LegalizeCommission Implementing Regulation (EU) 2021/744 of 6 May 2021 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2021 until 29 June 2021 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.
| 7.5.2021 | EN | Official Journal of the European Union | L 160/3 |
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 8 April 2021, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2021 market data. That information was published on 8 April 2021 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 2021 until 29 June 2021.
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 2021.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 6 May 2021.
For the Commission
The President
Ursula VON DER LEYEN
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 | -0,615 % | 0,455 % | -0,625 % | 0,630 % | -0,136 % | -0,226 % |
| 2 | -0,595 % | 0,877 % | -0,605 % | 0,926 % | -0,088 % | -0,113 % |
| 3 | -0,545 % | 1,187 % | -0,555 % | 1,218 % | -0,008 % | -0,009 % |
| 4 | -0,488 % | 1,397 % | -0,498 % | 1,476 % | 0,105 % | 0,085 % |
| 5 | -0,406 % | 1,527 % | -0,416 % | 1,708 % | 0,224 % | 0,187 % |
| 6 | -0,326 % | 1,593 % | -0,336 % | 1,911 % | 0,335 % | 0,300 % |
| 7 | -0,258 % | 1,626 % | -0,268 % | 2,090 % | 0,439 % | 0,425 % |
| 8 | -0,166 % | 1,649 % | -0,176 % | 2,246 % | 0,514 % | 0,562 % |
| 9 | -0,104 % | 1,671 % | -0,114 % | 2,385 % | 0,590 % | 0,707 % |
| 10 | -0,029 % | 1,699 % | -0,039 % | 2,502 % | 0,696 % | 0,844 % |
| 11 | 0,035 % | 1,735 % | 0,025 % | 2,607 % | 0,845 % | 0,970 % |
| 12 | 0,099 % | 1,777 % | 0,088 % | 2,701 % | 1,010 % | 1,087 % |
| 13 | 0,153 % | 1,822 % | 0,143 % | 2,787 % | 1,173 % | 1,195 % |
| 14 | 0,202 % | 1,870 % | 0,192 % | 2,865 % | 1,325 % | 1,295 % |
| 15 | 0,249 % | 1,918 % | 0,238 % | 2,937 % | 1,464 % | 1,389 % |
| 16 | 0,278 % | 1,966 % | 0,267 % | 3,003 % | 1,590 % | 1,477 % |
| 17 | 0,297 % | 2,015 % | 0,287 % | 3,063 % | 1,704 % | 1,558 % |
| 18 | 0,315 % | 2,062 % | 0,305 % | 3,119 % | 1,806 % | 1,635 % |
| 19 | 0,340 % | 2,108 % | 0,330 % | 3,171 % | 1,899 % | 1,707 % |
| 20 | 0,375 % | 2,153 % | 0,365 % | 3,220 % | 1,983 % | 1,775 % |
| 21 | 0,423 % | 2,196 % | 0,413 % | 3,265 % | 2,059 % | 1,838 % |
| 22 | 0,480 % | 2,238 % | 0,470 % | 3,308 % | 2,128 % | 1,898 % |
| 23 | 0,544 % | 2,278 % | 0,534 % | 3,348 % | 2,191 % | 1,955 % |
| 24 | 0,612 % | 2,317 % | 0,602 % | 3,385 % | 2,250 % | 2,008 % |
| 25 | 0,681 % | 2,354 % | 0,672 % | 3,421 % | 2,303 % | 2,058 % |
| 26 | 0,752 % | 2,389 % | 0,743 % | 3,454 % | 2,353 % | 2,106 % |
| 27 | 0,823 % | 2,423 % | 0,814 % | 3,486 % | 2,399 % | 2,151 % |
| 28 | 0,892 % | 2,456 % | 0,884 % | 3,516 % | 2,441 % | 2,194 % |
| 29 | 0,961 % | 2,487 % | 0,953 % | 3,544 % | 2,481 % | 2,235 % |
| 30 | 1,028 % | 2,517 % | 1,020 % | 3,571 % | 2,518 % | 2,274 % |
| 31 | 1,093 % | 2,545 % | 1,085 % | 3,596 % | 2,553 % | 2,310 % |
| 32 | 1,156 % | 2,573 % | 1,149 % | 3,621 % | 2,586 % | 2,346 % |
| 33 | 1,218 % | 2,599 % | 1,210 % | 3,644 % | 2,616 % | 2,379 % |
| 34 | 1,277 % | 2,624 % | 1,269 % | 3,666 % | 2,645 % | 2,411 % |
| 35 | 1,334 % | 2,648 % | 1,327 % | 3,687 % | 2,672 % | 2,441 % |
| 36 | 1,389 % | 2,671 % | 1,382 % | 3,707 % | 2,698 % | 2,470 % |
| 37 | 1,441 % | 2,693 % | 1,435 % | 3,726 % | 2,722 % | 2,498 % |
| 38 | 1,492 % | 2,715 % | 1,486 % | 3,745 % | 2,745 % | 2,524 % |
| 39 | 1,541 % | 2,735 % | 1,535 % | 3,762 % | 2,767 % | 2,550 % |
| 40 | 1,588 % | 2,755 % | 1,582 % | 3,779 % | 2,788 % | 2,574 % |
| 41 | 1,634 % | 2,773 % | 1,628 % | 3,795 % | 2,807 % | 2,597 % |
| 42 | 1,677 % | 2,792 % | 1,671 % | 3,811 % | 2,826 % | 2,619 % |
| 43 | 1,719 % | 2,809 % | 1,713 % | 3,826 % | 2,844 % | 2,641 % |
| 44 | 1,759 % | 2,826 % | 1,754 % | 3,840 % | 2,861 % | 2,661 % |
| 45 | 1,798 % | 2,842 % | 1,793 % | 3,854 % | 2,878 % | 2,681 % |
| 46 | 1,836 % | 2,857 % | 1,830 % | 3,867 % | 2,893 % | 2,700 % |
| 47 | 1,872 % | 2,872 % | 1,866 % | 3,880 % | 2,908 % | 2,718 % |
| 48 | 1,906 % | 2,886 % | 1,901 % | 3,892 % | 2,923 % | 2,736 % |
| 49 | 1,939 % | 2,900 % | 1,934 % | 3,904 % | 2,936 % | 2,753 % |
| 50 | 1,972 % | 2,914 % | 1,967 % | 3,915 % | 2,950 % | 2,769 % |
| 51 | 2,003 % | 2,927 % | 1,998 % | 3,926 % | 2,962 % | 2,785 % |
| 52 | 2,032 % | 2,939 % | 2,028 % | 3,937 % | 2,975 % | 2,800 % |
| 53 | 2,061 % | 2,951 % | 2,057 % | 3,947 % | 2,986 % | 2,815 % |
| 54 | 2,089 % | 2,963 % | 2,084 % | 3,957 % | 2,998 % | 2,829 % |
| 55 | 2,116 % | 2,974 % | 2,111 % | 3,966 % | 3,009 % | 2,843 % |
| 56 | 2,142 % | 2,985 % | 2,137 % | 3,976 % | 3,019 % | 2,856 % |
| 57 | 2,167 % | 2,995 % | 2,163 % | 3,984 % | 3,029 % | 2,868 % |
| 58 | 2,191 % | 3,005 % | 2,187 % | 3,993 % | 3,039 % | 2,881 % |
| 59 | 2,215 % | 3,015 % | 2,211 % | 4,001 % | 3,049 % | 2,893 % |
| 60 | 2,238 % | 3,025 % | 2,233 % | 4,010 % | 3,058 % | 2,904 % |
| 61 | 2,260 % | 3,034 % | 2,256 % | 4,017 % | 3,067 % | 2,916 % |
| 62 | 2,281 % | 3,043 % | 2,277 % | 4,025 % | 3,075 % | 2,926 % |
| 63 | 2,302 % | 3,052 % | 2,298 % | 4,032 % | 3,083 % | 2,937 % |
| 64 | 2,322 % | 3,060 % | 2,318 % | 4,040 % | 3,092 % | 2,947 % |
| 65 | 2,341 % | 3,068 % | 2,337 % | 4,047 % | 3,099 % | 2,957 % |
| 66 | 2,360 % | 3,076 % | 2,356 % | 4,053 % | 3,107 % | 2,967 % |
| 67 | 2,378 % | 3,084 % | 2,375 % | 4,060 % | 3,114 % | 2,976 % |
| 68 | 2,396 % | 3,092 % | 2,393 % | 4,066 % | 3,121 % | 2,985 % |
| 69 | 2,414 % | 3,099 % | 2,410 % | 4,072 % | 3,128 % | 2,994 % |
| 70 | 2,430 % | 3,106 % | 2,427 % | 4,078 % | 3,135 % | 3,002 % |
| 71 | 2,447 % | 3,113 % | 2,443 % | 4,084 % | 3,142 % | 3,011 % |
| 72 | 2,463 % | 3,119 % | 2,459 % | 4,090 % | 3,148 % | 3,019 % |
| 73 | 2,478 % | 3,126 % | 2,475 % | 4,096 % | 3,154 % | 3,027 % |
| 74 | 2,493 % | 3,132 % | 2,490 % | 4,101 % | 3,160 % | 3,035 % |
| 75 | 2,508 % | 3,139 % | 2,504 % | 4,106 % | 3,166 % | 3,042 % |
| 76 | 2,522 % | 3,145 % | 2,519 % | 4,111 % | 3,172 % | 3,049 % |
| 77 | 2,536 % | 3,150 % | 2,533 % | 4,116 % | 3,177 % | 3,056 % |
| 78 | 2,550 % | 3,156 % | 2,546 % | 4,121 % | 3,183 % | 3,063 % |
| 79 | 2,563 % | 3,162 % | 2,560 % | 4,126 % | 3,188 % | 3,070 % |
| 80 | 2,576 % | 3,167 % | 2,572 % | 4,131 % | 3,193 % | 3,077 % |
| 81 | 2,588 % | 3,173 % | 2,585 % | 4,135 % | 3,198 % | 3,083 % |
| 82 | 2,600 % | 3,178 % | 2,597 % | 4,140 % | 3,203 % | 3,089 % |
| 83 | 2,612 % | 3,183 % | 2,609 % | 4,144 % | 3,208 % | 3,095 % |
| 84 | 2,624 % | 3,188 % | 2,621 % | 4,148 % | 3,212 % | 3,101 % |
| 85 | 2,636 % | 3,193 % | 2,633 % | 4,152 % | 3,217 % | 3,107 % |
| 86 | 2,647 % | 3,197 % | 2,644 % | 4,156 % | 3,221 % | 3,113 % |
| 87 | 2,658 % | 3,202 % | 2,655 % | 4,160 % | 3,226 % | 3,119 % |
| 88 | 2,668 % | 3,206 % | 2,665 % | 4,164 % | 3,230 % | 3,124 % |
| 89 | 2,679 % | 3,211 % | 2,676 % | 4,168 % | 3,234 % | 3,129 % |
| 90 | 2,689 % | 3,215 % | 2,686 % | 4,172 % | 3,238 % | 3,135 % |
| 91 | 2,699 % | 3,219 % | 2,696 % | 4,175 % | 3,242 % | 3,140 % |
| 92 | 2,709 % | 3,223 % | 2,706 % | 4,179 % | 3,246 % | 3,145 % |
| 93 | 2,718 % | 3,227 % | 2,715 % | 4,182 % | 3,250 % | 3,150 % |
| 94 | 2,728 % | 3,231 % | 2,725 % | 4,185 % | 3,254 % | 3,154 % |
| 95 | 2,737 % | 3,235 % | 2,734 % | 4,189 % | 3,257 % | 3,159 % |
| 96 | 2,746 % | 3,239 % | 2,743 % | 4,192 % | 3,261 % | 3,164 % |
| 97 | 2,754 % | 3,243 % | 2,752 % | 4,195 % | 3,264 % | 3,168 % |
| 98 | 2,763 % | 3,246 % | 2,760 % | 4,198 % | 3,268 % | 3,172 % |
| 99 | 2,771 % | 3,250 % | 2,769 % | 4,201 % | 3,271 % | 3,177 % |
| 100 | 2,780 % | 3,253 % | 2,777 % | 4,204 % | 3,274 % | 3,181 % |
| 101 | 2,788 % | 3,257 % | 2,785 % | 4,207 % | 3,278 % | 3,185 % |
| 102 | 2,796 % | 3,260 % | 2,793 % | 4,210 % | 3,281 % | 3,189 % |
| 103 | 2,803 % | 3,264 % | 2,801 % | 4,213 % | 3,284 % | 3,193 % |
| 104 | 2,811 % | 3,267 % | 2,809 % | 4,216 % | 3,287 % | 3,197 % |
| 105 | 2,819 % | 3,270 % | 2,816 % | 4,218 % | 3,290 % | 3,201 % |
| 106 | 2,826 % | 3,273 % | 2,824 % | 4,221 % | 3,293 % | 3,205 % |
| 107 | 2,833 % | 3,276 % | 2,831 % | 4,224 % | 3,296 % | 3,208 % |
| 108 | 2,840 % | 3,279 % | 2,838 % | 4,226 % | 3,298 % | 3,212 % |
| 109 | 2,847 % | 3,282 % | 2,845 % | 4,229 % | 3,301 % | 3,216 % |
| 110 | 2,854 % | 3,285 % | 2,852 % | 4,231 % | 3,304 % | 3,219 % |
| 111 | 2,861 % | 3,288 % | 2,858 % | 4,234 % | 3,307 % | 3,222 % |
| 112 | 2,867 % | 3,291 % | 2,865 % | 4,236 % | 3,309 % | 3,226 % |
| 113 | 2,874 % | 3,293 % | 2,871 % | 4,238 % | 3,312 % | 3,229 % |
| 114 | 2,880 % | 3,296 % | 2,878 % | 4,241 % | 3,314 % | 3,232 % |
| 115 | 2,886 % | 3,299 % | 2,884 % | 4,243 % | 3,317 % | 3,236 % |
| 116 | 2,892 % | 3,301 % | 2,890 % | 4,245 % | 3,319 % | 3,239 % |
| 117 | 2,898 % | 3,304 % | 2,896 % | 4,247 % | 3,322 % | 3,242 % |
| 118 | 2,904 % | 3,306 % | 2,902 % | 4,249 % | 3,324 % | 3,245 % |
| 119 | 2,910 % | 3,309 % | 2,908 % | 4,251 % | 3,326 % | 3,248 % |
| 120 | 2,916 % | 3,311 % | 2,914 % | 4,253 % | 3,328 % | 3,251 % |
| 121 | 2,922 % | 3,314 % | 2,919 % | 4,256 % | 3,331 % | 3,254 % |
| 122 | 2,927 % | 3,316 % | 2,925 % | 4,258 % | 3,333 % | 3,256 % |
| 123 | 2,933 % | 3,318 % | 2,930 % | 4,259 % | 3,335 % | 3,259 % |
| 124 | 2,938 % | 3,320 % | 2,936 % | 4,261 % | 3,337 % | 3,262 % |
| 125 | 2,943 % | 3,323 % | 2,941 % | 4,263 % | 3,339 % | 3,265 % |
| 126 | 2,948 % | 3,325 % | 2,946 % | 4,265 % | 3,341 % | 3,267 % |
| 127 | 2,954 % | 3,327 % | 2,951 % | 4,267 % | 3,343 % | 3,270 % |
| 128 | 2,959 % | 3,329 % | 2,957 % | 4,269 % | 3,345 % | 3,272 % |
| 129 | 2,963 % | 3,331 % | 2,962 % | 4,271 % | 3,347 % | 3,275 % |
| 130 | 2,968 % | 3,333 % | 2,966 % | 4,272 % | 3,349 % | 3,278 % |
| 131 | 2,973 % | 3,335 % | 2,971 % | 4,274 % | 3,351 % | 3,280 % |
| 132 | 2,978 % | 3,337 % | 2,976 % | 4,276 % | 3,353 % | 3,282 % |
| 133 | 2,983 % | 3,339 % | 2,981 % | 4,278 % | 3,355 % | 3,285 % |
| 134 | 2,987 % | 3,341 % | 2,985 % | 4,279 % | 3,357 % | 3,287 % |
| 135 | 2,992 % | 3,343 % | 2,990 % | 4,281 % | 3,359 % | 3,289 % |
| 136 | 2,996 % | 3,345 % | 2,994 % | 4,282 % | 3,360 % | 3,292 % |
| 137 | 3,001 % | 3,347 % | 2,999 % | 4,284 % | 3,362 % | 3,294 % |
| 138 | 3,005 % | 3,349 % | 3,003 % | 4,286 % | 3,364 % | 3,296 % |
| 139 | 3,009 % | 3,351 % | 3,007 % | 4,287 % | 3,366 % | 3,298 % |
| 140 | 3,013 % | 3,352 % | 3,012 % | 4,289 % | 3,367 % | 3,301 % |
| 141 | 3,018 % | 3,354 % | 3,016 % | 4,290 % | 3,369 % | 3,303 % |
| 142 | 3,022 % | 3,356 % | 3,020 % | 4,292 % | 3,371 % | 3,305 % |
| 143 | 3,026 % | 3,358 % | 3,024 % | 4,293 % | 3,372 % | 3,307 % |
| 144 | 3,030 % | 3,359 % | 3,028 % | 4,295 % | 3,374 % | 3,309 % |
| 145 | 3,034 % | 3,361 % | 3,032 % | 4,296 % | 3,375 % | 3,311 % |
| 146 | 3,037 % | 3,363 % | 3,036 % | 4,297 % | 3,377 % | 3,313 % |
| 147 | 3,041 % | 3,364 % | 3,039 % | 4,299 % | 3,378 % | 3,315 % |
| 148 | 3,045 % | 3,366 % | 3,043 % | 4,300 % | 3,380 % | 3,317 % |
| 149 | 3,049 % | 3,367 % | 3,047 % | 4,301 % | 3,381 % | 3,319 % |
| 150 | 3,052 % | 3,369 % | 3,051 % | 4,303 % | 3,383 % | 3,320 % |
| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,665 % | 0,028 % | 1,863 % | -0,173 % | 1,340 % | 0,401 % |
| 2 | -0,645 % | 0,190 % | 2,064 % | -0,024 % | 1,663 % | 0,776 % |
| 3 | -0,595 % | 0,339 % | 2,235 % | 0,207 % | 2,097 % | 1,034 % |
| 4 | -0,538 % | 0,479 % | 2,387 % | 0,459 % | 2,438 % | 1,217 % |
| 5 | -0,456 % | 0,599 % | 2,527 % | 0,699 % | 2,711 % | 1,357 % |
| 6 | -0,377 % | 0,697 % | 2,658 % | 0,920 % | 2,947 % | 1,466 % |
| 7 | -0,308 % | 0,782 % | 2,780 % | 1,121 % | 3,156 % | 1,554 % |
| 8 | -0,217 % | 0,856 % | 2,895 % | 1,299 % | 3,329 % | 1,632 % |
| 9 | -0,154 % | 0,921 % | 3,007 % | 1,456 % | 3,459 % | 1,703 % |
| 10 | -0,080 % | 0,978 % | 3,117 % | 1,596 % | 3,556 % | 1,771 % |
| 11 | -0,015 % | 1,025 % | 3,208 % | 1,717 % | 3,630 % | 1,837 % |
| 12 | 0,048 % | 1,063 % | 3,281 % | 1,823 % | 3,687 % | 1,901 % |
| 13 | 0,102 % | 1,094 % | 3,340 % | 1,917 % | 3,730 % | 1,963 % |
| 14 | 0,151 % | 1,119 % | 3,388 % | 2,000 % | 3,764 % | 2,022 % |
| 15 | 0,197 % | 1,139 % | 3,428 % | 2,076 % | 3,790 % | 2,078 % |
| 16 | 0,226 % | 1,154 % | 3,461 % | 2,144 % | 3,810 % | 2,131 % |
| 17 | 0,245 % | 1,166 % | 3,488 % | 2,206 % | 3,825 % | 2,182 % |
| 18 | 0,264 % | 1,174 % | 3,512 % | 2,263 % | 3,836 % | 2,230 % |
| 19 | 0,288 % | 1,180 % | 3,531 % | 2,316 % | 3,845 % | 2,275 % |
| 20 | 0,324 % | 1,184 % | 3,548 % | 2,365 % | 3,851 % | 2,319 % |
| 21 | 0,372 % | 1,186 % | 3,562 % | 2,410 % | 3,855 % | 2,360 % |
| 22 | 0,430 % | 1,187 % | 3,573 % | 2,453 % | 3,857 % | 2,399 % |
| 23 | 0,495 % | 1,186 % | 3,584 % | 2,492 % | 3,858 % | 2,437 % |
| 24 | 0,564 % | 1,184 % | 3,592 % | 2,529 % | 3,858 % | 2,472 % |
| 25 | 0,635 % | 1,181 % | 3,600 % | 2,564 % | 3,857 % | 2,506 % |
| 26 | 0,707 % | 1,177 % | 3,606 % | 2,597 % | 3,855 % | 2,538 % |
| 27 | 0,779 % | 1,173 % | 3,611 % | 2,628 % | 3,853 % | 2,569 % |
| 28 | 0,850 % | 1,169 % | 3,616 % | 2,657 % | 3,851 % | 2,598 % |
| 29 | 0,919 % | 1,164 % | 3,620 % | 2,684 % | 3,848 % | 2,626 % |
| 30 | 0,987 % | 1,159 % | 3,623 % | 2,710 % | 3,845 % | 2,652 % |
| 31 | 1,054 % | 1,154 % | 3,626 % | 2,735 % | 3,841 % | 2,678 % |
| 32 | 1,118 % | 1,148 % | 3,628 % | 2,759 % | 3,838 % | 2,702 % |
| 33 | 1,180 % | 1,142 % | 3,630 % | 2,781 % | 3,834 % | 2,725 % |
| 34 | 1,240 % | 1,135 % | 3,632 % | 2,802 % | 3,830 % | 2,747 % |
| 35 | 1,298 % | 1,128 % | 3,633 % | 2,823 % | 3,827 % | 2,768 % |
| 36 | 1,354 % | 1,119 % | 3,634 % | 2,842 % | 3,823 % | 2,789 % |
| 37 | 1,408 % | 1,109 % | 3,635 % | 2,860 % | 3,819 % | 2,808 % |
| 38 | 1,460 % | 1,097 % | 3,636 % | 2,878 % | 3,815 % | 2,827 % |
| 39 | 1,509 % | 1,083 % | 3,637 % | 2,895 % | 3,812 % | 2,844 % |
| 40 | 1,557 % | 1,068 % | 3,637 % | 2,911 % | 3,808 % | 2,861 % |
| 41 | 1,603 % | 1,050 % | 3,637 % | 2,927 % | 3,804 % | 2,878 % |
| 42 | 1,647 % | 1,032 % | 3,638 % | 2,941 % | 3,801 % | 2,894 % |
| 43 | 1,690 % | 1,015 % | 3,638 % | 2,956 % | 3,797 % | 2,909 % |
| 44 | 1,731 % | 1,001 % | 3,638 % | 2,969 % | 3,794 % | 2,923 % |
| 45 | 1,770 % | 0,989 % | 3,638 % | 2,983 % | 3,790 % | 2,937 % |
| 46 | 1,808 % | 0,981 % | 3,638 % | 2,995 % | 3,787 % | 2,951 % |
| 47 | 1,845 % | 0,976 % | 3,637 % | 3,007 % | 3,784 % | 2,964 % |
| 48 | 1,880 % | 0,977 % | 3,637 % | 3,019 % | 3,780 % | 2,976 % |
| 49 | 1,914 % | 0,982 % | 3,637 % | 3,030 % | 3,777 % | 2,989 % |
| 50 | 1,946 % | 0,991 % | 3,637 % | 3,041 % | 3,774 % | 3,000 % |
| 51 | 1,978 % | 1,006 % | 3,636 % | 3,052 % | 3,771 % | 3,011 % |
| 52 | 2,008 % | 1,025 % | 3,636 % | 3,062 % | 3,769 % | 3,022 % |
| 53 | 2,037 % | 1,048 % | 3,636 % | 3,072 % | 3,766 % | 3,033 % |
| 54 | 2,066 % | 1,072 % | 3,635 % | 3,081 % | 3,763 % | 3,043 % |
| 55 | 2,093 % | 1,099 % | 3,635 % | 3,090 % | 3,760 % | 3,053 % |
| 56 | 2,119 % | 1,127 % | 3,635 % | 3,099 % | 3,758 % | 3,062 % |
| 57 | 2,145 % | 1,156 % | 3,634 % | 3,107 % | 3,755 % | 3,071 % |
| 58 | 2,170 % | 1,186 % | 3,634 % | 3,116 % | 3,753 % | 3,080 % |
| 59 | 2,193 % | 1,216 % | 3,634 % | 3,124 % | 3,750 % | 3,089 % |
| 60 | 2,217 % | 1,247 % | 3,633 % | 3,131 % | 3,748 % | 3,097 % |
| 61 | 2,239 % | 1,278 % | 3,633 % | 3,139 % | 3,746 % | 3,105 % |
| 62 | 2,261 % | 1,308 % | 3,632 % | 3,146 % | 3,744 % | 3,113 % |
| 63 | 2,282 % | 1,338 % | 3,632 % | 3,153 % | 3,741 % | 3,121 % |
| 64 | 2,302 % | 1,369 % | 3,632 % | 3,160 % | 3,739 % | 3,128 % |
| 65 | 2,322 % | 1,398 % | 3,631 % | 3,167 % | 3,737 % | 3,135 % |
| 66 | 2,341 % | 1,428 % | 3,631 % | 3,173 % | 3,735 % | 3,142 % |
| 67 | 2,360 % | 1,457 % | 3,631 % | 3,179 % | 3,733 % | 3,149 % |
| 68 | 2,378 % | 1,485 % | 3,630 % | 3,186 % | 3,731 % | 3,155 % |
| 69 | 2,395 % | 1,513 % | 3,630 % | 3,191 % | 3,730 % | 3,162 % |
| 70 | 2,412 % | 1,541 % | 3,630 % | 3,197 % | 3,728 % | 3,168 % |
| 71 | 2,429 % | 1,568 % | 3,629 % | 3,203 % | 3,726 % | 3,174 % |
| 72 | 2,445 % | 1,594 % | 3,629 % | 3,208 % | 3,724 % | 3,180 % |
| 73 | 2,461 % | 1,620 % | 3,628 % | 3,214 % | 3,723 % | 3,185 % |
| 74 | 2,476 % | 1,645 % | 3,628 % | 3,219 % | 3,721 % | 3,191 % |
| 75 | 2,491 % | 1,670 % | 3,628 % | 3,224 % | 3,720 % | 3,196 % |
| 76 | 2,505 % | 1,694 % | 3,627 % | 3,229 % | 3,718 % | 3,202 % |
| 77 | 2,519 % | 1,718 % | 3,627 % | 3,233 % | 3,717 % | 3,207 % |
| 78 | 2,533 % | 1,741 % | 3,627 % | 3,238 % | 3,715 % | 3,212 % |
| 79 | 2,547 % | 1,764 % | 3,627 % | 3,243 % | 3,714 % | 3,217 % |
| 80 | 2,560 % | 1,787 % | 3,626 % | 3,247 % | 3,712 % | 3,221 % |
| 81 | 2,573 % | 1,808 % | 3,626 % | 3,251 % | 3,711 % | 3,226 % |
| 82 | 2,585 % | 1,830 % | 3,626 % | 3,256 % | 3,710 % | 3,231 % |
| 83 | 2,597 % | 1,850 % | 3,625 % | 3,260 % | 3,708 % | 3,235 % |
| 84 | 2,609 % | 1,871 % | 3,625 % | 3,264 % | 3,707 % | 3,239 % |
| 85 | 2,621 % | 1,891 % | 3,625 % | 3,268 % | 3,706 % | 3,244 % |
| 86 | 2,632 % | 1,910 % | 3,625 % | 3,272 % | 3,704 % | 3,248 % |
| 87 | 2,643 % | 1,929 % | 3,624 % | 3,275 % | 3,703 % | 3,252 % |
| 88 | 2,654 % | 1,948 % | 3,624 % | 3,279 % | 3,702 % | 3,256 % |
| 89 | 2,664 % | 1,966 % | 3,624 % | 3,283 % | 3,701 % | 3,260 % |
| 90 | 2,675 % | 1,984 % | 3,623 % | 3,286 % | 3,700 % | 3,263 % |
| 91 | 2,685 % | 2,002 % | 3,623 % | 3,290 % | 3,699 % | 3,267 % |
| 92 | 2,695 % | 2,019 % | 3,623 % | 3,293 % | 3,698 % | 3,271 % |
| 93 | 2,705 % | 2,036 % | 3,623 % | 3,296 % | 3,697 % | 3,274 % |
| 94 | 2,714 % | 2,052 % | 3,623 % | 3,299 % | 3,696 % | 3,278 % |
| 95 | 2,723 % | 2,068 % | 3,622 % | 3,303 % | 3,695 % | 3,281 % |
| 96 | 2,732 % | 2,084 % | 3,622 % | 3,306 % | 3,694 % | 3,284 % |
| 97 | 2,741 % | 2,099 % | 3,622 % | 3,309 % | 3,693 % | 3,288 % |
| 98 | 2,750 % | 2,115 % | 3,622 % | 3,312 % | 3,692 % | 3,291 % |
| 99 | 2,759 % | 2,129 % | 3,621 % | 3,315 % | 3,691 % | 3,294 % |
| 100 | 2,767 % | 2,144 % | 3,621 % | 3,317 % | 3,690 % | 3,297 % |
| 101 | 2,775 % | 2,158 % | 3,621 % | 3,320 % | 3,689 % | 3,300 % |
| 102 | 2,783 % | 2,172 % | 3,621 % | 3,323 % | 3,688 % | 3,303 % |
| 103 | 2,791 % | 2,186 % | 3,621 % | 3,326 % | 3,687 % | 3,306 % |
| 104 | 2,799 % | 2,200 % | 3,620 % | 3,328 % | 3,686 % | 3,309 % |
| 105 | 2,806 % | 2,213 % | 3,620 % | 3,331 % | 3,686 % | 3,311 % |
| 106 | 2,814 % | 2,226 % | 3,620 % | 3,333 % | 3,685 % | 3,314 % |
| 107 | 2,821 % | 2,238 % | 3,620 % | 3,336 % | 3,684 % | 3,317 % |
| 108 | 2,828 % | 2,251 % | 3,620 % | 3,338 % | 3,683 % | 3,319 % |
| 109 | 2,835 % | 2,263 % | 3,619 % | 3,341 % | 3,683 % | 3,322 % |
| 110 | 2,842 % | 2,275 % | 3,619 % | 3,343 % | 3,682 % | 3,324 % |
| 111 | 2,849 % | 2,287 % | 3,619 % | 3,345 % | 3,681 % | 3,327 % |
| 112 | 2,856 % | 2,299 % | 3,619 % | 3,348 % | 3,680 % | 3,329 % |
| 113 | 2,862 % | 2,310 % | 3,619 % | 3,350 % | 3,680 % | 3,332 % |
| 114 | 2,869 % | 2,322 % | 3,619 % | 3,352 % | 3,679 % | 3,334 % |
| 115 | 2,875 % | 2,333 % | 3,618 % | 3,354 % | 3,678 % | 3,336 % |
| 116 | 2,881 % | 2,343 % | 3,618 % | 3,356 % | 3,678 % | 3,339 % |
| 117 | 2,888 % | 2,354 % | 3,618 % | 3,358 % | 3,677 % | 3,341 % |
| 118 | 2,894 % | 2,365 % | 3,618 % | 3,360 % | 3,676 % | 3,343 % |
| 119 | 2,899 % | 2,375 % | 3,618 % | 3,362 % | 3,676 % | 3,345 % |
| 120 | 2,905 % | 2,385 % | 3,618 % | 3,364 % | 3,675 % | 3,347 % |
| 121 | 2,911 % | 2,395 % | 3,618 % | 3,366 % | 3,674 % | 3,349 % |
| 122 | 2,917 % | 2,405 % | 3,617 % | 3,368 % | 3,674 % | 3,351 % |
| 123 | 2,922 % | 2,415 % | 3,617 % | 3,370 % | 3,673 % | 3,353 % |
| 124 | 2,928 % | 2,424 % | 3,617 % | 3,372 % | 3,673 % | 3,355 % |
| 125 | 2,933 % | 2,433 % | 3,617 % | 3,374 % | 3,672 % | 3,357 % |
| 126 | 2,938 % | 2,443 % | 3,617 % | 3,376 % | 3,671 % | 3,359 % |
| 127 | 2,943 % | 2,452 % | 3,617 % | 3,377 % | 3,671 % | 3,361 % |
| 128 | 2,949 % | 2,461 % | 3,617 % | 3,379 % | 3,670 % | 3,363 % |
| 129 | 2,954 % | 2,469 % | 3,616 % | 3,381 % | 3,670 % | 3,365 % |
| 130 | 2,959 % | 2,478 % | 3,616 % | 3,383 % | 3,669 % | 3,367 % |
| 131 | 2,963 % | 2,487 % | 3,616 % | 3,384 % | 3,669 % | 3,369 % |
| 132 | 2,968 % | 2,495 % | 3,616 % | 3,386 % | 3,668 % | 3,370 % |
| 133 | 2,973 % | 2,503 % | 3,616 % | 3,387 % | 3,668 % | 3,372 % |
| 134 | 2,978 % | 2,511 % | 3,616 % | 3,389 % | 3,667 % | 3,374 % |
| 135 | 2,982 % | 2,519 % | 3,616 % | 3,391 % | 3,667 % | 3,375 % |
| 136 | 2,987 % | 2,527 % | 3,616 % | 3,392 % | 3,666 % | 3,377 % |
| 137 | 2,991 % | 2,535 % | 3,616 % | 3,394 % | 3,666 % | 3,379 % |
| 138 | 2,996 % | 2,543 % | 3,615 % | 3,395 % | 3,665 % | 3,380 % |
| 139 | 3,000 % | 2,550 % | 3,615 % | 3,397 % | 3,665 % | 3,382 % |
| 140 | 3,004 % | 2,558 % | 3,615 % | 3,398 % | 3,664 % | 3,383 % |
| 141 | 3,008 % | 2,565 % | 3,615 % | 3,399 % | 3,664 % | 3,385 % |
| 142 | 3,013 % | 2,572 % | 3,615 % | 3,401 % | 3,663 % | 3,386 % |
| 143 | 3,017 % | 2,579 % | 3,615 % | 3,402 % | 3,663 % | 3,388 % |
| 144 | 3,021 % | 2,587 % | 3,615 % | 3,404 % | 3,662 % | 3,389 % |
| 145 | 3,025 % | 2,594 % | 3,615 % | 3,405 % | 3,662 % | 3,391 % |
| 146 | 3,029 % | 2,600 % | 3,615 % | 3,406 % | 3,662 % | 3,392 % |
| 147 | 3,033 % | 2,607 % | 3,614 % | 3,408 % | 3,661 % | 3,394 % |
| 148 | 3,036 % | 2,614 % | 3,614 % | 3,409 % | 3,661 % | 3,395 % |
| 149 | 3,040 % | 2,620 % | 3,614 % | 3,410 % | 3,660 % | 3,396 % |
| 150 | 3,044 % | 2,627 % | 3,614 % | 3,411 % | 3,660 % | 3,398 % |
| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,798 % | 0,021 % | 0,202 % | 0,243 % | -0,004 % | 1,942 % |
| 2 | -0,755 % | 0,116 % | 0,365 % | 0,463 % | 0,420 % | 3,021 % |
| 3 | -0,691 % | 0,296 % | 0,578 % | 0,765 % | 0,923 % | 3,896 % |
| 4 | -0,608 % | 0,553 % | 0,799 % | 1,070 % | 1,429 % | 4,666 % |
| 5 | -0,507 % | 0,824 % | 1,012 % | 1,305 % | 1,893 % | 5,283 % |
| 6 | -0,394 % | 1,085 % | 1,213 % | 1,481 % | 2,311 % | 5,799 % |
| 7 | -0,284 % | 1,319 % | 1,400 % | 1,628 % | 2,694 % | 6,239 % |
| 8 | -0,188 % | 1,517 % | 1,569 % | 1,761 % | 3,049 % | 6,610 % |
| 9 | -0,110 % | 1,683 % | 1,724 % | 1,876 % | 3,363 % | 6,949 % |
| 10 | -0,053 % | 1,824 % | 1,864 % | 1,971 % | 3,627 % | 7,252 % |
| 11 | -0,016 % | 1,943 % | 1,992 % | 2,044 % | 3,835 % | 7,475 % |
| 12 | 0,008 % | 2,045 % | 2,108 % | 2,100 % | 3,999 % | 7,624 % |
| 13 | 0,025 % | 2,131 % | 2,215 % | 2,145 % | 4,129 % | 7,718 % |
| 14 | 0,037 % | 2,203 % | 2,312 % | 2,181 % | 4,233 % | 7,770 % |
| 15 | 0,048 % | 2,259 % | 2,399 % | 2,211 % | 4,317 % | 7,790 % |
| 16 | 0,059 % | 2,300 % | 2,475 % | 2,236 % | 4,385 % | 7,786 % |
| 17 | 0,072 % | 2,329 % | 2,542 % | 2,258 % | 4,440 % | 7,762 % |
| 18 | 0,086 % | 2,349 % | 2,601 % | 2,278 % | 4,485 % | 7,725 % |
| 19 | 0,103 % | 2,364 % | 2,655 % | 2,297 % | 4,522 % | 7,677 % |
| 20 | 0,122 % | 2,375 % | 2,703 % | 2,314 % | 4,552 % | 7,621 % |
| 21 | 0,145 % | 2,383 % | 2,746 % | 2,331 % | 4,576 % | 7,560 % |
| 22 | 0,171 % | 2,388 % | 2,785 % | 2,347 % | 4,596 % | 7,495 % |
| 23 | 0,200 % | 2,389 % | 2,821 % | 2,363 % | 4,612 % | 7,427 % |
| 24 | 0,233 % | 2,386 % | 2,854 % | 2,379 % | 4,625 % | 7,358 % |
| 25 | 0,270 % | 2,379 % | 2,884 % | 2,395 % | 4,635 % | 7,288 % |
| 26 | 0,311 % | 2,367 % | 2,912 % | 2,411 % | 4,643 % | 7,219 % |
| 27 | 0,354 % | 2,354 % | 2,938 % | 2,428 % | 4,650 % | 7,150 % |
| 28 | 0,399 % | 2,341 % | 2,962 % | 2,445 % | 4,654 % | 7,083 % |
| 29 | 0,445 % | 2,332 % | 2,985 % | 2,463 % | 4,658 % | 7,017 % |
| 30 | 0,491 % | 2,328 % | 3,005 % | 2,481 % | 4,660 % | 6,952 % |
| 31 | 0,537 % | 2,329 % | 3,025 % | 2,500 % | 4,662 % | 6,890 % |
| 32 | 0,583 % | 2,334 % | 3,043 % | 2,519 % | 4,663 % | 6,829 % |
| 33 | 0,628 % | 2,343 % | 3,060 % | 2,539 % | 4,663 % | 6,770 % |
| 34 | 0,672 % | 2,356 % | 3,076 % | 2,559 % | 4,663 % | 6,714 % |
| 35 | 0,715 % | 2,370 % | 3,091 % | 2,578 % | 4,662 % | 6,659 % |
| 36 | 0,757 % | 2,386 % | 3,106 % | 2,598 % | 4,661 % | 6,606 % |
| 37 | 0,798 % | 2,403 % | 3,119 % | 2,617 % | 4,660 % | 6,555 % |
| 38 | 0,838 % | 2,421 % | 3,132 % | 2,636 % | 4,658 % | 6,506 % |
| 39 | 0,876 % | 2,439 % | 3,144 % | 2,655 % | 4,657 % | 6,459 % |
| 40 | 0,914 % | 2,458 % | 3,156 % | 2,673 % | 4,655 % | 6,414 % |
| 41 | 0,950 % | 2,477 % | 3,167 % | 2,691 % | 4,653 % | 6,370 % |
| 42 | 0,985 % | 2,496 % | 3,177 % | 2,708 % | 4,651 % | 6,328 % |
| 43 | 1,018 % | 2,515 % | 3,187 % | 2,725 % | 4,649 % | 6,288 % |
| 44 | 1,051 % | 2,534 % | 3,197 % | 2,742 % | 4,647 % | 6,249 % |
| 45 | 1,083 % | 2,553 % | 3,206 % | 2,758 % | 4,645 % | 6,212 % |
| 46 | 1,113 % | 2,572 % | 3,214 % | 2,774 % | 4,643 % | 6,176 % |
| 47 | 1,142 % | 2,590 % | 3,223 % | 2,789 % | 4,640 % | 6,142 % |
| 48 | 1,171 % | 2,608 % | 3,231 % | 2,804 % | 4,638 % | 6,108 % |
| 49 | 1,198 % | 2,625 % | 3,238 % | 2,818 % | 4,636 % | 6,076 % |
| 50 | 1,225 % | 2,642 % | 3,245 % | 2,832 % | 4,634 % | 6,045 % |
| 51 | 1,251 % | 2,659 % | 3,252 % | 2,846 % | 4,632 % | 6,016 % |
| 52 | 1,275 % | 2,675 % | 3,259 % | 2,859 % | 4,630 % | 5,987 % |
| 53 | 1,299 % | 2,691 % | 3,266 % | 2,872 % | 4,628 % | 5,959 % |
| 54 | 1,323 % | 2,706 % | 3,272 % | 2,885 % | 4,626 % | 5,932 % |
| 55 | 1,345 % | 2,721 % | 3,278 % | 2,897 % | 4,624 % | 5,907 % |
| 56 | 1,367 % | 2,736 % | 3,284 % | 2,908 % | 4,622 % | 5,882 % |
| 57 | 1,388 % | 2,750 % | 3,289 % | 2,920 % | 4,620 % | 5,858 % |
| 58 | 1,408 % | 2,764 % | 3,295 % | 2,931 % | 4,618 % | 5,834 % |
| 59 | 1,428 % | 2,777 % | 3,300 % | 2,942 % | 4,616 % | 5,812 % |
| 60 | 1,447 % | 2,790 % | 3,305 % | 2,952 % | 4,615 % | 5,790 % |
| 61 | 1,465 % | 2,803 % | 3,310 % | 2,962 % | 4,613 % | 5,769 % |
| 62 | 1,483 % | 2,815 % | 3,315 % | 2,972 % | 4,611 % | 5,748 % |
| 63 | 1,501 % | 2,827 % | 3,319 % | 2,982 % | 4,610 % | 5,729 % |
| 64 | 1,518 % | 2,839 % | 3,324 % | 2,991 % | 4,608 % | 5,709 % |
| 65 | 1,534 % | 2,850 % | 3,328 % | 3,000 % | 4,607 % | 5,691 % |
| 66 | 1,550 % | 2,861 % | 3,332 % | 3,009 % | 4,605 % | 5,673 % |
| 67 | 1,565 % | 2,872 % | 3,336 % | 3,018 % | 4,603 % | 5,655 % |
| 68 | 1,580 % | 2,883 % | 3,340 % | 3,026 % | 4,602 % | 5,638 % |
| 69 | 1,595 % | 2,893 % | 3,344 % | 3,034 % | 4,601 % | 5,622 % |
| 70 | 1,609 % | 2,903 % | 3,347 % | 3,042 % | 4,599 % | 5,605 % |
| 71 | 1,623 % | 2,912 % | 3,351 % | 3,050 % | 4,598 % | 5,590 % |
| 72 | 1,637 % | 2,922 % | 3,354 % | 3,057 % | 4,597 % | 5,575 % |
| 73 | 1,650 % | 2,931 % | 3,358 % | 3,064 % | 4,595 % | 5,560 % |
| 74 | 1,662 % | 2,940 % | 3,361 % | 3,072 % | 4,594 % | 5,546 % |
| 75 | 1,675 % | 2,949 % | 3,364 % | 3,078 % | 4,593 % | 5,532 % |
| 76 | 1,687 % | 2,957 % | 3,367 % | 3,085 % | 4,592 % | 5,518 % |
| 77 | 1,699 % | 2,965 % | 3,370 % | 3,092 % | 4,590 % | 5,505 % |
| 78 | 1,710 % | 2,973 % | 3,373 % | 3,098 % | 4,589 % | 5,492 % |
| 79 | 1,721 % | 2,981 % | 3,376 % | 3,105 % | 4,588 % | 5,479 % |
| 80 | 1,732 % | 2,989 % | 3,379 % | 3,111 % | 4,587 % | 5,467 % |
| 81 | 1,743 % | 2,996 % | 3,382 % | 3,117 % | 4,586 % | 5,455 % |
| 82 | 1,753 % | 3,004 % | 3,384 % | 3,122 % | 4,585 % | 5,443 % |
| 83 | 1,763 % | 3,011 % | 3,387 % | 3,128 % | 4,584 % | 5,432 % |
| 84 | 1,773 % | 3,018 % | 3,390 % | 3,134 % | 4,583 % | 5,421 % |
| 85 | 1,783 % | 3,025 % | 3,392 % | 3,139 % | 4,582 % | 5,410 % |
| 86 | 1,792 % | 3,031 % | 3,394 % | 3,145 % | 4,581 % | 5,399 % |
| 87 | 1,802 % | 3,038 % | 3,397 % | 3,150 % | 4,580 % | 5,389 % |
| 88 | 1,811 % | 3,044 % | 3,399 % | 3,155 % | 4,579 % | 5,379 % |
| 89 | 1,819 % | 3,050 % | 3,401 % | 3,160 % | 4,578 % | 5,369 % |
| 90 | 1,828 % | 3,056 % | 3,404 % | 3,165 % | 4,578 % | 5,359 % |
| 91 | 1,837 % | 3,062 % | 3,406 % | 3,169 % | 4,577 % | 5,350 % |
| 92 | 1,845 % | 3,068 % | 3,408 % | 3,174 % | 4,576 % | 5,340 % |
| 93 | 1,853 % | 3,074 % | 3,410 % | 3,179 % | 4,575 % | 5,331 % |
| 94 | 1,861 % | 3,079 % | 3,412 % | 3,183 % | 4,574 % | 5,322 % |
| 95 | 1,869 % | 3,085 % | 3,414 % | 3,187 % | 4,573 % | 5,314 % |
| 96 | 1,876 % | 3,090 % | 3,416 % | 3,192 % | 4,573 % | 5,305 % |
| 97 | 1,884 % | 3,095 % | 3,418 % | 3,196 % | 4,572 % | 5,297 % |
| 98 | 1,891 % | 3,101 % | 3,420 % | 3,200 % | 4,571 % | 5,289 % |
| 99 | 1,898 % | 3,106 % | 3,422 % | 3,204 % | 4,571 % | 5,281 % |
| 100 | 1,905 % | 3,111 % | 3,423 % | 3,208 % | 4,570 % | 5,273 % |
| 101 | 1,912 % | 3,115 % | 3,425 % | 3,212 % | 4,569 % | 5,265 % |
| 102 | 1,919 % | 3,120 % | 3,427 % | 3,216 % | 4,568 % | 5,258 % |
| 103 | 1,925 % | 3,125 % | 3,428 % | 3,219 % | 4,568 % | 5,250 % |
| 104 | 1,932 % | 3,129 % | 3,430 % | 3,223 % | 4,567 % | 5,243 % |
| 105 | 1,938 % | 3,134 % | 3,432 % | 3,227 % | 4,566 % | 5,236 % |
| 106 | 1,944 % | 3,138 % | 3,433 % | 3,230 % | 4,566 % | 5,229 % |
| 107 | 1,950 % | 3,143 % | 3,435 % | 3,234 % | 4,565 % | 5,222 % |
| 108 | 1,956 % | 3,147 % | 3,436 % | 3,237 % | 4,565 % | 5,215 % |
| 109 | 1,962 % | 3,151 % | 3,438 % | 3,240 % | 4,564 % | 5,209 % |
| 110 | 1,968 % | 3,155 % | 3,439 % | 3,244 % | 4,563 % | 5,202 % |
| 111 | 1,974 % | 3,159 % | 3,441 % | 3,247 % | 4,563 % | 5,196 % |
| 112 | 1,979 % | 3,163 % | 3,442 % | 3,250 % | 4,562 % | 5,190 % |
| 113 | 1,985 % | 3,167 % | 3,444 % | 3,253 % | 4,562 % | 5,184 % |
| 114 | 1,990 % | 3,171 % | 3,445 % | 3,256 % | 4,561 % | 5,178 % |
| 115 | 1,995 % | 3,174 % | 3,446 % | 3,259 % | 4,561 % | 5,172 % |
| 116 | 2,001 % | 3,178 % | 3,448 % | 3,262 % | 4,560 % | 5,166 % |
| 117 | 2,006 % | 3,182 % | 3,449 % | 3,265 % | 4,560 % | 5,160 % |
| 118 | 2,011 % | 3,185 % | 3,450 % | 3,268 % | 4,559 % | 5,155 % |
| 119 | 2,016 % | 3,189 % | 3,452 % | 3,270 % | 4,559 % | 5,149 % |
| 120 | 2,021 % | 3,192 % | 3,453 % | 3,273 % | 4,558 % | 5,144 % |
| 121 | 2,025 % | 3,195 % | 3,454 % | 3,276 % | 4,558 % | 5,138 % |
| 122 | 2,030 % | 3,199 % | 3,455 % | 3,279 % | 4,557 % | 5,133 % |
| 123 | 2,035 % | 3,202 % | 3,456 % | 3,281 % | 4,557 % | 5,128 % |
| 124 | 2,039 % | 3,205 % | 3,458 % | 3,284 % | 4,556 % | 5,123 % |
| 125 | 2,044 % | 3,208 % | 3,459 % | 3,286 % | 4,556 % | 5,118 % |
| 126 | 2,048 % | 3,211 % | 3,460 % | 3,289 % | 4,555 % | 5,113 % |
| 127 | 2,052 % | 3,214 % | 3,461 % | 3,291 % | 4,555 % | 5,108 % |
| 128 | 2,057 % | 3,217 % | 3,462 % | 3,294 % | 4,555 % | 5,103 % |
| 129 | 2,061 % | 3,220 % | 3,463 % | 3,296 % | 4,554 % | 5,099 % |
| 130 | 2,065 % | 3,223 % | 3,464 % | 3,298 % | 4,554 % | 5,094 % |
| 131 | 2,069 % | 3,226 % | 3,465 % | 3,301 % | 4,553 % | 5,089 % |
| 132 | 2,073 % | 3,229 % | 3,466 % | 3,303 % | 4,553 % | 5,085 % |
| 133 | 2,077 % | 3,232 % | 3,467 % | 3,305 % | 4,552 % | 5,081 % |
| 134 | 2,081 % | 3,235 % | 3,468 % | 3,307 % | 4,552 % | 5,076 % |
| 135 | 2,085 % | 3,237 % | 3,469 % | 3,309 % | 4,552 % | 5,072 % |
| 136 | 2,089 % | 3,240 % | 3,470 % | 3,312 % | 4,551 % | 5,068 % |
| 137 | 2,092 % | 3,243 % | 3,471 % | 3,314 % | 4,551 % | 5,064 % |
| 138 | 2,096 % | 3,245 % | 3,472 % | 3,316 % | 4,551 % | 5,059 % |
| 139 | 2,100 % | 3,248 % | 3,473 % | 3,318 % | 4,550 % | 5,055 % |
| 140 | 2,103 % | 3,250 % | 3,474 % | 3,320 % | 4,550 % | 5,051 % |
| 141 | 2,107 % | 3,253 % | 3,475 % | 3,322 % | 4,550 % | 5,048 % |
| 142 | 2,110 % | 3,255 % | 3,476 % | 3,324 % | 4,549 % | 5,044 % |
| 143 | 2,113 % | 3,257 % | 3,476 % | 3,326 % | 4,549 % | 5,040 % |
| 144 | 2,117 % | 3,260 % | 3,477 % | 3,328 % | 4,548 % | 5,036 % |
| 145 | 2,120 % | 3,262 % | 3,478 % | 3,329 % | 4,548 % | 5,032 % |
| 146 | 2,123 % | 3,265 % | 3,479 % | 3,331 % | 4,548 % | 5,029 % |
| 147 | 2,127 % | 3,267 % | 3,480 % | 3,333 % | 4,547 % | 5,025 % |
| 148 | 2,130 % | 3,269 % | 3,481 % | 3,335 % | 4,547 % | 5,022 % |
| 149 | 2,133 % | 3,271 % | 3,481 % | 3,337 % | 4,547 % | 5,018 % |
| 150 | 2,136 % | 3,273 % | 3,482 % | 3,338 % | 4,547 % | 5,015 % |
| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,190 % | 3,560 % | 4,327 % | -0,003 % | 0,265 % | 3,641 % |
| 2 | 0,270 % | 4,254 % | 4,872 % | 0,055 % | 0,376 % | 4,209 % |
| 3 | 0,472 % | 4,838 % | 5,321 % | 0,107 % | 0,565 % | 4,705 % |
| 4 | 0,727 % | 5,325 % | 5,686 % | 0,150 % | 0,793 % | 5,295 % |
| 5 | 0,962 % | 5,688 % | 5,955 % | 0,188 % | 1,035 % | 5,886 % |
| 6 | 1,152 % | 5,952 % | 6,210 % | 0,220 % | 1,263 % | 6,417 % |
| 7 | 1,306 % | 6,141 % | 6,436 % | 0,247 % | 1,468 % | 6,892 % |
| 8 | 1,435 % | 6,274 % | 6,620 % | 0,271 % | 1,647 % | 7,322 % |
| 9 | 1,544 % | 6,372 % | 6,778 % | 0,293 % | 1,800 % | 7,711 % |
| 10 | 1,636 % | 6,452 % | 6,931 % | 0,311 % | 1,928 % | 8,066 % |
| 11 | 1,715 % | 6,509 % | 7,086 % | 0,355 % | 2,038 % | 8,389 % |
| 12 | 1,784 % | 6,545 % | 7,242 % | 0,421 % | 2,135 % | 8,676 % |
| 13 | 1,847 % | 6,566 % | 7,392 % | 0,499 % | 2,221 % | 8,925 % |
| 14 | 1,905 % | 6,576 % | 7,533 % | 0,584 % | 2,298 % | 9,131 % |
| 15 | 1,960 % | 6,577 % | 7,662 % | 0,673 % | 2,367 % | 9,289 % |
| 16 | 2,014 % | 6,572 % | 7,777 % | 0,763 % | 2,429 % | 9,395 % |
| 17 | 2,065 % | 6,562 % | 7,876 % | 0,852 % | 2,486 % | 9,457 % |
| 18 | 2,115 % | 6,548 % | 7,956 % | 0,940 % | 2,538 % | 9,484 % |
| 19 | 2,163 % | 6,532 % | 8,015 % | 1,025 % | 2,586 % | 9,483 % |
| 20 | 2,208 % | 6,514 % | 8,051 % | 1,107 % | 2,629 % | 9,461 % |
| 21 | 2,252 % | 6,495 % | 8,063 % | 1,186 % | 2,669 % | 9,422 % |
| 22 | 2,294 % | 6,475 % | 8,054 % | 1,262 % | 2,706 % | 9,369 % |
| 23 | 2,334 % | 6,455 % | 8,029 % | 1,335 % | 2,739 % | 9,307 % |
| 24 | 2,372 % | 6,434 % | 7,991 % | 1,405 % | 2,770 % | 9,237 % |
| 25 | 2,408 % | 6,413 % | 7,943 % | 1,471 % | 2,799 % | 9,162 % |
| 26 | 2,443 % | 6,392 % | 7,888 % | 1,535 % | 2,826 % | 9,084 % |
| 27 | 2,476 % | 6,371 % | 7,828 % | 1,596 % | 2,852 % | 9,004 % |
| 28 | 2,507 % | 6,351 % | 7,764 % | 1,654 % | 2,875 % | 8,923 % |
| 29 | 2,538 % | 6,331 % | 7,698 % | 1,709 % | 2,898 % | 8,842 % |
| 30 | 2,566 % | 6,311 % | 7,631 % | 1,762 % | 2,918 % | 8,761 % |
| 31 | 2,594 % | 6,292 % | 7,563 % | 1,812 % | 2,938 % | 8,681 % |
| 32 | 2,620 % | 6,274 % | 7,495 % | 1,861 % | 2,957 % | 8,603 % |
| 33 | 2,645 % | 6,256 % | 7,428 % | 1,907 % | 2,974 % | 8,527 % |
| 34 | 2,670 % | 6,238 % | 7,362 % | 1,951 % | 2,991 % | 8,453 % |
| 35 | 2,693 % | 6,222 % | 7,298 % | 1,993 % | 3,007 % | 8,381 % |
| 36 | 2,715 % | 6,205 % | 7,234 % | 2,033 % | 3,022 % | 8,311 % |
| 37 | 2,736 % | 6,189 % | 7,173 % | 2,071 % | 3,036 % | 8,244 % |
| 38 | 2,756 % | 6,174 % | 7,114 % | 2,108 % | 3,050 % | 8,179 % |
| 39 | 2,776 % | 6,159 % | 7,056 % | 2,143 % | 3,063 % | 8,116 % |
| 40 | 2,794 % | 6,145 % | 7,000 % | 2,177 % | 3,075 % | 8,056 % |
| 41 | 2,812 % | 6,131 % | 6,946 % | 2,209 % | 3,087 % | 7,997 % |
| 42 | 2,830 % | 6,118 % | 6,894 % | 2,240 % | 3,099 % | 7,941 % |
| 43 | 2,846 % | 6,105 % | 6,844 % | 2,270 % | 3,109 % | 7,887 % |
| 44 | 2,862 % | 6,092 % | 6,795 % | 2,299 % | 3,120 % | 7,835 % |
| 45 | 2,877 % | 6,080 % | 6,749 % | 2,326 % | 3,130 % | 7,785 % |
| 46 | 2,892 % | 6,069 % | 6,704 % | 2,353 % | 3,140 % | 7,737 % |
| 47 | 2,906 % | 6,058 % | 6,660 % | 2,378 % | 3,149 % | 7,691 % |
| 48 | 2,920 % | 6,047 % | 6,618 % | 2,403 % | 3,158 % | 7,646 % |
| 49 | 2,933 % | 6,036 % | 6,578 % | 2,426 % | 3,166 % | 7,603 % |
| 50 | 2,946 % | 6,026 % | 6,539 % | 2,449 % | 3,175 % | 7,562 % |
| 51 | 2,958 % | 6,016 % | 6,502 % | 2,471 % | 3,182 % | 7,522 % |
| 52 | 2,970 % | 6,007 % | 6,466 % | 2,492 % | 3,190 % | 7,483 % |
| 53 | 2,982 % | 5,998 % | 6,431 % | 2,512 % | 3,198 % | 7,446 % |
| 54 | 2,993 % | 5,989 % | 6,397 % | 2,532 % | 3,205 % | 7,410 % |
| 55 | 3,003 % | 5,980 % | 6,365 % | 2,551 % | 3,212 % | 7,376 % |
| 56 | 3,014 % | 5,972 % | 6,333 % | 2,569 % | 3,218 % | 7,342 % |
| 57 | 3,024 % | 5,964 % | 6,303 % | 2,587 % | 3,225 % | 7,310 % |
| 58 | 3,033 % | 5,956 % | 6,274 % | 2,604 % | 3,231 % | 7,279 % |
| 59 | 3,043 % | 5,949 % | 6,245 % | 2,621 % | 3,237 % | 7,249 % |
| 60 | 3,052 % | 5,941 % | 6,218 % | 2,637 % | 3,243 % | 7,219 % |
| 61 | 3,061 % | 5,934 % | 6,191 % | 2,652 % | 3,249 % | 7,191 % |
| 62 | 3,069 % | 5,927 % | 6,166 % | 2,667 % | 3,254 % | 7,164 % |
| 63 | 3,077 % | 5,921 % | 6,141 % | 2,682 % | 3,259 % | 7,137 % |
| 64 | 3,086 % | 5,914 % | 6,116 % | 2,696 % | 3,265 % | 7,112 % |
| 65 | 3,093 % | 5,908 % | 6,093 % | 2,710 % | 3,270 % | 7,087 % |
| 66 | 3,101 % | 5,902 % | 6,070 % | 2,723 % | 3,275 % | 7,063 % |
| 67 | 3,108 % | 5,896 % | 6,048 % | 2,736 % | 3,279 % | 7,039 % |
| 68 | 3,115 % | 5,890 % | 6,027 % | 2,749 % | 3,284 % | 7,016 % |
| 69 | 3,122 % | 5,885 % | 6,006 % | 2,761 % | 3,288 % | 6,994 % |
| 70 | 3,129 % | 5,879 % | 5,986 % | 2,773 % | 3,293 % | 6,973 % |
| 71 | 3,136 % | 5,874 % | 5,966 % | 2,785 % | 3,297 % | 6,952 % |
| 72 | 3,142 % | 5,869 % | 5,947 % | 2,796 % | 3,301 % | 6,932 % |
| 73 | 3,148 % | 5,864 % | 5,929 % | 2,807 % | 3,305 % | 6,912 % |
| 74 | 3,154 % | 5,859 % | 5,911 % | 2,817 % | 3,309 % | 6,893 % |
| 75 | 3,160 % | 5,854 % | 5,893 % | 2,828 % | 3,313 % | 6,874 % |
| 76 | 3,166 % | 5,849 % | 5,876 % | 2,838 % | 3,317 % | 6,856 % |
| 77 | 3,172 % | 5,845 % | 5,859 % | 2,848 % | 3,320 % | 6,838 % |
| 78 | 3,177 % | 5,840 % | 5,843 % | 2,857 % | 3,324 % | 6,821 % |
| 79 | 3,182 % | 5,836 % | 5,827 % | 2,867 % | 3,327 % | 6,804 % |
| 80 | 3,187 % | 5,832 % | 5,812 % | 2,876 % | 3,331 % | 6,788 % |
| 81 | 3,193 % | 5,828 % | 5,797 % | 2,885 % | 3,334 % | 6,772 % |
| 82 | 3,197 % | 5,824 % | 5,782 % | 2,893 % | 3,337 % | 6,756 % |
| 83 | 3,202 % | 5,820 % | 5,768 % | 2,902 % | 3,340 % | 6,741 % |
| 84 | 3,207 % | 5,816 % | 5,754 % | 2,910 % | 3,343 % | 6,726 % |
| 85 | 3,212 % | 5,812 % | 5,740 % | 2,918 % | 3,346 % | 6,712 % |
| 86 | 3,216 % | 5,809 % | 5,727 % | 2,926 % | 3,349 % | 6,697 % |
| 87 | 3,221 % | 5,805 % | 5,714 % | 2,934 % | 3,352 % | 6,684 % |
| 88 | 3,225 % | 5,802 % | 5,701 % | 2,941 % | 3,355 % | 6,670 % |
| 89 | 3,229 % | 5,798 % | 5,689 % | 2,949 % | 3,358 % | 6,657 % |
| 90 | 3,233 % | 5,795 % | 5,677 % | 2,956 % | 3,360 % | 6,644 % |
| 91 | 3,237 % | 5,792 % | 5,665 % | 2,963 % | 3,363 % | 6,631 % |
| 92 | 3,241 % | 5,789 % | 5,653 % | 2,970 % | 3,365 % | 6,619 % |
| 93 | 3,245 % | 5,786 % | 5,642 % | 2,977 % | 3,368 % | 6,607 % |
| 94 | 3,249 % | 5,783 % | 5,631 % | 2,983 % | 3,370 % | 6,595 % |
| 95 | 3,252 % | 5,780 % | 5,620 % | 2,990 % | 3,373 % | 6,583 % |
| 96 | 3,256 % | 5,777 % | 5,609 % | 2,996 % | 3,375 % | 6,572 % |
| 97 | 3,260 % | 5,774 % | 5,598 % | 3,002 % | 3,377 % | 6,561 % |
| 98 | 3,263 % | 5,771 % | 5,588 % | 3,008 % | 3,380 % | 6,550 % |
| 99 | 3,266 % | 5,768 % | 5,578 % | 3,014 % | 3,382 % | 6,539 % |
| 100 | 3,270 % | 5,766 % | 5,568 % | 3,020 % | 3,384 % | 6,529 % |
| 101 | 3,273 % | 5,763 % | 5,559 % | 3,026 % | 3,386 % | 6,519 % |
| 102 | 3,276 % | 5,760 % | 5,549 % | 3,031 % | 3,388 % | 6,509 % |
| 103 | 3,279 % | 5,758 % | 5,540 % | 3,037 % | 3,390 % | 6,499 % |
| 104 | 3,282 % | 5,755 % | 5,531 % | 3,042 % | 3,392 % | 6,489 % |
| 105 | 3,285 % | 5,753 % | 5,522 % | 3,048 % | 3,394 % | 6,480 % |
| 106 | 3,288 % | 5,751 % | 5,513 % | 3,053 % | 3,396 % | 6,470 % |
| 107 | 3,291 % | 5,748 % | 5,505 % | 3,058 % | 3,398 % | 6,461 % |
| 108 | 3,294 % | 5,746 % | 5,496 % | 3,063 % | 3,400 % | 6,452 % |
| 109 | 3,297 % | 5,744 % | 5,488 % | 3,068 % | 3,402 % | 6,444 % |
| 110 | 3,300 % | 5,741 % | 5,480 % | 3,073 % | 3,404 % | 6,435 % |
| 111 | 3,302 % | 5,739 % | 5,472 % | 3,077 % | 3,405 % | 6,427 % |
| 112 | 3,305 % | 5,737 % | 5,464 % | 3,082 % | 3,407 % | 6,418 % |
| 113 | 3,308 % | 5,735 % | 5,457 % | 3,087 % | 3,409 % | 6,410 % |
| 114 | 3,310 % | 5,733 % | 5,449 % | 3,091 % | 3,411 % | 6,402 % |
| 115 | 3,313 % | 5,731 % | 5,442 % | 3,096 % | 3,412 % | 6,394 % |
| 116 | 3,315 % | 5,729 % | 5,434 % | 3,100 % | 3,414 % | 6,386 % |
| 117 | 3,318 % | 5,727 % | 5,427 % | 3,104 % | 3,415 % | 6,379 % |
| 118 | 3,320 % | 5,725 % | 5,420 % | 3,108 % | 3,417 % | 6,371 % |
| 119 | 3,322 % | 5,723 % | 5,413 % | 3,112 % | 3,418 % | 6,364 % |
| 120 | 3,325 % | 5,721 % | 5,406 % | 3,116 % | 3,420 % | 6,357 % |
| 121 | 3,327 % | 5,719 % | 5,400 % | 3,120 % | 3,421 % | 6,350 % |
| 122 | 3,329 % | 5,718 % | 5,393 % | 3,124 % | 3,423 % | 6,343 % |
| 123 | 3,331 % | 5,716 % | 5,387 % | 3,128 % | 3,424 % | 6,336 % |
| 124 | 3,334 % | 5,714 % | 5,380 % | 3,132 % | 3,426 % | 6,329 % |
| 125 | 3,336 % | 5,712 % | 5,374 % | 3,136 % | 3,427 % | 6,322 % |
| 126 | 3,338 % | 5,711 % | 5,368 % | 3,139 % | 3,429 % | 6,316 % |
| 127 | 3,340 % | 5,709 % | 5,362 % | 3,143 % | 3,430 % | 6,309 % |
| 128 | 3,342 % | 5,707 % | 5,356 % | 3,147 % | 3,431 % | 6,303 % |
| 129 | 3,344 % | 5,706 % | 5,350 % | 3,150 % | 3,433 % | 6,297 % |
| 130 | 3,346 % | 5,704 % | 5,344 % | 3,154 % | 3,434 % | 6,291 % |
| 131 | 3,348 % | 5,703 % | 5,338 % | 3,157 % | 3,435 % | 6,285 % |
| 132 | 3,350 % | 5,701 % | 5,333 % | 3,160 % | 3,436 % | 6,279 % |
| 133 | 3,352 % | 5,700 % | 5,327 % | 3,164 % | 3,438 % | 6,273 % |
| 134 | 3,353 % | 5,698 % | 5,322 % | 3,167 % | 3,439 % | 6,267 % |
| 135 | 3,355 % | 5,697 % | 5,316 % | 3,170 % | 3,440 % | 6,261 % |
| 136 | 3,357 % | 5,695 % | 5,311 % | 3,173 % | 3,441 % | 6,256 % |
| 137 | 3,359 % | 5,694 % | 5,306 % | 3,176 % | 3,442 % | 6,250 % |
| 138 | 3,361 % | 5,692 % | 5,301 % | 3,179 % | 3,443 % | 6,245 % |
| 139 | 3,362 % | 5,691 % | 5,296 % | 3,182 % | 3,445 % | 6,239 % |
| 140 | 3,364 % | 5,690 % | 5,291 % | 3,185 % | 3,446 % | 6,234 % |
| 141 | 3,366 % | 5,688 % | 5,286 % | 3,188 % | 3,447 % | 6,229 % |
| 142 | 3,367 % | 5,687 % | 5,281 % | 3,191 % | 3,448 % | 6,224 % |
| 143 | 3,369 % | 5,686 % | 5,276 % | 3,194 % | 3,449 % | 6,219 % |
| 144 | 3,371 % | 5,684 % | 5,272 % | 3,197 % | 3,450 % | 6,214 % |
| 145 | 3,372 % | 5,683 % | 5,267 % | 3,200 % | 3,451 % | 6,209 % |
| 146 | 3,374 % | 5,682 % | 5,262 % | 3,202 % | 3,452 % | 6,204 % |
| 147 | 3,375 % | 5,681 % | 5,258 % | 3,205 % | 3,453 % | 6,199 % |
| 148 | 3,377 % | 5,679 % | 5,253 % | 3,208 % | 3,454 % | 6,194 % |
| 149 | 3,378 % | 5,678 % | 5,249 % | 3,210 % | 3,455 % | 6,190 % |
| 150 | 3,380 % | 5,677 % | 5,245 % | 3,213 % | 3,456 % | 6,185 % |
| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 4,887 % | 2,229 % | 1,547 % | 4,738 % | 0,225 % | 0,664 % |
| 2 | 6,364 % | 2,342 % | 1,821 % | 5,376 % | 0,343 % | 0,871 % |
| 3 | 7,250 % | 2,443 % | 2,056 % | 5,823 % | 0,550 % | 1,062 % |
| 4 | 7,858 % | 2,536 % | 2,272 % | 6,172 % | 0,790 % | 1,206 % |
| 5 | 8,236 % | 2,625 % | 2,463 % | 6,419 % | 1,014 % | 1,301 % |
| 6 | 8,482 % | 2,712 % | 2,647 % | 6,601 % | 1,204 % | 1,365 % |
| 7 | 8,636 % | 2,794 % | 2,834 % | 6,731 % | 1,360 % | 1,420 % |
| 8 | 8,714 % | 2,871 % | 3,021 % | 6,814 % | 1,484 % | 1,472 % |
| 9 | 8,751 % | 2,943 % | 3,210 % | 6,867 % | 1,577 % | 1,514 % |
| 10 | 8,759 % | 3,010 % | 3,400 % | 6,900 % | 1,642 % | 1,540 % |
| 11 | 8,740 % | 3,073 % | 3,584 % | 6,911 % | 1,682 % | 1,548 % |
| 12 | 8,702 % | 3,130 % | 3,752 % | 6,906 % | 1,704 % | 1,545 % |
| 13 | 8,650 % | 3,184 % | 3,900 % | 6,888 % | 1,718 % | 1,537 % |
| 14 | 8,589 % | 3,234 % | 4,029 % | 6,861 % | 1,726 % | 1,530 % |
| 15 | 8,521 % | 3,282 % | 4,137 % | 6,827 % | 1,734 % | 1,525 % |
| 16 | 8,449 % | 3,326 % | 4,226 % | 6,789 % | 1,743 % | 1,524 % |
| 17 | 8,374 % | 3,367 % | 4,298 % | 6,747 % | 1,754 % | 1,529 % |
| 18 | 8,298 % | 3,407 % | 4,355 % | 6,702 % | 1,769 % | 1,539 % |
| 19 | 8,222 % | 3,444 % | 4,400 % | 6,657 % | 1,788 % | 1,556 % |
| 20 | 8,147 % | 3,479 % | 4,433 % | 6,610 % | 1,812 % | 1,580 % |
| 21 | 8,073 % | 3,512 % | 4,456 % | 6,564 % | 1,841 % | 1,611 % |
| 22 | 8,000 % | 3,543 % | 4,471 % | 6,518 % | 1,874 % | 1,646 % |
| 23 | 7,929 % | 3,573 % | 4,478 % | 6,473 % | 1,909 % | 1,685 % |
| 24 | 7,860 % | 3,601 % | 4,480 % | 6,429 % | 1,946 % | 1,726 % |
| 25 | 7,793 % | 3,628 % | 4,478 % | 6,385 % | 1,984 % | 1,768 % |
| 26 | 7,728 % | 3,653 % | 4,473 % | 6,343 % | 2,022 % | 1,811 % |
| 27 | 7,666 % | 3,677 % | 4,465 % | 6,302 % | 2,059 % | 1,854 % |
| 28 | 7,606 % | 3,701 % | 4,455 % | 6,262 % | 2,097 % | 1,896 % |
| 29 | 7,548 % | 3,723 % | 4,443 % | 6,224 % | 2,133 % | 1,938 % |
| 30 | 7,493 % | 3,744 % | 4,430 % | 6,187 % | 2,169 % | 1,978 % |
| 31 | 7,440 % | 3,764 % | 4,416 % | 6,151 % | 2,204 % | 2,018 % |
| 32 | 7,388 % | 3,783 % | 4,402 % | 6,117 % | 2,238 % | 2,057 % |
| 33 | 7,339 % | 3,801 % | 4,387 % | 6,084 % | 2,271 % | 2,094 % |
| 34 | 7,292 % | 3,818 % | 4,372 % | 6,052 % | 2,303 % | 2,131 % |
| 35 | 7,247 % | 3,835 % | 4,357 % | 6,021 % | 2,334 % | 2,166 % |
| 36 | 7,203 % | 3,851 % | 4,342 % | 5,992 % | 2,364 % | 2,200 % |
| 37 | 7,162 % | 3,866 % | 4,327 % | 5,963 % | 2,393 % | 2,233 % |
| 38 | 7,122 % | 3,881 % | 4,313 % | 5,936 % | 2,420 % | 2,264 % |
| 39 | 7,083 % | 3,895 % | 4,298 % | 5,910 % | 2,447 % | 2,295 % |
| 40 | 7,047 % | 3,909 % | 4,284 % | 5,885 % | 2,473 % | 2,324 % |
| 41 | 7,011 % | 3,922 % | 4,270 % | 5,860 % | 2,498 % | 2,352 % |
| 42 | 6,977 % | 3,934 % | 4,257 % | 5,837 % | 2,522 % | 2,379 % |
| 43 | 6,945 % | 3,946 % | 4,243 % | 5,815 % | 2,545 % | 2,406 % |
| 44 | 6,914 % | 3,958 % | 4,231 % | 5,793 % | 2,567 % | 2,431 % |
| 45 | 6,883 % | 3,969 % | 4,218 % | 5,772 % | 2,588 % | 2,455 % |
| 46 | 6,854 % | 3,980 % | 4,206 % | 5,752 % | 2,609 % | 2,479 % |
| 47 | 6,827 % | 3,990 % | 4,194 % | 5,733 % | 2,629 % | 2,501 % |
| 48 | 6,800 % | 4,000 % | 4,183 % | 5,714 % | 2,648 % | 2,523 % |
| 49 | 6,774 % | 4,010 % | 4,172 % | 5,696 % | 2,667 % | 2,544 % |
| 50 | 6,749 % | 4,019 % | 4,161 % | 5,679 % | 2,685 % | 2,564 % |
| 51 | 6,725 % | 4,028 % | 4,151 % | 5,662 % | 2,702 % | 2,584 % |
| 52 | 6,702 % | 4,037 % | 4,141 % | 5,646 % | 2,718 % | 2,603 % |
| 53 | 6,680 % | 4,045 % | 4,131 % | 5,630 % | 2,735 % | 2,621 % |
| 54 | 6,658 % | 4,053 % | 4,122 % | 5,615 % | 2,750 % | 2,639 % |
| 55 | 6,637 % | 4,061 % | 4,113 % | 5,601 % | 2,765 % | 2,656 % |
| 56 | 6,617 % | 4,068 % | 4,104 % | 5,587 % | 2,780 % | 2,672 % |
| 57 | 6,598 % | 4,076 % | 4,095 % | 5,573 % | 2,794 % | 2,688 % |
| 58 | 6,579 % | 4,083 % | 4,087 % | 5,560 % | 2,807 % | 2,704 % |
| 59 | 6,561 % | 4,090 % | 4,079 % | 5,547 % | 2,821 % | 2,718 % |
| 60 | 6,543 % | 4,096 % | 4,071 % | 5,535 % | 2,833 % | 2,733 % |
| 61 | 6,526 % | 4,103 % | 4,063 % | 5,523 % | 2,846 % | 2,747 % |
| 62 | 6,510 % | 4,109 % | 4,056 % | 5,512 % | 2,858 % | 2,760 % |
| 63 | 6,494 % | 4,115 % | 4,049 % | 5,500 % | 2,869 % | 2,774 % |
| 64 | 6,478 % | 4,121 % | 4,042 % | 5,490 % | 2,881 % | 2,786 % |
| 65 | 6,463 % | 4,127 % | 4,035 % | 5,479 % | 2,891 % | 2,799 % |
| 66 | 6,449 % | 4,132 % | 4,029 % | 5,469 % | 2,902 % | 2,811 % |
| 67 | 6,435 % | 4,138 % | 4,022 % | 5,459 % | 2,912 % | 2,822 % |
| 68 | 6,421 % | 4,143 % | 4,016 % | 5,449 % | 2,922 % | 2,834 % |
| 69 | 6,408 % | 4,148 % | 4,010 % | 5,440 % | 2,932 % | 2,845 % |
| 70 | 6,395 % | 4,153 % | 4,004 % | 5,431 % | 2,942 % | 2,855 % |
| 71 | 6,382 % | 4,158 % | 3,999 % | 5,422 % | 2,951 % | 2,866 % |
| 72 | 6,370 % | 4,162 % | 3,993 % | 5,413 % | 2,960 % | 2,876 % |
| 73 | 6,358 % | 4,167 % | 3,988 % | 5,405 % | 2,968 % | 2,886 % |
| 74 | 6,346 % | 4,171 % | 3,983 % | 5,397 % | 2,977 % | 2,895 % |
| 75 | 6,335 % | 4,176 % | 3,978 % | 5,389 % | 2,985 % | 2,905 % |
| 76 | 6,324 % | 4,180 % | 3,973 % | 5,381 % | 2,993 % | 2,914 % |
| 77 | 6,313 % | 4,184 % | 3,968 % | 5,373 % | 3,001 % | 2,923 % |
| 78 | 6,303 % | 4,188 % | 3,963 % | 5,366 % | 3,009 % | 2,931 % |
| 79 | 6,292 % | 4,192 % | 3,958 % | 5,359 % | 3,016 % | 2,940 % |
| 80 | 6,283 % | 4,196 % | 3,954 % | 5,352 % | 3,023 % | 2,948 % |
| 81 | 6,273 % | 4,200 % | 3,950 % | 5,345 % | 3,031 % | 2,956 % |
| 82 | 6,263 % | 4,203 % | 3,945 % | 5,338 % | 3,037 % | 2,964 % |
| 83 | 6,254 % | 4,207 % | 3,941 % | 5,332 % | 3,044 % | 2,972 % |
| 84 | 6,245 % | 4,210 % | 3,937 % | 5,326 % | 3,051 % | 2,979 % |
| 85 | 6,236 % | 4,214 % | 3,933 % | 5,319 % | 3,057 % | 2,986 % |
| 86 | 6,228 % | 4,217 % | 3,929 % | 5,313 % | 3,064 % | 2,993 % |
| 87 | 6,219 % | 4,220 % | 3,926 % | 5,307 % | 3,070 % | 3,000 % |
| 88 | 6,211 % | 4,223 % | 3,922 % | 5,302 % | 3,076 % | 3,007 % |
| 89 | 6,203 % | 4,226 % | 3,918 % | 5,296 % | 3,082 % | 3,014 % |
| 90 | 6,195 % | 4,229 % | 3,915 % | 5,291 % | 3,087 % | 3,020 % |
| 91 | 6,188 % | 4,232 % | 3,911 % | 5,285 % | 3,093 % | 3,027 % |
| 92 | 6,180 % | 4,235 % | 3,908 % | 5,280 % | 3,098 % | 3,033 % |
| 93 | 6,173 % | 4,238 % | 3,904 % | 5,275 % | 3,104 % | 3,039 % |
| 94 | 6,166 % | 4,241 % | 3,901 % | 5,270 % | 3,109 % | 3,045 % |
| 95 | 6,159 % | 4,244 % | 3,898 % | 5,265 % | 3,114 % | 3,051 % |
| 96 | 6,152 % | 4,246 % | 3,895 % | 5,260 % | 3,119 % | 3,056 % |
| 97 | 6,145 % | 4,249 % | 3,892 % | 5,255 % | 3,124 % | 3,062 % |
| 98 | 6,138 % | 4,251 % | 3,889 % | 5,250 % | 3,129 % | 3,067 % |
| 99 | 6,132 % | 4,254 % | 3,886 % | 5,246 % | 3,134 % | 3,073 % |
| 100 | 6,126 % | 4,256 % | 3,883 % | 5,241 % | 3,138 % | 3,078 % |
| 101 | 6,119 % | 4,259 % | 3,880 % | 5,237 % | 3,143 % | 3,083 % |
| 102 | 6,113 % | 4,261 % | 3,878 % | 5,233 % | 3,147 % | 3,088 % |
| 103 | 6,107 % | 4,263 % | 3,875 % | 5,229 % | 3,152 % | 3,093 % |
| 104 | 6,102 % | 4,266 % | 3,872 % | 5,224 % | 3,156 % | 3,098 % |
| 105 | 6,096 % | 4,268 % | 3,870 % | 5,220 % | 3,160 % | 3,103 % |
| 106 | 6,090 % | 4,270 % | 3,867 % | 5,216 % | 3,164 % | 3,108 % |
| 107 | 6,085 % | 4,272 % | 3,865 % | 5,212 % | 3,169 % | 3,112 % |
| 108 | 6,079 % | 4,274 % | 3,862 % | 5,209 % | 3,173 % | 3,117 % |
| 109 | 6,074 % | 4,276 % | 3,860 % | 5,205 % | 3,176 % | 3,121 % |
| 110 | 6,069 % | 4,278 % | 3,857 % | 5,201 % | 3,180 % | 3,125 % |
| 111 | 6,063 % | 4,280 % | 3,855 % | 5,198 % | 3,184 % | 3,130 % |
| 112 | 6,058 % | 4,282 % | 3,853 % | 5,194 % | 3,188 % | 3,134 % |
| 113 | 6,053 % | 4,284 % | 3,851 % | 5,191 % | 3,191 % | 3,138 % |
| 114 | 6,049 % | 4,286 % | 3,848 % | 5,187 % | 3,195 % | 3,142 % |
| 115 | 6,044 % | 4,288 % | 3,846 % | 5,184 % | 3,198 % | 3,146 % |
| 116 | 6,039 % | 4,290 % | 3,844 % | 5,180 % | 3,202 % | 3,150 % |
| 117 | 6,035 % | 4,292 % | 3,842 % | 5,177 % | 3,205 % | 3,154 % |
| 118 | 6,030 % | 4,293 % | 3,840 % | 5,174 % | 3,209 % | 3,157 % |
| 119 | 6,026 % | 4,295 % | 3,838 % | 5,171 % | 3,212 % | 3,161 % |
| 120 | 6,021 % | 4,297 % | 3,836 % | 5,168 % | 3,215 % | 3,165 % |
| 121 | 6,017 % | 4,299 % | 3,834 % | 5,165 % | 3,218 % | 3,168 % |
| 122 | 6,013 % | 4,300 % | 3,832 % | 5,162 % | 3,221 % | 3,172 % |
| 123 | 6,008 % | 4,302 % | 3,830 % | 5,159 % | 3,225 % | 3,175 % |
| 124 | 6,004 % | 4,303 % | 3,828 % | 5,156 % | 3,228 % | 3,179 % |
| 125 | 6,000 % | 4,305 % | 3,826 % | 5,153 % | 3,231 % | 3,182 % |
| 126 | 5,996 % | 4,307 % | 3,825 % | 5,150 % | 3,233 % | 3,186 % |
| 127 | 5,992 % | 4,308 % | 3,823 % | 5,147 % | 3,236 % | 3,189 % |
| 128 | 5,988 % | 4,310 % | 3,821 % | 5,145 % | 3,239 % | 3,192 % |
| 129 | 5,985 % | 4,311 % | 3,819 % | 5,142 % | 3,242 % | 3,195 % |
| 130 | 5,981 % | 4,313 % | 3,818 % | 5,139 % | 3,245 % | 3,198 % |
| Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna |
|---|---|---|---|---|---|---|
| 131 | 5,977 % | 4,314 % | 3,816 % | 5,137 % | 3,247 % | 3,201 % |
| 132 | 5,974 % | 4,315 % | 3,814 % | 5,134 % | 3,250 % | 3,204 % |
| 133 | 5,970 % | 4,317 % | 3,813 % | 5,132 % | 3,253 % | 3,207 % |
| 134 | 5,967 % | 4,318 % | 3,811 % | 5,129 % | 3,255 % | 3,210 % |
| 135 | 5,963 % | 4,319 % | 3,810 % | 5,127 % | 3,258 % | 3,213 % |
| 136 | 5,960 % | 4,321 % | 3,808 % | 5,124 % | 3,260 % | 3,216 % |
| 137 | 5,956 % | 4,322 % | 3,807 % | 5,122 % | 3,263 % | 3,219 % |
| 138 | 5,953 % | 4,323 % | 3,805 % | 5,120 % | 3,265 % | 3,221 % |
| 139 | 5,950 % | 4,325 % | 3,804 % | 5,117 % | 3,268 % | 3,224 % |
| 140 | 5,947 % | 4,326 % | 3,802 % | 5,115 % | 3,270 % | 3,227 % |
| 141 | 5,943 % | 4,327 % | 3,801 % | 5,113 % | 3,272 % | 3,230 % |
| 142 | 5,940 % | 4,328 % | 3,799 % | 5,111 % | 3,275 % | 3,232 % |
| 143 | 5,937 % | 4,330 % | 3,798 % | 5,108 % | 3,277 % | 3,235 % |
| 144 | 5,934 % | 4,331 % | 3,797 % | 5,106 % | 3,279 % | 3,237 % |
| 145 | 5,931 % | 4,332 % | 3,795 % | 5,104 % | 3,281 % | 3,240 % |
| 146 | 5,928 % | 4,333 % | 3,794 % | 5,102 % | 3,284 % | 3,242 % |
| 147 | 5,925 % | 4,334 % | 3,793 % | 5,100 % | 3,286 % | 3,245 % |
| 148 | 5,922 % | 4,335 % | 3,791 % | 5,098 % | 3,288 % | 3,247 % |
| 149 | 5,919 % | 4,336 % | 3,790 % | 5,096 % | 3,290 % | 3,249 % |
| 150 | 5,917 % | 4,337 % | 3,789 % | 5,094 % | 3,292 % | 3,252 % |
| Term to maturity (in years) | Turkish lira | US dollar | Yen | |||
| --- | --- | --- | --- | |||
| 1 | 19,020 % | 0,086 % | -0,145 % | |||
| 2 | 18,801 % | 0,167 % | -0,130 % | |||
| 3 | 18,698 % | 0,392 % | -0,122 % | |||
| 4 | 18,670 % | 0,668 % | -0,111 % | |||
| 5 | 18,708 % | 0,936 % | -0,091 % | |||
| 6 | 18,721 % | 1,163 % | -0,066 % | |||
| 7 | 18,725 % | 1,341 % | -0,039 % | |||
| 8 | 18,744 % | 1,479 % | -0,011 % | |||
| 9 | 18,746 % | 1,595 % | 0,019 % | |||
| 10 | 18,693 % | 1,695 % | 0,053 % | |||
| 11 | 18,587 % | 1,778 % | 0,085 % | |||
| 12 | 18,439 % | 1,847 % | 0,116 % | |||
| 13 | 18,256 % | 1,903 % | 0,147 % | |||
| 14 | 18,044 % | 1,950 % | 0,178 % | |||
| 15 | 17,809 % | 1,989 % | 0,210 % | |||
| 16 | 17,555 % | 2,022 % | 0,242 % | |||
| 17 | 17,286 % | 2,050 % | 0,272 % | |||
| 18 | 17,006 % | 2,073 % | 0,298 % | |||
| 19 | 16,718 % | 2,090 % | 0,319 % | |||
| 20 | 16,425 % | 2,103 % | 0,334 % | |||
| 21 | 16,131 % | 2,111 % | 0,342 % | |||
| 22 | 15,836 % | 2,115 % | 0,347 % | |||
| 23 | 15,544 % | 2,119 % | 0,351 % | |||
| 24 | 15,257 % | 2,123 % | 0,357 % | |||
| 25 | 14,975 % | 2,127 % | 0,365 % | |||
| 26 | 14,700 % | 2,133 % | 0,378 % | |||
| 27 | 14,432 % | 2,139 % | 0,396 % | |||
| 28 | 14,174 % | 2,141 % | 0,418 % | |||
| 29 | 13,923 % | 2,139 % | 0,446 % | |||
| 30 | 13,682 % | 2,132 % | 0,481 % | |||
| 31 | 13,451 % | 2,118 % | 0,521 % | |||
| 32 | 13,228 % | 2,099 % | 0,567 % | |||
| 33 | 13,015 % | 2,078 % | 0,615 % | |||
| 34 | 12,810 % | 2,055 % | 0,665 % | |||
| 35 | 12,614 % | 2,033 % | 0,717 % | |||
| 36 | 12,427 % | 2,010 % | 0,770 % | |||
| 37 | 12,247 % | 1,990 % | 0,822 % | |||
| 38 | 12,076 % | 1,970 % | 0,874 % | |||
| 39 | 11,911 % | 1,953 % | 0,926 % | |||
| 40 | 11,754 % | 1,938 % | 0,977 % | |||
| 41 | 11,604 % | 1,925 % | 1,027 % | |||
| 42 | 11,460 % | 1,915 % | 1,076 % | |||
| 43 | 11,322 % | 1,907 % | 1,124 % | |||
| 44 | 11,190 % | 1,901 % | 1,170 % | |||
| 45 | 11,063 % | 1,898 % | 1,216 % | |||
| 46 | 10,942 % | 1,898 % | 1,260 % | |||
| 47 | 10,825 % | 1,899 % | 1,303 % | |||
| 48 | 10,713 % | 1,904 % | 1,344 % | |||
| 49 | 10,606 % | 1,910 % | 1,384 % | |||
| 50 | 10,502 % | 1,919 % | 1,424 % | |||
| 51 | 10,403 % | 1,931 % | 1,461 % | |||
| 52 | 10,308 % | 1,945 % | 1,498 % | |||
| 53 | 10,216 % | 1,960 % | 1,534 % | |||
| 54 | 10,127 % | 1,976 % | 1,568 % | |||
| 55 | 10,042 % | 1,994 % | 1,602 % | |||
| 56 | 9,959 % | 2,012 % | 1,634 % | |||
| 57 | 9,880 % | 2,030 % | 1,666 % | |||
| 58 | 9,803 % | 2,049 % | 1,696 % | |||
| 59 | 9,729 % | 2,068 % | 1,726 % | |||
| 60 | 9,657 % | 2,088 % | 1,754 % | |||
| 61 | 9,588 % | 2,107 % | 1,782 % | |||
| 62 | 9,521 % | 2,127 % | 1,809 % | |||
| 63 | 9,456 % | 2,146 % | 1,835 % | |||
| 64 | 9,393 % | 2,165 % | 1,861 % | |||
| 65 | 9,332 % | 2,184 % | 1,886 % | |||
| 66 | 9,273 % | 2,202 % | 1,910 % | |||
| 67 | 9,216 % | 2,221 % | 1,933 % | |||
| 68 | 9,160 % | 2,239 % | 1,956 % | |||
| 69 | 9,107 % | 2,257 % | 1,978 % | |||
| 70 | 9,054 % | 2,274 % | 1,999 % | |||
| 71 | 9,003 % | 2,291 % | 2,020 % | |||
| 72 | 8,954 % | 2,308 % | 2,040 % | |||
| 73 | 8,906 % | 2,325 % | 2,060 % | |||
| 74 | 8,859 % | 2,341 % | 2,079 % | |||
| 75 | 8,814 % | 2,357 % | 2,098 % | |||
| 76 | 8,769 % | 2,372 % | 2,116 % | |||
| 77 | 8,726 % | 2,387 % | 2,134 % | |||
| 78 | 8,684 % | 2,402 % | 2,151 % | |||
| 79 | 8,643 % | 2,417 % | 2,168 % | |||
| 80 | 8,604 % | 2,431 % | 2,185 % | |||
| 81 | 8,565 % | 2,445 % | 2,201 % | |||
| 82 | 8,527 % | 2,459 % | 2,217 % | |||
| 83 | 8,490 % | 2,472 % | 2,232 % | |||
| 84 | 8,454 % | 2,485 % | 2,247 % | |||
| 85 | 8,419 % | 2,498 % | 2,262 % | |||
| 86 | 8,384 % | 2,511 % | 2,276 % | |||
| 87 | 8,351 % | 2,523 % | 2,290 % | |||
| 88 | 8,318 % | 2,535 % | 2,303 % | |||
| 89 | 8,286 % | 2,547 % | 2,317 % | |||
| 90 | 8,254 % | 2,558 % | 2,330 % | |||
| 91 | 8,224 % | 2,569 % | 2,343 % | |||
| 92 | 8,194 % | 2,581 % | 2,355 % | |||
| 93 | 8,164 % | 2,591 % | 2,367 % | |||
| 94 | 8,136 % | 2,602 % | 2,379 % | |||
| 95 | 8,108 % | 2,612 % | 2,391 % | |||
| 96 | 8,080 % | 2,623 % | 2,403 % | |||
| 97 | 8,053 % | 2,633 % | 2,414 % | |||
| 98 | 8,027 % | 2,642 % | 2,425 % | |||
| 99 | 8,001 % | 2,652 % | 2,436 % | |||
| 100 | 7,976 % | 2,661 % | 2,446 % | |||
| 101 | 7,951 % | 2,671 % | 2,457 % | |||
| 102 | 7,927 % | 2,680 % | 2,467 % | |||
| 103 | 7,903 % | 2,688 % | 2,477 % | |||
| 104 | 7,879 % | 2,697 % | 2,487 % | |||
| 105 | 7,856 % | 2,706 % | 2,496 % | |||
| 106 | 7,834 % | 2,714 % | 2,506 % | |||
| 107 | 7,812 % | 2,722 % | 2,515 % | |||
| 108 | 7,790 % | 2,730 % | 2,524 % | |||
| 109 | 7,769 % | 2,738 % | 2,533 % | |||
| 110 | 7,748 % | 2,746 % | 2,542 % | |||
| 111 | 7,728 % | 2,754 % | 2,550 % | |||
| 112 | 7,708 % | 2,761 % | 2,559 % | |||
| 113 | 7,688 % | 2,769 % | 2,567 % | |||
| 114 | 7,669 % | 2,776 % | 2,575 % | |||
| 115 | 7,649 % | 2,783 % | 2,583 % | |||
| 116 | 7,631 % | 2,790 % | 2,591 % | |||
| 117 | 7,612 % | 2,797 % | 2,599 % | |||
| 118 | 7,594 % | 2,804 % | 2,606 % | |||
| 119 | 7,577 % | 2,810 % | 2,614 % | |||
| 120 | 7,559 % | 2,817 % | 2,621 % | |||
| 121 | 7,542 % | 2,823 % | 2,628 % | |||
| 122 | 7,525 % | 2,830 % | 2,635 % | |||
| 123 | 7,508 % | 2,836 % | 2,642 % | |||
| 124 | 7,492 % | 2,842 % | 2,649 % | |||
| 125 | 7,476 % | 2,848 % | 2,656 % | |||
| 126 | 7,460 % | 2,854 % | 2,663 % | |||
| 127 | 7,445 % | 2,860 % | 2,669 % | |||
| 128 | 7,429 % | 2,866 % | 2,676 % | |||
| 129 | 7,414 % | 2,871 % | 2,682 % | |||
| 130 | 7,399 % | 2,877 % | 2,688 % | |||
| 131 | 7,385 % | 2,882 % | 2,695 % | |||
| 132 | 7,370 % | 2,888 % | 2,701 % | |||
| 133 | 7,356 % | 2,893 % | 2,707 % | |||
| 134 | 7,342 % | 2,898 % | 2,713 % | |||
| 135 | 7,328 % | 2,904 % | 2,718 % | |||
| 136 | 7,315 % | 2,909 % | 2,724 % | |||
| 137 | 7,301 % | 2,914 % | 2,730 % | |||
| 138 | 7,288 % | 2,919 % | 2,735 % | |||
| 139 | 7,275 % | 2,924 % | 2,741 % | |||
| 140 | 7,262 % | 2,928 % | 2,746 % | |||
| 141 | 7,250 % | 2,933 % | 2,752 % | |||
| 142 | 7,237 % | 2,938 % | 2,757 % | |||
| 143 | 7,225 % | 2,942 % | 2,762 % | |||
| 144 | 7,213 % | 2,947 % | 2,767 % | |||
| 145 | 7,201 % | 2,952 % | 2,772 % | |||
| 146 | 7,189 % | 2,956 % | 2,777 % | |||
| 147 | 7,178 % | 2,960 % | 2,782 % | |||
| 148 | 7,166 % | 2,965 % | 2,787 % | |||
| 149 | 7,155 % | 2,969 % | 2,792 % | |||
| 150 | 7,144 % | 2,973 % | 2,796 % |
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 | 30 | 5 | 0 | 24 | 1 |
| 2 | 0 | 0 | 38 | 5 | 0 | 40 | 0 |
| 3 | 0 | 1 | 43 | 5 | 1 | 45 | 0 |
| 4 | 0 | 2 | 46 | 5 | 2 | 46 | 0 |
| 5 | 0 | 3 | 50 | 5 | 4 | 49 | 0 |
| 6 | 1 | 4 | 53 | 5 | 6 | 52 | 0 |
| 7 | 2 | 5 | 56 | 5 | 8 | 53 | 0 |
| 8 | 2 | 6 | 57 | 5 | 11 | 52 | 0 |
| 9 | 3 | 7 | 59 | 5 | 12 | 50 | 0 |
| 10 | 3 | 8 | 61 | 5 | 13 | 49 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 378 | 4 | 15 |
| 2 | 0 | 0 | 0 | 0 | 235 | 4 | 21 |
| 3 | 1 | 0 | 0 | 0 | 209 | 4 | 24 |
| 4 | 2 | 0 | 0 | 0 | 182 | 4 | 25 |
| 5 | 3 | 0 | 0 | 0 | 167 | 4 | 26 |
| 6 | 4 | 0 | 0 | 0 | 164 | 4 | 27 |
| 7 | 5 | 0 | 0 | 0 | 162 | 4 | 28 |
| 8 | 6 | 0 | 1 | 0 | 166 | 2 | 29 |
| 9 | 7 | 0 | 2 | 0 | 168 | 1 | 30 |
| 10 | 8 | 0 | 3 | 0 | 170 | 4 | 30 |
| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 5 | 5 | 0 | 15 | 0 | 4 |
| 2 | 14 | 10 | 11 | 0 | 21 | 0 | 4 |
| 3 | 19 | 14 | 14 | 0 | 24 | 0 | 4 |
| 4 | 21 | 15 | 16 | 0 | 25 | 0 | 4 |
| 5 | 24 | 17 | 18 | 0 | 26 | 0 | 4 |
| 6 | 25 | 19 | 20 | 0 | 27 | 0 | 4 |
| 7 | 27 | 20 | 22 | 0 | 28 | 0 | 4 |
| 8 | 28 | 21 | 23 | 1 | 29 | 0 | 4 |
| 9 | 30 | 22 | 24 | 2 | 30 | 0 | 4 |
| 10 | 31 | 23 | 25 | 2 | 30 | 0 | 4 |
| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 24 | 9 | 12 | 18 | 5 | 0 | 0 |
| 2 | 40 | 16 | 15 | 21 | 11 | 0 | 0 |
| 3 | 45 | 19 | 17 | 25 | 14 | 0 | 0 |
| 4 | 46 | 20 | 19 | 29 | 16 | 0 | 0 |
| 5 | 49 | 21 | 20 | 32 | 18 | 0 | 0 |
| 6 | 52 | 22 | 21 | 35 | 20 | 0 | 0 |
| 7 | 53 | 24 | 23 | 37 | 22 | 0 | 0 |
| 8 | 52 | 25 | 24 | 38 | 23 | 0 | 0 |
| 9 | 50 | 26 | 24 | 39 | 24 | 0 | 0 |
| 10 | 49 | 24 | 24 | 39 | 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 | 2 | 28 | 0 | 10 | 0 | 0 | 10 |
| 4 | 3 | 36 | 0 | 10 | 0 | 0 | 10 |
| 5 | 3 | 37 | 0 | 10 | 0 | 0 | 10 |
| 6 | 3 | 40 | 0 | 10 | 0 | 0 | 10 |
| 7 | 4 | 42 | 0 | 10 | 0 | 0 | 10 |
| 8 | 8 | 40 | 0 | 10 | 0 | 0 | 10 |
| 9 | 5 | 38 | 0 | 10 | 0 | 0 | 10 |
| 10 | 5 | 40 | 0 | 10 | 1 | 0 | 10 |
| Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 6 | 9 | 1 | 4 |
| 2 | 0 | 0 | 0 | 9 | 12 | 0 | 4 |
| 3 | 0 | 0 | 0 | 10 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 10 | 14 | 0 | 4 |
| 5 | 0 | 1 | 0 | 9 | 15 | 0 | 4 |
| 6 | 0 | 5 | 0 | 10 | 15 | 0 | 4 |
| 7 | 0 | 7 | 0 | 12 | 16 | 0 | 4 |
| 8 | 0 | 11 | 0 | 14 | 16 | 0 | 4 |
| 9 | 0 | 17 | 0 | 15 | 16 | 0 | 4 |
| 10 | 0 | 17 | 0 | 16 | 16 | 0 | 4 |
| Duration (in years) | United States | ||||||
| --- | --- | ||||||
| 1 | 0 | ||||||
| 2 | 0 | ||||||
| 3 | 0 | ||||||
| 4 | 0 | ||||||
| 5 | 0 | ||||||
| 6 | 0 | ||||||
| 7 | 0 | ||||||
| 8 | 0 | ||||||
| 9 | 0 | ||||||
| 10 | 0 |
2. Exposures to financial institutions
2.1 Euro
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 7 | 20 | 44 | 116 | 229 | 538 | 1205 |
| 2 | 7 | 20 | 44 | 116 | 229 | 538 | 968 |
| 3 | 8 | 22 | 45 | 110 | 225 | 534 | 789 |
| 4 | 9 | 25 | 48 | 112 | 224 | 533 | 653 |
| 5 | 10 | 27 | 53 | 115 | 224 | 533 | 549 |
| 6 | 11 | 29 | 56 | 120 | 224 | 533 | 533 |
| 7 | 13 | 31 | 58 | 122 | 224 | 533 | 533 |
| 8 | 12 | 32 | 58 | 121 | 224 | 533 | 533 |
| 9 | 13 | 33 | 58 | 120 | 224 | 533 | 533 |
| 10 | 13 | 34 | 58 | 120 | 224 | 533 | 533 |
| 11 | 14 | 35 | 58 | 121 | 224 | 533 | 533 |
| 12 | 14 | 36 | 58 | 121 | 224 | 533 | 533 |
| 13 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 14 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 15 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 16 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 17 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 18 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 19 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 20 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 21 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 22 | 17 | 37 | 58 | 121 | 224 | 533 | 533 |
| 23 | 17 | 37 | 58 | 121 | 224 | 533 | 533 |
| 24 | 18 | 37 | 58 | 121 | 224 | 533 | 533 |
| 25 | 18 | 37 | 58 | 121 | 224 | 533 | 533 |
| 26 | 19 | 37 | 58 | 121 | 224 | 533 | 533 |
| 27 | 19 | 37 | 58 | 121 | 224 | 533 | 533 |
| 28 | 21 | 37 | 58 | 121 | 224 | 533 | 533 |
| 29 | 21 | 37 | 58 | 121 | 224 | 533 | 533 |
| 30 | 22 | 37 | 58 | 121 | 224 | 533 | 533 |
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 | 14 | 27 | 51 | 123 | 236 | 545 | 1 225 |
| 2 | 16 | 29 | 53 | 125 | 238 | 547 | 990 |
| 3 | 17 | 32 | 55 | 119 | 235 | 544 | 809 |
| 4 | 18 | 34 | 57 | 121 | 234 | 543 | 671 |
| 5 | 19 | 36 | 62 | 124 | 233 | 542 | 565 |
| 6 | 20 | 38 | 65 | 128 | 233 | 542 | 542 |
| 7 | 20 | 39 | 66 | 130 | 232 | 541 | 541 |
| 8 | 20 | 39 | 65 | 128 | 231 | 541 | 541 |
| 9 | 19 | 40 | 64 | 127 | 231 | 540 | 540 |
| 10 | 19 | 40 | 64 | 127 | 230 | 540 | 540 |
| 11 | 20 | 41 | 64 | 126 | 230 | 539 | 539 |
| 12 | 19 | 41 | 63 | 126 | 229 | 538 | 538 |
| 13 | 19 | 41 | 63 | 125 | 229 | 538 | 538 |
| 14 | 19 | 41 | 62 | 125 | 228 | 537 | 537 |
| 15 | 18 | 41 | 62 | 124 | 228 | 537 | 537 |
| 16 | 18 | 40 | 61 | 124 | 227 | 536 | 536 |
| 17 | 18 | 40 | 61 | 124 | 227 | 536 | 536 |
| 18 | 18 | 40 | 61 | 123 | 227 | 536 | 536 |
| 19 | 18 | 40 | 61 | 124 | 227 | 536 | 536 |
| 20 | 18 | 40 | 62 | 124 | 227 | 537 | 537 |
| 21 | 18 | 41 | 62 | 124 | 228 | 537 | 537 |
| 22 | 19 | 41 | 62 | 124 | 228 | 537 | 537 |
| 23 | 19 | 41 | 62 | 125 | 228 | 537 | 537 |
| 24 | 19 | 41 | 62 | 125 | 228 | 537 | 537 |
| 25 | 19 | 41 | 62 | 125 | 228 | 537 | 537 |
| 26 | 19 | 41 | 62 | 125 | 228 | 537 | 537 |
| 27 | 21 | 41 | 62 | 125 | 228 | 537 | 537 |
| 28 | 21 | 41 | 62 | 125 | 228 | 537 | 537 |
| 29 | 22 | 41 | 62 | 124 | 228 | 537 | 537 |
| 30 | 22 | 41 | 62 | 124 | 228 | 537 | 537 |
2.3 Danish krone
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