LegalizeCommission Implementing Regulation (EU) 2023/2574 of 20 November 2023 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2023 until 30 December 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
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.
| Image omitted; see official source | Official Journal of the European Union | EN Series L |
| --- | --- | --- |
| 2023/2574 | 21.11.2023 |
THE EUROPEAN COMMISSION,
Having regard to the Treaty on the Functioning of the European Union,
Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) 1, and in particular the third subparagraph of Article 77e(2) thereof,
Whereas:
- (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date.
- (2) Insurance and reinsurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 6 October 2023, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2023 market data. That information was published on 6 October 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 30 September 2023 until 30 December 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 30 September 2023.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 20 November 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 | Lev |
|---|---|---|---|---|---|---|
| 1 | 4,047 % | 6,425 % | 4,037 % | 8,681 % | 4,055 % | 3,997 % |
| 2 | 3,701 % | 5,204 % | 3,691 % | 8,359 % | 3,907 % | 3,651 % |
| 3 | 3,468 % | 4,719 % | 3,458 % | 8,049 % | 3,701 % | 3,418 % |
| 4 | 3,352 % | 4,560 % | 3,342 % | 7,770 % | 3,552 % | 3,302 % |
| 5 | 3,292 % | 4,497 % | 3,282 % | 7,553 % | 3,457 % | 3,242 % |
| 6 | 3,263 % | 4,458 % | 3,253 % | 7,395 % | 3,401 % | 3,213 % |
| 7 | 3,254 % | 4,432 % | 3,244 % | 7,283 % | 3,368 % | 3,204 % |
| 8 | 3,257 % | 4,413 % | 3,247 % | 7,209 % | 3,348 % | 3,207 % |
| 9 | 3,267 % | 4,401 % | 3,257 % | 7,166 % | 3,337 % | 3,217 % |
| 10 | 3,283 % | 4,394 % | 3,273 % | 7,140 % | 3,332 % | 3,233 % |
| 11 | 3,312 % | 4,391 % | 3,302 % | 7,130 % | 3,331 % | 3,262 % |
| 12 | 3,314 % | 4,390 % | 3,304 % | 7,129 % | 3,333 % | 3,264 % |
| 13 | 3,320 % | 4,388 % | 3,310 % | 7,134 % | 3,336 % | 3,270 % |
| 14 | 3,328 % | 4,385 % | 3,318 % | 7,145 % | 3,340 % | 3,278 % |
| 15 | 3,329 % | 4,379 % | 3,319 % | 7,155 % | 3,344 % | 3,279 % |
| 16 | 3,314 % | 4,369 % | 3,304 % | 7,150 % | 3,349 % | 3,264 % |
| 17 | 3,290 % | 4,356 % | 3,280 % | 7,129 % | 3,353 % | 3,240 % |
| 18 | 3,263 % | 4,341 % | 3,253 % | 7,098 % | 3,357 % | 3,212 % |
| 19 | 3,235 % | 4,325 % | 3,225 % | 7,059 % | 3,362 % | 3,185 % |
| 20 | 3,211 % | 4,308 % | 3,201 % | 7,014 % | 3,365 % | 3,161 % |
| 21 | 3,192 % | 4,290 % | 3,182 % | 6,964 % | 3,369 % | 3,143 % |
| 22 | 3,178 % | 4,272 % | 3,168 % | 6,912 % | 3,372 % | 3,130 % |
| 23 | 3,167 % | 4,254 % | 3,158 % | 6,857 % | 3,375 % | 3,120 % |
| 24 | 3,160 % | 4,235 % | 3,151 % | 6,802 % | 3,378 % | 3,114 % |
| 25 | 3,155 % | 4,217 % | 3,146 % | 6,747 % | 3,381 % | 3,110 % |
| 26 | 3,152 % | 4,199 % | 3,143 % | 6,691 % | 3,384 % | 3,108 % |
| 27 | 3,151 % | 4,181 % | 3,142 % | 6,637 % | 3,386 % | 3,108 % |
| 28 | 3,151 % | 4,164 % | 3,142 % | 6,583 % | 3,388 % | 3,109 % |
| 29 | 3,152 % | 4,147 % | 3,143 % | 6,530 % | 3,390 % | 3,111 % |
| 30 | 3,153 % | 4,131 % | 3,145 % | 6,479 % | 3,392 % | 3,113 % |
| 31 | 3,156 % | 4,115 % | 3,148 % | 6,429 % | 3,394 % | 3,117 % |
| 32 | 3,159 % | 4,099 % | 3,151 % | 6,381 % | 3,396 % | 3,121 % |
| 33 | 3,162 % | 4,084 % | 3,155 % | 6,334 % | 3,398 % | 3,125 % |
| 34 | 3,166 % | 4,070 % | 3,159 % | 6,289 % | 3,399 % | 3,130 % |
| 35 | 3,170 % | 4,056 % | 3,163 % | 6,245 % | 3,401 % | 3,135 % |
| 36 | 3,174 % | 4,042 % | 3,167 % | 6,203 % | 3,402 % | 3,140 % |
| 37 | 3,179 % | 4,029 % | 3,172 % | 6,162 % | 3,403 % | 3,145 % |
| 38 | 3,183 % | 4,016 % | 3,176 % | 6,123 % | 3,404 % | 3,150 % |
| 39 | 3,187 % | 4,004 % | 3,181 % | 6,085 % | 3,406 % | 3,155 % |
| 40 | 3,192 % | 3,992 % | 3,185 % | 6,049 % | 3,407 % | 3,160 % |
| 41 | 3,196 % | 3,980 % | 3,190 % | 6,014 % | 3,408 % | 3,166 % |
| 42 | 3,200 % | 3,969 % | 3,195 % | 5,980 % | 3,409 % | 3,171 % |
| 43 | 3,205 % | 3,958 % | 3,199 % | 5,948 % | 3,410 % | 3,176 % |
| 44 | 3,209 % | 3,948 % | 3,203 % | 5,917 % | 3,411 % | 3,181 % |
| 45 | 3,213 % | 3,938 % | 3,208 % | 5,887 % | 3,411 % | 3,185 % |
| 46 | 3,217 % | 3,928 % | 3,212 % | 5,858 % | 3,412 % | 3,190 % |
| 47 | 3,222 % | 3,919 % | 3,216 % | 5,830 % | 3,413 % | 3,195 % |
| 48 | 3,225 % | 3,910 % | 3,220 % | 5,803 % | 3,414 % | 3,199 % |
| 49 | 3,229 % | 3,901 % | 3,224 % | 5,778 % | 3,415 % | 3,204 % |
| 50 | 3,233 % | 3,892 % | 3,228 % | 5,753 % | 3,415 % | 3,208 % |
| 51 | 3,237 % | 3,884 % | 3,232 % | 5,729 % | 3,416 % | 3,212 % |
| 52 | 3,240 % | 3,876 % | 3,236 % | 5,706 % | 3,417 % | 3,216 % |
| 53 | 3,244 % | 3,869 % | 3,239 % | 5,683 % | 3,417 % | 3,220 % |
| 54 | 3,247 % | 3,861 % | 3,243 % | 5,662 % | 3,418 % | 3,224 % |
| 55 | 3,251 % | 3,854 % | 3,246 % | 5,641 % | 3,418 % | 3,228 % |
| 56 | 3,254 % | 3,847 % | 3,250 % | 5,621 % | 3,419 % | 3,232 % |
| 57 | 3,257 % | 3,841 % | 3,253 % | 5,601 % | 3,420 % | 3,235 % |
| 58 | 3,260 % | 3,834 % | 3,256 % | 5,582 % | 3,420 % | 3,239 % |
| 59 | 3,263 % | 3,828 % | 3,259 % | 5,564 % | 3,421 % | 3,242 % |
| 60 | 3,266 % | 3,822 % | 3,262 % | 5,546 % | 3,421 % | 3,245 % |
| 61 | 3,269 % | 3,816 % | 3,265 % | 5,529 % | 3,422 % | 3,248 % |
| 62 | 3,272 % | 3,810 % | 3,268 % | 5,513 % | 3,422 % | 3,251 % |
| 63 | 3,275 % | 3,804 % | 3,271 % | 5,497 % | 3,422 % | 3,255 % |
| 64 | 3,277 % | 3,799 % | 3,273 % | 5,481 % | 3,423 % | 3,257 % |
| 65 | 3,280 % | 3,794 % | 3,276 % | 5,466 % | 3,423 % | 3,260 % |
| 66 | 3,282 % | 3,788 % | 3,278 % | 5,452 % | 3,424 % | 3,263 % |
| 67 | 3,285 % | 3,783 % | 3,281 % | 5,437 % | 3,424 % | 3,266 % |
| 68 | 3,287 % | 3,779 % | 3,283 % | 5,424 % | 3,425 % | 3,268 % |
| 69 | 3,289 % | 3,774 % | 3,286 % | 5,410 % | 3,425 % | 3,271 % |
| 70 | 3,292 % | 3,769 % | 3,288 % | 5,397 % | 3,425 % | 3,274 % |
| 71 | 3,294 % | 3,765 % | 3,290 % | 5,385 % | 3,426 % | 3,276 % |
| 72 | 3,296 % | 3,761 % | 3,292 % | 5,372 % | 3,426 % | 3,278 % |
| 73 | 3,298 % | 3,756 % | 3,294 % | 5,360 % | 3,426 % | 3,281 % |
| 74 | 3,300 % | 3,752 % | 3,297 % | 5,349 % | 3,427 % | 3,283 % |
| 75 | 3,302 % | 3,748 % | 3,299 % | 5,337 % | 3,427 % | 3,285 % |
| 76 | 3,304 % | 3,744 % | 3,301 % | 5,326 % | 3,427 % | 3,287 % |
| 77 | 3,306 % | 3,741 % | 3,302 % | 5,316 % | 3,427 % | 3,289 % |
| 78 | 3,308 % | 3,737 % | 3,304 % | 5,305 % | 3,428 % | 3,291 % |
| 79 | 3,309 % | 3,733 % | 3,306 % | 5,295 % | 3,428 % | 3,293 % |
| 80 | 3,311 % | 3,730 % | 3,308 % | 5,285 % | 3,428 % | 3,295 % |
| 81 | 3,313 % | 3,726 % | 3,310 % | 5,275 % | 3,429 % | 3,297 % |
| 82 | 3,314 % | 3,723 % | 3,311 % | 5,266 % | 3,429 % | 3,299 % |
| 83 | 3,316 % | 3,720 % | 3,313 % | 5,256 % | 3,429 % | 3,301 % |
| 84 | 3,318 % | 3,716 % | 3,315 % | 5,247 % | 3,429 % | 3,303 % |
| 85 | 3,319 % | 3,713 % | 3,316 % | 5,239 % | 3,430 % | 3,304 % |
| 86 | 3,321 % | 3,710 % | 3,318 % | 5,230 % | 3,430 % | 3,306 % |
| 87 | 3,322 % | 3,707 % | 3,319 % | 5,222 % | 3,430 % | 3,308 % |
| 88 | 3,324 % | 3,704 % | 3,321 % | 5,213 % | 3,430 % | 3,309 % |
| 89 | 3,325 % | 3,701 % | 3,322 % | 5,205 % | 3,431 % | 3,311 % |
| 90 | 3,326 % | 3,699 % | 3,324 % | 5,197 % | 3,431 % | 3,312 % |
| 91 | 3,328 % | 3,696 % | 3,325 % | 5,190 % | 3,431 % | 3,314 % |
| 92 | 3,329 % | 3,693 % | 3,326 % | 5,182 % | 3,431 % | 3,315 % |
| 93 | 3,330 % | 3,691 % | 3,328 % | 5,175 % | 3,431 % | 3,317 % |
| 94 | 3,332 % | 3,688 % | 3,329 % | 5,168 % | 3,432 % | 3,318 % |
| 95 | 3,333 % | 3,686 % | 3,330 % | 5,161 % | 3,432 % | 3,320 % |
| 96 | 3,334 % | 3,683 % | 3,331 % | 5,154 % | 3,432 % | 3,321 % |
| 97 | 3,335 % | 3,681 % | 3,333 % | 5,147 % | 3,432 % | 3,322 % |
| 98 | 3,336 % | 3,678 % | 3,334 % | 5,140 % | 3,432 % | 3,324 % |
| 99 | 3,338 % | 3,676 % | 3,335 % | 5,134 % | 3,432 % | 3,325 % |
| 100 | 3,339 % | 3,674 % | 3,336 % | 5,127 % | 3,433 % | 3,326 % |
| 101 | 3,340 % | 3,672 % | 3,337 % | 5,121 % | 3,433 % | 3,327 % |
| 102 | 3,341 % | 3,669 % | 3,338 % | 5,115 % | 3,433 % | 3,329 % |
| 103 | 3,342 % | 3,667 % | 3,340 % | 5,109 % | 3,433 % | 3,330 % |
| 104 | 3,343 % | 3,665 % | 3,341 % | 5,103 % | 3,433 % | 3,331 % |
| 105 | 3,344 % | 3,663 % | 3,342 % | 5,098 % | 3,433 % | 3,332 % |
| 106 | 3,345 % | 3,661 % | 3,343 % | 5,092 % | 3,434 % | 3,333 % |
| 107 | 3,346 % | 3,659 % | 3,344 % | 5,086 % | 3,434 % | 3,334 % |
| 108 | 3,347 % | 3,657 % | 3,345 % | 5,081 % | 3,434 % | 3,335 % |
| 109 | 3,348 % | 3,655 % | 3,346 % | 5,076 % | 3,434 % | 3,336 % |
| 110 | 3,349 % | 3,653 % | 3,347 % | 5,070 % | 3,434 % | 3,337 % |
| 111 | 3,350 % | 3,652 % | 3,347 % | 5,065 % | 3,434 % | 3,338 % |
| 112 | 3,351 % | 3,650 % | 3,348 % | 5,060 % | 3,435 % | 3,339 % |
| 113 | 3,352 % | 3,648 % | 3,349 % | 5,055 % | 3,435 % | 3,340 % |
| 114 | 3,352 % | 3,646 % | 3,350 % | 5,050 % | 3,435 % | 3,341 % |
| 115 | 3,353 % | 3,645 % | 3,351 % | 5,045 % | 3,435 % | 3,342 % |
| 116 | 3,354 % | 3,643 % | 3,352 % | 5,041 % | 3,435 % | 3,343 % |
| 117 | 3,355 % | 3,641 % | 3,353 % | 5,036 % | 3,435 % | 3,344 % |
| 118 | 3,356 % | 3,640 % | 3,354 % | 5,032 % | 3,435 % | 3,345 % |
| 119 | 3,356 % | 3,638 % | 3,354 % | 5,027 % | 3,435 % | 3,346 % |
| 120 | 3,357 % | 3,636 % | 3,355 % | 5,023 % | 3,436 % | 3,347 % |
| 121 | 3,358 % | 3,635 % | 3,356 % | 5,018 % | 3,436 % | 3,348 % |
| 122 | 3,359 % | 3,633 % | 3,357 % | 5,014 % | 3,436 % | 3,348 % |
| 123 | 3,360 % | 3,632 % | 3,357 % | 5,010 % | 3,436 % | 3,349 % |
| 124 | 3,360 % | 3,630 % | 3,358 % | 5,006 % | 3,436 % | 3,350 % |
| 125 | 3,361 % | 3,629 % | 3,359 % | 5,002 % | 3,436 % | 3,351 % |
| 126 | 3,362 % | 3,628 % | 3,360 % | 4,998 % | 3,436 % | 3,352 % |
| 127 | 3,362 % | 3,626 % | 3,360 % | 4,994 % | 3,436 % | 3,352 % |
| 128 | 3,363 % | 3,625 % | 3,361 % | 4,990 % | 3,436 % | 3,353 % |
| 129 | 3,364 % | 3,623 % | 3,362 % | 4,986 % | 3,437 % | 3,354 % |
| 130 | 3,364 % | 3,622 % | 3,362 % | 4,982 % | 3,437 % | 3,355 % |
| 131 | 3,365 % | 3,621 % | 3,363 % | 4,979 % | 3,437 % | 3,355 % |
| 132 | 3,366 % | 3,620 % | 3,364 % | 4,975 % | 3,437 % | 3,356 % |
| 133 | 3,366 % | 3,618 % | 3,364 % | 4,971 % | 3,437 % | 3,357 % |
| 134 | 3,367 % | 3,617 % | 3,365 % | 4,968 % | 3,437 % | 3,358 % |
| 135 | 3,368 % | 3,616 % | 3,366 % | 4,964 % | 3,437 % | 3,358 % |
| 136 | 3,368 % | 3,615 % | 3,366 % | 4,961 % | 3,437 % | 3,359 % |
| 137 | 3,369 % | 3,613 % | 3,367 % | 4,958 % | 3,437 % | 3,360 % |
| 138 | 3,369 % | 3,612 % | 3,368 % | 4,954 % | 3,437 % | 3,360 % |
| 139 | 3,370 % | 3,611 % | 3,368 % | 4,951 % | 3,438 % | 3,361 % |
| 140 | 3,371 % | 3,610 % | 3,369 % | 4,948 % | 3,438 % | 3,361 % |
| 141 | 3,371 % | 3,609 % | 3,369 % | 4,945 % | 3,438 % | 3,362 % |
| 142 | 3,372 % | 3,608 % | 3,370 % | 4,941 % | 3,438 % | 3,363 % |
| 143 | 3,372 % | 3,606 % | 3,370 % | 4,938 % | 3,438 % | 3,363 % |
| 144 | 3,373 % | 3,605 % | 3,371 % | 4,935 % | 3,438 % | 3,364 % |
| 145 | 3,373 % | 3,604 % | 3,371 % | 4,932 % | 3,438 % | 3,365 % |
| 146 | 3,374 % | 3,603 % | 3,372 % | 4,929 % | 3,438 % | 3,365 % |
| 147 | 3,374 % | 3,602 % | 3,373 % | 4,926 % | 3,438 % | 3,366 % |
| 148 | 3,375 % | 3,601 % | 3,373 % | 4,924 % | 3,438 % | 3,366 % |
| 149 | 3,375 % | 3,600 % | 3,374 % | 4,921 % | 3,438 % | 3,367 % |
| 150 | 3,376 % | 3,599 % | 3,374 % | 4,918 % | 3,438 % | 3,367 % |
| Term to maturity (in years) | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone | Swiss franc |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 5,438 % | 6,157 % | 4,770 % | 9,957 % | 4,887 % | 1,713 % |
| 2 | 5,153 % | 6,226 % | 4,842 % | 9,277 % | 4,767 % | 1,700 % |
| 3 | 4,888 % | 6,369 % | 4,941 % | 8,738 % | 4,585 % | 1,681 % |
| 4 | 4,703 % | 6,501 % | 5,058 % | 8,278 % | 4,416 % | 1,671 % |
| 5 | 4,564 % | 6,625 % | 5,200 % | 7,890 % | 4,290 % | 1,675 % |
| 6 | 4,461 % | 6,739 % | 5,352 % | 7,555 % | 4,211 % | 1,692 % |
| 7 | 4,389 % | 6,838 % | 5,494 % | 7,262 % | 4,160 % | 1,717 % |
| 8 | 4,341 % | 6,926 % | 5,610 % | 7,005 % | 4,125 % | 1,745 % |
| 9 | 4,313 % | 7,009 % | 5,692 % | 6,781 % | 4,099 % | 1,773 % |
| 10 | 4,300 % | 7,084 % | 5,737 % | 6,588 % | 4,076 % | 1,799 % |
| 11 | 4,296 % | 7,120 % | 5,753 % | 6,419 % | 4,055 % | 1,823 % |
| 12 | 4,295 % | 7,121 % | 5,748 % | 6,269 % | 4,036 % | 1,846 % |
| 13 | 4,296 % | 7,096 % | 5,728 % | 6,135 % | 4,017 % | 1,867 % |
| 14 | 4,296 % | 7,052 % | 5,698 % | 6,013 % | 4,000 % | 1,887 % |
| 15 | 4,295 % | 6,994 % | 5,660 % | 5,901 % | 3,983 % | 1,906 % |
| 16 | 4,292 % | 6,926 % | 5,616 % | 5,799 % | 3,967 % | 1,923 % |
| 17 | 4,288 % | 6,852 % | 5,569 % | 5,704 % | 3,952 % | 1,940 % |
| 18 | 4,282 % | 6,773 % | 5,520 % | 5,616 % | 3,937 % | 1,956 % |
| 19 | 4,275 % | 6,692 % | 5,469 % | 5,534 % | 3,923 % | 1,971 % |
| 20 | 4,268 % | 6,609 % | 5,418 % | 5,458 % | 3,910 % | 1,985 % |
| 21 | 4,259 % | 6,526 % | 5,367 % | 5,386 % | 3,897 % | 1,999 % |
| 22 | 4,250 % | 6,443 % | 5,316 % | 5,319 % | 3,885 % | 2,011 % |
| 23 | 4,239 % | 6,361 % | 5,267 % | 5,256 % | 3,874 % | 2,024 % |
| 24 | 4,228 % | 6,281 % | 5,218 % | 5,196 % | 3,862 % | 2,035 % |
| 25 | 4,215 % | 6,203 % | 5,170 % | 5,140 % | 3,852 % | 2,047 % |
| 26 | 4,200 % | 6,127 % | 5,124 % | 5,087 % | 3,841 % | 2,057 % |
| 27 | 4,184 % | 6,053 % | 5,079 % | 5,037 % | 3,831 % | 2,067 % |
| 28 | 4,166 % | 5,981 % | 5,036 % | 4,989 % | 3,822 % | 2,077 % |
| 29 | 4,146 % | 5,912 % | 4,994 % | 4,944 % | 3,813 % | 2,087 % |
| 30 | 4,125 % | 5,846 % | 4,953 % | 4,901 % | 3,804 % | 2,096 % |
| 31 | 4,102 % | 5,782 % | 4,914 % | 4,860 % | 3,796 % | 2,104 % |
| 32 | 4,077 % | 5,720 % | 4,877 % | 4,822 % | 3,787 % | 2,113 % |
| 33 | 4,052 % | 5,661 % | 4,840 % | 4,785 % | 3,780 % | 2,120 % |
| 34 | 4,027 % | 5,604 % | 4,806 % | 4,750 % | 3,772 % | 2,128 % |
| 35 | 4,001 % | 5,550 % | 4,772 % | 4,716 % | 3,765 % | 2,135 % |
| 36 | 3,976 % | 5,497 % | 4,740 % | 4,684 % | 3,758 % | 2,142 % |
| 37 | 3,951 % | 5,447 % | 4,709 % | 4,653 % | 3,751 % | 2,149 % |
| 38 | 3,926 % | 5,399 % | 4,679 % | 4,624 % | 3,745 % | 2,156 % |
| 39 | 3,902 % | 5,353 % | 4,651 % | 4,596 % | 3,738 % | 2,162 % |
| 40 | 3,880 % | 5,308 % | 4,623 % | 4,569 % | 3,732 % | 2,168 % |
| 41 | 3,858 % | 5,266 % | 4,597 % | 4,544 % | 3,727 % | 2,174 % |
| 42 | 3,837 % | 5,225 % | 4,572 % | 4,519 % | 3,721 % | 2,180 % |
| 43 | 3,817 % | 5,185 % | 4,547 % | 4,496 % | 3,716 % | 2,185 % |
| 44 | 3,798 % | 5,147 % | 4,524 % | 4,473 % | 3,710 % | 2,190 % |
| 45 | 3,780 % | 5,111 % | 4,501 % | 4,451 % | 3,705 % | 2,195 % |
| 46 | 3,763 % | 5,076 % | 4,479 % | 4,430 % | 3,700 % | 2,200 % |
| 47 | 3,747 % | 5,042 % | 4,458 % | 4,410 % | 3,696 % | 2,205 % |
| 48 | 3,732 % | 5,010 % | 4,438 % | 4,391 % | 3,691 % | 2,210 % |
| 49 | 3,719 % | 4,979 % | 4,419 % | 4,372 % | 3,687 % | 2,214 % |
| 50 | 3,706 % | 4,949 % | 4,400 % | 4,354 % | 3,682 % | 2,218 % |
| 51 | 3,695 % | 4,920 % | 4,382 % | 4,337 % | 3,678 % | 2,222 % |
| 52 | 3,685 % | 4,892 % | 4,364 % | 4,320 % | 3,674 % | 2,226 % |
| 53 | 3,675 % | 4,865 % | 4,348 % | 4,304 % | 3,670 % | 2,230 % |
| 54 | 3,666 % | 4,839 % | 4,331 % | 4,289 % | 3,667 % | 2,234 % |
| 55 | 3,658 % | 4,814 % | 4,315 % | 4,274 % | 3,663 % | 2,238 % |
| 56 | 3,651 % | 4,790 % | 4,300 % | 4,259 % | 3,659 % | 2,241 % |
| 57 | 3,644 % | 4,767 % | 4,286 % | 4,245 % | 3,656 % | 2,245 % |
| 58 | 3,638 % | 4,744 % | 4,271 % | 4,232 % | 3,653 % | 2,248 % |
| 59 | 3,632 % | 4,722 % | 4,258 % | 4,219 % | 3,649 % | 2,251 % |
| 60 | 3,626 % | 4,701 % | 4,244 % | 4,206 % | 3,646 % | 2,254 % |
| 61 | 3,621 % | 4,681 % | 4,231 % | 4,194 % | 3,643 % | 2,257 % |
| 62 | 3,616 % | 4,661 % | 4,219 % | 4,182 % | 3,640 % | 2,260 % |
| 63 | 3,612 % | 4,642 % | 4,207 % | 4,170 % | 3,637 % | 2,263 % |
| 64 | 3,608 % | 4,623 % | 4,195 % | 4,159 % | 3,634 % | 2,266 % |
| 65 | 3,604 % | 4,605 % | 4,184 % | 4,148 % | 3,632 % | 2,269 % |
| 66 | 3,600 % | 4,587 % | 4,172 % | 4,138 % | 3,629 % | 2,271 % |
| 67 | 3,597 % | 4,570 % | 4,162 % | 4,128 % | 3,627 % | 2,274 % |
| 68 | 3,594 % | 4,554 % | 4,151 % | 4,118 % | 3,624 % | 2,276 % |
| 69 | 3,591 % | 4,538 % | 4,141 % | 4,108 % | 3,622 % | 2,279 % |
| 70 | 3,588 % | 4,522 % | 4,131 % | 4,099 % | 3,619 % | 2,281 % |
| 71 | 3,585 % | 4,507 % | 4,122 % | 4,089 % | 3,617 % | 2,284 % |
| 72 | 3,582 % | 4,492 % | 4,112 % | 4,081 % | 3,615 % | 2,286 % |
| 73 | 3,580 % | 4,478 % | 4,103 % | 4,072 % | 3,612 % | 2,288 % |
| 74 | 3,578 % | 4,464 % | 4,095 % | 4,064 % | 3,610 % | 2,290 % |
| 75 | 3,575 % | 4,451 % | 4,086 % | 4,055 % | 3,608 % | 2,292 % |
| 76 | 3,573 % | 4,437 % | 4,078 % | 4,047 % | 3,606 % | 2,294 % |
| 77 | 3,571 % | 4,425 % | 4,069 % | 4,040 % | 3,604 % | 2,296 % |
| 78 | 3,569 % | 4,412 % | 4,061 % | 4,032 % | 3,602 % | 2,298 % |
| 79 | 3,567 % | 4,400 % | 4,054 % | 4,025 % | 3,600 % | 2,300 % |
| 80 | 3,566 % | 4,388 % | 4,046 % | 4,018 % | 3,598 % | 2,302 % |
| 81 | 3,564 % | 4,376 % | 4,039 % | 4,011 % | 3,597 % | 2,304 % |
| 82 | 3,562 % | 4,365 % | 4,032 % | 4,004 % | 3,595 % | 2,305 % |
| 83 | 3,561 % | 4,354 % | 4,025 % | 3,997 % | 3,593 % | 2,307 % |
| 84 | 3,559 % | 4,343 % | 4,018 % | 3,991 % | 3,591 % | 2,309 % |
| 85 | 3,558 % | 4,333 % | 4,011 % | 3,984 % | 3,590 % | 2,310 % |
| 86 | 3,556 % | 4,322 % | 4,004 % | 3,978 % | 3,588 % | 2,312 % |
| 87 | 3,555 % | 4,312 % | 3,998 % | 3,972 % | 3,587 % | 2,314 % |
| 88 | 3,554 % | 4,302 % | 3,992 % | 3,966 % | 3,585 % | 2,315 % |
| 89 | 3,552 % | 4,293 % | 3,986 % | 3,960 % | 3,584 % | 2,317 % |
| 90 | 3,551 % | 4,283 % | 3,980 % | 3,954 % | 3,582 % | 2,318 % |
| 91 | 3,550 % | 4,274 % | 3,974 % | 3,949 % | 3,581 % | 2,320 % |
| 92 | 3,549 % | 4,265 % | 3,968 % | 3,944 % | 3,579 % | 2,321 % |
| 93 | 3,547 % | 4,256 % | 3,963 % | 3,938 % | 3,578 % | 2,322 % |
| 94 | 3,546 % | 4,248 % | 3,957 % | 3,933 % | 3,577 % | 2,324 % |
| 95 | 3,545 % | 4,239 % | 3,952 % | 3,928 % | 3,575 % | 2,325 % |
| 96 | 3,544 % | 4,231 % | 3,947 % | 3,923 % | 3,574 % | 2,326 % |
| 97 | 3,543 % | 4,223 % | 3,942 % | 3,918 % | 3,573 % | 2,328 % |
| 98 | 3,542 % | 4,215 % | 3,936 % | 3,913 % | 3,571 % | 2,329 % |
| 99 | 3,541 % | 4,207 % | 3,932 % | 3,909 % | 3,570 % | 2,330 % |
| 100 | 3,540 % | 4,200 % | 3,927 % | 3,904 % | 3,569 % | 2,331 % |
| 101 | 3,539 % | 4,192 % | 3,922 % | 3,899 % | 3,568 % | 2,332 % |
| 102 | 3,538 % | 4,185 % | 3,917 % | 3,895 % | 3,567 % | 2,334 % |
| 103 | 3,537 % | 4,178 % | 3,913 % | 3,891 % | 3,566 % | 2,335 % |
| 104 | 3,537 % | 4,171 % | 3,908 % | 3,886 % | 3,564 % | 2,336 % |
| 105 | 3,536 % | 4,164 % | 3,904 % | 3,882 % | 3,563 % | 2,337 % |
| 106 | 3,535 % | 4,157 % | 3,900 % | 3,878 % | 3,562 % | 2,338 % |
| 107 | 3,534 % | 4,150 % | 3,895 % | 3,874 % | 3,561 % | 2,339 % |
| 108 | 3,533 % | 4,144 % | 3,891 % | 3,870 % | 3,560 % | 2,340 % |
| 109 | 3,532 % | 4,138 % | 3,887 % | 3,866 % | 3,559 % | 2,341 % |
| 110 | 3,532 % | 4,131 % | 3,883 % | 3,863 % | 3,558 % | 2,342 % |
| 111 | 3,531 % | 4,125 % | 3,879 % | 3,859 % | 3,557 % | 2,343 % |
| 112 | 3,530 % | 4,119 % | 3,876 % | 3,855 % | 3,556 % | 2,344 % |
| 113 | 3,529 % | 4,113 % | 3,872 % | 3,852 % | 3,555 % | 2,345 % |
| 114 | 3,529 % | 4,107 % | 3,868 % | 3,848 % | 3,554 % | 2,346 % |
| 115 | 3,528 % | 4,102 % | 3,864 % | 3,845 % | 3,553 % | 2,347 % |
| 116 | 3,527 % | 4,096 % | 3,861 % | 3,841 % | 3,553 % | 2,348 % |
| 117 | 3,527 % | 4,090 % | 3,857 % | 3,838 % | 3,552 % | 2,348 % |
| 118 | 3,526 % | 4,085 % | 3,854 % | 3,835 % | 3,551 % | 2,349 % |
| 119 | 3,525 % | 4,080 % | 3,850 % | 3,831 % | 3,550 % | 2,350 % |
| 120 | 3,525 % | 4,074 % | 3,847 % | 3,828 % | 3,549 % | 2,351 % |
| 121 | 3,524 % | 4,069 % | 3,844 % | 3,825 % | 3,548 % | 2,352 % |
| 122 | 3,524 % | 4,064 % | 3,841 % | 3,822 % | 3,548 % | 2,353 % |
| 123 | 3,523 % | 4,059 % | 3,837 % | 3,819 % | 3,547 % | 2,353 % |
| 124 | 3,522 % | 4,054 % | 3,834 % | 3,816 % | 3,546 % | 2,354 % |
| 125 | 3,522 % | 4,049 % | 3,831 % | 3,813 % | 3,545 % | 2,355 % |
| 126 | 3,521 % | 4,045 % | 3,828 % | 3,810 % | 3,544 % | 2,356 % |
| 127 | 3,521 % | 4,040 % | 3,825 % | 3,807 % | 3,544 % | 2,356 % |
| 128 | 3,520 % | 4,035 % | 3,822 % | 3,804 % | 3,543 % | 2,357 % |
| 129 | 3,520 % | 4,031 % | 3,819 % | 3,802 % | 3,542 % | 2,358 % |
| 130 | 3,519 % | 4,026 % | 3,817 % | 3,799 % | 3,542 % | 2,359 % |
| 131 | 3,518 % | 4,022 % | 3,814 % | 3,796 % | 3,541 % | 2,359 % |
| 132 | 3,518 % | 4,017 % | 3,811 % | 3,794 % | 3,540 % | 2,360 % |
| 133 | 3,517 % | 4,013 % | 3,808 % | 3,791 % | 3,539 % | 2,361 % |
| 134 | 3,517 % | 4,009 % | 3,806 % | 3,789 % | 3,539 % | 2,361 % |
| 135 | 3,516 % | 4,005 % | 3,803 % | 3,786 % | 3,538 % | 2,362 % |
| 136 | 3,516 % | 4,001 % | 3,800 % | 3,784 % | 3,538 % | 2,363 % |
| 137 | 3,515 % | 3,997 % | 3,798 % | 3,781 % | 3,537 % | 2,363 % |
| 138 | 3,515 % | 3,993 % | 3,795 % | 3,779 % | 3,536 % | 2,364 % |
| 139 | 3,515 % | 3,989 % | 3,793 % | 3,776 % | 3,536 % | 2,364 % |
| 140 | 3,514 % | 3,985 % | 3,790 % | 3,774 % | 3,535 % | 2,365 % |
| 141 | 3,514 % | 3,981 % | 3,788 % | 3,772 % | 3,534 % | 2,366 % |
| 142 | 3,513 % | 3,977 % | 3,786 % | 3,769 % | 3,534 % | 2,366 % |
| 143 | 3,513 % | 3,974 % | 3,783 % | 3,767 % | 3,533 % | 2,367 % |
| 144 | 3,512 % | 3,970 % | 3,781 % | 3,765 % | 3,533 % | 2,367 % |
| 145 | 3,512 % | 3,966 % | 3,779 % | 3,763 % | 3,532 % | 2,368 % |
| 146 | 3,511 % | 3,963 % | 3,776 % | 3,761 % | 3,532 % | 2,369 % |
| 147 | 3,511 % | 3,959 % | 3,774 % | 3,759 % | 3,531 % | 2,369 % |
| 148 | 3,511 % | 3,956 % | 3,772 % | 3,757 % | 3,530 % | 2,370 % |
| 149 | 3,510 % | 3,953 % | 3,770 % | 3,754 % | 3,530 % | 2,370 % |
| 150 | 3,510 % | 3,949 % | 3,768 % | 3,752 % | 3,529 % | 2,371 % |
| Term to maturity (in years) | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso | Hong Kong dollar |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 4,473 % | 2,399 % | 5,382 % | 7,582 % | 10,196 % | 5,052 % |
| 2 | 4,453 % | 2,452 % | 5,173 % | 6,895 % | 10,452 % | 4,759 % |
| 3 | 4,380 % | 2,533 % | 4,865 % | 6,594 % | 10,691 % | 4,540 % |
| 4 | 4,345 % | 2,612 % | 4,605 % | 6,450 % | 10,904 % | 4,434 % |
| 5 | 4,387 % | 2,691 % | 4,425 % | 6,352 % | 11,083 % | 4,416 % |
| 6 | 4,450 % | 2,769 % | 4,334 % | 6,283 % | 11,238 % | 4,409 % |
| 7 | 4,519 % | 2,843 % | 4,293 % | 6,233 % | 11,378 % | 4,397 % |
| 8 | 4,599 % | 2,915 % | 4,272 % | 6,197 % | 11,494 % | 4,379 % |
| 9 | 4,661 % | 2,988 % | 4,259 % | 6,169 % | 11,583 % | 4,362 % |
| 10 | 4,709 % | 3,059 % | 4,247 % | 6,141 % | 11,652 % | 4,353 % |
| 11 | 4,759 % | 3,138 % | 4,232 % | 6,109 % | 11,667 % | 4,354 % |
| 12 | 4,803 % | 3,222 % | 4,215 % | 6,073 % | 11,632 % | 4,361 % |
| 13 | 4,834 % | 3,303 % | 4,196 % | 6,034 % | 11,559 % | 4,370 % |
| 14 | 4,854 % | 3,377 % | 4,177 % | 5,995 % | 11,457 % | 4,376 % |
| 15 | 4,866 % | 3,441 % | 4,157 % | 5,955 % | 11,333 % | 4,378 % |
| 16 | 4,874 % | 3,493 % | 4,137 % | 5,915 % | 11,194 % | 4,376 % |
| 17 | 4,875 % | 3,535 % | 4,117 % | 5,875 % | 11,044 % | 4,369 % |
| 18 | 4,868 % | 3,569 % | 4,097 % | 5,836 % | 10,886 % | 4,358 % |
| 19 | 4,851 % | 3,595 % | 4,077 % | 5,799 % | 10,723 % | 4,345 % |
| 20 | 4,823 % | 3,616 % | 4,058 % | 5,762 % | 10,558 % | 4,331 % |
| 21 | 4,785 % | 3,633 % | 4,040 % | 5,726 % | 10,393 % | 4,315 % |
| 22 | 4,739 % | 3,646 % | 4,022 % | 5,691 % | 10,228 % | 4,298 % |
| 23 | 4,689 % | 3,656 % | 4,005 % | 5,658 % | 10,066 % | 4,281 % |
| 24 | 4,638 % | 3,664 % | 3,988 % | 5,625 % | 9,907 % | 4,263 % |
| 25 | 4,587 % | 3,669 % | 3,972 % | 5,594 % | 9,752 % | 4,246 % |
| 26 | 4,540 % | 3,673 % | 3,957 % | 5,564 % | 9,601 % | 4,228 % |
| 27 | 4,495 % | 3,676 % | 3,942 % | 5,535 % | 9,455 % | 4,210 % |
| 28 | 4,453 % | 3,677 % | 3,928 % | 5,507 % | 9,314 % | 4,193 % |
| 29 | 4,414 % | 3,677 % | 3,915 % | 5,481 % | 9,177 % | 4,176 % |
| 30 | 4,378 % | 3,677 % | 3,903 % | 5,455 % | 9,046 % | 4,159 % |
| 31 | 4,344 % | 3,676 % | 3,891 % | 5,431 % | 8,920 % | 4,143 % |
| 32 | 4,313 % | 3,674 % | 3,879 % | 5,407 % | 8,800 % | 4,127 % |
| 33 | 4,283 % | 3,672 % | 3,869 % | 5,384 % | 8,684 % | 4,112 % |
| 34 | 4,256 % | 3,670 % | 3,858 % | 5,362 % | 8,572 % | 4,097 % |
| 35 | 4,230 % | 3,668 % | 3,849 % | 5,341 % | 8,466 % | 4,082 % |
| 36 | 4,206 % | 3,665 % | 3,839 % | 5,321 % | 8,364 % | 4,068 % |
| 37 | 4,183 % | 3,662 % | 3,830 % | 5,302 % | 8,266 % | 4,054 % |
| 38 | 4,162 % | 3,659 % | 3,822 % | 5,283 % | 8,173 % | 4,041 % |
| 39 | 4,142 % | 3,656 % | 3,814 % | 5,265 % | 8,083 % | 4,028 % |
| 40 | 4,123 % | 3,653 % | 3,806 % | 5,248 % | 7,997 % | 4,016 % |
| 41 | 4,105 % | 3,650 % | 3,799 % | 5,232 % | 7,915 % | 4,004 % |
| 42 | 4,088 % | 3,646 % | 3,791 % | 5,216 % | 7,836 % | 3,992 % |
| 43 | 4,072 % | 3,643 % | 3,784 % | 5,201 % | 7,760 % | 3,981 % |
| 44 | 4,056 % | 3,640 % | 3,778 % | 5,186 % | 7,688 % | 3,970 % |
| 45 | 4,042 % | 3,637 % | 3,771 % | 5,172 % | 7,618 % | 3,960 % |
| 46 | 4,028 % | 3,634 % | 3,765 % | 5,158 % | 7,551 % | 3,949 % |
| 47 | 4,015 % | 3,631 % | 3,759 % | 5,145 % | 7,487 % | 3,940 % |
| 48 | 4,002 % | 3,628 % | 3,754 % | 5,132 % | 7,425 % | 3,930 % |
| 49 | 3,990 % | 3,625 % | 3,748 % | 5,120 % | 7,366 % | 3,921 % |
| 50 | 3,978 % | 3,622 % | 3,743 % | 5,108 % | 7,309 % | 3,912 % |
| 51 | 3,967 % | 3,619 % | 3,737 % | 5,096 % | 7,254 % | 3,904 % |
| 52 | 3,957 % | 3,616 % | 3,732 % | 5,085 % | 7,201 % | 3,895 % |
| 53 | 3,946 % | 3,614 % | 3,728 % | 5,075 % | 7,150 % | 3,887 % |
| 54 | 3,937 % | 3,611 % | 3,723 % | 5,064 % | 7,101 % | 3,880 % |
| 55 | 3,927 % | 3,608 % | 3,718 % | 5,055 % | 7,053 % | 3,872 % |
| 56 | 3,918 % | 3,606 % | 3,714 % | 5,045 % | 7,007 % | 3,865 % |
| 57 | 3,910 % | 3,603 % | 3,710 % | 5,036 % | 6,963 % | 3,858 % |
| 58 | 3,901 % | 3,601 % | 3,706 % | 5,027 % | 6,920 % | 3,851 % |
| 59 | 3,893 % | 3,598 % | 3,702 % | 5,018 % | 6,879 % | 3,844 % |
| 60 | 3,886 % | 3,596 % | 3,698 % | 5,009 % | 6,839 % | 3,838 % |
| 61 | 3,878 % | 3,594 % | 3,694 % | 5,001 % | 6,801 % | 3,832 % |
| 62 | 3,871 % | 3,592 % | 3,690 % | 4,993 % | 6,763 % | 3,826 % |
| 63 | 3,864 % | 3,590 % | 3,687 % | 4,985 % | 6,727 % | 3,820 % |
| 64 | 3,857 % | 3,588 % | 3,683 % | 4,978 % | 6,692 % | 3,814 % |
| 65 | 3,851 % | 3,586 % | 3,680 % | 4,971 % | 6,658 % | 3,809 % |
| 66 | 3,845 % | 3,584 % | 3,676 % | 4,964 % | 6,625 % | 3,803 % |
| 67 | 3,838 % | 3,582 % | 3,673 % | 4,957 % | 6,593 % | 3,798 % |
| 68 | 3,833 % | 3,580 % | 3,670 % | 4,950 % | 6,562 % | 3,793 % |
| 69 | 3,827 % | 3,578 % | 3,667 % | 4,944 % | 6,532 % | 3,788 % |
| 70 | 3,821 % | 3,576 % | 3,664 % | 4,937 % | 6,503 % | 3,783 % |
| 71 | 3,816 % | 3,574 % | 3,661 % | 4,931 % | 6,474 % | 3,779 % |
| 72 | 3,811 % | 3,573 % | 3,659 % | 4,925 % | 6,447 % | 3,774 % |
| 73 | 3,806 % | 3,571 % | 3,656 % | 4,920 % | 6,420 % | 3,770 % |
| 74 | 3,801 % | 3,570 % | 3,653 % | 4,914 % | 6,394 % | 3,766 % |
| 75 | 3,796 % | 3,568 % | 3,651 % | 4,908 % | 6,368 % | 3,761 % |
| 76 | 3,791 % | 3,566 % | 3,648 % | 4,903 % | 6,343 % | 3,757 % |
| 77 | 3,787 % | 3,565 % | 3,645 % | 4,898 % | 6,319 % | 3,753 % |
| 78 | 3,782 % | 3,564 % | 3,643 % | 4,893 % | 6,296 % | 3,749 % |
| 79 | 3,778 % | 3,562 % | 3,641 % | 4,888 % | 6,273 % | 3,746 % |
| 80 | 3,774 % | 3,561 % | 3,638 % | 4,883 % | 6,250 % | 3,742 % |
| 81 | 3,770 % | 3,559 % | 3,636 % | 4,878 % | 6,229 % | 3,738 % |
| 82 | 3,766 % | 3,558 % | 3,634 % | 4,874 % | 6,207 % | 3,735 % |
| 83 | 3,762 % | 3,557 % | 3,632 % | 4,869 % | 6,187 % | 3,731 % |
| 84 | 3,758 % | 3,556 % | 3,630 % | 4,865 % | 6,166 % | 3,728 % |
| 85 | 3,754 % | 3,554 % | 3,628 % | 4,860 % | 6,147 % | 3,725 % |
| 86 | 3,751 % | 3,553 % | 3,626 % | 4,856 % | 6,127 % | 3,722 % |
| 87 | 3,747 % | 3,552 % | 3,624 % | 4,852 % | 6,109 % | 3,719 % |
| 88 | 3,744 % | 3,551 % | 3,622 % | 4,848 % | 6,090 % | 3,716 % |
| 89 | 3,741 % | 3,550 % | 3,620 % | 4,844 % | 6,072 % | 3,713 % |
| 90 | 3,737 % | 3,549 % | 3,618 % | 4,840 % | 6,055 % | 3,710 % |
| 91 | 3,734 % | 3,547 % | 3,616 % | 4,837 % | 6,037 % | 3,707 % |
| 92 | 3,731 % | 3,546 % | 3,614 % | 4,833 % | 6,021 % | 3,704 % |
| 93 | 3,728 % | 3,545 % | 3,613 % | 4,829 % | 6,004 % | 3,701 % |
| 94 | 3,725 % | 3,544 % | 3,611 % | 4,826 % | 5,988 % | 3,699 % |
| 95 | 3,722 % | 3,543 % | 3,609 % | 4,822 % | 5,972 % | 3,696 % |
| 96 | 3,719 % | 3,542 % | 3,608 % | 4,819 % | 5,957 % | 3,693 % |
| 97 | 3,716 % | 3,541 % | 3,606 % | 4,816 % | 5,942 % | 3,691 % |
| 98 | 3,714 % | 3,541 % | 3,604 % | 4,813 % | 5,927 % | 3,688 % |
| 99 | 3,711 % | 3,540 % | 3,603 % | 4,809 % | 5,912 % | 3,686 % |
| 100 | 3,708 % | 3,539 % | 3,601 % | 4,806 % | 5,898 % | 3,684 % |
| 101 | 3,706 % | 3,538 % | 3,600 % | 4,803 % | 5,884 % | 3,681 % |
| 102 | 3,703 % | 3,537 % | 3,599 % | 4,800 % | 5,871 % | 3,679 % |
| 103 | 3,701 % | 3,536 % | 3,597 % | 4,797 % | 5,857 % | 3,677 % |
| 104 | 3,698 % | 3,535 % | 3,596 % | 4,795 % | 5,844 % | 3,675 % |
| 105 | 3,696 % | 3,534 % | 3,594 % | 4,792 % | 5,831 % | 3,673 % |
| 106 | 3,694 % | 3,534 % | 3,593 % | 4,789 % | 5,818 % | 3,670 % |
| 107 | 3,691 % | 3,533 % | 3,592 % | 4,786 % | 5,806 % | 3,668 % |
| 108 | 3,689 % | 3,532 % | 3,590 % | 4,784 % | 5,794 % | 3,666 % |
| 109 | 3,687 % | 3,531 % | 3,589 % | 4,781 % | 5,782 % | 3,664 % |
| 110 | 3,685 % | 3,531 % | 3,588 % | 4,778 % | 5,770 % | 3,662 % |
| 111 | 3,683 % | 3,530 % | 3,587 % | 4,776 % | 5,759 % | 3,660 % |
| 112 | 3,680 % | 3,529 % | 3,585 % | 4,773 % | 5,747 % | 3,659 % |
| 113 | 3,678 % | 3,529 % | 3,584 % | 4,771 % | 5,736 % | 3,657 % |
| 114 | 3,676 % | 3,528 % | 3,583 % | 4,769 % | 5,725 % | 3,655 % |
| 115 | 3,674 % | 3,527 % | 3,582 % | 4,766 % | 5,715 % | 3,653 % |
| 116 | 3,672 % | 3,526 % | 3,581 % | 4,764 % | 5,704 % | 3,651 % |
| 117 | 3,671 % | 3,526 % | 3,580 % | 4,762 % | 5,694 % | 3,650 % |
| 118 | 3,669 % | 3,525 % | 3,579 % | 4,760 % | 5,684 % | 3,648 % |
| 119 | 3,667 % | 3,525 % | 3,577 % | 4,757 % | 5,674 % | 3,646 % |
| 120 | 3,665 % | 3,524 % | 3,576 % | 4,755 % | 5,664 % | 3,645 % |
| 121 | 3,663 % | 3,523 % | 3,575 % | 4,753 % | 5,654 % | 3,643 % |
| 122 | 3,662 % | 3,523 % | 3,574 % | 4,751 % | 5,645 % | 3,641 % |
| 123 | 3,660 % | 3,522 % | 3,573 % | 4,749 % | 5,635 % | 3,640 % |
| 124 | 3,658 % | 3,522 % | 3,572 % | 4,747 % | 5,626 % | 3,638 % |
| 125 | 3,656 % | 3,521 % | 3,571 % | 4,745 % | 5,617 % | 3,637 % |
| 126 | 3,655 % | 3,520 % | 3,570 % | 4,743 % | 5,608 % | 3,635 % |
| 127 | 3,653 % | 3,520 % | 3,569 % | 4,741 % | 5,599 % | 3,634 % |
| 128 | 3,652 % | 3,519 % | 3,569 % | 4,739 % | 5,591 % | 3,633 % |
| 129 | 3,650 % | 3,519 % | 3,568 % | 4,737 % | 5,582 % | 3,631 % |
| 130 | 3,648 % | 3,518 % | 3,567 % | 4,736 % | 5,574 % | 3,630 % |
| 131 | 3,647 % | 3,518 % | 3,566 % | 4,734 % | 5,566 % | 3,628 % |
| 132 | 3,645 % | 3,517 % | 3,565 % | 4,732 % | 5,557 % | 3,627 % |
| 133 | 3,644 % | 3,517 % | 3,564 % | 4,730 % | 5,549 % | 3,626 % |
| 134 | 3,643 % | 3,516 % | 3,563 % | 4,729 % | 5,542 % | 3,624 % |
| 135 | 3,641 % | 3,516 % | 3,562 % | 4,727 % | 5,534 % | 3,623 % |
| 136 | 3,640 % | 3,515 % | 3,562 % | 4,725 % | 5,526 % | 3,622 % |
| 137 | 3,638 % | 3,515 % | 3,561 % | 4,724 % | 5,519 % | 3,621 % |
| 138 | 3,637 % | 3,514 % | 3,560 % | 4,722 % | 5,511 % | 3,619 % |
| 139 | 3,636 % | 3,514 % | 3,559 % | 4,720 % | 5,504 % | 3,618 % |
| 140 | 3,634 % | 3,513 % | 3,558 % | 4,719 % | 5,497 % | 3,617 % |
| 141 | 3,633 % | 3,513 % | 3,558 % | 4,717 % | 5,490 % | 3,616 % |
| 142 | 3,632 % | 3,512 % | 3,557 % | 4,716 % | 5,483 % | 3,615 % |
| 143 | 3,630 % | 3,512 % | 3,556 % | 4,714 % | 5,476 % | 3,613 % |
| 144 | 3,629 % | 3,512 % | 3,555 % | 4,713 % | 5,469 % | 3,612 % |
| 145 | 3,628 % | 3,511 % | 3,555 % | 4,711 % | 5,462 % | 3,611 % |
| 146 | 3,627 % | 3,511 % | 3,554 % | 4,710 % | 5,456 % | 3,610 % |
| 147 | 3,625 % | 3,510 % | 3,553 % | 4,708 % | 5,449 % | 3,609 % |
| 148 | 3,624 % | 3,510 % | 3,553 % | 4,707 % | 5,443 % | 3,608 % |
| 149 | 3,623 % | 3,510 % | 3,552 % | 4,706 % | 5,436 % | 3,607 % |
| 150 | 3,622 % | 3,509 % | 3,551 % | 4,704 % | 5,430 % | 3,606 % |
| Term to maturity (in years) | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand | Real |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 7,134 % | 11,834 % | 0,902 % | 5,929 % | 8,700 % | 10,847 % |
| 2 | 7,236 % | 10,991 % | 0,941 % | 5,670 % | 8,622 % | 10,485 % |
| 3 | 7,290 % | 10,354 % | 0,978 % | 5,405 % | 8,653 % | 10,682 % |
| 4 | 7,291 % | 9,975 % | 1,007 % | 5,229 % | 8,843 % | 10,953 % |
| 5 | 7,284 % | 9,785 % | 1,035 % | 5,128 % | 9,147 % | 11,196 % |
| 6 | 7,281 % | 9,716 % | 1,058 % | 5,081 % | 9,463 % | 11,401 % |
| 7 | 7,282 % | 9,706 % | 1,080 % | 5,068 % | 9,773 % | 11,585 % |
| 8 | 7,287 % | 9,712 % | 1,100 % | 5,067 % | 10,069 % | 11,725 % |
| 9 | 7,299 % | 9,712 % | 1,119 % | 5,076 % | 10,339 % | 11,841 % |
| 10 | 7,310 % | 9,689 % | 1,136 % | 5,094 % | 10,579 % | 11,939 % |
| 11 | 7,307 % | 9,635 % | 1,167 % | 5,121 % | 10,783 % | 11,980 % |
| 12 | 7,292 % | 9,556 % | 1,212 % | 5,154 % | 10,951 % | 11,967 % |
| 13 | 7,268 % | 9,459 % | 1,265 % | 5,188 % | 11,082 % | 11,913 % |
| 14 | 7,238 % | 9,351 % | 1,322 % | 5,220 % | 11,176 % | 11,828 % |
| 15 | 7,204 % | 9,234 % | 1,382 % | 5,249 % | 11,228 % | 11,720 % |
| 16 | 7,167 % | 9,112 % | 1,442 % | 5,273 % | 11,239 % | 11,594 % |
| 17 | 7,128 % | 8,987 % | 1,502 % | 5,292 % | 11,215 % | 11,457 % |
| 18 | 7,088 % | 8,861 % | 1,561 % | 5,304 % | 11,163 % | 11,311 % |
| 19 | 7,048 % | 8,736 % | 1,619 % | 5,308 % | 11,090 % | 11,159 % |
| 20 | 7,008 % | 8,612 % | 1,675 % | 5,304 % | 11,000 % | 11,005 % |
| 21 | 6,969 % | 8,490 % | 1,729 % | 5,292 % | 10,898 % | 10,849 % |
| 22 | 6,929 % | 8,371 % | 1,781 % | 5,272 % | 10,787 % | 10,694 % |
| 23 | 6,891 % | 8,256 % | 1,831 % | 5,248 % | 10,671 % | 10,540 % |
| 24 | 6,854 % | 8,143 % | 1,880 % | 5,220 % | 10,550 % | 10,389 % |
| 25 | 6,818 % | 8,035 % | 1,926 % | 5,188 % | 10,427 % | 10,242 % |
| 26 | 6,783 % | 7,930 % | 1,970 % | 5,155 % | 10,304 % | 10,098 % |
| 27 | 6,749 % | 7,830 % | 2,012 % | 5,120 % | 10,181 % | 9,959 % |
| 28 | 6,716 % | 7,733 % | 2,053 % | 5,085 % | 10,060 % | 9,824 % |
| 29 | 6,684 % | 7,640 % | 2,091 % | 5,049 % | 9,942 % | 9,694 % |
| 30 | 6,653 % | 7,551 % | 2,128 % | 5,014 % | 9,825 % | 9,569 % |
| 31 | 6,624 % | 7,465 % | 2,164 % | 4,978 % | 9,712 % | 9,449 % |
| 32 | 6,595 % | 7,383 % | 2,198 % | 4,943 % | 9,603 % | 9,333 % |
| 33 | 6,568 % | 7,305 % | 2,230 % | 4,909 % | 9,497 % | 9,222 % |
| 34 | 6,542 % | 7,229 % | 2,261 % | 4,875 % | 9,394 % | 9,116 % |
| 35 | 6,516 % | 7,157 % | 2,291 % | 4,842 % | 9,296 % | 9,014 % |
| 36 | 6,492 % | 7,089 % | 2,319 % | 4,810 % | 9,200 % | 8,916 % |
| 37 | 6,469 % | 7,023 % | 2,346 % | 4,779 % | 9,109 % | 8,822 % |
| 38 | 6,446 % | 6,959 % | 2,373 % | 4,749 % | 9,021 % | 8,732 % |
| 39 | 6,424 % | 6,899 % | 2,398 % | 4,720 % | 8,936 % | 8,646 % |
| 40 | 6,404 % | 6,841 % | 2,422 % | 4,692 % | 8,855 % | 8,564 % |
| 41 | 6,383 % | 6,785 % | 2,445 % | 4,665 % | 8,777 % | 8,485 % |
| 42 | 6,364 % | 6,732 % | 2,467 % | 4,639 % | 8,702 % | 8,409 % |
| 43 | 6,346 % | 6,680 % | 2,488 % | 4,613 % | 8,630 % | 8,336 % |
| 44 | 6,328 % | 6,631 % | 2,509 % | 4,589 % | 8,561 % | 8,267 % |
| 45 | 6,310 % | 6,584 % | 2,528 % | 4,565 % | 8,494 % | 8,200 % |
| 46 | 6,294 % | 6,539 % | 2,547 % | 4,542 % | 8,431 % | 8,136 % |
| 47 | 6,278 % | 6,495 % | 2,566 % | 4,520 % | 8,369 % | 8,074 % |
| 48 | 6,262 % | 6,453 % | 2,583 % | 4,499 % | 8,310 % | 8,015 % |
| 49 | 6,248 % | 6,413 % | 2,600 % | 4,478 % | 8,253 % | 7,958 % |
| 50 | 6,233 % | 6,374 % | 2,616 % | 4,458 % | 8,199 % | 7,903 % |
| 51 | 6,219 % | 6,337 % | 2,632 % | 4,439 % | 8,146 % | 7,850 % |
| 52 | 6,206 % | 6,301 % | 2,647 % | 4,421 % | 8,095 % | 7,799 % |
| 53 | 6,193 % | 6,266 % | 2,662 % | 4,403 % | 8,046 % | 7,750 % |
| 54 | 6,181 % | 6,233 % | 2,676 % | 4,385 % | 7,999 % | 7,703 % |
| 55 | 6,169 % | 6,201 % | 2,690 % | 4,369 % | 7,953 % | 7,657 % |
| 56 | 6,157 % | 6,169 % | 2,703 % | 4,353 % | 7,910 % | 7,613 % |
| 57 | 6,146 % | 6,139 % | 2,716 % | 4,337 % | 7,867 % | 7,571 % |
| 58 | 6,135 % | 6,110 % | 2,728 % | 4,322 % | 7,826 % | 7,530 % |
| 59 | 6,124 % | 6,082 % | 2,740 % | 4,307 % | 7,787 % | 7,490 % |
| 60 | 6,114 % | 6,055 % | 2,752 % | 4,293 % | 7,748 % | 7,451 % |
| 61 | 6,104 % | 6,028 % | 2,763 % | 4,279 % | 7,711 % | 7,414 % |
| 62 | 6,094 % | 6,003 % | 2,774 % | 4,266 % | 7,675 % | 7,378 % |
| 63 | 6,085 % | 5,978 % | 2,785 % | 4,253 % | 7,640 % | 7,344 % |
| 64 | 6,076 % | 5,954 % | 2,795 % | 4,241 % | 7,607 % | 7,310 % |
| 65 | 6,067 % | 5,931 % | 2,805 % | 4,229 % | 7,574 % | 7,277 % |
| 66 | 6,059 % | 5,909 % | 2,815 % | 4,217 % | 7,543 % | 7,245 % |
| 67 | 6,050 % | 5,887 % | 2,824 % | 4,205 % | 7,512 % | 7,215 % |
| 68 | 6,042 % | 5,866 % | 2,833 % | 4,194 % | 7,482 % | 7,185 % |
| 69 | 6,034 % | 5,845 % | 2,842 % | 4,184 % | 7,453 % | 7,156 % |
| 70 | 6,027 % | 5,825 % | 2,850 % | 4,173 % | 7,425 % | 7,128 % |
| 71 | 6,019 % | 5,805 % | 2,859 % | 4,163 % | 7,398 % | 7,100 % |
| 72 | 6,012 % | 5,787 % | 2,867 % | 4,153 % | 7,371 % | 7,074 % |
| 73 | 6,005 % | 5,768 % | 2,875 % | 4,143 % | 7,345 % | 7,048 % |
| 74 | 5,998 % | 5,750 % | 2,883 % | 4,134 % | 7,320 % | 7,023 % |
| 75 | 5,992 % | 5,733 % | 2,890 % | 4,125 % | 7,296 % | 6,998 % |
| 76 | 5,985 % | 5,716 % | 2,897 % | 4,116 % | 7,272 % | 6,974 % |
| 77 | 5,979 % | 5,699 % | 2,905 % | 4,107 % | 7,249 % | 6,951 % |
| 78 | 5,973 % | 5,683 % | 2,912 % | 4,099 % | 7,226 % | 6,929 % |
| 79 | 5,967 % | 5,668 % | 2,918 % | 4,091 % | 7,204 % | 6,907 % |
| 80 | 5,961 % | 5,652 % | 2,925 % | 4,083 % | 7,183 % | 6,885 % |
| 81 | 5,955 % | 5,637 % | 2,931 % | 4,075 % | 7,162 % | 6,864 % |
| 82 | 5,950 % | 5,623 % | 2,938 % | 4,067 % | 7,141 % | 6,844 % |
| 83 | 5,944 % | 5,609 % | 2,944 % | 4,060 % | 7,121 % | 6,824 % |
| 84 | 5,939 % | 5,595 % | 2,950 % | 4,052 % | 7,102 % | 6,804 % |
| 85 | 5,934 % | 5,581 % | 2,956 % | 4,045 % | 7,083 % | 6,785 % |
| 86 | 5,929 % | 5,568 % | 2,961 % | 4,038 % | 7,064 % | 6,767 % |
| 87 | 5,924 % | 5,555 % | 2,967 % | 4,032 % | 7,046 % | 6,748 % |
| 88 | 5,919 % | 5,542 % | 2,972 % | 4,025 % | 7,029 % | 6,731 % |
| 89 | 5,914 % | 5,530 % | 2,978 % | 4,019 % | 7,011 % | 6,713 % |
| 90 | 5,910 % | 5,518 % | 2,983 % | 4,012 % | 6,994 % | 6,696 % |
| 91 | 5,905 % | 5,506 % | 2,988 % | 4,006 % | 6,978 % | 6,680 % |
| 92 | 5,901 % | 5,495 % | 2,993 % | 4,000 % | 6,962 % | 6,664 % |
| 93 | 5,897 % | 5,483 % | 2,998 % | 3,994 % | 6,946 % | 6,648 % |
| 94 | 5,892 % | 5,472 % | 3,003 % | 3,988 % | 6,930 % | 6,632 % |
| 95 | 5,888 % | 5,462 % | 3,008 % | 3,983 % | 6,915 % | 6,617 % |
| 96 | 5,884 % | 5,451 % | 3,012 % | 3,977 % | 6,900 % | 6,602 % |
| 97 | 5,880 % | 5,441 % | 3,017 % | 3,972 % | 6,886 % | 6,588 % |
| 98 | 5,876 % | 5,430 % | 3,021 % | 3,966 % | 6,872 % | 6,574 % |
| 99 | 5,873 % | 5,421 % | 3,025 % | 3,961 % | 6,858 % | 6,560 % |
| 100 | 5,869 % | 5,411 % | 3,030 % | 3,956 % | 6,844 % | 6,546 % |
| 101 | 5,865 % | 5,401 % | 3,034 % | 3,951 % | 6,831 % | 6,532 % |
| 102 | 5,862 % | 5,392 % | 3,038 % | 3,946 % | 6,817 % | 6,519 % |
| 103 | 5,858 % | 5,383 % | 3,042 % | 3,941 % | 6,805 % | 6,506 % |
| 104 | 5,855 % | 5,374 % | 3,046 % | 3,936 % | 6,792 % | 6,494 % |
| 105 | 5,851 % | 5,365 % | 3,050 % | 3,932 % | 6,780 % | 6,481 % |
| 106 | 5,848 % | 5,356 % | 3,053 % | 3,927 % | 6,767 % | 6,469 % |
| 107 | 5,845 % | 5,348 % | 3,057 % | 3,923 % | 6,755 % | 6,457 % |
| 108 | 5,841 % | 5,339 % | 3,061 % | 3,918 % | 6,744 % | 6,446 % |
| 109 | 5,838 % | 5,331 % | 3,064 % | 3,914 % | 6,732 % | 6,434 % |
| 110 | 5,835 % | 5,323 % | 3,068 % | 3,910 % | 6,721 % | 6,423 % |
| 111 | 5,832 % | 5,315 % | 3,071 % | 3,906 % | 6,710 % | 6,412 % |
| 112 | 5,829 % | 5,307 % | 3,075 % | 3,902 % | 6,699 % | 6,401 % |
| 113 | 5,826 % | 5,300 % | 3,078 % | 3,898 % | 6,688 % | 6,390 % |
| 114 | 5,823 % | 5,292 % | 3,081 % | 3,894 % | 6,678 % | 6,380 % |
| 115 | 5,821 % | 5,285 % | 3,084 % | 3,890 % | 6,668 % | 6,369 % |
| 116 | 5,818 % | 5,278 % | 3,087 % | 3,886 % | 6,658 % | 6,359 % |
| 117 | 5,815 % | 5,271 % | 3,091 % | 3,882 % | 6,648 % | 6,349 % |
| 118 | 5,812 % | 5,264 % | 3,094 % | 3,879 % | 6,638 % | 6,339 % |
| 119 | 5,810 % | 5,257 % | 3,097 % | 3,875 % | 6,628 % | 6,330 % |
| 120 | 5,807 % | 5,250 % | 3,100 % | 3,871 % | 6,619 % | 6,320 % |
| 121 | 5,805 % | 5,243 % | 3,102 % | 3,868 % | 6,609 % | 6,311 % |
| 122 | 5,802 % | 5,237 % | 3,105 % | 3,864 % | 6,600 % | 6,302 % |
| 123 | 5,800 % | 5,230 % | 3,108 % | 3,861 % | 6,591 % | 6,293 % |
| 124 | 5,797 % | 5,224 % | 3,111 % | 3,858 % | 6,582 % | 6,284 % |
| 125 | 5,795 % | 5,218 % | 3,114 % | 3,854 % | 6,574 % | 6,275 % |
| 126 | 5,793 % | 5,212 % | 3,116 % | 3,851 % | 6,565 % | 6,267 % |
| 127 | 5,790 % | 5,206 % | 3,119 % | 3,848 % | 6,557 % | 6,258 % |
| 128 | 5,788 % | 5,200 % | 3,121 % | 3,845 % | 6,548 % | 6,250 % |
| 129 | 5,786 % | 5,194 % | 3,124 % | 3,842 % | 6,540 % | 6,242 % |
| 130 | 5,784 % | 5,188 % | 3,126 % | 3,839 % | 6,532 % | 6,234 % |
| 131 | 5,781 % | 5,183 % | 3,129 % | 3,836 % | 6,524 % | 6,226 % |
| 132 | 5,779 % | 5,177 % | 3,131 % | 3,833 % | 6,517 % | 6,218 % |
| 133 | 5,777 % | 5,172 % | 3,134 % | 3,830 % | 6,509 % | 6,210 % |
| 134 | 5,775 % | 5,166 % | 3,136 % | 3,827 % | 6,501 % | 6,203 % |
| 135 | 5,773 % | 5,161 % | 3,138 % | 3,824 % | 6,494 % | 6,195 % |
| 136 | 5,771 % | 5,156 % | 3,141 % | 3,822 % | 6,487 % | 6,188 % |
| 137 | 5,769 % | 5,150 % | 3,143 % | 3,819 % | 6,479 % | 6,181 % |
| 138 | 5,767 % | 5,145 % | 3,145 % | 3,816 % | 6,472 % | 6,174 % |
| 139 | 5,765 % | 5,140 % | 3,147 % | 3,814 % | 6,465 % | 6,167 % |
| 140 | 5,763 % | 5,135 % | 3,150 % | 3,811 % | 6,458 % | 6,160 % |
| 141 | 5,761 % | 5,130 % | 3,152 % | 3,808 % | 6,451 % | 6,153 % |
| 142 | 5,760 % | 5,126 % | 3,154 % | 3,806 % | 6,445 % | 6,146 % |
| 143 | 5,758 % | 5,121 % | 3,156 % | 3,803 % | 6,438 % | 6,139 % |
| 144 | 5,756 % | 5,116 % | 3,158 % | 3,801 % | 6,431 % | 6,133 % |
| 145 | 5,754 % | 5,112 % | 3,160 % | 3,799 % | 6,425 % | 6,126 % |
| 146 | 5,752 % | 5,107 % | 3,162 % | 3,796 % | 6,419 % | 6,120 % |
| 147 | 5,751 % | 5,103 % | 3,164 % | 3,794 % | 6,412 % | 6,114 % |
| 148 | 5,749 % | 5,098 % | 3,166 % | 3,792 % | 6,406 % | 6,108 % |
| 149 | 5,747 % | 5,094 % | 3,168 % | 3,789 % | 6,400 % | 6,101 % |
| 150 | 5,746 % | 5,090 % | 3,170 % | 3,787 % | 6,394 % | 6,095 % |
| Term to maturity (in years) | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won | Turkish lira |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,944 % | 3,246 % | 16,114 % | 3,726 % | 3,883 % | 27,489 % |
| 2 | 2,037 % | 3,386 % | 13,306 % | 3,623 % | 3,825 % | 29,315 % |
| 3 | 2,150 % | 3,530 % | 12,374 % | 3,541 % | 3,783 % | 29,547 % |
| 4 | 2,276 % | 3,647 % | 12,266 % | 3,516 % | 3,764 % | 29,305 % |
| 5 | 2,392 % | 3,744 % | 12,386 % | 3,511 % | 3,751 % | 28,874 % |
| 6 | 2,472 % | 3,821 % | 12,542 % | 3,508 % | 3,747 % | 28,379 % |
| 7 | 2,530 % | 3,880 % | 12,681 % | 3,504 % | 3,752 % | 27,878 % |
| 8 | 2,578 % | 3,927 % | 12,748 % | 3,500 % | 3,761 % | 27,362 % |
| 9 | 2,625 % | 3,968 % | 12,759 % | 3,496 % | 3,769 % | 26,832 % |
| 10 | 2,673 % | 4,004 % | 12,721 % | 3,493 % | 3,770 % | 26,338 % |
| 11 | 2,724 % | 4,041 % | 12,651 % | 3,490 % | 3,763 % | 25,878 % |
| 12 | 2,777 % | 4,080 % | 12,566 % | 3,488 % | 3,749 % | 25,438 % |
| 13 | 2,831 % | 4,120 % | 12,475 % | 3,486 % | 3,732 % | 25,009 % |
| 14 | 2,884 % | 4,162 % | 12,372 % | 3,484 % | 3,712 % | 24,583 % |
| 15 | 2,936 % | 4,207 % | 12,248 % | 3,483 % | 3,692 % | 24,158 % |
| 16 | 2,987 % | 4,255 % | 12,107 % | 3,481 % | 3,672 % | 23,730 % |
| 17 | 3,036 % | 4,303 % | 11,953 % | 3,480 % | 3,652 % | 23,297 % |
| 18 | 3,083 % | 4,347 % | 11,791 % | 3,479 % | 3,634 % | 22,861 % |
| 19 | 3,128 % | 4,386 % | 11,623 % | 3,478 % | 3,617 % | 22,421 % |
| 20 | 3,171 % | 4,416 % | 11,452 % | 3,477 % | 3,602 % | 21,978 % |
| 21 | 3,213 % | 4,436 % | 11,280 % | 3,476 % | 3,588 % | 21,535 % |
| 22 | 3,252 % | 4,447 % | 11,109 % | 3,475 % | 3,576 % | 21,094 % |
| 23 | 3,290 % | 4,452 % | 10,940 % | 3,474 % | 3,566 % | 20,656 % |
| 24 | 3,326 % | 4,451 % | 10,773 % | 3,474 % | 3,556 % | 20,223 % |
| 25 | 3,361 % | 4,446 % | 10,611 % | 3,473 % | 3,548 % | 19,798 % |
| 26 | 3,394 % | 4,437 % | 10,453 % | 3,472 % | 3,541 % | 19,381 % |
| 27 | 3,425 % | 4,426 % | 10,300 % | 3,472 % | 3,534 % | 18,976 % |
| 28 | 3,455 % | 4,413 % | 10,152 % | 3,471 % | 3,528 % | 18,582 % |
| 29 | 3,484 % | 4,398 % | 10,009 % | 3,470 % | 3,523 % | 18,200 % |
| 30 | 3,511 % | 4,382 % | 9,872 % | 3,470 % | 3,518 % | 17,832 % |
| 31 | 3,537 % | 4,366 % | 9,739 % | 3,469 % | 3,513 % | 17,478 % |
| 32 | 3,563 % | 4,349 % | 9,612 % | 3,469 % | 3,509 % | 17,137 % |
| 33 | 3,587 % | 4,332 % | 9,491 % | 3,469 % | 3,506 % | 16,810 % |
| 34 | 3,610 % | 4,314 % | 9,374 % | 3,468 % | 3,502 % | 16,496 % |
| 35 | 3,632 % | 4,297 % | 9,262 % | 3,468 % | 3,499 % | 16,196 % |
| 36 | 3,653 % | 4,279 % | 9,155 % | 3,467 % | 3,497 % | 15,909 % |
| 37 | 3,673 % | 4,262 % | 9,052 % | 3,467 % | 3,494 % | 15,634 % |
| 38 | 3,692 % | 4,246 % | 8,954 % | 3,467 % | 3,492 % | 15,372 % |
| 39 | 3,711 % | 4,229 % | 8,860 % | 3,466 % | 3,490 % | 15,121 % |
| 40 | 3,729 % | 4,213 % | 8,769 % | 3,466 % | 3,488 % | 14,880 % |
| 41 | 3,746 % | 4,197 % | 8,683 % | 3,466 % | 3,486 % | 14,651 % |
| 42 | 3,762 % | 4,182 % | 8,600 % | 3,465 % | 3,484 % | 14,431 % |
| 43 | 3,778 % | 4,167 % | 8,520 % | 3,465 % | 3,483 % | 14,221 % |
| 44 | 3,793 % | 4,153 % | 8,444 % | 3,465 % | 3,481 % | 14,020 % |
| 45 | 3,808 % | 4,139 % | 8,371 % | 3,464 % | 3,480 % | 13,827 % |
| 46 | 3,822 % | 4,125 % | 8,301 % | 3,464 % | 3,479 % | 13,643 % |
| 47 | 3,836 % | 4,112 % | 8,233 % | 3,464 % | 3,478 % | 13,466 % |
| 48 | 3,849 % | 4,099 % | 8,169 % | 3,464 % | 3,477 % | 13,296 % |
| 49 | 3,861 % | 4,087 % | 8,106 % | 3,463 % | 3,476 % | 13,133 % |
| 50 | 3,874 % | 4,075 % | 8,046 % | 3,463 % | 3,475 % | 12,976 % |
| 51 | 3,885 % | 4,063 % | 7,989 % | 3,463 % | 3,474 % | 12,826 % |
| 52 | 3,897 % | 4,052 % | 7,933 % | 3,463 % | 3,473 % | 12,681 % |
| 53 | 3,908 % | 4,041 % | 7,879 % | 3,463 % | 3,472 % | 12,542 % |
| 54 | 3,918 % | 4,031 % | 7,828 % | 3,462 % | 3,472 % | 12,408 % |
| 55 | 3,928 % | 4,020 % | 7,778 % | 3,462 % | 3,471 % | 12,279 % |
| 56 | 3,938 % | 4,010 % | 7,730 % | 3,462 % | 3,470 % | 12,155 % |
| 57 | 3,948 % | 4,001 % | 7,684 % | 3,462 % | 3,470 % | 12,035 % |
| 58 | 3,957 % | 3,992 % | 7,639 % | 3,462 % | 3,469 % | 11,919 % |
| 59 | 3,966 % | 3,983 % | 7,595 % | 3,461 % | 3,469 % | 11,808 % |
| 60 | 3,975 % | 3,974 % | 7,554 % | 3,461 % | 3,468 % | 11,700 % |
| 61 | 3,983 % | 3,965 % | 7,513 % | 3,461 % | 3,468 % | 11,595 % |
| 62 | 3,991 % | 3,957 % | 7,474 % | 3,461 % | 3,467 % | 11,494 % |
| 63 | 3,999 % | 3,949 % | 7,436 % | 3,461 % | 3,467 % | 11,397 % |
| 64 | 4,007 % | 3,942 % | 7,399 % | 3,461 % | 3,466 % | 11,302 % |
| 65 | 4,014 % | 3,934 % | 7,363 % | 3,460 % | 3,466 % | 11,211 % |
| 66 | 4,022 % | 3,927 % | 7,329 % | 3,460 % | 3,466 % | 11,122 % |
| 67 | 4,029 % | 3,920 % | 7,295 % | 3,460 % | 3,465 % | 11,036 % |
| 68 | 4,036 % | 3,913 % | 7,263 % | 3,460 % | 3,465 % | 10,952 % |
| 69 | 4,042 % | 3,906 % | 7,231 % | 3,460 % | 3,465 % | 10,872 % |
| 70 | 4,049 % | 3,900 % | 7,200 % | 3,460 % | 3,464 % | 10,793 % |
| 71 | 4,055 % | 3,893 % | 7,171 % | 3,460 % | 3,464 % | 10,717 % |
| 72 | 4,061 % | 3,887 % | 7,142 % | 3,460 % | 3,464 % | 10,642 % |
| 73 | 4,067 % | 3,881 % | 7,113 % | 3,459 % | 3,464 % | 10,570 % |
| 74 | 4,073 % | 3,876 % | 7,086 % | 3,459 % | 3,463 % | 10,500 % |
| 75 | 4,078 % | 3,870 % | 7,059 % | 3,459 % | 3,463 % | 10,432 % |
| 76 | 4,084 % | 3,864 % | 7,033 % | 3,459 % | 3,463 % | 10,366 % |
| 77 | 4,089 % | 3,859 % | 7,008 % | 3,459 % | 3,463 % | 10,301 % |
| 78 | 4,095 % | 3,854 % | 6,983 % | 3,459 % | 3,463 % | 10,238 % |
| 79 | 4,100 % | 3,849 % | 6,959 % | 3,459 % | 3,462 % | 10,177 % |
| 80 | 4,105 % | 3,844 % | 6,936 % | 3,459 % | 3,462 % | 10,117 % |
| 81 | 4,110 % | 3,839 % | 6,913 % | 3,459 % | 3,462 % | 10,059 % |
| 82 | 4,114 % | 3,834 % | 6,891 % | 3,458 % | 3,462 % | 10,002 % |
| 83 | 4,119 % | 3,829 % | 6,869 % | 3,458 % | 3,462 % | 9,947 % |
| 84 | 4,123 % | 3,825 % | 6,848 % | 3,458 % | 3,461 % | 9,893 % |
| 85 | 4,128 % | 3,820 % | 6,827 % | 3,458 % | 3,461 % | 9,840 % |
| 86 | 4,132 % | 3,816 % | 6,807 % | 3,458 % | 3,461 % | 9,789 % |
| 87 | 4,136 % | 3,812 % | 6,787 % | 3,458 % | 3,461 % | 9,738 % |
| 88 | 4,140 % | 3,808 % | 6,768 % | 3,458 % | 3,461 % | 9,689 % |
| 89 | 4,144 % | 3,804 % | 6,749 % | 3,458 % | 3,461 % | 9,641 % |
| 90 | 4,148 % | 3,800 % | 6,730 % | 3,458 % | 3,461 % | 9,594 % |
| 91 | 4,152 % | 3,796 % | 6,712 % | 3,458 % | 3,460 % | 9,548 % |
| 92 | 4,156 % | 3,792 % | 6,695 % | 3,458 % | 3,460 % | 9,504 % |
| 93 | 4,160 % | 3,789 % | 6,677 % | 3,457 % | 3,460 % | 9,460 % |
| 94 | 4,163 % | 3,785 % | 6,660 % | 3,457 % | 3,460 % | 9,417 % |
| 95 | 4,167 % | 3,781 % | 6,644 % | 3,457 % | 3,460 % | 9,375 % |
| 96 | 4,170 % | 3,778 % | 6,628 % | 3,457 % | 3,460 % | 9,334 % |
| 97 | 4,174 % | 3,775 % | 6,612 % | 3,457 % | 3,460 % | 9,294 % |
| 98 | 4,177 % | 3,771 % | 6,596 % | 3,457 % | 3,460 % | 9,254 % |
| 99 | 4,180 % | 3,768 % | 6,581 % | 3,457 % | 3,459 % | 9,216 % |
| 100 | 4,183 % | 3,765 % | 6,566 % | 3,457 % | 3,459 % | 9,178 % |
| 101 | 4,187 % | 3,762 % | 6,551 % | 3,457 % | 3,459 % | 9,141 % |
| 102 | 4,190 % | 3,759 % | 6,537 % | 3,457 % | 3,459 % | 9,105 % |
| 103 | 4,193 % | 3,756 % | 6,523 % | 3,457 % | 3,459 % | 9,069 % |
| 104 | 4,196 % | 3,753 % | 6,509 % | 3,457 % | 3,459 % | 9,034 % |
| 105 | 4,199 % | 3,750 % | 6,496 % | 3,457 % | 3,459 % | 9,000 % |
| 106 | 4,201 % | 3,747 % | 6,483 % | 3,457 % | 3,459 % | 8,966 % |
| 107 | 4,204 % | 3,744 % | 6,470 % | 3,456 % | 3,459 % | 8,933 % |
| 108 | 4,207 % | 3,741 % | 6,457 % | 3,456 % | 3,459 % | 8,901 % |
| 109 | 4,210 % | 3,739 % | 6,444 % | 3,456 % | 3,459 % | 8,869 % |
| 110 | 4,212 % | 3,736 % | 6,432 % | 3,456 % | 3,458 % | 8,838 % |
| 111 | 4,215 % | 3,734 % | 6,420 % | 3,456 % | 3,458 % | 8,808 % |
| 112 | 4,217 % | 3,731 % | 6,408 % | 3,456 % | 3,458 % | 8,778 % |
| 113 | 4,220 % | 3,729 % | 6,396 % | 3,456 % | 3,458 % | 8,748 % |
| 114 | 4,222 % | 3,726 % | 6,385 % | 3,456 % | 3,458 % | 8,719 % |
| 115 | 4,225 % | 3,724 % | 6,374 % | 3,456 % | 3,458 % | 8,691 % |
| 116 | 4,227 % | 3,721 % | 6,363 % | 3,456 % | 3,458 % | 8,663 % |
| 117 | 4,229 % | 3,719 % | 6,352 % | 3,456 % | 3,458 % | 8,636 % |
| 118 | 4,232 % | 3,717 % | 6,341 % | 3,456 % | 3,458 % | 8,609 % |
| 119 | 4,234 % | 3,715 % | 6,331 % | 3,456 % | 3,458 % | 8,582 % |
| 120 | 4,236 % | 3,712 % | 6,320 % | 3,456 % | 3,458 % | 8,556 % |
| 121 | 4,238 % | 3,710 % | 6,310 % | 3,456 % | 3,458 % | 8,530 % |
| 122 | 4,240 % | 3,708 % | 6,300 % | 3,456 % | 3,458 % | 8,505 % |
| 123 | 4,243 % | 3,706 % | 6,290 % | 3,456 % | 3,458 % | 8,481 % |
| 124 | 4,245 % | 3,704 % | 6,281 % | 3,456 % | 3,457 % | 8,456 % |
| 125 | 4,247 % | 3,702 % | 6,271 % | 3,456 % | 3,457 % | 8,432 % |
| 126 | 4,249 % | 3,700 % | 6,262 % | 3,456 % | 3,457 % | 8,409 % |
| 127 | 4,251 % | 3,698 % | 6,253 % | 3,455 % | 3,457 % | 8,385 % |
| 128 | 4,253 % | 3,696 % | 6,244 % | 3,455 % | 3,457 % | 8,363 % |
| 129 | 4,255 % | 3,694 % | 6,235 % | 3,455 % | 3,457 % | 8,340 % |
| 130 | 4,256 % | 3,692 % | 6,226 % | 3,455 % | 3,457 % | 8,318 % |
| 131 | 4,258 % | 3,690 % | 6,217 % | 3,455 % | 3,457 % | 8,296 % |
| 132 | 4,260 % | 3,688 % | 6,209 % | 3,455 % | 3,457 % | 8,275 % |
| 133 | 4,262 % | 3,687 % | 6,200 % | 3,455 % | 3,457 % | 8,254 % |
| 134 | 4,264 % | 3,685 % | 6,192 % | 3,455 % | 3,457 % | 8,233 % |
| 135 | 4,265 % | 3,683 % | 6,184 % | 3,455 % | 3,457 % | 8,212 % |
| 136 | 4,267 % | 3,681 % | 6,176 % | 3,455 % | 3,457 % | 8,192 % |
| 137 | 4,269 % | 3,680 % | 6,168 % | 3,455 % | 3,457 % | 8,172 % |
| 138 | 4,271 % | 3,678 % | 6,160 % | 3,455 % | 3,457 % | 8,153 % |
| 139 | 4,272 % | 3,676 % | 6,153 % | 3,455 % | 3,457 % | 8,133 % |
| 140 | 4,274 % | 3,675 % | 6,145 % | 3,455 % | 3,457 % | 8,114 % |
| 141 | 4,275 % | 3,673 % | 6,138 % | 3,455 % | 3,457 % | 8,095 % |
| 142 | 4,277 % | 3,672 % | 6,130 % | 3,455 % | 3,457 % | 8,077 % |
| 143 | 4,279 % | 3,670 % | 6,123 % | 3,455 % | 3,456 % | 8,059 % |
| 144 | 4,280 % | 3,669 % | 6,116 % | 3,455 % | 3,456 % | 8,041 % |
| 145 | 4,282 % | 3,667 % | 6,109 % | 3,455 % | 3,456 % | 8,023 % |
| 146 | 4,283 % | 3,666 % | 6,102 % | 3,455 % | 3,456 % | 8,005 % |
| 147 | 4,285 % | 3,664 % | 6,095 % | 3,455 % | 3,456 % | 7,988 % |
| 148 | 4,286 % | 3,663 % | 6,088 % | 3,455 % | 3,456 % | 7,971 % |
| 149 | 4,287 % | 3,661 % | 6,082 % | 3,455 % | 3,456 % | 7,954 % |
| 150 | 4,289 % | 3,660 % | 6,075 % | 3,455 % | 3,456 % | 7,938 % |
| Term to maturity (in years) | US dollar | Yen | ||||
| --- | --- | --- | ||||
| 1 | 5,437 % | 0,058 % | ||||
| 2 | 4,956 % | 0,224 % | ||||
| 3 | 4,622 % | 0,366 % | ||||
| 4 | 4,449 % | 0,479 % | ||||
| 5 | 4,356 % | 0,579 % | ||||
| 6 | 4,304 % | 0,677 % | ||||
| 7 | 4,275 % | 0,770 % | ||||
| 8 | 4,261 % | 0,852 % | ||||
| 9 | 4,256 % | 0,927 % | ||||
| 10 | 4,257 % | 1,000 % | ||||
| 11 | 4,259 % | 1,048 % | ||||
| 12 | 4,262 % | 1,093 % | ||||
| 13 | 4,264 % | 1,155 % | ||||
| 14 | 4,265 % | 1,224 % | ||||
| 15 | 4,263 % | 1,288 % | ||||
| 16 | 4,259 % | 1,341 % | ||||
| 17 | 4,251 % | 1,384 % | ||||
| 18 | 4,239 % | 1,420 % | ||||
| 19 | 4,221 % | 1,451 % | ||||
| 20 | 4,198 % | 1,478 % | ||||
| 21 | 4,169 % | 1,502 % | ||||
| 22 | 4,136 % | 1,523 % | ||||
| 23 | 4,101 % | 1,540 % | ||||
| 24 | 4,065 % | 1,552 % | ||||
| 25 | 4,028 % | 1,559 % | ||||
| 26 | 3,992 % | 1,561 % | ||||
| 27 | 3,958 % | 1,561 % | ||||
| 28 | 3,926 % | 1,562 % | ||||
| 29 | 3,895 % | 1,566 % | ||||
| 30 | 3,868 % | 1,575 % | ||||
| 31 | 3,843 % | 1,590 % | ||||
| 32 | 3,821 % | 1,610 % | ||||
| 33 | 3,801 % | 1,633 % | ||||
| 34 | 3,783 % | 1,659 % | ||||
| 35 | 3,766 % | 1,687 % | ||||
| 36 | 3,751 % | 1,716 % | ||||
| 37 | 3,738 % | 1,747 % | ||||
| 38 | 3,725 % | 1,777 % | ||||
| 39 | 3,714 % | 1,808 % | ||||
| 40 | 3,703 % | 1,839 % | ||||
| 41 | 3,694 % | 1,870 % | ||||
| 42 | 3,685 % | 1,900 % | ||||
| 43 | 3,677 % | 1,930 % | ||||
| 44 | 3,669 % | 1,959 % | ||||
| 45 | 3,662 % | 1,988 % | ||||
| 46 | 3,655 % | 2,016 % | ||||
| 47 | 3,649 % | 2,043 % | ||||
| 48 | 3,644 % | 2,070 % | ||||
| 49 | 3,638 % | 2,096 % | ||||
| 50 | 3,633 % | 2,121 % | ||||
| 51 | 3,628 % | 2,146 % | ||||
| 52 | 3,624 % | 2,170 % | ||||
| 53 | 3,620 % | 2,193 % | ||||
| 54 | 3,616 % | 2,216 % | ||||
| 55 | 3,612 % | 2,238 % | ||||
| 56 | 3,608 % | 2,259 % | ||||
| 57 | 3,605 % | 2,280 % | ||||
| 58 | 3,602 % | 2,300 % | ||||
| 59 | 3,599 % | 2,319 % | ||||
| 60 | 3,596 % | 2,338 % | ||||
| 61 | 3,593 % | 2,357 % | ||||
| 62 | 3,590 % | 2,375 % | ||||
| 63 | 3,588 % | 2,392 % | ||||
| 64 | 3,585 % | 2,409 % | ||||
| 65 | 3,583 % | 2,425 % | ||||
| 66 | 3,581 % | 2,441 % | ||||
| 67 | 3,579 % | 2,457 % | ||||
| 68 | 3,577 % | 2,472 % | ||||
| 69 | 3,575 % | 2,486 % | ||||
| 70 | 3,573 % | 2,501 % | ||||
| 71 | 3,571 % | 2,514 % | ||||
| 72 | 3,569 % | 2,528 % | ||||
| 73 | 3,567 % | 2,541 % | ||||
| 74 | 3,566 % | 2,554 % | ||||
| 75 | 3,564 % | 2,566 % | ||||
| 76 | 3,562 % | 2,579 % | ||||
| 77 | 3,561 % | 2,590 % | ||||
| 78 | 3,559 % | 2,602 % | ||||
| 79 | 3,558 % | 2,613 % | ||||
| 80 | 3,556 % | 2,624 % | ||||
| 81 | 3,555 % | 2,635 % | ||||
| 82 | 3,554 % | 2,645 % | ||||
| 83 | 3,552 % | 2,656 % | ||||
| 84 | 3,551 % | 2,666 % | ||||
| 85 | 3,550 % | 2,675 % | ||||
| 86 | 3,549 % | 2,685 % | ||||
| 87 | 3,548 % | 2,694 % | ||||
| 88 | 3,547 % | 2,703 % | ||||
| 89 | 3,545 % | 2,712 % | ||||
| 90 | 3,544 % | 2,721 % | ||||
| 91 | 3,543 % | 2,729 % | ||||
| 92 | 3,542 % | 2,738 % | ||||
| 93 | 3,541 % | 2,746 % | ||||
| 94 | 3,540 % | 2,754 % | ||||
| 95 | 3,539 % | 2,762 % | ||||
| 96 | 3,538 % | 2,769 % | ||||
| 97 | 3,537 % | 2,777 % | ||||
| 98 | 3,537 % | 2,784 % | ||||
| 99 | 3,536 % | 2,792 % | ||||
| 100 | 3,535 % | 2,799 % | ||||
| 101 | 3,534 % | 2,805 % | ||||
| 102 | 3,533 % | 2,812 % | ||||
| 103 | 3,532 % | 2,819 % | ||||
| 104 | 3,531 % | 2,825 % | ||||
| 105 | 3,531 % | 2,832 % | ||||
| 106 | 3,530 % | 2,838 % | ||||
| 107 | 3,529 % | 2,844 % | ||||
| 108 | 3,528 % | 2,850 % | ||||
| 109 | 3,528 % | 2,856 % | ||||
| 110 | 3,527 % | 2,862 % | ||||
| 111 | 3,526 % | 2,868 % | ||||
| 112 | 3,526 % | 2,873 % | ||||
| 113 | 3,525 % | 2,879 % | ||||
| 114 | 3,524 % | 2,884 % | ||||
| 115 | 3,524 % | 2,890 % | ||||
| 116 | 3,523 % | 2,895 % | ||||
| 117 | 3,522 % | 2,900 % | ||||
| 118 | 3,522 % | 2,905 % | ||||
| 119 | 3,521 % | 2,910 % | ||||
| 120 | 3,521 % | 2,915 % | ||||
| 121 | 3,520 % | 2,920 % | ||||
| 122 | 3,519 % | 2,925 % | ||||
| 123 | 3,519 % | 2,929 % | ||||
| 124 | 3,518 % | 2,934 % | ||||
| 125 | 3,518 % | 2,938 % | ||||
| 126 | 3,517 % | 2,943 % | ||||
| 127 | 3,517 % | 2,947 % | ||||
| 128 | 3,516 % | 2,952 % | ||||
| 129 | 3,516 % | 2,956 % | ||||
| 130 | 3,515 % | 2,960 % | ||||
| 131 | 3,515 % | 2,964 % | ||||
| 132 | 3,514 % | 2,968 % | ||||
| 133 | 3,514 % | 2,972 % | ||||
| 134 | 3,513 % | 2,976 % | ||||
| 135 | 3,513 % | 2,980 % | ||||
| 136 | 3,512 % | 2,984 % | ||||
| 137 | 3,512 % | 2,988 % | ||||
| 138 | 3,511 % | 2,991 % | ||||
| 139 | 3,511 % | 2,995 % | ||||
| 140 | 3,510 % | 2,998 % | ||||
| 141 | 3,510 % | 3,002 % | ||||
| 142 | 3,510 % | 3,006 % | ||||
| 143 | 3,509 % | 3,009 % | ||||
| 144 | 3,509 % | 3,012 % | ||||
| 145 | 3,508 % | 3,016 % | ||||
| 146 | 3,508 % | 3,019 % | ||||
| 147 | 3,508 % | 3,022 % | ||||
| 148 | 3,507 % | 3,026 % | ||||
| 149 | 3,507 % | 3,029 % | ||||
| 150 | 3,506 % | 3,032 % |
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 | Czechia | Cyprus | Denmark |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 27 | 5 | 0 | 21 | 0 |
| 2 | 0 | 0 | 34 | 5 | 0 | 35 | 0 |
| 3 | 0 | 0 | 40 | 5 | 0 | 40 | 0 |
| 4 | 0 | 1 | 43 | 5 | 2 | 41 | 0 |
| 5 | 0 | 2 | 47 | 5 | 3 | 44 | 0 |
| 6 | 0 | 3 | 50 | 5 | 5 | 47 | 0 |
| 7 | 1 | 4 | 53 | 5 | 8 | 48 | 0 |
| 8 | 2 | 5 | 54 | 5 | 10 | 48 | 0 |
| 9 | 2 | 6 | 56 | 5 | 11 | 46 | 0 |
| 10 | 3 | 7 | 58 | 6 | 12 | 46 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 343 | 4 | 13 |
| 2 | 0 | 0 | 0 | 0 | 215 | 4 | 18 |
| 3 | 0 | 0 | 0 | 0 | 192 | 4 | 20 |
| 4 | 1 | 0 | 0 | 0 | 168 | 4 | 22 |
| 5 | 2 | 0 | 0 | 0 | 155 | 4 | 23 |
| 6 | 3 | 0 | 0 | 0 | 153 | 4 | 24 |
| 7 | 4 | 0 | 0 | 0 | 150 | 4 | 25 |
| 8 | 5 | 0 | 1 | 0 | 155 | 3 | 26 |
| 9 | 6 | 0 | 2 | 0 | 156 | 1 | 27 |
| 10 | 7 | 0 | 3 | 0 | 158 | 4 | 27 |
| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 3 | 4 | 0 | 13 | 0 | 4 |
| 2 | 13 | 8 | 9 | 0 | 18 | 0 | 4 |
| 3 | 18 | 11 | 13 | 0 | 21 | 0 | 4 |
| 4 | 21 | 13 | 15 | 0 | 22 | 0 | 4 |
| 5 | 23 | 15 | 17 | 0 | 23 | 0 | 4 |
| 6 | 25 | 16 | 19 | 0 | 24 | 0 | 4 |
| 7 | 27 | 18 | 20 | 0 | 25 | 0 | 4 |
| 8 | 29 | 19 | 22 | 0 | 26 | 0 | 4 |
| 9 | 30 | 20 | 23 | 1 | 27 | 0 | 4 |
| 10 | 32 | 21 | 24 | 1 | 27 | 0 | 4 |
| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 21 | 8 | 10 | 14 | 4 | 0 | 0 |
| 2 | 35 | 15 | 13 | 17 | 9 | 0 | 0 |
| 3 | 40 | 17 | 15 | 21 | 13 | 0 | 0 |
| 4 | 41 | 18 | 16 | 26 | 15 | 0 | 0 |
| 5 | 44 | 19 | 18 | 29 | 17 | 0 | 0 |
| 6 | 47 | 20 | 19 | 32 | 19 | 0 | 0 |
| 7 | 48 | 22 | 21 | 34 | 20 | 0 | 0 |
| 8 | 48 | 23 | 22 | 35 | 22 | 0 | 0 |
| 9 | 46 | 24 | 22 | 36 | 23 | 0 | 0 |
| 10 | 46 | 22 | 23 | 36 | 24 | 0 | 0 |
| Duration (in years) | Iceland | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 2 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 3 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 4 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 5 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 6 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 7 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 8 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 9 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 10 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| Duration (in years) | Chile | China | Colombia | Hong Kong | India | Japan | Malaysia |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 16 | 0 | 11 | 0 | 10 | 0 | 0 |
| 2 | 18 | 1 | 17 | 0 | 10 | 0 | 0 |
| 3 | 17 | 2 | 27 | 0 | 10 | 0 | 0 |
| 4 | 16 | 3 | 33 | 0 | 10 | 0 | 0 |
| 5 | 15 | 3 | 35 | 0 | 10 | 0 | 0 |
| 6 | 14 | 3 | 38 | 0 | 10 | 0 | 0 |
| 7 | 13 | 4 | 39 | 0 | 10 | 0 | 0 |
| 8 | 14 | 7 | 37 | 0 | 10 | 0 | 0 |
| 9 | 15 | 5 | 35 | 0 | 10 | 0 | 0 |
| 10 | 13 | 5 | 37 | 0 | 10 | 1 | 0 |
| Duration (in years) | Mexico | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 8 | 0 | 0 | 0 | 7 | 8 | 1 |
| 2 | 9 | 0 | 0 | 0 | 10 | 11 | 0 |
| 3 | 10 | 0 | 0 | 0 | 12 | 11 | 0 |
| 4 | 11 | 0 | 0 | 0 | 13 | 13 | 0 |
| 5 | 11 | 0 | 2 | 0 | 14 | 15 | 0 |
| 6 | 11 | 0 | 5 | 0 | 15 | 15 | 0 |
| 7 | 10 | 0 | 7 | 0 | 18 | 15 | 0 |
| 8 | 10 | 0 | 11 | 0 | 20 | 15 | 0 |
| 9 | 10 | 0 | 16 | 0 | 21 | 15 | 0 |
| 10 | 10 | 0 | 16 | 0 | 23 | 15 | 0 |
| Duration (in years) | Taiwan | Türkiye | United States | ||||
| --- | --- | --- | --- | ||||
| 1 | 4 | 0 | 0 | ||||
| 2 | 4 | 0 | 0 | ||||
| 3 | 4 | 0 | 0 | ||||
| 4 | 4 | 0 | 0 | ||||
| 5 | 4 | 0 | 0 | ||||
| 6 | 4 | 0 | 0 | ||||
| 7 | 4 | 0 | 0 | ||||
| 8 | 4 | 0 | 0 | ||||
| 9 | 4 | 0 | 0 | ||||
| 10 | 4 | 0 | 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 | 109 | 224 | 506 | 1 253 |
| 2 | 6 | 19 | 42 | 109 | 224 | 506 | 1 006 |
| 3 | 7 | 21 | 43 | 104 | 220 | 502 | 820 |
| 4 | 9 | 24 | 46 | 106 | 220 | 502 | 678 |
| 5 | 10 | 26 | 51 | 110 | 219 | 502 | 570 |
| 6 | 11 | 28 | 54 | 114 | 219 | 502 | 502 |
| 7 | 12 | 30 | 56 | 117 | 219 | 502 | 502 |
| 8 | 12 | 31 | 56 | 116 | 219 | 502 | 502 |
| 9 | 13 | 32 | 56 | 115 | 219 | 502 | 502 |
| 10 | 13 | 33 | 56 | 115 | 219 | 502 | 502 |
| 11 | 14 | 34 | 57 | 115 | 219 | 502 | 502 |
| 12 | 14 | 35 | 57 | 115 | 219 | 502 | 502 |
| 13 | 14 | 35 | 57 | 115 | 219 | 502 | 502 |
| 14 | 15 | 36 | 57 | 115 | 219 | 502 | 502 |
| 15 | 15 | 36 | 57 | 115 | 219 | 502 | 502 |
| 16 | 15 | 36 | 57 | 115 | 219 | 502 | 502 |
| 17 | 15 | 36 | 57 | 115 | 219 | 502 | 502 |
| 18 | 15 | 36 | 57 | 115 | 219 | 502 | 502 |
| 19 | 15 | 36 | 57 | 115 | 219 | 502 | 502 |
| 20 | 16 | 36 | 57 | 115 | 219 | 502 | 502 |
| 21 | 16 | 36 | 57 | 115 | 219 | 502 | 502 |
| 22 | 18 | 36 | 57 | 115 | 219 | 502 | 502 |
| 23 | 18 | 36 | 57 | 115 | 219 | 502 | 502 |
| 24 | 19 | 36 | 57 | 115 | 219 | 502 | 502 |
| 25 | 20 | 36 | 57 | 115 | 219 | 502 | 502 |
| 26 | 20 | 36 | 57 | 115 | 219 | 502 | 502 |
| 27 | 21 | 36 | 57 | 115 | 219 | 502 | 502 |
| 28 | 21 | 36 | 57 | 115 | 219 | 502 | 502 |
| 29 | 22 | 36 | 57 | 115 | 219 | 502 | 502 |
| 30 | 23 | 36 | 57 | 115 | 219 | 502 | 502 |
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 | 19 | 32 | 54 | 121 | 236 | 518 | 1 298 |
| 2 | 20 | 33 | 55 | 123 | 238 | 520 | 1 032 |
| 3 | 21 | 35 | 57 | 117 | 234 | 516 | 838 |
| 4 | 22 | 37 | 59 | 119 | 232 | 515 | 693 |
| 5 | 22 | 38 | 63 | 122 | 232 | 514 | 582 |
| 6 | 23 | 40 | 66 | 126 | 231 | 513 | 513 |
| 7 | 23 | 41 | 67 | 127 | 230 | 512 | 512 |
| 8 | 22 | 41 | 66 | 126 | 229 | 511 | 511 |
| 9 | 22 | 41 | 66 | 124 | 229 | 511 | 511 |
| 10 | 22 | 42 | 65 | 124 | 228 | 510 | 510 |
| 11 | 22 | 42 | 65 | 123 | 228 | 510 | 510 |
| 12 | 22 | 42 | 64 | 123 | 227 | 509 | 509 |
| 13 | 21 | 42 | 64 | 122 | 226 | 508 | 508 |
| 14 | 21 | 42 | 63 | 122 | 226 | 508 | 508 |
| 15 | 21 | 42 | 63 | 121 | 225 | 508 | 508 |
| 16 | 20 | 41 | 62 | 121 | 225 | 507 | 507 |
| 17 | 20 | 41 | 62 | 121 | 225 | 507 | 507 |
| 18 | 20 | 41 | 62 | 121 | 225 | 507 | 507 |
| 19 | 20 | 41 | 62 | 121 | 225 | 507 | 507 |
| 20 | 21 | 42 | 63 | 121 | 225 | 508 | 508 |
| 21 | 21 | 42 | 63 | 121 | 226 | 508 | 508 |
| 22 | 21 | 42 | 63 | 122 | 226 | 508 | 508 |
| 23 | 21 | 42 | 63 | 122 | 226 | 508 | 508 |
| 24 | 21 | 42 | 63 | 122 | 226 | 508 | 508 |
| 25 | 21 | 42 | 63 | 122 | 226 | 508 | 508 |
| 26 | 21 | 42 | 63 | 121 | 226 | 508 | 508 |
| 27 | 21 | 42 | 63 | 121 | 226 | 508 | 508 |
| 28 | 22 | 42 | 63 | 121 | 226 | 508 | 508 |
| 29 | 23 | 42 | 63 | 121 | 225 | 508 | 508 |
| 30 | 24 | 42 | 63 | 121 | 225 | 507 | 507 |
2.3. Danish krone
| 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 | 41 | 109 | 224 | 506 | 1 253 |
| 2 | 6 | 19 | 41 | 109 | 224 | 506 | 1 006 |
| 3 | 7 | 21 | 43 | 104 | 220 | 502 | 819 |
| 4 | 9 | 24 | 46 | 106 | 219 | 501 | 678 |
| 5 | 10 | 26 | 51 | 109 | 219 | 501 | 570 |
| 6 | 11 | 28 | 54 | 114 | 219 | 501 | 501 |
| 7 | 12 | 30 | 56 | 116 | 219 | 501 | 501 |
| 8 | 12 | 31 | 56 | 116 | 219 | 501 | 501 |
| 9 | 12 | 32 | 56 | 115 | 219 | 501 | 501 |
| 10 | 13 | 33 | 56 | 115 | 219 | 501 | 501 |
| 11 | 14 | 34 | 57 | 115 | 219 | 501 | 501 |
| 12 | 14 | 35 | 57 | 115 | 219 | 501 | 501 |
| 13 | 14 | 35 | 57 | 115 | 219 | 501 | 501 |
| 14 | 14 | 36 | 57 | 115 | 219 | 501 | 501 |
| 15 | 14 | 36 | 57 | 115 | 219 | 501 | 501 |
| 16 | 14 | 36 | 57 | 115 | 219 | 501 | 501 |
| 17 | 14 | 36 | 57 | 115 | 219 | 501 | 501 |
| 18 | 14 | 36 | 57 | 115 | 219 | 501 | 501 |
| 19 | 15 | 36 | 57 | 115 | 219 | 501 | 501 |
| 20 | 16 | 36 | 57 | 115 | 219 | 501 | 501 |
| 21 | 16 | 36 | 57 | 115 | 219 | 501 | 501 |
| 22 | 18 | 36 | 57 | 115 | 219 | 501 | 501 |
| 23 | 18 | 36 | 57 | 115 | 219 | 501 | 501 |
| 24 | 19 | 36 | 57 | 115 | 219 | 501 | 501 |
| 25 | 20 | 36 | 57 | 115 | 219 | 501 | 501 |
| 26 | 20 | 36 | 57 | 115 | 219 | 501 | 501 |
| 27 | 21 | 36 | 57 | 115 | 219 | 501 | 501 |
| 28 | 21 | 36 | 57 | 115 | 219 | 501 | 501 |
| 29 | 22 | 36 | 57 | 115 | 219 | 501 | 501 |
| 30 | 23 | 36 | 57 | 115 | 219 | 501 | 501 |
2.4. Forint
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