LegalizeCommission Implementing Regulation (EU) 2019/1902 of 7 November 2019 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2019 until 30 December 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.
| 14.11.2019 | EN | Official Journal of the European Union | L 293/5 |
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 7 October 2019, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2019 market data. That information was published on 7 October 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 30 September 2019 until 30 December 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 30 September 2019.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 7 November 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 | -0,525 % | 2,085 % | -0,535 % | 0,017 % | -0,174 % | -0,052 % |
| 2 | -0,553 % | 1,994 % | -0,563 % | 0,227 % | -0,190 % | -0,020 % |
| 3 | -0,559 % | 1,870 % | -0,569 % | 0,342 % | -0,190 % | -0,009 % |
| 4 | -0,534 % | 1,734 % | -0,544 % | 0,702 % | -0,178 % | 0,011 % |
| 5 | -0,505 % | 1,599 % | -0,515 % | 0,916 % | -0,135 % | 0,103 % |
| 6 | -0,467 % | 1,477 % | -0,477 % | 1,225 % | -0,085 % | 0,216 % |
| 7 | -0,420 % | 1,379 % | -0,430 % | 1,457 % | -0,026 % | 0,311 % |
| 8 | -0,366 % | 1,307 % | -0,376 % | 1,630 % | 0,038 % | 0,372 % |
| 9 | -0,309 % | 1,259 % | -0,319 % | 1,767 % | 0,098 % | 0,407 % |
| 10 | -0,254 % | 1,231 % | -0,265 % | 1,875 % | 0,154 % | 0,466 % |
| 11 | -0,202 % | 1,214 % | -0,212 % | 1,971 % | 0,302 % | 0,546 % |
| 12 | -0,150 % | 1,212 % | -0,160 % | 2,060 % | 0,500 % | 0,638 % |
| 13 | -0,099 % | 1,227 % | -0,109 % | 2,144 % | 0,706 % | 0,737 % |
| 14 | -0,055 % | 1,257 % | -0,065 % | 2,224 % | 0,904 % | 0,838 % |
| 15 | -0,024 % | 1,299 % | -0,034 % | 2,301 % | 1,087 % | 0,938 % |
| 16 | -0,007 % | 1,350 % | -0,017 % | 2,375 % | 1,252 % | 1,037 % |
| 17 | 0,006 % | 1,408 % | -0,005 % | 2,447 % | 1,402 % | 1,133 % |
| 18 | 0,023 % | 1,469 % | 0,012 % | 2,516 % | 1,537 % | 1,226 % |
| 19 | 0,050 % | 1,533 % | 0,040 % | 2,582 % | 1,659 % | 1,316 % |
| 20 | 0,092 % | 1,597 % | 0,081 % | 2,645 % | 1,769 % | 1,401 % |
| 21 | 0,149 % | 1,661 % | 0,139 % | 2,705 % | 1,869 % | 1,483 % |
| 22 | 0,219 % | 1,724 % | 0,209 % | 2,762 % | 1,960 % | 1,562 % |
| 23 | 0,295 % | 1,785 % | 0,286 % | 2,817 % | 2,044 % | 1,636 % |
| 24 | 0,377 % | 1,845 % | 0,367 % | 2,869 % | 2,120 % | 1,707 % |
| 25 | 0,461 % | 1,903 % | 0,452 % | 2,918 % | 2,191 % | 1,775 % |
| 26 | 0,545 % | 1,960 % | 0,537 % | 2,965 % | 2,256 % | 1,840 % |
| 27 | 0,630 % | 2,014 % | 0,621 % | 3,010 % | 2,317 % | 1,901 % |
| 28 | 0,713 % | 2,066 % | 0,705 % | 3,053 % | 2,373 % | 1,959 % |
| 29 | 0,795 % | 2,116 % | 0,787 % | 3,094 % | 2,425 % | 2,015 % |
| 30 | 0,875 % | 2,164 % | 0,867 % | 3,133 % | 2,474 % | 2,068 % |
| 31 | 0,953 % | 2,210 % | 0,945 % | 3,170 % | 2,519 % | 2,119 % |
| 32 | 1,028 % | 2,255 % | 1,020 % | 3,206 % | 2,562 % | 2,167 % |
| 33 | 1,101 % | 2,297 % | 1,093 % | 3,240 % | 2,603 % | 2,213 % |
| 34 | 1,171 % | 2,338 % | 1,163 % | 3,272 % | 2,641 % | 2,257 % |
| 35 | 1,238 % | 2,377 % | 1,231 % | 3,303 % | 2,676 % | 2,299 % |
| 36 | 1,303 % | 2,414 % | 1,296 % | 3,333 % | 2,710 % | 2,339 % |
| 37 | 1,366 % | 2,450 % | 1,359 % | 3,361 % | 2,742 % | 2,378 % |
| 38 | 1,426 % | 2,485 % | 1,419 % | 3,388 % | 2,772 % | 2,415 % |
| 39 | 1,484 % | 2,518 % | 1,477 % | 3,414 % | 2,801 % | 2,450 % |
| 40 | 1,539 % | 2,550 % | 1,533 % | 3,439 % | 2,828 % | 2,483 % |
| 41 | 1,593 % | 2,580 % | 1,587 % | 3,463 % | 2,854 % | 2,516 % |
| 42 | 1,644 % | 2,609 % | 1,638 % | 3,486 % | 2,879 % | 2,547 % |
| 43 | 1,693 % | 2,637 % | 1,688 % | 3,508 % | 2,903 % | 2,576 % |
| 44 | 1,741 % | 2,664 % | 1,735 % | 3,530 % | 2,925 % | 2,605 % |
| 45 | 1,786 % | 2,690 % | 1,781 % | 3,550 % | 2,947 % | 2,632 % |
| 46 | 1,830 % | 2,715 % | 1,825 % | 3,570 % | 2,968 % | 2,659 % |
| 47 | 1,873 % | 2,739 % | 1,867 % | 3,588 % | 2,987 % | 2,684 % |
| 48 | 1,913 % | 2,763 % | 1,908 % | 3,607 % | 3,006 % | 2,708 % |
| 49 | 1,952 % | 2,785 % | 1,947 % | 3,624 % | 3,024 % | 2,732 % |
| 50 | 1,990 % | 2,806 % | 1,985 % | 3,641 % | 3,042 % | 2,754 % |
| 51 | 2,026 % | 2,827 % | 2,022 % | 3,657 % | 3,059 % | 2,776 % |
| 52 | 2,062 % | 2,847 % | 2,057 % | 3,673 % | 3,075 % | 2,797 % |
| 53 | 2,095 % | 2,867 % | 2,091 % | 3,688 % | 3,090 % | 2,817 % |
| 54 | 2,128 % | 2,885 % | 2,123 % | 3,703 % | 3,105 % | 2,837 % |
| 55 | 2,160 % | 2,903 % | 2,155 % | 3,717 % | 3,120 % | 2,856 % |
| 56 | 2,190 % | 2,921 % | 2,186 % | 3,730 % | 3,133 % | 2,874 % |
| 57 | 2,220 % | 2,937 % | 2,215 % | 3,743 % | 3,147 % | 2,892 % |
| 58 | 2,248 % | 2,954 % | 2,244 % | 3,756 % | 3,160 % | 2,909 % |
| 59 | 2,276 % | 2,970 % | 2,271 % | 3,769 % | 3,172 % | 2,925 % |
| 60 | 2,302 % | 2,985 % | 2,298 % | 3,781 % | 3,184 % | 2,941 % |
| 61 | 2,328 % | 3,000 % | 2,324 % | 3,792 % | 3,196 % | 2,957 % |
| 62 | 2,353 % | 3,014 % | 2,349 % | 3,803 % | 3,207 % | 2,972 % |
| 63 | 2,377 % | 3,028 % | 2,373 % | 3,814 % | 3,218 % | 2,986 % |
| 64 | 2,401 % | 3,041 % | 2,397 % | 3,825 % | 3,229 % | 3,000 % |
| 65 | 2,424 % | 3,054 % | 2,420 % | 3,835 % | 3,239 % | 3,014 % |
| 66 | 2,446 % | 3,067 % | 2,442 % | 3,845 % | 3,249 % | 3,027 % |
| 67 | 2,467 % | 3,079 % | 2,464 % | 3,855 % | 3,259 % | 3,040 % |
| 68 | 2,488 % | 3,091 % | 2,485 % | 3,864 % | 3,268 % | 3,053 % |
| 69 | 2,509 % | 3,103 % | 2,505 % | 3,873 % | 3,277 % | 3,065 % |
| 70 | 2,528 % | 3,114 % | 2,525 % | 3,882 % | 3,286 % | 3,077 % |
| 71 | 2,547 % | 3,125 % | 2,544 % | 3,891 % | 3,295 % | 3,088 % |
| 72 | 2,566 % | 3,136 % | 2,563 % | 3,899 % | 3,303 % | 3,100 % |
| 73 | 2,584 % | 3,146 % | 2,581 % | 3,907 % | 3,311 % | 3,110 % |
| 74 | 2,602 % | 3,156 % | 2,598 % | 3,915 % | 3,319 % | 3,121 % |
| 75 | 2,619 % | 3,166 % | 2,616 % | 3,923 % | 3,327 % | 3,131 % |
| 76 | 2,636 % | 3,176 % | 2,632 % | 3,931 % | 3,335 % | 3,141 % |
| 77 | 2,652 % | 3,185 % | 2,649 % | 3,938 % | 3,342 % | 3,151 % |
| 78 | 2,668 % | 3,194 % | 2,665 % | 3,945 % | 3,349 % | 3,161 % |
| 79 | 2,683 % | 3,203 % | 2,680 % | 3,952 % | 3,356 % | 3,170 % |
| 80 | 2,699 % | 3,212 % | 2,695 % | 3,959 % | 3,363 % | 3,179 % |
| 81 | 2,713 % | 3,220 % | 2,710 % | 3,965 % | 3,369 % | 3,188 % |
| 82 | 2,728 % | 3,228 % | 2,725 % | 3,972 % | 3,376 % | 3,197 % |
| 83 | 2,742 % | 3,237 % | 2,739 % | 3,978 % | 3,382 % | 3,205 % |
| 84 | 2,755 % | 3,244 % | 2,752 % | 3,984 % | 3,388 % | 3,213 % |
| 85 | 2,769 % | 3,252 % | 2,766 % | 3,991 % | 3,394 % | 3,221 % |
| 86 | 2,782 % | 3,260 % | 2,779 % | 3,996 % | 3,400 % | 3,229 % |
| 87 | 2,795 % | 3,267 % | 2,792 % | 4,002 % | 3,406 % | 3,237 % |
| 88 | 2,807 % | 3,274 % | 2,804 % | 4,008 % | 3,412 % | 3,244 % |
| 89 | 2,819 % | 3,281 % | 2,817 % | 4,013 % | 3,417 % | 3,252 % |
| 90 | 2,831 % | 3,288 % | 2,829 % | 4,019 % | 3,422 % | 3,259 % |
| 91 | 2,843 % | 3,295 % | 2,840 % | 4,024 % | 3,428 % | 3,266 % |
| 92 | 2,854 % | 3,301 % | 2,852 % | 4,029 % | 3,433 % | 3,273 % |
| 93 | 2,866 % | 3,308 % | 2,863 % | 4,034 % | 3,438 % | 3,279 % |
| 94 | 2,877 % | 3,314 % | 2,874 % | 4,039 % | 3,443 % | 3,286 % |
| 95 | 2,887 % | 3,320 % | 2,885 % | 4,044 % | 3,447 % | 3,293 % |
| 96 | 2,898 % | 3,326 % | 2,895 % | 4,049 % | 3,452 % | 3,299 % |
| 97 | 2,908 % | 3,332 % | 2,905 % | 4,053 % | 3,457 % | 3,305 % |
| 98 | 2,918 % | 3,338 % | 2,916 % | 4,058 % | 3,461 % | 3,311 % |
| 99 | 2,928 % | 3,343 % | 2,925 % | 4,062 % | 3,466 % | 3,317 % |
| 100 | 2,938 % | 3,349 % | 2,935 % | 4,067 % | 3,470 % | 3,323 % |
| 101 | 2,947 % | 3,354 % | 2,945 % | 4,071 % | 3,474 % | 3,328 % |
| 102 | 2,956 % | 3,360 % | 2,954 % | 4,075 % | 3,478 % | 3,334 % |
| 103 | 2,966 % | 3,365 % | 2,963 % | 4,079 % | 3,483 % | 3,340 % |
| 104 | 2,975 % | 3,370 % | 2,972 % | 4,083 % | 3,487 % | 3,345 % |
| 105 | 2,983 % | 3,375 % | 2,981 % | 4,087 % | 3,490 % | 3,350 % |
| 106 | 2,992 % | 3,380 % | 2,990 % | 4,091 % | 3,494 % | 3,355 % |
| 107 | 3,000 % | 3,385 % | 2,998 % | 4,095 % | 3,498 % | 3,360 % |
| 108 | 3,009 % | 3,390 % | 3,006 % | 4,099 % | 3,502 % | 3,365 % |
| 109 | 3,017 % | 3,394 % | 3,014 % | 4,102 % | 3,505 % | 3,370 % |
| 110 | 3,025 % | 3,399 % | 3,023 % | 4,106 % | 3,509 % | 3,375 % |
| 111 | 3,033 % | 3,403 % | 3,030 % | 4,110 % | 3,513 % | 3,380 % |
| 112 | 3,040 % | 3,408 % | 3,038 % | 4,113 % | 3,516 % | 3,384 % |
| 113 | 3,048 % | 3,412 % | 3,046 % | 4,116 % | 3,519 % | 3,389 % |
| 114 | 3,055 % | 3,416 % | 3,053 % | 4,120 % | 3,523 % | 3,393 % |
| 115 | 3,063 % | 3,421 % | 3,061 % | 4,123 % | 3,526 % | 3,398 % |
| 116 | 3,070 % | 3,425 % | 3,068 % | 4,126 % | 3,529 % | 3,402 % |
| 117 | 3,077 % | 3,429 % | 3,075 % | 4,130 % | 3,532 % | 3,406 % |
| 118 | 3,084 % | 3,433 % | 3,082 % | 4,133 % | 3,536 % | 3,411 % |
| 119 | 3,091 % | 3,437 % | 3,089 % | 4,136 % | 3,539 % | 3,415 % |
| 120 | 3,097 % | 3,441 % | 3,095 % | 4,139 % | 3,542 % | 3,419 % |
| 121 | 3,104 % | 3,444 % | 3,102 % | 4,142 % | 3,545 % | 3,423 % |
| 122 | 3,111 % | 3,448 % | 3,108 % | 4,145 % | 3,547 % | 3,427 % |
| 123 | 3,117 % | 3,452 % | 3,115 % | 4,148 % | 3,550 % | 3,430 % |
| 124 | 3,123 % | 3,455 % | 3,121 % | 4,150 % | 3,553 % | 3,434 % |
| 125 | 3,129 % | 3,459 % | 3,127 % | 4,153 % | 3,556 % | 3,438 % |
| 126 | 3,136 % | 3,462 % | 3,134 % | 4,156 % | 3,559 % | 3,442 % |
| 127 | 3,142 % | 3,466 % | 3,140 % | 4,159 % | 3,561 % | 3,445 % |
| 128 | 3,147 % | 3,469 % | 3,145 % | 4,161 % | 3,564 % | 3,449 % |
| 129 | 3,153 % | 3,473 % | 3,151 % | 4,164 % | 3,567 % | 3,452 % |
| 130 | 3,159 % | 3,476 % | 3,157 % | 4,167 % | 3,569 % | 3,456 % |
| 131 | 3,165 % | 3,479 % | 3,163 % | 4,169 % | 3,572 % | 3,459 % |
| 132 | 3,170 % | 3,482 % | 3,168 % | 4,172 % | 3,574 % | 3,462 % |
| 133 | 3,176 % | 3,485 % | 3,174 % | 4,174 % | 3,577 % | 3,466 % |
| 134 | 3,181 % | 3,489 % | 3,179 % | 4,176 % | 3,579 % | 3,469 % |
| 135 | 3,186 % | 3,492 % | 3,184 % | 4,179 % | 3,581 % | 3,472 % |
| 136 | 3,192 % | 3,495 % | 3,190 % | 4,181 % | 3,584 % | 3,475 % |
| 137 | 3,197 % | 3,497 % | 3,195 % | 4,184 % | 3,586 % | 3,478 % |
| 138 | 3,202 % | 3,500 % | 3,200 % | 4,186 % | 3,588 % | 3,481 % |
| 139 | 3,207 % | 3,503 % | 3,205 % | 4,188 % | 3,591 % | 3,484 % |
| 140 | 3,212 % | 3,506 % | 3,210 % | 4,190 % | 3,593 % | 3,487 % |
| 141 | 3,217 % | 3,509 % | 3,215 % | 4,193 % | 3,595 % | 3,490 % |
| 142 | 3,221 % | 3,512 % | 3,220 % | 4,195 % | 3,597 % | 3,493 % |
| 143 | 3,226 % | 3,514 % | 3,224 % | 4,197 % | 3,599 % | 3,496 % |
| 144 | 3,231 % | 3,517 % | 3,229 % | 4,199 % | 3,601 % | 3,499 % |
| 145 | 3,235 % | 3,520 % | 3,234 % | 4,201 % | 3,603 % | 3,502 % |
| 146 | 3,240 % | 3,522 % | 3,238 % | 4,203 % | 3,605 % | 3,504 % |
| 147 | 3,244 % | 3,525 % | 3,243 % | 4,205 % | 3,607 % | 3,507 % |
| 148 | 3,249 % | 3,527 % | 3,247 % | 4,207 % | 3,609 % | 3,510 % |
| 149 | 3,253 % | 3,530 % | 3,251 % | 4,209 % | 3,611 % | 3,512 % |
| 150 | 3,257 % | 3,532 % | 3,256 % | 4,211 % | 3,613 % | 3,515 % |
| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,575 % | 0,631 % | 3,103 % | 1,095 % | 3,420 % | 1,747 % |
| 2 | -0,603 % | 0,548 % | 3,253 % | 1,389 % | 3,370 % | 1,763 % |
| 3 | -0,609 % | 0,516 % | 3,407 % | 1,498 % | 3,300 % | 1,694 % |
| 4 | -0,584 % | 0,492 % | 3,568 % | 1,594 % | 3,248 % | 1,643 % |
| 5 | -0,555 % | 0,493 % | 3,703 % | 1,675 % | 3,217 % | 1,607 % |
| 6 | -0,517 % | 0,492 % | 3,806 % | 1,751 % | 3,203 % | 1,587 % |
| 7 | -0,470 % | 0,499 % | 3,888 % | 1,815 % | 3,204 % | 1,580 % |
| 8 | -0,416 % | 0,509 % | 3,955 % | 1,851 % | 3,213 % | 1,580 % |
| 9 | -0,359 % | 0,521 % | 4,017 % | 1,878 % | 3,226 % | 1,586 % |
| 10 | -0,305 % | 0,535 % | 4,106 % | 1,906 % | 3,240 % | 1,594 % |
| 11 | -0,253 % | 0,548 % | 4,182 % | 1,944 % | 3,256 % | 1,620 % |
| 12 | -0,201 % | 0,559 % | 4,238 % | 1,989 % | 3,272 % | 1,660 % |
| 13 | -0,149 % | 0,567 % | 4,280 % | 2,039 % | 3,289 % | 1,710 % |
| 14 | -0,105 % | 0,575 % | 4,310 % | 2,091 % | 3,305 % | 1,765 % |
| 15 | -0,074 % | 0,584 % | 4,332 % | 2,144 % | 3,321 % | 1,823 % |
| 16 | -0,058 % | 0,587 % | 4,347 % | 2,196 % | 3,337 % | 1,882 % |
| 17 | -0,046 % | 0,591 % | 4,357 % | 2,248 % | 3,353 % | 1,941 % |
| 18 | -0,029 % | 0,596 % | 4,363 % | 2,299 % | 3,368 % | 2,000 % |
| 19 | -0,002 % | 0,598 % | 4,366 % | 2,348 % | 3,382 % | 2,057 % |
| 20 | 0,041 % | 0,601 % | 4,366 % | 2,395 % | 3,396 % | 2,113 % |
| 21 | 0,099 % | 0,602 % | 4,364 % | 2,441 % | 3,410 % | 2,167 % |
| 22 | 0,169 % | 0,602 % | 4,361 % | 2,485 % | 3,423 % | 2,219 % |
| 23 | 0,247 % | 0,602 % | 4,357 % | 2,527 % | 3,435 % | 2,269 % |
| 24 | 0,330 % | 0,601 % | 4,351 % | 2,568 % | 3,447 % | 2,318 % |
| 25 | 0,415 % | 0,600 % | 4,345 % | 2,607 % | 3,459 % | 2,364 % |
| 26 | 0,501 % | 0,600 % | 4,338 % | 2,644 % | 3,470 % | 2,408 % |
| 27 | 0,586 % | 0,599 % | 4,331 % | 2,680 % | 3,481 % | 2,451 % |
| 28 | 0,671 % | 0,599 % | 4,324 % | 2,714 % | 3,492 % | 2,491 % |
| 29 | 0,754 % | 0,598 % | 4,316 % | 2,746 % | 3,502 % | 2,530 % |
| 30 | 0,835 % | 0,597 % | 4,309 % | 2,777 % | 3,511 % | 2,568 % |
| 31 | 0,914 % | 0,596 % | 4,301 % | 2,807 % | 3,521 % | 2,603 % |
| 32 | 0,990 % | 0,595 % | 4,293 % | 2,836 % | 3,529 % | 2,637 % |
| 33 | 1,064 % | 0,595 % | 4,286 % | 2,863 % | 3,538 % | 2,670 % |
| 34 | 1,135 % | 0,595 % | 4,278 % | 2,889 % | 3,546 % | 2,701 % |
| 35 | 1,203 % | 0,596 % | 4,270 % | 2,914 % | 3,554 % | 2,731 % |
| 36 | 1,269 % | 0,598 % | 4,263 % | 2,938 % | 3,562 % | 2,760 % |
| 37 | 1,332 % | 0,600 % | 4,256 % | 2,961 % | 3,569 % | 2,787 % |
| 38 | 1,393 % | 0,600 % | 4,249 % | 2,983 % | 3,577 % | 2,814 % |
| 39 | 1,452 % | 0,597 % | 4,242 % | 3,004 % | 3,584 % | 2,839 % |
| 40 | 1,508 % | 0,591 % | 4,235 % | 3,025 % | 3,590 % | 2,863 % |
| 41 | 1,562 % | 0,581 % | 4,229 % | 3,044 % | 3,597 % | 2,886 % |
| 42 | 1,614 % | 0,569 % | 4,222 % | 3,063 % | 3,603 % | 2,909 % |
| 43 | 1,664 % | 0,558 % | 4,216 % | 3,081 % | 3,609 % | 2,930 % |
| 44 | 1,713 % | 0,548 % | 4,210 % | 3,098 % | 3,615 % | 2,951 % |
| 45 | 1,759 % | 0,542 % | 4,204 % | 3,115 % | 3,620 % | 2,971 % |
| 46 | 1,803 % | 0,539 % | 4,198 % | 3,131 % | 3,625 % | 2,990 % |
| 47 | 1,846 % | 0,541 % | 4,193 % | 3,147 % | 3,631 % | 3,008 % |
| 48 | 1,887 % | 0,548 % | 4,187 % | 3,162 % | 3,636 % | 3,026 % |
| 49 | 1,927 % | 0,560 % | 4,182 % | 3,176 % | 3,641 % | 3,043 % |
| 50 | 1,965 % | 0,578 % | 4,177 % | 3,190 % | 3,645 % | 3,060 % |
| 51 | 2,002 % | 0,601 % | 4,172 % | 3,203 % | 3,650 % | 3,075 % |
| 52 | 2,038 % | 0,629 % | 4,167 % | 3,216 % | 3,654 % | 3,091 % |
| 53 | 2,072 % | 0,661 % | 4,163 % | 3,228 % | 3,659 % | 3,105 % |
| 54 | 2,105 % | 0,695 % | 4,158 % | 3,240 % | 3,663 % | 3,120 % |
| 55 | 2,137 % | 0,732 % | 4,154 % | 3,252 % | 3,667 % | 3,134 % |
| 56 | 2,168 % | 0,769 % | 4,150 % | 3,263 % | 3,671 % | 3,147 % |
| 57 | 2,198 % | 0,808 % | 4,145 % | 3,274 % | 3,674 % | 3,160 % |
| 58 | 2,227 % | 0,848 % | 4,141 % | 3,285 % | 3,678 % | 3,172 % |
| 59 | 2,254 % | 0,887 % | 4,138 % | 3,295 % | 3,682 % | 3,184 % |
| 60 | 2,282 % | 0,927 % | 4,134 % | 3,305 % | 3,685 % | 3,196 % |
| 61 | 2,308 % | 0,967 % | 4,130 % | 3,314 % | 3,688 % | 3,207 % |
| 62 | 2,333 % | 1,007 % | 4,127 % | 3,324 % | 3,692 % | 3,218 % |
| 63 | 2,358 % | 1,046 % | 4,123 % | 3,333 % | 3,695 % | 3,229 % |
| 64 | 2,381 % | 1,085 % | 4,120 % | 3,341 % | 3,698 % | 3,239 % |
| 65 | 2,405 % | 1,123 % | 4,116 % | 3,350 % | 3,701 % | 3,249 % |
| 66 | 2,427 % | 1,160 % | 4,113 % | 3,358 % | 3,704 % | 3,259 % |
| 67 | 2,449 % | 1,197 % | 4,110 % | 3,366 % | 3,707 % | 3,269 % |
| 68 | 2,470 % | 1,234 % | 4,107 % | 3,374 % | 3,709 % | 3,278 % |
| 69 | 2,490 % | 1,269 % | 4,104 % | 3,381 % | 3,712 % | 3,287 % |
| 70 | 2,510 % | 1,304 % | 4,101 % | 3,389 % | 3,715 % | 3,295 % |
| 71 | 2,530 % | 1,339 % | 4,099 % | 3,396 % | 3,717 % | 3,304 % |
| 72 | 2,549 % | 1,372 % | 4,096 % | 3,403 % | 3,720 % | 3,312 % |
| 73 | 2,567 % | 1,405 % | 4,093 % | 3,410 % | 3,722 % | 3,320 % |
| 74 | 2,585 % | 1,437 % | 4,091 % | 3,416 % | 3,725 % | 3,328 % |
| 75 | 2,602 % | 1,469 % | 4,088 % | 3,423 % | 3,727 % | 3,335 % |
| 76 | 2,619 % | 1,499 % | 4,086 % | 3,429 % | 3,729 % | 3,343 % |
| 77 | 2,636 % | 1,529 % | 4,083 % | 3,435 % | 3,731 % | 3,350 % |
| 78 | 2,652 % | 1,559 % | 4,081 % | 3,441 % | 3,733 % | 3,357 % |
| 79 | 2,668 % | 1,587 % | 4,079 % | 3,447 % | 3,735 % | 3,364 % |
| 80 | 2,683 % | 1,615 % | 4,076 % | 3,452 % | 3,737 % | 3,371 % |
| 81 | 2,698 % | 1,643 % | 4,074 % | 3,458 % | 3,739 % | 3,377 % |
| 82 | 2,712 % | 1,670 % | 4,072 % | 3,463 % | 3,741 % | 3,383 % |
| 83 | 2,727 % | 1,696 % | 4,070 % | 3,468 % | 3,743 % | 3,390 % |
| 84 | 2,740 % | 1,722 % | 4,068 % | 3,473 % | 3,745 % | 3,396 % |
| 85 | 2,754 % | 1,747 % | 4,066 % | 3,478 % | 3,747 % | 3,402 % |
| 86 | 2,767 % | 1,771 % | 4,064 % | 3,483 % | 3,749 % | 3,407 % |
| 87 | 2,780 % | 1,795 % | 4,062 % | 3,488 % | 3,750 % | 3,413 % |
| 88 | 2,793 % | 1,819 % | 4,060 % | 3,493 % | 3,752 % | 3,418 % |
| 89 | 2,805 % | 1,842 % | 4,059 % | 3,497 % | 3,754 % | 3,424 % |
| 90 | 2,817 % | 1,864 % | 4,057 % | 3,502 % | 3,755 % | 3,429 % |
| 91 | 2,829 % | 1,886 % | 4,055 % | 3,506 % | 3,757 % | 3,434 % |
| 92 | 2,841 % | 1,908 % | 4,054 % | 3,510 % | 3,758 % | 3,439 % |
| 93 | 2,852 % | 1,929 % | 4,052 % | 3,515 % | 3,760 % | 3,444 % |
| 94 | 2,863 % | 1,950 % | 4,050 % | 3,519 % | 3,761 % | 3,449 % |
| 95 | 2,874 % | 1,970 % | 4,049 % | 3,523 % | 3,763 % | 3,454 % |
| 96 | 2,885 % | 1,990 % | 4,047 % | 3,527 % | 3,764 % | 3,458 % |
| 97 | 2,895 % | 2,010 % | 4,046 % | 3,530 % | 3,766 % | 3,463 % |
| 98 | 2,905 % | 2,029 % | 4,044 % | 3,534 % | 3,767 % | 3,467 % |
| 99 | 2,915 % | 2,047 % | 4,043 % | 3,538 % | 3,768 % | 3,472 % |
| 100 | 2,925 % | 2,066 % | 4,041 % | 3,541 % | 3,770 % | 3,476 % |
| 101 | 2,935 % | 2,084 % | 4,040 % | 3,545 % | 3,771 % | 3,480 % |
| 102 | 2,944 % | 2,101 % | 4,038 % | 3,548 % | 3,772 % | 3,484 % |
| 103 | 2,953 % | 2,119 % | 4,037 % | 3,552 % | 3,774 % | 3,488 % |
| 104 | 2,962 % | 2,135 % | 4,036 % | 3,555 % | 3,775 % | 3,492 % |
| 105 | 2,971 % | 2,152 % | 4,035 % | 3,559 % | 3,776 % | 3,496 % |
| 106 | 2,980 % | 2,168 % | 4,033 % | 3,562 % | 3,777 % | 3,500 % |
| 107 | 2,989 % | 2,185 % | 4,032 % | 3,565 % | 3,778 % | 3,504 % |
| 108 | 2,997 % | 2,200 % | 4,031 % | 3,568 % | 3,779 % | 3,507 % |
| 109 | 3,005 % | 2,216 % | 4,030 % | 3,571 % | 3,780 % | 3,511 % |
| 110 | 3,013 % | 2,231 % | 4,028 % | 3,574 % | 3,782 % | 3,515 % |
| 111 | 3,021 % | 2,246 % | 4,027 % | 3,577 % | 3,783 % | 3,518 % |
| 112 | 3,029 % | 2,260 % | 4,026 % | 3,580 % | 3,784 % | 3,521 % |
| 113 | 3,037 % | 2,275 % | 4,025 % | 3,583 % | 3,785 % | 3,525 % |
| 114 | 3,044 % | 2,289 % | 4,024 % | 3,585 % | 3,786 % | 3,528 % |
| 115 | 3,052 % | 2,303 % | 4,023 % | 3,588 % | 3,787 % | 3,531 % |
| 116 | 3,059 % | 2,317 % | 4,022 % | 3,591 % | 3,788 % | 3,534 % |
| 117 | 3,066 % | 2,330 % | 4,021 % | 3,593 % | 3,789 % | 3,538 % |
| 118 | 3,073 % | 2,343 % | 4,020 % | 3,596 % | 3,790 % | 3,541 % |
| 119 | 3,080 % | 2,356 % | 4,019 % | 3,599 % | 3,790 % | 3,544 % |
| 120 | 3,087 % | 2,369 % | 4,018 % | 3,601 % | 3,791 % | 3,547 % |
| 121 | 3,094 % | 2,381 % | 4,017 % | 3,604 % | 3,792 % | 3,550 % |
| 122 | 3,100 % | 2,394 % | 4,016 % | 3,606 % | 3,793 % | 3,552 % |
| 123 | 3,107 % | 2,406 % | 4,015 % | 3,608 % | 3,794 % | 3,555 % |
| 124 | 3,113 % | 2,418 % | 4,014 % | 3,611 % | 3,795 % | 3,558 % |
| 125 | 3,119 % | 2,430 % | 4,013 % | 3,613 % | 3,796 % | 3,561 % |
| 126 | 3,126 % | 2,441 % | 4,012 % | 3,615 % | 3,797 % | 3,563 % |
| 127 | 3,132 % | 2,453 % | 4,011 % | 3,618 % | 3,797 % | 3,566 % |
| 128 | 3,138 % | 2,464 % | 4,010 % | 3,620 % | 3,798 % | 3,569 % |
| 129 | 3,143 % | 2,475 % | 4,010 % | 3,622 % | 3,799 % | 3,571 % |
| 130 | 3,149 % | 2,486 % | 4,009 % | 3,624 % | 3,800 % | 3,574 % |
| 131 | 3,155 % | 2,497 % | 4,008 % | 3,626 % | 3,801 % | 3,576 % |
| 132 | 3,161 % | 2,507 % | 4,007 % | 3,628 % | 3,801 % | 3,579 % |
| 133 | 3,166 % | 2,518 % | 4,006 % | 3,630 % | 3,802 % | 3,581 % |
| 134 | 3,172 % | 2,528 % | 4,005 % | 3,632 % | 3,803 % | 3,583 % |
| 135 | 3,177 % | 2,538 % | 4,005 % | 3,634 % | 3,803 % | 3,586 % |
| 136 | 3,182 % | 2,548 % | 4,004 % | 3,636 % | 3,804 % | 3,588 % |
| 137 | 3,187 % | 2,558 % | 4,003 % | 3,638 % | 3,805 % | 3,590 % |
| 138 | 3,193 % | 2,567 % | 4,002 % | 3,640 % | 3,806 % | 3,593 % |
| 139 | 3,198 % | 2,577 % | 4,002 % | 3,642 % | 3,806 % | 3,595 % |
| 140 | 3,203 % | 2,586 % | 4,001 % | 3,644 % | 3,807 % | 3,597 % |
| 141 | 3,208 % | 2,596 % | 4,000 % | 3,646 % | 3,808 % | 3,599 % |
| 142 | 3,212 % | 2,605 % | 3,999 % | 3,647 % | 3,808 % | 3,601 % |
| 143 | 3,217 % | 2,614 % | 3,999 % | 3,649 % | 3,809 % | 3,603 % |
| 144 | 3,222 % | 2,623 % | 3,998 % | 3,651 % | 3,809 % | 3,605 % |
| 145 | 3,227 % | 2,631 % | 3,997 % | 3,653 % | 3,810 % | 3,607 % |
| 146 | 3,231 % | 2,640 % | 3,997 % | 3,654 % | 3,811 % | 3,609 % |
| 147 | 3,236 % | 2,648 % | 3,996 % | 3,656 % | 3,811 % | 3,611 % |
| 148 | 3,240 % | 2,657 % | 3,995 % | 3,658 % | 3,812 % | 3,613 % |
| 149 | 3,245 % | 2,665 % | 3,995 % | 3,659 % | 3,813 % | 3,615 % |
| 150 | 3,249 % | 2,673 % | 3,994 % | 3,661 % | 3,813 % | 3,617 % |
| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,863 % | 0,691 % | 1,214 % | 1,818 % | 1,455 % | 4,034 % |
| 2 | -0,886 % | 0,635 % | 1,168 % | 1,701 % | 1,491 % | 4,363 % |
| 3 | -0,868 % | 0,638 % | 1,183 % | 1,639 % | 1,643 % | 4,533 % |
| 4 | -0,833 % | 0,641 % | 1,219 % | 1,599 % | 1,805 % | 4,684 % |
| 5 | -0,794 % | 0,676 % | 1,240 % | 1,568 % | 1,940 % | 4,822 % |
| 6 | -0,739 % | 0,725 % | 1,267 % | 1,543 % | 2,065 % | 5,087 % |
| 7 | -0,678 % | 0,779 % | 1,297 % | 1,552 % | 2,179 % | 5,292 % |
| 8 | -0,616 % | 0,832 % | 1,322 % | 1,558 % | 2,280 % | 5,495 % |
| 9 | -0,555 % | 0,885 % | 1,343 % | 1,566 % | 2,373 % | 5,647 % |
| 10 | -0,504 % | 0,936 % | 1,360 % | 1,585 % | 2,459 % | 5,760 % |
| 11 | -0,438 % | 0,986 % | 1,373 % | 1,609 % | 2,541 % | 5,837 % |
| 12 | -0,393 % | 1,033 % | 1,386 % | 1,633 % | 2,618 % | 5,886 % |
| 13 | -0,350 % | 1,077 % | 1,400 % | 1,658 % | 2,692 % | 5,914 % |
| 14 | -0,322 % | 1,117 % | 1,421 % | 1,682 % | 2,760 % | 5,926 % |
| 15 | -0,292 % | 1,152 % | 1,451 % | 1,707 % | 2,826 % | 5,927 % |
| 16 | -0,259 % | 1,184 % | 1,492 % | 1,730 % | 2,887 % | 5,920 % |
| 17 | -0,228 % | 1,211 % | 1,541 % | 1,749 % | 2,945 % | 5,906 % |
| 18 | -0,204 % | 1,236 % | 1,594 % | 1,763 % | 3,000 % | 5,887 % |
| 19 | -0,189 % | 1,259 % | 1,651 % | 1,770 % | 3,051 % | 5,865 % |
| 20 | -0,185 % | 1,279 % | 1,708 % | 1,769 % | 3,100 % | 5,840 % |
| 21 | -0,192 % | 1,298 % | 1,767 % | 1,760 % | 3,147 % | 5,814 % |
| 22 | -0,202 % | 1,313 % | 1,825 % | 1,746 % | 3,191 % | 5,786 % |
| 23 | -0,209 % | 1,323 % | 1,882 % | 1,730 % | 3,232 % | 5,758 % |
| 24 | -0,207 % | 1,328 % | 1,937 % | 1,716 % | 3,272 % | 5,729 % |
| 25 | -0,194 % | 1,327 % | 1,992 % | 1,704 % | 3,309 % | 5,701 % |
| 26 | -0,168 % | 1,321 % | 2,044 % | 1,696 % | 3,345 % | 5,672 % |
| 27 | -0,130 % | 1,313 % | 2,095 % | 1,693 % | 3,379 % | 5,644 % |
| 28 | -0,085 % | 1,308 % | 2,145 % | 1,695 % | 3,411 % | 5,617 % |
| 29 | -0,035 % | 1,308 % | 2,192 % | 1,703 % | 3,441 % | 5,590 % |
| 30 | 0,018 % | 1,317 % | 2,238 % | 1,717 % | 3,471 % | 5,563 % |
| 31 | 0,074 % | 1,335 % | 2,281 % | 1,737 % | 3,498 % | 5,538 % |
| 32 | 0,131 % | 1,360 % | 2,323 % | 1,763 % | 3,525 % | 5,513 % |
| 33 | 0,189 % | 1,391 % | 2,364 % | 1,792 % | 3,550 % | 5,489 % |
| 34 | 0,246 % | 1,426 % | 2,403 % | 1,823 % | 3,575 % | 5,465 % |
| 35 | 0,303 % | 1,464 % | 2,440 % | 1,856 % | 3,598 % | 5,442 % |
| 36 | 0,359 % | 1,504 % | 2,476 % | 1,891 % | 3,620 % | 5,421 % |
| 37 | 0,414 % | 1,545 % | 2,510 % | 1,926 % | 3,641 % | 5,399 % |
| 38 | 0,468 % | 1,587 % | 2,543 % | 1,962 % | 3,661 % | 5,379 % |
| 39 | 0,520 % | 1,629 % | 2,574 % | 1,997 % | 3,681 % | 5,359 % |
| 40 | 0,571 % | 1,671 % | 2,605 % | 2,033 % | 3,699 % | 5,340 % |
| 41 | 0,621 % | 1,713 % | 2,634 % | 2,068 % | 3,717 % | 5,322 % |
| 42 | 0,669 % | 1,754 % | 2,662 % | 2,103 % | 3,735 % | 5,304 % |
| 43 | 0,715 % | 1,795 % | 2,689 % | 2,137 % | 3,751 % | 5,287 % |
| 44 | 0,760 % | 1,835 % | 2,714 % | 2,170 % | 3,767 % | 5,271 % |
| 45 | 0,803 % | 1,874 % | 2,739 % | 2,203 % | 3,782 % | 5,255 % |
| 46 | 0,846 % | 1,912 % | 2,763 % | 2,235 % | 3,797 % | 5,239 % |
| 47 | 0,886 % | 1,949 % | 2,786 % | 2,266 % | 3,811 % | 5,225 % |
| 48 | 0,926 % | 1,985 % | 2,809 % | 2,296 % | 3,825 % | 5,210 % |
| 49 | 0,964 % | 2,021 % | 2,830 % | 2,326 % | 3,838 % | 5,197 % |
| 50 | 1,000 % | 2,055 % | 2,851 % | 2,354 % | 3,850 % | 5,183 % |
| 51 | 1,036 % | 2,088 % | 2,870 % | 2,382 % | 3,863 % | 5,170 % |
| 52 | 1,070 % | 2,121 % | 2,890 % | 2,409 % | 3,874 % | 5,158 % |
| 53 | 1,103 % | 2,152 % | 2,908 % | 2,435 % | 3,886 % | 5,146 % |
| 54 | 1,135 % | 2,182 % | 2,926 % | 2,461 % | 3,897 % | 5,134 % |
| 55 | 1,167 % | 2,212 % | 2,943 % | 2,485 % | 3,907 % | 5,123 % |
| 56 | 1,197 % | 2,241 % | 2,960 % | 2,509 % | 3,918 % | 5,112 % |
| 57 | 1,226 % | 2,269 % | 2,976 % | 2,533 % | 3,928 % | 5,102 % |
| 58 | 1,254 % | 2,296 % | 2,992 % | 2,555 % | 3,937 % | 5,092 % |
| 59 | 1,281 % | 2,322 % | 3,007 % | 2,577 % | 3,947 % | 5,082 % |
| 60 | 1,308 % | 2,347 % | 3,022 % | 2,598 % | 3,956 % | 5,072 % |
| 61 | 1,333 % | 2,372 % | 3,036 % | 2,619 % | 3,964 % | 5,063 % |
| 62 | 1,358 % | 2,396 % | 3,049 % | 2,639 % | 3,973 % | 5,054 % |
| 63 | 1,382 % | 2,419 % | 3,063 % | 2,659 % | 3,981 % | 5,045 % |
| 64 | 1,405 % | 2,442 % | 3,076 % | 2,678 % | 3,989 % | 5,037 % |
| 65 | 1,428 % | 2,464 % | 3,088 % | 2,696 % | 3,997 % | 5,029 % |
| 66 | 1,450 % | 2,485 % | 3,100 % | 2,714 % | 4,004 % | 5,021 % |
| 67 | 1,471 % | 2,506 % | 3,112 % | 2,731 % | 4,012 % | 5,013 % |
| 68 | 1,492 % | 2,526 % | 3,124 % | 2,748 % | 4,019 % | 5,006 % |
| 69 | 1,512 % | 2,546 % | 3,135 % | 2,765 % | 4,025 % | 4,998 % |
| 70 | 1,532 % | 2,565 % | 3,146 % | 2,781 % | 4,032 % | 4,991 % |
| 71 | 1,551 % | 2,583 % | 3,156 % | 2,796 % | 4,039 % | 4,984 % |
| 72 | 1,570 % | 2,601 % | 3,166 % | 2,811 % | 4,045 % | 4,978 % |
| 73 | 1,588 % | 2,619 % | 3,176 % | 2,826 % | 4,051 % | 4,971 % |
| 74 | 1,605 % | 2,636 % | 3,186 % | 2,840 % | 4,057 % | 4,965 % |
| 75 | 1,622 % | 2,653 % | 3,196 % | 2,854 % | 4,063 % | 4,959 % |
| 76 | 1,639 % | 2,669 % | 3,205 % | 2,868 % | 4,069 % | 4,953 % |
| 77 | 1,655 % | 2,685 % | 3,214 % | 2,881 % | 4,074 % | 4,947 % |
| 78 | 1,671 % | 2,700 % | 3,223 % | 2,894 % | 4,080 % | 4,941 % |
| 79 | 1,687 % | 2,715 % | 3,231 % | 2,907 % | 4,085 % | 4,935 % |
| 80 | 1,702 % | 2,730 % | 3,239 % | 2,919 % | 4,090 % | 4,930 % |
| 81 | 1,716 % | 2,744 % | 3,248 % | 2,931 % | 4,095 % | 4,925 % |
| 82 | 1,731 % | 2,758 % | 3,255 % | 2,943 % | 4,100 % | 4,920 % |
| 83 | 1,745 % | 2,772 % | 3,263 % | 2,954 % | 4,105 % | 4,914 % |
| 84 | 1,758 % | 2,785 % | 3,271 % | 2,965 % | 4,110 % | 4,910 % |
| 85 | 1,772 % | 2,798 % | 3,278 % | 2,976 % | 4,114 % | 4,905 % |
| 86 | 1,785 % | 2,811 % | 3,285 % | 2,987 % | 4,119 % | 4,900 % |
| 87 | 1,797 % | 2,823 % | 3,292 % | 2,997 % | 4,123 % | 4,895 % |
| 88 | 1,810 % | 2,836 % | 3,299 % | 3,008 % | 4,127 % | 4,891 % |
| 89 | 1,822 % | 2,847 % | 3,306 % | 3,018 % | 4,131 % | 4,887 % |
| 90 | 1,834 % | 2,859 % | 3,313 % | 3,027 % | 4,136 % | 4,882 % |
| 91 | 1,846 % | 2,870 % | 3,319 % | 3,037 % | 4,140 % | 4,878 % |
| 92 | 1,857 % | 2,882 % | 3,325 % | 3,046 % | 4,143 % | 4,874 % |
| 93 | 1,868 % | 2,892 % | 3,331 % | 3,055 % | 4,147 % | 4,870 % |
| 94 | 1,879 % | 2,903 % | 3,337 % | 3,064 % | 4,151 % | 4,866 % |
| 95 | 1,890 % | 2,914 % | 3,343 % | 3,073 % | 4,155 % | 4,862 % |
| 96 | 1,900 % | 2,924 % | 3,349 % | 3,082 % | 4,158 % | 4,858 % |
| 97 | 1,911 % | 2,934 % | 3,355 % | 3,090 % | 4,162 % | 4,855 % |
| 98 | 1,921 % | 2,944 % | 3,360 % | 3,098 % | 4,165 % | 4,851 % |
| 99 | 1,930 % | 2,953 % | 3,366 % | 3,106 % | 4,169 % | 4,847 % |
| 100 | 1,940 % | 2,963 % | 3,371 % | 3,114 % | 4,172 % | 4,844 % |
| 101 | 1,950 % | 2,972 % | 3,376 % | 3,122 % | 4,175 % | 4,841 % |
| 102 | 1,959 % | 2,981 % | 3,381 % | 3,130 % | 4,178 % | 4,837 % |
| 103 | 1,968 % | 2,990 % | 3,386 % | 3,137 % | 4,181 % | 4,834 % |
| 104 | 1,977 % | 2,999 % | 3,391 % | 3,144 % | 4,184 % | 4,831 % |
| 105 | 1,986 % | 3,007 % | 3,396 % | 3,152 % | 4,187 % | 4,828 % |
| 106 | 1,994 % | 3,015 % | 3,401 % | 3,159 % | 4,190 % | 4,824 % |
| 107 | 2,003 % | 3,024 % | 3,406 % | 3,165 % | 4,193 % | 4,821 % |
| 108 | 2,011 % | 3,032 % | 3,410 % | 3,172 % | 4,196 % | 4,818 % |
| 109 | 2,019 % | 3,040 % | 3,415 % | 3,179 % | 4,199 % | 4,816 % |
| 110 | 2,027 % | 3,047 % | 3,419 % | 3,185 % | 4,202 % | 4,813 % |
| 111 | 2,035 % | 3,055 % | 3,423 % | 3,192 % | 4,204 % | 4,810 % |
| 112 | 2,042 % | 3,063 % | 3,428 % | 3,198 % | 4,207 % | 4,807 % |
| 113 | 2,050 % | 3,070 % | 3,432 % | 3,204 % | 4,210 % | 4,804 % |
| 114 | 2,057 % | 3,077 % | 3,436 % | 3,210 % | 4,212 % | 4,802 % |
| 115 | 2,065 % | 3,084 % | 3,440 % | 3,216 % | 4,215 % | 4,799 % |
| 116 | 2,072 % | 3,091 % | 3,444 % | 3,222 % | 4,217 % | 4,796 % |
| 117 | 2,079 % | 3,098 % | 3,448 % | 3,228 % | 4,219 % | 4,794 % |
| 118 | 2,086 % | 3,105 % | 3,452 % | 3,234 % | 4,222 % | 4,791 % |
| 119 | 2,093 % | 3,112 % | 3,455 % | 3,239 % | 4,224 % | 4,789 % |
| 120 | 2,099 % | 3,118 % | 3,459 % | 3,245 % | 4,226 % | 4,787 % |
| 121 | 2,106 % | 3,125 % | 3,463 % | 3,250 % | 4,229 % | 4,784 % |
| 122 | 2,112 % | 3,131 % | 3,466 % | 3,256 % | 4,231 % | 4,782 % |
| 123 | 2,119 % | 3,137 % | 3,470 % | 3,261 % | 4,233 % | 4,780 % |
| 124 | 2,125 % | 3,143 % | 3,473 % | 3,266 % | 4,235 % | 4,777 % |
| 125 | 2,131 % | 3,149 % | 3,477 % | 3,271 % | 4,237 % | 4,775 % |
| 126 | 2,137 % | 3,155 % | 3,480 % | 3,276 % | 4,239 % | 4,773 % |
| 127 | 2,143 % | 3,161 % | 3,483 % | 3,281 % | 4,242 % | 4,771 % |
| 128 | 2,149 % | 3,167 % | 3,487 % | 3,286 % | 4,244 % | 4,769 % |
| 129 | 2,155 % | 3,173 % | 3,490 % | 3,290 % | 4,246 % | 4,767 % |
| 130 | 2,161 % | 3,178 % | 3,493 % | 3,295 % | 4,248 % | 4,764 % |
| 131 | 2,166 % | 3,184 % | 3,496 % | 3,300 % | 4,249 % | 4,762 % |
| 132 | 2,172 % | 3,189 % | 3,499 % | 3,304 % | 4,251 % | 4,760 % |
| 133 | 2,177 % | 3,194 % | 3,502 % | 3,309 % | 4,253 % | 4,759 % |
| 134 | 2,183 % | 3,200 % | 3,505 % | 3,313 % | 4,255 % | 4,757 % |
| 135 | 2,188 % | 3,205 % | 3,508 % | 3,317 % | 4,257 % | 4,755 % |
| 136 | 2,193 % | 3,210 % | 3,511 % | 3,322 % | 4,259 % | 4,753 % |
| 137 | 2,198 % | 3,215 % | 3,514 % | 3,326 % | 4,260 % | 4,751 % |
| 138 | 2,203 % | 3,220 % | 3,516 % | 3,330 % | 4,262 % | 4,749 % |
| 139 | 2,208 % | 3,225 % | 3,519 % | 3,334 % | 4,264 % | 4,747 % |
| 140 | 2,213 % | 3,230 % | 3,522 % | 3,338 % | 4,266 % | 4,746 % |
| 141 | 2,218 % | 3,234 % | 3,525 % | 3,342 % | 4,267 % | 4,744 % |
| 142 | 2,223 % | 3,239 % | 3,527 % | 3,346 % | 4,269 % | 4,742 % |
| 143 | 2,228 % | 3,244 % | 3,530 % | 3,350 % | 4,270 % | 4,740 % |
| 144 | 2,232 % | 3,248 % | 3,532 % | 3,354 % | 4,272 % | 4,739 % |
| 145 | 2,237 % | 3,253 % | 3,535 % | 3,357 % | 4,274 % | 4,737 % |
| 146 | 2,242 % | 3,257 % | 3,537 % | 3,361 % | 4,275 % | 4,735 % |
| 147 | 2,246 % | 3,261 % | 3,540 % | 3,365 % | 4,277 % | 4,734 % |
| 148 | 2,250 % | 3,266 % | 3,542 % | 3,368 % | 4,278 % | 4,732 % |
| 149 | 2,255 % | 3,270 % | 3,545 % | 3,372 % | 4,280 % | 4,731 % |
| 150 | 2,259 % | 3,274 % | 3,547 % | 3,376 % | 4,281 % | 4,729 % |
| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,923 % | 5,483 % | 6,944 % | 0,453 % | 0,900 % | 6,427 % |
| 2 | 1,714 % | 5,709 % | 6,474 % | 0,456 % | 0,841 % | 6,432 % |
| 3 | 1,617 % | 5,929 % | 6,328 % | 0,479 % | 0,820 % | 6,531 % |
| 4 | 1,561 % | 6,141 % | 6,322 % | 0,510 % | 0,826 % | 6,672 % |
| 5 | 1,530 % | 6,330 % | 6,343 % | 0,538 % | 0,853 % | 6,846 % |
| 6 | 1,516 % | 6,515 % | 6,403 % | 0,561 % | 0,902 % | 7,029 % |
| 7 | 1,516 % | 6,648 % | 6,479 % | 0,578 % | 0,966 % | 7,205 % |
| 8 | 1,525 % | 6,758 % | 6,554 % | 0,599 % | 1,031 % | 7,367 % |
| 9 | 1,538 % | 6,834 % | 6,627 % | 0,618 % | 1,080 % | 7,543 % |
| 10 | 1,549 % | 6,890 % | 6,700 % | 0,635 % | 1,134 % | 7,700 % |
| 11 | 1,554 % | 6,925 % | 6,774 % | 0,677 % | 1,197 % | 7,846 % |
| 12 | 1,560 % | 6,941 % | 6,847 % | 0,741 % | 1,255 % | 7,974 % |
| 13 | 1,568 % | 6,943 % | 6,917 % | 0,818 % | 1,298 % | 8,076 % |
| 14 | 1,584 % | 6,936 % | 6,983 % | 0,903 % | 1,331 % | 8,151 % |
| 15 | 1,610 % | 6,921 % | 7,043 % | 0,990 % | 1,362 % | 8,199 % |
| 16 | 1,646 % | 6,902 % | 7,097 % | 1,079 % | 1,395 % | 8,221 % |
| 17 | 1,690 % | 6,878 % | 7,144 % | 1,167 % | 1,430 % | 8,222 % |
| 18 | 1,738 % | 6,852 % | 7,180 % | 1,254 % | 1,468 % | 8,207 % |
| 19 | 1,790 % | 6,824 % | 7,205 % | 1,338 % | 1,510 % | 8,180 % |
| 20 | 1,843 % | 6,795 % | 7,216 % | 1,420 % | 1,556 % | 8,144 % |
| 21 | 1,897 % | 6,766 % | 7,213 % | 1,499 % | 1,606 % | 8,101 % |
| 22 | 1,950 % | 6,736 % | 7,199 % | 1,574 % | 1,658 % | 8,053 % |
| 23 | 2,003 % | 6,706 % | 7,176 % | 1,646 % | 1,712 % | 8,002 % |
| 24 | 2,055 % | 6,676 % | 7,146 % | 1,716 % | 1,766 % | 7,948 % |
| 25 | 2,106 % | 6,647 % | 7,111 % | 1,782 % | 1,820 % | 7,893 % |
| 26 | 2,155 % | 6,619 % | 7,073 % | 1,845 % | 1,874 % | 7,837 % |
| 27 | 2,202 % | 6,591 % | 7,032 % | 1,906 % | 1,926 % | 7,782 % |
| 28 | 2,248 % | 6,563 % | 6,989 % | 1,963 % | 1,978 % | 7,726 % |
| 29 | 2,292 % | 6,537 % | 6,944 % | 2,018 % | 2,027 % | 7,672 % |
| 30 | 2,335 % | 6,511 % | 6,900 % | 2,071 % | 2,076 % | 7,618 % |
| 31 | 2,376 % | 6,486 % | 6,855 % | 2,121 % | 2,122 % | 7,566 % |
| 32 | 2,415 % | 6,462 % | 6,811 % | 2,169 % | 2,168 % | 7,515 % |
| 33 | 2,453 % | 6,439 % | 6,767 % | 2,215 % | 2,211 % | 7,465 % |
| 34 | 2,489 % | 6,416 % | 6,724 % | 2,258 % | 2,253 % | 7,417 % |
| 35 | 2,524 % | 6,395 % | 6,682 % | 2,300 % | 2,293 % | 7,371 % |
| 36 | 2,558 % | 6,374 % | 6,641 % | 2,340 % | 2,332 % | 7,326 % |
| 37 | 2,590 % | 6,353 % | 6,601 % | 2,378 % | 2,370 % | 7,283 % |
| 38 | 2,621 % | 6,334 % | 6,563 % | 2,415 % | 2,406 % | 7,241 % |
| 39 | 2,650 % | 6,315 % | 6,525 % | 2,450 % | 2,440 % | 7,201 % |
| 40 | 2,679 % | 6,297 % | 6,489 % | 2,484 % | 2,473 % | 7,162 % |
| 41 | 2,706 % | 6,280 % | 6,454 % | 2,516 % | 2,505 % | 7,124 % |
| 42 | 2,733 % | 6,263 % | 6,420 % | 2,547 % | 2,536 % | 7,088 % |
| 43 | 2,758 % | 6,247 % | 6,387 % | 2,576 % | 2,566 % | 7,054 % |
| 44 | 2,782 % | 6,231 % | 6,356 % | 2,605 % | 2,594 % | 7,020 % |
| 45 | 2,806 % | 6,216 % | 6,325 % | 2,632 % | 2,622 % | 6,988 % |
| 46 | 2,828 % | 6,201 % | 6,296 % | 2,659 % | 2,648 % | 6,957 % |
| 47 | 2,850 % | 6,187 % | 6,267 % | 2,684 % | 2,673 % | 6,927 % |
| 48 | 2,871 % | 6,174 % | 6,240 % | 2,708 % | 2,698 % | 6,898 % |
| 49 | 2,891 % | 6,161 % | 6,213 % | 2,732 % | 2,721 % | 6,871 % |
| 50 | 2,910 % | 6,148 % | 6,188 % | 2,754 % | 2,744 % | 6,844 % |
| 51 | 2,929 % | 6,136 % | 6,163 % | 2,776 % | 2,766 % | 6,818 % |
| 52 | 2,947 % | 6,124 % | 6,140 % | 2,797 % | 2,787 % | 6,793 % |
| 53 | 2,965 % | 6,113 % | 6,117 % | 2,817 % | 2,807 % | 6,769 % |
| 54 | 2,981 % | 6,102 % | 6,094 % | 2,837 % | 2,827 % | 6,746 % |
| 55 | 2,998 % | 6,091 % | 6,073 % | 2,856 % | 2,846 % | 6,724 % |
| 56 | 3,013 % | 6,081 % | 6,052 % | 2,874 % | 2,865 % | 6,702 % |
| 57 | 3,029 % | 6,071 % | 6,032 % | 2,892 % | 2,882 % | 6,681 % |
| 58 | 3,043 % | 6,061 % | 6,013 % | 2,909 % | 2,900 % | 6,661 % |
| 59 | 3,058 % | 6,052 % | 5,994 % | 2,925 % | 2,916 % | 6,641 % |
| 60 | 3,071 % | 6,043 % | 5,976 % | 2,941 % | 2,932 % | 6,622 % |
| 61 | 3,085 % | 6,034 % | 5,958 % | 2,957 % | 2,948 % | 6,604 % |
| 62 | 3,098 % | 6,026 % | 5,941 % | 2,972 % | 2,963 % | 6,586 % |
| 63 | 3,110 % | 6,017 % | 5,925 % | 2,986 % | 2,978 % | 6,569 % |
| 64 | 3,123 % | 6,009 % | 5,909 % | 3,000 % | 2,992 % | 6,552 % |
| 65 | 3,134 % | 6,002 % | 5,893 % | 3,014 % | 3,006 % | 6,536 % |
| 66 | 3,146 % | 5,994 % | 5,878 % | 3,027 % | 3,019 % | 6,521 % |
| 67 | 3,157 % | 5,987 % | 5,864 % | 3,040 % | 3,032 % | 6,505 % |
| 68 | 3,168 % | 5,980 % | 5,850 % | 3,053 % | 3,045 % | 6,491 % |
| 69 | 3,178 % | 5,973 % | 5,836 % | 3,065 % | 3,057 % | 6,476 % |
| 70 | 3,189 % | 5,966 % | 5,822 % | 3,077 % | 3,069 % | 6,462 % |
| 71 | 3,198 % | 5,960 % | 5,809 % | 3,088 % | 3,081 % | 6,449 % |
| 72 | 3,208 % | 5,953 % | 5,797 % | 3,099 % | 3,092 % | 6,435 % |
| 73 | 3,218 % | 5,947 % | 5,784 % | 3,110 % | 3,103 % | 6,423 % |
| 74 | 3,227 % | 5,941 % | 5,772 % | 3,121 % | 3,114 % | 6,410 % |
| 75 | 3,236 % | 5,935 % | 5,761 % | 3,131 % | 3,124 % | 6,398 % |
| 76 | 3,244 % | 5,929 % | 5,749 % | 3,141 % | 3,134 % | 6,386 % |
| 77 | 3,253 % | 5,924 % | 5,738 % | 3,151 % | 3,144 % | 6,375 % |
| 78 | 3,261 % | 5,918 % | 5,728 % | 3,161 % | 3,154 % | 6,363 % |
| 79 | 3,269 % | 5,913 % | 5,717 % | 3,170 % | 3,163 % | 6,352 % |
| 80 | 3,277 % | 5,908 % | 5,707 % | 3,179 % | 3,172 % | 6,342 % |
| 81 | 3,285 % | 5,903 % | 5,697 % | 3,188 % | 3,181 % | 6,331 % |
| 82 | 3,292 % | 5,898 % | 5,687 % | 3,197 % | 3,190 % | 6,321 % |
| 83 | 3,299 % | 5,893 % | 5,678 % | 3,205 % | 3,199 % | 6,311 % |
| 84 | 3,306 % | 5,889 % | 5,668 % | 3,213 % | 3,207 % | 6,301 % |
| 85 | 3,313 % | 5,884 % | 5,659 % | 3,221 % | 3,215 % | 6,292 % |
| 86 | 3,320 % | 5,880 % | 5,650 % | 3,229 % | 3,223 % | 6,283 % |
| 87 | 3,327 % | 5,875 % | 5,642 % | 3,237 % | 3,231 % | 6,274 % |
| 88 | 3,333 % | 5,871 % | 5,633 % | 3,244 % | 3,238 % | 6,265 % |
| 89 | 3,340 % | 5,867 % | 5,625 % | 3,252 % | 3,246 % | 6,256 % |
| 90 | 3,346 % | 5,863 % | 5,617 % | 3,259 % | 3,253 % | 6,248 % |
| 91 | 3,352 % | 5,859 % | 5,609 % | 3,266 % | 3,260 % | 6,240 % |
| 92 | 3,358 % | 5,855 % | 5,601 % | 3,273 % | 3,267 % | 6,232 % |
| 93 | 3,364 % | 5,851 % | 5,594 % | 3,279 % | 3,274 % | 6,224 % |
| 94 | 3,369 % | 5,847 % | 5,586 % | 3,286 % | 3,280 % | 6,216 % |
| 95 | 3,375 % | 5,844 % | 5,579 % | 3,292 % | 3,287 % | 6,208 % |
| 96 | 3,380 % | 5,840 % | 5,572 % | 3,299 % | 3,293 % | 6,201 % |
| 97 | 3,386 % | 5,837 % | 5,565 % | 3,305 % | 3,300 % | 6,194 % |
| 98 | 3,391 % | 5,833 % | 5,558 % | 3,311 % | 3,306 % | 6,187 % |
| 99 | 3,396 % | 5,830 % | 5,552 % | 3,317 % | 3,312 % | 6,180 % |
| 100 | 3,401 % | 5,826 % | 5,545 % | 3,323 % | 3,318 % | 6,173 % |
| 101 | 3,406 % | 5,823 % | 5,539 % | 3,328 % | 3,323 % | 6,166 % |
| 102 | 3,411 % | 5,820 % | 5,532 % | 3,334 % | 3,329 % | 6,160 % |
| 103 | 3,416 % | 5,817 % | 5,526 % | 3,339 % | 3,334 % | 6,153 % |
| 104 | 3,420 % | 5,814 % | 5,520 % | 3,345 % | 3,340 % | 6,147 % |
| 105 | 3,425 % | 5,811 % | 5,514 % | 3,350 % | 3,345 % | 6,141 % |
| 106 | 3,429 % | 5,808 % | 5,508 % | 3,355 % | 3,350 % | 6,135 % |
| 107 | 3,434 % | 5,805 % | 5,503 % | 3,360 % | 3,356 % | 6,129 % |
| 108 | 3,438 % | 5,802 % | 5,497 % | 3,365 % | 3,361 % | 6,123 % |
| 109 | 3,442 % | 5,799 % | 5,492 % | 3,370 % | 3,365 % | 6,117 % |
| 110 | 3,446 % | 5,797 % | 5,486 % | 3,375 % | 3,370 % | 6,112 % |
| 111 | 3,450 % | 5,794 % | 5,481 % | 3,380 % | 3,375 % | 6,106 % |
| 112 | 3,454 % | 5,791 % | 5,476 % | 3,384 % | 3,380 % | 6,101 % |
| 113 | 3,458 % | 5,789 % | 5,471 % | 3,389 % | 3,384 % | 6,095 % |
| 114 | 3,462 % | 5,786 % | 5,466 % | 3,393 % | 3,389 % | 6,090 % |
| 115 | 3,466 % | 5,784 % | 5,461 % | 3,398 % | 3,393 % | 6,085 % |
| 116 | 3,470 % | 5,781 % | 5,456 % | 3,402 % | 3,398 % | 6,080 % |
| 117 | 3,473 % | 5,779 % | 5,451 % | 3,406 % | 3,402 % | 6,075 % |
| 118 | 3,477 % | 5,777 % | 5,446 % | 3,411 % | 3,406 % | 6,070 % |
| 119 | 3,481 % | 5,774 % | 5,442 % | 3,415 % | 3,410 % | 6,065 % |
| 120 | 3,484 % | 5,772 % | 5,437 % | 3,419 % | 3,414 % | 6,060 % |
| 121 | 3,488 % | 5,770 % | 5,433 % | 3,423 % | 3,418 % | 6,056 % |
| 122 | 3,491 % | 5,767 % | 5,428 % | 3,427 % | 3,422 % | 6,051 % |
| 123 | 3,494 % | 5,765 % | 5,424 % | 3,430 % | 3,426 % | 6,047 % |
| 124 | 3,498 % | 5,763 % | 5,420 % | 3,434 % | 3,430 % | 6,042 % |
| 125 | 3,501 % | 5,761 % | 5,416 % | 3,438 % | 3,434 % | 6,038 % |
| 126 | 3,504 % | 5,759 % | 5,412 % | 3,442 % | 3,437 % | 6,034 % |
| 127 | 3,507 % | 5,757 % | 5,408 % | 3,445 % | 3,441 % | 6,029 % |
| 128 | 3,510 % | 5,755 % | 5,404 % | 3,449 % | 3,445 % | 6,025 % |
| 129 | 3,513 % | 5,753 % | 5,400 % | 3,452 % | 3,448 % | 6,021 % |
| 130 | 3,516 % | 5,751 % | 5,396 % | 3,456 % | 3,452 % | 6,017 % |
| 131 | 3,519 % | 5,749 % | 5,392 % | 3,459 % | 3,455 % | 6,013 % |
| 132 | 3,522 % | 5,747 % | 5,388 % | 3,462 % | 3,458 % | 6,009 % |
| 133 | 3,525 % | 5,745 % | 5,385 % | 3,466 % | 3,462 % | 6,006 % |
| 134 | 3,528 % | 5,744 % | 5,381 % | 3,469 % | 3,465 % | 6,002 % |
| 135 | 3,530 % | 5,742 % | 5,377 % | 3,472 % | 3,468 % | 5,998 % |
| 136 | 3,533 % | 5,740 % | 5,374 % | 3,475 % | 3,471 % | 5,994 % |
| 137 | 3,536 % | 5,738 % | 5,370 % | 3,478 % | 3,475 % | 5,991 % |
| 138 | 3,538 % | 5,736 % | 5,367 % | 3,481 % | 3,478 % | 5,987 % |
| 139 | 3,541 % | 5,735 % | 5,364 % | 3,484 % | 3,481 % | 5,984 % |
| 140 | 3,543 % | 5,733 % | 5,360 % | 3,487 % | 3,484 % | 5,980 % |
| 141 | 3,546 % | 5,731 % | 5,357 % | 3,490 % | 3,487 % | 5,977 % |
| 142 | 3,548 % | 5,730 % | 5,354 % | 3,493 % | 3,489 % | 5,973 % |
| 143 | 3,551 % | 5,728 % | 5,351 % | 3,496 % | 3,492 % | 5,970 % |
| 144 | 3,553 % | 5,727 % | 5,348 % | 3,499 % | 3,495 % | 5,967 % |
| 145 | 3,556 % | 5,725 % | 5,344 % | 3,502 % | 3,498 % | 5,964 % |
| 146 | 3,558 % | 5,723 % | 5,341 % | 3,504 % | 3,501 % | 5,960 % |
| 147 | 3,560 % | 5,722 % | 5,338 % | 3,507 % | 3,503 % | 5,957 % |
| 148 | 3,563 % | 5,720 % | 5,335 % | 3,510 % | 3,506 % | 5,954 % |
| 149 | 3,565 % | 5,719 % | 5,332 % | 3,512 % | 3,509 % | 5,951 % |
| 150 | 3,567 % | 5,718 % | 5,330 % | 3,515 % | 3,511 % | 5,948 % |
| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 4,492 % | 2,501 % | 3,100 % | 6,830 % | 1,507 % | 1,276 % |
| 2 | 5,081 % | 2,534 % | 3,090 % | 6,778 % | 1,465 % | 1,167 % |
| 3 | 5,588 % | 2,613 % | 3,101 % | 6,822 % | 1,443 % | 1,136 % |
| 4 | 5,989 % | 2,697 % | 3,111 % | 6,866 % | 1,442 % | 1,126 % |
| 5 | 6,249 % | 2,766 % | 3,133 % | 6,899 % | 1,448 % | 1,114 % |
| 6 | 6,438 % | 2,850 % | 3,164 % | 6,945 % | 1,464 % | 1,102 % |
| 7 | 6,578 % | 2,930 % | 3,188 % | 7,005 % | 1,485 % | 1,098 % |
| 8 | 6,726 % | 2,990 % | 3,198 % | 7,088 % | 1,507 % | 1,104 % |
| 9 | 6,856 % | 3,040 % | 3,207 % | 7,171 % | 1,533 % | 1,115 % |
| 10 | 6,958 % | 3,085 % | 3,227 % | 7,233 % | 1,564 % | 1,125 % |
| 11 | 7,027 % | 3,130 % | 3,261 % | 7,261 % | 1,600 % | 1,134 % |
| 12 | 7,068 % | 3,174 % | 3,299 % | 7,262 % | 1,632 % | 1,141 % |
| 13 | 7,089 % | 3,218 % | 3,331 % | 7,243 % | 1,652 % | 1,146 % |
| 14 | 7,095 % | 3,260 % | 3,358 % | 7,209 % | 1,665 % | 1,144 % |
| 15 | 7,090 % | 3,300 % | 3,384 % | 7,166 % | 1,672 % | 1,130 % |
| 16 | 7,076 % | 3,340 % | 3,409 % | 7,116 % | 1,676 % | 1,104 % |
| 17 | 7,056 % | 3,377 % | 3,433 % | 7,060 % | 1,681 % | 1,075 % |
| 18 | 7,032 % | 3,413 % | 3,457 % | 7,002 % | 1,689 % | 1,053 % |
| 19 | 7,005 % | 3,447 % | 3,478 % | 6,941 % | 1,704 % | 1,043 % |
| 20 | 6,975 % | 3,480 % | 3,499 % | 6,880 % | 1,727 % | 1,048 % |
| 21 | 6,944 % | 3,512 % | 3,517 % | 6,818 % | 1,757 % | 1,071 % |
| 22 | 6,912 % | 3,541 % | 3,534 % | 6,757 % | 1,794 % | 1,107 % |
| 23 | 6,879 % | 3,570 % | 3,549 % | 6,696 % | 1,834 % | 1,152 % |
| 24 | 6,847 % | 3,597 % | 3,563 % | 6,637 % | 1,878 % | 1,204 % |
| 25 | 6,814 % | 3,623 % | 3,576 % | 6,579 % | 1,922 % | 1,259 % |
| 26 | 6,782 % | 3,648 % | 3,588 % | 6,523 % | 1,968 % | 1,317 % |
| 27 | 6,751 % | 3,672 % | 3,599 % | 6,468 % | 2,014 % | 1,376 % |
| 28 | 6,720 % | 3,695 % | 3,609 % | 6,415 % | 2,059 % | 1,435 % |
| 29 | 6,690 % | 3,716 % | 3,619 % | 6,364 % | 2,104 % | 1,494 % |
| 30 | 6,660 % | 3,737 % | 3,628 % | 6,314 % | 2,148 % | 1,553 % |
| 31 | 6,632 % | 3,757 % | 3,636 % | 6,267 % | 2,191 % | 1,610 % |
| 32 | 6,604 % | 3,776 % | 3,644 % | 6,221 % | 2,233 % | 1,666 % |
| 33 | 6,577 % | 3,794 % | 3,652 % | 6,177 % | 2,274 % | 1,720 % |
| 34 | 6,552 % | 3,812 % | 3,659 % | 6,135 % | 2,313 % | 1,773 % |
| 35 | 6,527 % | 3,829 % | 3,666 % | 6,094 % | 2,351 % | 1,824 % |
| 36 | 6,503 % | 3,845 % | 3,672 % | 6,055 % | 2,388 % | 1,874 % |
| 37 | 6,479 % | 3,860 % | 3,678 % | 6,017 % | 2,423 % | 1,922 % |
| 38 | 6,457 % | 3,875 % | 3,683 % | 5,981 % | 2,457 % | 1,968 % |
| 39 | 6,435 % | 3,889 % | 3,689 % | 5,946 % | 2,490 % | 2,012 % |
| 40 | 6,414 % | 3,903 % | 3,694 % | 5,913 % | 2,522 % | 2,055 % |
| 41 | 6,394 % | 3,916 % | 3,699 % | 5,881 % | 2,552 % | 2,096 % |
| 42 | 6,375 % | 3,928 % | 3,704 % | 5,850 % | 2,582 % | 2,136 % |
| 43 | 6,356 % | 3,940 % | 3,708 % | 5,821 % | 2,610 % | 2,174 % |
| 44 | 6,338 % | 3,952 % | 3,712 % | 5,792 % | 2,638 % | 2,211 % |
| 45 | 6,321 % | 3,963 % | 3,716 % | 5,765 % | 2,664 % | 2,246 % |
| 46 | 6,304 % | 3,974 % | 3,720 % | 5,738 % | 2,689 % | 2,280 % |
| 47 | 6,288 % | 3,984 % | 3,724 % | 5,713 % | 2,714 % | 2,313 % |
| 48 | 6,272 % | 3,995 % | 3,727 % | 5,689 % | 2,737 % | 2,345 % |
| 49 | 6,257 % | 4,004 % | 3,731 % | 5,665 % | 2,760 % | 2,375 % |
| 50 | 6,243 % | 4,014 % | 3,734 % | 5,642 % | 2,782 % | 2,405 % |
| 51 | 6,229 % | 4,023 % | 3,737 % | 5,620 % | 2,803 % | 2,433 % |
| 52 | 6,215 % | 4,031 % | 3,740 % | 5,599 % | 2,823 % | 2,460 % |
| 53 | 6,202 % | 4,040 % | 3,743 % | 5,579 % | 2,843 % | 2,487 % |
| 54 | 6,189 % | 4,048 % | 3,746 % | 5,559 % | 2,862 % | 2,512 % |
| 55 | 6,177 % | 4,056 % | 3,749 % | 5,540 % | 2,881 % | 2,537 % |
| 56 | 6,165 % | 4,064 % | 3,752 % | 5,522 % | 2,898 % | 2,561 % |
| 57 | 6,154 % | 4,071 % | 3,754 % | 5,504 % | 2,916 % | 2,584 % |
| 58 | 6,143 % | 4,078 % | 3,757 % | 5,487 % | 2,932 % | 2,606 % |
| 59 | 6,132 % | 4,085 % | 3,759 % | 5,471 % | 2,948 % | 2,628 % |
| 60 | 6,122 % | 4,092 % | 3,761 % | 5,454 % | 2,964 % | 2,649 % |
| 61 | 6,112 % | 4,098 % | 3,764 % | 5,439 % | 2,979 % | 2,669 % |
| 62 | 6,102 % | 4,105 % | 3,766 % | 5,424 % | 2,994 % | 2,689 % |
| 63 | 6,093 % | 4,111 % | 3,768 % | 5,409 % | 3,008 % | 2,708 % |
| 64 | 6,083 % | 4,117 % | 3,770 % | 5,395 % | 3,022 % | 2,726 % |
| 65 | 6,075 % | 4,122 % | 3,772 % | 5,381 % | 3,035 % | 2,744 % |
| 66 | 6,066 % | 4,128 % | 3,774 % | 5,368 % | 3,048 % | 2,761 % |
| 67 | 6,057 % | 4,133 % | 3,776 % | 5,355 % | 3,061 % | 2,778 % |
| 68 | 6,049 % | 4,139 % | 3,777 % | 5,343 % | 3,073 % | 2,794 % |
| 69 | 6,041 % | 4,144 % | 3,779 % | 5,330 % | 3,085 % | 2,810 % |
| 70 | 6,034 % | 4,149 % | 3,781 % | 5,318 % | 3,096 % | 2,826 % |
| 71 | 6,026 % | 4,154 % | 3,783 % | 5,307 % | 3,108 % | 2,841 % |
| 72 | 6,019 % | 4,159 % | 3,784 % | 5,296 % | 3,119 % | 2,855 % |
| 73 | 6,012 % | 4,163 % | 3,786 % | 5,285 % | 3,129 % | 2,870 % |
| 74 | 6,005 % | 4,168 % | 3,787 % | 5,274 % | 3,140 % | 2,883 % |
| 75 | 5,998 % | 4,172 % | 3,789 % | 5,264 % | 3,150 % | 2,897 % |
| 76 | 5,992 % | 4,176 % | 3,790 % | 5,254 % | 3,159 % | 2,910 % |
| 77 | 5,985 % | 4,181 % | 3,792 % | 5,244 % | 3,169 % | 2,923 % |
| 78 | 5,979 % | 4,185 % | 3,793 % | 5,234 % | 3,178 % | 2,935 % |
| 79 | 5,973 % | 4,189 % | 3,794 % | 5,225 % | 3,187 % | 2,947 % |
| 80 | 5,967 % | 4,192 % | 3,796 % | 5,216 % | 3,196 % | 2,959 % |
| 81 | 5,961 % | 4,196 % | 3,797 % | 5,207 % | 3,205 % | 2,971 % |
| 82 | 5,956 % | 4,200 % | 3,798 % | 5,199 % | 3,213 % | 2,982 % |
| 83 | 5,950 % | 4,203 % | 3,799 % | 5,190 % | 3,222 % | 2,993 % |
| 84 | 5,945 % | 4,207 % | 3,801 % | 5,182 % | 3,230 % | 3,004 % |
| 85 | 5,940 % | 4,210 % | 3,802 % | 5,174 % | 3,238 % | 3,014 % |
| 86 | 5,935 % | 4,214 % | 3,803 % | 5,166 % | 3,245 % | 3,025 % |
| 87 | 5,930 % | 4,217 % | 3,804 % | 5,158 % | 3,253 % | 3,035 % |
| 88 | 5,925 % | 4,220 % | 3,805 % | 5,151 % | 3,260 % | 3,044 % |
| 89 | 5,920 % | 4,223 % | 3,806 % | 5,143 % | 3,267 % | 3,054 % |
| 90 | 5,915 % | 4,226 % | 3,807 % | 5,136 % | 3,274 % | 3,063 % |
| 91 | 5,911 % | 4,229 % | 3,808 % | 5,129 % | 3,281 % | 3,072 % |
| 92 | 5,906 % | 4,232 % | 3,809 % | 5,122 % | 3,288 % | 3,081 % |
| 93 | 5,902 % | 4,235 % | 3,810 % | 5,116 % | 3,294 % | 3,090 % |
| 94 | 5,897 % | 4,238 % | 3,811 % | 5,109 % | 3,301 % | 3,099 % |
| 95 | 5,893 % | 4,241 % | 3,812 % | 5,103 % | 3,307 % | 3,107 % |
| 96 | 5,889 % | 4,243 % | 3,813 % | 5,096 % | 3,313 % | 3,115 % |
| 97 | 5,885 % | 4,246 % | 3,814 % | 5,090 % | 3,319 % | 3,123 % |
| 98 | 5,881 % | 4,249 % | 3,815 % | 5,084 % | 3,325 % | 3,131 % |
| 99 | 5,877 % | 4,251 % | 3,816 % | 5,078 % | 3,331 % | 3,139 % |
| 100 | 5,874 % | 4,254 % | 3,816 % | 5,072 % | 3,337 % | 3,147 % |
| 101 | 5,870 % | 4,256 % | 3,817 % | 5,067 % | 3,342 % | 3,154 % |
| 102 | 5,866 % | 4,259 % | 3,818 % | 5,061 % | 3,348 % | 3,161 % |
| 103 | 5,863 % | 4,261 % | 3,819 % | 5,056 % | 3,353 % | 3,169 % |
| 104 | 5,859 % | 4,263 % | 3,820 % | 5,050 % | 3,358 % | 3,176 % |
| 105 | 5,856 % | 4,265 % | 3,820 % | 5,045 % | 3,363 % | 3,182 % |
| 106 | 5,852 % | 4,268 % | 3,821 % | 5,040 % | 3,368 % | 3,189 % |
| 107 | 5,849 % | 4,270 % | 3,822 % | 5,035 % | 3,373 % | 3,196 % |
| 108 | 5,846 % | 4,272 % | 3,823 % | 5,030 % | 3,378 % | 3,202 % |
| 109 | 5,843 % | 4,274 % | 3,823 % | 5,025 % | 3,383 % | 3,209 % |
| 110 | 5,840 % | 4,276 % | 3,824 % | 5,020 % | 3,388 % | 3,215 % |
| 111 | 5,837 % | 4,278 % | 3,825 % | 5,016 % | 3,392 % | 3,221 % |
| 112 | 5,834 % | 4,280 % | 3,825 % | 5,011 % | 3,397 % | 3,227 % |
| 113 | 5,831 % | 4,282 % | 3,826 % | 5,006 % | 3,401 % | 3,233 % |
| 114 | 5,828 % | 4,284 % | 3,827 % | 5,002 % | 3,406 % | 3,239 % |
| 115 | 5,825 % | 4,286 % | 3,827 % | 4,998 % | 3,410 % | 3,245 % |
| 116 | 5,822 % | 4,288 % | 3,828 % | 4,993 % | 3,414 % | 3,250 % |
| 117 | 5,819 % | 4,289 % | 3,829 % | 4,989 % | 3,418 % | 3,256 % |
| 118 | 5,817 % | 4,291 % | 3,829 % | 4,985 % | 3,422 % | 3,261 % |
| 119 | 5,814 % | 4,293 % | 3,830 % | 4,981 % | 3,426 % | 3,267 % |
| 120 | 5,811 % | 4,295 % | 3,830 % | 4,977 % | 3,430 % | 3,272 % |
| 121 | 5,809 % | 4,296 % | 3,831 % | 4,973 % | 3,434 % | 3,277 % |
| 122 | 5,806 % | 4,298 % | 3,831 % | 4,969 % | 3,438 % | 3,282 % |
| 123 | 5,804 % | 4,300 % | 3,832 % | 4,965 % | 3,442 % | 3,287 % |
| 124 | 5,801 % | 4,301 % | 3,833 % | 4,961 % | 3,445 % | 3,292 % |
| 125 | 5,799 % | 4,303 % | 3,833 % | 4,958 % | 3,449 % | 3,297 % |
| 126 | 5,796 % | 4,304 % | 3,834 % | 4,954 % | 3,453 % | 3,302 % |
| 127 | 5,794 % | 4,306 % | 3,834 % | 4,951 % | 3,456 % | 3,306 % |
| 128 | 5,792 % | 4,307 % | 3,835 % | 4,947 % | 3,460 % | 3,311 % |
| 129 | 5,790 % | 4,309 % | 3,835 % | 4,944 % | 3,463 % | 3,316 % |
| 130 | 5,787 % | 4,310 % | 3,836 % | 4,940 % | 3,466 % | 3,320 % |
| Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna |
|---|---|---|---|---|---|---|
| 131 | 5,785 % | 4,312 % | 3,836 % | 4,937 % | 3,470 % | 3,324 % |
| 132 | 5,783 % | 4,313 % | 3,837 % | 4,933 % | 3,473 % | 3,329 % |
| 133 | 5,781 % | 4,315 % | 3,837 % | 4,930 % | 3,476 % | 3,333 % |
| 134 | 5,779 % | 4,316 % | 3,838 % | 4,927 % | 3,479 % | 3,337 % |
| 135 | 5,777 % | 4,317 % | 3,838 % | 4,924 % | 3,482 % | 3,341 % |
| 136 | 5,775 % | 4,319 % | 3,839 % | 4,921 % | 3,485 % | 3,346 % |
| 137 | 5,773 % | 4,320 % | 3,839 % | 4,918 % | 3,488 % | 3,350 % |
| 138 | 5,771 % | 4,321 % | 3,839 % | 4,915 % | 3,491 % | 3,354 % |
| 139 | 5,769 % | 4,323 % | 3,840 % | 4,912 % | 3,494 % | 3,357 % |
| 140 | 5,767 % | 4,324 % | 3,840 % | 4,909 % | 3,497 % | 3,361 % |
| 141 | 5,765 % | 4,325 % | 3,841 % | 4,906 % | 3,500 % | 3,365 % |
| 142 | 5,763 % | 4,326 % | 3,841 % | 4,903 % | 3,503 % | 3,369 % |
| 143 | 5,761 % | 4,328 % | 3,842 % | 4,900 % | 3,506 % | 3,373 % |
| 144 | 5,759 % | 4,329 % | 3,842 % | 4,897 % | 3,508 % | 3,376 % |
| 145 | 5,758 % | 4,330 % | 3,842 % | 4,894 % | 3,511 % | 3,380 % |
| 146 | 5,756 % | 4,331 % | 3,843 % | 4,892 % | 3,514 % | 3,383 % |
| 147 | 5,754 % | 4,332 % | 3,843 % | 4,889 % | 3,516 % | 3,387 % |
| 148 | 5,752 % | 4,333 % | 3,843 % | 4,886 % | 3,519 % | 3,390 % |
| 149 | 5,751 % | 4,335 % | 3,844 % | 4,884 % | 3,522 % | 3,394 % |
| 150 | 5,749 % | 4,336 % | 3,844 % | 4,881 % | 3,524 % | 3,397 % |
| Term to maturity (in years) | Turkish lira | US dollar | Yen | |||
| --- | --- | --- | --- | |||
| 1 | 13,900 % | 1,704 % | -0,206 % | |||
| 2 | 13,852 % | 1,506 % | -0,247 % | |||
| 3 | 13,579 % | 1,423 % | -0,263 % | |||
| 4 | 13,533 % | 1,386 % | -0,265 % | |||
| 5 | 13,410 % | 1,374 % | -0,254 % | |||
| 6 | 13,208 % | 1,375 % | -0,236 % | |||
| 7 | 13,028 % | 1,383 % | -0,213 % | |||
| 8 | 12,921 % | 1,399 % | -0,183 % | |||
| 9 | 12,849 % | 1,419 % | -0,150 % | |||
| 10 | 12,772 % | 1,441 % | -0,118 % | |||
| 11 | 12,666 % | 1,463 % | -0,087 % | |||
| 12 | 12,536 % | 1,481 % | -0,058 % | |||
| 13 | 12,387 % | 1,498 % | -0,029 % | |||
| 14 | 12,226 % | 1,514 % | -0,001 % | |||
| 15 | 12,057 % | 1,529 % | 0,025 % | |||
| 16 | 11,883 % | 1,542 % | 0,049 % | |||
| 17 | 11,706 % | 1,554 % | 0,071 % | |||
| 18 | 11,529 % | 1,565 % | 0,093 % | |||
| 19 | 11,353 % | 1,574 % | 0,113 % | |||
| 20 | 11,180 % | 1,581 % | 0,133 % | |||
| 21 | 11,010 % | 1,587 % | 0,153 % | |||
| 22 | 10,844 % | 1,591 % | 0,171 % | |||
| 23 | 10,683 % | 1,595 % | 0,187 % | |||
| 24 | 10,527 % | 1,598 % | 0,199 % | |||
| 25 | 10,377 % | 1,600 % | 0,207 % | |||
| 26 | 10,231 % | 1,601 % | 0,211 % | |||
| 27 | 10,092 % | 1,601 % | 0,216 % | |||
| 28 | 9,958 % | 1,602 % | 0,224 % | |||
| 29 | 9,829 % | 1,602 % | 0,239 % | |||
| 30 | 9,706 % | 1,602 % | 0,263 % | |||
| 31 | 9,588 % | 1,603 % | 0,296 % | |||
| 32 | 9,475 % | 1,603 % | 0,336 % | |||
| 33 | 9,367 % | 1,603 % | 0,382 % | |||
| 34 | 9,263 % | 1,603 % | 0,432 % | |||
| 35 | 9,164 % | 1,601 % | 0,484 % | |||
| 36 | 9,070 % | 1,598 % | 0,537 % | |||
| 37 | 8,979 % | 1,594 % | 0,592 % | |||
| 38 | 8,892 % | 1,589 % | 0,647 % | |||
| 39 | 8,809 % | 1,581 % | 0,701 % | |||
| 40 | 8,730 % | 1,572 % | 0,756 % | |||
| 41 | 8,654 % | 1,561 % | 0,809 % | |||
| 42 | 8,581 % | 1,549 % | 0,862 % | |||
| 43 | 8,511 % | 1,537 % | 0,913 % | |||
| 44 | 8,444 % | 1,527 % | 0,963 % | |||
| 45 | 8,380 % | 1,520 % | 1,012 % | |||
| 46 | 8,318 % | 1,515 % | 1,060 % | |||
| 47 | 8,259 % | 1,513 % | 1,106 % | |||
| 48 | 8,202 % | 1,515 % | 1,151 % | |||
| 49 | 8,147 % | 1,521 % | 1,195 % | |||
| 50 | 8,095 % | 1,531 % | 1,238 % | |||
| 51 | 8,044 % | 1,546 % | 1,279 % | |||
| 52 | 7,995 % | 1,564 % | 1,319 % | |||
| 53 | 7,948 % | 1,584 % | 1,358 % | |||
| 54 | 7,903 % | 1,607 % | 1,395 % | |||
| 55 | 7,859 % | 1,631 % | 1,432 % | |||
| 56 | 7,817 % | 1,657 % | 1,467 % | |||
| 57 | 7,776 % | 1,683 % | 1,501 % | |||
| 58 | 7,737 % | 1,710 % | 1,535 % | |||
| 59 | 7,699 % | 1,738 % | 1,567 % | |||
| 60 | 7,662 % | 1,765 % | 1,598 % | |||
| 61 | 7,626 % | 1,793 % | 1,628 % | |||
| 62 | 7,592 % | 1,821 % | 1,658 % | |||
| 63 | 7,558 % | 1,848 % | 1,686 % | |||
| 64 | 7,526 % | 1,875 % | 1,714 % | |||
| 65 | 7,495 % | 1,902 % | 1,741 % | |||
| 66 | 7,464 % | 1,929 % | 1,767 % | |||
| 67 | 7,435 % | 1,955 % | 1,793 % | |||
| 68 | 7,406 % | 1,981 % | 1,817 % | |||
| 69 | 7,378 % | 2,006 % | 1,841 % | |||
| 70 | 7,351 % | 2,031 % | 1,865 % | |||
| 71 | 7,325 % | 2,056 % | 1,887 % | |||
| 72 | 7,299 % | 2,080 % | 1,909 % | |||
| 73 | 7,275 % | 2,103 % | 1,931 % | |||
| 74 | 7,250 % | 2,126 % | 1,952 % | |||
| 75 | 7,227 % | 2,149 % | 1,972 % | |||
| 76 | 7,204 % | 2,171 % | 1,992 % | |||
| 77 | 7,182 % | 2,192 % | 2,012 % | |||
| 78 | 7,160 % | 2,213 % | 2,030 % | |||
| 79 | 7,139 % | 2,234 % | 2,049 % | |||
| 80 | 7,118 % | 2,254 % | 2,067 % | |||
| 81 | 7,098 % | 2,274 % | 2,084 % | |||
| 82 | 7,078 % | 2,293 % | 2,102 % | |||
| 83 | 7,059 % | 2,312 % | 2,118 % | |||
| 84 | 7,041 % | 2,330 % | 2,135 % | |||
| 85 | 7,022 % | 2,349 % | 2,151 % | |||
| 86 | 7,004 % | 2,366 % | 2,166 % | |||
| 87 | 6,987 % | 2,384 % | 2,181 % | |||
| 88 | 6,970 % | 2,401 % | 2,196 % | |||
| 89 | 6,953 % | 2,417 % | 2,211 % | |||
| 90 | 6,937 % | 2,433 % | 2,225 % | |||
| 91 | 6,921 % | 2,449 % | 2,239 % | |||
| 92 | 6,906 % | 2,465 % | 2,252 % | |||
| 93 | 6,891 % | 2,480 % | 2,266 % | |||
| 94 | 6,876 % | 2,495 % | 2,279 % | |||
| 95 | 6,861 % | 2,510 % | 2,292 % | |||
| 96 | 6,847 % | 2,524 % | 2,304 % | |||
| 97 | 6,833 % | 2,538 % | 2,316 % | |||
| 98 | 6,819 % | 2,552 % | 2,328 % | |||
| 99 | 6,806 % | 2,565 % | 2,340 % | |||
| 100 | 6,793 % | 2,579 % | 2,352 % | |||
| 101 | 6,780 % | 2,591 % | 2,363 % | |||
| 102 | 6,767 % | 2,604 % | 2,374 % | |||
| 103 | 6,755 % | 2,617 % | 2,385 % | |||
| 104 | 6,743 % | 2,629 % | 2,396 % | |||
| 105 | 6,731 % | 2,641 % | 2,406 % | |||
| 106 | 6,719 % | 2,653 % | 2,416 % | |||
| 107 | 6,708 % | 2,664 % | 2,426 % | |||
| 108 | 6,696 % | 2,676 % | 2,436 % | |||
| 109 | 6,685 % | 2,687 % | 2,446 % | |||
| 110 | 6,674 % | 2,698 % | 2,456 % | |||
| 111 | 6,664 % | 2,709 % | 2,465 % | |||
| 112 | 6,653 % | 2,719 % | 2,474 % | |||
| 113 | 6,643 % | 2,730 % | 2,483 % | |||
| 114 | 6,633 % | 2,740 % | 2,492 % | |||
| 115 | 6,623 % | 2,750 % | 2,501 % | |||
| 116 | 6,613 % | 2,760 % | 2,509 % | |||
| 117 | 6,604 % | 2,769 % | 2,518 % | |||
| 118 | 6,594 % | 2,779 % | 2,526 % | |||
| 119 | 6,585 % | 2,788 % | 2,534 % | |||
| 120 | 6,576 % | 2,797 % | 2,542 % | |||
| 121 | 6,567 % | 2,806 % | 2,550 % | |||
| 122 | 6,558 % | 2,815 % | 2,558 % | |||
| 123 | 6,550 % | 2,824 % | 2,565 % | |||
| 124 | 6,541 % | 2,833 % | 2,573 % | |||
| 125 | 6,533 % | 2,841 % | 2,580 % | |||
| 126 | 6,525 % | 2,850 % | 2,588 % | |||
| 127 | 6,516 % | 2,858 % | 2,595 % | |||
| 128 | 6,508 % | 2,866 % | 2,602 % | |||
| 129 | 6,501 % | 2,874 % | 2,609 % | |||
| 130 | 6,493 % | 2,882 % | 2,616 % | |||
| 131 | 6,485 % | 2,890 % | 2,622 % | |||
| 132 | 6,478 % | 2,897 % | 2,629 % | |||
| 133 | 6,470 % | 2,905 % | 2,635 % | |||
| 134 | 6,463 % | 2,912 % | 2,642 % | |||
| 135 | 6,456 % | 2,919 % | 2,648 % | |||
| 136 | 6,449 % | 2,926 % | 2,654 % | |||
| 137 | 6,442 % | 2,934 % | 2,661 % | |||
| 138 | 6,435 % | 2,941 % | 2,667 % | |||
| 139 | 6,428 % | 2,947 % | 2,673 % | |||
| 140 | 6,422 % | 2,954 % | 2,678 % | |||
| 141 | 6,415 % | 2,961 % | 2,684 % | |||
| 142 | 6,409 % | 2,967 % | 2,690 % | |||
| 143 | 6,402 % | 2,974 % | 2,696 % | |||
| 144 | 6,396 % | 2,980 % | 2,701 % | |||
| 145 | 6,390 % | 2,987 % | 2,707 % | |||
| 146 | 6,384 % | 2,993 % | 2,712 % | |||
| 147 | 6,378 % | 2,999 % | 2,717 % | |||
| 148 | 6,372 % | 3,005 % | 2,723 % | |||
| 149 | 6,366 % | 3,011 % | 2,728 % | |||
| 150 | 6,360 % | 3,017 % | 2,733 % |
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 | 25 | 1 |
| 2 | 0 | 0 | 39 | 5 | 0 | 42 | 0 |
| 3 | 0 | 1 | 44 | 5 | 2 | 47 | 0 |
| 4 | 0 | 2 | 47 | 5 | 3 | 48 | 0 |
| 5 | 0 | 4 | 52 | 5 | 5 | 51 | 0 |
| 6 | 1 | 5 | 54 | 5 | 7 | 54 | 0 |
| 7 | 2 | 6 | 58 | 5 | 9 | 55 | 0 |
| 8 | 3 | 7 | 59 | 5 | 11 | 54 | 0 |
| 9 | 3 | 8 | 61 | 5 | 12 | 52 | 0 |
| 10 | 3 | 8 | 63 | 5 | 13 | 51 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 398 | 4 | 16 |
| 2 | 0 | 0 | 0 | 0 | 246 | 4 | 23 |
| 3 | 1 | 0 | 0 | 0 | 218 | 4 | 25 |
| 4 | 2 | 0 | 0 | 0 | 190 | 4 | 26 |
| 5 | 4 | 0 | 0 | 0 | 174 | 4 | 28 |
| 6 | 5 | 0 | 0 | 0 | 171 | 4 | 29 |
| 7 | 6 | 0 | 0 | 0 | 168 | 4 | 30 |
| 8 | 7 | 0 | 1 | 0 | 172 | 2 | 31 |
| 9 | 8 | 0 | 2 | 0 | 174 | 1 | 31 |
| 10 | 8 | 0 | 3 | 0 | 176 | 4 | 31 |
| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 5 | 5 | 0 | 16 | 0 | 4 |
| 2 | 14 | 11 | 12 | 0 | 23 | 0 | 4 |
| 3 | 19 | 14 | 15 | 0 | 25 | 0 | 4 |
| 4 | 21 | 16 | 17 | 0 | 26 | 0 | 4 |
| 5 | 23 | 18 | 19 | 0 | 28 | 0 | 4 |
| 6 | 25 | 20 | 21 | 0 | 29 | 0 | 4 |
| 7 | 26 | 21 | 22 | 0 | 30 | 0 | 4 |
| 8 | 28 | 22 | 23 | 1 | 31 | 0 | 4 |
| 9 | 29 | 23 | 24 | 2 | 31 | 0 | 4 |
| 10 | 31 | 24 | 25 | 3 | 31 | 0 | 4 |
| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 25 | 9 | 12 | 19 | 5 | 0 | 0 |
| 2 | 42 | 17 | 16 | 22 | 12 | 0 | 0 |
| 3 | 47 | 19 | 18 | 26 | 15 | 0 | 0 |
| 4 | 48 | 21 | 20 | 31 | 17 | 0 | 0 |
| 5 | 51 | 22 | 21 | 34 | 19 | 0 | 0 |
| 6 | 54 | 23 | 22 | 37 | 21 | 0 | 0 |
| 7 | 55 | 25 | 24 | 39 | 22 | 0 | 0 |
| 8 | 54 | 27 | 25 | 40 | 23 | 0 | 0 |
| 9 | 52 | 28 | 25 | 41 | 24 | 0 | 0 |
| 10 | 51 | 25 | 25 | 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 | 10 |
| 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 | 0 | 0 | 10 |
| 10 | 5 | 41 | 0 | 10 | 1 | 0 | 10 |
| Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 6 | 10 | 1 | 4 |
| 2 | 0 | 0 | 0 | 7 | 12 | 0 | 4 |
| 3 | 0 | 0 | 0 | 8 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 7 | 14 | 0 | 4 |
| 5 | 0 | 1 | 0 | 7 | 15 | 0 | 4 |
| 6 | 0 | 5 | 0 | 7 | 15 | 0 | 4 |
| 7 | 0 | 7 | 0 | 9 | 15 | 0 | 4 |
| 8 | 0 | 11 | 0 | 10 | 15 | 0 | 4 |
| 9 | 0 | 17 | 0 | 10 | 15 | 0 | 4 |
| 10 | 0 | 17 | 0 | 12 | 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 | 45 | 120 | 234 | 557 | 1240 |
| 2 | 6 | 20 | 45 | 120 | 234 | 557 | 999 |
| 3 | 7 | 22 | 46 | 113 | 230 | 553 | 814 |
| 4 | 8 | 25 | 49 | 115 | 229 | 552 | 674 |
| 5 | 10 | 28 | 54 | 118 | 229 | 552 | 566 |
| 6 | 11 | 30 | 57 | 123 | 229 | 552 | 552 |
| 7 | 12 | 32 | 59 | 126 | 229 | 552 | 552 |
| 8 | 12 | 33 | 59 | 124 | 229 | 552 | 552 |
| 9 | 12 | 34 | 59 | 124 | 229 | 552 | 552 |
| 10 | 13 | 35 | 59 | 123 | 229 | 552 | 552 |
| 11 | 13 | 36 | 59 | 123 | 229 | 552 | 552 |
| 12 | 14 | 37 | 59 | 123 | 229 | 552 | 552 |
| 13 | 14 | 37 | 59 | 123 | 229 | 552 | 552 |
| 14 | 14 | 38 | 59 | 123 | 229 | 552 | 552 |
| 15 | 14 | 38 | 59 | 123 | 229 | 552 | 552 |
| 16 | 14 | 38 | 59 | 123 | 229 | 552 | 552 |
| 17 | 14 | 38 | 59 | 123 | 229 | 552 | 552 |
| 18 | 14 | 38 | 59 | 123 | 229 | 552 | 552 |
| 19 | 15 | 38 | 59 | 123 | 229 | 552 | 552 |
| 20 | 15 | 38 | 59 | 123 | 229 | 552 | 552 |
| 21 | 16 | 38 | 59 | 123 | 229 | 552 | 552 |
| 22 | 17 | 38 | 59 | 123 | 229 | 552 | 552 |
| 23 | 17 | 38 | 59 | 123 | 229 | 552 | 552 |
| 24 | 19 | 38 | 59 | 123 | 229 | 552 | 552 |
| 25 | 19 | 38 | 59 | 123 | 229 | 552 | 552 |
| 26 | 20 | 38 | 59 | 123 | 229 | 552 | 552 |
| 27 | 20 | 38 | 59 | 123 | 229 | 552 | 552 |
| 28 | 21 | 38 | 59 | 123 | 229 | 552 | 552 |
| 29 | 21 | 38 | 59 | 123 | 229 | 552 | 552 |
| 30 | 23 | 38 | 59 | 123 | 229 | 552 | 552 |
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 | 27 | 51 | 127 | 240 | 563 | 1292 |
| 2 | 15 | 29 | 53 | 129 | 242 | 565 | 1040 |
| 3 | 16 | 31 | 55 | 122 | 239 | 562 | 847 |
| 4 | 17 | 33 | 57 | 124 | 238 | 561 | 700 |
| 5 | 18 | 36 | 62 | 127 | 237 | 560 | 587 |
| 6 | 18 | 37 | 65 | 131 | 236 | 560 | 560 |
| 7 | 19 | 39 | 66 | 133 | 236 | 559 | 559 |
| 8 | 18 | 39 | 65 | 131 | 235 | 558 | 558 |
| 9 | 18 | 39 | 65 | 129 | 235 | 558 | 558 |
| 10 | 18 | 40 | 64 | 129 | 234 | 557 | 557 |
| 11 | 18 | 41 | 64 | 128 | 234 | 557 | 557 |
| 12 | 18 | 41 | 63 | 128 | 233 | 556 | 556 |
| 13 | 18 | 41 | 63 | 127 | 232 | 556 | 556 |
| 14 | 17 | 41 | 62 | 126 | 232 | 555 | 555 |
| 15 | 17 | 40 | 62 | 126 | 231 | 555 | 555 |
| 16 | 16 | 40 | 61 | 125 | 231 | 554 | 554 |
| 17 | 16 | 39 | 61 | 125 | 231 | 554 | 554 |
| 18 | 16 | 39 | 61 | 125 | 231 | 554 | 554 |
| 19 | 16 | 39 | 61 | 125 | 231 | 554 | 554 |
| 20 | 16 | 40 | 61 | 126 | 231 | 554 | 554 |
| 21 | 17 | 40 | 62 | 126 | 231 | 555 | 555 |
| 22 | 17 | 40 | 62 | 126 | 232 | 555 | 555 |
| 23 | 17 | 40 | 62 | 126 | 232 | 555 | 555 |
| 24 | 19 | 40 | 62 | 126 | 232 | 555 | 555 |
| 25 | 19 | 41 | 62 | 126 | 232 | 555 | 555 |
| 26 | 20 | 41 | 62 | 126 | 232 | 555 | 555 |
| 27 | 20 | 41 | 62 | 126 | 232 | 555 | 555 |
| 28 | 21 | 41 | 62 | 126 | 232 | 555 | 555 |
| 29 | 22 | 40 | 62 | 126 | 232 | 555 | 555 |
| 30 | 23 | 40 | 62 | 126 | 232 | 555 | 555 |
2.3 Danish krone
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