,842 % | 4,273 % | 3,860 % | 4,245 % | 3,765 % |
| 124 | 3,474 % | 2,851 % | 4,271 % | 3,862 % | 4,244 % | 3,768 % |
| 125 | 3,478 % | 2,861 % | 4,270 % | 3,863 % | 4,242 % | 3,770 % |
| 126 | 3,483 % | 2,870 % | 4,268 % | 3,865 % | 4,241 % | 3,772 % |
| 127 | 3,487 % | 2,880 % | 4,266 % | 3,866 % | 4,239 % | 3,774 % |
| 128 | 3,492 % | 2,889 % | 4,265 % | 3,868 % | 4,238 % | 3,777 % |
| 129 | 3,496 % | 2,898 % | 4,263 % | 3,869 % | 4,236 % | 3,779 % |
| 130 | 3,500 % | 2,906 % | 4,261 % | 3,871 % | 4,235 % | 3,781 % |
| 131 | 3,504 % | 2,915 % | 4,260 % | 3,872 % | 4,233 % | 3,783 % |
| 132 | 3,509 % | 2,924 % | 4,258 % | 3,873 % | 4,232 % | 3,785 % |
| 133 | 3,513 % | 2,932 % | 4,256 % | 3,875 % | 4,230 % | 3,787 % |
| 134 | 3,517 % | 2,940 % | 4,255 % | 3,876 % | 4,229 % | 3,789 % |
| 135 | 3,521 % | 2,949 % | 4,253 % | 3,877 % | 4,228 % | 3,791 % |
| 136 | 3,524 % | 2,957 % | 4,252 % | 3,879 % | 4,227 % | 3,793 % |
| 137 | 3,528 % | 2,965 % | 4,250 % | 3,880 % | 4,225 % | 3,794 % |
| 138 | 3,532 % | 2,972 % | 4,249 % | 3,881 % | 4,224 % | 3,796 % |
| 139 | 3,536 % | 2,980 % | 4,248 % | 3,882 % | 4,223 % | 3,798 % |
| 140 | 3,539 % | 2,988 % | 4,246 % | 3,883 % | 4,221 % | 3,800 % |
| 141 | 3,543 % | 2,995 % | 4,245 % | 3,885 % | 4,220 % | 3,802 % |
| 142 | 3,547 % | 3,003 % | 4,243 % | 3,886 % | 4,219 % | 3,803 % |
| 143 | 3,550 % | 3,010 % | 4,242 % | 3,887 % | 4,218 % | 3,805 % |
| 144 | 3,554 % | 3,017 % | 4,241 % | 3,888 % | 4,217 % | 3,807 % |
| 145 | 3,557 % | 3,024 % | 4,239 % | 3,889 % | 4,216 % | 3,809 % |
| 146 | 3,560 % | 3,031 % | 4,238 % | 3,890 % | 4,214 % | 3,810 % |
| 147 | 3,564 % | 3,038 % | 4,237 % | 3,891 % | 4,213 % | 3,812 % |
| 148 | 3,567 % | 3,045 % | 4,235 % | 3,892 % | 4,212 % | 3,813 % |
| 149 | 3,570 % | 3,052 % | 4,234 % | 3,893 % | 4,211 % | 3,815 % |
| 150 | 3,573 % | 3,058 % | 4,233 % | 3,895 % | 4,210 % | 3,817 % |
| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,745 % | 1,830 % | 1,612 % | 2,082 % | 2,899 % | 4,514 % |
| 2 | – 0,670 % | 1,787 % | 1,693 % | 2,066 % | 3,083 % | 4,945 % |
| 3 | – 0,573 % | 1,784 % | 1,795 % | 2,069 % | 3,259 % | 5,231 % |
| 4 | – 0,466 % | 1,843 % | 1,873 % | 2,083 % | 3,402 % | 5,530 % |
| 5 | – 0,354 % | 1,929 % | 1,919 % | 2,110 % | 3,501 % | 5,772 % |
| 6 | – 0,237 % | 2,017 % | 1,984 % | 2,145 % | 3,591 % | 5,996 % |
| 7 | – 0,051 % | 2,099 % | 2,057 % | 2,186 % | 3,678 % | 6,231 % |
| 8 | – 0,008 % | 2,169 % | 2,123 % | 2,228 % | 3,762 % | 6,417 % |
| 9 | 0,119 % | 2,234 % | 2,182 % | 2,267 % | 3,839 % | 6,537 % |
| 10 | 0,216 % | 2,294 % | 2,235 % | 2,313 % | 3,905 % | 6,659 % |
| 11 | 0,351 % | 2,349 % | 2,282 % | 2,352 % | 3,959 % | 6,745 % |
| 12 | 0,376 % | 2,396 % | 2,323 % | 2,386 % | 4,004 % | 6,793 % |
| 13 | 0,494 % | 2,436 % | 2,359 % | 2,418 % | 4,041 % | 6,813 % |
| 14 | 0,490 % | 2,469 % | 2,394 % | 2,448 % | 4,072 % | 6,812 % |
| 15 | 0,529 % | 2,495 % | 2,430 % | 2,475 % | 4,099 % | 6,795 % |
| 16 | 0,580 % | 2,515 % | 2,468 % | 2,497 % | 4,122 % | 6,767 % |
| 17 | 0,622 % | 2,530 % | 2,508 % | 2,515 % | 4,142 % | 6,731 % |
| 18 | 0,654 % | 2,543 % | 2,548 % | 2,529 % | 4,159 % | 6,688 % |
| 19 | 0,677 % | 2,555 % | 2,589 % | 2,537 % | 4,174 % | 6,641 % |
| 20 | 0,691 % | 2,567 % | 2,629 % | 2,540 % | 4,188 % | 6,591 % |
| 21 | 0,696 % | 2,578 % | 2,669 % | 2,538 % | 4,200 % | 6,540 % |
| 22 | 0,697 % | 2,586 % | 2,707 % | 2,534 % | 4,210 % | 6,488 % |
| 23 | 0,700 % | 2,590 % | 2,745 % | 2,528 % | 4,220 % | 6,435 % |
| 24 | 0,707 % | 2,588 % | 2,781 % | 2,523 % | 4,228 % | 6,382 % |
| 25 | 0,721 % | 2,578 % | 2,816 % | 2,518 % | 4,236 % | 6,330 % |
| 26 | 0,744 % | 2,560 % | 2,850 % | 2,516 % | 4,243 % | 6,279 % |
| 27 | 0,773 % | 2,539 % | 2,883 % | 2,517 % | 4,249 % | 6,229 % |
| 28 | 0,807 % | 2,519 % | 2,914 % | 2,521 % | 4,255 % | 6,181 % |
| 29 | 0,845 % | 2,503 % | 2,945 % | 2,528 % | 4,261 % | 6,133 % |
| 30 | 0,885 % | 2,494 % | 2,974 % | 2,539 % | 4,265 % | 6,087 % |
| 31 | 0,926 % | 2,492 % | 3,002 % | 2,553 % | 4,270 % | 6,043 % |
| 32 | 0,969 % | 2,497 % | 3,028 % | 2,571 % | 4,274 % | 6,000 % |
| 33 | 1,011 % | 2,507 % | 3,054 % | 2,590 % | 4,277 % | 5,958 % |
| 34 | 1,054 % | 2,521 % | 3,079 % | 2,612 % | 4,281 % | 5,918 % |
| 35 | 1,096 % | 2,538 % | 3,103 % | 2,634 % | 4,284 % | 5,880 % |
| 36 | 1,137 % | 2,557 % | 3,125 % | 2,657 % | 4,287 % | 5,843 % |
| 37 | 1,178 % | 2,578 % | 3,147 % | 2,681 % | 4,290 % | 5,807 % |
| 38 | 1,218 % | 2,600 % | 3,168 % | 2,705 % | 4,292 % | 5,773 % |
| 39 | 1,257 % | 2,623 % | 3,188 % | 2,729 % | 4,295 % | 5,740 % |
| 40 | 1,295 % | 2,647 % | 3,208 % | 2,753 % | 4,297 % | 5,708 % |
| 41 | 1,332 % | 2,670 % | 3,226 % | 2,777 % | 4,299 % | 5,677 % |
| 42 | 1,367 % | 2,694 % | 3,244 % | 2,800 % | 4,301 % | 5,648 % |
| 43 | 1,402 % | 2,718 % | 3,262 % | 2,823 % | 4,302 % | 5,620 % |
| 44 | 1,436 % | 2,741 % | 3,278 % | 2,846 % | 4,304 % | 5,592 % |
| 45 | 1,468 % | 2,765 % | 3,294 % | 2,868 % | 4,306 % | 5,566 % |
| 46 | 1,500 % | 2,788 % | 3,310 % | 2,890 % | 4,307 % | 5,541 % |
| 47 | 1,530 % | 2,810 % | 3,324 % | 2,911 % | 4,309 % | 5,516 % |
| 48 | 1,560 % | 2,832 % | 3,339 % | 2,932 % | 4,310 % | 5,493 % |
| 49 | 1,588 % | 2,854 % | 3,353 % | 2,952 % | 4,311 % | 5,470 % |
| 50 | 1,616 % | 2,875 % | 3,366 % | 2,972 % | 4,312 % | 5,449 % |
| 51 | 1,642 % | 2,896 % | 3,379 % | 2,991 % | 4,313 % | 5,428 % |
| 52 | 1,668 % | 2,916 % | 3,391 % | 3,009 % | 4,314 % | 5,407 % |
| 53 | 1,693 % | 2,935 % | 3,403 % | 3,027 % | 4,315 % | 5,388 % |
| 54 | 1,717 % | 2,954 % | 3,415 % | 3,045 % | 4,316 % | 5,369 % |
| 55 | 1,741 % | 2,973 % | 3,426 % | 3,062 % | 4,317 % | 5,351 % |
| 56 | 1,763 % | 2,991 % | 3,437 % | 3,079 % | 4,318 % | 5,333 % |
| 57 | 1,785 % | 3,008 % | 3,447 % | 3,095 % | 4,319 % | 5,316 % |
| 58 | 1,806 % | 3,025 % | 3,457 % | 3,110 % | 4,319 % | 5,300 % |
| 59 | 1,827 % | 3,042 % | 3,467 % | 3,126 % | 4,320 % | 5,284 % |
| 60 | 1,847 % | 3,058 % | 3,477 % | 3,140 % | 4,321 % | 5,268 % |
| 61 | 1,866 % | 3,074 % | 3,486 % | 3,155 % | 4,321 % | 5,253 % |
| 62 | 1,885 % | 3,089 % | 3,495 % | 3,169 % | 4,322 % | 5,239 % |
| 63 | 1,903 % | 3,104 % | 3,503 % | 3,182 % | 4,323 % | 5,225 % |
| 64 | 1,921 % | 3,118 % | 3,512 % | 3,195 % | 4,323 % | 5,211 % |
| 65 | 1,938 % | 3,132 % | 3,520 % | 3,208 % | 4,324 % | 5,198 % |
| 66 | 1,954 % | 3,145 % | 3,528 % | 3,221 % | 4,324 % | 5,185 % |
| 67 | 1,971 % | 3,159 % | 3,536 % | 3,233 % | 4,325 % | 5,173 % |
| 68 | 1,986 % | 3,171 % | 3,543 % | 3,244 % | 4,325 % | 5,161 % |
| 69 | 2,002 % | 3,184 % | 3,550 % | 3,256 % | 4,326 % | 5,149 % |
| 70 | 2,016 % | 3,196 % | 3,557 % | 3,267 % | 4,326 % | 5,137 % |
| 71 | 2,031 % | 3,208 % | 3,564 % | 3,278 % | 4,327 % | 5,126 % |
| 72 | 2,045 % | 3,219 % | 3,571 % | 3,288 % | 4,327 % | 5,116 % |
| 73 | 2,058 % | 3,231 % | 3,577 % | 3,299 % | 4,327 % | 5,105 % |
| 74 | 2,072 % | 3,242 % | 3,584 % | 3,309 % | 4,328 % | 5,095 % |
| 75 | 2,085 % | 3,252 % | 3,590 % | 3,319 % | 4,328 % | 5,085 % |
| 76 | 2,097 % | 3,263 % | 3,596 % | 3,328 % | 4,328 % | 5,075 % |
| 77 | 2,110 % | 3,273 % | 3,602 % | 3,337 % | 4,329 % | 5,066 % |
| 78 | 2,122 % | 3,283 % | 3,608 % | 3,346 % | 4,329 % | 5,057 % |
| 79 | 2,133 % | 3,292 % | 3,613 % | 3,355 % | 4,329 % | 5,048 % |
| 80 | 2,145 % | 3,302 % | 3,619 % | 3,364 % | 4,330 % | 5,039 % |
| 81 | 2,156 % | 3,311 % | 3,624 % | 3,372 % | 4,330 % | 5,030 % |
| 82 | 2,167 % | 3,320 % | 3,629 % | 3,380 % | 4,330 % | 5,022 % |
| 83 | 2,177 % | 3,329 % | 3,634 % | 3,388 % | 4,331 % | 5,014 % |
| 84 | 2,187 % | 3,337 % | 3,639 % | 3,396 % | 4,331 % | 5,006 % |
| 85 | 2,198 % | 3,345 % | 3,644 % | 3,404 % | 4,331 % | 4,998 % |
| 86 | 2,207 % | 3,354 % | 3,649 % | 3,411 % | 4,331 % | 4,991 % |
| 87 | 2,217 % | 3,362 % | 3,653 % | 3,419 % | 4,332 % | 4,983 % |
| 88 | 2,226 % | 3,369 % | 3,658 % | 3,426 % | 4,332 % | 4,976 % |
| 89 | 2,236 % | 3,377 % | 3,662 % | 3,433 % | 4,332 % | 4,969 % |
| 90 | 2,245 % | 3,384 % | 3,666 % | 3,440 % | 4,332 % | 4,962 % |
| 91 | 2,254 % | 3,392 % | 3,670 % | 3,446 % | 4,332 % | 4,955 % |
| 92 | 2,262 % | 3,399 % | 3,675 % | 3,453 % | 4,333 % | 4,949 % |
| 93 | 2,271 % | 3,406 % | 3,679 % | 3,459 % | 4,333 % | 4,942 % |
| 94 | 2,279 % | 3,413 % | 3,683 % | 3,466 % | 4,333 % | 4,936 % |
| 95 | 2,287 % | 3,419 % | 3,686 % | 3,472 % | 4,333 % | 4,930 % |
| 96 | 2,295 % | 3,426 % | 3,690 % | 3,478 % | 4,333 % | 4,924 % |
| 97 | 2,303 % | 3,432 % | 3,694 % | 3,484 % | 4,334 % | 4,918 % |
| 98 | 2,310 % | 3,439 % | 3,698 % | 3,489 % | 4,334 % | 4,912 % |
| 99 | 2,318 % | 3,445 % | 3,701 % | 3,495 % | 4,334 % | 4,906 % |
| 100 | 2,325 % | 3,451 % | 3,705 % | 3,500 % | 4,334 % | 4,901 % |
| 101 | 2,332 % | 3,457 % | 3,708 % | 3,506 % | 4,334 % | 4,895 % |
| 102 | 2,339 % | 3,462 % | 3,711 % | 3,511 % | 4,335 % | 4,890 % |
| 103 | 2,346 % | 3,468 % | 3,715 % | 3,516 % | 4,335 % | 4,885 % |
| 104 | 2,353 % | 3,474 % | 3,718 % | 3,522 % | 4,335 % | 4,880 % |
| 105 | 2,359 % | 3,479 % | 3,721 % | 3,527 % | 4,335 % | 4,875 % |
| 106 | 2,366 % | 3,485 % | 3,724 % | 3,531 % | 4,335 % | 4,870 % |
| 107 | 2,372 % | 3,490 % | 3,727 % | 3,536 % | 4,335 % | 4,865 % |
| 108 | 2,378 % | 3,495 % | 3,730 % | 3,541 % | 4,335 % | 4,860 % |
| 109 | 2,385 % | 3,500 % | 3,733 % | 3,546 % | 4,336 % | 4,855 % |
| 110 | 2,391 % | 3,505 % | 3,736 % | 3,550 % | 4,336 % | 4,851 % |
| 111 | 2,397 % | 3,510 % | 3,739 % | 3,555 % | 4,336 % | 4,846 % |
| 112 | 2,402 % | 3,515 % | 3,742 % | 3,559 % | 4,336 % | 4,842 % |
| 113 | 2,408 % | 3,519 % | 3,744 % | 3,564 % | 4,336 % | 4,837 % |
| 114 | 2,414 % | 3,524 % | 3,747 % | 3,568 % | 4,336 % | 4,833 % |
| 115 | 2,419 % | 3,529 % | 3,750 % | 3,572 % | 4,336 % | 4,829 % |
| 116 | 2,425 % | 3,533 % | 3,752 % | 3,576 % | 4,336 % | 4,825 % |
| 117 | 2,430 % | 3,538 % | 3,755 % | 3,580 % | 4,337 % | 4,821 % |
| 118 | 2,435 % | 3,542 % | 3,757 % | 3,584 % | 4,337 % | 4,817 % |
| 119 | 2,440 % | 3,546 % | 3,760 % | 3,588 % | 4,337 % | 4,813 % |
| 120 | 2,445 % | 3,550 % | 3,762 % | 3,592 % | 4,337 % | 4,809 % |
| 121 | 2,450 % | 3,554 % | 3,764 % | 3,596 % | 4,337 % | 4,805 % |
| 122 | 2,455 % | 3,559 % | 3,767 % | 3,599 % | 4,337 % | 4,801 % |
| 123 | 2,460 % | 3,563 % | 3,769 % | 3,603 % | 4,337 % | 4,798 % |
| 124 | 2,465 % | 3,566 % | 3,771 % | 3,607 % | 4,337 % | 4,794 % |
| 125 | 2,470 % | 3,570 % | 3,774 % | 3,610 % | 4,337 % | 4,790 % |
| 126 | 2,474 % | 3,574 % | 3,776 % | 3,614 % | 4,338 % | 4,787 % |
| 127 | 2,479 % | 3,578 % | 3,778 % | 3,617 % | 4,338 % | 4,783 % |
| 128 | 2,483 % | 3,582 % | 3,780 % | 3,620 % | 4,338 % | 4,780 % |
| 129 | 2,487 % | 3,585 % | 3,782 % | 3,624 % | 4,338 % | 4,777 % |
| 130 | 2,492 % | 3,589 % | 3,784 % | 3,627 % | 4,338 % | 4,773 % |
| 131 | 2,496 % | 3,592 % | 3,786 % | 3,630 % | 4,338 % | 4,770 % |
| 132 | 2,500 % | 3,596 % | 3,788 % | 3,633 % | 4,338 % | 4,767 % |
| 133 | 2,504 % | 3,599 % | 3,790 % | 3,637 % | 4,338 % | 4,764 % |
| 134 | 2,508 % | 3,602 % | 3,792 % | 3,640 % | 4,338 % | 4,761 % |
| 135 | 2,512 % | 3,606 % | 3,794 % | 3,643 % | 4,338 % | 4,758 % |
| 136 | 2,516 % | 3,609 % | 3,796 % | 3,646 % | 4,339 % | 4,755 % |
| 137 | 2,520 % | 3,612 % | 3,798 % | 3,649 % | 4,339 % | 4,752 % |
| 138 | 2,524 % | 3,615 % | 3,800 % | 3,651 % | 4,339 % | 4,749 % |
| 139 | 2,528 % | 3,619 % | 3,801 % | 3,654 % | 4,339 % | 4,746 % |
| 140 | 2,532 % | 3,622 % | 3,803 % | 3,657 % | 4,339 % | 4,743 % |
| 141 | 2,535 % | 3,625 % | 3,805 % | 3,660 % | 4,339 % | 4,740 % |
| 142 | 2,539 % | 3,628 % | 3,807 % | 3,663 % | 4,339 % | 4,738 % |
| 143 | 2,542 % | 3,631 % | 3,808 % | 3,665 % | 4,339 % | 4,735 % |
| 144 | 2,546 % | 3,633 % | 3,810 % | 3,668 % | 4,339 % | 4,732 % |
| 145 | 2,549 % | 3,636 % | 3,812 % | 3,671 % | 4,339 % | 4,730 % |
| 146 | 2,553 % | 3,639 % | 3,813 % | 3,673 % | 4,339 % | 4,727 % |
| 147 | 2,556 % | 3,642 % | 3,815 % | 3,676 % | 4,339 % | 4,724 % |
| 148 | 2,560 % | 3,645 % | 3,816 % | 3,678 % | 4,339 % | 4,722 % |
| 149 | 2,563 % | 3,647 % | 3,818 % | 3,681 % | 4,340 % | 4,719 % |
| 150 | 2,566 % | 3,650 % | 3,820 % | 3,683 % | 4,340 % | 4,717 % |
| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,812 % | 6,698 % | 8,796 % | 0,451 % | 1,826 % | 7,068 % |
| 2 | 1,863 % | 6,796 % | 8,577 % | 0,502 % | 1,829 % | 7,175 % |
| 3 | 1,900 % | 6,897 % | 8,537 % | 0,555 % | 1,893 % | 7,298 % |
| 4 | 1,941 % | 6,986 % | 8,570 % | 0,610 % | 1,978 % | 7,429 % |
| 5 | 1,967 % | 7,062 % | 8,549 % | 0,646 % | 2,079 % | 7,569 % |
| 6 | 1,992 % | 7,132 % | 8,594 % | 0,677 % | 2,190 % | 7,723 % |
| 7 | 2,020 % | 7,183 % | 8,678 % | 0,700 % | 2,294 % | 7,872 % |
| 8 | 2,053 % | 7,237 % | 8,763 % | 0,728 % | 2,388 % | 8,014 % |
| 9 | 2,089 % | 7,288 % | 8,845 % | 0,758 % | 2,474 % | 8,139 % |
| 10 | 2,129 % | 7,334 % | 8,925 % | 0,790 % | 2,556 % | 8,250 % |
| 11 | 2,168 % | 7,358 % | 9,004 % | 0,844 % | 2,628 % | 8,352 % |
| 12 | 2,189 % | 7,361 % | 9,083 % | 0,916 % | 2,691 % | 8,447 % |
| 13 | 2,185 % | 7,349 % | 9,164 % | 0,998 % | 2,748 % | 8,536 % |
| 14 | 2,171 % | 7,327 % | 9,249 % | 1,086 % | 2,800 % | 8,609 % |
| 15 | 2,162 % | 7,297 % | 9,339 % | 1,176 % | 2,843 % | 8,659 % |
| 16 | 2,168 % | 7,262 % | 9,435 % | 1,266 % | 2,880 % | 8,680 % |
| 17 | 2,186 % | 7,223 % | 9,530 % | 1,355 % | 2,911 % | 8,677 % |
| 18 | 2,213 % | 7,182 % | 9,614 % | 1,442 % | 2,938 % | 8,655 % |
| 19 | 2,245 % | 7,139 % | 9,681 % | 1,527 % | 2,964 % | 8,619 % |
| 20 | 2,281 % | 7,096 % | 9,722 % | 1,608 % | 2,990 % | 8,572 % |
| 21 | 2,319 % | 7,052 % | 9,732 % | 1,686 % | 3,015 % | 8,518 % |
| 22 | 2,359 % | 7,008 % | 9,715 % | 1,761 % | 3,040 % | 8,457 % |
| 23 | 2,400 % | 6,965 % | 9,678 % | 1,833 % | 3,066 % | 8,392 % |
| 24 | 2,440 % | 6,923 % | 9,624 % | 1,901 % | 3,090 % | 8,325 % |
| 25 | 2,481 % | 6,881 % | 9,557 % | 1,967 % | 3,115 % | 8,257 % |
| 26 | 2,520 % | 6,841 % | 9,480 % | 2,029 % | 3,138 % | 8,187 % |
| 27 | 2,559 % | 6,802 % | 9,396 % | 2,089 % | 3,162 % | 8,118 % |
| 28 | 2,598 % | 6,764 % | 9,308 % | 2,145 % | 3,184 % | 8,050 % |
| 29 | 2,635 % | 6,727 % | 9,217 % | 2,200 % | 3,206 % | 7,982 % |
| 30 | 2,671 % | 6,692 % | 9,124 % | 2,251 % | 3,227 % | 7,916 % |
| 31 | 2,705 % | 6,657 % | 9,030 % | 2,301 % | 3,247 % | 7,852 % |
| 32 | 2,739 % | 6,624 % | 8,937 % | 2,348 % | 3,267 % | 7,789 % |
| 33 | 2,771 % | 6,592 % | 8,845 % | 2,393 % | 3,286 % | 7,728 % |
| 34 | 2,803 % | 6,562 % | 8,755 % | 2,436 % | 3,304 % | 7,669 % |
| 35 | 2,833 % | 6,532 % | 8,666 % | 2,477 % | 3,321 % | 7,612 % |
| 36 | 2,862 % | 6,504 % | 8,580 % | 2,516 % | 3,338 % | 7,557 % |
| 37 | 2,890 % | 6,476 % | 8,496 % | 2,554 % | 3,355 % | 7,504 % |
| 38 | 2,917 % | 6,450 % | 8,415 % | 2,590 % | 3,371 % | 7,453 % |
| 39 | 2,943 % | 6,425 % | 8,337 % | 2,624 % | 3,386 % | 7,404 % |
| 40 | 2,968 % | 6,400 % | 8,261 % | 2,657 % | 3,400 % | 7,356 % |
| 41 | 2,992 % | 6,377 % | 8,188 % | 2,689 % | 3,414 % | 7,311 % |
| 42 | 3,015 % | 6,354 % | 8,117 % | 2,720 % | 3,428 % | 7,267 % |
| 43 | 3,037 % | 6,333 % | 8,049 % | 2,749 % | 3,441 % | 7,225 % |
| 44 | 3,058 % | 6,312 % | 7,983 % | 2,777 % | 3,454 % | 7,184 % |
| 45 | 3,079 % | 6,292 % | 7,920 % | 2,804 % | 3,466 % | 7,145 % |
| 46 | 3,099 % | 6,272 % | 7,860 % | 2,829 % | 3,478 % | 7,107 % |
| 47 | 3,118 % | 6,253 % | 7,801 % | 2,854 % | 3,489 % | 7,071 % |
| 48 | 3,136 % | 6,235 % | 7,745 % | 2,878 % | 3,500 % | 7,036 % |
| 49 | 3,154 % | 6,218 % | 7,691 % | 2,901 % | 3,510 % | 7,002 % |
| 50 | 3,171 % | 6,201 % | 7,638 % | 2,924 % | 3,520 % | 6,970 % |
| 51 | 3,188 % | 6,185 % | 7,588 % | 2,945 % | 3,530 % | 6,939 % |
| 52 | 3,204 % | 6,170 % | 7,539 % | 2,966 % | 3,540 % | 6,909 % |
| 53 | 3,219 % | 6,155 % | 7,493 % | 2,985 % | 3,549 % | 6,880 % |
| 54 | 3,234 % | 6,140 % | 7,447 % | 3,005 % | 3,558 % | 6,852 % |
| 55 | 3,249 % | 6,126 % | 7,404 % | 3,023 % | 3,567 % | 6,824 % |
| 56 | 3,263 % | 6,112 % | 7,362 % | 3,041 % | 3,575 % | 6,798 % |
| 57 | 3,276 % | 6,099 % | 7,321 % | 3,059 % | 3,583 % | 6,773 % |
| 58 | 3,289 % | 6,086 % | 7,282 % | 3,075 % | 3,591 % | 6,749 % |
| 59 | 3,302 % | 6,074 % | 7,244 % | 3,092 % | 3,598 % | 6,725 % |
| 60 | 3,314 % | 6,062 % | 7,207 % | 3,107 % | 3,606 % | 6,702 % |
| 61 | 3,326 % | 6,051 % | 7,171 % | 3,123 % | 3,613 % | 6,680 % |
| 62 | 3,337 % | 6,039 % | 7,137 % | 3,137 % | 3,620 % | 6,659 % |
| 63 | 3,349 % | 6,029 % | 7,104 % | 3,152 % | 3,626 % | 6,638 % |
| 64 | 3,359 % | 6,018 % | 7,071 % | 3,165 % | 3,633 % | 6,618 % |
| 65 | 3,370 % | 6,008 % | 7,040 % | 3,179 % | 3,639 % | 6,598 % |
| 66 | 3,380 % | 5,998 % | 7,010 % | 3,192 % | 3,645 % | 6,579 % |
| 67 | 3,390 % | 5,988 % | 6,980 % | 3,205 % | 3,651 % | 6,561 % |
| 68 | 3,400 % | 5,979 % | 6,952 % | 3,217 % | 3,657 % | 6,543 % |
| 69 | 3,409 % | 5,970 % | 6,924 % | 3,229 % | 3,663 % | 6,526 % |
| 70 | 3,418 % | 5,961 % | 6,897 % | 3,241 % | 3,668 % | 6,509 % |
| 71 | 3,427 % | 5,953 % | 6,871 % | 3,252 % | 3,673 % | 6,492 % |
| 72 | 3,435 % | 5,944 % | 6,845 % | 3,263 % | 3,679 % | 6,476 % |
| 73 | 3,444 % | 5,936 % | 6,820 % | 3,274 % | 3,684 % | 6,461 % |
| 74 | 3,452 % | 5,928 % | 6,796 % | 3,284 % | 3,688 % | 6,446 % |
| 75 | 3,460 % | 5,920 % | 6,773 % | 3,294 % | 3,693 % | 6,431 % |
| 76 | 3,468 % | 5,913 % | 6,750 % | 3,304 % | 3,698 % | 6,417 % |
| 77 | 3,475 % | 5,906 % | 6,728 % | 3,314 % | 3,702 % | 6,403 % |
| 78 | 3,482 % | 5,898 % | 6,706 % | 3,323 % | 3,707 % | 6,389 % |
| 79 | 3,490 % | 5,892 % | 6,685 % | 3,332 % | 3,711 % | 6,376 % |
| 80 | 3,497 % | 5,885 % | 6,664 % | 3,341 % | 3,715 % | 6,363 % |
| 81 | 3,503 % | 5,878 % | 6,644 % | 3,350 % | 3,720 % | 6,351 % |
| 82 | 3,510 % | 5,872 % | 6,625 % | 3,358 % | 3,724 % | 6,339 % |
| 83 | 3,516 % | 5,865 % | 6,606 % | 3,367 % | 3,727 % | 6,327 % |
| 84 | 3,523 % | 5,859 % | 6,587 % | 3,375 % | 3,731 % | 6,315 % |
| 85 | 3,529 % | 5,853 % | 6,569 % | 3,383 % | 3,735 % | 6,304 % |
| 86 | 3,535 % | 5,847 % | 6,551 % | 3,390 % | 3,739 % | 6,292 % |
| 87 | 3,541 % | 5,842 % | 6,534 % | 3,398 % | 3,742 % | 6,281 % |
| 88 | 3,547 % | 5,836 % | 6,517 % | 3,405 % | 3,746 % | 6,271 % |
| 89 | 3,552 % | 5,831 % | 6,500 % | 3,413 % | 3,749 % | 6,260 % |
| 90 | 3,558 % | 5,825 % | 6,484 % | 3,420 % | 3,752 % | 6,250 % |
| 91 | 3,563 % | 5,820 % | 6,468 % | 3,426 % | 3,756 % | 6,240 % |
| 92 | 3,568 % | 5,815 % | 6,452 % | 3,433 % | 3,759 % | 6,231 % |
| 93 | 3,574 % | 5,810 % | 6,437 % | 3,440 % | 3,762 % | 6,221 % |
| 94 | 3,579 % | 5,805 % | 6,422 % | 3,446 % | 3,765 % | 6,212 % |
| 95 | 3,584 % | 5,800 % | 6,408 % | 3,453 % | 3,768 % | 6,203 % |
| 96 | 3,588 % | 5,796 % | 6,394 % | 3,459 % | 3,771 % | 6,194 % |
| 97 | 3,593 % | 5,791 % | 6,380 % | 3,465 % | 3,774 % | 6,185 % |
| 98 | 3,598 % | 5,786 % | 6,366 % | 3,471 % | 3,777 % | 6,177 % |
| 99 | 3,602 % | 5,782 % | 6,353 % | 3,477 % | 3,779 % | 6,168 % |
| 100 | 3,607 % | 5,778 % | 6,340 % | 3,482 % | 3,782 % | 6,160 % |
| 101 | 3,611 % | 5,773 % | 6,327 % | 3,488 % | 3,785 % | 6,152 % |
| 102 | 3,616 % | 5,769 % | 6,314 % | 3,494 % | 3,787 % | 6,144 % |
| 103 | 3,620 % | 5,765 % | 6,302 % | 3,499 % | 3,790 % | 6,136 % |
| 104 | 3,624 % | 5,761 % | 6,290 % | 3,504 % | 3,792 % | 6,129 % |
| 105 | 3,628 % | 5,757 % | 6,278 % | 3,509 % | 3,795 % | 6,121 % |
| 106 | 3,632 % | 5,753 % | 6,266 % | 3,514 % | 3,797 % | 6,114 % |
| 107 | 3,636 % | 5,750 % | 6,255 % | 3,519 % | 3,800 % | 6,107 % |
| 108 | 3,640 % | 5,746 % | 6,244 % | 3,524 % | 3,802 % | 6,100 % |
| 109 | 3,643 % | 5,742 % | 6,233 % | 3,529 % | 3,804 % | 6,093 % |
| 110 | 3,647 % | 5,739 % | 6,222 % | 3,534 % | 3,806 % | 6,086 % |
| 111 | 3,651 % | 5,735 % | 6,211 % | 3,539 % | 3,809 % | 6,079 % |
| 112 | 3,654 % | 5,732 % | 6,201 % | 3,543 % | 3,811 % | 6,073 % |
| 113 | 3,658 % | 5,728 % | 6,190 % | 3,548 % | 3,813 % | 6,066 % |
| 114 | 3,661 % | 5,725 % | 6,180 % | 3,552 % | 3,815 % | 6,060 % |
| 115 | 3,665 % | 5,722 % | 6,170 % | 3,556 % | 3,817 % | 6,054 % |
| 116 | 3,668 % | 5,719 % | 6,161 % | 3,561 % | 3,819 % | 6,048 % |
| 117 | 3,671 % | 5,715 % | 6,151 % | 3,565 % | 3,821 % | 6,042 % |
| 118 | 3,674 % | 5,712 % | 6,142 % | 3,569 % | 3,823 % | 6,036 % |
| 119 | 3,678 % | 5,709 % | 6,133 % | 3,573 % | 3,825 % | 6,030 % |
| 120 | 3,681 % | 5,706 % | 6,124 % | 3,577 % | 3,827 % | 6,025 % |
| 121 | 3,684 % | 5,703 % | 6,115 % | 3,581 % | 3,829 % | 6,019 % |
| 122 | 3,687 % | 5,700 % | 6,106 % | 3,585 % | 3,830 % | 6,013 % |
| 123 | 3,690 % | 5,698 % | 6,097 % | 3,588 % | 3,832 % | 6,008 % |
| 124 | 3,693 % | 5,695 % | 6,089 % | 3,592 % | 3,834 % | 6,003 % |
| 125 | 3,695 % | 5,692 % | 6,080 % | 3,596 % | 3,836 % | 5,997 % |
| 126 | 3,698 % | 5,689 % | 6,072 % | 3,599 % | 3,837 % | 5,992 % |
| 127 | 3,701 % | 5,687 % | 6,064 % | 3,603 % | 3,839 % | 5,987 % |
| 128 | 3,704 % | 5,684 % | 6,056 % | 3,606 % | 3,841 % | 5,982 % |
| 129 | 3,706 % | 5,681 % | 6,048 % | 3,610 % | 3,842 % | 5,977 % |
| 130 | 3,709 % | 5,679 % | 6,041 % | 3,613 % | 3,844 % | 5,972 % |
| 131 | 3,712 % | 5,676 % | 6,033 % | 3,616 % | 3,845 % | 5,968 % |
| 132 | 3,714 % | 5,674 % | 6,026 % | 3,620 % | 3,847 % | 5,963 % |
| 133 | 3,717 % | 5,671 % | 6,018 % | 3,623 % | 3,848 % | 5,958 % |
| 134 | 3,719 % | 5,669 % | 6,011 % | 3,626 % | 3,850 % | 5,954 % |
| 135 | 3,722 % | 5,667 % | 6,004 % | 3,629 % | 3,851 % | 5,949 % |
| 136 | 3,724 % | 5,664 % | 5,997 % | 3,632 % | 3,853 % | 5,945 % |
| 137 | 3,726 % | 5,662 % | 5,990 % | 3,635 % | 3,854 % | 5,941 % |
| 138 | 3,729 % | 5,660 % | 5,983 % | 3,638 % | 3,856 % | 5,936 % |
| 139 | 3,731 % | 5,658 % | 5,976 % | 3,641 % | 3,857 % | 5,932 % |
| 140 | 3,733 % | 5,655 % | 5,970 % | 3,644 % | 3,859 % | 5,928 % |
| 141 | 3,736 % | 5,653 % | 5,963 % | 3,647 % | 3,860 % | 5,924 % |
| 142 | 3,738 % | 5,651 % | 5,957 % | 3,650 % | 3,861 % | 5,920 % |
| 143 | 3,740 % | 5,649 % | 5,950 % | 3,653 % | 3,863 % | 5,916 % |
| 144 | 3,742 % | 5,647 % | 5,944 % | 3,656 % | 3,864 % | 5,912 % |
| 145 | 3,744 % | 5,645 % | 5,938 % | 3,658 % | 3,865 % | 5,908 % |
| 146 | 3,746 % | 5,643 % | 5,932 % | 3,661 % | 3,866 % | 5,904 % |
| 147 | 3,748 % | 5,641 % | 5,926 % | 3,664 % | 3,868 % | 5,900 % |
| 148 | 3,750 % | 5,639 % | 5,920 % | 3,666 % | 3,869 % | 5,897 % |
| 149 | 3,752 % | 5,637 % | 5,914 % | 3,669 % | 3,870 % | 5,893 % |
| 150 | 3,754 % | 5,635 % | 5,908 % | 3,671 % | 3,871 % | 5,889 % |
| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 6,349 % | 2,486 % | 3,495 % | 9,220 % | 1,715 % | 1,766 % |
| 2 | 7,061 % | 2,524 % | 3,500 % | 9,346 % | 1,704 % | 1,708 % |
| 3 | 7,724 % | 2,620 % | 3,522 % | 9,333 % | 1,704 % | 1,674 % |
| 4 | 8,293 % | 2,703 % | 3,597 % | 9,263 % | 1,737 % | 1,667 % |
| 5 | 8,607 % | 2,780 % | 3,635 % | 9,193 % | 1,791 % | 1,662 % |
| 6 | 8,817 % | 2,871 % | 3,695 % | 9,120 % | 1,843 % | 1,665 % |
| 7 | 8,938 % | 2,951 % | 3,775 % | 9,059 % | 1,894 % | 1,675 % |
| 8 | 9,028 % | 3,007 % | 3,864 % | 9,011 % | 1,947 % | 1,692 % |
| 9 | 9,025 % | 3,047 % | 3,947 % | 8,963 % | 2,002 % | 1,709 % |
| 10 | 9,022 % | 3,083 % | 4,015 % | 8,903 % | 2,061 % | 1,724 % |
| 11 | 9,001 % | 3,119 % | 4,066 % | 8,824 % | 2,123 % | 1,735 % |
| 12 | 8,958 % | 3,156 % | 4,110 % | 8,731 % | 2,187 % | 1,746 % |
| 13 | 8,899 % | 3,193 % | 4,156 % | 8,628 % | 2,249 % | 1,757 % |
| 14 | 8,829 % | 3,229 % | 4,206 % | 8,520 % | 2,303 % | 1,762 % |
| 15 | 8,753 % | 3,264 % | 4,262 % | 8,408 % | 2,345 % | 1,759 % |
| 16 | 8,671 % | 3,298 % | 4,323 % | 8,294 % | 2,373 % | 1,744 % |
| 17 | 8,587 % | 3,331 % | 4,386 % | 8,181 % | 2,392 % | 1,726 % |
| 18 | 8,501 % | 3,362 % | 4,445 % | 8,068 % | 2,407 % | 1,712 % |
| 19 | 8,415 % | 3,392 % | 4,498 % | 7,958 % | 2,423 % | 1,706 % |
| 20 | 8,329 % | 3,421 % | 4,543 % | 7,849 % | 2,442 % | 1,712 % |
| 21 | 8,245 % | 3,449 % | 4,577 % | 7,744 % | 2,466 % | 1,731 % |
| 22 | 8,163 % | 3,476 % | 4,602 % | 7,642 % | 2,493 % | 1,760 % |
| 23 | 8,082 % | 3,501 % | 4,620 % | 7,543 % | 2,523 % | 1,796 % |
| 24 | 8,004 % | 3,526 % | 4,632 % | 7,447 % | 2,555 % | 1,837 % |
| 25 | 7,928 % | 3,549 % | 4,639 % | 7,356 % | 2,588 % | 1,882 % |
| 26 | 7,855 % | 3,571 % | 4,643 % | 7,267 % | 2,621 % | 1,928 % |
| 27 | 7,785 % | 3,593 % | 4,643 % | 7,182 % | 2,654 % | 1,975 % |
| 28 | 7,717 % | 3,613 % | 4,642 % | 7,101 % | 2,687 % | 2,023 % |
| 29 | 7,651 % | 3,633 % | 4,638 % | 7,023 % | 2,719 % | 2,071 % |
| 30 | 7,588 % | 3,652 % | 4,632 % | 6,948 % | 2,751 % | 2,118 % |
| 31 | 7,528 % | 3,670 % | 4,626 % | 6,877 % | 2,782 % | 2,164 % |
| 32 | 7,470 % | 3,687 % | 4,618 % | 6,808 % | 2,813 % | 2,210 % |
| 33 | 7,414 % | 3,703 % | 4,610 % | 6,743 % | 2,842 % | 2,254 % |
| 34 | 7,361 % | 3,719 % | 4,601 % | 6,680 % | 2,871 % | 2,297 % |
| 35 | 7,310 % | 3,734 % | 4,592 % | 6,620 % | 2,899 % | 2,339 % |
| 36 | 7,261 % | 3,749 % | 4,583 % | 6,562 % | 2,926 % | 2,379 % |
| 37 | 7,214 % | 3,763 % | 4,573 % | 6,507 % | 2,951 % | 2,418 % |
| 38 | 7,169 % | 3,776 % | 4,564 % | 6,455 % | 2,976 % | 2,455 % |
| 39 | 7,126 % | 3,789 % | 4,554 % | 6,404 % | 3,001 % | 2,492 % |
| 40 | 7,084 % | 3,802 % | 4,545 % | 6,356 % | 3,024 % | 2,527 % |
| 41 | 7,045 % | 3,814 % | 4,536 % | 6,309 % | 3,046 % | 2,560 % |
| 42 | 7,006 % | 3,825 % | 4,527 % | 6,265 % | 3,068 % | 2,593 % |
| 43 | 6,970 % | 3,836 % | 4,517 % | 6,222 % | 3,089 % | 2,624 % |
| 44 | 6,934 % | 3,847 % | 4,509 % | 6,181 % | 3,109 % | 2,655 % |
| 45 | 6,901 % | 3,857 % | 4,500 % | 6,141 % | 3,129 % | 2,684 % |
| 46 | 6,868 % | 3,867 % | 4,492 % | 6,104 % | 3,147 % | 2,712 % |
| 47 | 6,837 % | 3,876 % | 4,483 % | 6,067 % | 3,165 % | 2,739 % |
| 48 | 6,806 % | 3,886 % | 4,475 % | 6,032 % | 3,183 % | 2,765 % |
| 49 | 6,777 % | 3,894 % | 4,467 % | 5,998 % | 3,200 % | 2,790 % |
| 50 | 6,749 % | 3,903 % | 4,460 % | 5,966 % | 3,216 % | 2,814 % |
| 51 | 6,722 % | 3,911 % | 4,452 % | 5,935 % | 3,231 % | 2,838 % |
| 52 | 6,697 % | 3,919 % | 4,445 % | 5,905 % | 3,247 % | 2,860 % |
| 53 | 6,671 % | 3,927 % | 4,438 % | 5,876 % | 3,261 % | 2,882 % |
| 54 | 6,647 % | 3,935 % | 4,431 % | 5,848 % | 3,275 % | 2,903 % |
| 55 | 6,624 % | 3,942 % | 4,425 % | 5,821 % | 3,289 % | 2,923 % |
| 56 | 6,601 % | 3,949 % | 4,418 % | 5,794 % | 3,302 % | 2,943 % |
| 57 | 6,580 % | 3,956 % | 4,412 % | 5,769 % | 3,315 % | 2,962 % |
| 58 | 6,559 % | 3,962 % | 4,406 % | 5,745 % | 3,328 % | 2,981 % |
| 59 | 6,538 % | 3,968 % | 4,400 % | 5,721 % | 3,339 % | 2,998 % |
| 60 | 6,518 % | 3,975 % | 4,395 % | 5,698 % | 3,351 % | 3,016 % |
| 61 | 6,499 % | 3,981 % | 4,389 % | 5,676 % | 3,362 % | 3,032 % |
| 62 | 6,481 % | 3,986 % | 4,384 % | 5,655 % | 3,373 % | 3,049 % |
| 63 | 6,463 % | 3,992 % | 4,379 % | 5,634 % | 3,384 % | 3,064 % |
| 64 | 6,446 % | 3,998 % | 4,374 % | 5,614 % | 3,394 % | 3,079 % |
| 65 | 6,429 % | 4,003 % | 4,369 % | 5,595 % | 3,404 % | 3,094 % |
| 66 | 6,412 % | 4,008 % | 4,364 % | 5,576 % | 3,414 % | 3,109 % |
| 67 | 6,396 % | 4,013 % | 4,359 % | 5,557 % | 3,423 % | 3,123 % |
| 68 | 6,381 % | 4,018 % | 4,355 % | 5,540 % | 3,432 % | 3,136 % |
| 69 | 6,366 % | 4,023 % | 4,351 % | 5,522 % | 3,441 % | 3,149 % |
| 70 | 6,352 % | 4,027 % | 4,346 % | 5,506 % | 3,450 % | 3,162 % |
| 71 | 6,337 % | 4,032 % | 4,342 % | 5,489 % | 3,458 % | 3,174 % |
| 72 | 6,324 % | 4,036 % | 4,338 % | 5,473 % | 3,466 % | 3,186 % |
| 73 | 6,310 % | 4,040 % | 4,334 % | 5,458 % | 3,474 % | 3,198 % |
| 74 | 6,297 % | 4,044 % | 4,330 % | 5,443 % | 3,482 % | 3,210 % |
| 75 | 6,285 % | 4,048 % | 4,327 % | 5,428 % | 3,490 % | 3,221 % |
| 76 | 6,272 % | 4,052 % | 4,323 % | 5,414 % | 3,497 % | 3,232 % |
| 77 | 6,260 % | 4,056 % | 4,320 % | 5,400 % | 3,504 % | 3,242 % |
| 78 | 6,249 % | 4,060 % | 4,316 % | 5,387 % | 3,511 % | 3,253 % |
| 79 | 6,237 % | 4,064 % | 4,313 % | 5,374 % | 3,518 % | 3,263 % |
| 80 | 6,226 % | 4,067 % | 4,309 % | 5,361 % | 3,524 % | 3,272 % |
| 81 | 6,215 % | 4,071 % | 4,306 % | 5,348 % | 3,531 % | 3,282 % |
| 82 | 6,205 % | 4,074 % | 4,303 % | 5,336 % | 3,537 % | 3,291 % |
| 83 | 6,194 % | 4,077 % | 4,300 % | 5,324 % | 3,543 % | 3,300 % |
| 84 | 6,184 % | 4,081 % | 4,297 % | 5,312 % | 3,549 % | 3,309 % |
| 85 | 6,174 % | 4,084 % | 4,294 % | 5,301 % | 3,555 % | 3,318 % |
| 86 | 6,165 % | 4,087 % | 4,291 % | 5,290 % | 3,561 % | 3,326 % |
| 87 | 6,155 % | 4,090 % | 4,289 % | 5,279 % | 3,567 % | 3,335 % |
| 88 | 6,146 % | 4,093 % | 4,286 % | 5,268 % | 3,572 % | 3,343 % |
| 89 | 6,137 % | 4,096 % | 4,283 % | 5,258 % | 3,577 % | 3,351 % |
| 90 | 6,128 % | 4,098 % | 4,281 % | 5,248 % | 3,583 % | 3,358 % |
| 91 | 6,120 % | 4,101 % | 4,278 % | 5,238 % | 3,588 % | 3,366 % |
| 92 | 6,111 % | 4,104 % | 4,276 % | 5,228 % | 3,593 % | 3,373 % |
| 93 | 6,103 % | 4,106 % | 4,273 % | 5,219 % | 3,598 % | 3,381 % |
| 94 | 6,095 % | 4,109 % | 4,271 % | 5,210 % | 3,602 % | 3,388 % |
| 95 | 6,087 % | 4,112 % | 4,269 % | 5,201 % | 3,607 % | 3,395 % |
| 96 | 6,080 % | 4,114 % | 4,266 % | 5,192 % | 3,612 % | 3,401 % |
| 97 | 6,072 % | 4,116 % | 4,264 % | 5,183 % | 3,616 % | 3,408 % |
| 98 | 6,065 % | 4,119 % | 4,262 % | 5,174 % | 3,621 % | 3,415 % |
| 99 | 6,057 % | 4,121 % | 4,260 % | 5,166 % | 3,625 % | 3,421 % |
| 100 | 6,050 % | 4,123 % | 4,258 % | 5,158 % | 3,629 % | 3,427 % |
| 101 | 6,043 % | 4,126 % | 4,256 % | 5,150 % | 3,633 % | 3,434 % |
| 102 | 6,037 % | 4,128 % | 4,254 % | 5,142 % | 3,637 % | 3,440 % |
| 103 | 6,030 % | 4,130 % | 4,252 % | 5,134 % | 3,641 % | 3,445 % |
| 104 | 6,023 % | 4,132 % | 4,250 % | 5,127 % | 3,645 % | 3,451 % |
| 105 | 6,017 % | 4,134 % | 4,248 % | 5,119 % | 3,649 % | 3,457 % |
| 106 | 6,011 % | 4,136 % | 4,246 % | 5,112 % | 3,653 % | 3,462 % |
| 107 | 6,004 % | 4,138 % | 4,244 % | 5,105 % | 3,657 % | 3,468 % |
| 108 | 5,998 % | 4,140 % | 4,242 % | 5,098 % | 3,660 % | 3,473 % |
| 109 | 5,992 % | 4,142 % | 4,240 % | 5,091 % | 3,664 % | 3,479 % |
| 110 | 5,986 % | 4,144 % | 4,239 % | 5,084 % | 3,667 % | 3,484 % |
| 111 | 5,981 % | 4,146 % | 4,237 % | 5,078 % | 3,671 % | 3,489 % |
| 112 | 5,975 % | 4,148 % | 4,235 % | 5,071 % | 3,674 % | 3,494 % |
| 113 | 5,970 % | 4,149 % | 4,234 % | 5,065 % | 3,678 % | 3,499 % |
| 114 | 5,964 % | 4,151 % | 4,232 % | 5,058 % | 3,681 % | 3,504 % |
| 115 | 5,959 % | 4,153 % | 4,230 % | 5,052 % | 3,684 % | 3,508 % |
| 116 | 5,953 % | 4,155 % | 4,229 % | 5,046 % | 3,687 % | 3,513 % |
| 117 | 5,948 % | 4,156 % | 4,227 % | 5,040 % | 3,690 % | 3,518 % |
| 118 | 5,943 % | 4,158 % | 4,226 % | 5,034 % | 3,693 % | 3,522 % |
| 119 | 5,938 % | 4,160 % | 4,224 % | 5,028 % | 3,696 % | 3,527 % |
| 120 | 5,933 % | 4,161 % | 4,223 % | 5,023 % | 3,699 % | 3,531 % |
| 121 | 5,928 % | 4,163 % | 4,222 % | 5,017 % | 3,702 % | 3,535 % |
| 122 | 5,924 % | 4,164 % | 4,220 % | 5,012 % | 3,705 % | 3,539 % |
| 123 | 5,919 % | 4,166 % | 4,219 % | 5,006 % | 3,708 % | 3,543 % |
| 124 | 5,914 % | 4,167 % | 4,217 % | 5,001 % | 3,711 % | 3,548 % |
| 125 | 5,910 % | 4,169 % | 4,216 % | 4,996 % | 3,713 % | 3,552 % |
| 126 | 5,905 % | 4,170 % | 4,215 % | 4,991 % | 3,716 % | 3,556 % |
| 127 | 5,901 % | 4,172 % | 4,213 % | 4,986 % | 3,719 % | 3,559 % |
| 128 | 5,897 % | 4,173 % | 4,212 % | 4,981 % | 3,721 % | 3,563 % |
| 129 | 5,893 % | 4,174 % | 4,211 % | 4,976 % | 3,724 % | 3,567 % |
| 130 | 5,888 % | 4,176 % | 4,210 % | 4,971 % | 3,726 % | 3,571 % |
| 131 | 5,884 % | 4,177 % | 4,208 % | 4,966 % | 3,729 % | 3,574 % |
| 132 | 5,880 % | 4,178 % | 4,207 % | 4,961 % | 3,731 % | 3,578 % |
| 133 | 5,876 % | 4,180 % | 4,206 % | 4,957 % | 3,733 % | 3,581 % |
| 134 | 5,872 % | 4,181 % | 4,205 % | 4,952 % | 3,736 % | 3,585 % |
| 135 | 5,868 % | 4,182 % | 4,204 % | 4,948 % | 3,738 % | 3,588 % |
| 136 | 5,865 % | 4,183 % | 4,203 % | 4,943 % | 3,740 % | 3,592 % |
| 137 | 5,861 % | 4,185 % | 4,201 % | 4,939 % | 3,743 % | 3,595 % |
| 138 | 5,857 % | 4,186 % | 4,200 % | 4,935 % | 3,745 % | 3,598 % |
| 139 | 5,853 % | 4,187 % | 4,199 % | 4,931 % | 3,747 % | 3,602 % |
| 140 | 5,850 % | 4,188 % | 4,198 % | 4,926 % | 3,749 % | 3,605 % |
| 141 | 5,846 % | 4,189 % | 4,197 % | 4,922 % | 3,751 % | 3,608 % |
| 142 | 5,843 % | 4,190 % | 4,196 % | 4,918 % | 3,753 % | 3,611 % |
| 143 | 5,839 % | 4,192 % | 4,195 % | 4,914 % | 3,756 % | 3,614 % |
| 144 | 5,836 % | 4,193 % | 4,194 % | 4,910 % | 3,758 % | 3,617 % |
| 145 | 5,833 % | 4,194 % | 4,193 % | 4,906 % | 3,760 % | 3,620 % |
| 146 | 5,829 % | 4,195 % | 4,192 % | 4,903 % | 3,762 % | 3,623 % |
| 147 | 5,826 % | 4,196 % | 4,191 % | 4,899 % | 3,764 % | 3,626 % |
| 148 | 5,823 % | 4,197 % | 4,190 % | 4,895 % | 3,765 % | 3,629 % |
| 149 | 5,820 % | 4,198 % | 4,189 % | 4,891 % | 3,767 % | 3,632 % |
| 150 | 5,816 % | 4,199 % | 4,188 % | 4,888 % | 3,769 % | 3,634 % |
| Term to maturity (in years) | Turkish lira | US dollar | Yen | |||
| --- | --- | --- | --- | |||
| 1 | 21,800 % | 2,593 % | – 0,091 % | |||
| 2 | 19,421 % | 2,491 % | – 0,092 % | |||
| 3 | 18,795 % | 2,422 % | – 0,094 % | |||
| 4 | 17,703 % | 2,400 % | – 0,090 % | |||
| 5 | 16,309 % | 2,402 % | – 0,079 % | |||
| 6 | 15,898 % | 2,427 % | – 0,060 % | |||
| 7 | 15,751 % | 2,461 % | – 0,034 % | |||
| 8 | 15,214 % | 2,492 % | – 0,003 % | |||
| 9 | 14,433 % | 2,526 % | 0,034 % | |||
| 10 | 13,642 % | 2,551 % | 0,074 % | |||
| 11 | 12,965 % | 2,586 % | 0,115 % | |||
| 12 | 12,397 % | 2,601 % | 0,156 % | |||
| 13 | 11,912 % | 2,618 % | 0,198 % | |||
| 14 | 11,492 % | 2,639 % | 0,240 % | |||
| 15 | 11,125 % | 2,659 % | 0,280 % | |||
| 16 | 10,800 % | 2,673 % | 0,319 % | |||
| 17 | 10,510 % | 2,683 % | 0,357 % | |||
| 18 | 10,251 % | 2,690 % | 0,392 % | |||
| 19 | 10,016 % | 2,695 % | 0,426 % | |||
| 20 | 9,803 % | 2,698 % | 0,458 % | |||
| 21 | 9,608 % | 2,699 % | 0,487 % | |||
| 22 | 9,430 % | 2,699 % | 0,514 % | |||
| 23 | 9,266 % | 2,698 % | 0,537 % | |||
| 24 | 9,114 % | 2,698 % | 0,557 % | |||
| 25 | 8,974 % | 2,697 % | 0,572 % | |||
| 26 | 8,843 % | 2,697 % | 0,583 % | |||
| 27 | 8,721 % | 2,696 % | 0,593 % | |||
| 28 | 8,607 % | 2,695 % | 0,606 % | |||
| 29 | 8,501 % | 2,694 % | 0,622 % | |||
| 30 | 8,401 % | 2,692 % | 0,645 % | |||
| 31 | 8,307 % | 2,689 % | 0,674 % | |||
| 32 | 8,218 % | 2,686 % | 0,709 % | |||
| 33 | 8,135 % | 2,682 % | 0,748 % | |||
| 34 | 8,056 % | 2,677 % | 0,790 % | |||
| 35 | 7,981 % | 2,672 % | 0,833 % | |||
| 36 | 7,910 % | 2,666 % | 0,878 % | |||
| 37 | 7,843 % | 2,659 % | 0,923 % | |||
| 38 | 7,779 % | 2,652 % | 0,969 % | |||
| 39 | 7,718 % | 2,643 % | 1,014 % | |||
| 40 | 7,660 % | 2,634 % | 1,059 % | |||
| 41 | 7,605 % | 2,623 % | 1,103 % | |||
| 42 | 7,552 % | 2,612 % | 1,147 % | |||
| 43 | 7,502 % | 2,602 % | 1,190 % | |||
| 44 | 7,453 % | 2,593 % | 1,231 % | |||
| 45 | 7,407 % | 2,585 % | 1,272 % | |||
| 46 | 7,363 % | 2,579 % | 1,312 % | |||
| 47 | 7,321 % | 2,575 % | 1,350 % | |||
| 48 | 7,280 % | 2,574 % | 1,388 % | |||
| 49 | 7,241 % | 2,575 % | 1,424 % | |||
| 50 | 7,203 % | 2,579 % | 1,459 % | |||
| 51 | 7,167 % | 2,585 % | 1,494 % | |||
| 52 | 7,132 % | 2,594 % | 1,527 % | |||
| 53 | 7,099 % | 2,605 % | 1,559 % | |||
| 54 | 7,067 % | 2,617 % | 1,591 % | |||
| 55 | 7,036 % | 2,631 % | 1,621 % | |||
| 56 | 7,005 % | 2,645 % | 1,651 % | |||
| 57 | 6,976 % | 2,660 % | 1,679 % | |||
| 58 | 6,948 % | 2,676 % | 1,707 % | |||
| 59 | 6,921 % | 2,692 % | 1,734 % | |||
| 60 | 6,895 % | 2,708 % | 1,760 % | |||
| 61 | 6,870 % | 2,724 % | 1,785 % | |||
| 62 | 6,845 % | 2,741 % | 1,810 % | |||
| 63 | 6,822 % | 2,758 % | 1,834 % | |||
| 64 | 6,798 % | 2,774 % | 1,857 % | |||
| 65 | 6,776 % | 2,790 % | 1,879 % | |||
| 66 | 6,755 % | 2,807 % | 1,901 % | |||
| 67 | 6,734 % | 2,823 % | 1,922 % | |||
| 68 | 6,713 % | 2,838 % | 1,943 % | |||
| 69 | 6,693 % | 2,854 % | 1,963 % | |||
| 70 | 6,674 % | 2,869 % | 1,983 % | |||
| 71 | 6,655 % | 2,885 % | 2,002 % | |||
| 72 | 6,637 % | 2,899 % | 2,020 % | |||
| 73 | 6,619 % | 2,914 % | 2,038 % | |||
| 74 | 6,602 % | 2,928 % | 2,056 % | |||
| 75 | 6,585 % | 2,942 % | 2,073 % | |||
| 76 | 6,569 % | 2,956 % | 2,089 % | |||
| 77 | 6,553 % | 2,970 % | 2,105 % | |||
| 78 | 6,538 % | 2,983 % | 2,121 % | |||
| 79 | 6,523 % | 2,996 % | 2,137 % | |||
| 80 | 6,508 % | 3,008 % | 2,152 % | |||
| 81 | 6,494 % | 3,021 % | 2,166 % | |||
| 82 | 6,480 % | 3,033 % | 2,181 % | |||
| 83 | 6,466 % | 3,045 % | 2,195 % | |||
| 84 | 6,453 % | 3,056 % | 2,208 % | |||
| 85 | 6,440 % | 3,068 % | 2,222 % | |||
| 86 | 6,427 % | 3,079 % | 2,235 % | |||
| 87 | 6,414 % | 3,090 % | 2,247 % | |||
| 88 | 6,402 % | 3,101 % | 2,260 % | |||
| 89 | 6,390 % | 3,111 % | 2,272 % | |||
| 90 | 6,379 % | 3,121 % | 2,284 % | |||
| 91 | 6,367 % | 3,131 % | 2,296 % | |||
| 92 | 6,356 % | 3,141 % | 2,307 % | |||
| 93 | 6,345 % | 3,151 % | 2,318 % | |||
| 94 | 6,335 % | 3,160 % | 2,329 % | |||
| 95 | 6,324 % | 3,170 % | 2,340 % | |||
| 96 | 6,314 % | 3,179 % | 2,350 % | |||
| 97 | 6,304 % | 3,188 % | 2,361 % | |||
| 98 | 6,294 % | 3,196 % | 2,371 % | |||
| 99 | 6,285 % | 3,205 % | 2,380 % | |||
| 100 | 6,275 % | 3,213 % | 2,390 % | |||
| 101 | 6,266 % | 3,221 % | 2,400 % | |||
| 102 | 6,257 % | 3,230 % | 2,409 % | |||
| 103 | 6,248 % | 3,237 % | 2,418 % | |||
| 104 | 6,240 % | 3,245 % | 2,427 % | |||
| 105 | 6,231 % | 3,253 % | 2,436 % | |||
| 106 | 6,223 % | 3,260 % | 2,444 % | |||
| 107 | 6,215 % | 3,268 % | 2,453 % | |||
| 108 | 6,207 % | 3,275 % | 2,461 % | |||
| 109 | 6,199 % | 3,282 % | 2,469 % | |||
| 110 | 6,191 % | 3,289 % | 2,477 % | |||
| 111 | 6,183 % | 3,296 % | 2,485 % | |||
| 112 | 6,176 % | 3,302 % | 2,492 % | |||
| 113 | 6,169 % | 3,309 % | 2,500 % | |||
| 114 | 6,161 % | 3,315 % | 2,507 % | |||
| 115 | 6,154 % | 3,322 % | 2,515 % | |||
| 116 | 6,147 % | 3,328 % | 2,522 % | |||
| 117 | 6,141 % | 3,334 % | 2,529 % | |||
| 118 | 6,134 % | 3,340 % | 2,536 % | |||
| 119 | 6,127 % | 3,346 % | 2,543 % | |||
| 120 | 6,121 % | 3,352 % | 2,549 % | |||
| 121 | 6,114 % | 3,358 % | 2,556 % | |||
| 122 | 6,108 % | 3,363 % | 2,562 % | |||
| 123 | 6,102 % | 3,369 % | 2,569 % | |||
| 124 | 6,096 % | 3,374 % | 2,575 % | |||
| 125 | 6,090 % | 3,380 % | 2,581 % | |||
| 126 | 6,084 % | 3,385 % | 2,587 % | |||
| 127 | 6,078 % | 3,390 % | 2,593 % | |||
| 128 | 6,072 % | 3,396 % | 2,599 % | |||
| 129 | 6,067 % | 3,401 % | 2,605 % | |||
| 130 | 6,061 % | 3,406 % | 2,611 % | |||
| 131 | 6,056 % | 3,410 % | 2,616 % | |||
| 132 | 6,050 % | 3,415 % | 2,622 % | |||
| 133 | 6,045 % | 3,420 % | 2,627 % | |||
| 134 | 6,040 % | 3,425 % | 2,633 % | |||
| 135 | 6,035 % | 3,429 % | 2,638 % | |||
| 136 | 6,030 % | 3,434 % | 2,643 % | |||
| 137 | 6,025 % | 3,438 % | 2,648 % | |||
| 138 | 6,020 % | 3,443 % | 2,653 % | |||
| 139 | 6,015 % | 3,447 % | 2,658 % | |||
| 140 | 6,010 % | 3,451 % | 2,663 % | |||
| 141 | 6,006 % | 3,456 % | 2,668 % | |||
| 142 | 6,001 % | 3,460 % | 2,673 % | |||
| 143 | 5,996 % | 3,464 % | 2,678 % | |||
| 144 | 5,992 % | 3,468 % | 2,682 % | |||
| 145 | 5,987 % | 3,472 % | 2,687 % | |||
| 146 | 5,983 % | 3,476 % | 2,692 % | |||
| 147 | 5,979 % | 3,480 % | 2,696 % | |||
| 148 | 5,974 % | 3,484 % | 2,700 % | |||
| 149 | 5,970 % | 3,488 % | 2,705 % | |||
| 150 | 5,966 % | 3,491 % | 2,709 % |
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 | 32 | 5 | 0 | 26 | 1 |
| 2 | 0 | 0 | 40 | 5 | 0 | 43 | 0 |
| 3 | 0 | 1 | 45 | 5 | 2 | 48 | 0 |
| 4 | 0 | 3 | 48 | 5 | 3 | 49 | 0 |
| 5 | 0 | 4 | 53 | 5 | 5 | 52 | 0 |
| 6 | 1 | 5 | 56 | 5 | 7 | 55 | 0 |
| 7 | 2 | 6 | 59 | 5 | 9 | 56 | 0 |
| 8 | 3 | 7 | 60 | 5 | 12 | 55 | 0 |
| 9 | 3 | 8 | 62 | 5 | 13 | 52 | 0 |
| 10 | 3 | 8 | 64 | 5 | 14 | 51 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 408 | 4 | 17 |
| 2 | 0 | 0 | 0 | 0 | 252 | 4 | 24 |
| 3 | 1 | 0 | 0 | 0 | 223 | 4 | 26 |
| 4 | 3 | 0 | 0 | 0 | 194 | 4 | 27 |
| 5 | 4 | 0 | 0 | 0 | 177 | 4 | 28 |
| 6 | 5 | 0 | 0 | 0 | 174 | 4 | 30 |
| 7 | 6 | 0 | 0 | 0 | 170 | 4 | 30 |
| 8 | 7 | 0 | 1 | 0 | 175 | 2 | 31 |
| 9 | 8 | 1 | 2 | 0 | 177 | 1 | 32 |
| 10 | 8 | 0 | 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 | 11 | 12 | 0 | 24 | 0 | 4 |
| 3 | 18 | 15 | 15 | 0 | 26 | 0 | 4 |
| 4 | 21 | 17 | 17 | 0 | 27 | 0 | 4 |
| 5 | 23 | 19 | 19 | 0 | 28 | 0 | 4 |
| 6 | 24 | 20 | 21 | 0 | 30 | 0 | 4 |
| 7 | 26 | 22 | 22 | 0 | 30 | 0 | 4 |
| 8 | 27 | 23 | 24 | 1 | 31 | 0 | 4 |
| 9 | 29 | 24 | 25 | 2 | 32 | 0 | 4 |
| 10 | 30 | 24 | 25 | 3 | 32 | 0 | 4 |
| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 26 | 9 | 12 | 19 | 5 | 0 | 0 |
| 2 | 43 | 17 | 16 | 22 | 12 | 0 | 0 |
| 3 | 48 | 20 | 19 | 27 | 15 | 0 | 0 |
| 4 | 49 | 21 | 20 | 31 | 17 | 0 | 0 |
| 5 | 52 | 23 | 22 | 35 | 19 | 0 | 0 |
| 6 | 55 | 24 | 23 | 38 | 21 | 0 | 0 |
| 7 | 56 | 25 | 24 | 40 | 22 | 0 | 0 |
| 8 | 55 | 27 | 26 | 41 | 24 | 0 | 0 |
| 9 | 52 | 29 | 26 | 42 | 25 | 0 | 0 |
| 10 | 51 | 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 | 29 | 0 | 10 | 0 | 0 | 9 |
| 4 | 2 | 37 | 0 | 10 | 0 | 0 | 10 |
| 5 | 2 | 39 | 0 | 10 | 0 | 0 | 10 |
| 6 | 3 | 43 | 0 | 10 | 0 | 0 | 10 |
| 7 | 4 | 45 | 0 | 10 | 0 | 0 | 10 |
| 8 | 7 | 42 | 0 | 10 | 0 | 0 | 10 |
| 9 | 5 | 40 | 0 | 10 | 1 | 0 | 9 |
| 10 | 5 | 42 | 0 | 10 | 1 | 0 | 9 |
| Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 5 | 10 | 0 | 4 |
| 2 | 0 | 0 | 0 | 7 | 12 | 0 | 4 |
| 3 | 0 | 0 | 0 | 7 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 7 | 14 | 0 | 4 |
| 5 | 0 | 1 | 0 | 6 | 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 | 20 | 46 | 122 | 236 | 566 | 1 182 |
| 2 | 6 | 20 | 46 | 122 | 236 | 566 | 970 |
| 3 | 7 | 23 | 47 | 115 | 232 | 562 | 803 |
| 4 | 8 | 25 | 49 | 117 | 231 | 561 | 673 |
| 5 | 10 | 28 | 55 | 120 | 231 | 561 | 571 |
| 6 | 11 | 30 | 58 | 125 | 231 | 561 | 561 |
| 7 | 12 | 33 | 60 | 127 | 231 | 561 | 561 |
| 8 | 12 | 33 | 60 | 126 | 231 | 561 | 561 |
| 9 | 12 | 34 | 59 | 125 | 231 | 561 | 561 |
| 10 | 13 | 35 | 60 | 125 | 231 | 561 | 561 |
| 11 | 13 | 36 | 60 | 125 | 231 | 561 | 561 |
| 12 | 14 | 37 | 60 | 125 | 231 | 561 | 561 |
| 13 | 14 | 38 | 60 | 125 | 231 | 561 | 561 |
| 14 | 14 | 38 | 60 | 125 | 231 | 561 | 561 |
| 15 | 14 | 38 | 60 | 125 | 231 | 561 | 561 |
| 16 | 14 | 38 | 60 | 125 | 231 | 561 | 561 |
| 17 | 14 | 38 | 60 | 125 | 231 | 561 | 561 |
| 18 | 14 | 38 | 60 | 125 | 231 | 561 | 561 |
| 19 | 14 | 38 | 60 | 125 | 231 | 561 | 561 |
| 20 | 15 | 38 | 60 | 125 | 231 | 561 | 561 |
| 21 | 15 | 38 | 60 | 125 | 231 | 561 | 561 |
| 22 | 16 | 38 | 60 | 125 | 231 | 561 | 561 |
| 23 | 17 | 38 | 60 | 125 | 231 | 561 | 561 |
| 24 | 18 | 38 | 60 | 125 | 231 | 561 | 561 |
| 25 | 18 | 38 | 60 | 125 | 231 | 561 | 561 |
| 26 | 19 | 38 | 60 | 125 | 231 | 561 | 561 |
| 27 | 20 | 38 | 60 | 125 | 231 | 561 | 561 |
| 28 | 21 | 38 | 60 | 125 | 231 | 561 | 561 |
| 29 | 21 | 38 | 60 | 125 | 231 | 561 | 561 |
| 30 | 22 | 38 | 60 | 125 | 231 | 561 | 561 |
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 | 571 | 1 225 |
| 2 | 14 | 28 | 53 | 130 | 244 | 573 | 1 004 |
| 3 | 15 | 31 | 55 | 123 | 240 | 570 | 830 |
| 4 | 16 | 33 | 57 | 125 | 239 | 568 | 694 |
| 5 | 17 | 35 | 62 | 128 | 239 | 568 | 587 |
| 6 | 18 | 37 | 65 | 132 | 238 | 567 | 567 |
| 7 | 18 | 39 | 66 | 134 | 237 | 567 | 567 |
| 8 | 18 | 39 | 65 | 132 | 237 | 566 | 566 |
| 9 | 17 | 39 | 65 | 130 | 236 | 566 | 566 |
| 10 | 18 | 40 | 64 | 130 | 236 | 565 | 565 |
| 11 | 18 | 41 | 64 | 129 | 235 | 565 | 565 |
| 12 | 17 | 41 | 64 | 128 | 235 | 564 | 564 |
| 13 | 17 | 41 | 63 | 128 | 234 | 564 | 564 |
| 14 | 17 | 41 | 62 | 127 | 234 | 563 | 563 |
| 15 | 16 | 40 | 62 | 127 | 233 | 563 | 563 |
| 16 | 16 | 40 | 61 | 126 | 233 | 562 | 562 |
| 17 | 16 | 39 | 61 | 126 | 232 | 562 | 562 |
| 18 | 15 | 39 | 61 | 126 | 232 | 562 | 562 |
| 19 | 15 | 39 | 61 | 126 | 232 | 562 | 562 |
| 20 | 16 | 40 | 61 | 126 | 233 | 562 | 562 |
| 21 | 16 | 40 | 62 | 127 | 233 | 563 | 563 |
| 22 | 17 | 40 | 62 | 127 | 233 | 563 | 563 |
| 23 | 18 | 40 | 62 | 127 | 233 | 563 | 563 |
| 24 | 18 | 40 | 62 | 127 | 234 | 563 | 563 |
| 25 | 19 | 41 | 62 | 127 | 234 | 563 | 563 |
| 26 | 19 | 41 | 62 | 127 | 234 | 563 | 563 |
| 27 | 21 | 41 | 62 | 127 | 234 | 563 | 563 |
| 28 | 21 | 41 | 62 | 127 | 234 | 563 | 563 |
| 29 | 21 | 41 | 62 | 127 | 234 | 563 | 563 |
| 30 | 22 | 40 | 62 | 127 | 234 | 563 | 563 |
2.3 Danish krone
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