LegalizeCommission Implementing Regulation (EU) 2019/699 of 6 May 2019 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2019 until 29 June 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.
| 7.5.2019 | EN | Official Journal of the European Union | L 119/70 |
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 4 April 2019, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2019 market data. That information was published on 4 April 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 March 2019 until 29 June 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 March 2019.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 6 May 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 | – 0,330 % | 1,993 % | – 0,340 % | 0,288 % | – 0,055 % | – 0,033 % |
| 2 | – 0,290 % | 1,904 % | – 0,300 % | 0,917 % | 0,003 % | 0,050 % |
| 3 | – 0,240 % | 1,833 % | – 0,250 % | 1,129 % | 0,081 % | 0,208 % |
| 4 | – 0,168 % | 1,765 % | – 0,178 % | 1,417 % | 0,171 % | 0,442 % |
| 5 | – 0,088 % | 1,711 % | – 0,098 % | 1,691 % | 0,273 % | 0,721 % |
| 6 | 0,001 % | 1,670 % | – 0,009 % | 1,954 % | 0,371 % | 1,001 % |
| 7 | 0,095 % | 1,651 % | 0,085 % | 2,229 % | 0,471 % | 1,256 % |
| 8 | 0,191 % | 1,652 % | 0,181 % | 2,437 % | 0,568 % | 1,476 % |
| 9 | 0,290 % | 1,664 % | 0,280 % | 2,600 % | 0,658 % | 1,658 % |
| 10 | 0,378 % | 1,678 % | 0,367 % | 2,730 % | 0,746 % | 1,811 % |
| 11 | 0,460 % | 1,681 % | 0,450 % | 2,847 % | 0,891 % | 1,941 % |
| 12 | 0,541 % | 1,684 % | 0,531 % | 2,956 % | 1,064 % | 2,054 % |
| 13 | 0,619 % | 1,697 % | 0,609 % | 3,055 % | 1,239 % | 2,154 % |
| 14 | 0,687 % | 1,721 % | 0,677 % | 3,146 % | 1,405 % | 2,243 % |
| 15 | 0,741 % | 1,754 % | 0,731 % | 3,227 % | 1,557 % | 2,323 % |
| 16 | 0,779 % | 1,794 % | 0,769 % | 3,298 % | 1,695 % | 2,395 % |
| 17 | 0,809 % | 1,840 % | 0,798 % | 3,362 % | 1,820 % | 2,460 % |
| 18 | 0,838 % | 1,889 % | 0,827 % | 3,419 % | 1,932 % | 2,521 % |
| 19 | 0,871 % | 1,940 % | 0,860 % | 3,470 % | 2,033 % | 2,576 % |
| 20 | 0,911 % | 1,992 % | 0,901 % | 3,516 % | 2,125 % | 2,627 % |
| 21 | 0,962 % | 2,043 % | 0,951 % | 3,559 % | 2,209 % | 2,674 % |
| 22 | 1,019 % | 2,094 % | 1,009 % | 3,597 % | 2,285 % | 2,718 % |
| 23 | 1,081 % | 2,144 % | 1,071 % | 3,633 % | 2,354 % | 2,760 % |
| 24 | 1,146 % | 2,192 % | 1,136 % | 3,666 % | 2,418 % | 2,798 % |
| 25 | 1,212 % | 2,240 % | 1,203 % | 3,696 % | 2,477 % | 2,834 % |
| 26 | 1,278 % | 2,285 % | 1,269 % | 3,724 % | 2,531 % | 2,868 % |
| 27 | 1,344 % | 2,330 % | 1,335 % | 3,750 % | 2,582 % | 2,900 % |
| 28 | 1,409 % | 2,372 % | 1,400 % | 3,775 % | 2,629 % | 2,930 % |
| 29 | 1,473 % | 2,413 % | 1,464 % | 3,798 % | 2,672 % | 2,959 % |
| 30 | 1,535 % | 2,453 % | 1,526 % | 3,819 % | 2,713 % | 2,986 % |
| 31 | 1,595 % | 2,491 % | 1,587 % | 3,839 % | 2,751 % | 3,011 % |
| 32 | 1,653 % | 2,527 % | 1,645 % | 3,858 % | 2,787 % | 3,036 % |
| 33 | 1,709 % | 2,562 % | 1,702 % | 3,876 % | 2,820 % | 3,059 % |
| 34 | 1,764 % | 2,596 % | 1,757 % | 3,893 % | 2,852 % | 3,081 % |
| 35 | 1,816 % | 2,628 % | 1,809 % | 3,909 % | 2,882 % | 3,102 % |
| 36 | 1,867 % | 2,659 % | 1,860 % | 3,925 % | 2,910 % | 3,122 % |
| 37 | 1,915 % | 2,689 % | 1,909 % | 3,939 % | 2,936 % | 3,141 % |
| 38 | 1,962 % | 2,717 % | 1,956 % | 3,953 % | 2,962 % | 3,159 % |
| 39 | 2,007 % | 2,745 % | 2,001 % | 3,966 % | 2,986 % | 3,176 % |
| 40 | 2,050 % | 2,771 % | 2,044 % | 3,978 % | 3,008 % | 3,193 % |
| 41 | 2,092 % | 2,796 % | 2,086 % | 3,990 % | 3,030 % | 3,209 % |
| 42 | 2,132 % | 2,820 % | 2,126 % | 4,002 % | 3,051 % | 3,224 % |
| 43 | 2,171 % | 2,844 % | 2,165 % | 4,013 % | 3,070 % | 3,239 % |
| 44 | 2,208 % | 2,866 % | 2,202 % | 4,023 % | 3,089 % | 3,253 % |
| 45 | 2,243 % | 2,888 % | 2,238 % | 4,033 % | 3,107 % | 3,266 % |
| 46 | 2,278 % | 2,909 % | 2,272 % | 4,043 % | 3,124 % | 3,279 % |
| 47 | 2,311 % | 2,929 % | 2,305 % | 4,052 % | 3,141 % | 3,292 % |
| 48 | 2,342 % | 2,948 % | 2,337 % | 4,061 % | 3,156 % | 3,304 % |
| 49 | 2,373 % | 2,967 % | 2,368 % | 4,070 % | 3,172 % | 3,315 % |
| 50 | 2,402 % | 2,985 % | 2,397 % | 4,078 % | 3,186 % | 3,327 % |
| 51 | 2,431 % | 3,002 % | 2,426 % | 4,086 % | 3,200 % | 3,337 % |
| 52 | 2,458 % | 3,019 % | 2,453 % | 4,093 % | 3,213 % | 3,348 % |
| 53 | 2,485 % | 3,035 % | 2,480 % | 4,101 % | 3,226 % | 3,358 % |
| 54 | 2,510 % | 3,050 % | 2,506 % | 4,108 % | 3,239 % | 3,367 % |
| 55 | 2,535 % | 3,065 % | 2,531 % | 4,115 % | 3,251 % | 3,377 % |
| 56 | 2,559 % | 3,080 % | 2,555 % | 4,121 % | 3,262 % | 3,386 % |
| 57 | 2,582 % | 3,094 % | 2,578 % | 4,128 % | 3,273 % | 3,395 % |
| 58 | 2,605 % | 3,108 % | 2,600 % | 4,134 % | 3,284 % | 3,403 % |
| 59 | 2,626 % | 3,121 % | 2,622 % | 4,140 % | 3,295 % | 3,411 % |
| 60 | 2,647 % | 3,133 % | 2,643 % | 4,146 % | 3,305 % | 3,419 % |
| 61 | 2,667 % | 3,146 % | 2,663 % | 4,151 % | 3,314 % | 3,427 % |
| 62 | 2,687 % | 3,158 % | 2,683 % | 4,157 % | 3,324 % | 3,434 % |
| 63 | 2,706 % | 3,169 % | 2,702 % | 4,162 % | 3,333 % | 3,442 % |
| 64 | 2,724 % | 3,181 % | 2,720 % | 4,167 % | 3,342 % | 3,449 % |
| 65 | 2,742 % | 3,192 % | 2,738 % | 4,172 % | 3,350 % | 3,456 % |
| 66 | 2,760 % | 3,202 % | 2,756 % | 4,177 % | 3,359 % | 3,462 % |
| 67 | 2,777 % | 3,213 % | 2,773 % | 4,182 % | 3,367 % | 3,469 % |
| 68 | 2,793 % | 3,223 % | 2,789 % | 4,186 % | 3,375 % | 3,475 % |
| 69 | 2,809 % | 3,232 % | 2,805 % | 4,191 % | 3,382 % | 3,481 % |
| 70 | 2,824 % | 3,242 % | 2,821 % | 4,195 % | 3,390 % | 3,487 % |
| 71 | 2,839 % | 3,251 % | 2,836 % | 4,199 % | 3,397 % | 3,493 % |
| 72 | 2,854 % | 3,260 % | 2,850 % | 4,203 % | 3,404 % | 3,498 % |
| 73 | 2,868 % | 3,269 % | 2,865 % | 4,207 % | 3,410 % | 3,504 % |
| 74 | 2,882 % | 3,277 % | 2,879 % | 4,211 % | 3,417 % | 3,509 % |
| 75 | 2,896 % | 3,285 % | 2,892 % | 4,215 % | 3,423 % | 3,514 % |
| 76 | 2,909 % | 3,293 % | 2,905 % | 4,219 % | 3,430 % | 3,519 % |
| 77 | 2,921 % | 3,301 % | 2,918 % | 4,222 % | 3,436 % | 3,524 % |
| 78 | 2,934 % | 3,309 % | 2,931 % | 4,226 % | 3,442 % | 3,529 % |
| 79 | 2,946 % | 3,316 % | 2,943 % | 4,229 % | 3,448 % | 3,533 % |
| 80 | 2,958 % | 3,323 % | 2,955 % | 4,233 % | 3,453 % | 3,538 % |
| 81 | 2,970 % | 3,331 % | 2,966 % | 4,236 % | 3,459 % | 3,542 % |
| 82 | 2,981 % | 3,337 % | 2,978 % | 4,239 % | 3,464 % | 3,547 % |
| 83 | 2,992 % | 3,344 % | 2,989 % | 4,242 % | 3,469 % | 3,551 % |
| 84 | 3,003 % | 3,351 % | 3,000 % | 4,245 % | 3,474 % | 3,555 % |
| 85 | 3,013 % | 3,357 % | 3,010 % | 4,248 % | 3,479 % | 3,559 % |
| 86 | 3,023 % | 3,364 % | 3,020 % | 4,251 % | 3,484 % | 3,563 % |
| 87 | 3,033 % | 3,370 % | 3,030 % | 4,254 % | 3,489 % | 3,567 % |
| 88 | 3,043 % | 3,376 % | 3,040 % | 4,257 % | 3,494 % | 3,571 % |
| 89 | 3,053 % | 3,382 % | 3,050 % | 4,259 % | 3,498 % | 3,574 % |
| 90 | 3,062 % | 3,387 % | 3,059 % | 4,262 % | 3,503 % | 3,578 % |
| 91 | 3,071 % | 3,393 % | 3,068 % | 4,265 % | 3,507 % | 3,582 % |
| 92 | 3,080 % | 3,398 % | 3,077 % | 4,267 % | 3,511 % | 3,585 % |
| 93 | 3,089 % | 3,404 % | 3,086 % | 4,270 % | 3,516 % | 3,588 % |
| 94 | 3,098 % | 3,409 % | 3,095 % | 4,272 % | 3,520 % | 3,592 % |
| 95 | 3,106 % | 3,414 % | 3,103 % | 4,274 % | 3,524 % | 3,595 % |
| 96 | 3,114 % | 3,419 % | 3,112 % | 4,277 % | 3,528 % | 3,598 % |
| 97 | 3,122 % | 3,424 % | 3,120 % | 4,279 % | 3,531 % | 3,601 % |
| 98 | 3,130 % | 3,429 % | 3,128 % | 4,281 % | 3,535 % | 3,604 % |
| 99 | 3,138 % | 3,434 % | 3,135 % | 4,283 % | 3,539 % | 3,607 % |
| 100 | 3,146 % | 3,438 % | 3,143 % | 4,286 % | 3,542 % | 3,610 % |
| 101 | 3,153 % | 3,443 % | 3,150 % | 4,288 % | 3,546 % | 3,613 % |
| 102 | 3,160 % | 3,447 % | 3,158 % | 4,290 % | 3,549 % | 3,616 % |
| 103 | 3,168 % | 3,452 % | 3,165 % | 4,292 % | 3,553 % | 3,619 % |
| 104 | 3,175 % | 3,456 % | 3,172 % | 4,294 % | 3,556 % | 3,621 % |
| 105 | 3,181 % | 3,460 % | 3,179 % | 4,296 % | 3,559 % | 3,624 % |
| 106 | 3,188 % | 3,465 % | 3,186 % | 4,298 % | 3,563 % | 3,626 % |
| 107 | 3,195 % | 3,469 % | 3,192 % | 4,300 % | 3,566 % | 3,629 % |
| 108 | 3,201 % | 3,473 % | 3,199 % | 4,301 % | 3,569 % | 3,632 % |
| 109 | 3,208 % | 3,476 % | 3,205 % | 4,303 % | 3,572 % | 3,634 % |
| 110 | 3,214 % | 3,480 % | 3,212 % | 4,305 % | 3,575 % | 3,636 % |
| 111 | 3,220 % | 3,484 % | 3,218 % | 4,307 % | 3,578 % | 3,639 % |
| 112 | 3,226 % | 3,488 % | 3,224 % | 4,308 % | 3,581 % | 3,641 % |
| 113 | 3,232 % | 3,491 % | 3,230 % | 4,310 % | 3,583 % | 3,643 % |
| 114 | 3,238 % | 3,495 % | 3,236 % | 4,312 % | 3,586 % | 3,646 % |
| 115 | 3,244 % | 3,499 % | 3,241 % | 4,313 % | 3,589 % | 3,648 % |
| 116 | 3,249 % | 3,502 % | 3,247 % | 4,315 % | 3,592 % | 3,650 % |
| 117 | 3,255 % | 3,505 % | 3,253 % | 4,317 % | 3,594 % | 3,652 % |
| 118 | 3,260 % | 3,509 % | 3,258 % | 4,318 % | 3,597 % | 3,654 % |
| 119 | 3,266 % | 3,512 % | 3,264 % | 4,320 % | 3,599 % | 3,656 % |
| 120 | 3,271 % | 3,515 % | 3,269 % | 4,321 % | 3,602 % | 3,658 % |
| 121 | 3,276 % | 3,518 % | 3,274 % | 4,323 % | 3,604 % | 3,660 % |
| 122 | 3,281 % | 3,522 % | 3,279 % | 4,324 % | 3,607 % | 3,662 % |
| 123 | 3,286 % | 3,525 % | 3,284 % | 4,326 % | 3,609 % | 3,664 % |
| 124 | 3,291 % | 3,528 % | 3,289 % | 4,327 % | 3,612 % | 3,666 % |
| 125 | 3,296 % | 3,531 % | 3,294 % | 4,328 % | 3,614 % | 3,668 % |
| 126 | 3,301 % | 3,534 % | 3,299 % | 4,330 % | 3,616 % | 3,670 % |
| 127 | 3,306 % | 3,536 % | 3,303 % | 4,331 % | 3,618 % | 3,672 % |
| 128 | 3,310 % | 3,539 % | 3,308 % | 4,332 % | 3,621 % | 3,673 % |
| 129 | 3,315 % | 3,542 % | 3,313 % | 4,334 % | 3,623 % | 3,675 % |
| 130 | 3,319 % | 3,545 % | 3,317 % | 4,335 % | 3,625 % | 3,677 % |
| 131 | 3,324 % | 3,547 % | 3,322 % | 4,336 % | 3,627 % | 3,679 % |
| 132 | 3,328 % | 3,550 % | 3,326 % | 4,337 % | 3,629 % | 3,680 % |
| 133 | 3,332 % | 3,553 % | 3,330 % | 4,339 % | 3,631 % | 3,682 % |
| 134 | 3,336 % | 3,555 % | 3,335 % | 4,340 % | 3,633 % | 3,684 % |
| 135 | 3,341 % | 3,558 % | 3,339 % | 4,341 % | 3,635 % | 3,685 % |
| 136 | 3,345 % | 3,560 % | 3,343 % | 4,342 % | 3,637 % | 3,687 % |
| 137 | 3,349 % | 3,563 % | 3,347 % | 4,343 % | 3,639 % | 3,688 % |
| 138 | 3,353 % | 3,565 % | 3,351 % | 4,344 % | 3,641 % | 3,690 % |
| 139 | 3,357 % | 3,568 % | 3,355 % | 4,346 % | 3,643 % | 3,691 % |
| 140 | 3,361 % | 3,570 % | 3,359 % | 4,347 % | 3,644 % | 3,693 % |
| 141 | 3,364 % | 3,572 % | 3,363 % | 4,348 % | 3,646 % | 3,694 % |
| 142 | 3,368 % | 3,575 % | 3,366 % | 4,349 % | 3,648 % | 3,696 % |
| 143 | 3,372 % | 3,577 % | 3,370 % | 4,350 % | 3,650 % | 3,697 % |
| 144 | 3,376 % | 3,579 % | 3,374 % | 4,351 % | 3,652 % | 3,699 % |
| 145 | 3,379 % | 3,581 % | 3,377 % | 4,352 % | 3,653 % | 3,700 % |
| 146 | 3,383 % | 3,584 % | 3,381 % | 4,353 % | 3,655 % | 3,701 % |
| 147 | 3,386 % | 3,586 % | 3,384 % | 4,354 % | 3,657 % | 3,703 % |
| 148 | 3,390 % | 3,588 % | 3,388 % | 4,355 % | 3,658 % | 3,704 % |
| 149 | 3,393 % | 3,590 % | 3,391 % | 4,356 % | 3,660 % | 3,705 % |
| 150 | 3,396 % | 3,592 % | 3,395 % | 4,357 % | 3,661 % | 3,707 % |
| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,380 % | 0,839 % | 3,019 % | 1,412 % | 4,368 % | 1,404 % |
| 2 | – 0,340 % | 0,830 % | 3,322 % | 1,565 % | 4,380 % | 1,574 % |
| 3 | – 0,290 % | 0,872 % | 3,619 % | 1,737 % | 4,395 % | 1,627 % |
| 4 | – 0,218 % | 0,914 % | 3,890 % | 1,924 % | 4,404 % | 1,667 % |
| 5 | – 0,139 % | 0,951 % | 4,103 % | 2,094 % | 4,410 % | 1,703 % |
| 6 | – 0,049 % | 0,984 % | 4,266 % | 2,253 % | 4,417 % | 1,737 % |
| 7 | 0,044 % | 1,014 % | 4,407 % | 2,421 % | 4,425 % | 1,770 % |
| 8 | 0,140 % | 1,044 % | 4,543 % | 2,563 % | 4,430 % | 1,804 % |
| 9 | 0,240 % | 1,065 % | 4,678 % | 2,680 % | 4,430 % | 1,836 % |
| 10 | 0,327 % | 1,103 % | 4,831 % | 2,746 % | 4,427 % | 1,871 % |
| 11 | 0,409 % | 1,130 % | 4,951 % | 2,798 % | 4,421 % | 1,914 % |
| 12 | 0,490 % | 1,155 % | 5,034 % | 2,844 % | 4,413 % | 1,964 % |
| 13 | 0,568 % | 1,167 % | 5,090 % | 2,887 % | 4,404 % | 2,017 % |
| 14 | 0,636 % | 1,195 % | 5,126 % | 2,927 % | 4,394 % | 2,072 % |
| 15 | 0,689 % | 1,210 % | 5,147 % | 2,964 % | 4,384 % | 2,127 % |
| 16 | 0,727 % | 1,224 % | 5,156 % | 2,998 % | 4,374 % | 2,181 % |
| 17 | 0,757 % | 1,235 % | 5,156 % | 3,030 % | 4,363 % | 2,235 % |
| 18 | 0,785 % | 1,233 % | 5,149 % | 3,060 % | 4,353 % | 2,287 % |
| 19 | 0,818 % | 1,251 % | 5,137 % | 3,089 % | 4,342 % | 2,337 % |
| 20 | 0,859 % | 1,258 % | 5,122 % | 3,115 % | 4,332 % | 2,385 % |
| 21 | 0,911 % | 1,261 % | 5,103 % | 3,141 % | 4,322 % | 2,432 % |
| 22 | 0,969 % | 1,264 % | 5,083 % | 3,165 % | 4,312 % | 2,477 % |
| 23 | 1,032 % | 1,266 % | 5,060 % | 3,187 % | 4,302 % | 2,520 % |
| 24 | 1,098 % | 1,268 % | 5,037 % | 3,208 % | 4,292 % | 2,561 % |
| 25 | 1,165 % | 1,268 % | 5,013 % | 3,229 % | 4,283 % | 2,600 % |
| 26 | 1,233 % | 1,266 % | 4,989 % | 3,248 % | 4,274 % | 2,638 % |
| 27 | 1,300 % | 1,263 % | 4,965 % | 3,266 % | 4,265 % | 2,673 % |
| 28 | 1,366 % | 1,260 % | 4,941 % | 3,284 % | 4,257 % | 2,708 % |
| 29 | 1,431 % | 1,257 % | 4,917 % | 3,301 % | 4,249 % | 2,741 % |
| 30 | 1,494 % | 1,255 % | 4,894 % | 3,316 % | 4,241 % | 2,772 % |
| 31 | 1,555 % | 1,253 % | 4,871 % | 3,332 % | 4,233 % | 2,802 % |
| 32 | 1,614 % | 1,251 % | 4,848 % | 3,346 % | 4,225 % | 2,831 % |
| 33 | 1,672 % | 1,250 % | 4,826 % | 3,360 % | 4,218 % | 2,858 % |
| 34 | 1,727 % | 1,250 % | 4,805 % | 3,373 % | 4,211 % | 2,885 % |
| 35 | 1,780 % | 1,250 % | 4,784 % | 3,386 % | 4,204 % | 2,910 % |
| 36 | 1,832 % | 1,250 % | 4,764 % | 3,398 % | 4,198 % | 2,934 % |
| 37 | 1,881 % | 1,249 % | 4,745 % | 3,410 % | 4,192 % | 2,957 % |
| 38 | 1,929 % | 1,246 % | 4,726 % | 3,421 % | 4,185 % | 2,979 % |
| 39 | 1,975 % | 1,241 % | 4,707 % | 3,432 % | 4,179 % | 3,001 % |
| 40 | 2,019 % | 1,234 % | 4,690 % | 3,442 % | 4,174 % | 3,021 % |
| 41 | 2,061 % | 1,223 % | 4,673 % | 3,452 % | 4,168 % | 3,041 % |
| 42 | 2,102 % | 1,212 % | 4,656 % | 3,462 % | 4,163 % | 3,060 % |
| 43 | 2,141 % | 1,200 % | 4,640 % | 3,471 % | 4,158 % | 3,078 % |
| 44 | 2,179 % | 1,190 % | 4,625 % | 3,480 % | 4,153 % | 3,095 % |
| 45 | 2,215 % | 1,183 % | 4,610 % | 3,488 % | 4,148 % | 3,112 % |
| 46 | 2,250 % | 1,178 % | 4,596 % | 3,496 % | 4,143 % | 3,128 % |
| 47 | 2,283 % | 1,178 % | 4,582 % | 3,504 % | 4,139 % | 3,144 % |
| 48 | 2,316 % | 1,181 % | 4,569 % | 3,512 % | 4,134 % | 3,159 % |
| 49 | 2,347 % | 1,189 % | 4,556 % | 3,519 % | 4,130 % | 3,173 % |
| 50 | 2,377 % | 1,201 % | 4,543 % | 3,526 % | 4,126 % | 3,187 % |
| 51 | 2,406 % | 1,218 % | 4,531 % | 3,533 % | 4,122 % | 3,200 % |
| 52 | 2,434 % | 1,239 % | 4,520 % | 3,540 % | 4,118 % | 3,213 % |
| 53 | 2,461 % | 1,264 % | 4,508 % | 3,546 % | 4,114 % | 3,226 % |
| 54 | 2,487 % | 1,290 % | 4,497 % | 3,553 % | 4,110 % | 3,238 % |
| 55 | 2,512 % | 1,319 % | 4,487 % | 3,559 % | 4,107 % | 3,249 % |
| 56 | 2,536 % | 1,348 % | 4,477 % | 3,564 % | 4,104 % | 3,261 % |
| 57 | 2,560 % | 1,379 % | 4,467 % | 3,570 % | 4,100 % | 3,272 % |
| 58 | 2,582 % | 1,410 % | 4,457 % | 3,576 % | 4,097 % | 3,282 % |
| 59 | 2,604 % | 1,442 % | 4,448 % | 3,581 % | 4,094 % | 3,293 % |
| 60 | 2,626 % | 1,474 % | 4,439 % | 3,586 % | 4,091 % | 3,302 % |
| 61 | 2,646 % | 1,506 % | 4,430 % | 3,591 % | 4,088 % | 3,312 % |
| 62 | 2,666 % | 1,537 % | 4,422 % | 3,596 % | 4,085 % | 3,321 % |
| 63 | 2,686 % | 1,569 % | 4,414 % | 3,600 % | 4,082 % | 3,330 % |
| 64 | 2,704 % | 1,600 % | 4,406 % | 3,605 % | 4,079 % | 3,339 % |
| 65 | 2,723 % | 1,631 % | 4,398 % | 3,609 % | 4,077 % | 3,348 % |
| 66 | 2,740 % | 1,661 % | 4,391 % | 3,614 % | 4,074 % | 3,356 % |
| 67 | 2,757 % | 1,691 % | 4,383 % | 3,618 % | 4,072 % | 3,364 % |
| 68 | 2,774 % | 1,721 % | 4,376 % | 3,622 % | 4,069 % | 3,372 % |
| 69 | 2,790 % | 1,750 % | 4,369 % | 3,626 % | 4,067 % | 3,379 % |
| 70 | 2,806 % | 1,778 % | 4,363 % | 3,630 % | 4,065 % | 3,387 % |
| 71 | 2,821 % | 1,806 % | 4,356 % | 3,633 % | 4,062 % | 3,394 % |
| 72 | 2,836 % | 1,833 % | 4,350 % | 3,637 % | 4,060 % | 3,401 % |
| 73 | 2,851 % | 1,860 % | 4,344 % | 3,641 % | 4,058 % | 3,408 % |
| 74 | 2,865 % | 1,886 % | 4,338 % | 3,644 % | 4,056 % | 3,414 % |
| 75 | 2,878 % | 1,912 % | 4,332 % | 3,647 % | 4,054 % | 3,421 % |
| 76 | 2,892 % | 1,937 % | 4,326 % | 3,651 % | 4,052 % | 3,427 % |
| 77 | 2,905 % | 1,961 % | 4,321 % | 3,654 % | 4,050 % | 3,433 % |
| 78 | 2,917 % | 1,985 % | 4,315 % | 3,657 % | 4,048 % | 3,439 % |
| 79 | 2,930 % | 2,009 % | 4,310 % | 3,660 % | 4,046 % | 3,445 % |
| 80 | 2,942 % | 2,032 % | 4,305 % | 3,663 % | 4,044 % | 3,450 % |
| 81 | 2,954 % | 2,054 % | 4,300 % | 3,666 % | 4,043 % | 3,456 % |
| 82 | 2,965 % | 2,076 % | 4,295 % | 3,669 % | 4,041 % | 3,461 % |
| 83 | 2,976 % | 2,098 % | 4,290 % | 3,672 % | 4,039 % | 3,467 % |
| 84 | 2,987 % | 2,119 % | 4,286 % | 3,674 % | 4,038 % | 3,472 % |
| 85 | 2,998 % | 2,139 % | 4,281 % | 3,677 % | 4,036 % | 3,477 % |
| 86 | 3,008 % | 2,159 % | 4,277 % | 3,679 % | 4,034 % | 3,482 % |
| 87 | 3,019 % | 2,179 % | 4,272 % | 3,682 % | 4,033 % | 3,486 % |
| 88 | 3,029 % | 2,198 % | 4,268 % | 3,684 % | 4,031 % | 3,491 % |
| 89 | 3,038 % | 2,217 % | 4,264 % | 3,687 % | 4,030 % | 3,496 % |
| 90 | 3,048 % | 2,235 % | 4,260 % | 3,689 % | 4,028 % | 3,500 % |
| 91 | 3,057 % | 2,253 % | 4,256 % | 3,692 % | 4,027 % | 3,505 % |
| 92 | 3,066 % | 2,271 % | 4,252 % | 3,694 % | 4,026 % | 3,509 % |
| 93 | 3,075 % | 2,288 % | 4,248 % | 3,696 % | 4,024 % | 3,513 % |
| 94 | 3,084 % | 2,305 % | 4,245 % | 3,698 % | 4,023 % | 3,517 % |
| 95 | 3,092 % | 2,322 % | 4,241 % | 3,700 % | 4,022 % | 3,521 % |
| 96 | 3,101 % | 2,338 % | 4,237 % | 3,702 % | 4,020 % | 3,525 % |
| 97 | 3,109 % | 2,354 % | 4,234 % | 3,704 % | 4,019 % | 3,529 % |
| 98 | 3,117 % | 2,370 % | 4,231 % | 3,706 % | 4,018 % | 3,533 % |
| 99 | 3,125 % | 2,385 % | 4,227 % | 3,708 % | 4,017 % | 3,536 % |
| 100 | 3,133 % | 2,400 % | 4,224 % | 3,710 % | 4,016 % | 3,540 % |
| 101 | 3,140 % | 2,415 % | 4,221 % | 3,712 % | 4,015 % | 3,544 % |
| 102 | 3,148 % | 2,429 % | 4,218 % | 3,714 % | 4,013 % | 3,547 % |
| 103 | 3,155 % | 2,443 % | 4,215 % | 3,716 % | 4,012 % | 3,550 % |
| 104 | 3,162 % | 2,457 % | 4,211 % | 3,717 % | 4,011 % | 3,554 % |
| 105 | 3,169 % | 2,471 % | 4,209 % | 3,719 % | 4,010 % | 3,557 % |
| 106 | 3,176 % | 2,484 % | 4,206 % | 3,721 % | 4,009 % | 3,560 % |
| 107 | 3,183 % | 2,497 % | 4,203 % | 3,723 % | 4,008 % | 3,564 % |
| 108 | 3,189 % | 2,510 % | 4,200 % | 3,724 % | 4,007 % | 3,567 % |
| 109 | 3,196 % | 2,523 % | 4,197 % | 3,726 % | 4,006 % | 3,570 % |
| 110 | 3,202 % | 2,535 % | 4,194 % | 3,727 % | 4,005 % | 3,573 % |
| 111 | 3,208 % | 2,548 % | 4,192 % | 3,729 % | 4,004 % | 3,576 % |
| 112 | 3,215 % | 2,559 % | 4,189 % | 3,730 % | 4,003 % | 3,579 % |
| 113 | 3,221 % | 2,571 % | 4,187 % | 3,732 % | 4,002 % | 3,581 % |
| 114 | 3,227 % | 2,583 % | 4,184 % | 3,733 % | 4,002 % | 3,584 % |
| 115 | 3,232 % | 2,594 % | 4,182 % | 3,735 % | 4,001 % | 3,587 % |
| 116 | 3,238 % | 2,605 % | 4,179 % | 3,736 % | 4,000 % | 3,590 % |
| 117 | 3,244 % | 2,616 % | 4,177 % | 3,738 % | 3,999 % | 3,592 % |
| 118 | 3,249 % | 2,627 % | 4,174 % | 3,739 % | 3,998 % | 3,595 % |
| 119 | 3,255 % | 2,638 % | 4,172 % | 3,740 % | 3,997 % | 3,597 % |
| 120 | 3,260 % | 2,648 % | 4,170 % | 3,742 % | 3,996 % | 3,600 % |
| 121 | 3,265 % | 2,659 % | 4,168 % | 3,743 % | 3,996 % | 3,602 % |
| 122 | 3,271 % | 2,669 % | 4,165 % | 3,744 % | 3,995 % | 3,605 % |
| 123 | 3,276 % | 2,679 % | 4,163 % | 3,746 % | 3,994 % | 3,607 % |
| 124 | 3,281 % | 2,688 % | 4,161 % | 3,747 % | 3,993 % | 3,610 % |
| 125 | 3,286 % | 2,698 % | 4,159 % | 3,748 % | 3,993 % | 3,612 % |
| 126 | 3,291 % | 2,708 % | 4,157 % | 3,749 % | 3,992 % | 3,614 % |
| 127 | 3,295 % | 2,717 % | 4,155 % | 3,750 % | 3,991 % | 3,616 % |
| 128 | 3,300 % | 2,726 % | 4,153 % | 3,752 % | 3,990 % | 3,619 % |
| 129 | 3,305 % | 2,735 % | 4,151 % | 3,753 % | 3,990 % | 3,621 % |
| 130 | 3,309 % | 2,744 % | 4,149 % | 3,754 % | 3,989 % | 3,623 % |
| 131 | 3,314 % | 2,753 % | 4,147 % | 3,755 % | 3,988 % | 3,625 % |
| 132 | 3,318 % | 2,761 % | 4,145 % | 3,756 % | 3,988 % | 3,627 % |
| 133 | 3,323 % | 2,770 % | 4,143 % | 3,757 % | 3,987 % | 3,629 % |
| 134 | 3,327 % | 2,778 % | 4,142 % | 3,758 % | 3,986 % | 3,631 % |
| 135 | 3,331 % | 2,787 % | 4,140 % | 3,759 % | 3,986 % | 3,633 % |
| 136 | 3,335 % | 2,795 % | 4,138 % | 3,760 % | 3,985 % | 3,635 % |
| 137 | 3,339 % | 2,803 % | 4,136 % | 3,761 % | 3,984 % | 3,637 % |
| 138 | 3,343 % | 2,811 % | 4,135 % | 3,762 % | 3,984 % | 3,639 % |
| 139 | 3,347 % | 2,818 % | 4,133 % | 3,763 % | 3,983 % | 3,641 % |
| 140 | 3,351 % | 2,826 % | 4,131 % | 3,764 % | 3,983 % | 3,643 % |
| 141 | 3,355 % | 2,834 % | 4,130 % | 3,765 % | 3,982 % | 3,645 % |
| 142 | 3,359 % | 2,841 % | 4,128 % | 3,766 % | 3,981 % | 3,646 % |
| 143 | 3,363 % | 2,849 % | 4,126 % | 3,767 % | 3,981 % | 3,648 % |
| 144 | 3,367 % | 2,856 % | 4,125 % | 3,768 % | 3,980 % | 3,650 % |
| 145 | 3,370 % | 2,863 % | 4,123 % | 3,769 % | 3,980 % | 3,652 % |
| 146 | 3,374 % | 2,870 % | 4,122 % | 3,770 % | 3,979 % | 3,653 % |
| 147 | 3,377 % | 2,877 % | 4,120 % | 3,771 % | 3,979 % | 3,655 % |
| 148 | 3,381 % | 2,884 % | 4,119 % | 3,772 % | 3,978 % | 3,657 % |
| 149 | 3,384 % | 2,891 % | 4,117 % | 3,773 % | 3,978 % | 3,658 % |
| 150 | 3,388 % | 2,897 % | 4,116 % | 3,773 % | 3,977 % | 3,660 % |
| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,757 % | 1,421 % | 1,606 % | 1,812 % | 2,881 % | 4,181 % |
| 2 | – 0,740 % | 1,320 % | 1,647 % | 1,731 % | 2,932 % | 4,625 % |
| 3 | – 0,678 % | 1,309 % | 1,688 % | 1,704 % | 3,010 % | 4,914 % |
| 4 | – 0,603 % | 1,343 % | 1,724 % | 1,709 % | 3,116 % | 5,231 % |
| 5 | – 0,524 % | 1,403 % | 1,755 % | 1,729 % | 3,234 % | 5,438 % |
| 6 | – 0,435 % | 1,477 % | 1,799 % | 1,760 % | 3,340 % | 5,661 % |
| 7 | – 0,347 % | 1,553 % | 1,855 % | 1,793 % | 3,436 % | 5,849 % |
| 8 | – 0,257 % | 1,626 % | 1,916 % | 1,829 % | 3,528 % | 6,033 % |
| 9 | – 0,175 % | 1,692 % | 1,969 % | 1,851 % | 3,612 % | 6,207 % |
| 10 | – 0,083 % | 1,753 % | 2,005 % | 1,922 % | 3,686 % | 6,359 % |
| 11 | – 0,028 % | 1,812 % | 2,025 % | 1,978 % | 3,747 % | 6,465 % |
| 12 | 0,066 % | 1,866 % | 2,042 % | 2,016 % | 3,799 % | 6,531 % |
| 13 | 0,112 % | 1,914 % | 2,067 % | 2,046 % | 3,843 % | 6,567 % |
| 14 | 0,187 % | 1,955 % | 2,100 % | 2,074 % | 3,881 % | 6,582 % |
| 15 | 0,241 % | 1,991 % | 2,138 % | 2,105 % | 3,915 % | 6,580 % |
| 16 | 0,285 % | 2,021 % | 2,179 % | 2,138 % | 3,945 % | 6,566 % |
| 17 | 0,323 % | 2,048 % | 2,222 % | 2,170 % | 3,972 % | 6,543 % |
| 18 | 0,354 % | 2,072 % | 2,266 % | 2,198 % | 3,996 % | 6,513 % |
| 19 | 0,378 % | 2,092 % | 2,310 % | 2,217 % | 4,017 % | 6,478 % |
| 20 | 0,392 % | 2,110 % | 2,354 % | 2,227 % | 4,037 % | 6,440 % |
| 21 | 0,398 % | 2,125 % | 2,398 % | 2,226 % | 4,055 % | 6,399 % |
| 22 | 0,401 % | 2,136 % | 2,440 % | 2,218 % | 4,072 % | 6,357 % |
| 23 | 0,406 % | 2,144 % | 2,481 % | 2,207 % | 4,087 % | 6,314 % |
| 24 | 0,415 % | 2,146 % | 2,521 % | 2,194 % | 4,102 % | 6,270 % |
| 25 | 0,431 % | 2,144 % | 2,559 % | 2,182 % | 4,115 % | 6,227 % |
| 26 | 0,457 % | 2,137 % | 2,596 % | 2,173 % | 4,127 % | 6,184 % |
| 27 | 0,489 % | 2,128 % | 2,632 % | 2,167 % | 4,139 % | 6,142 % |
| 28 | 0,526 % | 2,121 % | 2,666 % | 2,165 % | 4,150 % | 6,101 % |
| 29 | 0,567 % | 2,117 % | 2,700 % | 2,168 % | 4,160 % | 6,061 % |
| 30 | 0,610 % | 2,119 % | 2,731 % | 2,175 % | 4,170 % | 6,022 % |
| 31 | 0,655 % | 2,128 % | 2,762 % | 2,189 % | 4,179 % | 5,983 % |
| 32 | 0,700 % | 2,142 % | 2,791 % | 2,206 % | 4,187 % | 5,947 % |
| 33 | 0,746 % | 2,160 % | 2,819 % | 2,226 % | 4,195 % | 5,911 % |
| 34 | 0,791 % | 2,182 % | 2,846 % | 2,249 % | 4,203 % | 5,876 % |
| 35 | 0,836 % | 2,205 % | 2,872 % | 2,274 % | 4,211 % | 5,843 % |
| 36 | 0,880 % | 2,231 % | 2,897 % | 2,300 % | 4,218 % | 5,811 % |
| 37 | 0,923 % | 2,257 % | 2,921 % | 2,326 % | 4,224 % | 5,780 % |
| 38 | 0,966 % | 2,285 % | 2,944 % | 2,353 % | 4,231 % | 5,750 % |
| 39 | 1,007 % | 2,313 % | 2,966 % | 2,381 % | 4,237 % | 5,722 % |
| 40 | 1,047 % | 2,340 % | 2,987 % | 2,408 % | 4,242 % | 5,694 % |
| 41 | 1,086 % | 2,368 % | 3,007 % | 2,435 % | 4,248 % | 5,667 % |
| 42 | 1,124 % | 2,396 % | 3,027 % | 2,462 % | 4,253 % | 5,642 % |
| 43 | 1,161 % | 2,424 % | 3,045 % | 2,489 % | 4,259 % | 5,617 % |
| 44 | 1,196 % | 2,451 % | 3,063 % | 2,515 % | 4,263 % | 5,593 % |
| 45 | 1,231 % | 2,477 % | 3,081 % | 2,540 % | 4,268 % | 5,570 % |
| 46 | 1,264 % | 2,503 % | 3,097 % | 2,566 % | 4,273 % | 5,548 % |
| 47 | 1,296 % | 2,529 % | 3,114 % | 2,590 % | 4,277 % | 5,527 % |
| 48 | 1,328 % | 2,554 % | 3,129 % | 2,614 % | 4,281 % | 5,506 % |
| 49 | 1,358 % | 2,578 % | 3,144 % | 2,637 % | 4,285 % | 5,487 % |
| 50 | 1,387 % | 2,602 % | 3,159 % | 2,660 % | 4,289 % | 5,467 % |
| 51 | 1,415 % | 2,625 % | 3,173 % | 2,682 % | 4,293 % | 5,449 % |
| 52 | 1,442 % | 2,647 % | 3,186 % | 2,703 % | 4,297 % | 5,431 % |
| 53 | 1,469 % | 2,669 % | 3,199 % | 2,724 % | 4,300 % | 5,414 % |
| 54 | 1,494 % | 2,690 % | 3,212 % | 2,744 % | 4,304 % | 5,398 % |
| 55 | 1,519 % | 2,711 % | 3,224 % | 2,764 % | 4,307 % | 5,382 % |
| 56 | 1,543 % | 2,731 % | 3,235 % | 2,783 % | 4,310 % | 5,366 % |
| 57 | 1,566 % | 2,750 % | 3,247 % | 2,802 % | 4,313 % | 5,351 % |
| 58 | 1,588 % | 2,769 % | 3,258 % | 2,820 % | 4,316 % | 5,337 % |
| 59 | 1,610 % | 2,787 % | 3,268 % | 2,837 % | 4,319 % | 5,323 % |
| 60 | 1,631 % | 2,805 % | 3,279 % | 2,854 % | 4,322 % | 5,309 % |
| 61 | 1,651 % | 2,823 % | 3,289 % | 2,871 % | 4,325 % | 5,296 % |
| 62 | 1,671 % | 2,839 % | 3,298 % | 2,887 % | 4,328 % | 5,283 % |
| 63 | 1,690 % | 2,856 % | 3,308 % | 2,903 % | 4,330 % | 5,271 % |
| 64 | 1,709 % | 2,872 % | 3,317 % | 2,918 % | 4,333 % | 5,259 % |
| 65 | 1,727 % | 2,887 % | 3,326 % | 2,932 % | 4,335 % | 5,247 % |
| 66 | 1,744 % | 2,902 % | 3,334 % | 2,947 % | 4,337 % | 5,236 % |
| 67 | 1,761 % | 2,917 % | 3,343 % | 2,961 % | 4,340 % | 5,225 % |
| 68 | 1,778 % | 2,931 % | 3,351 % | 2,974 % | 4,342 % | 5,214 % |
| 69 | 1,794 % | 2,945 % | 3,359 % | 2,987 % | 4,344 % | 5,204 % |
| 70 | 1,810 % | 2,958 % | 3,366 % | 3,000 % | 4,346 % | 5,194 % |
| 71 | 1,825 % | 2,971 % | 3,374 % | 3,013 % | 4,348 % | 5,184 % |
| 72 | 1,840 % | 2,984 % | 3,381 % | 3,025 % | 4,350 % | 5,175 % |
| 73 | 1,854 % | 2,996 % | 3,388 % | 3,037 % | 4,352 % | 5,165 % |
| 74 | 1,868 % | 3,008 % | 3,395 % | 3,048 % | 4,354 % | 5,156 % |
| 75 | 1,882 % | 3,020 % | 3,402 % | 3,060 % | 4,356 % | 5,148 % |
| 76 | 1,895 % | 3,031 % | 3,408 % | 3,070 % | 4,358 % | 5,139 % |
| 77 | 1,908 % | 3,043 % | 3,415 % | 3,081 % | 4,360 % | 5,131 % |
| 78 | 1,921 % | 3,054 % | 3,421 % | 3,092 % | 4,362 % | 5,123 % |
| 79 | 1,933 % | 3,064 % | 3,427 % | 3,102 % | 4,363 % | 5,115 % |
| 80 | 1,945 % | 3,075 % | 3,433 % | 3,112 % | 4,365 % | 5,107 % |
| 81 | 1,957 % | 3,085 % | 3,438 % | 3,121 % | 4,367 % | 5,100 % |
| 82 | 1,968 % | 3,095 % | 3,444 % | 3,131 % | 4,368 % | 5,092 % |
| 83 | 1,979 % | 3,104 % | 3,449 % | 3,140 % | 4,370 % | 5,085 % |
| 84 | 1,990 % | 3,114 % | 3,455 % | 3,149 % | 4,371 % | 5,078 % |
| 85 | 2,001 % | 3,123 % | 3,460 % | 3,158 % | 4,373 % | 5,071 % |
| 86 | 2,011 % | 3,132 % | 3,465 % | 3,166 % | 4,374 % | 5,065 % |
| 87 | 2,021 % | 3,141 % | 3,470 % | 3,175 % | 4,376 % | 5,058 % |
| 88 | 2,031 % | 3,149 % | 3,475 % | 3,183 % | 4,377 % | 5,052 % |
| 89 | 2,041 % | 3,158 % | 3,480 % | 3,191 % | 4,378 % | 5,046 % |
| 90 | 2,051 % | 3,166 % | 3,484 % | 3,199 % | 4,380 % | 5,040 % |
| 91 | 2,060 % | 3,174 % | 3,489 % | 3,206 % | 4,381 % | 5,034 % |
| 92 | 2,069 % | 3,182 % | 3,493 % | 3,214 % | 4,382 % | 5,028 % |
| 93 | 2,078 % | 3,189 % | 3,498 % | 3,221 % | 4,383 % | 5,022 % |
| 94 | 2,087 % | 3,197 % | 3,502 % | 3,228 % | 4,385 % | 5,017 % |
| 95 | 2,095 % | 3,204 % | 3,506 % | 3,235 % | 4,386 % | 5,011 % |
| 96 | 2,103 % | 3,211 % | 3,510 % | 3,242 % | 4,387 % | 5,006 % |
| 97 | 2,112 % | 3,219 % | 3,514 % | 3,249 % | 4,388 % | 5,001 % |
| 98 | 2,120 % | 3,225 % | 3,518 % | 3,256 % | 4,389 % | 4,995 % |
| 99 | 2,127 % | 3,232 % | 3,522 % | 3,262 % | 4,390 % | 4,990 % |
| 100 | 2,135 % | 3,239 % | 3,526 % | 3,269 % | 4,391 % | 4,986 % |
| 101 | 2,143 % | 3,245 % | 3,530 % | 3,275 % | 4,393 % | 4,981 % |
| 102 | 2,150 % | 3,252 % | 3,533 % | 3,281 % | 4,394 % | 4,976 % |
| 103 | 2,157 % | 3,258 % | 3,537 % | 3,287 % | 4,395 % | 4,971 % |
| 104 | 2,164 % | 3,264 % | 3,540 % | 3,293 % | 4,396 % | 4,967 % |
| 105 | 2,171 % | 3,270 % | 3,544 % | 3,299 % | 4,397 % | 4,962 % |
| 106 | 2,178 % | 3,276 % | 3,547 % | 3,304 % | 4,398 % | 4,958 % |
| 107 | 2,185 % | 3,282 % | 3,550 % | 3,310 % | 4,399 % | 4,954 % |
| 108 | 2,192 % | 3,288 % | 3,553 % | 3,315 % | 4,399 % | 4,949 % |
| 109 | 2,198 % | 3,293 % | 3,557 % | 3,321 % | 4,400 % | 4,945 % |
| 110 | 2,204 % | 3,299 % | 3,560 % | 3,326 % | 4,401 % | 4,941 % |
| 111 | 2,211 % | 3,304 % | 3,563 % | 3,331 % | 4,402 % | 4,937 % |
| 112 | 2,217 % | 3,309 % | 3,566 % | 3,336 % | 4,403 % | 4,933 % |
| 113 | 2,223 % | 3,315 % | 3,569 % | 3,341 % | 4,404 % | 4,930 % |
| 114 | 2,229 % | 3,320 % | 3,572 % | 3,346 % | 4,405 % | 4,926 % |
| 115 | 2,235 % | 3,325 % | 3,575 % | 3,351 % | 4,406 % | 4,922 % |
| 116 | 2,240 % | 3,330 % | 3,577 % | 3,355 % | 4,406 % | 4,918 % |
| 117 | 2,246 % | 3,335 % | 3,580 % | 3,360 % | 4,407 % | 4,915 % |
| 118 | 2,251 % | 3,339 % | 3,583 % | 3,365 % | 4,408 % | 4,911 % |
| 119 | 2,257 % | 3,344 % | 3,585 % | 3,369 % | 4,409 % | 4,908 % |
| 120 | 2,262 % | 3,349 % | 3,588 % | 3,373 % | 4,409 % | 4,904 % |
| 121 | 2,267 % | 3,353 % | 3,591 % | 3,378 % | 4,410 % | 4,901 % |
| 122 | 2,273 % | 3,358 % | 3,593 % | 3,382 % | 4,411 % | 4,898 % |
| 123 | 2,278 % | 3,362 % | 3,596 % | 3,386 % | 4,412 % | 4,895 % |
| 124 | 2,283 % | 3,366 % | 3,598 % | 3,390 % | 4,412 % | 4,891 % |
| 125 | 2,288 % | 3,371 % | 3,601 % | 3,395 % | 4,413 % | 4,888 % |
| 126 | 2,293 % | 3,375 % | 3,603 % | 3,399 % | 4,414 % | 4,885 % |
| 127 | 2,297 % | 3,379 % | 3,605 % | 3,402 % | 4,414 % | 4,882 % |
| 128 | 2,302 % | 3,383 % | 3,608 % | 3,406 % | 4,415 % | 4,879 % |
| 129 | 2,307 % | 3,387 % | 3,610 % | 3,410 % | 4,416 % | 4,876 % |
| 130 | 2,311 % | 3,391 % | 3,612 % | 3,414 % | 4,416 % | 4,873 % |
| 131 | 2,316 % | 3,395 % | 3,614 % | 3,418 % | 4,417 % | 4,870 % |
| 132 | 2,320 % | 3,399 % | 3,616 % | 3,421 % | 4,418 % | 4,868 % |
| 133 | 2,324 % | 3,403 % | 3,619 % | 3,425 % | 4,418 % | 4,865 % |
| 134 | 2,329 % | 3,406 % | 3,621 % | 3,428 % | 4,419 % | 4,862 % |
| 135 | 2,333 % | 3,410 % | 3,623 % | 3,432 % | 4,419 % | 4,859 % |
| 136 | 2,337 % | 3,413 % | 3,625 % | 3,435 % | 4,420 % | 4,857 % |
| 137 | 2,341 % | 3,417 % | 3,627 % | 3,439 % | 4,421 % | 4,854 % |
| 138 | 2,345 % | 3,420 % | 3,629 % | 3,442 % | 4,421 % | 4,852 % |
| 139 | 2,349 % | 3,424 % | 3,631 % | 3,445 % | 4,422 % | 4,849 % |
| 140 | 2,353 % | 3,427 % | 3,633 % | 3,449 % | 4,422 % | 4,847 % |
| 141 | 2,357 % | 3,431 % | 3,634 % | 3,452 % | 4,423 % | 4,844 % |
| 142 | 2,361 % | 3,434 % | 3,636 % | 3,455 % | 4,423 % | 4,842 % |
| 143 | 2,365 % | 3,437 % | 3,638 % | 3,458 % | 4,424 % | 4,839 % |
| 144 | 2,368 % | 3,440 % | 3,640 % | 3,461 % | 4,424 % | 4,837 % |
| 145 | 2,372 % | 3,444 % | 3,642 % | 3,464 % | 4,425 % | 4,835 % |
| 146 | 2,376 % | 3,447 % | 3,644 % | 3,467 % | 4,426 % | 4,832 % |
| 147 | 2,379 % | 3,450 % | 3,645 % | 3,470 % | 4,426 % | 4,830 % |
| 148 | 2,383 % | 3,453 % | 3,647 % | 3,473 % | 4,427 % | 4,828 % |
| 149 | 2,386 % | 3,456 % | 3,649 % | 3,476 % | 4,427 % | 4,826 % |
| 150 | 2,389 % | 3,459 % | 3,650 % | 3,479 % | 4,427 % | 4,823 % |
| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,521 % | 6,284 % | 8,278 % | 0,387 % | 1,567 % | 6,929 % |
| 2 | 1,529 % | 6,425 % | 7,931 % | 0,435 % | 1,501 % | 6,962 % |
| 3 | 1,560 % | 6,571 % | 7,752 % | 0,483 % | 1,518 % | 7,063 % |
| 4 | 1,596 % | 6,721 % | 7,698 % | 0,528 % | 1,571 % | 7,172 % |
| 5 | 1,622 % | 6,871 % | 7,703 % | 0,555 % | 1,650 % | 7,331 % |
| 6 | 1,652 % | 7,043 % | 7,761 % | 0,580 % | 1,732 % | 7,463 % |
| 7 | 1,686 % | 7,166 % | 7,848 % | 0,597 % | 1,819 % | 7,616 % |
| 8 | 1,721 % | 7,296 % | 7,945 % | 0,624 % | 1,903 % | 7,760 % |
| 9 | 1,759 % | 7,404 % | 8,045 % | 0,656 % | 1,985 % | 7,896 % |
| 10 | 1,803 % | 7,493 % | 8,144 % | 0,686 % | 2,062 % | 8,007 % |
| 11 | 1,850 % | 7,549 % | 8,239 % | 0,737 % | 2,136 % | 8,121 % |
| 12 | 1,891 % | 7,576 % | 8,329 % | 0,807 % | 2,206 % | 8,229 % |
| 13 | 1,917 % | 7,583 % | 8,412 % | 0,887 % | 2,266 % | 8,313 % |
| 14 | 1,938 % | 7,574 % | 8,489 % | 0,973 % | 2,317 % | 8,371 % |
| 15 | 1,962 % | 7,554 % | 8,559 % | 1,061 % | 2,361 % | 8,404 % |
| 16 | 1,993 % | 7,526 % | 8,621 % | 1,150 % | 2,398 % | 8,414 % |
| 17 | 2,030 % | 7,492 % | 8,672 % | 1,237 % | 2,431 % | 8,404 % |
| 18 | 2,071 % | 7,454 % | 8,710 % | 1,323 % | 2,461 % | 8,379 % |
| 19 | 2,115 % | 7,413 % | 8,732 % | 1,405 % | 2,490 % | 8,343 % |
| 20 | 2,159 % | 7,370 % | 8,735 % | 1,486 % | 2,520 % | 8,299 % |
| 21 | 2,204 % | 7,326 % | 8,717 % | 1,563 % | 2,551 % | 8,249 % |
| 22 | 2,248 % | 7,282 % | 8,683 % | 1,636 % | 2,583 % | 8,194 % |
| 23 | 2,292 % | 7,237 % | 8,636 % | 1,707 % | 2,614 % | 8,136 % |
| 24 | 2,336 % | 7,193 % | 8,579 % | 1,775 % | 2,646 % | 8,077 % |
| 25 | 2,378 % | 7,150 % | 8,514 % | 1,839 % | 2,677 % | 8,017 % |
| 26 | 2,419 % | 7,108 % | 8,444 % | 1,901 % | 2,708 % | 7,956 % |
| 27 | 2,459 % | 7,066 % | 8,371 % | 1,960 % | 2,738 % | 7,896 % |
| 28 | 2,497 % | 7,026 % | 8,295 % | 2,016 % | 2,768 % | 7,837 % |
| 29 | 2,534 % | 6,986 % | 8,219 % | 2,070 % | 2,796 % | 7,778 % |
| 30 | 2,570 % | 6,948 % | 8,142 % | 2,121 % | 2,824 % | 7,721 % |
| 31 | 2,604 % | 6,912 % | 8,065 % | 2,169 % | 2,851 % | 7,665 % |
| 32 | 2,637 % | 6,876 % | 7,990 % | 2,216 % | 2,877 % | 7,611 % |
| 33 | 2,669 % | 6,842 % | 7,916 % | 2,261 % | 2,902 % | 7,559 % |
| 34 | 2,700 % | 6,809 % | 7,843 % | 2,303 % | 2,926 % | 7,508 % |
| 35 | 2,729 % | 6,777 % | 7,772 % | 2,344 % | 2,949 % | 7,459 % |
| 36 | 2,757 % | 6,746 % | 7,704 % | 2,383 % | 2,971 % | 7,412 % |
| 37 | 2,785 % | 6,717 % | 7,637 % | 2,420 % | 2,993 % | 7,366 % |
| 38 | 2,811 % | 6,688 % | 7,573 % | 2,455 % | 3,014 % | 7,322 % |
| 39 | 2,836 % | 6,661 % | 7,511 % | 2,489 % | 3,034 % | 7,279 % |
| 40 | 2,860 % | 6,635 % | 7,451 % | 2,522 % | 3,053 % | 7,239 % |
| 41 | 2,883 % | 6,609 % | 7,393 % | 2,553 % | 3,072 % | 7,199 % |
| 42 | 2,905 % | 6,585 % | 7,337 % | 2,584 % | 3,090 % | 7,161 % |
| 43 | 2,927 % | 6,561 % | 7,283 % | 2,612 % | 3,107 % | 7,125 % |
| 44 | 2,947 % | 6,539 % | 7,232 % | 2,640 % | 3,123 % | 7,090 % |
| 45 | 2,967 % | 6,517 % | 7,182 % | 2,667 % | 3,139 % | 7,056 % |
| 46 | 2,986 % | 6,496 % | 7,134 % | 2,692 % | 3,155 % | 7,024 % |
| 47 | 3,005 % | 6,476 % | 7,088 % | 2,717 % | 3,170 % | 6,992 % |
| 48 | 3,022 % | 6,456 % | 7,043 % | 2,741 % | 3,184 % | 6,962 % |
| 49 | 3,039 % | 6,438 % | 7,000 % | 2,763 % | 3,198 % | 6,933 % |
| 50 | 3,056 % | 6,419 % | 6,959 % | 2,785 % | 3,211 % | 6,905 % |
| 51 | 3,072 % | 6,402 % | 6,919 % | 2,806 % | 3,224 % | 6,878 % |
| 52 | 3,087 % | 6,385 % | 6,880 % | 2,827 % | 3,237 % | 6,852 % |
| 53 | 3,102 % | 6,369 % | 6,843 % | 2,847 % | 3,249 % | 6,827 % |
| 54 | 3,116 % | 6,353 % | 6,808 % | 2,866 % | 3,260 % | 6,803 % |
| 55 | 3,130 % | 6,338 % | 6,773 % | 2,884 % | 3,272 % | 6,779 % |
| 56 | 3,144 % | 6,323 % | 6,740 % | 2,902 % | 3,282 % | 6,757 % |
| 57 | 3,157 % | 6,309 % | 6,707 % | 2,919 % | 3,293 % | 6,735 % |
| 58 | 3,169 % | 6,295 % | 6,676 % | 2,936 % | 3,303 % | 6,714 % |
| 59 | 3,181 % | 6,282 % | 6,646 % | 2,952 % | 3,313 % | 6,693 % |
| 60 | 3,193 % | 6,269 % | 6,617 % | 2,967 % | 3,323 % | 6,673 % |
| 61 | 3,204 % | 6,256 % | 6,589 % | 2,982 % | 3,332 % | 6,654 % |
| 62 | 3,215 % | 6,244 % | 6,561 % | 2,997 % | 3,341 % | 6,636 % |
| 63 | 3,226 % | 6,233 % | 6,535 % | 3,011 % | 3,350 % | 6,618 % |
| 64 | 3,237 % | 6,221 % | 6,509 % | 3,025 % | 3,358 % | 6,600 % |
| 65 | 3,247 % | 6,210 % | 6,485 % | 3,038 % | 3,366 % | 6,583 % |
| 66 | 3,256 % | 6,200 % | 6,460 % | 3,051 % | 3,374 % | 6,567 % |
| 67 | 3,266 % | 6,189 % | 6,437 % | 3,063 % | 3,382 % | 6,551 % |
| 68 | 3,275 % | 6,179 % | 6,414 % | 3,076 % | 3,390 % | 6,536 % |
| 69 | 3,284 % | 6,169 % | 6,392 % | 3,088 % | 3,397 % | 6,520 % |
| 70 | 3,293 % | 6,160 % | 6,371 % | 3,099 % | 3,404 % | 6,506 % |
| 71 | 3,301 % | 6,150 % | 6,350 % | 3,110 % | 3,411 % | 6,492 % |
| 72 | 3,310 % | 6,141 % | 6,330 % | 3,121 % | 3,418 % | 6,478 % |
| 73 | 3,318 % | 6,133 % | 6,310 % | 3,132 % | 3,424 % | 6,464 % |
| 74 | 3,325 % | 6,124 % | 6,291 % | 3,142 % | 3,431 % | 6,451 % |
| 75 | 3,333 % | 6,116 % | 6,272 % | 3,152 % | 3,437 % | 6,439 % |
| 76 | 3,340 % | 6,108 % | 6,254 % | 3,162 % | 3,443 % | 6,426 % |
| 77 | 3,348 % | 6,100 % | 6,236 % | 3,171 % | 3,449 % | 6,414 % |
| 78 | 3,355 % | 6,092 % | 6,219 % | 3,181 % | 3,455 % | 6,402 % |
| 79 | 3,362 % | 6,085 % | 6,202 % | 3,190 % | 3,460 % | 6,391 % |
| 80 | 3,368 % | 6,077 % | 6,186 % | 3,199 % | 3,466 % | 6,380 % |
| 81 | 3,375 % | 6,070 % | 6,170 % | 3,207 % | 3,471 % | 6,369 % |
| 82 | 3,381 % | 6,063 % | 6,154 % | 3,216 % | 3,476 % | 6,358 % |
| 83 | 3,387 % | 6,056 % | 6,139 % | 3,224 % | 3,481 % | 6,348 % |
| 84 | 3,393 % | 6,050 % | 6,124 % | 3,232 % | 3,486 % | 6,338 % |
| 85 | 3,399 % | 6,043 % | 6,110 % | 3,240 % | 3,491 % | 6,328 % |
| 86 | 3,405 % | 6,037 % | 6,096 % | 3,247 % | 3,496 % | 6,318 % |
| 87 | 3,411 % | 6,031 % | 6,082 % | 3,255 % | 3,500 % | 6,309 % |
| 88 | 3,416 % | 6,025 % | 6,068 % | 3,262 % | 3,505 % | 6,300 % |
| 89 | 3,422 % | 6,019 % | 6,055 % | 3,269 % | 3,509 % | 6,291 % |
| 90 | 3,427 % | 6,013 % | 6,042 % | 3,276 % | 3,514 % | 6,282 % |
| 91 | 3,432 % | 6,007 % | 6,030 % | 3,283 % | 3,518 % | 6,273 % |
| 92 | 3,437 % | 6,002 % | 6,017 % | 3,290 % | 3,522 % | 6,265 % |
| 93 | 3,442 % | 5,996 % | 6,005 % | 3,296 % | 3,526 % | 6,256 % |
| 94 | 3,447 % | 5,991 % | 5,993 % | 3,303 % | 3,530 % | 6,248 % |
| 95 | 3,452 % | 5,986 % | 5,982 % | 3,309 % | 3,534 % | 6,240 % |
| 96 | 3,457 % | 5,981 % | 5,971 % | 3,315 % | 3,538 % | 6,233 % |
| 97 | 3,461 % | 5,976 % | 5,959 % | 3,321 % | 3,542 % | 6,225 % |
| 98 | 3,466 % | 5,971 % | 5,949 % | 3,327 % | 3,545 % | 6,218 % |
| 99 | 3,470 % | 5,966 % | 5,938 % | 3,333 % | 3,549 % | 6,210 % |
| 100 | 3,474 % | 5,962 % | 5,928 % | 3,338 % | 3,552 % | 6,203 % |
| 101 | 3,479 % | 5,957 % | 5,917 % | 3,344 % | 3,556 % | 6,196 % |
| 102 | 3,483 % | 5,953 % | 5,907 % | 3,349 % | 3,559 % | 6,189 % |
| 103 | 3,487 % | 5,948 % | 5,897 % | 3,355 % | 3,562 % | 6,183 % |
| 104 | 3,491 % | 5,944 % | 5,888 % | 3,360 % | 3,566 % | 6,176 % |
| 105 | 3,495 % | 5,940 % | 5,878 % | 3,365 % | 3,569 % | 6,170 % |
| 106 | 3,498 % | 5,935 % | 5,869 % | 3,370 % | 3,572 % | 6,163 % |
| 107 | 3,502 % | 5,931 % | 5,860 % | 3,375 % | 3,575 % | 6,157 % |
| 108 | 3,506 % | 5,927 % | 5,851 % | 3,380 % | 3,578 % | 6,151 % |
| 109 | 3,509 % | 5,923 % | 5,842 % | 3,385 % | 3,581 % | 6,145 % |
| 110 | 3,513 % | 5,920 % | 5,834 % | 3,389 % | 3,584 % | 6,139 % |
| 111 | 3,516 % | 5,916 % | 5,825 % | 3,394 % | 3,587 % | 6,133 % |
| 112 | 3,520 % | 5,912 % | 5,817 % | 3,398 % | 3,589 % | 6,128 % |
| 113 | 3,523 % | 5,908 % | 5,809 % | 3,403 % | 3,592 % | 6,122 % |
| 114 | 3,526 % | 5,905 % | 5,801 % | 3,407 % | 3,595 % | 6,117 % |
| 115 | 3,530 % | 5,901 % | 5,793 % | 3,411 % | 3,598 % | 6,111 % |
| 116 | 3,533 % | 5,898 % | 5,785 % | 3,416 % | 3,600 % | 6,106 % |
| 117 | 3,536 % | 5,894 % | 5,778 % | 3,420 % | 3,603 % | 6,101 % |
| 118 | 3,539 % | 5,891 % | 5,770 % | 3,424 % | 3,605 % | 6,096 % |
| 119 | 3,542 % | 5,888 % | 5,763 % | 3,428 % | 3,608 % | 6,091 % |
| 120 | 3,545 % | 5,885 % | 5,756 % | 3,432 % | 3,610 % | 6,086 % |
| 121 | 3,548 % | 5,881 % | 5,749 % | 3,436 % | 3,612 % | 6,081 % |
| 122 | 3,551 % | 5,878 % | 5,742 % | 3,439 % | 3,615 % | 6,076 % |
| 123 | 3,554 % | 5,875 % | 5,735 % | 3,443 % | 3,617 % | 6,071 % |
| 124 | 3,557 % | 5,872 % | 5,728 % | 3,447 % | 3,619 % | 6,067 % |
| 125 | 3,559 % | 5,869 % | 5,721 % | 3,450 % | 3,622 % | 6,062 % |
| 126 | 3,562 % | 5,866 % | 5,715 % | 3,454 % | 3,624 % | 6,058 % |
| 127 | 3,565 % | 5,863 % | 5,708 % | 3,457 % | 3,626 % | 6,053 % |
| 128 | 3,567 % | 5,860 % | 5,702 % | 3,461 % | 3,628 % | 6,049 % |
| 129 | 3,570 % | 5,858 % | 5,696 % | 3,464 % | 3,630 % | 6,045 % |
| 130 | 3,572 % | 5,855 % | 5,690 % | 3,468 % | 3,632 % | 6,041 % |
| 131 | 3,575 % | 5,852 % | 5,683 % | 3,471 % | 3,634 % | 6,036 % |
| 132 | 3,577 % | 5,850 % | 5,678 % | 3,474 % | 3,636 % | 6,032 % |
| 133 | 3,580 % | 5,847 % | 5,672 % | 3,477 % | 3,638 % | 6,028 % |
| 134 | 3,582 % | 5,844 % | 5,666 % | 3,481 % | 3,640 % | 6,024 % |
| 135 | 3,584 % | 5,842 % | 5,660 % | 3,484 % | 3,642 % | 6,021 % |
| 136 | 3,587 % | 5,839 % | 5,655 % | 3,487 % | 3,644 % | 6,017 % |
| 137 | 3,589 % | 5,837 % | 5,649 % | 3,490 % | 3,646 % | 6,013 % |
| 138 | 3,591 % | 5,834 % | 5,644 % | 3,493 % | 3,648 % | 6,009 % |
| 139 | 3,594 % | 5,832 % | 5,638 % | 3,496 % | 3,650 % | 6,006 % |
| 140 | 3,596 % | 5,830 % | 5,633 % | 3,498 % | 3,651 % | 6,002 % |
| 141 | 3,598 % | 5,827 % | 5,628 % | 3,501 % | 3,653 % | 5,998 % |
| 142 | 3,600 % | 5,825 % | 5,623 % | 3,504 % | 3,655 % | 5,995 % |
| 143 | 3,602 % | 5,823 % | 5,618 % | 3,507 % | 3,657 % | 5,991 % |
| 144 | 3,604 % | 5,820 % | 5,613 % | 3,510 % | 3,658 % | 5,988 % |
| 145 | 3,606 % | 5,818 % | 5,608 % | 3,512 % | 3,660 % | 5,985 % |
| 146 | 3,608 % | 5,816 % | 5,603 % | 3,515 % | 3,662 % | 5,981 % |
| 147 | 3,610 % | 5,814 % | 5,598 % | 3,518 % | 3,663 % | 5,978 % |
| 148 | 3,612 % | 5,812 % | 5,593 % | 3,520 % | 3,665 % | 5,975 % |
| 149 | 3,614 % | 5,810 % | 5,589 % | 3,523 % | 3,666 % | 5,972 % |
| 150 | 3,616 % | 5,808 % | 5,584 % | 3,525 % | 3,668 % | 5,968 % |
| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 6,262 % | 2,437 % | 3,336 % | 8,170 % | 1,800 % | 1,680 % |
| 2 | 7,003 % | 2,499 % | 3,336 % | 8,014 % | 1,757 % | 1,573 % |
| 3 | 7,545 % | 2,574 % | 3,336 % | 8,005 % | 1,760 % | 1,538 % |
| 4 | 7,948 % | 2,674 % | 3,401 % | 8,074 % | 1,768 % | 1,517 % |
| 5 | 8,223 % | 2,747 % | 3,433 % | 8,120 % | 1,798 % | 1,507 % |
| 6 | 8,415 % | 2,847 % | 3,489 % | 8,180 % | 1,849 % | 1,500 % |
| 7 | 8,585 % | 2,943 % | 3,562 % | 8,254 % | 1,905 % | 1,497 % |
| 8 | 8,695 % | 3,012 % | 3,634 % | 8,289 % | 1,958 % | 1,500 % |
| 9 | 8,727 % | 3,064 % | 3,703 % | 8,285 % | 2,010 % | 1,508 % |
| 10 | 8,753 % | 3,109 % | 3,764 % | 8,253 % | 2,067 % | 1,519 % |
| 11 | 8,755 % | 3,153 % | 3,818 % | 8,200 % | 2,128 % | 1,532 % |
| 12 | 8,732 % | 3,197 % | 3,865 % | 8,131 % | 2,187 % | 1,543 % |
| 13 | 8,692 % | 3,240 % | 3,907 % | 8,053 % | 2,237 % | 1,551 % |
| 14 | 8,639 % | 3,281 % | 3,947 % | 7,968 % | 2,278 % | 1,552 % |
| 15 | 8,578 % | 3,321 % | 3,989 % | 7,880 % | 2,309 % | 1,546 % |
| 16 | 8,510 % | 3,360 % | 4,033 % | 7,789 % | 2,331 % | 1,533 % |
| 17 | 8,439 % | 3,397 % | 4,078 % | 7,698 % | 2,347 % | 1,520 % |
| 18 | 8,366 % | 3,432 % | 4,120 % | 7,607 % | 2,362 % | 1,511 % |
| 19 | 8,291 % | 3,466 % | 4,158 % | 7,517 % | 2,378 % | 1,512 % |
| 20 | 8,216 % | 3,498 % | 4,190 % | 7,428 % | 2,397 % | 1,523 % |
| 21 | 8,142 % | 3,529 % | 4,215 % | 7,342 % | 2,420 % | 1,547 % |
| 22 | 8,069 % | 3,558 % | 4,234 % | 7,258 % | 2,446 % | 1,580 % |
| 23 | 7,998 % | 3,586 % | 4,248 % | 7,177 % | 2,474 % | 1,619 % |
| 24 | 7,928 % | 3,613 % | 4,259 % | 7,099 % | 2,504 % | 1,662 % |
| 25 | 7,860 % | 3,639 % | 4,266 % | 7,023 % | 2,535 % | 1,709 % |
| 26 | 7,794 % | 3,663 % | 4,270 % | 6,950 % | 2,566 % | 1,757 % |
| 27 | 7,731 % | 3,686 % | 4,272 % | 6,880 % | 2,597 % | 1,806 % |
| 28 | 7,669 % | 3,709 % | 4,273 % | 6,813 % | 2,627 % | 1,855 % |
| 29 | 7,610 % | 3,730 % | 4,272 % | 6,748 % | 2,658 % | 1,904 % |
| 30 | 7,553 % | 3,750 % | 4,270 % | 6,686 % | 2,687 % | 1,952 % |
| 31 | 7,499 % | 3,770 % | 4,267 % | 6,627 % | 2,717 % | 1,999 % |
| 32 | 7,446 % | 3,789 % | 4,263 % | 6,570 % | 2,745 % | 2,045 % |
| 33 | 7,395 % | 3,806 % | 4,259 % | 6,515 % | 2,772 % | 2,090 % |
| 34 | 7,347 % | 3,824 % | 4,254 % | 6,463 % | 2,799 % | 2,134 % |
| 35 | 7,300 % | 3,840 % | 4,249 % | 6,413 % | 2,825 % | 2,176 % |
| 36 | 7,256 % | 3,856 % | 4,244 % | 6,365 % | 2,850 % | 2,217 % |
| 37 | 7,213 % | 3,871 % | 4,239 % | 6,319 % | 2,874 % | 2,256 % |
| 38 | 7,172 % | 3,885 % | 4,233 % | 6,275 % | 2,897 % | 2,294 % |
| 39 | 7,132 % | 3,899 % | 4,228 % | 6,233 % | 2,920 % | 2,331 % |
| 40 | 7,094 % | 3,913 % | 4,222 % | 6,192 % | 2,941 % | 2,366 % |
| 41 | 7,058 % | 3,925 % | 4,216 % | 6,153 % | 2,962 % | 2,400 % |
| 42 | 7,023 % | 3,938 % | 4,211 % | 6,116 % | 2,982 % | 2,433 % |
| 43 | 6,989 % | 3,950 % | 4,205 % | 6,080 % | 3,002 % | 2,464 % |
| 44 | 6,957 % | 3,961 % | 4,200 % | 6,046 % | 3,021 % | 2,495 % |
| 45 | 6,926 % | 3,972 % | 4,194 % | 6,013 % | 3,039 % | 2,524 % |
| 46 | 6,896 % | 3,983 % | 4,189 % | 5,981 % | 3,056 % | 2,553 % |
| 47 | 6,867 % | 3,993 % | 4,184 % | 5,950 % | 3,073 % | 2,580 % |
| 48 | 6,840 % | 4,003 % | 4,179 % | 5,921 % | 3,089 % | 2,606 % |
| 49 | 6,813 % | 4,013 % | 4,174 % | 5,892 % | 3,105 % | 2,631 % |
| 50 | 6,788 % | 4,022 % | 4,169 % | 5,865 % | 3,120 % | 2,656 % |
| 51 | 6,763 % | 4,031 % | 4,165 % | 5,839 % | 3,135 % | 2,679 % |
| 52 | 6,739 % | 4,039 % | 4,160 % | 5,814 % | 3,149 % | 2,702 % |
| 53 | 6,716 % | 4,047 % | 4,156 % | 5,789 % | 3,163 % | 2,724 % |
| 54 | 6,694 % | 4,055 % | 4,151 % | 5,766 % | 3,176 % | 2,745 % |
| 55 | 6,672 % | 4,063 % | 4,147 % | 5,743 % | 3,189 % | 2,766 % |
| 56 | 6,652 % | 4,071 % | 4,143 % | 5,721 % | 3,201 % | 2,786 % |
| 57 | 6,632 % | 4,078 % | 4,139 % | 5,699 % | 3,213 % | 2,805 % |
| 58 | 6,612 % | 4,085 % | 4,135 % | 5,679 % | 3,225 % | 2,823 % |
| 59 | 6,593 % | 4,092 % | 4,131 % | 5,659 % | 3,236 % | 2,841 % |
| 60 | 6,575 % | 4,098 % | 4,128 % | 5,640 % | 3,247 % | 2,859 % |
| 61 | 6,558 % | 4,105 % | 4,124 % | 5,621 % | 3,257 % | 2,875 % |
| 62 | 6,541 % | 4,111 % | 4,120 % | 5,603 % | 3,267 % | 2,892 % |
| 63 | 6,524 % | 4,117 % | 4,117 % | 5,586 % | 3,277 % | 2,908 % |
| 64 | 6,508 % | 4,123 % | 4,114 % | 5,569 % | 3,287 % | 2,923 % |
| 65 | 6,493 % | 4,129 % | 4,111 % | 5,552 % | 3,296 % | 2,938 % |
| 66 | 6,478 % | 4,134 % | 4,108 % | 5,536 % | 3,305 % | 2,952 % |
| 67 | 6,463 % | 4,140 % | 4,104 % | 5,521 % | 3,314 % | 2,966 % |
| 68 | 6,449 % | 4,145 % | 4,102 % | 5,506 % | 3,322 % | 2,980 % |
| 69 | 6,435 % | 4,150 % | 4,099 % | 5,491 % | 3,331 % | 2,993 % |
| 70 | 6,422 % | 4,155 % | 4,096 % | 5,477 % | 3,339 % | 3,006 % |
| 71 | 6,409 % | 4,160 % | 4,093 % | 5,463 % | 3,347 % | 3,018 % |
| 72 | 6,396 % | 4,164 % | 4,091 % | 5,450 % | 3,354 % | 3,031 % |
| 73 | 6,384 % | 4,169 % | 4,088 % | 5,437 % | 3,362 % | 3,042 % |
| 74 | 6,372 % | 4,173 % | 4,085 % | 5,424 % | 3,369 % | 3,054 % |
| 75 | 6,360 % | 4,178 % | 4,083 % | 5,412 % | 3,376 % | 3,065 % |
| 76 | 6,349 % | 4,182 % | 4,081 % | 5,400 % | 3,383 % | 3,076 % |
| 77 | 6,338 % | 4,186 % | 4,078 % | 5,388 % | 3,389 % | 3,087 % |
| 78 | 6,327 % | 4,190 % | 4,076 % | 5,377 % | 3,396 % | 3,097 % |
| 79 | 6,317 % | 4,194 % | 4,074 % | 5,366 % | 3,402 % | 3,107 % |
| 80 | 6,306 % | 4,197 % | 4,072 % | 5,355 % | 3,409 % | 3,117 % |
| 81 | 6,296 % | 4,201 % | 4,070 % | 5,344 % | 3,415 % | 3,127 % |
| 82 | 6,287 % | 4,205 % | 4,067 % | 5,334 % | 3,420 % | 3,136 % |
| 83 | 6,277 % | 4,208 % | 4,065 % | 5,324 % | 3,426 % | 3,145 % |
| 84 | 6,268 % | 4,212 % | 4,064 % | 5,314 % | 3,432 % | 3,154 % |
| 85 | 6,259 % | 4,215 % | 4,062 % | 5,304 % | 3,437 % | 3,163 % |
| 86 | 6,250 % | 4,218 % | 4,060 % | 5,295 % | 3,443 % | 3,171 % |
| 87 | 6,241 % | 4,222 % | 4,058 % | 5,286 % | 3,448 % | 3,180 % |
| 88 | 6,233 % | 4,225 % | 4,056 % | 5,277 % | 3,453 % | 3,188 % |
| 89 | 6,225 % | 4,228 % | 4,054 % | 5,268 % | 3,458 % | 3,196 % |
| 90 | 6,217 % | 4,231 % | 4,053 % | 5,259 % | 3,463 % | 3,204 % |
| 91 | 6,209 % | 4,234 % | 4,051 % | 5,251 % | 3,468 % | 3,211 % |
| 92 | 6,201 % | 4,237 % | 4,049 % | 5,243 % | 3,472 % | 3,219 % |
| 93 | 6,193 % | 4,240 % | 4,048 % | 5,235 % | 3,477 % | 3,226 % |
| 94 | 6,186 % | 4,242 % | 4,046 % | 5,227 % | 3,482 % | 3,233 % |
| 95 | 6,179 % | 4,245 % | 4,045 % | 5,219 % | 3,486 % | 3,240 % |
| 96 | 6,172 % | 4,248 % | 4,043 % | 5,212 % | 3,490 % | 3,247 % |
| 97 | 6,165 % | 4,250 % | 4,042 % | 5,204 % | 3,494 % | 3,254 % |
| 98 | 6,158 % | 4,253 % | 4,040 % | 5,197 % | 3,499 % | 3,260 % |
| 99 | 6,151 % | 4,255 % | 4,039 % | 5,190 % | 3,503 % | 3,267 % |
| 100 | 6,145 % | 4,258 % | 4,037 % | 5,183 % | 3,507 % | 3,273 % |
| 101 | 6,138 % | 4,260 % | 4,036 % | 5,176 % | 3,510 % | 3,279 % |
| 102 | 6,132 % | 4,263 % | 4,035 % | 5,170 % | 3,514 % | 3,285 % |
| 103 | 6,126 % | 4,265 % | 4,033 % | 5,163 % | 3,518 % | 3,291 % |
| 104 | 6,120 % | 4,267 % | 4,032 % | 5,157 % | 3,522 % | 3,297 % |
| 105 | 6,114 % | 4,269 % | 4,031 % | 5,151 % | 3,525 % | 3,303 % |
| 106 | 6,108 % | 4,271 % | 4,030 % | 5,144 % | 3,529 % | 3,309 % |
| 107 | 6,102 % | 4,274 % | 4,028 % | 5,138 % | 3,532 % | 3,314 % |
| 108 | 6,097 % | 4,276 % | 4,027 % | 5,133 % | 3,536 % | 3,319 % |
| 109 | 6,091 % | 4,278 % | 4,026 % | 5,127 % | 3,539 % | 3,325 % |
| 110 | 6,086 % | 4,280 % | 4,025 % | 5,121 % | 3,542 % | 3,330 % |
| 111 | 6,081 % | 4,282 % | 4,024 % | 5,115 % | 3,545 % | 3,335 % |
| 112 | 6,075 % | 4,284 % | 4,023 % | 5,110 % | 3,549 % | 3,340 % |
| 113 | 6,070 % | 4,286 % | 4,022 % | 5,104 % | 3,552 % | 3,345 % |
| 114 | 6,065 % | 4,287 % | 4,021 % | 5,099 % | 3,555 % | 3,350 % |
| 115 | 6,060 % | 4,289 % | 4,019 % | 5,094 % | 3,558 % | 3,355 % |
| 116 | 6,056 % | 4,291 % | 4,018 % | 5,089 % | 3,561 % | 3,359 % |
| 117 | 6,051 % | 4,293 % | 4,017 % | 5,084 % | 3,564 % | 3,364 % |
| 118 | 6,046 % | 4,295 % | 4,016 % | 5,079 % | 3,566 % | 3,369 % |
| 119 | 6,042 % | 4,296 % | 4,015 % | 5,074 % | 3,569 % | 3,373 % |
| 120 | 6,037 % | 4,298 % | 4,014 % | 5,069 % | 3,572 % | 3,377 % |
| 121 | 6,033 % | 4,300 % | 4,014 % | 5,064 % | 3,575 % | 3,382 % |
| 122 | 6,028 % | 4,301 % | 4,013 % | 5,060 % | 3,577 % | 3,386 % |
| 123 | 6,024 % | 4,303 % | 4,012 % | 5,055 % | 3,580 % | 3,390 % |
| 124 | 6,020 % | 4,305 % | 4,011 % | 5,051 % | 3,583 % | 3,394 % |
| 125 | 6,015 % | 4,306 % | 4,010 % | 5,046 % | 3,585 % | 3,398 % |
| 126 | 6,011 % | 4,308 % | 4,009 % | 5,042 % | 3,588 % | 3,402 % |
| 127 | 6,007 % | 4,309 % | 4,008 % | 5,038 % | 3,590 % | 3,406 % |
| 128 | 6,003 % | 4,311 % | 4,007 % | 5,033 % | 3,592 % | 3,410 % |
| 129 | 5,999 % | 4,312 % | 4,006 % | 5,029 % | 3,595 % | 3,414 % |
| 130 | 5,996 % | 4,314 % | 4,006 % | 5,025 % | 3,597 % | 3,417 % |
| 131 | 5,992 % | 4,315 % | 4,005 % | 5,021 % | 3,600 % | 3,421 % |
| 132 | 5,988 % | 4,316 % | 4,004 % | 5,017 % | 3,602 % | 3,425 % |
| 133 | 5,984 % | 4,318 % | 4,003 % | 5,013 % | 3,604 % | 3,428 % |
| 134 | 5,981 % | 4,319 % | 4,003 % | 5,009 % | 3,606 % | 3,432 % |
| 135 | 5,977 % | 4,320 % | 4,002 % | 5,006 % | 3,608 % | 3,435 % |
| 136 | 5,974 % | 4,322 % | 4,001 % | 5,002 % | 3,611 % | 3,439 % |
| 137 | 5,970 % | 4,323 % | 4,000 % | 4,998 % | 3,613 % | 3,442 % |
| 138 | 5,967 % | 4,324 % | 4,000 % | 4,995 % | 3,615 % | 3,445 % |
| 139 | 5,963 % | 4,326 % | 3,999 % | 4,991 % | 3,617 % | 3,449 % |
| 140 | 5,960 % | 4,327 % | 3,998 % | 4,988 % | 3,619 % | 3,452 % |
| 141 | 5,957 % | 4,328 % | 3,997 % | 4,984 % | 3,621 % | 3,455 % |
| 142 | 5,954 % | 4,329 % | 3,997 % | 4,981 % | 3,623 % | 3,458 % |
| 143 | 5,950 % | 4,331 % | 3,996 % | 4,977 % | 3,625 % | 3,461 % |
| 144 | 5,947 % | 4,332 % | 3,995 % | 4,974 % | 3,627 % | 3,464 % |
| 145 | 5,944 % | 4,333 % | 3,995 % | 4,971 % | 3,628 % | 3,467 % |
| 146 | 5,941 % | 4,334 % | 3,994 % | 4,968 % | 3,630 % | 3,470 % |
| 147 | 5,938 % | 4,335 % | 3,993 % | 4,964 % | 3,632 % | 3,473 % |
| 148 | 5,935 % | 4,336 % | 3,993 % | 4,961 % | 3,634 % | 3,476 % |
| 149 | 5,932 % | 4,337 % | 3,992 % | 4,958 % | 3,636 % | 3,479 % |
| 150 | 5,929 % | 4,338 % | 3,992 % | 4,955 % | 3,638 % | 3,482 % |
| Term to maturity (in years) | Turkish lira | US dollar | Yen | |||
| --- | --- | --- | --- | |||
| 1 | 28,820 % | 2,387 % | – 0,115 % | |||
| 2 | 24,682 % | 2,222 % | – 0,142 % | |||
| 3 | 22,352 % | 2,144 % | – 0,155 % | |||
| 4 | 20,747 % | 2,120 % | – 0,154 % | |||
| 5 | 19,546 % | 2,124 % | – 0,142 % | |||
| 6 | 18,566 % | 2,142 % | – 0,123 % | |||
| 7 | 17,758 % | 2,166 % | – 0,096 % | |||
| 8 | 17,110 % | 2,195 % | – 0,066 % | |||
| 9 | 16,570 % | 2,227 % | – 0,034 % | |||
| 10 | 16,098 % | 2,259 % | 0,001 % | |||
| 11 | 15,666 % | 2,290 % | 0,036 % | |||
| 12 | 15,264 % | 2,320 % | 0,072 % | |||
| 13 | 14,887 % | 2,345 % | 0,107 % | |||
| 14 | 14,531 % | 2,366 % | 0,142 % | |||
| 15 | 14,195 % | 2,383 % | 0,176 % | |||
| 16 | 13,874 % | 2,398 % | 0,208 % | |||
| 17 | 13,570 % | 2,409 % | 0,238 % | |||
| 18 | 13,280 % | 2,419 % | 0,266 % | |||
| 19 | 13,004 % | 2,427 % | 0,293 % | |||
| 20 | 12,741 % | 2,433 % | 0,319 % | |||
| 21 | 12,490 % | 2,438 % | 0,343 % | |||
| 22 | 12,252 % | 2,441 % | 0,365 % | |||
| 23 | 12,025 % | 2,443 % | 0,383 % | |||
| 24 | 11,809 % | 2,445 % | 0,397 % | |||
| 25 | 11,603 % | 2,446 % | 0,407 % | |||
| 26 | 11,408 % | 2,447 % | 0,412 % | |||
| 27 | 11,222 % | 2,448 % | 0,416 % | |||
| 28 | 11,045 % | 2,448 % | 0,423 % | |||
| 29 | 10,877 % | 2,448 % | 0,437 % | |||
| 30 | 10,716 % | 2,447 % | 0,458 % | |||
| 31 | 10,564 % | 2,447 % | 0,488 % | |||
| 32 | 10,419 % | 2,446 % | 0,525 % | |||
| 33 | 10,281 % | 2,444 % | 0,568 % | |||
| 34 | 10,149 % | 2,442 % | 0,614 % | |||
| 35 | 10,024 % | 2,440 % | 0,662 % | |||
| 36 | 9,904 % | 2,436 % | 0,712 % | |||
| 37 | 9,790 % | 2,432 % | 0,763 % | |||
| 38 | 9,682 % | 2,427 % | 0,814 % | |||
| 39 | 9,578 % | 2,420 % | 0,865 % | |||
| 40 | 9,478 % | 2,412 % | 0,916 % | |||
| 41 | 9,383 % | 2,403 % | 0,966 % | |||
| 42 | 9,293 % | 2,393 % | 1,015 % | |||
| 43 | 9,206 % | 2,383 % | 1,064 % | |||
| 44 | 9,122 % | 2,374 % | 1,111 % | |||
| 45 | 9,043 % | 2,367 % | 1,157 % | |||
| 46 | 8,966 % | 2,362 % | 1,201 % | |||
| 47 | 8,893 % | 2,358 % | 1,245 % | |||
| 48 | 8,822 % | 2,357 % | 1,287 % | |||
| 49 | 8,754 % | 2,359 % | 1,329 % | |||
| 50 | 8,689 % | 2,363 % | 1,369 % | |||
| 51 | 8,627 % | 2,371 % | 1,407 % | |||
| 52 | 8,566 % | 2,380 % | 1,445 % | |||
| 53 | 8,508 % | 2,392 % | 1,481 % | |||
| 54 | 8,452 % | 2,405 % | 1,517 % | |||
| 55 | 8,398 % | 2,419 % | 1,551 % | |||
| 56 | 8,346 % | 2,434 % | 1,584 % | |||
| 57 | 8,296 % | 2,450 % | 1,617 % | |||
| 58 | 8,247 % | 2,467 % | 1,648 % | |||
| 59 | 8,200 % | 2,484 % | 1,678 % | |||
| 60 | 8,155 % | 2,501 % | 1,708 % | |||
| 61 | 8,111 % | 2,518 % | 1,736 % | |||
| 62 | 8,069 % | 2,536 % | 1,764 % | |||
| 63 | 8,027 % | 2,553 % | 1,791 % | |||
| 64 | 7,988 % | 2,570 % | 1,817 % | |||
| 65 | 7,949 % | 2,587 % | 1,842 % | |||
| 66 | 7,912 % | 2,604 % | 1,867 % | |||
| 67 | 7,875 % | 2,621 % | 1,891 % | |||
| 68 | 7,840 % | 2,638 % | 1,914 % | |||
| 69 | 7,806 % | 2,654 % | 1,937 % | |||
| 70 | 7,772 % | 2,670 % | 1,959 % | |||
| 71 | 7,740 % | 2,686 % | 1,980 % | |||
| 72 | 7,709 % | 2,701 % | 2,001 % | |||
| 73 | 7,678 % | 2,716 % | 2,021 % | |||
| 74 | 7,648 % | 2,731 % | 2,041 % | |||
| 75 | 7,620 % | 2,746 % | 2,060 % | |||
| 76 | 7,591 % | 2,760 % | 2,079 % | |||
| 77 | 7,564 % | 2,774 % | 2,097 % | |||
| 78 | 7,537 % | 2,788 % | 2,115 % | |||
| 79 | 7,511 % | 2,802 % | 2,133 % | |||
| 80 | 7,486 % | 2,815 % | 2,149 % | |||
| 81 | 7,461 % | 2,828 % | 2,166 % | |||
| 82 | 7,437 % | 2,841 % | 2,182 % | |||
| 83 | 7,414 % | 2,853 % | 2,198 % | |||
| 84 | 7,391 % | 2,865 % | 2,213 % | |||
| 85 | 7,368 % | 2,877 % | 2,228 % | |||
| 86 | 7,346 % | 2,889 % | 2,243 % | |||
| 87 | 7,325 % | 2,900 % | 2,257 % | |||
| 88 | 7,304 % | 2,911 % | 2,271 % | |||
| 89 | 7,283 % | 2,922 % | 2,285 % | |||
| 90 | 7,263 % | 2,933 % | 2,298 % | |||
| 91 | 7,244 % | 2,943 % | 2,312 % | |||
| 92 | 7,225 % | 2,953 % | 2,324 % | |||
| 93 | 7,206 % | 2,964 % | 2,337 % | |||
| 94 | 7,188 % | 2,973 % | 2,349 % | |||
| 95 | 7,170 % | 2,983 % | 2,361 % | |||
| 96 | 7,152 % | 2,992 % | 2,373 % | |||
| 97 | 7,135 % | 3,002 % | 2,385 % | |||
| 98 | 7,118 % | 3,011 % | 2,396 % | |||
| 99 | 7,102 % | 3,020 % | 2,407 % | |||
| 100 | 7,086 % | 3,028 % | 2,418 % | |||
| 101 | 7,070 % | 3,037 % | 2,429 % | |||
| 102 | 7,054 % | 3,045 % | 2,439 % | |||
| 103 | 7,039 % | 3,054 % | 2,449 % | |||
| 104 | 7,024 % | 3,062 % | 2,459 % | |||
| 105 | 7,010 % | 3,070 % | 2,469 % | |||
| 106 | 6,995 % | 3,077 % | 2,479 % | |||
| 107 | 6,981 % | 3,085 % | 2,488 % | |||
| 108 | 6,968 % | 3,093 % | 2,498 % | |||
| 109 | 6,954 % | 3,100 % | 2,507 % | |||
| 110 | 6,941 % | 3,107 % | 2,516 % | |||
| 111 | 6,928 % | 3,114 % | 2,525 % | |||
| 112 | 6,915 % | 3,121 % | 2,533 % | |||
| 113 | 6,902 % | 3,128 % | 2,542 % | |||
| 114 | 6,890 % | 3,135 % | 2,550 % | |||
| 115 | 6,878 % | 3,142 % | 2,558 % | |||
| 116 | 6,866 % | 3,148 % | 2,567 % | |||
| 117 | 6,854 % | 3,154 % | 2,574 % | |||
| 118 | 6,842 % | 3,161 % | 2,582 % | |||
| 119 | 6,831 % | 3,167 % | 2,590 % | |||
| 120 | 6,820 % | 3,173 % | 2,597 % | |||
| 121 | 6,809 % | 3,179 % | 2,605 % | |||
| 122 | 6,798 % | 3,185 % | 2,612 % | |||
| 123 | 6,787 % | 3,191 % | 2,619 % | |||
| 124 | 6,777 % | 3,196 % | 2,626 % | |||
| 125 | 6,767 % | 3,202 % | 2,633 % | |||
| 126 | 6,757 % | 3,207 % | 2,640 % | |||
| 127 | 6,747 % | 3,213 % | 2,647 % | |||
| 128 | 6,737 % | 3,218 % | 2,654 % | |||
| 129 | 6,727 % | 3,224 % | 2,660 % | |||
| 130 | 6,718 % | 3,229 % | 2,667 % | |||
| 131 | 6,708 % | 3,234 % | 2,673 % | |||
| 132 | 6,699 % | 3,239 % | 2,679 % | |||
| 133 | 6,690 % | 3,244 % | 2,685 % | |||
| 134 | 6,681 % | 3,249 % | 2,691 % | |||
| 135 | 6,672 % | 3,254 % | 2,697 % | |||
| 136 | 6,664 % | 3,258 % | 2,703 % | |||
| 137 | 6,655 % | 3,263 % | 2,709 % | |||
| 138 | 6,647 % | 3,268 % | 2,715 % | |||
| 139 | 6,638 % | 3,272 % | 2,720 % | |||
| 140 | 6,630 % | 3,277 % | 2,726 % | |||
| 141 | 6,622 % | 3,281 % | 2,731 % | |||
| 142 | 6,614 % | 3,285 % | 2,737 % | |||
| 143 | 6,606 % | 3,290 % | 2,742 % | |||
| 144 | 6,599 % | 3,294 % | 2,747 % | |||
| 145 | 6,591 % | 3,298 % | 2,753 % | |||
| 146 | 6,584 % | 3,302 % | 2,758 % | |||
| 147 | 6,576 % | 3,306 % | 2,763 % | |||
| 148 | 6,569 % | 3,310 % | 2,768 % | |||
| 149 | 6,562 % | 3,314 % | 2,773 % | |||
| 150 | 6,555 % | 3,318 % | 2,777 % |
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 | 2 | 48 | 5 | 3 | 49 | 0 |
| 5 | 0 | 4 | 52 | 5 | 5 | 52 | 0 |
| 6 | 1 | 5 | 55 | 5 | 7 | 55 | 0 |
| 7 | 2 | 6 | 58 | 5 | 9 | 55 | 0 |
| 8 | 3 | 7 | 60 | 5 | 11 | 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 | 405 | 4 | 17 |
| 2 | 0 | 0 | 0 | 0 | 250 | 4 | 23 |
| 3 | 1 | 0 | 0 | 0 | 221 | 4 | 26 |
| 4 | 2 | 0 | 0 | 0 | 193 | 4 | 27 |
| 5 | 4 | 0 | 0 | 0 | 176 | 4 | 28 |
| 6 | 5 | 0 | 0 | 0 | 173 | 4 | 29 |
| 7 | 6 | 0 | 0 | 0 | 170 | 4 | 30 |
| 8 | 7 | 0 | 1 | 0 | 174 | 2 | 31 |
| 9 | 8 | 1 | 2 | 0 | 176 | 1 | 32 |
| 10 | 8 | 0 | 3 | 0 | 178 | 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 | 23 | 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 | 29 | 0 | 4 |
| 7 | 26 | 21 | 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 | 18 | 27 | 15 | 0 | 0 |
| 4 | 49 | 21 | 20 | 31 | 17 | 0 | 0 |
| 5 | 52 | 22 | 21 | 35 | 19 | 0 | 0 |
| 6 | 55 | 24 | 23 | 38 | 21 | 0 | 0 |
| 7 | 55 | 25 | 24 | 39 | 22 | 0 | 0 |
| 8 | 55 | 27 | 25 | 41 | 24 | 0 | 0 |
| 9 | 52 | 28 | 26 | 41 | 25 | 0 | 0 |
| 10 | 51 | 26 | 26 | 41 | 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 | 42 | 0 | 10 | 0 | 0 | 10 |
| 7 | 4 | 44 | 0 | 10 | 0 | 0 | 10 |
| 8 | 7 | 42 | 0 | 10 | 0 | 0 | 10 |
| 9 | 5 | 39 | 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 | 7 | 15 | 0 | 4 |
| 7 | 0 | 8 | 0 | 8 | 15 | 0 | 4 |
| 8 | 0 | 12 | 0 | 9 | 15 | 0 | 4 |
| 9 | 0 | 18 | 0 | 10 | 15 | 0 | 4 |
| 10 | 0 | 18 | 0 | 11 | 15 | 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 | 563 | 1 244 |
| 2 | 6 | 20 | 46 | 122 | 236 | 563 | 1 003 |
| 3 | 7 | 23 | 47 | 115 | 232 | 559 | 818 |
| 4 | 8 | 25 | 49 | 117 | 231 | 558 | 678 |
| 5 | 10 | 28 | 55 | 120 | 231 | 558 | 570 |
| 6 | 11 | 30 | 58 | 124 | 231 | 558 | 558 |
| 7 | 12 | 32 | 60 | 127 | 231 | 558 | 558 |
| 8 | 12 | 33 | 59 | 125 | 231 | 558 | 558 |
| 9 | 12 | 34 | 59 | 125 | 231 | 558 | 558 |
| 10 | 13 | 35 | 60 | 124 | 231 | 558 | 558 |
| 11 | 13 | 36 | 60 | 124 | 231 | 558 | 558 |
| 12 | 14 | 37 | 60 | 124 | 231 | 558 | 558 |
| 13 | 14 | 38 | 60 | 124 | 231 | 558 | 558 |
| 14 | 14 | 38 | 60 | 124 | 231 | 558 | 558 |
| 15 | 14 | 38 | 60 | 124 | 231 | 558 | 558 |
| 16 | 14 | 38 | 60 | 124 | 231 | 558 | 558 |
| 17 | 14 | 38 | 60 | 124 | 231 | 558 | 558 |
| 18 | 14 | 38 | 60 | 124 | 231 | 558 | 558 |
| 19 | 15 | 38 | 60 | 124 | 231 | 558 | 558 |
| 20 | 16 | 38 | 60 | 124 | 231 | 558 | 558 |
| 21 | 16 | 38 | 60 | 124 | 231 | 558 | 558 |
| 22 | 17 | 38 | 60 | 124 | 231 | 558 | 558 |
| 23 | 17 | 38 | 60 | 124 | 231 | 558 | 558 |
| 24 | 19 | 38 | 60 | 124 | 231 | 558 | 558 |
| 25 | 19 | 38 | 60 | 124 | 231 | 558 | 558 |
| 26 | 20 | 38 | 60 | 124 | 231 | 558 | 558 |
| 27 | 20 | 38 | 60 | 124 | 231 | 558 | 558 |
| 28 | 21 | 38 | 60 | 124 | 231 | 558 | 558 |
| 29 | 22 | 38 | 60 | 124 | 231 | 558 | 558 |
| 30 | 23 | 38 | 60 | 124 | 231 | 558 | 558 |
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 | 12 | 26 | 51 | 127 | 241 | 569 | 1 290 |
| 2 | 14 | 28 | 53 | 130 | 243 | 571 | 1 038 |
| 3 | 15 | 31 | 55 | 123 | 240 | 567 | 846 |
| 4 | 16 | 33 | 57 | 125 | 239 | 566 | 700 |
| 5 | 17 | 36 | 62 | 127 | 238 | 566 | 587 |
| 6 | 18 | 37 | 65 | 131 | 238 | 565 | 565 |
| 7 | 19 | 39 | 66 | 133 | 237 | 564 | 564 |
| 8 | 18 | 39 | 65 | 131 | 236 | 564 | 564 |
| 9 | 18 | 39 | 65 | 130 | 236 | 563 | 563 |
| 10 | 18 | 40 | 64 | 129 | 235 | 563 | 563 |
| 11 | 18 | 41 | 64 | 129 | 235 | 562 | 562 |
| 12 | 18 | 41 | 64 | 128 | 234 | 562 | 562 |
| 13 | 17 | 41 | 63 | 128 | 234 | 561 | 561 |
| 14 | 17 | 41 | 62 | 127 | 233 | 561 | 561 |
| 15 | 17 | 40 | 62 | 127 | 233 | 560 | 560 |
| 16 | 16 | 40 | 61 | 126 | 232 | 560 | 560 |
| 17 | 16 | 39 | 61 | 126 | 232 | 559 | 559 |
| 18 | 16 | 39 | 61 | 126 | 232 | 559 | 559 |
| 19 | 16 | 39 | 61 | 126 | 232 | 559 | 559 |
| 20 | 16 | 40 | 61 | 126 | 232 | 560 | 560 |
| 21 | 16 | 40 | 62 | 126 | 233 | 560 | 560 |
| 22 | 17 | 40 | 62 | 127 | 233 | 560 | 560 |
| 23 | 18 | 40 | 62 | 127 | 233 | 560 | 560 |
| 24 | 19 | 40 | 62 | 127 | 233 | 560 | 560 |
| 25 | 19 | 40 | 62 | 127 | 233 | 560 | 560 |
| 26 | 20 | 41 | 62 | 127 | 233 | 561 | 561 |
| 27 | 20 | 41 | 62 | 127 | 233 | 560 | 560 |
| 28 | 21 | 41 | 62 | 127 | 233 | 560 | 560 |
| 29 | 22 | 40 | 62 | 127 | 233 | 560 | 560 |
| 30 | 23 | 40 | 62 | 127 | 233 | 560 | 560 |
2.3 Danish krone
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