LegalizeCommission Implementing Regulation (EU) 2023/266 of 9 February 2023 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2022 until 30 March 2023 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.
| 10.2.2023 | EN | Official Journal of the European Union | L 41/77 |
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 5 January 2023, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2022 market data. That information was published on 5 January 2023 in accordance with Article 77e(1) of Directive 2009/138/EC.
- (3) Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency.
- (4) For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies.
- (5) To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council 2,
HAS ADOPTED THIS REGULATION:
Article 1
1.
Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 December 2022 until 30 March 2023.
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 interest rate term structures set out in Annex I;
- (b) the fundamental spreads for the calculation of the matching adjustment set out in Annex II;
- (c) for each relevant national insurance market, the volatility adjustments set out in Annex III.
Article 2
This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.
It shall apply from 31 December 2022.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 9 February 2023.
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 | 3,176 % | 6,512 % | 3,166 % | 13,655 % | 3,474 % | 2,494 % |
| 2 | 3,295 % | 6,226 % | 3,285 % | 12,506 % | 3,414 % | 2,829 % |
| 3 | 3,203 % | 5,777 % | 3,193 % | 11,342 % | 3,323 % | 3,038 % |
| 4 | 3,152 % | 5,361 % | 3,142 % | 10,379 % | 3,236 % | 3,195 % |
| 5 | 3,131 % | 5,054 % | 3,121 % | 9,665 % | 3,163 % | 3,348 % |
| 6 | 3,110 % | 4,866 % | 3,100 % | 9,171 % | 3,104 % | 3,512 % |
| 7 | 3,091 % | 4,754 % | 3,081 % | 8,857 % | 3,060 % | 3,684 % |
| 8 | 3,086 % | 4,682 % | 3,076 % | 8,686 % | 3,030 % | 3,867 % |
| 9 | 3,088 % | 4,635 % | 3,078 % | 8,622 % | 3,013 % | 4,030 % |
| 10 | 3,092 % | 4,602 % | 3,082 % | 8,609 % | 3,010 % | 4,151 % |
| 11 | 3,100 % | 4,576 % | 3,090 % | 8,625 % | 3,019 % | 4,236 % |
| 12 | 3,085 % | 4,553 % | 3,075 % | 8,635 % | 3,035 % | 4,295 % |
| 13 | 3,071 % | 4,532 % | 3,061 % | 8,624 % | 3,055 % | 4,335 % |
| 14 | 3,053 % | 4,512 % | 3,043 % | 8,585 % | 3,075 % | 4,360 % |
| 15 | 3,022 % | 4,491 % | 3,012 % | 8,510 % | 3,095 % | 4,375 % |
| 16 | 2,974 % | 4,469 % | 2,964 % | 8,422 % | 3,114 % | 4,381 % |
| 17 | 2,916 % | 4,446 % | 2,906 % | 8,328 % | 3,131 % | 4,382 % |
| 18 | 2,859 % | 4,423 % | 2,849 % | 8,231 % | 3,147 % | 4,377 % |
| 19 | 2,807 % | 4,399 % | 2,797 % | 8,133 % | 3,162 % | 4,368 % |
| 20 | 2,765 % | 4,376 % | 2,755 % | 8,035 % | 3,176 % | 4,357 % |
| 21 | 2,735 % | 4,352 % | 2,725 % | 7,937 % | 3,189 % | 4,344 % |
| 22 | 2,715 % | 4,330 % | 2,705 % | 7,840 % | 3,200 % | 4,329 % |
| 23 | 2,703 % | 4,307 % | 2,693 % | 7,746 % | 3,211 % | 4,313 % |
| 24 | 2,697 % | 4,285 % | 2,688 % | 7,654 % | 3,221 % | 4,297 % |
| 25 | 2,695 % | 4,264 % | 2,687 % | 7,564 % | 3,230 % | 4,280 % |
| 26 | 2,698 % | 4,243 % | 2,689 % | 7,477 % | 3,238 % | 4,262 % |
| 27 | 2,703 % | 4,223 % | 2,695 % | 7,393 % | 3,246 % | 4,245 % |
| 28 | 2,711 % | 4,203 % | 2,703 % | 7,312 % | 3,253 % | 4,228 % |
| 29 | 2,720 % | 4,184 % | 2,712 % | 7,234 % | 3,260 % | 4,210 % |
| 30 | 2,730 % | 4,166 % | 2,723 % | 7,159 % | 3,266 % | 4,193 % |
| 31 | 2,742 % | 4,149 % | 2,734 % | 7,087 % | 3,272 % | 4,177 % |
| 32 | 2,753 % | 4,132 % | 2,746 % | 7,018 % | 3,278 % | 4,160 % |
| 33 | 2,766 % | 4,115 % | 2,759 % | 6,952 % | 3,283 % | 4,145 % |
| 34 | 2,778 % | 4,100 % | 2,772 % | 6,888 % | 3,288 % | 4,129 % |
| 35 | 2,791 % | 4,084 % | 2,784 % | 6,827 % | 3,293 % | 4,114 % |
| 36 | 2,804 % | 4,070 % | 2,797 % | 6,768 % | 3,297 % | 4,099 % |
| 37 | 2,816 % | 4,055 % | 2,810 % | 6,712 % | 3,301 % | 4,085 % |
| 38 | 2,829 % | 4,042 % | 2,823 % | 6,659 % | 3,305 % | 4,071 % |
| 39 | 2,841 % | 4,029 % | 2,835 % | 6,607 % | 3,309 % | 4,058 % |
| 40 | 2,853 % | 4,016 % | 2,848 % | 6,557 % | 3,312 % | 4,045 % |
| 41 | 2,865 % | 4,004 % | 2,860 % | 6,510 % | 3,316 % | 4,032 % |
| 42 | 2,877 % | 3,992 % | 2,871 % | 6,464 % | 3,319 % | 4,020 % |
| 43 | 2,888 % | 3,981 % | 2,883 % | 6,421 % | 3,322 % | 4,008 % |
| 44 | 2,899 % | 3,970 % | 2,894 % | 6,378 % | 3,325 % | 3,997 % |
| 45 | 2,910 % | 3,959 % | 2,905 % | 6,338 % | 3,328 % | 3,986 % |
| 46 | 2,920 % | 3,949 % | 2,915 % | 6,299 % | 3,330 % | 3,975 % |
| 47 | 2,931 % | 3,939 % | 2,925 % | 6,262 % | 3,333 % | 3,965 % |
| 48 | 2,940 % | 3,930 % | 2,935 % | 6,226 % | 3,335 % | 3,955 % |
| 49 | 2,950 % | 3,921 % | 2,945 % | 6,191 % | 3,338 % | 3,945 % |
| 50 | 2,959 % | 3,912 % | 2,954 % | 6,158 % | 3,340 % | 3,936 % |
| 51 | 2,968 % | 3,903 % | 2,963 % | 6,126 % | 3,342 % | 3,927 % |
| 52 | 2,977 % | 3,895 % | 2,972 % | 6,095 % | 3,344 % | 3,918 % |
| 53 | 2,985 % | 3,887 % | 2,981 % | 6,065 % | 3,346 % | 3,910 % |
| 54 | 2,993 % | 3,879 % | 2,989 % | 6,037 % | 3,348 % | 3,902 % |
| 55 | 3,001 % | 3,872 % | 2,997 % | 6,009 % | 3,350 % | 3,894 % |
| 56 | 3,009 % | 3,864 % | 3,005 % | 5,982 % | 3,352 % | 3,886 % |
| 57 | 3,016 % | 3,857 % | 3,012 % | 5,956 % | 3,353 % | 3,879 % |
| 58 | 3,024 % | 3,850 % | 3,020 % | 5,931 % | 3,355 % | 3,872 % |
| 59 | 3,031 % | 3,844 % | 3,027 % | 5,907 % | 3,357 % | 3,865 % |
| 60 | 3,037 % | 3,837 % | 3,033 % | 5,884 % | 3,358 % | 3,858 % |
| 61 | 3,044 % | 3,831 % | 3,040 % | 5,861 % | 3,360 % | 3,851 % |
| 62 | 3,050 % | 3,825 % | 3,047 % | 5,839 % | 3,361 % | 3,845 % |
| 63 | 3,057 % | 3,819 % | 3,053 % | 5,818 % | 3,363 % | 3,839 % |
| 64 | 3,063 % | 3,814 % | 3,059 % | 5,797 % | 3,364 % | 3,833 % |
| 65 | 3,069 % | 3,808 % | 3,065 % | 5,777 % | 3,365 % | 3,827 % |
| 66 | 3,074 % | 3,803 % | 3,071 % | 5,758 % | 3,367 % | 3,821 % |
| 67 | 3,080 % | 3,798 % | 3,076 % | 5,739 % | 3,368 % | 3,816 % |
| 68 | 3,085 % | 3,793 % | 3,082 % | 5,721 % | 3,369 % | 3,811 % |
| 69 | 3,090 % | 3,788 % | 3,087 % | 5,703 % | 3,370 % | 3,805 % |
| 70 | 3,095 % | 3,783 % | 3,092 % | 5,686 % | 3,371 % | 3,800 % |
| 71 | 3,100 % | 3,778 % | 3,097 % | 5,669 % | 3,372 % | 3,795 % |
| 72 | 3,105 % | 3,774 % | 3,102 % | 5,653 % | 3,373 % | 3,791 % |
| 73 | 3,110 % | 3,769 % | 3,107 % | 5,637 % | 3,375 % | 3,786 % |
| 74 | 3,114 % | 3,765 % | 3,111 % | 5,621 % | 3,376 % | 3,782 % |
| 75 | 3,119 % | 3,761 % | 3,116 % | 5,606 % | 3,377 % | 3,777 % |
| 76 | 3,123 % | 3,757 % | 3,120 % | 5,592 % | 3,377 % | 3,773 % |
| 77 | 3,127 % | 3,753 % | 3,124 % | 5,578 % | 3,378 % | 3,769 % |
| 78 | 3,132 % | 3,749 % | 3,128 % | 5,564 % | 3,379 % | 3,765 % |
| 79 | 3,136 % | 3,745 % | 3,133 % | 5,550 % | 3,380 % | 3,761 % |
| 80 | 3,139 % | 3,742 % | 3,136 % | 5,537 % | 3,381 % | 3,757 % |
| 81 | 3,143 % | 3,738 % | 3,140 % | 5,524 % | 3,382 % | 3,753 % |
| 82 | 3,147 % | 3,735 % | 3,144 % | 5,512 % | 3,383 % | 3,749 % |
| 83 | 3,151 % | 3,731 % | 3,148 % | 5,499 % | 3,384 % | 3,746 % |
| 84 | 3,154 % | 3,728 % | 3,151 % | 5,487 % | 3,384 % | 3,742 % |
| 85 | 3,158 % | 3,725 % | 3,155 % | 5,476 % | 3,385 % | 3,739 % |
| 86 | 3,161 % | 3,721 % | 3,158 % | 5,464 % | 3,386 % | 3,735 % |
| 87 | 3,164 % | 3,718 % | 3,162 % | 5,453 % | 3,387 % | 3,732 % |
| 88 | 3,168 % | 3,715 % | 3,165 % | 5,442 % | 3,387 % | 3,729 % |
| 89 | 3,171 % | 3,712 % | 3,168 % | 5,432 % | 3,388 % | 3,726 % |
| 90 | 3,174 % | 3,709 % | 3,171 % | 5,421 % | 3,389 % | 3,723 % |
| 91 | 3,177 % | 3,706 % | 3,174 % | 5,411 % | 3,389 % | 3,720 % |
| 92 | 3,180 % | 3,704 % | 3,177 % | 5,401 % | 3,390 % | 3,717 % |
| 93 | 3,183 % | 3,701 % | 3,180 % | 5,391 % | 3,391 % | 3,714 % |
| 94 | 3,186 % | 3,698 % | 3,183 % | 5,382 % | 3,391 % | 3,711 % |
| 95 | 3,188 % | 3,696 % | 3,186 % | 5,373 % | 3,392 % | 3,708 % |
| 96 | 3,191 % | 3,693 % | 3,189 % | 5,363 % | 3,393 % | 3,706 % |
| 97 | 3,194 % | 3,691 % | 3,191 % | 5,355 % | 3,393 % | 3,703 % |
| 98 | 3,196 % | 3,688 % | 3,194 % | 5,346 % | 3,394 % | 3,700 % |
| 99 | 3,199 % | 3,686 % | 3,197 % | 5,337 % | 3,394 % | 3,698 % |
| 100 | 3,201 % | 3,683 % | 3,199 % | 5,329 % | 3,395 % | 3,695 % |
| 101 | 3,204 % | 3,681 % | 3,202 % | 5,321 % | 3,395 % | 3,693 % |
| 102 | 3,206 % | 3,679 % | 3,204 % | 5,312 % | 3,396 % | 3,691 % |
| 103 | 3,209 % | 3,677 % | 3,206 % | 5,305 % | 3,396 % | 3,688 % |
| 104 | 3,211 % | 3,674 % | 3,209 % | 5,297 % | 3,397 % | 3,686 % |
| 105 | 3,213 % | 3,672 % | 3,211 % | 5,289 % | 3,398 % | 3,684 % |
| 106 | 3,215 % | 3,670 % | 3,213 % | 5,282 % | 3,398 % | 3,682 % |
| 107 | 3,218 % | 3,668 % | 3,215 % | 5,274 % | 3,398 % | 3,679 % |
| 108 | 3,220 % | 3,666 % | 3,218 % | 5,267 % | 3,399 % | 3,677 % |
| 109 | 3,222 % | 3,664 % | 3,220 % | 5,260 % | 3,399 % | 3,675 % |
| 110 | 3,224 % | 3,662 % | 3,222 % | 5,253 % | 3,400 % | 3,673 % |
| 111 | 3,226 % | 3,660 % | 3,224 % | 5,246 % | 3,400 % | 3,671 % |
| 112 | 3,228 % | 3,658 % | 3,226 % | 5,240 % | 3,401 % | 3,669 % |
| 113 | 3,230 % | 3,657 % | 3,228 % | 5,233 % | 3,401 % | 3,667 % |
| 114 | 3,232 % | 3,655 % | 3,230 % | 5,227 % | 3,402 % | 3,665 % |
| 115 | 3,234 % | 3,653 % | 3,232 % | 5,220 % | 3,402 % | 3,663 % |
| 116 | 3,236 % | 3,651 % | 3,234 % | 5,214 % | 3,402 % | 3,662 % |
| 117 | 3,237 % | 3,649 % | 3,235 % | 5,208 % | 3,403 % | 3,660 % |
| 118 | 3,239 % | 3,648 % | 3,237 % | 5,202 % | 3,403 % | 3,658 % |
| 119 | 3,241 % | 3,646 % | 3,239 % | 5,196 % | 3,404 % | 3,656 % |
| 120 | 3,243 % | 3,644 % | 3,241 % | 5,190 % | 3,404 % | 3,655 % |
| 121 | 3,245 % | 3,643 % | 3,243 % | 5,184 % | 3,404 % | 3,653 % |
| 122 | 3,246 % | 3,641 % | 3,244 % | 5,179 % | 3,405 % | 3,651 % |
| 123 | 3,248 % | 3,640 % | 3,246 % | 5,173 % | 3,405 % | 3,650 % |
| 124 | 3,249 % | 3,638 % | 3,248 % | 5,168 % | 3,406 % | 3,648 % |
| 125 | 3,251 % | 3,637 % | 3,249 % | 5,163 % | 3,406 % | 3,646 % |
| 126 | 3,253 % | 3,635 % | 3,251 % | 5,157 % | 3,406 % | 3,645 % |
| 127 | 3,254 % | 3,634 % | 3,252 % | 5,152 % | 3,407 % | 3,643 % |
| 128 | 3,256 % | 3,632 % | 3,254 % | 5,147 % | 3,407 % | 3,642 % |
| 129 | 3,257 % | 3,631 % | 3,255 % | 5,142 % | 3,407 % | 3,640 % |
| 130 | 3,259 % | 3,629 % | 3,257 % | 5,137 % | 3,408 % | 3,639 % |
| 131 | 3,260 % | 3,628 % | 3,258 % | 5,132 % | 3,408 % | 3,637 % |
| 132 | 3,262 % | 3,627 % | 3,260 % | 5,127 % | 3,408 % | 3,636 % |
| 133 | 3,263 % | 3,625 % | 3,261 % | 5,123 % | 3,409 % | 3,635 % |
| 134 | 3,264 % | 3,624 % | 3,263 % | 5,118 % | 3,409 % | 3,633 % |
| 135 | 3,266 % | 3,623 % | 3,264 % | 5,113 % | 3,409 % | 3,632 % |
| 136 | 3,267 % | 3,622 % | 3,265 % | 5,109 % | 3,409 % | 3,630 % |
| 137 | 3,268 % | 3,620 % | 3,267 % | 5,104 % | 3,410 % | 3,629 % |
| 138 | 3,270 % | 3,619 % | 3,268 % | 5,100 % | 3,410 % | 3,628 % |
| 139 | 3,271 % | 3,618 % | 3,269 % | 5,096 % | 3,410 % | 3,627 % |
| 140 | 3,272 % | 3,617 % | 3,271 % | 5,091 % | 3,411 % | 3,625 % |
| 141 | 3,274 % | 3,615 % | 3,272 % | 5,087 % | 3,411 % | 3,624 % |
| 142 | 3,275 % | 3,614 % | 3,273 % | 5,083 % | 3,411 % | 3,623 % |
| 143 | 3,276 % | 3,613 % | 3,274 % | 5,079 % | 3,411 % | 3,622 % |
| 144 | 3,277 % | 3,612 % | 3,276 % | 5,075 % | 3,412 % | 3,620 % |
| 145 | 3,278 % | 3,611 % | 3,277 % | 5,071 % | 3,412 % | 3,619 % |
| 146 | 3,280 % | 3,610 % | 3,278 % | 5,067 % | 3,412 % | 3,618 % |
| 147 | 3,281 % | 3,609 % | 3,279 % | 5,063 % | 3,413 % | 3,617 % |
| 148 | 3,282 % | 3,608 % | 3,280 % | 5,059 % | 3,413 % | 3,616 % |
| 149 | 3,283 % | 3,607 % | 3,281 % | 5,056 % | 3,413 % | 3,615 % |
| 150 | 3,284 % | 3,606 % | 3,283 % | 5,052 % | 3,413 % | 3,614 % |
| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 3,126 % | 4,460 % | 6,975 % | 6,401 % | 6,849 % | 3,456 % |
| 2 | 3,245 % | 4,470 % | 7,091 % | 6,602 % | 6,785 % | 3,384 % |
| 3 | 3,153 % | 4,326 % | 7,246 % | 6,719 % | 6,685 % | 3,281 % |
| 4 | 3,103 % | 4,177 % | 7,437 % | 6,751 % | 6,580 % | 3,195 % |
| 5 | 3,081 % | 4,062 % | 7,638 % | 6,744 % | 6,479 % | 3,146 % |
| 6 | 3,060 % | 3,952 % | 7,835 % | 6,722 % | 6,381 % | 3,134 % |
| 7 | 3,041 % | 3,859 % | 8,024 % | 6,693 % | 6,286 % | 3,142 % |
| 8 | 3,036 % | 3,795 % | 8,225 % | 6,669 % | 6,193 % | 3,158 % |
| 9 | 3,038 % | 3,748 % | 8,413 % | 6,658 % | 6,102 % | 3,178 % |
| 10 | 3,042 % | 3,710 % | 8,556 % | 6,648 % | 6,012 % | 3,196 % |
| 11 | 3,050 % | 3,683 % | 8,635 % | 6,621 % | 5,925 % | 3,212 % |
| 12 | 3,035 % | 3,663 % | 8,660 % | 6,576 % | 5,841 % | 3,226 % |
| 13 | 3,021 % | 3,647 % | 8,644 % | 6,519 % | 5,759 % | 3,238 % |
| 14 | 3,003 % | 3,633 % | 8,598 % | 6,454 % | 5,681 % | 3,248 % |
| 15 | 2,972 % | 3,619 % | 8,529 % | 6,385 % | 5,606 % | 3,257 % |
| 16 | 2,924 % | 3,604 % | 8,443 % | 6,311 % | 5,534 % | 3,266 % |
| 17 | 2,867 % | 3,589 % | 8,345 % | 6,237 % | 5,465 % | 3,273 % |
| 18 | 2,809 % | 3,572 % | 8,238 % | 6,161 % | 5,399 % | 3,280 % |
| 19 | 2,758 % | 3,554 % | 8,126 % | 6,086 % | 5,336 % | 3,286 % |
| 20 | 2,716 % | 3,535 % | 8,010 % | 6,012 % | 5,275 % | 3,292 % |
| 21 | 2,687 % | 3,514 % | 7,892 % | 5,939 % | 5,218 % | 3,297 % |
| 22 | 2,668 % | 3,493 % | 7,774 % | 5,868 % | 5,162 % | 3,302 % |
| 23 | 2,657 % | 3,471 % | 7,657 % | 5,799 % | 5,110 % | 3,307 % |
| 24 | 2,652 % | 3,451 % | 7,541 % | 5,731 % | 5,059 % | 3,311 % |
| 25 | 2,652 % | 3,431 % | 7,428 % | 5,666 % | 5,011 % | 3,315 % |
| 26 | 2,655 % | 3,412 % | 7,317 % | 5,604 % | 4,966 % | 3,319 % |
| 27 | 2,662 % | 3,395 % | 7,210 % | 5,543 % | 4,922 % | 3,322 % |
| 28 | 2,670 % | 3,380 % | 7,105 % | 5,485 % | 4,880 % | 3,326 % |
| 29 | 2,681 % | 3,366 % | 7,004 % | 5,429 % | 4,840 % | 3,329 % |
| 30 | 2,692 % | 3,355 % | 6,907 % | 5,375 % | 4,802 % | 3,332 % |
| 31 | 2,704 % | 3,345 % | 6,813 % | 5,323 % | 4,765 % | 3,335 % |
| 32 | 2,717 % | 3,337 % | 6,723 % | 5,274 % | 4,730 % | 3,338 % |
| 33 | 2,731 % | 3,331 % | 6,637 % | 5,226 % | 4,697 % | 3,340 % |
| 34 | 2,744 % | 3,326 % | 6,554 % | 5,181 % | 4,665 % | 3,343 % |
| 35 | 2,758 % | 3,321 % | 6,474 % | 5,137 % | 4,634 % | 3,345 % |
| 36 | 2,771 % | 3,318 % | 6,397 % | 5,095 % | 4,605 % | 3,347 % |
| 37 | 2,785 % | 3,316 % | 6,324 % | 5,055 % | 4,577 % | 3,350 % |
| 38 | 2,798 % | 3,314 % | 6,253 % | 5,016 % | 4,550 % | 3,352 % |
| 39 | 2,811 % | 3,313 % | 6,186 % | 4,979 % | 4,524 % | 3,354 % |
| 40 | 2,824 % | 3,312 % | 6,121 % | 4,944 % | 4,499 % | 3,356 % |
| 41 | 2,836 % | 3,311 % | 6,059 % | 4,910 % | 4,475 % | 3,358 % |
| 42 | 2,849 % | 3,311 % | 5,999 % | 4,877 % | 4,453 % | 3,359 % |
| 43 | 2,861 % | 3,312 % | 5,942 % | 4,845 % | 4,431 % | 3,361 % |
| 44 | 2,872 % | 3,312 % | 5,887 % | 4,815 % | 4,410 % | 3,363 % |
| 45 | 2,884 % | 3,313 % | 5,834 % | 4,786 % | 4,389 % | 3,365 % |
| 46 | 2,895 % | 3,314 % | 5,784 % | 4,758 % | 4,370 % | 3,366 % |
| 47 | 2,905 % | 3,315 % | 5,735 % | 4,731 % | 4,351 % | 3,368 % |
| 48 | 2,916 % | 3,316 % | 5,688 % | 4,705 % | 4,333 % | 3,369 % |
| 49 | 2,926 % | 3,317 % | 5,643 % | 4,680 % | 4,316 % | 3,370 % |
| 50 | 2,935 % | 3,318 % | 5,599 % | 4,656 % | 4,299 % | 3,372 % |
| 51 | 2,945 % | 3,320 % | 5,558 % | 4,633 % | 4,283 % | 3,373 % |
| 52 | 2,954 % | 3,321 % | 5,517 % | 4,611 % | 4,267 % | 3,374 % |
| 53 | 2,963 % | 3,323 % | 5,479 % | 4,589 % | 4,252 % | 3,376 % |
| 54 | 2,971 % | 3,324 % | 5,441 % | 4,569 % | 4,238 % | 3,377 % |
| 55 | 2,980 % | 3,326 % | 5,405 % | 4,548 % | 4,224 % | 3,378 % |
| 56 | 2,988 % | 3,327 % | 5,370 % | 4,529 % | 4,210 % | 3,379 % |
| 57 | 2,996 % | 3,329 % | 5,336 % | 4,510 % | 4,197 % | 3,380 % |
| 58 | 3,003 % | 3,330 % | 5,304 % | 4,492 % | 4,184 % | 3,381 % |
| 59 | 3,010 % | 3,332 % | 5,272 % | 4,475 % | 4,172 % | 3,382 % |
| 60 | 3,018 % | 3,333 % | 5,242 % | 4,458 % | 4,160 % | 3,383 % |
| 61 | 3,024 % | 3,335 % | 5,212 % | 4,441 % | 4,149 % | 3,384 % |
| 62 | 3,031 % | 3,336 % | 5,184 % | 4,425 % | 4,137 % | 3,385 % |
| 63 | 3,038 % | 3,338 % | 5,156 % | 4,410 % | 4,127 % | 3,386 % |
| 64 | 3,044 % | 3,339 % | 5,130 % | 4,395 % | 4,116 % | 3,387 % |
| 65 | 3,050 % | 3,341 % | 5,104 % | 4,380 % | 4,106 % | 3,388 % |
| 66 | 3,056 % | 3,342 % | 5,078 % | 4,366 % | 4,096 % | 3,389 % |
| 67 | 3,062 % | 3,343 % | 5,054 % | 4,353 % | 4,086 % | 3,390 % |
| 68 | 3,068 % | 3,345 % | 5,030 % | 4,339 % | 4,077 % | 3,391 % |
| 69 | 3,073 % | 3,346 % | 5,007 % | 4,326 % | 4,068 % | 3,391 % |
| 70 | 3,078 % | 3,347 % | 4,985 % | 4,314 % | 4,059 % | 3,392 % |
| 71 | 3,084 % | 3,349 % | 4,963 % | 4,302 % | 4,051 % | 3,393 % |
| 72 | 3,089 % | 3,350 % | 4,942 % | 4,290 % | 4,042 % | 3,394 % |
| 73 | 3,094 % | 3,351 % | 4,921 % | 4,278 % | 4,034 % | 3,394 % |
| 74 | 3,098 % | 3,353 % | 4,901 % | 4,267 % | 4,026 % | 3,395 % |
| 75 | 3,103 % | 3,354 % | 4,882 % | 4,256 % | 4,019 % | 3,396 % |
| 76 | 3,108 % | 3,355 % | 4,863 % | 4,246 % | 4,011 % | 3,397 % |
| 77 | 3,112 % | 3,356 % | 4,845 % | 4,235 % | 4,004 % | 3,397 % |
| 78 | 3,116 % | 3,357 % | 4,827 % | 4,225 % | 3,997 % | 3,398 % |
| 79 | 3,120 % | 3,358 % | 4,809 % | 4,215 % | 3,990 % | 3,398 % |
| 80 | 3,125 % | 3,359 % | 4,792 % | 4,206 % | 3,983 % | 3,399 % |
| 81 | 3,129 % | 3,361 % | 4,775 % | 4,196 % | 3,977 % | 3,400 % |
| 82 | 3,132 % | 3,362 % | 4,759 % | 4,187 % | 3,970 % | 3,400 % |
| 83 | 3,136 % | 3,363 % | 4,743 % | 4,178 % | 3,964 % | 3,401 % |
| 84 | 3,140 % | 3,364 % | 4,728 % | 4,170 % | 3,958 % | 3,401 % |
| 85 | 3,144 % | 3,365 % | 4,713 % | 4,161 % | 3,952 % | 3,402 % |
| 86 | 3,147 % | 3,366 % | 4,698 % | 4,153 % | 3,946 % | 3,402 % |
| 87 | 3,151 % | 3,366 % | 4,683 % | 4,145 % | 3,940 % | 3,403 % |
| 88 | 3,154 % | 3,367 % | 4,669 % | 4,137 % | 3,935 % | 3,404 % |
| 89 | 3,157 % | 3,368 % | 4,655 % | 4,129 % | 3,929 % | 3,404 % |
| 90 | 3,161 % | 3,369 % | 4,642 % | 4,122 % | 3,924 % | 3,405 % |
| 91 | 3,164 % | 3,370 % | 4,629 % | 4,114 % | 3,919 % | 3,405 % |
| 92 | 3,167 % | 3,371 % | 4,616 % | 4,107 % | 3,914 % | 3,405 % |
| 93 | 3,170 % | 3,372 % | 4,603 % | 4,100 % | 3,909 % | 3,406 % |
| 94 | 3,173 % | 3,373 % | 4,591 % | 4,093 % | 3,904 % | 3,406 % |
| 95 | 3,176 % | 3,373 % | 4,579 % | 4,086 % | 3,899 % | 3,407 % |
| 96 | 3,179 % | 3,374 % | 4,567 % | 4,080 % | 3,894 % | 3,407 % |
| 97 | 3,181 % | 3,375 % | 4,556 % | 4,073 % | 3,890 % | 3,408 % |
| 98 | 3,184 % | 3,376 % | 4,544 % | 4,067 % | 3,885 % | 3,408 % |
| 99 | 3,187 % | 3,376 % | 4,533 % | 4,060 % | 3,881 % | 3,409 % |
| 100 | 3,189 % | 3,377 % | 4,522 % | 4,054 % | 3,876 % | 3,409 % |
| 101 | 3,192 % | 3,378 % | 4,512 % | 4,048 % | 3,872 % | 3,409 % |
| 102 | 3,195 % | 3,379 % | 4,501 % | 4,042 % | 3,868 % | 3,410 % |
| 103 | 3,197 % | 3,379 % | 4,491 % | 4,037 % | 3,864 % | 3,410 % |
| 104 | 3,199 % | 3,380 % | 4,481 % | 4,031 % | 3,860 % | 3,411 % |
| 105 | 3,202 % | 3,381 % | 4,471 % | 4,025 % | 3,856 % | 3,411 % |
| 106 | 3,204 % | 3,381 % | 4,461 % | 4,020 % | 3,852 % | 3,411 % |
| 107 | 3,206 % | 3,382 % | 4,452 % | 4,015 % | 3,849 % | 3,412 % |
| 108 | 3,209 % | 3,383 % | 4,442 % | 4,009 % | 3,845 % | 3,412 % |
| 109 | 3,211 % | 3,383 % | 4,433 % | 4,004 % | 3,841 % | 3,412 % |
| 110 | 3,213 % | 3,384 % | 4,424 % | 3,999 % | 3,838 % | 3,413 % |
| 111 | 3,215 % | 3,384 % | 4,415 % | 3,994 % | 3,834 % | 3,413 % |
| 112 | 3,217 % | 3,385 % | 4,407 % | 3,989 % | 3,831 % | 3,413 % |
| 113 | 3,219 % | 3,386 % | 4,398 % | 3,985 % | 3,827 % | 3,414 % |
| 114 | 3,221 % | 3,386 % | 4,390 % | 3,980 % | 3,824 % | 3,414 % |
| 115 | 3,223 % | 3,387 % | 4,382 % | 3,975 % | 3,821 % | 3,414 % |
| 116 | 3,225 % | 3,387 % | 4,374 % | 3,971 % | 3,818 % | 3,415 % |
| 117 | 3,227 % | 3,388 % | 4,366 % | 3,966 % | 3,814 % | 3,415 % |
| 118 | 3,229 % | 3,388 % | 4,358 % | 3,962 % | 3,811 % | 3,415 % |
| 119 | 3,231 % | 3,389 % | 4,350 % | 3,958 % | 3,808 % | 3,415 % |
| 120 | 3,233 % | 3,389 % | 4,343 % | 3,953 % | 3,805 % | 3,416 % |
| 121 | 3,235 % | 3,390 % | 4,335 % | 3,949 % | 3,802 % | 3,416 % |
| 122 | 3,236 % | 3,390 % | 4,328 % | 3,945 % | 3,799 % | 3,416 % |
| 123 | 3,238 % | 3,391 % | 4,321 % | 3,941 % | 3,797 % | 3,417 % |
| 124 | 3,240 % | 3,391 % | 4,314 % | 3,937 % | 3,794 % | 3,417 % |
| 125 | 3,242 % | 3,392 % | 4,307 % | 3,933 % | 3,791 % | 3,417 % |
| 126 | 3,243 % | 3,392 % | 4,300 % | 3,929 % | 3,788 % | 3,417 % |
| 127 | 3,245 % | 3,393 % | 4,293 % | 3,926 % | 3,786 % | 3,418 % |
| 128 | 3,246 % | 3,393 % | 4,287 % | 3,922 % | 3,783 % | 3,418 % |
| 129 | 3,248 % | 3,393 % | 4,280 % | 3,918 % | 3,780 % | 3,418 % |
| 130 | 3,250 % | 3,394 % | 4,274 % | 3,915 % | 3,778 % | 3,418 % |
| 131 | 3,251 % | 3,394 % | 4,267 % | 3,911 % | 3,775 % | 3,419 % |
| 132 | 3,253 % | 3,395 % | 4,261 % | 3,907 % | 3,773 % | 3,419 % |
| 133 | 3,254 % | 3,395 % | 4,255 % | 3,904 % | 3,770 % | 3,419 % |
| 134 | 3,256 % | 3,396 % | 4,249 % | 3,901 % | 3,768 % | 3,419 % |
| 135 | 3,257 % | 3,396 % | 4,243 % | 3,897 % | 3,766 % | 3,419 % |
| 136 | 3,258 % | 3,396 % | 4,237 % | 3,894 % | 3,763 % | 3,420 % |
| 137 | 3,260 % | 3,397 % | 4,232 % | 3,891 % | 3,761 % | 3,420 % |
| 138 | 3,261 % | 3,397 % | 4,226 % | 3,888 % | 3,759 % | 3,420 % |
| 139 | 3,263 % | 3,398 % | 4,220 % | 3,884 % | 3,757 % | 3,420 % |
| 140 | 3,264 % | 3,398 % | 4,215 % | 3,881 % | 3,754 % | 3,421 % |
| 141 | 3,265 % | 3,398 % | 4,209 % | 3,878 % | 3,752 % | 3,421 % |
| 142 | 3,266 % | 3,399 % | 4,204 % | 3,875 % | 3,750 % | 3,421 % |
| 143 | 3,268 % | 3,399 % | 4,199 % | 3,872 % | 3,748 % | 3,421 % |
| 144 | 3,269 % | 3,399 % | 4,193 % | 3,869 % | 3,746 % | 3,421 % |
| 145 | 3,270 % | 3,400 % | 4,188 % | 3,866 % | 3,744 % | 3,422 % |
| 146 | 3,271 % | 3,400 % | 4,183 % | 3,864 % | 3,742 % | 3,422 % |
| 147 | 3,273 % | 3,400 % | 4,178 % | 3,861 % | 3,740 % | 3,422 % |
| 148 | 3,274 % | 3,401 % | 4,173 % | 3,858 % | 3,738 % | 3,422 % |
| 149 | 3,275 % | 3,401 % | 4,168 % | 3,855 % | 3,736 % | 3,422 % |
| 150 | 3,276 % | 3,401 % | 4,164 % | 3,852 % | 3,734 % | 3,423 % |
| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,055 % | 3,984 % | 1,185 % | 4,610 % | 8,944 % | 11,268 % |
| 2 | 1,154 % | 4,138 % | 1,454 % | 4,314 % | 7,171 % | 11,852 % |
| 3 | 1,226 % | 4,096 % | 1,632 % | 3,917 % | 6,257 % | 12,229 % |
| 4 | 1,286 % | 4,097 % | 1,766 % | 3,661 % | 5,804 % | 12,491 % |
| 5 | 1,336 % | 4,166 % | 1,889 % | 3,520 % | 5,552 % | 12,656 % |
| 6 | 1,378 % | 4,262 % | 2,019 % | 3,467 % | 5,400 % | 12,759 % |
| 7 | 1,413 % | 4,338 % | 2,161 % | 3,463 % | 5,301 % | 12,824 % |
| 8 | 1,444 % | 4,406 % | 2,313 % | 3,482 % | 5,233 % | 12,867 % |
| 9 | 1,468 % | 4,464 % | 2,466 % | 3,508 % | 5,185 % | 12,893 % |
| 10 | 1,489 % | 4,506 % | 2,616 % | 3,530 % | 5,151 % | 12,887 % |
| 11 | 1,505 % | 4,543 % | 2,759 % | 3,543 % | 5,122 % | 12,832 % |
| 12 | 1,516 % | 4,571 % | 2,891 % | 3,548 % | 5,097 % | 12,736 % |
| 13 | 1,523 % | 4,588 % | 3,011 % | 3,547 % | 5,073 % | 12,610 % |
| 14 | 1,523 % | 4,595 % | 3,116 % | 3,543 % | 5,052 % | 12,460 % |
| 15 | 1,524 % | 4,595 % | 3,206 % | 3,537 % | 5,032 % | 12,293 % |
| 16 | 1,529 % | 4,586 % | 3,280 % | 3,529 % | 5,014 % | 12,114 % |
| 17 | 1,539 % | 4,570 % | 3,340 % | 3,519 % | 4,996 % | 11,926 % |
| 18 | 1,551 % | 4,543 % | 3,389 % | 3,509 % | 4,980 % | 11,733 % |
| 19 | 1,566 % | 4,506 % | 3,429 % | 3,499 % | 4,965 % | 11,538 % |
| 20 | 1,583 % | 4,457 % | 3,462 % | 3,489 % | 4,951 % | 11,342 % |
| 21 | 1,600 % | 4,397 % | 3,489 % | 3,479 % | 4,938 % | 11,147 % |
| 22 | 1,618 % | 4,329 % | 3,511 % | 3,469 % | 4,925 % | 10,955 % |
| 23 | 1,636 % | 4,257 % | 3,529 % | 3,459 % | 4,913 % | 10,767 % |
| 24 | 1,655 % | 4,183 % | 3,544 % | 3,450 % | 4,901 % | 10,583 % |
| 25 | 1,673 % | 4,110 % | 3,556 % | 3,442 % | 4,890 % | 10,404 % |
| 26 | 1,691 % | 4,038 % | 3,565 % | 3,434 % | 4,880 % | 10,231 % |
| 27 | 1,709 % | 3,971 % | 3,573 % | 3,427 % | 4,870 % | 10,064 % |
| 28 | 1,727 % | 3,908 % | 3,579 % | 3,421 % | 4,860 % | 9,903 % |
| 29 | 1,744 % | 3,852 % | 3,583 % | 3,415 % | 4,851 % | 9,748 % |
| 30 | 1,761 % | 3,802 % | 3,587 % | 3,411 % | 4,842 % | 9,599 % |
| 31 | 1,777 % | 3,759 % | 3,589 % | 3,406 % | 4,834 % | 9,456 % |
| 32 | 1,793 % | 3,723 % | 3,591 % | 3,403 % | 4,826 % | 9,319 % |
| 33 | 1,808 % | 3,691 % | 3,592 % | 3,400 % | 4,818 % | 9,187 % |
| 34 | 1,823 % | 3,664 % | 3,592 % | 3,397 % | 4,811 % | 9,062 % |
| 35 | 1,837 % | 3,641 % | 3,592 % | 3,395 % | 4,804 % | 8,941 % |
| 36 | 1,851 % | 3,621 % | 3,592 % | 3,393 % | 4,797 % | 8,826 % |
| 37 | 1,864 % | 3,604 % | 3,591 % | 3,392 % | 4,791 % | 8,716 % |
| 38 | 1,877 % | 3,588 % | 3,590 % | 3,391 % | 4,784 % | 8,610 % |
| 39 | 1,890 % | 3,575 % | 3,589 % | 3,390 % | 4,778 % | 8,509 % |
| 40 | 1,902 % | 3,564 % | 3,588 % | 3,389 % | 4,772 % | 8,413 % |
| 41 | 1,914 % | 3,554 % | 3,586 % | 3,389 % | 4,767 % | 8,320 % |
| 42 | 1,925 % | 3,545 % | 3,585 % | 3,388 % | 4,761 % | 8,231 % |
| 43 | 1,936 % | 3,537 % | 3,583 % | 3,388 % | 4,756 % | 8,146 % |
| 44 | 1,946 % | 3,531 % | 3,581 % | 3,388 % | 4,751 % | 8,065 % |
| 45 | 1,956 % | 3,525 % | 3,580 % | 3,388 % | 4,746 % | 7,987 % |
| 46 | 1,966 % | 3,519 % | 3,578 % | 3,388 % | 4,741 % | 7,912 % |
| 47 | 1,976 % | 3,515 % | 3,576 % | 3,388 % | 4,737 % | 7,839 % |
| 48 | 1,985 % | 3,511 % | 3,574 % | 3,388 % | 4,732 % | 7,770 % |
| 49 | 1,994 % | 3,507 % | 3,572 % | 3,389 % | 4,728 % | 7,704 % |
| 50 | 2,002 % | 3,504 % | 3,570 % | 3,389 % | 4,724 % | 7,640 % |
| 51 | 2,010 % | 3,501 % | 3,569 % | 3,389 % | 4,720 % | 7,578 % |
| 52 | 2,018 % | 3,498 % | 3,567 % | 3,390 % | 4,716 % | 7,519 % |
| 53 | 2,026 % | 3,496 % | 3,565 % | 3,390 % | 4,712 % | 7,462 % |
| 54 | 2,034 % | 3,494 % | 3,563 % | 3,391 % | 4,709 % | 7,406 % |
| 55 | 2,041 % | 3,492 % | 3,562 % | 3,391 % | 4,705 % | 7,353 % |
| 56 | 2,048 % | 3,490 % | 3,560 % | 3,392 % | 4,702 % | 7,302 % |
| 57 | 2,055 % | 3,489 % | 3,558 % | 3,392 % | 4,699 % | 7,253 % |
| 58 | 2,061 % | 3,487 % | 3,557 % | 3,393 % | 4,695 % | 7,205 % |
| 59 | 2,068 % | 3,486 % | 3,555 % | 3,393 % | 4,692 % | 7,159 % |
| 60 | 2,074 % | 3,485 % | 3,553 % | 3,394 % | 4,689 % | 7,114 % |
| 61 | 2,080 % | 3,484 % | 3,552 % | 3,395 % | 4,686 % | 7,071 % |
| 62 | 2,086 % | 3,483 % | 3,550 % | 3,395 % | 4,683 % | 7,029 % |
| 63 | 2,091 % | 3,482 % | 3,549 % | 3,396 % | 4,681 % | 6,988 % |
| 64 | 2,097 % | 3,481 % | 3,547 % | 3,396 % | 4,678 % | 6,949 % |
| 65 | 2,102 % | 3,480 % | 3,546 % | 3,397 % | 4,675 % | 6,911 % |
| 66 | 2,107 % | 3,480 % | 3,545 % | 3,398 % | 4,673 % | 6,874 % |
| 67 | 2,112 % | 3,479 % | 3,543 % | 3,398 % | 4,670 % | 6,838 % |
| 68 | 2,117 % | 3,478 % | 3,542 % | 3,399 % | 4,668 % | 6,804 % |
| 69 | 2,122 % | 3,478 % | 3,541 % | 3,399 % | 4,666 % | 6,770 % |
| 70 | 2,126 % | 3,477 % | 3,540 % | 3,400 % | 4,663 % | 6,737 % |
| 71 | 2,131 % | 3,477 % | 3,538 % | 3,400 % | 4,661 % | 6,706 % |
| 72 | 2,135 % | 3,476 % | 3,537 % | 3,401 % | 4,659 % | 6,675 % |
| 73 | 2,140 % | 3,476 % | 3,536 % | 3,402 % | 4,657 % | 6,645 % |
| 74 | 2,144 % | 3,475 % | 3,535 % | 3,402 % | 4,655 % | 6,615 % |
| 75 | 2,148 % | 3,475 % | 3,534 % | 3,403 % | 4,653 % | 6,587 % |
| 76 | 2,152 % | 3,474 % | 3,533 % | 3,403 % | 4,651 % | 6,559 % |
| 77 | 2,156 % | 3,474 % | 3,532 % | 3,404 % | 4,649 % | 6,532 % |
| 78 | 2,159 % | 3,474 % | 3,531 % | 3,404 % | 4,647 % | 6,506 % |
| 79 | 2,163 % | 3,473 % | 3,530 % | 3,405 % | 4,645 % | 6,480 % |
| 80 | 2,167 % | 3,473 % | 3,529 % | 3,405 % | 4,643 % | 6,455 % |
| 81 | 2,170 % | 3,473 % | 3,528 % | 3,406 % | 4,642 % | 6,431 % |
| 82 | 2,173 % | 3,472 % | 3,527 % | 3,406 % | 4,640 % | 6,407 % |
| 83 | 2,177 % | 3,472 % | 3,526 % | 3,407 % | 4,638 % | 6,384 % |
| 84 | 2,180 % | 3,472 % | 3,525 % | 3,407 % | 4,637 % | 6,361 % |
| 85 | 2,183 % | 3,471 % | 3,524 % | 3,408 % | 4,635 % | 6,339 % |
| 86 | 2,186 % | 3,471 % | 3,523 % | 3,408 % | 4,633 % | 6,318 % |
| 87 | 2,189 % | 3,471 % | 3,522 % | 3,408 % | 4,632 % | 6,297 % |
| 88 | 2,192 % | 3,471 % | 3,522 % | 3,409 % | 4,630 % | 6,276 % |
| 89 | 2,195 % | 3,470 % | 3,521 % | 3,409 % | 4,629 % | 6,256 % |
| 90 | 2,198 % | 3,470 % | 3,520 % | 3,410 % | 4,628 % | 6,236 % |
| 91 | 2,201 % | 3,470 % | 3,519 % | 3,410 % | 4,626 % | 6,217 % |
| 92 | 2,203 % | 3,470 % | 3,518 % | 3,411 % | 4,625 % | 6,198 % |
| 93 | 2,206 % | 3,470 % | 3,518 % | 3,411 % | 4,623 % | 6,180 % |
| 94 | 2,209 % | 3,469 % | 3,517 % | 3,411 % | 4,622 % | 6,162 % |
| 95 | 2,211 % | 3,469 % | 3,516 % | 3,412 % | 4,621 % | 6,144 % |
| 96 | 2,214 % | 3,469 % | 3,516 % | 3,412 % | 4,620 % | 6,127 % |
| 97 | 2,216 % | 3,469 % | 3,515 % | 3,413 % | 4,618 % | 6,110 % |
| 98 | 2,218 % | 3,468 % | 3,514 % | 3,413 % | 4,617 % | 6,093 % |
| 99 | 2,221 % | 3,468 % | 3,514 % | 3,413 % | 4,616 % | 6,077 % |
| 100 | 2,223 % | 3,468 % | 3,513 % | 3,414 % | 4,615 % | 6,061 % |
| 101 | 2,225 % | 3,468 % | 3,512 % | 3,414 % | 4,614 % | 6,046 % |
| 102 | 2,227 % | 3,468 % | 3,512 % | 3,414 % | 4,613 % | 6,030 % |
| 103 | 2,230 % | 3,468 % | 3,511 % | 3,415 % | 4,612 % | 6,016 % |
| 104 | 2,232 % | 3,467 % | 3,511 % | 3,415 % | 4,610 % | 6,001 % |
| 105 | 2,234 % | 3,467 % | 3,510 % | 3,415 % | 4,609 % | 5,986 % |
| 106 | 2,236 % | 3,467 % | 3,509 % | 3,416 % | 4,608 % | 5,972 % |
| 107 | 2,238 % | 3,467 % | 3,509 % | 3,416 % | 4,607 % | 5,958 % |
| 108 | 2,240 % | 3,467 % | 3,508 % | 3,416 % | 4,606 % | 5,945 % |
| 109 | 2,242 % | 3,467 % | 3,508 % | 3,417 % | 4,605 % | 5,932 % |
| 110 | 2,244 % | 3,466 % | 3,507 % | 3,417 % | 4,604 % | 5,918 % |
| 111 | 2,246 % | 3,466 % | 3,507 % | 3,417 % | 4,604 % | 5,906 % |
| 112 | 2,247 % | 3,466 % | 3,506 % | 3,417 % | 4,603 % | 5,893 % |
| 113 | 2,249 % | 3,466 % | 3,506 % | 3,418 % | 4,602 % | 5,881 % |
| 114 | 2,251 % | 3,466 % | 3,505 % | 3,418 % | 4,601 % | 5,868 % |
| 115 | 2,253 % | 3,466 % | 3,505 % | 3,418 % | 4,600 % | 5,856 % |
| 116 | 2,254 % | 3,466 % | 3,504 % | 3,419 % | 4,599 % | 5,845 % |
| 117 | 2,256 % | 3,465 % | 3,504 % | 3,419 % | 4,598 % | 5,833 % |
| 118 | 2,258 % | 3,465 % | 3,503 % | 3,419 % | 4,597 % | 5,822 % |
| 119 | 2,259 % | 3,465 % | 3,503 % | 3,419 % | 4,597 % | 5,810 % |
| 120 | 2,261 % | 3,465 % | 3,503 % | 3,420 % | 4,596 % | 5,799 % |
| 121 | 2,262 % | 3,465 % | 3,502 % | 3,420 % | 4,595 % | 5,789 % |
| 122 | 2,264 % | 3,465 % | 3,502 % | 3,420 % | 4,594 % | 5,778 % |
| 123 | 2,265 % | 3,465 % | 3,501 % | 3,420 % | 4,593 % | 5,768 % |
| 124 | 2,267 % | 3,465 % | 3,501 % | 3,421 % | 4,593 % | 5,757 % |
| 125 | 2,268 % | 3,464 % | 3,500 % | 3,421 % | 4,592 % | 5,747 % |
| 126 | 2,270 % | 3,464 % | 3,500 % | 3,421 % | 4,591 % | 5,737 % |
| 127 | 2,271 % | 3,464 % | 3,500 % | 3,421 % | 4,590 % | 5,727 % |
| 128 | 2,273 % | 3,464 % | 3,499 % | 3,421 % | 4,590 % | 5,718 % |
| 129 | 2,274 % | 3,464 % | 3,499 % | 3,422 % | 4,589 % | 5,708 % |
| 130 | 2,275 % | 3,464 % | 3,498 % | 3,422 % | 4,588 % | 5,699 % |
| 131 | 2,277 % | 3,464 % | 3,498 % | 3,422 % | 4,588 % | 5,690 % |
| 132 | 2,278 % | 3,464 % | 3,498 % | 3,422 % | 4,587 % | 5,681 % |
| 133 | 2,279 % | 3,464 % | 3,497 % | 3,423 % | 4,586 % | 5,672 % |
| 134 | 2,281 % | 3,463 % | 3,497 % | 3,423 % | 4,586 % | 5,663 % |
| 135 | 2,282 % | 3,463 % | 3,497 % | 3,423 % | 4,585 % | 5,654 % |
| 136 | 2,283 % | 3,463 % | 3,496 % | 3,423 % | 4,585 % | 5,646 % |
| 137 | 2,284 % | 3,463 % | 3,496 % | 3,423 % | 4,584 % | 5,637 % |
| 138 | 2,285 % | 3,463 % | 3,496 % | 3,424 % | 4,583 % | 5,629 % |
| 139 | 2,287 % | 3,463 % | 3,495 % | 3,424 % | 4,583 % | 5,621 % |
| 140 | 2,288 % | 3,463 % | 3,495 % | 3,424 % | 4,582 % | 5,613 % |
| 141 | 2,289 % | 3,463 % | 3,495 % | 3,424 % | 4,582 % | 5,605 % |
| 142 | 2,290 % | 3,463 % | 3,494 % | 3,424 % | 4,581 % | 5,597 % |
| 143 | 2,291 % | 3,463 % | 3,494 % | 3,424 % | 4,580 % | 5,589 % |
| 144 | 2,292 % | 3,463 % | 3,494 % | 3,425 % | 4,580 % | 5,582 % |
| 145 | 2,293 % | 3,462 % | 3,493 % | 3,425 % | 4,579 % | 5,574 % |
| 146 | 2,294 % | 3,462 % | 3,493 % | 3,425 % | 4,579 % | 5,567 % |
| 147 | 2,296 % | 3,462 % | 3,493 % | 3,425 % | 4,578 % | 5,560 % |
| 148 | 2,297 % | 3,462 % | 3,493 % | 3,425 % | 4,578 % | 5,552 % |
| 149 | 2,298 % | 3,462 % | 3,492 % | 3,425 % | 4,577 % | 5,545 % |
| 150 | 2,299 % | 3,462 % | 3,492 % | 3,426 % | 4,577 % | 5,538 % |
| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 4,854 % | 6,813 % | 11,265 % | 0,896 % | 5,488 % | 7,756 % |
| 2 | 4,505 % | 7,015 % | 10,052 % | 0,971 % | 5,340 % | 7,834 % |
| 3 | 4,207 % | 7,128 % | 9,256 % | 1,030 % | 5,082 % | 7,982 % |
| 4 | 4,026 % | 7,212 % | 8,955 % | 1,080 % | 4,894 % | 8,159 % |
| 5 | 3,964 % | 7,257 % | 8,872 % | 1,122 % | 4,787 % | 8,418 % |
| 6 | 3,915 % | 7,291 % | 8,853 % | 1,156 % | 4,752 % | 8,701 % |
| 7 | 3,867 % | 7,322 % | 8,853 % | 1,183 % | 4,735 % | 9,025 % |
| 8 | 3,827 % | 7,349 % | 8,851 % | 1,206 % | 4,728 % | 9,288 % |
| 9 | 3,799 % | 7,374 % | 8,837 % | 1,223 % | 4,729 % | 9,486 % |
| 10 | 3,784 % | 7,401 % | 8,802 % | 1,236 % | 4,738 % | 9,639 % |
| 11 | 3,783 % | 7,410 % | 8,744 % | 1,265 % | 4,751 % | 9,759 % |
| 12 | 3,789 % | 7,404 % | 8,668 % | 1,306 % | 4,767 % | 9,849 % |
| 13 | 3,800 % | 7,385 % | 8,580 % | 1,355 % | 4,783 % | 9,911 % |
| 14 | 3,811 % | 7,359 % | 8,484 % | 1,409 % | 4,798 % | 9,945 % |
| 15 | 3,820 % | 7,327 % | 8,382 % | 1,465 % | 4,811 % | 9,951 % |
| 16 | 3,826 % | 7,290 % | 8,278 % | 1,522 % | 4,820 % | 9,929 % |
| 17 | 3,829 % | 7,251 % | 8,172 % | 1,579 % | 4,826 % | 9,886 % |
| 18 | 3,829 % | 7,211 % | 8,066 % | 1,635 % | 4,828 % | 9,826 % |
| 19 | 3,828 % | 7,169 % | 7,962 % | 1,690 % | 4,825 % | 9,753 % |
| 20 | 3,826 % | 7,127 % | 7,859 % | 1,743 % | 4,817 % | 9,672 % |
| 21 | 3,823 % | 7,085 % | 7,758 % | 1,795 % | 4,804 % | 9,584 % |
| 22 | 3,818 % | 7,044 % | 7,660 % | 1,845 % | 4,787 % | 9,491 % |
| 23 | 3,814 % | 7,003 % | 7,565 % | 1,893 % | 4,766 % | 9,397 % |
| 24 | 3,808 % | 6,964 % | 7,474 % | 1,939 % | 4,744 % | 9,300 % |
| 25 | 3,803 % | 6,925 % | 7,385 % | 1,983 % | 4,720 % | 9,204 % |
| 26 | 3,797 % | 6,887 % | 7,300 % | 2,025 % | 4,695 % | 9,109 % |
| 27 | 3,791 % | 6,850 % | 7,218 % | 2,065 % | 4,670 % | 9,015 % |
| 28 | 3,785 % | 6,815 % | 7,139 % | 2,104 % | 4,644 % | 8,923 % |
| 29 | 3,779 % | 6,781 % | 7,063 % | 2,141 % | 4,618 % | 8,832 % |
| 30 | 3,772 % | 6,748 % | 6,990 % | 2,177 % | 4,592 % | 8,745 % |
| 31 | 3,766 % | 6,716 % | 6,921 % | 2,211 % | 4,566 % | 8,660 % |
| 32 | 3,760 % | 6,685 % | 6,854 % | 2,243 % | 4,541 % | 8,578 % |
| 33 | 3,754 % | 6,655 % | 6,790 % | 2,274 % | 4,516 % | 8,499 % |
| 34 | 3,748 % | 6,627 % | 6,729 % | 2,304 % | 4,492 % | 8,422 % |
| 35 | 3,742 % | 6,599 % | 6,671 % | 2,333 % | 4,468 % | 8,348 % |
| 36 | 3,736 % | 6,573 % | 6,615 % | 2,360 % | 4,445 % | 8,278 % |
| 37 | 3,731 % | 6,547 % | 6,561 % | 2,386 % | 4,423 % | 8,209 % |
| 38 | 3,725 % | 6,523 % | 6,509 % | 2,412 % | 4,401 % | 8,144 % |
| 39 | 3,720 % | 6,500 % | 6,460 % | 2,436 % | 4,380 % | 8,081 % |
| 40 | 3,715 % | 6,477 % | 6,413 % | 2,459 % | 4,360 % | 8,020 % |
| 41 | 3,710 % | 6,455 % | 6,367 % | 2,481 % | 4,340 % | 7,962 % |
| 42 | 3,705 % | 6,434 % | 6,324 % | 2,502 % | 4,321 % | 7,906 % |
| 43 | 3,700 % | 6,414 % | 6,282 % | 2,523 % | 4,303 % | 7,853 % |
| 44 | 3,695 % | 6,395 % | 6,242 % | 2,543 % | 4,285 % | 7,801 % |
| 45 | 3,691 % | 6,376 % | 6,203 % | 2,562 % | 4,268 % | 7,752 % |
| 46 | 3,686 % | 6,358 % | 6,166 % | 2,580 % | 4,251 % | 7,704 % |
| 47 | 3,682 % | 6,341 % | 6,131 % | 2,597 % | 4,235 % | 7,658 % |
| 48 | 3,678 % | 6,324 % | 6,097 % | 2,614 % | 4,220 % | 7,614 % |
| 49 | 3,673 % | 6,308 % | 6,064 % | 2,631 % | 4,205 % | 7,571 % |
| 50 | 3,670 % | 6,292 % | 6,032 % | 2,646 % | 4,191 % | 7,531 % |
| 51 | 3,666 % | 6,277 % | 6,001 % | 2,661 % | 4,177 % | 7,491 % |
| 52 | 3,662 % | 6,263 % | 5,972 % | 2,676 % | 4,163 % | 7,453 % |
| 53 | 3,658 % | 6,249 % | 5,943 % | 2,690 % | 4,150 % | 7,417 % |
| 54 | 3,655 % | 6,235 % | 5,916 % | 2,704 % | 4,138 % | 7,381 % |
| 55 | 3,651 % | 6,222 % | 5,890 % | 2,717 % | 4,125 % | 7,347 % |
| 56 | 3,648 % | 6,210 % | 5,864 % | 2,730 % | 4,114 % | 7,314 % |
| 57 | 3,645 % | 6,197 % | 5,839 % | 2,742 % | 4,102 % | 7,283 % |
| 58 | 3,642 % | 6,186 % | 5,815 % | 2,754 % | 4,091 % | 7,252 % |
| 59 | 3,639 % | 6,174 % | 5,792 % | 2,766 % | 4,080 % | 7,222 % |
| 60 | 3,636 % | 6,163 % | 5,770 % | 2,777 % | 4,070 % | 7,193 % |
| 61 | 3,633 % | 6,152 % | 5,748 % | 2,788 % | 4,060 % | 7,166 % |
| 62 | 3,630 % | 6,142 % | 5,728 % | 2,798 % | 4,050 % | 7,139 % |
| 63 | 3,627 % | 6,132 % | 5,707 % | 2,808 % | 4,041 % | 7,113 % |
| 64 | 3,625 % | 6,122 % | 5,688 % | 2,818 % | 4,032 % | 7,087 % |
| 65 | 3,622 % | 6,113 % | 5,669 % | 2,828 % | 4,023 % | 7,063 % |
| 66 | 3,619 % | 6,103 % | 5,650 % | 2,837 % | 4,014 % | 7,039 % |
| 67 | 3,617 % | 6,094 % | 5,632 % | 2,846 % | 4,006 % | 7,016 % |
| 68 | 3,615 % | 6,086 % | 5,615 % | 2,855 % | 3,998 % | 6,994 % |
| 69 | 3,612 % | 6,077 % | 5,598 % | 2,864 % | 3,990 % | 6,972 % |
| 70 | 3,610 % | 6,069 % | 5,581 % | 2,872 % | 3,982 % | 6,951 % |
| 71 | 3,608 % | 6,061 % | 5,565 % | 2,880 % | 3,975 % | 6,930 % |
| 72 | 3,606 % | 6,053 % | 5,550 % | 2,888 % | 3,967 % | 6,910 % |
| 73 | 3,604 % | 6,046 % | 5,535 % | 2,895 % | 3,960 % | 6,891 % |
| 74 | 3,602 % | 6,038 % | 5,520 % | 2,903 % | 3,953 % | 6,872 % |
| 75 | 3,600 % | 6,031 % | 5,506 % | 2,910 % | 3,947 % | 6,853 % |
| 76 | 3,598 % | 6,024 % | 5,492 % | 2,917 % | 3,940 % | 6,836 % |
| 77 | 3,596 % | 6,017 % | 5,478 % | 2,924 % | 3,934 % | 6,818 % |
| 78 | 3,594 % | 6,011 % | 5,465 % | 2,931 % | 3,928 % | 6,801 % |
| 79 | 3,592 % | 6,004 % | 5,452 % | 2,937 % | 3,922 % | 6,785 % |
| 80 | 3,590 % | 5,998 % | 5,439 % | 2,944 % | 3,916 % | 6,768 % |
| 81 | 3,589 % | 5,992 % | 5,427 % | 2,950 % | 3,910 % | 6,753 % |
| 82 | 3,587 % | 5,986 % | 5,415 % | 2,956 % | 3,904 % | 6,737 % |
| 83 | 3,585 % | 5,980 % | 5,404 % | 2,962 % | 3,899 % | 6,722 % |
| 84 | 3,584 % | 5,974 % | 5,392 % | 2,968 % | 3,894 % | 6,708 % |
| 85 | 3,582 % | 5,969 % | 5,381 % | 2,973 % | 3,888 % | 6,693 % |
| 86 | 3,581 % | 5,963 % | 5,370 % | 2,979 % | 3,883 % | 6,679 % |
| 87 | 3,579 % | 5,958 % | 5,360 % | 2,984 % | 3,878 % | 6,666 % |
| 88 | 3,578 % | 5,953 % | 5,349 % | 2,989 % | 3,873 % | 6,653 % |
| 89 | 3,576 % | 5,948 % | 5,339 % | 2,995 % | 3,869 % | 6,639 % |
| 90 | 3,575 % | 5,943 % | 5,329 % | 3,000 % | 3,864 % | 6,627 % |
| 91 | 3,574 % | 5,938 % | 5,319 % | 3,005 % | 3,859 % | 6,614 % |
| 92 | 3,572 % | 5,933 % | 5,310 % | 3,009 % | 3,855 % | 6,602 % |
| 93 | 3,571 % | 5,928 % | 5,301 % | 3,014 % | 3,851 % | 6,590 % |
| 94 | 3,570 % | 5,924 % | 5,292 % | 3,019 % | 3,846 % | 6,579 % |
| 95 | 3,568 % | 5,919 % | 5,283 % | 3,023 % | 3,842 % | 6,567 % |
| 96 | 3,567 % | 5,915 % | 5,274 % | 3,028 % | 3,838 % | 6,556 % |
| 97 | 3,566 % | 5,911 % | 5,265 % | 3,032 % | 3,834 % | 6,545 % |
| 98 | 3,565 % | 5,906 % | 5,257 % | 3,036 % | 3,830 % | 6,534 % |
| 99 | 3,564 % | 5,902 % | 5,249 % | 3,040 % | 3,826 % | 6,524 % |
| 100 | 3,562 % | 5,898 % | 5,241 % | 3,045 % | 3,822 % | 6,514 % |
| 101 | 3,561 % | 5,894 % | 5,233 % | 3,049 % | 3,819 % | 6,503 % |
| 102 | 3,560 % | 5,890 % | 5,225 % | 3,053 % | 3,815 % | 6,494 % |
| 103 | 3,559 % | 5,887 % | 5,218 % | 3,056 % | 3,812 % | 6,484 % |
| 104 | 3,558 % | 5,883 % | 5,210 % | 3,060 % | 3,808 % | 6,474 % |
| 105 | 3,557 % | 5,879 % | 5,203 % | 3,064 % | 3,805 % | 6,465 % |
| 106 | 3,556 % | 5,876 % | 5,196 % | 3,067 % | 3,801 % | 6,456 % |
| 107 | 3,555 % | 5,872 % | 5,189 % | 3,071 % | 3,798 % | 6,447 % |
| 108 | 3,554 % | 5,869 % | 5,182 % | 3,075 % | 3,795 % | 6,438 % |
| 109 | 3,553 % | 5,865 % | 5,175 % | 3,078 % | 3,792 % | 6,429 % |
| 110 | 3,552 % | 5,862 % | 5,169 % | 3,081 % | 3,789 % | 6,421 % |
| 111 | 3,551 % | 5,859 % | 5,162 % | 3,085 % | 3,786 % | 6,413 % |
| 112 | 3,550 % | 5,856 % | 5,156 % | 3,088 % | 3,783 % | 6,404 % |
| 113 | 3,550 % | 5,852 % | 5,150 % | 3,091 % | 3,780 % | 6,396 % |
| 114 | 3,549 % | 5,849 % | 5,143 % | 3,094 % | 3,777 % | 6,389 % |
| 115 | 3,548 % | 5,846 % | 5,137 % | 3,097 % | 3,774 % | 6,381 % |
| 116 | 3,547 % | 5,843 % | 5,131 % | 3,100 % | 3,771 % | 6,373 % |
| 117 | 3,546 % | 5,840 % | 5,126 % | 3,103 % | 3,768 % | 6,366 % |
| 118 | 3,545 % | 5,837 % | 5,120 % | 3,106 % | 3,766 % | 6,358 % |
| 119 | 3,545 % | 5,835 % | 5,114 % | 3,109 % | 3,763 % | 6,351 % |
| 120 | 3,544 % | 5,832 % | 5,109 % | 3,112 % | 3,760 % | 6,344 % |
| 121 | 3,543 % | 5,829 % | 5,103 % | 3,115 % | 3,758 % | 6,337 % |
| 122 | 3,542 % | 5,826 % | 5,098 % | 3,118 % | 3,755 % | 6,330 % |
| 123 | 3,541 % | 5,824 % | 5,093 % | 3,120 % | 3,753 % | 6,323 % |
| 124 | 3,541 % | 5,821 % | 5,087 % | 3,123 % | 3,750 % | 6,317 % |
| 125 | 3,540 % | 5,819 % | 5,082 % | 3,126 % | 3,748 % | 6,310 % |
| 126 | 3,539 % | 5,816 % | 5,077 % | 3,128 % | 3,746 % | 6,304 % |
| 127 | 3,539 % | 5,814 % | 5,072 % | 3,131 % | 3,743 % | 6,297 % |
| 128 | 3,538 % | 5,811 % | 5,067 % | 3,133 % | 3,741 % | 6,291 % |
| 129 | 3,537 % | 5,809 % | 5,063 % | 3,136 % | 3,739 % | 6,285 % |
| 130 | 3,537 % | 5,806 % | 5,058 % | 3,138 % | 3,736 % | 6,279 % |
| 131 | 3,536 % | 5,804 % | 5,053 % | 3,140 % | 3,734 % | 6,273 % |
| 132 | 3,535 % | 5,802 % | 5,049 % | 3,143 % | 3,732 % | 6,267 % |
| 133 | 3,535 % | 5,799 % | 5,044 % | 3,145 % | 3,730 % | 6,261 % |
| 134 | 3,534 % | 5,797 % | 5,040 % | 3,147 % | 3,728 % | 6,255 % |
| 135 | 3,533 % | 5,795 % | 5,035 % | 3,150 % | 3,726 % | 6,250 % |
| 136 | 3,533 % | 5,793 % | 5,031 % | 3,152 % | 3,724 % | 6,244 % |
| 137 | 3,532 % | 5,791 % | 5,027 % | 3,154 % | 3,722 % | 6,239 % |
| 138 | 3,532 % | 5,788 % | 5,023 % | 3,156 % | 3,720 % | 6,233 % |
| 139 | 3,531 % | 5,786 % | 5,018 % | 3,158 % | 3,718 % | 6,228 % |
| 140 | 3,530 % | 5,784 % | 5,014 % | 3,160 % | 3,716 % | 6,223 % |
| 141 | 3,530 % | 5,782 % | 5,010 % | 3,162 % | 3,714 % | 6,218 % |
| 142 | 3,529 % | 5,780 % | 5,006 % | 3,164 % | 3,712 % | 6,213 % |
| 143 | 3,529 % | 5,778 % | 5,002 % | 3,166 % | 3,710 % | 6,208 % |
| 144 | 3,528 % | 5,776 % | 4,999 % | 3,168 % | 3,709 % | 6,203 % |
| 145 | 3,528 % | 5,775 % | 4,995 % | 3,170 % | 3,707 % | 6,198 % |
| 146 | 3,527 % | 5,773 % | 4,991 % | 3,172 % | 3,705 % | 6,193 % |
| 147 | 3,527 % | 5,771 % | 4,987 % | 3,174 % | 3,703 % | 6,188 % |
| 148 | 3,526 % | 5,769 % | 4,984 % | 3,176 % | 3,702 % | 6,184 % |
| 149 | 3,526 % | 5,767 % | 4,980 % | 3,178 % | 3,700 % | 6,179 % |
| 150 | 3,525 % | 5,765 % | 4,977 % | 3,180 % | 3,698 % | 6,175 % |
| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 13,115 % | 2,097 % | 3,367 % | 10,194 % | 4,156 % | 3,921 % |
| 2 | 12,615 % | 2,292 % | 3,595 % | 8,858 % | 3,717 % | 3,769 % |
| 3 | 12,526 % | 2,458 % | 3,705 % | 8,718 % | 3,537 % | 3,647 % |
| 4 | 12,550 % | 2,595 % | 3,791 % | 8,990 % | 3,448 % | 3,584 % |
| 5 | 12,607 % | 2,701 % | 3,864 % | 9,351 % | 3,391 % | 3,525 % |
| 6 | 12,655 % | 2,784 % | 3,924 % | 9,696 % | 3,352 % | 3,482 % |
| 7 | 12,690 % | 2,854 % | 3,972 % | 9,994 % | 3,324 % | 3,456 % |
| 8 | 12,722 % | 2,916 % | 4,016 % | 10,248 % | 3,305 % | 3,444 % |
| 9 | 12,733 % | 2,974 % | 4,052 % | 10,433 % | 3,291 % | 3,434 % |
| 10 | 12,746 % | 3,028 % | 4,090 % | 10,564 % | 3,283 % | 3,419 % |
| 11 | 12,719 % | 3,081 % | 4,131 % | 10,645 % | 3,280 % | 3,394 % |
| 12 | 12,649 % | 3,131 % | 4,175 % | 10,683 % | 3,280 % | 3,364 % |
| 13 | 12,547 % | 3,180 % | 4,221 % | 10,683 % | 3,281 % | 3,330 % |
| 14 | 12,421 % | 3,226 % | 4,270 % | 10,651 % | 3,284 % | 3,297 % |
| 15 | 12,278 % | 3,270 % | 4,322 % | 10,591 % | 3,289 % | 3,265 % |
| 16 | 12,122 % | 3,312 % | 4,378 % | 10,508 % | 3,293 % | 3,235 % |
| 17 | 11,959 % | 3,352 % | 4,434 % | 10,410 % | 3,298 % | 3,208 % |
| 18 | 11,789 % | 3,390 % | 4,486 % | 10,300 % | 3,303 % | 3,185 % |
| 19 | 11,617 % | 3,426 % | 4,531 % | 10,181 % | 3,308 % | 3,165 % |
| 20 | 11,445 % | 3,461 % | 4,567 % | 10,057 % | 3,312 % | 3,150 % |
| 21 | 11,273 % | 3,493 % | 4,590 % | 9,930 % | 3,317 % | 3,139 % |
| 22 | 11,103 % | 3,524 % | 4,603 % | 9,801 % | 3,321 % | 3,131 % |
| 23 | 10,937 % | 3,554 % | 4,608 % | 9,673 % | 3,324 % | 3,126 % |
| 24 | 10,774 % | 3,582 % | 4,607 % | 9,545 % | 3,328 % | 3,123 % |
| 25 | 10,616 % | 3,609 % | 4,601 % | 9,419 % | 3,331 % | 3,122 % |
| 26 | 10,463 % | 3,635 % | 4,591 % | 9,296 % | 3,334 % | 3,122 % |
| 27 | 10,315 % | 3,659 % | 4,577 % | 9,176 % | 3,337 % | 3,124 % |
| 28 | 10,172 % | 3,682 % | 4,562 % | 9,059 % | 3,340 % | 3,126 % |
| 29 | 10,035 % | 3,705 % | 4,544 % | 8,946 % | 3,343 % | 3,129 % |
| 30 | 9,902 % | 3,726 % | 4,526 % | 8,837 % | 3,345 % | 3,133 % |
| 31 | 9,776 % | 3,746 % | 4,506 % | 8,732 % | 3,348 % | 3,137 % |
| 32 | 9,654 % | 3,766 % | 4,486 % | 8,631 % | 3,350 % | 3,141 % |
| 33 | 9,538 % | 3,784 % | 4,466 % | 8,533 % | 3,352 % | 3,146 % |
| 34 | 9,426 % | 3,802 % | 4,446 % | 8,440 % | 3,355 % | 3,150 % |
| 35 | 9,319 % | 3,819 % | 4,425 % | 8,350 % | 3,357 % | 3,155 % |
| 36 | 9,217 % | 3,835 % | 4,405 % | 8,263 % | 3,359 % | 3,160 % |
| 37 | 9,119 % | 3,851 % | 4,385 % | 8,181 % | 3,361 % | 3,165 % |
| 38 | 9,025 % | 3,866 % | 4,366 % | 8,101 % | 3,362 % | 3,170 % |
| 39 | 8,935 % | 3,881 % | 4,346 % | 8,025 % | 3,364 % | 3,175 % |
| 40 | 8,849 % | 3,894 % | 4,328 % | 7,952 % | 3,366 % | 3,180 % |
| 41 | 8,767 % | 3,908 % | 4,309 % | 7,882 % | 3,367 % | 3,185 % |
| 42 | 8,688 % | 3,921 % | 4,292 % | 7,815 % | 3,369 % | 3,190 % |
| 43 | 8,612 % | 3,933 % | 4,274 % | 7,750 % | 3,371 % | 3,194 % |
| 44 | 8,539 % | 3,945 % | 4,258 % | 7,688 % | 3,372 % | 3,199 % |
| 45 | 8,470 % | 3,956 % | 4,241 % | 7,629 % | 3,373 % | 3,203 % |
| 46 | 8,403 % | 3,967 % | 4,226 % | 7,572 % | 3,375 % | 3,208 % |
| 47 | 8,338 % | 3,978 % | 4,210 % | 7,517 % | 3,376 % | 3,212 % |
| 48 | 8,277 % | 3,988 % | 4,195 % | 7,464 % | 3,377 % | 3,216 % |
| 49 | 8,217 % | 3,998 % | 4,181 % | 7,413 % | 3,379 % | 3,220 % |
| 50 | 8,160 % | 4,007 % | 4,167 % | 7,365 % | 3,380 % | 3,224 % |
| 51 | 8,105 % | 4,016 % | 4,154 % | 7,317 % | 3,381 % | 3,228 % |
| 52 | 8,052 % | 4,025 % | 4,141 % | 7,272 % | 3,382 % | 3,232 % |
| 53 | 8,001 % | 4,034 % | 4,128 % | 7,228 % | 3,383 % | 3,236 % |
| 54 | 7,952 % | 4,042 % | 4,116 % | 7,186 % | 3,384 % | 3,239 % |
| 55 | 7,904 % | 4,050 % | 4,104 % | 7,146 % | 3,385 % | 3,243 % |
| 56 | 7,859 % | 4,058 % | 4,093 % | 7,106 % | 3,386 % | 3,246 % |
| 57 | 7,814 % | 4,065 % | 4,082 % | 7,068 % | 3,387 % | 3,250 % |
| 58 | 7,772 % | 4,073 % | 4,071 % | 7,032 % | 3,388 % | 3,253 % |
| 59 | 7,730 % | 4,080 % | 4,061 % | 6,996 % | 3,389 % | 3,256 % |
| 60 | 7,691 % | 4,086 % | 4,051 % | 6,962 % | 3,390 % | 3,259 % |
| 61 | 7,652 % | 4,093 % | 4,041 % | 6,929 % | 3,391 % | 3,262 % |
| 62 | 7,615 % | 4,099 % | 4,032 % | 6,897 % | 3,392 % | 3,265 % |
| 63 | 7,578 % | 4,106 % | 4,023 % | 6,866 % | 3,393 % | 3,268 % |
| 64 | 7,543 % | 4,112 % | 4,014 % | 6,836 % | 3,393 % | 3,270 % |
| 65 | 7,509 % | 4,117 % | 4,005 % | 6,807 % | 3,394 % | 3,273 % |
| 66 | 7,476 % | 4,123 % | 3,997 % | 6,778 % | 3,395 % | 3,276 % |
| 67 | 7,444 % | 4,129 % | 3,989 % | 6,751 % | 3,396 % | 3,278 % |
| 68 | 7,413 % | 4,134 % | 3,981 % | 6,724 % | 3,397 % | 3,281 % |
| 69 | 7,383 % | 4,139 % | 3,973 % | 6,698 % | 3,397 % | 3,283 % |
| 70 | 7,354 % | 4,144 % | 3,966 % | 6,673 % | 3,398 % | 3,285 % |
| 71 | 7,325 % | 4,149 % | 3,959 % | 6,649 % | 3,399 % | 3,288 % |
| 72 | 7,298 % | 4,154 % | 3,951 % | 6,625 % | 3,399 % | 3,290 % |
| 73 | 7,271 % | 4,159 % | 3,945 % | 6,602 % | 3,400 % | 3,292 % |
| 74 | 7,245 % | 4,163 % | 3,938 % | 6,579 % | 3,401 % | 3,294 % |
| 75 | 7,219 % | 4,168 % | 3,931 % | 6,558 % | 3,401 % | 3,296 % |
| 76 | 7,194 % | 4,172 % | 3,925 % | 6,536 % | 3,402 % | 3,298 % |
| 77 | 7,170 % | 4,176 % | 3,919 % | 6,516 % | 3,402 % | 3,300 % |
| 78 | 7,147 % | 4,180 % | 3,913 % | 6,495 % | 3,403 % | 3,302 % |
| 79 | 7,124 % | 4,184 % | 3,907 % | 6,476 % | 3,403 % | 3,304 % |
| 80 | 7,101 % | 4,188 % | 3,901 % | 6,456 % | 3,404 % | 3,306 % |
| 81 | 7,080 % | 4,192 % | 3,896 % | 6,438 % | 3,405 % | 3,307 % |
| 82 | 7,058 % | 4,196 % | 3,890 % | 6,419 % | 3,405 % | 3,309 % |
| 83 | 7,038 % | 4,200 % | 3,885 % | 6,402 % | 3,406 % | 3,311 % |
| 84 | 7,017 % | 4,203 % | 3,880 % | 6,384 % | 3,406 % | 3,312 % |
| 85 | 6,998 % | 4,207 % | 3,875 % | 6,367 % | 3,407 % | 3,314 % |
| 86 | 6,978 % | 4,210 % | 3,870 % | 6,351 % | 3,407 % | 3,316 % |
| 87 | 6,960 % | 4,213 % | 3,865 % | 6,334 % | 3,408 % | 3,317 % |
| 88 | 6,941 % | 4,217 % | 3,860 % | 6,319 % | 3,408 % | 3,319 % |
| 89 | 6,923 % | 4,220 % | 3,856 % | 6,303 % | 3,408 % | 3,320 % |
| 90 | 6,905 % | 4,223 % | 3,851 % | 6,288 % | 3,409 % | 3,322 % |
| 91 | 6,888 % | 4,226 % | 3,847 % | 6,273 % | 3,409 % | 3,323 % |
| 92 | 6,871 % | 4,229 % | 3,842 % | 6,259 % | 3,410 % | 3,324 % |
| 93 | 6,855 % | 4,232 % | 3,838 % | 6,245 % | 3,410 % | 3,326 % |
| 94 | 6,839 % | 4,235 % | 3,834 % | 6,231 % | 3,411 % | 3,327 % |
| 95 | 6,823 % | 4,237 % | 3,830 % | 6,217 % | 3,411 % | 3,328 % |
| 96 | 6,808 % | 4,240 % | 3,826 % | 6,204 % | 3,411 % | 3,330 % |
| 97 | 6,792 % | 4,243 % | 3,822 % | 6,191 % | 3,412 % | 3,331 % |
| 98 | 6,778 % | 4,245 % | 3,818 % | 6,178 % | 3,412 % | 3,332 % |
| 99 | 6,763 % | 4,248 % | 3,815 % | 6,166 % | 3,413 % | 3,333 % |
| 100 | 6,749 % | 4,250 % | 3,811 % | 6,153 % | 3,413 % | 3,334 % |
| 101 | 6,735 % | 4,253 % | 3,807 % | 6,142 % | 3,413 % | 3,335 % |
| 102 | 6,721 % | 4,255 % | 3,804 % | 6,130 % | 3,414 % | 3,337 % |
| 103 | 6,708 % | 4,258 % | 3,800 % | 6,118 % | 3,414 % | 3,338 % |
| 104 | 6,695 % | 4,260 % | 3,797 % | 6,107 % | 3,414 % | 3,339 % |
| 105 | 6,682 % | 4,262 % | 3,794 % | 6,096 % | 3,415 % | 3,340 % |
| 106 | 6,669 % | 4,265 % | 3,791 % | 6,085 % | 3,415 % | 3,341 % |
| 107 | 6,657 % | 4,267 % | 3,787 % | 6,074 % | 3,415 % | 3,342 % |
| 108 | 6,645 % | 4,269 % | 3,784 % | 6,064 % | 3,416 % | 3,343 % |
| 109 | 6,633 % | 4,271 % | 3,781 % | 6,054 % | 3,416 % | 3,344 % |
| 110 | 6,621 % | 4,273 % | 3,778 % | 6,044 % | 3,416 % | 3,345 % |
| 111 | 6,609 % | 4,275 % | 3,775 % | 6,034 % | 3,417 % | 3,346 % |
| 112 | 6,598 % | 4,277 % | 3,772 % | 6,024 % | 3,417 % | 3,347 % |
| 113 | 6,587 % | 4,279 % | 3,769 % | 6,014 % | 3,417 % | 3,348 % |
| 114 | 6,576 % | 4,281 % | 3,767 % | 6,005 % | 3,417 % | 3,349 % |
| 115 | 6,565 % | 4,283 % | 3,764 % | 5,996 % | 3,418 % | 3,349 % |
| 116 | 6,555 % | 4,285 % | 3,761 % | 5,987 % | 3,418 % | 3,350 % |
| 117 | 6,545 % | 4,287 % | 3,758 % | 5,978 % | 3,418 % | 3,351 % |
| 118 | 6,534 % | 4,288 % | 3,756 % | 5,969 % | 3,418 % | 3,352 % |
| 119 | 6,524 % | 4,290 % | 3,753 % | 5,960 % | 3,419 % | 3,353 % |
| 120 | 6,514 % | 4,292 % | 3,751 % | 5,952 % | 3,419 % | 3,354 % |
| 121 | 6,505 % | 4,294 % | 3,748 % | 5,944 % | 3,419 % | 3,354 % |
| 122 | 6,495 % | 4,295 % | 3,746 % | 5,935 % | 3,420 % | 3,355 % |
| 123 | 6,486 % | 4,297 % | 3,743 % | 5,927 % | 3,420 % | 3,356 % |
| 124 | 6,477 % | 4,299 % | 3,741 % | 5,919 % | 3,420 % | 3,357 % |
| 125 | 6,468 % | 4,300 % | 3,739 % | 5,912 % | 3,420 % | 3,357 % |
| 126 | 6,459 % | 4,302 % | 3,736 % | 5,904 % | 3,420 % | 3,358 % |
| 127 | 6,450 % | 4,303 % | 3,734 % | 5,896 % | 3,421 % | 3,359 % |
| 128 | 6,441 % | 4,305 % | 3,732 % | 5,889 % | 3,421 % | 3,360 % |
| 129 | 6,433 % | 4,306 % | 3,730 % | 5,882 % | 3,421 % | 3,360 % |
| 130 | 6,424 % | 4,308 % | 3,728 % | 5,875 % | 3,421 % | 3,361 % |
| 131 | 6,416 % | 4,309 % | 3,725 % | 5,867 % | 3,422 % | 3,362 % |
| 132 | 6,408 % | 4,311 % | 3,723 % | 5,860 % | 3,422 % | 3,362 % |
| 133 | 6,400 % | 4,312 % | 3,721 % | 5,854 % | 3,422 % | 3,363 % |
| 134 | 6,392 % | 4,314 % | 3,719 % | 5,847 % | 3,422 % | 3,364 % |
| 135 | 6,384 % | 4,315 % | 3,717 % | 5,840 % | 3,422 % | 3,364 % |
| 136 | 6,377 % | 4,316 % | 3,715 % | 5,834 % | 3,423 % | 3,365 % |
| 137 | 6,369 % | 4,318 % | 3,713 % | 5,827 % | 3,423 % | 3,366 % |
| 138 | 6,362 % | 4,319 % | 3,711 % | 5,821 % | 3,423 % | 3,366 % |
| 139 | 6,355 % | 4,320 % | 3,710 % | 5,814 % | 3,423 % | 3,367 % |
| 140 | 6,347 % | 4,322 % | 3,708 % | 5,808 % | 3,423 % | 3,367 % |
| 141 | 6,340 % | 4,323 % | 3,706 % | 5,802 % | 3,424 % | 3,368 % |
| 142 | 6,333 % | 4,324 % | 3,704 % | 5,796 % | 3,424 % | 3,369 % |
| 143 | 6,326 % | 4,325 % | 3,702 % | 5,790 % | 3,424 % | 3,369 % |
| 144 | 6,320 % | 4,327 % | 3,701 % | 5,784 % | 3,424 % | 3,370 % |
| 145 | 6,313 % | 4,328 % | 3,699 % | 5,779 % | 3,424 % | 3,370 % |
| 146 | 6,306 % | 4,329 % | 3,697 % | 5,773 % | 3,424 % | 3,371 % |
| 147 | 6,300 % | 4,330 % | 3,695 % | 5,767 % | 3,425 % | 3,371 % |
| 148 | 6,293 % | 4,331 % | 3,694 % | 5,762 % | 3,425 % | 3,372 % |
| 149 | 6,287 % | 4,332 % | 3,692 % | 5,756 % | 3,425 % | 3,372 % |
| 150 | 6,281 % | 4,334 % | 3,691 % | 5,751 % | 3,425 % | 3,373 % |
| Term to maturity (in years) | Turkish lira | US dollar | Yen | |||
| --- | --- | --- | --- | |||
| 1 | 12,324 % | 5,074 % | -0,102 % | |||
| 2 | 9,703 % | 4,658 % | -0,068 % | |||
| 3 | 8,788 % | 4,259 % | -0,025 % | |||
| 4 | 8,474 % | 4,048 % | 0,061 % | |||
| 5 | 8,461 % | 3,949 % | 0,162 % | |||
| 6 | 8,630 % | 3,878 % | 0,254 % | |||
| 7 | 8,952 % | 3,822 % | 0,325 % | |||
| 8 | 9,362 % | 3,783 % | 0,377 % | |||
| 9 | 9,840 % | 3,742 % | 0,426 % | |||
| 10 | 10,213 % | 3,749 % | 0,491 % | |||
| 11 | 10,466 % | 3,744 % | 0,578 % | |||
| 12 | 10,630 % | 3,728 % | 0,679 % | |||
| 13 | 10,724 % | 3,717 % | 0,784 % | |||
| 14 | 10,766 % | 3,711 % | 0,882 % | |||
| 15 | 10,767 % | 3,706 % | 0,971 % | |||
| 16 | 10,736 % | 3,699 % | 1,048 % | |||
| 17 | 10,680 % | 3,689 % | 1,115 % | |||
| 18 | 10,606 % | 3,674 % | 1,172 % | |||
| 19 | 10,517 % | 3,654 % | 1,221 % | |||
| 20 | 10,419 % | 3,627 % | 1,263 % | |||
| 21 | 10,313 % | 3,593 % | 1,302 % | |||
| 22 | 10,202 % | 3,556 % | 1,338 % | |||
| 23 | 10,089 % | 3,517 % | 1,371 % | |||
| 24 | 9,974 % | 3,480 % | 1,402 % | |||
| 25 | 9,859 % | 3,444 % | 1,430 % | |||
| 26 | 9,745 % | 3,411 % | 1,456 % | |||
| 27 | 9,633 % | 3,379 % | 1,480 % | |||
| 28 | 9,523 % | 3,346 % | 1,504 % | |||
| 29 | 9,416 % | 3,310 % | 1,529 % | |||
| 30 | 9,312 % | 3,270 % | 1,556 % | |||
| 31 | 9,211 % | 3,225 % | 1,585 % | |||
| 32 | 9,114 % | 3,177 % | 1,617 % | |||
| 33 | 9,020 % | 3,127 % | 1,649 % | |||
| 34 | 8,929 % | 3,077 % | 1,682 % | |||
| 35 | 8,842 % | 3,028 % | 1,716 % | |||
| 36 | 8,758 % | 2,981 % | 1,750 % | |||
| 37 | 8,677 % | 2,936 % | 1,783 % | |||
| 38 | 8,600 % | 2,893 % | 1,817 % | |||
| 39 | 8,525 % | 2,854 % | 1,850 % | |||
| 40 | 8,454 % | 2,817 % | 1,882 % | |||
| 41 | 8,385 % | 2,784 % | 1,914 % | |||
| 42 | 8,319 % | 2,754 % | 1,945 % | |||
| 43 | 8,256 % | 2,727 % | 1,975 % | |||
| 44 | 8,195 % | 2,703 % | 2,004 % | |||
| 45 | 8,137 % | 2,683 % | 2,033 % | |||
| 46 | 8,081 % | 2,665 % | 2,061 % | |||
| 47 | 8,027 % | 2,650 % | 2,088 % | |||
| 48 | 7,975 % | 2,638 % | 2,115 % | |||
| 49 | 7,925 % | 2,630 % | 2,140 % | |||
| 50 | 7,877 % | 2,623 % | 2,165 % | |||
| 51 | 7,831 % | 2,620 % | 2,189 % | |||
| 52 | 7,786 % | 2,619 % | 2,213 % | |||
| 53 | 7,743 % | 2,620 % | 2,235 % | |||
| 54 | 7,702 % | 2,623 % | 2,257 % | |||
| 55 | 7,662 % | 2,626 % | 2,279 % | |||
| 56 | 7,623 % | 2,631 % | 2,299 % | |||
| 57 | 7,586 % | 2,637 % | 2,319 % | |||
| 58 | 7,550 % | 2,644 % | 2,339 % | |||
| 59 | 7,515 % | 2,651 % | 2,358 % | |||
| 60 | 7,481 % | 2,658 % | 2,376 % | |||
| 61 | 7,449 % | 2,666 % | 2,394 % | |||
| 62 | 7,417 % | 2,675 % | 2,411 % | |||
| 63 | 7,387 % | 2,683 % | 2,428 % | |||
| 64 | 7,357 % | 2,692 % | 2,444 % | |||
| 65 | 7,328 % | 2,701 % | 2,460 % | |||
| 66 | 7,300 % | 2,709 % | 2,476 % | |||
| 67 | 7,273 % | 2,718 % | 2,491 % | |||
| 68 | 7,247 % | 2,727 % | 2,505 % | |||
| 69 | 7,222 % | 2,736 % | 2,519 % | |||
| 70 | 7,197 % | 2,744 % | 2,533 % | |||
| 71 | 7,173 % | 2,753 % | 2,547 % | |||
| 72 | 7,149 % | 2,761 % | 2,560 % | |||
| 73 | 7,127 % | 2,770 % | 2,572 % | |||
| 74 | 7,104 % | 2,778 % | 2,585 % | |||
| 75 | 7,083 % | 2,786 % | 2,597 % | |||
| 76 | 7,062 % | 2,794 % | 2,609 % | |||
| 77 | 7,042 % | 2,802 % | 2,620 % | |||
| 78 | 7,022 % | 2,810 % | 2,631 % | |||
| 79 | 7,002 % | 2,817 % | 2,642 % | |||
| 80 | 6,983 % | 2,825 % | 2,653 % | |||
| 81 | 6,965 % | 2,832 % | 2,663 % | |||
| 82 | 6,947 % | 2,839 % | 2,673 % | |||
| 83 | 6,929 % | 2,846 % | 2,683 % | |||
| 84 | 6,912 % | 2,853 % | 2,693 % | |||
| 85 | 6,896 % | 2,860 % | 2,702 % | |||
| 86 | 6,879 % | 2,867 % | 2,712 % | |||
| 87 | 6,863 % | 2,873 % | 2,721 % | |||
| 88 | 6,848 % | 2,879 % | 2,729 % | |||
| 89 | 6,832 % | 2,886 % | 2,738 % | |||
| 90 | 6,818 % | 2,892 % | 2,746 % | |||
| 91 | 6,803 % | 2,898 % | 2,755 % | |||
| 92 | 6,789 % | 2,904 % | 2,763 % | |||
| 93 | 6,775 % | 2,909 % | 2,771 % | |||
| 94 | 6,761 % | 2,915 % | 2,778 % | |||
| 95 | 6,748 % | 2,921 % | 2,786 % | |||
| 96 | 6,735 % | 2,926 % | 2,793 % | |||
| 97 | 6,722 % | 2,931 % | 2,801 % | |||
| 98 | 6,709 % | 2,937 % | 2,808 % | |||
| 99 | 6,697 % | 2,942 % | 2,815 % | |||
| 100 | 6,685 % | 2,947 % | 2,821 % | |||
| 101 | 6,673 % | 2,952 % | 2,828 % | |||
| 102 | 6,662 % | 2,957 % | 2,835 % | |||
| 103 | 6,650 % | 2,961 % | 2,841 % | |||
| 104 | 6,639 % | 2,966 % | 2,847 % | |||
| 105 | 6,628 % | 2,971 % | 2,854 % | |||
| 106 | 6,618 % | 2,975 % | 2,860 % | |||
| 107 | 6,607 % | 2,980 % | 2,866 % | |||
| 108 | 6,597 % | 2,984 % | 2,872 % | |||
| 109 | 6,587 % | 2,988 % | 2,877 % | |||
| 110 | 6,577 % | 2,992 % | 2,883 % | |||
| 111 | 6,567 % | 2,996 % | 2,888 % | |||
| 112 | 6,557 % | 3,000 % | 2,894 % | |||
| 113 | 6,548 % | 3,004 % | 2,899 % | |||
| 114 | 6,539 % | 3,008 % | 2,905 % | |||
| 115 | 6,530 % | 3,012 % | 2,910 % | |||
| 116 | 6,521 % | 3,016 % | 2,915 % | |||
| 117 | 6,512 % | 3,020 % | 2,920 % | |||
| 118 | 6,503 % | 3,023 % | 2,925 % | |||
| 119 | 6,495 % | 3,027 % | 2,929 % | |||
| 120 | 6,487 % | 3,030 % | 2,934 % | |||
| 121 | 6,478 % | 3,034 % | 2,939 % | |||
| 122 | 6,470 % | 3,037 % | 2,943 % | |||
| 123 | 6,462 % | 3,041 % | 2,948 % | |||
| 124 | 6,455 % | 3,044 % | 2,952 % | |||
| 125 | 6,447 % | 3,047 % | 2,957 % | |||
| 126 | 6,439 % | 3,050 % | 2,961 % | |||
| 127 | 6,432 % | 3,053 % | 2,965 % | |||
| 128 | 6,425 % | 3,056 % | 2,970 % | |||
| 129 | 6,418 % | 3,060 % | 2,974 % | |||
| 130 | 6,410 % | 3,063 % | 2,978 % | |||
| 131 | 6,403 % | 3,065 % | 2,982 % | |||
| 132 | 6,397 % | 3,068 % | 2,986 % | |||
| 133 | 6,390 % | 3,071 % | 2,989 % | |||
| 134 | 6,383 % | 3,074 % | 2,993 % | |||
| 135 | 6,377 % | 3,077 % | 2,997 % | |||
| 136 | 6,370 % | 3,080 % | 3,001 % | |||
| 137 | 6,364 % | 3,082 % | 3,004 % | |||
| 138 | 6,357 % | 3,085 % | 3,008 % | |||
| 139 | 6,351 % | 3,088 % | 3,011 % | |||
| 140 | 6,345 % | 3,090 % | 3,015 % | |||
| 141 | 6,339 % | 3,093 % | 3,018 % | |||
| 142 | 6,333 % | 3,095 % | 3,022 % | |||
| 143 | 6,327 % | 3,098 % | 3,025 % | |||
| 144 | 6,322 % | 3,100 % | 3,028 % | |||
| 145 | 6,316 % | 3,103 % | 3,032 % | |||
| 146 | 6,310 % | 3,105 % | 3,035 % | |||
| 147 | 6,305 % | 3,107 % | 3,038 % | |||
| 148 | 6,299 % | 3,110 % | 3,041 % | |||
| 149 | 6,294 % | 3,112 % | 3,044 % | |||
| 150 | 6,289 % | 3,114 % | 3,047 % |
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 | 28 | 5 | 0 | 22 | 0 |
| 2 | 0 | 0 | 36 | 5 | 0 | 36 | 0 |
| 3 | 0 | 0 | 41 | 5 | 0 | 41 | 0 |
| 4 | 0 | 1 | 44 | 5 | 2 | 43 | 0 |
| 5 | 0 | 3 | 48 | 5 | 3 | 46 | 0 |
| 6 | 0 | 4 | 50 | 5 | 5 | 48 | 0 |
| 7 | 1 | 4 | 53 | 5 | 8 | 50 | 0 |
| 8 | 2 | 6 | 55 | 4 | 10 | 50 | 0 |
| 9 | 2 | 7 | 56 | 5 | 11 | 47 | 0 |
| 10 | 3 | 7 | 58 | 5 | 12 | 47 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 354 | 4 | 14 |
| 2 | 0 | 0 | 0 | 0 | 221 | 4 | 19 |
| 3 | 0 | 0 | 0 | 0 | 197 | 4 | 22 |
| 4 | 1 | 0 | 0 | 0 | 173 | 4 | 23 |
| 5 | 3 | 0 | 0 | 0 | 159 | 4 | 24 |
| 6 | 4 | 0 | 0 | 0 | 156 | 4 | 25 |
| 7 | 4 | 0 | 0 | 0 | 154 | 4 | 26 |
| 8 | 6 | 0 | 1 | 0 | 158 | 3 | 27 |
| 9 | 7 | 0 | 2 | 0 | 160 | 1 | 27 |
| 10 | 7 | 0 | 3 | 0 | 162 | 4 | 28 |
| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 4 | 4 | 0 | 14 | 0 | 4 |
| 2 | 14 | 9 | 10 | 0 | 19 | 0 | 4 |
| 3 | 18 | 12 | 13 | 0 | 22 | 0 | 4 |
| 4 | 21 | 14 | 15 | 0 | 23 | 0 | 4 |
| 5 | 23 | 16 | 17 | 0 | 24 | 0 | 4 |
| 6 | 25 | 17 | 19 | 0 | 25 | 0 | 4 |
| 7 | 27 | 18 | 21 | 0 | 26 | 0 | 4 |
| 8 | 28 | 20 | 22 | 0 | 27 | 0 | 4 |
| 9 | 30 | 21 | 23 | 1 | 27 | 0 | 4 |
| 10 | 32 | 21 | 24 | 2 | 28 | 0 | 4 |
| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 22 | 8 | 11 | 15 | 4 | 0 | 0 |
| 2 | 36 | 15 | 13 | 18 | 10 | 0 | 0 |
| 3 | 41 | 17 | 16 | 22 | 13 | 0 | 0 |
| 4 | 43 | 18 | 17 | 27 | 15 | 0 | 0 |
| 5 | 46 | 20 | 18 | 30 | 17 | 0 | 0 |
| 6 | 48 | 21 | 20 | 33 | 19 | 0 | 0 |
| 7 | 50 | 22 | 21 | 35 | 21 | 0 | 0 |
| 8 | 50 | 24 | 22 | 36 | 22 | 0 | 0 |
| 9 | 47 | 25 | 23 | 37 | 23 | 0 | 0 |
| 10 | 47 | 23 | 23 | 37 | 24 | 0 | 0 |
| Duration (in years) | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada | Chile |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 12 | 0 | 16 |
| 2 | 0 | 0 | 0 | 0 | 12 | 0 | 18 |
| 3 | 0 | 0 | 0 | 0 | 12 | 0 | 17 |
| 4 | 0 | 0 | 0 | 0 | 12 | 0 | 17 |
| 5 | 0 | 0 | 0 | 0 | 12 | 0 | 15 |
| 6 | 0 | 0 | 0 | 0 | 12 | 0 | 14 |
| 7 | 0 | 0 | 0 | 0 | 12 | 0 | 14 |
| 8 | 0 | 0 | 0 | 0 | 12 | 0 | 14 |
| 9 | 0 | 0 | 0 | 0 | 12 | 0 | 15 |
| 10 | 0 | 0 | 0 | 0 | 12 | 0 | 13 |
| Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 12 | 0 | 10 | 0 | 0 | 8 |
| 2 | 1 | 18 | 0 | 10 | 0 | 0 | 9 |
| 3 | 2 | 27 | 0 | 10 | 0 | 0 | 10 |
| 4 | 3 | 34 | 0 | 10 | 0 | 0 | 10 |
| 5 | 3 | 36 | 0 | 10 | 0 | 0 | 10 |
| 6 | 4 | 38 | 0 | 10 | 0 | 0 | 10 |
| 7 | 4 | 40 | 0 | 10 | 0 | 0 | 10 |
| 8 | 7 | 38 | 0 | 10 | 0 | 0 | 10 |
| 9 | 5 | 36 | 0 | 10 | 1 | 0 | 10 |
| 10 | 5 | 38 | 0 | 10 | 1 | 0 | 10 |
| Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 7 | 9 | 1 | 4 |
| 2 | 0 | 0 | 0 | 10 | 11 | 0 | 4 |
| 3 | 0 | 0 | 0 | 11 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 12 | 13 | 0 | 4 |
| 5 | 0 | 2 | 0 | 13 | 15 | 0 | 4 |
| 6 | 0 | 5 | 0 | 14 | 15 | 0 | 4 |
| 7 | 0 | 7 | 0 | 16 | 15 | 0 | 4 |
| 8 | 0 | 11 | 0 | 18 | 15 | 0 | 4 |
| 9 | 0 | 16 | 0 | 19 | 15 | 0 | 4 |
| 10 | 0 | 16 | 0 | 21 | 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 | 19 | 42 | 111 | 224 | 514 | 1 288 |
| 2 | 6 | 19 | 42 | 111 | 224 | 514 | 1 034 |
| 3 | 8 | 21 | 44 | 105 | 221 | 511 | 839 |
| 4 | 9 | 24 | 46 | 108 | 220 | 510 | 692 |
| 5 | 10 | 26 | 51 | 111 | 220 | 510 | 580 |
| 6 | 11 | 28 | 55 | 115 | 220 | 510 | 510 |
| 7 | 12 | 31 | 57 | 118 | 220 | 510 | 510 |
| 8 | 12 | 31 | 56 | 117 | 220 | 510 | 510 |
| 9 | 13 | 32 | 56 | 116 | 220 | 510 | 510 |
| 10 | 13 | 33 | 57 | 116 | 220 | 510 | 510 |
| 11 | 14 | 34 | 57 | 117 | 220 | 510 | 510 |
| 12 | 14 | 35 | 57 | 117 | 220 | 510 | 510 |
| 13 | 15 | 36 | 57 | 117 | 220 | 510 | 510 |
| 14 | 15 | 36 | 57 | 117 | 220 | 510 | 510 |
| 15 | 15 | 36 | 57 | 117 | 220 | 510 | 510 |
| 16 | 15 | 36 | 57 | 117 | 220 | 510 | 510 |
| 17 | 15 | 36 | 57 | 117 | 220 | 510 | 510 |
| 18 | 15 | 36 | 57 | 117 | 220 | 510 | 510 |
| 19 | 15 | 36 | 57 | 117 | 220 | 510 | 510 |
| 20 | 15 | 36 | 57 | 117 | 220 | 510 | 510 |
| 21 | 17 | 36 | 57 | 117 | 220 | 510 | 510 |
| 22 | 18 | 36 | 57 | 117 | 220 | 510 | 510 |
| 23 | 18 | 36 | 57 | 117 | 220 | 510 | 510 |
| 24 | 19 | 36 | 57 | 117 | 220 | 510 | 510 |
| 25 | 19 | 36 | 57 | 117 | 220 | 510 | 510 |
| 26 | 20 | 36 | 57 | 117 | 220 | 510 | 510 |
| 27 | 20 | 36 | 57 | 117 | 220 | 510 | 510 |
| 28 | 21 | 36 | 57 | 117 | 220 | 510 | 510 |
| 29 | 22 | 36 | 57 | 117 | 220 | 510 | 510 |
| 30 | 23 | 36 | 57 | 117 | 220 | 510 | 510 |
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 | 18 | 31 | 53 | 122 | 235 | 526 | 1 354 |
| 2 | 19 | 32 | 55 | 123 | 237 | 527 | 1 082 |
| 3 | 20 | 34 | 56 | 118 | 233 | 523 | 875 |
| 4 | 21 | 36 | 59 | 120 | 232 | 522 | 719 |
| 5 | 22 | 38 | 63 | 123 | 231 | 521 | 601 |
| 6 | 22 | 39 | 66 | 126 | 230 | 521 | 521 |
| 7 | 23 | 41 | 67 | 128 | 230 | 520 | 520 |
| 8 | 22 | 41 | 66 | 126 | 229 | 519 | 519 |
| 9 | 21 | 41 | 65 | 125 | 228 | 519 | 519 |
| 10 | 21 | 42 | 65 | 125 | 228 | 518 | 518 |
| 11 | 21 | 42 | 65 | 124 | 227 | 517 | 517 |
| 12 | 21 | 42 | 64 | 124 | 227 | 517 | 517 |
| 13 | 21 | 42 | 64 | 123 | 226 | 516 | 516 |
| 14 | 21 | 42 | 63 | 123 | 226 | 516 | 516 |
| 15 | 20 | 42 | 63 | 122 | 225 | 515 | 515 |
| 16 | 20 | 41 | 62 | 122 | 225 | 515 | 515 |
| 17 | 20 | 41 | 62 | 122 | 225 | 515 | 515 |
| 18 | 20 | 41 | 62 | 122 | 225 | 515 | 515 |
| 19 | 20 | 41 | 62 | 122 | 225 | 515 | 515 |
| 20 | 20 | 41 | 62 | 122 | 225 | 515 | 515 |
| 21 | 20 | 42 | 63 | 122 | 225 | 515 | 515 |
| 22 | 21 | 42 | 63 | 122 | 225 | 516 | 516 |
| 23 | 21 | 42 | 63 | 123 | 226 | 516 | 516 |
| 24 | 21 | 42 | 63 | 123 | 226 | 516 | 516 |
| 25 | 21 | 42 | 63 | 122 | 225 | 516 | 516 |
| 26 | 21 | 42 | 63 | 122 | 225 | 516 | 516 |
| 27 | 22 | 42 | 63 | 122 | 225 | 515 | 515 |
| 28 | 22 | 42 | 63 | 122 | 225 | 515 | 515 |
| 29 | 23 | 42 | 63 | 122 | 225 | 515 | 515 |
| 30 | 23 | 41 | 63 | 122 | 225 | 515 | 515 |
2.3 Danish krone
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