LegalizeCommission Implementing Regulation (EU) 2024/456 of 7 February 2024 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2023 until 30 March 2024 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 |
| --- | --- | --- |
| 2024/456 | 8.2.2024 |
THE EUROPEAN COMMISSION,
Having regard to the Treaty on the Functioning of the European Union,
Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) 1, and in particular the third subparagraph of Article 77e(2) thereof,
Whereas:
- (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date.
- (2) Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 8 January 2024, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2023 market data. That information was published on 8 January 2024 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 2023 until 30 March 2024.
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 2023.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 7 February 2024.
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 | 3,357 % | 5,185 % | 3,347 % | 6,301 % | 3,027 % | 3,307 % |
| 2 | 2,690 % | 4,144 % | 2,680 % | 6,121 % | 2,799 % | 2,640 % |
| 3 | 2,439 % | 3,678 % | 2,429 % | 5,931 % | 2,498 % | 2,389 % |
| 4 | 2,350 % | 3,489 % | 2,340 % | 5,796 % | 2,339 % | 2,300 % |
| 5 | 2,323 % | 3,405 % | 2,313 % | 5,715 % | 2,262 % | 2,273 % |
| 6 | 2,321 % | 3,370 % | 2,311 % | 5,675 % | 2,218 % | 2,271 % |
| 7 | 2,331 % | 3,359 % | 2,321 % | 5,670 % | 2,197 % | 2,281 % |
| 8 | 2,349 % | 3,361 % | 2,339 % | 5,695 % | 2,194 % | 2,299 % |
| 9 | 2,370 % | 3,369 % | 2,360 % | 5,729 % | 2,210 % | 2,320 % |
| 10 | 2,393 % | 3,379 % | 2,383 % | 5,776 % | 2,245 % | 2,343 % |
| 11 | 2,423 % | 3,389 % | 2,413 % | 5,826 % | 2,300 % | 2,372 % |
| 12 | 2,439 % | 3,398 % | 2,429 % | 5,875 % | 2,362 % | 2,389 % |
| 13 | 2,455 % | 3,406 % | 2,445 % | 5,924 % | 2,426 % | 2,405 % |
| 14 | 2,467 % | 3,414 % | 2,457 % | 5,964 % | 2,487 % | 2,417 % |
| 15 | 2,470 % | 3,420 % | 2,460 % | 5,999 % | 2,544 % | 2,419 % |
| 16 | 2,460 % | 3,426 % | 2,450 % | 6,021 % | 2,596 % | 2,410 % |
| 17 | 2,445 % | 3,430 % | 2,435 % | 6,030 % | 2,643 % | 2,394 % |
| 18 | 2,428 % | 3,434 % | 2,418 % | 6,028 % | 2,686 % | 2,378 % |
| 19 | 2,414 % | 3,438 % | 2,404 % | 6,018 % | 2,725 % | 2,364 % |
| 20 | 2,406 % | 3,441 % | 2,396 % | 6,003 % | 2,761 % | 2,356 % |
| 21 | 2,404 % | 3,444 % | 2,394 % | 5,983 % | 2,793 % | 2,355 % |
| 22 | 2,409 % | 3,446 % | 2,399 % | 5,960 % | 2,822 % | 2,360 % |
| 23 | 2,417 % | 3,448 % | 2,408 % | 5,934 % | 2,850 % | 2,370 % |
| 24 | 2,429 % | 3,450 % | 2,420 % | 5,907 % | 2,874 % | 2,383 % |
| 25 | 2,444 % | 3,451 % | 2,435 % | 5,878 % | 2,897 % | 2,399 % |
| 26 | 2,460 % | 3,452 % | 2,451 % | 5,849 % | 2,918 % | 2,416 % |
| 27 | 2,478 % | 3,454 % | 2,469 % | 5,819 % | 2,938 % | 2,435 % |
| 28 | 2,496 % | 3,455 % | 2,488 % | 5,789 % | 2,956 % | 2,454 % |
| 29 | 2,515 % | 3,456 % | 2,507 % | 5,760 % | 2,973 % | 2,474 % |
| 30 | 2,534 % | 3,456 % | 2,526 % | 5,731 % | 2,989 % | 2,494 % |
| 31 | 2,553 % | 3,457 % | 2,546 % | 5,702 % | 3,004 % | 2,514 % |
| 32 | 2,572 % | 3,458 % | 2,565 % | 5,674 % | 3,018 % | 2,535 % |
| 33 | 2,591 % | 3,458 % | 2,584 % | 5,647 % | 3,031 % | 2,554 % |
| 34 | 2,610 % | 3,459 % | 2,603 % | 5,620 % | 3,043 % | 2,574 % |
| 35 | 2,628 % | 3,459 % | 2,621 % | 5,594 % | 3,055 % | 2,593 % |
| 36 | 2,646 % | 3,459 % | 2,639 % | 5,569 % | 3,066 % | 2,612 % |
| 37 | 2,663 % | 3,460 % | 2,657 % | 5,545 % | 3,076 % | 2,630 % |
| 38 | 2,680 % | 3,460 % | 2,674 % | 5,521 % | 3,086 % | 2,648 % |
| 39 | 2,697 % | 3,460 % | 2,690 % | 5,498 % | 3,095 % | 2,665 % |
| 40 | 2,713 % | 3,460 % | 2,707 % | 5,476 % | 3,104 % | 2,682 % |
| 41 | 2,728 % | 3,461 % | 2,722 % | 5,455 % | 3,113 % | 2,698 % |
| 42 | 2,743 % | 3,461 % | 2,737 % | 5,435 % | 3,121 % | 2,714 % |
| 43 | 2,758 % | 3,461 % | 2,752 % | 5,415 % | 3,128 % | 2,729 % |
| 44 | 2,772 % | 3,461 % | 2,766 % | 5,396 % | 3,136 % | 2,744 % |
| 45 | 2,786 % | 3,461 % | 2,780 % | 5,377 % | 3,143 % | 2,758 % |
| 46 | 2,799 % | 3,461 % | 2,793 % | 5,359 % | 3,149 % | 2,772 % |
| 47 | 2,812 % | 3,461 % | 2,806 % | 5,342 % | 3,156 % | 2,785 % |
| 48 | 2,824 % | 3,461 % | 2,819 % | 5,325 % | 3,162 % | 2,798 % |
| 49 | 2,836 % | 3,461 % | 2,831 % | 5,309 % | 3,168 % | 2,810 % |
| 50 | 2,847 % | 3,461 % | 2,842 % | 5,294 % | 3,173 % | 2,822 % |
| 51 | 2,859 % | 3,461 % | 2,854 % | 5,279 % | 3,179 % | 2,834 % |
| 52 | 2,869 % | 3,461 % | 2,865 % | 5,264 % | 3,184 % | 2,845 % |
| 53 | 2,880 % | 3,461 % | 2,875 % | 5,250 % | 3,189 % | 2,856 % |
| 54 | 2,890 % | 3,461 % | 2,885 % | 5,237 % | 3,194 % | 2,867 % |
| 55 | 2,900 % | 3,461 % | 2,895 % | 5,224 % | 3,198 % | 2,877 % |
| 56 | 2,909 % | 3,461 % | 2,905 % | 5,211 % | 3,203 % | 2,887 % |
| 57 | 2,918 % | 3,461 % | 2,914 % | 5,199 % | 3,207 % | 2,897 % |
| 58 | 2,927 % | 3,461 % | 2,923 % | 5,187 % | 3,211 % | 2,906 % |
| 59 | 2,936 % | 3,461 % | 2,932 % | 5,176 % | 3,215 % | 2,915 % |
| 60 | 2,944 % | 3,461 % | 2,940 % | 5,164 % | 3,219 % | 2,924 % |
| 61 | 2,952 % | 3,461 % | 2,948 % | 5,154 % | 3,223 % | 2,932 % |
| 62 | 2,960 % | 3,461 % | 2,956 % | 5,143 % | 3,227 % | 2,940 % |
| 63 | 2,968 % | 3,460 % | 2,964 % | 5,133 % | 3,230 % | 2,948 % |
| 64 | 2,975 % | 3,460 % | 2,971 % | 5,123 % | 3,234 % | 2,956 % |
| 65 | 2,983 % | 3,460 % | 2,979 % | 5,114 % | 3,237 % | 2,963 % |
| 66 | 2,990 % | 3,460 % | 2,986 % | 5,105 % | 3,240 % | 2,971 % |
| 67 | 2,996 % | 3,460 % | 2,993 % | 5,096 % | 3,243 % | 2,978 % |
| 68 | 3,003 % | 3,460 % | 2,999 % | 5,087 % | 3,246 % | 2,985 % |
| 69 | 3,009 % | 3,460 % | 3,006 % | 5,078 % | 3,249 % | 2,991 % |
| 70 | 3,016 % | 3,460 % | 3,012 % | 5,070 % | 3,252 % | 2,998 % |
| 71 | 3,022 % | 3,460 % | 3,018 % | 5,062 % | 3,255 % | 3,004 % |
| 72 | 3,028 % | 3,460 % | 3,024 % | 5,054 % | 3,258 % | 3,010 % |
| 73 | 3,033 % | 3,460 % | 3,030 % | 5,047 % | 3,260 % | 3,016 % |
| 74 | 3,039 % | 3,460 % | 3,035 % | 5,039 % | 3,263 % | 3,022 % |
| 75 | 3,044 % | 3,459 % | 3,041 % | 5,032 % | 3,265 % | 3,028 % |
| 76 | 3,050 % | 3,459 % | 3,046 % | 5,025 % | 3,268 % | 3,033 % |
| 77 | 3,055 % | 3,459 % | 3,052 % | 5,018 % | 3,270 % | 3,039 % |
| 78 | 3,060 % | 3,459 % | 3,057 % | 5,012 % | 3,272 % | 3,044 % |
| 79 | 3,065 % | 3,459 % | 3,062 % | 5,005 % | 3,275 % | 3,049 % |
| 80 | 3,070 % | 3,459 % | 3,066 % | 4,999 % | 3,277 % | 3,054 % |
| 81 | 3,074 % | 3,459 % | 3,071 % | 4,993 % | 3,279 % | 3,059 % |
| 82 | 3,079 % | 3,459 % | 3,076 % | 4,987 % | 3,281 % | 3,064 % |
| 83 | 3,083 % | 3,459 % | 3,080 % | 4,981 % | 3,283 % | 3,068 % |
| 84 | 3,088 % | 3,459 % | 3,085 % | 4,975 % | 3,285 % | 3,073 % |
| 85 | 3,092 % | 3,459 % | 3,089 % | 4,970 % | 3,287 % | 3,077 % |
| 86 | 3,096 % | 3,459 % | 3,093 % | 4,964 % | 3,289 % | 3,081 % |
| 87 | 3,100 % | 3,458 % | 3,097 % | 4,959 % | 3,291 % | 3,086 % |
| 88 | 3,104 % | 3,458 % | 3,101 % | 4,954 % | 3,293 % | 3,090 % |
| 89 | 3,108 % | 3,458 % | 3,105 % | 4,948 % | 3,294 % | 3,094 % |
| 90 | 3,112 % | 3,458 % | 3,109 % | 4,943 % | 3,296 % | 3,098 % |
| 91 | 3,115 % | 3,458 % | 3,113 % | 4,939 % | 3,298 % | 3,102 % |
| 92 | 3,119 % | 3,458 % | 3,116 % | 4,934 % | 3,299 % | 3,105 % |
| 93 | 3,123 % | 3,458 % | 3,120 % | 4,929 % | 3,301 % | 3,109 % |
| 94 | 3,126 % | 3,458 % | 3,123 % | 4,925 % | 3,303 % | 3,113 % |
| 95 | 3,129 % | 3,458 % | 3,127 % | 4,920 % | 3,304 % | 3,116 % |
| 96 | 3,133 % | 3,458 % | 3,130 % | 4,916 % | 3,306 % | 3,120 % |
| 97 | 3,136 % | 3,458 % | 3,133 % | 4,911 % | 3,307 % | 3,123 % |
| 98 | 3,139 % | 3,458 % | 3,137 % | 4,907 % | 3,309 % | 3,126 % |
| 99 | 3,142 % | 3,458 % | 3,140 % | 4,903 % | 3,310 % | 3,130 % |
| 100 | 3,145 % | 3,458 % | 3,143 % | 4,899 % | 3,312 % | 3,133 % |
| 101 | 3,148 % | 3,457 % | 3,146 % | 4,895 % | 3,313 % | 3,136 % |
| 102 | 3,151 % | 3,457 % | 3,149 % | 4,891 % | 3,314 % | 3,139 % |
| 103 | 3,154 % | 3,457 % | 3,152 % | 4,887 % | 3,316 % | 3,142 % |
| 104 | 3,157 % | 3,457 % | 3,155 % | 4,884 % | 3,317 % | 3,145 % |
| 105 | 3,160 % | 3,457 % | 3,158 % | 4,880 % | 3,318 % | 3,148 % |
| 106 | 3,163 % | 3,457 % | 3,160 % | 4,876 % | 3,319 % | 3,151 % |
| 107 | 3,165 % | 3,457 % | 3,163 % | 4,873 % | 3,321 % | 3,154 % |
| 108 | 3,168 % | 3,457 % | 3,166 % | 4,869 % | 3,322 % | 3,156 % |
| 109 | 3,171 % | 3,457 % | 3,168 % | 4,866 % | 3,323 % | 3,159 % |
| 110 | 3,173 % | 3,457 % | 3,171 % | 4,863 % | 3,324 % | 3,162 % |
| 111 | 3,176 % | 3,457 % | 3,173 % | 4,859 % | 3,325 % | 3,164 % |
| 112 | 3,178 % | 3,457 % | 3,176 % | 4,856 % | 3,326 % | 3,167 % |
| 113 | 3,180 % | 3,457 % | 3,178 % | 4,853 % | 3,327 % | 3,169 % |
| 114 | 3,183 % | 3,457 % | 3,181 % | 4,850 % | 3,329 % | 3,172 % |
| 115 | 3,185 % | 3,457 % | 3,183 % | 4,847 % | 3,330 % | 3,174 % |
| 116 | 3,187 % | 3,457 % | 3,185 % | 4,844 % | 3,331 % | 3,177 % |
| 117 | 3,190 % | 3,456 % | 3,187 % | 4,841 % | 3,332 % | 3,179 % |
| 118 | 3,192 % | 3,456 % | 3,190 % | 4,838 % | 3,333 % | 3,181 % |
| 119 | 3,194 % | 3,456 % | 3,192 % | 4,835 % | 3,334 % | 3,183 % |
| 120 | 3,196 % | 3,456 % | 3,194 % | 4,832 % | 3,335 % | 3,186 % |
| 121 | 3,198 % | 3,456 % | 3,196 % | 4,830 % | 3,336 % | 3,188 % |
| 122 | 3,200 % | 3,456 % | 3,198 % | 4,827 % | 3,336 % | 3,190 % |
| 123 | 3,202 % | 3,456 % | 3,200 % | 4,824 % | 3,337 % | 3,192 % |
| 124 | 3,204 % | 3,456 % | 3,202 % | 4,822 % | 3,338 % | 3,194 % |
| 125 | 3,206 % | 3,456 % | 3,204 % | 4,819 % | 3,339 % | 3,196 % |
| 126 | 3,208 % | 3,456 % | 3,206 % | 4,817 % | 3,340 % | 3,198 % |
| 127 | 3,210 % | 3,456 % | 3,208 % | 4,814 % | 3,341 % | 3,200 % |
| 128 | 3,212 % | 3,456 % | 3,210 % | 4,812 % | 3,342 % | 3,202 % |
| 129 | 3,214 % | 3,456 % | 3,212 % | 4,809 % | 3,343 % | 3,204 % |
| 130 | 3,216 % | 3,456 % | 3,214 % | 4,807 % | 3,343 % | 3,206 % |
| 131 | 3,217 % | 3,456 % | 3,216 % | 4,804 % | 3,344 % | 3,208 % |
| 132 | 3,219 % | 3,456 % | 3,217 % | 4,802 % | 3,345 % | 3,210 % |
| 133 | 3,221 % | 3,456 % | 3,219 % | 4,800 % | 3,346 % | 3,212 % |
| 134 | 3,223 % | 3,456 % | 3,221 % | 4,798 % | 3,347 % | 3,213 % |
| 135 | 3,224 % | 3,456 % | 3,222 % | 4,795 % | 3,347 % | 3,215 % |
| 136 | 3,226 % | 3,456 % | 3,224 % | 4,793 % | 3,348 % | 3,217 % |
| 137 | 3,228 % | 3,456 % | 3,226 % | 4,791 % | 3,349 % | 3,218 % |
| 138 | 3,229 % | 3,456 % | 3,227 % | 4,789 % | 3,350 % | 3,220 % |
| 139 | 3,231 % | 3,456 % | 3,229 % | 4,787 % | 3,350 % | 3,222 % |
| 140 | 3,232 % | 3,455 % | 3,231 % | 4,785 % | 3,351 % | 3,223 % |
| 141 | 3,234 % | 3,455 % | 3,232 % | 4,783 % | 3,352 % | 3,225 % |
| 142 | 3,235 % | 3,455 % | 3,234 % | 4,781 % | 3,352 % | 3,227 % |
| 143 | 3,237 % | 3,455 % | 3,235 % | 4,779 % | 3,353 % | 3,228 % |
| 144 | 3,238 % | 3,455 % | 3,237 % | 4,777 % | 3,354 % | 3,230 % |
| 145 | 3,240 % | 3,455 % | 3,238 % | 4,775 % | 3,354 % | 3,231 % |
| 146 | 3,241 % | 3,455 % | 3,240 % | 4,773 % | 3,355 % | 3,233 % |
| 147 | 3,243 % | 3,455 % | 3,241 % | 4,771 % | 3,356 % | 3,234 % |
| 148 | 3,244 % | 3,455 % | 3,242 % | 4,769 % | 3,356 % | 3,236 % |
| 149 | 3,245 % | 3,455 % | 3,244 % | 4,768 % | 3,357 % | 3,237 % |
| 150 | 3,247 % | 3,455 % | 3,245 % | 4,766 % | 3,358 % | 3,239 % |
| Term to maturity (in years) | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone | Swiss franc |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 4,735 % | 6,027 % | 4,953 % | 9,105 % | 3,998 % | 1,173 % |
| 2 | 4,021 % | 5,985 % | 4,871 % | 8,331 % | 3,847 % | 1,145 % |
| 3 | 3,668 % | 5,995 % | 4,833 % | 7,739 % | 3,629 % | 1,101 % |
| 4 | 3,475 % | 6,022 % | 4,824 % | 7,326 % | 3,438 % | 1,068 % |
| 5 | 3,355 % | 6,049 % | 4,845 % | 7,048 % | 3,309 % | 1,054 % |
| 6 | 3,283 % | 6,073 % | 4,887 % | 6,845 % | 3,244 % | 1,059 % |
| 7 | 3,251 % | 6,100 % | 4,939 % | 6,684 % | 3,218 % | 1,076 % |
| 8 | 3,248 % | 6,115 % | 4,995 % | 6,546 % | 3,211 % | 1,101 % |
| 9 | 3,261 % | 6,129 % | 5,053 % | 6,423 % | 3,214 % | 1,131 % |
| 10 | 3,284 % | 6,144 % | 5,104 % | 6,308 % | 3,219 % | 1,164 % |
| 11 | 3,312 % | 6,139 % | 5,134 % | 6,199 % | 3,226 % | 1,199 % |
| 12 | 3,339 % | 6,115 % | 5,144 % | 6,097 % | 3,231 % | 1,235 % |
| 13 | 3,362 % | 6,078 % | 5,141 % | 6,000 % | 3,237 % | 1,271 % |
| 14 | 3,382 % | 6,032 % | 5,127 % | 5,907 % | 3,242 % | 1,307 % |
| 15 | 3,398 % | 5,979 % | 5,105 % | 5,820 % | 3,248 % | 1,342 % |
| 16 | 3,409 % | 5,922 % | 5,079 % | 5,737 % | 3,252 % | 1,376 % |
| 17 | 3,418 % | 5,863 % | 5,048 % | 5,657 % | 3,257 % | 1,410 % |
| 18 | 3,424 % | 5,802 % | 5,016 % | 5,582 % | 3,262 % | 1,441 % |
| 19 | 3,429 % | 5,740 % | 4,981 % | 5,511 % | 3,266 % | 1,472 % |
| 20 | 3,432 % | 5,679 % | 4,946 % | 5,443 % | 3,271 % | 1,502 % |
| 21 | 3,435 % | 5,618 % | 4,910 % | 5,378 % | 3,275 % | 1,530 % |
| 22 | 3,436 % | 5,558 % | 4,874 % | 5,316 % | 3,279 % | 1,557 % |
| 23 | 3,435 % | 5,499 % | 4,838 % | 5,257 % | 3,282 % | 1,583 % |
| 24 | 3,432 % | 5,443 % | 4,803 % | 5,201 % | 3,286 % | 1,608 % |
| 25 | 3,426 % | 5,387 % | 4,768 % | 5,148 % | 3,290 % | 1,632 % |
| 26 | 3,418 % | 5,334 % | 4,734 % | 5,097 % | 3,293 % | 1,655 % |
| 27 | 3,407 % | 5,282 % | 4,701 % | 5,049 % | 3,297 % | 1,677 % |
| 28 | 3,392 % | 5,232 % | 4,669 % | 5,003 % | 3,300 % | 1,698 % |
| 29 | 3,374 % | 5,184 % | 4,638 % | 4,959 % | 3,303 % | 1,718 % |
| 30 | 3,352 % | 5,138 % | 4,608 % | 4,917 % | 3,306 % | 1,737 % |
| 31 | 3,327 % | 5,093 % | 4,579 % | 4,877 % | 3,309 % | 1,755 % |
| 32 | 3,300 % | 5,050 % | 4,550 % | 4,838 % | 3,312 % | 1,773 % |
| 33 | 3,271 % | 5,009 % | 4,523 % | 4,802 % | 3,314 % | 1,790 % |
| 34 | 3,241 % | 4,969 % | 4,497 % | 4,767 % | 3,317 % | 1,806 % |
| 35 | 3,212 % | 4,932 % | 4,472 % | 4,733 % | 3,320 % | 1,821 % |
| 36 | 3,183 % | 4,895 % | 4,448 % | 4,701 % | 3,322 % | 1,836 % |
| 37 | 3,155 % | 4,860 % | 4,424 % | 4,671 % | 3,325 % | 1,851 % |
| 38 | 3,128 % | 4,827 % | 4,402 % | 4,641 % | 3,327 % | 1,864 % |
| 39 | 3,103 % | 4,794 % | 4,380 % | 4,613 % | 3,329 % | 1,878 % |
| 40 | 3,079 % | 4,763 % | 4,359 % | 4,586 % | 3,331 % | 1,890 % |
| 41 | 3,057 % | 4,734 % | 4,339 % | 4,560 % | 3,334 % | 1,903 % |
| 42 | 3,037 % | 4,705 % | 4,320 % | 4,536 % | 3,336 % | 1,914 % |
| 43 | 3,019 % | 4,677 % | 4,301 % | 4,512 % | 3,338 % | 1,926 % |
| 44 | 3,002 % | 4,651 % | 4,283 % | 4,489 % | 3,340 % | 1,936 % |
| 45 | 2,987 % | 4,626 % | 4,266 % | 4,467 % | 3,342 % | 1,947 % |
| 46 | 2,975 % | 4,601 % | 4,249 % | 4,446 % | 3,343 % | 1,957 % |
| 47 | 2,964 % | 4,578 % | 4,233 % | 4,425 % | 3,345 % | 1,967 % |
| 48 | 2,955 % | 4,555 % | 4,217 % | 4,406 % | 3,347 % | 1,976 % |
| 49 | 2,947 % | 4,533 % | 4,202 % | 4,387 % | 3,349 % | 1,985 % |
| 50 | 2,942 % | 4,512 % | 4,188 % | 4,369 % | 3,350 % | 1,994 % |
| 51 | 2,938 % | 4,492 % | 4,174 % | 4,351 % | 3,352 % | 2,002 % |
| 52 | 2,936 % | 4,472 % | 4,161 % | 4,334 % | 3,354 % | 2,011 % |
| 53 | 2,935 % | 4,453 % | 4,148 % | 4,318 % | 3,355 % | 2,019 % |
| 54 | 2,935 % | 4,435 % | 4,135 % | 4,302 % | 3,357 % | 2,026 % |
| 55 | 2,937 % | 4,417 % | 4,123 % | 4,287 % | 3,358 % | 2,034 % |
| 56 | 2,939 % | 4,400 % | 4,111 % | 4,272 % | 3,359 % | 2,041 % |
| 57 | 2,941 % | 4,384 % | 4,100 % | 4,258 % | 3,361 % | 2,048 % |
| 58 | 2,944 % | 4,368 % | 4,089 % | 4,244 % | 3,362 % | 2,054 % |
| 59 | 2,948 % | 4,352 % | 4,078 % | 4,231 % | 3,363 % | 2,061 % |
| 60 | 2,952 % | 4,337 % | 4,068 % | 4,218 % | 3,365 % | 2,067 % |
| 61 | 2,956 % | 4,323 % | 4,058 % | 4,206 % | 3,366 % | 2,073 % |
| 62 | 2,961 % | 4,309 % | 4,048 % | 4,193 % | 3,367 % | 2,079 % |
| 63 | 2,966 % | 4,295 % | 4,039 % | 4,182 % | 3,368 % | 2,085 % |
| 64 | 2,971 % | 4,282 % | 4,030 % | 4,170 % | 3,369 % | 2,090 % |
| 65 | 2,976 % | 4,270 % | 4,021 % | 4,159 % | 3,371 % | 2,096 % |
| 66 | 2,981 % | 4,257 % | 4,012 % | 4,149 % | 3,372 % | 2,101 % |
| 67 | 2,986 % | 4,245 % | 4,004 % | 4,138 % | 3,373 % | 2,106 % |
| 68 | 2,991 % | 4,233 % | 3,996 % | 4,128 % | 3,374 % | 2,111 % |
| 69 | 2,996 % | 4,222 % | 3,988 % | 4,118 % | 3,375 % | 2,116 % |
| 70 | 3,001 % | 4,211 % | 3,980 % | 4,109 % | 3,376 % | 2,121 % |
| 71 | 3,007 % | 4,200 % | 3,973 % | 4,100 % | 3,377 % | 2,125 % |
| 72 | 3,012 % | 4,190 % | 3,965 % | 4,091 % | 3,378 % | 2,130 % |
| 73 | 3,017 % | 4,180 % | 3,958 % | 4,082 % | 3,379 % | 2,134 % |
| 74 | 3,022 % | 4,170 % | 3,952 % | 4,073 % | 3,379 % | 2,138 % |
| 75 | 3,027 % | 4,160 % | 3,945 % | 4,065 % | 3,380 % | 2,142 % |
| 76 | 3,032 % | 4,151 % | 3,938 % | 4,057 % | 3,381 % | 2,146 % |
| 77 | 3,037 % | 4,142 % | 3,932 % | 4,049 % | 3,382 % | 2,150 % |
| 78 | 3,042 % | 4,133 % | 3,926 % | 4,041 % | 3,383 % | 2,154 % |
| 79 | 3,046 % | 4,124 % | 3,920 % | 4,034 % | 3,384 % | 2,158 % |
| 80 | 3,051 % | 4,116 % | 3,914 % | 4,027 % | 3,384 % | 2,162 % |
| 81 | 3,055 % | 4,108 % | 3,908 % | 4,019 % | 3,385 % | 2,165 % |
| 82 | 3,060 % | 4,100 % | 3,903 % | 4,013 % | 3,386 % | 2,169 % |
| 83 | 3,064 % | 4,092 % | 3,897 % | 4,006 % | 3,387 % | 2,172 % |
| 84 | 3,069 % | 4,084 % | 3,892 % | 3,999 % | 3,387 % | 2,175 % |
| 85 | 3,073 % | 4,077 % | 3,887 % | 3,993 % | 3,388 % | 2,178 % |
| 86 | 3,077 % | 4,069 % | 3,882 % | 3,986 % | 3,389 % | 2,182 % |
| 87 | 3,081 % | 4,062 % | 3,877 % | 3,980 % | 3,389 % | 2,185 % |
| 88 | 3,085 % | 4,055 % | 3,872 % | 3,974 % | 3,390 % | 2,188 % |
| 89 | 3,089 % | 4,048 % | 3,867 % | 3,968 % | 3,391 % | 2,191 % |
| 90 | 3,093 % | 4,042 % | 3,862 % | 3,962 % | 3,391 % | 2,193 % |
| 91 | 3,097 % | 4,035 % | 3,858 % | 3,957 % | 3,392 % | 2,196 % |
| 92 | 3,101 % | 4,029 % | 3,853 % | 3,951 % | 3,393 % | 2,199 % |
| 93 | 3,104 % | 4,023 % | 3,849 % | 3,946 % | 3,393 % | 2,202 % |
| 94 | 3,108 % | 4,017 % | 3,845 % | 3,941 % | 3,394 % | 2,204 % |
| 95 | 3,111 % | 4,011 % | 3,841 % | 3,935 % | 3,394 % | 2,207 % |
| 96 | 3,115 % | 4,005 % | 3,837 % | 3,930 % | 3,395 % | 2,209 % |
| 97 | 3,118 % | 3,999 % | 3,833 % | 3,925 % | 3,396 % | 2,212 % |
| 98 | 3,122 % | 3,993 % | 3,829 % | 3,921 % | 3,396 % | 2,214 % |
| 99 | 3,125 % | 3,988 % | 3,825 % | 3,916 % | 3,397 % | 2,217 % |
| 100 | 3,128 % | 3,982 % | 3,821 % | 3,911 % | 3,397 % | 2,219 % |
| 101 | 3,131 % | 3,977 % | 3,817 % | 3,907 % | 3,398 % | 2,221 % |
| 102 | 3,134 % | 3,972 % | 3,814 % | 3,902 % | 3,398 % | 2,224 % |
| 103 | 3,137 % | 3,967 % | 3,810 % | 3,898 % | 3,399 % | 2,226 % |
| 104 | 3,140 % | 3,962 % | 3,807 % | 3,893 % | 3,399 % | 2,228 % |
| 105 | 3,143 % | 3,957 % | 3,803 % | 3,889 % | 3,400 % | 2,230 % |
| 106 | 3,146 % | 3,952 % | 3,800 % | 3,885 % | 3,400 % | 2,232 % |
| 107 | 3,149 % | 3,948 % | 3,797 % | 3,881 % | 3,401 % | 2,234 % |
| 108 | 3,152 % | 3,943 % | 3,794 % | 3,877 % | 3,401 % | 2,236 % |
| 109 | 3,154 % | 3,938 % | 3,790 % | 3,873 % | 3,401 % | 2,238 % |
| 110 | 3,157 % | 3,934 % | 3,787 % | 3,869 % | 3,402 % | 2,240 % |
| 111 | 3,160 % | 3,930 % | 3,784 % | 3,865 % | 3,402 % | 2,242 % |
| 112 | 3,162 % | 3,925 % | 3,781 % | 3,862 % | 3,403 % | 2,244 % |
| 113 | 3,165 % | 3,921 % | 3,778 % | 3,858 % | 3,403 % | 2,246 % |
| 114 | 3,167 % | 3,917 % | 3,775 % | 3,854 % | 3,404 % | 2,247 % |
| 115 | 3,170 % | 3,913 % | 3,773 % | 3,851 % | 3,404 % | 2,249 % |
| 116 | 3,172 % | 3,909 % | 3,770 % | 3,847 % | 3,404 % | 2,251 % |
| 117 | 3,175 % | 3,905 % | 3,767 % | 3,844 % | 3,405 % | 2,253 % |
| 118 | 3,177 % | 3,901 % | 3,764 % | 3,841 % | 3,405 % | 2,254 % |
| 119 | 3,179 % | 3,897 % | 3,762 % | 3,837 % | 3,405 % | 2,256 % |
| 120 | 3,181 % | 3,894 % | 3,759 % | 3,834 % | 3,406 % | 2,257 % |
| 121 | 3,184 % | 3,890 % | 3,757 % | 3,831 % | 3,406 % | 2,259 % |
| 122 | 3,186 % | 3,886 % | 3,754 % | 3,828 % | 3,407 % | 2,261 % |
| 123 | 3,188 % | 3,883 % | 3,752 % | 3,825 % | 3,407 % | 2,262 % |
| 124 | 3,190 % | 3,879 % | 3,749 % | 3,822 % | 3,407 % | 2,264 % |
| 125 | 3,192 % | 3,876 % | 3,747 % | 3,819 % | 3,408 % | 2,265 % |
| 126 | 3,194 % | 3,872 % | 3,744 % | 3,816 % | 3,408 % | 2,267 % |
| 127 | 3,196 % | 3,869 % | 3,742 % | 3,813 % | 3,408 % | 2,268 % |
| 128 | 3,198 % | 3,866 % | 3,740 % | 3,810 % | 3,409 % | 2,269 % |
| 129 | 3,200 % | 3,863 % | 3,738 % | 3,807 % | 3,409 % | 2,271 % |
| 130 | 3,202 % | 3,859 % | 3,735 % | 3,805 % | 3,409 % | 2,272 % |
| 131 | 3,204 % | 3,856 % | 3,733 % | 3,802 % | 3,410 % | 2,274 % |
| 132 | 3,206 % | 3,853 % | 3,731 % | 3,799 % | 3,410 % | 2,275 % |
| 133 | 3,208 % | 3,850 % | 3,729 % | 3,797 % | 3,410 % | 2,276 % |
| 134 | 3,209 % | 3,847 % | 3,727 % | 3,794 % | 3,410 % | 2,278 % |
| 135 | 3,211 % | 3,844 % | 3,725 % | 3,791 % | 3,411 % | 2,279 % |
| 136 | 3,213 % | 3,841 % | 3,723 % | 3,789 % | 3,411 % | 2,280 % |
| 137 | 3,215 % | 3,838 % | 3,721 % | 3,786 % | 3,411 % | 2,281 % |
| 138 | 3,216 % | 3,836 % | 3,719 % | 3,784 % | 3,412 % | 2,283 % |
| 139 | 3,218 % | 3,833 % | 3,717 % | 3,782 % | 3,412 % | 2,284 % |
| 140 | 3,220 % | 3,830 % | 3,715 % | 3,779 % | 3,412 % | 2,285 % |
| 141 | 3,221 % | 3,827 % | 3,713 % | 3,777 % | 3,412 % | 2,286 % |
| 142 | 3,223 % | 3,825 % | 3,711 % | 3,775 % | 3,413 % | 2,287 % |
| 143 | 3,225 % | 3,822 % | 3,709 % | 3,772 % | 3,413 % | 2,288 % |
| 144 | 3,226 % | 3,819 % | 3,708 % | 3,770 % | 3,413 % | 2,290 % |
| 145 | 3,228 % | 3,817 % | 3,706 % | 3,768 % | 3,413 % | 2,291 % |
| 146 | 3,229 % | 3,814 % | 3,704 % | 3,766 % | 3,414 % | 2,292 % |
| 147 | 3,231 % | 3,812 % | 3,702 % | 3,763 % | 3,414 % | 2,293 % |
| 148 | 3,232 % | 3,809 % | 3,701 % | 3,761 % | 3,414 % | 2,294 % |
| 149 | 3,234 % | 3,807 % | 3,699 % | 3,759 % | 3,414 % | 2,295 % |
| 150 | 3,235 % | 3,805 % | 3,697 % | 3,757 % | 3,415 % | 2,296 % |
| Term to maturity (in years) | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso | Hong Kong dollar |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 4,278 % | 2,247 % | 4,294 % | 6,161 % | 9,206 % | 4,285 % |
| 2 | 4,021 % | 2,319 % | 3,994 % | 5,665 % | 9,195 % | 3,734 % |
| 3 | 3,898 % | 2,429 % | 3,597 % | 5,399 % | 9,248 % | 3,463 % |
| 4 | 3,843 % | 2,525 % | 3,351 % | 5,276 % | 9,337 % | 3,333 % |
| 5 | 3,858 % | 2,593 % | 3,207 % | 5,253 % | 9,434 % | 3,276 % |
| 6 | 3,918 % | 2,648 % | 3,151 % | 5,272 % | 9,559 % | 3,273 % |
| 7 | 3,984 % | 2,698 % | 3,143 % | 5,299 % | 9,676 % | 3,282 % |
| 8 | 4,048 % | 2,755 % | 3,155 % | 5,322 % | 9,784 % | 3,281 % |
| 9 | 4,107 % | 2,821 % | 3,171 % | 5,334 % | 9,891 % | 3,280 % |
| 10 | 4,154 % | 2,890 % | 3,183 % | 5,337 % | 9,990 % | 3,286 % |
| 11 | 4,200 % | 2,959 % | 3,187 % | 5,334 % | 10,038 % | 3,305 % |
| 12 | 4,240 % | 3,024 % | 3,184 % | 5,326 % | 10,036 % | 3,331 % |
| 13 | 4,272 % | 3,083 % | 3,177 % | 5,314 % | 9,997 % | 3,359 % |
| 14 | 4,296 % | 3,137 % | 3,167 % | 5,301 % | 9,931 % | 3,388 % |
| 15 | 4,312 % | 3,184 % | 3,156 % | 5,286 % | 9,844 % | 3,413 % |
| 16 | 4,321 % | 3,223 % | 3,144 % | 5,269 % | 9,743 % | 3,434 % |
| 17 | 4,322 % | 3,256 % | 3,132 % | 5,253 % | 9,631 % | 3,451 % |
| 18 | 4,318 % | 3,285 % | 3,120 % | 5,236 % | 9,512 % | 3,465 % |
| 19 | 4,308 % | 3,309 % | 3,109 % | 5,218 % | 9,389 % | 3,477 % |
| 20 | 4,292 % | 3,329 % | 3,099 % | 5,201 % | 9,262 % | 3,487 % |
| 21 | 4,271 % | 3,346 % | 3,089 % | 5,184 % | 9,135 % | 3,495 % |
| 22 | 4,245 % | 3,362 % | 3,081 % | 5,167 % | 9,009 % | 3,502 % |
| 23 | 4,216 % | 3,375 % | 3,073 % | 5,151 % | 8,884 % | 3,507 % |
| 24 | 4,184 % | 3,386 % | 3,067 % | 5,135 % | 8,761 % | 3,512 % |
| 25 | 4,148 % | 3,396 % | 3,062 % | 5,119 % | 8,641 % | 3,515 % |
| 26 | 4,111 % | 3,404 % | 3,057 % | 5,104 % | 8,524 % | 3,518 % |
| 27 | 4,073 % | 3,412 % | 3,054 % | 5,089 % | 8,411 % | 3,521 % |
| 28 | 4,036 % | 3,418 % | 3,052 % | 5,075 % | 8,301 % | 3,522 % |
| 29 | 4,001 % | 3,424 % | 3,052 % | 5,061 % | 8,195 % | 3,524 % |
| 30 | 3,968 % | 3,429 % | 3,052 % | 5,047 % | 8,093 % | 3,525 % |
| 31 | 3,938 % | 3,433 % | 3,053 % | 5,034 % | 7,995 % | 3,526 % |
| 32 | 3,912 % | 3,437 % | 3,055 % | 5,022 % | 7,901 % | 3,526 % |
| 33 | 3,888 % | 3,440 % | 3,058 % | 5,009 % | 7,811 % | 3,526 % |
| 34 | 3,866 % | 3,443 % | 3,062 % | 4,998 % | 7,724 % | 3,526 % |
| 35 | 3,846 % | 3,445 % | 3,066 % | 4,986 % | 7,641 % | 3,526 % |
| 36 | 3,829 % | 3,447 % | 3,070 % | 4,975 % | 7,561 % | 3,526 % |
| 37 | 3,812 % | 3,449 % | 3,075 % | 4,965 % | 7,484 % | 3,526 % |
| 38 | 3,797 % | 3,451 % | 3,080 % | 4,955 % | 7,411 % | 3,525 % |
| 39 | 3,784 % | 3,453 % | 3,085 % | 4,945 % | 7,341 % | 3,525 % |
| 40 | 3,771 % | 3,454 % | 3,090 % | 4,935 % | 7,273 % | 3,524 % |
| 41 | 3,759 % | 3,455 % | 3,095 % | 4,926 % | 7,209 % | 3,523 % |
| 42 | 3,749 % | 3,456 % | 3,101 % | 4,917 % | 7,146 % | 3,523 % |
| 43 | 3,739 % | 3,457 % | 3,106 % | 4,909 % | 7,087 % | 3,522 % |
| 44 | 3,729 % | 3,458 % | 3,111 % | 4,900 % | 7,030 % | 3,521 % |
| 45 | 3,721 % | 3,458 % | 3,117 % | 4,892 % | 6,975 % | 3,520 % |
| 46 | 3,713 % | 3,459 % | 3,122 % | 4,885 % | 6,922 % | 3,519 % |
| 47 | 3,705 % | 3,459 % | 3,127 % | 4,877 % | 6,872 % | 3,518 % |
| 48 | 3,698 % | 3,460 % | 3,132 % | 4,870 % | 6,823 % | 3,518 % |
| 49 | 3,692 % | 3,460 % | 3,137 % | 4,863 % | 6,776 % | 3,517 % |
| 50 | 3,685 % | 3,460 % | 3,142 % | 4,856 % | 6,731 % | 3,516 % |
| 51 | 3,680 % | 3,461 % | 3,147 % | 4,850 % | 6,688 % | 3,515 % |
| 52 | 3,674 % | 3,461 % | 3,152 % | 4,843 % | 6,646 % | 3,514 % |
| 53 | 3,669 % | 3,461 % | 3,157 % | 4,837 % | 6,605 % | 3,513 % |
| 54 | 3,664 % | 3,461 % | 3,161 % | 4,831 % | 6,567 % | 3,512 % |
| 55 | 3,659 % | 3,461 % | 3,166 % | 4,826 % | 6,529 % | 3,512 % |
| 56 | 3,655 % | 3,461 % | 3,170 % | 4,820 % | 6,493 % | 3,511 % |
| 57 | 3,651 % | 3,461 % | 3,174 % | 4,815 % | 6,458 % | 3,510 % |
| 58 | 3,647 % | 3,461 % | 3,179 % | 4,810 % | 6,424 % | 3,509 % |
| 59 | 3,643 % | 3,461 % | 3,183 % | 4,804 % | 6,391 % | 3,508 % |
| 60 | 3,639 % | 3,461 % | 3,187 % | 4,800 % | 6,360 % | 3,507 % |
| 61 | 3,636 % | 3,461 % | 3,191 % | 4,795 % | 6,329 % | 3,507 % |
| 62 | 3,632 % | 3,461 % | 3,194 % | 4,790 % | 6,299 % | 3,506 % |
| 63 | 3,629 % | 3,461 % | 3,198 % | 4,786 % | 6,271 % | 3,505 % |
| 64 | 3,626 % | 3,461 % | 3,202 % | 4,781 % | 6,243 % | 3,504 % |
| 65 | 3,623 % | 3,461 % | 3,205 % | 4,777 % | 6,216 % | 3,504 % |
| 66 | 3,620 % | 3,461 % | 3,209 % | 4,773 % | 6,190 % | 3,503 % |
| 67 | 3,617 % | 3,461 % | 3,212 % | 4,769 % | 6,165 % | 3,502 % |
| 68 | 3,615 % | 3,461 % | 3,216 % | 4,765 % | 6,140 % | 3,502 % |
| 69 | 3,612 % | 3,461 % | 3,219 % | 4,761 % | 6,116 % | 3,501 % |
| 70 | 3,610 % | 3,461 % | 3,222 % | 4,758 % | 6,093 % | 3,500 % |
| 71 | 3,607 % | 3,461 % | 3,225 % | 4,754 % | 6,070 % | 3,500 % |
| 72 | 3,605 % | 3,460 % | 3,228 % | 4,751 % | 6,048 % | 3,499 % |
| 73 | 3,603 % | 3,460 % | 3,231 % | 4,747 % | 6,027 % | 3,498 % |
| 74 | 3,601 % | 3,460 % | 3,234 % | 4,744 % | 6,006 % | 3,498 % |
| 75 | 3,598 % | 3,460 % | 3,237 % | 4,741 % | 5,986 % | 3,497 % |
| 76 | 3,596 % | 3,460 % | 3,239 % | 4,738 % | 5,966 % | 3,497 % |
| 77 | 3,594 % | 3,460 % | 3,242 % | 4,735 % | 5,947 % | 3,496 % |
| 78 | 3,593 % | 3,460 % | 3,244 % | 4,732 % | 5,929 % | 3,495 % |
| 79 | 3,591 % | 3,460 % | 3,247 % | 4,729 % | 5,910 % | 3,495 % |
| 80 | 3,589 % | 3,460 % | 3,250 % | 4,726 % | 5,893 % | 3,494 % |
| 81 | 3,587 % | 3,460 % | 3,252 % | 4,723 % | 5,875 % | 3,494 % |
| 82 | 3,585 % | 3,459 % | 3,254 % | 4,720 % | 5,858 % | 3,493 % |
| 83 | 3,584 % | 3,459 % | 3,257 % | 4,718 % | 5,842 % | 3,493 % |
| 84 | 3,582 % | 3,459 % | 3,259 % | 4,715 % | 5,826 % | 3,492 % |
| 85 | 3,580 % | 3,459 % | 3,261 % | 4,713 % | 5,810 % | 3,492 % |
| 86 | 3,579 % | 3,459 % | 3,263 % | 4,710 % | 5,795 % | 3,491 % |
| 87 | 3,577 % | 3,459 % | 3,265 % | 4,708 % | 5,780 % | 3,491 % |
| 88 | 3,576 % | 3,459 % | 3,267 % | 4,705 % | 5,765 % | 3,491 % |
| 89 | 3,575 % | 3,459 % | 3,269 % | 4,703 % | 5,751 % | 3,490 % |
| 90 | 3,573 % | 3,459 % | 3,271 % | 4,701 % | 5,737 % | 3,490 % |
| 91 | 3,572 % | 3,459 % | 3,273 % | 4,699 % | 5,723 % | 3,489 % |
| 92 | 3,570 % | 3,459 % | 3,275 % | 4,696 % | 5,710 % | 3,489 % |
| 93 | 3,569 % | 3,459 % | 3,277 % | 4,694 % | 5,697 % | 3,488 % |
| 94 | 3,568 % | 3,458 % | 3,279 % | 4,692 % | 5,684 % | 3,488 % |
| 95 | 3,567 % | 3,458 % | 3,281 % | 4,690 % | 5,672 % | 3,488 % |
| 96 | 3,565 % | 3,458 % | 3,283 % | 4,688 % | 5,659 % | 3,487 % |
| 97 | 3,564 % | 3,458 % | 3,284 % | 4,686 % | 5,647 % | 3,487 % |
| 98 | 3,563 % | 3,458 % | 3,286 % | 4,684 % | 5,635 % | 3,486 % |
| 99 | 3,562 % | 3,458 % | 3,288 % | 4,683 % | 5,624 % | 3,486 % |
| 100 | 3,561 % | 3,458 % | 3,289 % | 4,681 % | 5,613 % | 3,486 % |
| 101 | 3,560 % | 3,458 % | 3,291 % | 4,679 % | 5,602 % | 3,485 % |
| 102 | 3,559 % | 3,458 % | 3,292 % | 4,677 % | 5,591 % | 3,485 % |
| 103 | 3,557 % | 3,458 % | 3,294 % | 4,676 % | 5,580 % | 3,485 % |
| 104 | 3,556 % | 3,458 % | 3,295 % | 4,674 % | 5,570 % | 3,484 % |
| 105 | 3,555 % | 3,458 % | 3,297 % | 4,672 % | 5,559 % | 3,484 % |
| 106 | 3,554 % | 3,458 % | 3,298 % | 4,671 % | 5,549 % | 3,484 % |
| 107 | 3,553 % | 3,457 % | 3,300 % | 4,669 % | 5,539 % | 3,483 % |
| 108 | 3,552 % | 3,457 % | 3,301 % | 4,667 % | 5,530 % | 3,483 % |
| 109 | 3,552 % | 3,457 % | 3,302 % | 4,666 % | 5,520 % | 3,483 % |
| 110 | 3,551 % | 3,457 % | 3,304 % | 4,664 % | 5,511 % | 3,483 % |
| 111 | 3,550 % | 3,457 % | 3,305 % | 4,663 % | 5,502 % | 3,482 % |
| 112 | 3,549 % | 3,457 % | 3,306 % | 4,661 % | 5,493 % | 3,482 % |
| 113 | 3,548 % | 3,457 % | 3,308 % | 4,660 % | 5,484 % | 3,482 % |
| 114 | 3,547 % | 3,457 % | 3,309 % | 4,659 % | 5,475 % | 3,481 % |
| 115 | 3,546 % | 3,457 % | 3,310 % | 4,657 % | 5,467 % | 3,481 % |
| 116 | 3,545 % | 3,457 % | 3,311 % | 4,656 % | 5,458 % | 3,481 % |
| 117 | 3,545 % | 3,457 % | 3,312 % | 4,655 % | 5,450 % | 3,481 % |
| 118 | 3,544 % | 3,457 % | 3,314 % | 4,653 % | 5,442 % | 3,480 % |
| 119 | 3,543 % | 3,457 % | 3,315 % | 4,652 % | 5,434 % | 3,480 % |
| 120 | 3,542 % | 3,457 % | 3,316 % | 4,651 % | 5,426 % | 3,480 % |
| 121 | 3,541 % | 3,457 % | 3,317 % | 4,649 % | 5,419 % | 3,480 % |
| 122 | 3,541 % | 3,457 % | 3,318 % | 4,648 % | 5,411 % | 3,479 % |
| 123 | 3,540 % | 3,456 % | 3,319 % | 4,647 % | 5,404 % | 3,479 % |
| 124 | 3,539 % | 3,456 % | 3,320 % | 4,646 % | 5,396 % | 3,479 % |
| 125 | 3,538 % | 3,456 % | 3,321 % | 4,645 % | 5,389 % | 3,479 % |
| 126 | 3,538 % | 3,456 % | 3,322 % | 4,643 % | 5,382 % | 3,478 % |
| 127 | 3,537 % | 3,456 % | 3,323 % | 4,642 % | 5,375 % | 3,478 % |
| 128 | 3,536 % | 3,456 % | 3,324 % | 4,641 % | 5,368 % | 3,478 % |
| 129 | 3,536 % | 3,456 % | 3,325 % | 4,640 % | 5,361 % | 3,478 % |
| 130 | 3,535 % | 3,456 % | 3,326 % | 4,639 % | 5,355 % | 3,478 % |
| 131 | 3,534 % | 3,456 % | 3,327 % | 4,638 % | 5,348 % | 3,477 % |
| 132 | 3,534 % | 3,456 % | 3,328 % | 4,637 % | 5,342 % | 3,477 % |
| 133 | 3,533 % | 3,456 % | 3,329 % | 4,636 % | 5,335 % | 3,477 % |
| 134 | 3,533 % | 3,456 % | 3,330 % | 4,635 % | 5,329 % | 3,477 % |
| 135 | 3,532 % | 3,456 % | 3,331 % | 4,634 % | 5,323 % | 3,477 % |
| 136 | 3,531 % | 3,456 % | 3,332 % | 4,633 % | 5,317 % | 3,476 % |
| 137 | 3,531 % | 3,456 % | 3,333 % | 4,632 % | 5,311 % | 3,476 % |
| 138 | 3,530 % | 3,456 % | 3,333 % | 4,631 % | 5,305 % | 3,476 % |
| 139 | 3,530 % | 3,456 % | 3,334 % | 4,630 % | 5,299 % | 3,476 % |
| 140 | 3,529 % | 3,456 % | 3,335 % | 4,629 % | 5,294 % | 3,476 % |
| 141 | 3,528 % | 3,456 % | 3,336 % | 4,628 % | 5,288 % | 3,475 % |
| 142 | 3,528 % | 3,456 % | 3,337 % | 4,627 % | 5,282 % | 3,475 % |
| 143 | 3,527 % | 3,456 % | 3,337 % | 4,626 % | 5,277 % | 3,475 % |
| 144 | 3,527 % | 3,456 % | 3,338 % | 4,626 % | 5,271 % | 3,475 % |
| 145 | 3,526 % | 3,456 % | 3,339 % | 4,625 % | 5,266 % | 3,475 % |
| 146 | 3,526 % | 3,455 % | 3,340 % | 4,624 % | 5,261 % | 3,475 % |
| 147 | 3,525 % | 3,455 % | 3,341 % | 4,623 % | 5,256 % | 3,474 % |
| 148 | 3,525 % | 3,455 % | 3,341 % | 4,622 % | 5,250 % | 3,474 % |
| 149 | 3,524 % | 3,455 % | 3,342 % | 4,621 % | 5,245 % | 3,474 % |
| 150 | 3,524 % | 3,455 % | 3,343 % | 4,621 % | 5,240 % | 3,474 % |
| Term to maturity (in years) | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand | Real |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 7,124 % | 11,208 % | 0,912 % | 5,227 % | 8,239 % | 10,128 % |
| 2 | 7,113 % | 9,958 % | 0,949 % | 4,577 % | 7,866 % | 9,731 % |
| 3 | 7,099 % | 9,258 % | 0,976 % | 4,248 % | 7,873 % | 9,749 % |
| 4 | 7,112 % | 8,838 % | 1,000 % | 4,078 % | 7,995 % | 9,861 % |
| 5 | 7,121 % | 8,650 % | 1,022 % | 3,994 % | 8,208 % | 9,984 % |
| 6 | 7,149 % | 8,589 % | 1,042 % | 3,979 % | 8,532 % | 10,101 % |
| 7 | 7,184 % | 8,583 % | 1,059 % | 3,994 % | 8,864 % | 10,214 % |
| 8 | 7,221 % | 8,594 % | 1,075 % | 4,018 % | 9,174 % | 10,300 % |
| 9 | 7,264 % | 8,599 % | 1,088 % | 4,047 % | 9,462 % | 10,377 % |
| 10 | 7,298 % | 8,585 % | 1,102 % | 4,080 % | 9,724 % | 10,452 % |
| 11 | 7,311 % | 8,545 % | 1,133 % | 4,114 % | 9,961 % | 10,481 % |
| 12 | 7,309 % | 8,484 % | 1,177 % | 4,149 % | 10,169 % | 10,465 % |
| 13 | 7,294 % | 8,409 % | 1,230 % | 4,183 % | 10,343 % | 10,418 % |
| 14 | 7,271 % | 8,323 % | 1,287 % | 4,214 % | 10,479 % | 10,346 % |
| 15 | 7,242 % | 8,231 % | 1,347 % | 4,241 % | 10,573 % | 10,257 % |
| 16 | 7,209 % | 8,136 % | 1,408 % | 4,265 % | 10,620 % | 10,156 % |
| 17 | 7,173 % | 8,038 % | 1,469 % | 4,285 % | 10,629 % | 10,045 % |
| 18 | 7,135 % | 7,939 % | 1,529 % | 4,300 % | 10,607 % | 9,929 % |
| 19 | 7,096 % | 7,841 % | 1,588 % | 4,311 % | 10,560 % | 9,809 % |
| 20 | 7,057 % | 7,743 % | 1,645 % | 4,316 % | 10,495 % | 9,688 % |
| 21 | 7,018 % | 7,648 % | 1,700 % | 4,317 % | 10,416 % | 9,566 % |
| 22 | 6,979 % | 7,555 % | 1,753 % | 4,313 % | 10,326 % | 9,446 % |
| 23 | 6,940 % | 7,464 % | 1,804 % | 4,306 % | 10,228 % | 9,327 % |
| 24 | 6,902 % | 7,377 % | 1,853 % | 4,297 % | 10,125 % | 9,210 % |
| 25 | 6,866 % | 7,292 % | 1,900 % | 4,286 % | 10,019 % | 9,097 % |
| 26 | 6,830 % | 7,210 % | 1,945 % | 4,274 % | 9,911 % | 8,986 % |
| 27 | 6,795 % | 7,131 % | 1,988 % | 4,260 % | 9,803 % | 8,879 % |
| 28 | 6,761 % | 7,055 % | 2,029 % | 4,246 % | 9,695 % | 8,776 % |
| 29 | 6,729 % | 6,982 % | 2,068 % | 4,231 % | 9,589 % | 8,677 % |
| 30 | 6,697 % | 6,913 % | 2,106 % | 4,216 % | 9,484 % | 8,581 % |
| 31 | 6,667 % | 6,845 % | 2,142 % | 4,200 % | 9,383 % | 8,488 % |
| 32 | 6,637 % | 6,781 % | 2,176 % | 4,185 % | 9,283 % | 8,400 % |
| 33 | 6,609 % | 6,720 % | 2,209 % | 4,170 % | 9,187 % | 8,315 % |
| 34 | 6,582 % | 6,660 % | 2,241 % | 4,155 % | 9,094 % | 8,233 % |
| 35 | 6,555 % | 6,604 % | 2,271 % | 4,140 % | 9,004 % | 8,155 % |
| 36 | 6,530 % | 6,550 % | 2,300 % | 4,126 % | 8,917 % | 8,080 % |
| 37 | 6,506 % | 6,498 % | 2,328 % | 4,111 % | 8,833 % | 8,008 % |
| 38 | 6,483 % | 6,448 % | 2,354 % | 4,097 % | 8,752 % | 7,939 % |
| 39 | 6,460 % | 6,400 % | 2,380 % | 4,084 % | 8,675 % | 7,873 % |
| 40 | 6,438 % | 6,354 % | 2,404 % | 4,071 % | 8,600 % | 7,810 % |
| 41 | 6,418 % | 6,310 % | 2,428 % | 4,058 % | 8,529 % | 7,749 % |
| 42 | 6,398 % | 6,268 % | 2,451 % | 4,045 % | 8,460 % | 7,691 % |
| 43 | 6,378 % | 6,228 % | 2,472 % | 4,033 % | 8,393 % | 7,635 % |
| 44 | 6,360 % | 6,189 % | 2,493 % | 4,021 % | 8,330 % | 7,581 % |
| 45 | 6,342 % | 6,152 % | 2,513 % | 4,010 % | 8,269 % | 7,530 % |
| 46 | 6,324 % | 6,116 % | 2,532 % | 3,999 % | 8,210 % | 7,480 % |
| 47 | 6,308 % | 6,081 % | 2,551 % | 3,988 % | 8,153 % | 7,433 % |
| 48 | 6,292 % | 6,048 % | 2,569 % | 3,978 % | 8,099 % | 7,387 % |
| 49 | 6,276 % | 6,016 % | 2,586 % | 3,968 % | 8,046 % | 7,343 % |
| 50 | 6,261 % | 5,985 % | 2,603 % | 3,958 % | 7,996 % | 7,300 % |
| 51 | 6,247 % | 5,956 % | 2,619 % | 3,949 % | 7,947 % | 7,260 % |
| 52 | 6,233 % | 5,927 % | 2,634 % | 3,940 % | 7,900 % | 7,220 % |
| 53 | 6,220 % | 5,900 % | 2,649 % | 3,931 % | 7,855 % | 7,182 % |
| 54 | 6,207 % | 5,873 % | 2,663 % | 3,923 % | 7,812 % | 7,146 % |
| 55 | 6,194 % | 5,847 % | 2,677 % | 3,914 % | 7,770 % | 7,110 % |
| 56 | 6,182 % | 5,823 % | 2,691 % | 3,906 % | 7,729 % | 7,076 % |
| 57 | 6,170 % | 5,799 % | 2,704 % | 3,899 % | 7,690 % | 7,044 % |
| 58 | 6,159 % | 5,775 % | 2,716 % | 3,891 % | 7,652 % | 7,012 % |
| 59 | 6,148 % | 5,753 % | 2,729 % | 3,884 % | 7,615 % | 6,981 % |
| 60 | 6,137 % | 5,731 % | 2,740 % | 3,877 % | 7,580 % | 6,951 % |
| 61 | 6,127 % | 5,710 % | 2,752 % | 3,870 % | 7,546 % | 6,922 % |
| 62 | 6,117 % | 5,690 % | 2,763 % | 3,863 % | 7,513 % | 6,895 % |
| 63 | 6,107 % | 5,670 % | 2,774 % | 3,857 % | 7,480 % | 6,868 % |
| 64 | 6,098 % | 5,651 % | 2,784 % | 3,850 % | 7,449 % | 6,841 % |
| 65 | 6,089 % | 5,633 % | 2,794 % | 3,844 % | 7,419 % | 6,816 % |
| 66 | 6,080 % | 5,615 % | 2,804 % | 3,838 % | 7,390 % | 6,791 % |
| 67 | 6,071 % | 5,598 % | 2,814 % | 3,833 % | 7,361 % | 6,768 % |
| 68 | 6,063 % | 5,581 % | 2,823 % | 3,827 % | 7,334 % | 6,744 % |
| 69 | 6,055 % | 5,564 % | 2,832 % | 3,822 % | 7,307 % | 6,722 % |
| 70 | 6,047 % | 5,548 % | 2,841 % | 3,816 % | 7,281 % | 6,700 % |
| 71 | 6,039 % | 5,533 % | 2,849 % | 3,811 % | 7,256 % | 6,679 % |
| 72 | 6,032 % | 5,518 % | 2,857 % | 3,806 % | 7,231 % | 6,658 % |
| 73 | 6,025 % | 5,503 % | 2,865 % | 3,802 % | 7,207 % | 6,638 % |
| 74 | 6,018 % | 5,489 % | 2,873 % | 3,797 % | 7,184 % | 6,619 % |
| 75 | 6,011 % | 5,475 % | 2,881 % | 3,792 % | 7,162 % | 6,600 % |
| 76 | 6,004 % | 5,461 % | 2,888 % | 3,788 % | 7,140 % | 6,581 % |
| 77 | 5,997 % | 5,448 % | 2,896 % | 3,783 % | 7,118 % | 6,563 % |
| 78 | 5,991 % | 5,435 % | 2,903 % | 3,779 % | 7,097 % | 6,545 % |
| 79 | 5,985 % | 5,423 % | 2,910 % | 3,775 % | 7,077 % | 6,528 % |
| 80 | 5,979 % | 5,411 % | 2,916 % | 3,771 % | 7,057 % | 6,512 % |
| 81 | 5,973 % | 5,399 % | 2,923 % | 3,767 % | 7,038 % | 6,495 % |
| 82 | 5,967 % | 5,387 % | 2,929 % | 3,763 % | 7,019 % | 6,479 % |
| 83 | 5,961 % | 5,376 % | 2,935 % | 3,759 % | 7,000 % | 6,464 % |
| 84 | 5,956 % | 5,365 % | 2,942 % | 3,756 % | 6,982 % | 6,449 % |
| 85 | 5,951 % | 5,354 % | 2,947 % | 3,752 % | 6,965 % | 6,434 % |
| 86 | 5,945 % | 5,343 % | 2,953 % | 3,748 % | 6,948 % | 6,420 % |
| 87 | 5,940 % | 5,333 % | 2,959 % | 3,745 % | 6,931 % | 6,406 % |
| 88 | 5,935 % | 5,323 % | 2,965 % | 3,742 % | 6,915 % | 6,392 % |
| 89 | 5,930 % | 5,313 % | 2,970 % | 3,738 % | 6,899 % | 6,378 % |
| 90 | 5,926 % | 5,303 % | 2,975 % | 3,735 % | 6,883 % | 6,365 % |
| 91 | 5,921 % | 5,294 % | 2,981 % | 3,732 % | 6,868 % | 6,352 % |
| 92 | 5,916 % | 5,285 % | 2,986 % | 3,729 % | 6,853 % | 6,340 % |
| 93 | 5,912 % | 5,276 % | 2,991 % | 3,726 % | 6,838 % | 6,327 % |
| 94 | 5,907 % | 5,267 % | 2,995 % | 3,723 % | 6,824 % | 6,315 % |
| 95 | 5,903 % | 5,258 % | 3,000 % | 3,720 % | 6,810 % | 6,303 % |
| 96 | 5,899 % | 5,250 % | 3,005 % | 3,717 % | 6,796 % | 6,292 % |
| 97 | 5,895 % | 5,242 % | 3,009 % | 3,715 % | 6,782 % | 6,281 % |
| 98 | 5,891 % | 5,234 % | 3,014 % | 3,712 % | 6,769 % | 6,270 % |
| 99 | 5,887 % | 5,226 % | 3,018 % | 3,709 % | 6,756 % | 6,259 % |
| 100 | 5,883 % | 5,218 % | 3,023 % | 3,707 % | 6,744 % | 6,248 % |
| 101 | 5,879 % | 5,210 % | 3,027 % | 3,704 % | 6,731 % | 6,238 % |
| 102 | 5,875 % | 5,203 % | 3,031 % | 3,702 % | 6,719 % | 6,227 % |
| 103 | 5,872 % | 5,195 % | 3,035 % | 3,699 % | 6,707 % | 6,217 % |
| 104 | 5,868 % | 5,188 % | 3,039 % | 3,697 % | 6,696 % | 6,208 % |
| 105 | 5,865 % | 5,181 % | 3,043 % | 3,694 % | 6,684 % | 6,198 % |
| 106 | 5,861 % | 5,174 % | 3,047 % | 3,692 % | 6,673 % | 6,188 % |
| 107 | 5,858 % | 5,167 % | 3,051 % | 3,690 % | 6,662 % | 6,179 % |
| 108 | 5,855 % | 5,161 % | 3,054 % | 3,688 % | 6,651 % | 6,170 % |
| 109 | 5,851 % | 5,154 % | 3,058 % | 3,685 % | 6,641 % | 6,161 % |
| 110 | 5,848 % | 5,148 % | 3,061 % | 3,683 % | 6,630 % | 6,152 % |
| 111 | 5,845 % | 5,141 % | 3,065 % | 3,681 % | 6,620 % | 6,144 % |
| 112 | 5,842 % | 5,135 % | 3,068 % | 3,679 % | 6,610 % | 6,135 % |
| 113 | 5,839 % | 5,129 % | 3,072 % | 3,677 % | 6,600 % | 6,127 % |
| 114 | 5,836 % | 5,123 % | 3,075 % | 3,675 % | 6,590 % | 6,119 % |
| 115 | 5,833 % | 5,117 % | 3,078 % | 3,673 % | 6,581 % | 6,111 % |
| 116 | 5,830 % | 5,112 % | 3,081 % | 3,671 % | 6,571 % | 6,103 % |
| 117 | 5,827 % | 5,106 % | 3,085 % | 3,669 % | 6,562 % | 6,095 % |
| 118 | 5,824 % | 5,100 % | 3,088 % | 3,667 % | 6,553 % | 6,088 % |
| 119 | 5,822 % | 5,095 % | 3,091 % | 3,666 % | 6,544 % | 6,080 % |
| 120 | 5,819 % | 5,089 % | 3,094 % | 3,664 % | 6,535 % | 6,073 % |
| 121 | 5,816 % | 5,084 % | 3,097 % | 3,662 % | 6,527 % | 6,065 % |
| 122 | 5,814 % | 5,079 % | 3,100 % | 3,660 % | 6,518 % | 6,058 % |
| 123 | 5,811 % | 5,074 % | 3,102 % | 3,659 % | 6,510 % | 6,051 % |
| 124 | 5,809 % | 5,069 % | 3,105 % | 3,657 % | 6,502 % | 6,044 % |
| 125 | 5,806 % | 5,064 % | 3,108 % | 3,655 % | 6,494 % | 6,038 % |
| 126 | 5,804 % | 5,059 % | 3,111 % | 3,654 % | 6,486 % | 6,031 % |
| 127 | 5,801 % | 5,054 % | 3,113 % | 3,652 % | 6,478 % | 6,024 % |
| 128 | 5,799 % | 5,049 % | 3,116 % | 3,650 % | 6,470 % | 6,018 % |
| 129 | 5,797 % | 5,045 % | 3,119 % | 3,649 % | 6,463 % | 6,012 % |
| 130 | 5,794 % | 5,040 % | 3,121 % | 3,647 % | 6,455 % | 6,005 % |
| 131 | 5,792 % | 5,036 % | 3,124 % | 3,646 % | 6,448 % | 5,999 % |
| 132 | 5,790 % | 5,031 % | 3,126 % | 3,644 % | 6,441 % | 5,993 % |
| 133 | 5,788 % | 5,027 % | 3,129 % | 3,643 % | 6,434 % | 5,987 % |
| 134 | 5,786 % | 5,022 % | 3,131 % | 3,642 % | 6,427 % | 5,981 % |
| 135 | 5,784 % | 5,018 % | 3,133 % | 3,640 % | 6,420 % | 5,975 % |
| 136 | 5,781 % | 5,014 % | 3,136 % | 3,639 % | 6,413 % | 5,970 % |
| 137 | 5,779 % | 5,010 % | 3,138 % | 3,637 % | 6,406 % | 5,964 % |
| 138 | 5,777 % | 5,006 % | 3,140 % | 3,636 % | 6,400 % | 5,958 % |
| 139 | 5,775 % | 5,002 % | 3,142 % | 3,635 % | 6,393 % | 5,953 % |
| 140 | 5,773 % | 4,998 % | 3,145 % | 3,633 % | 6,387 % | 5,948 % |
| 141 | 5,771 % | 4,994 % | 3,147 % | 3,632 % | 6,381 % | 5,942 % |
| 142 | 5,770 % | 4,990 % | 3,149 % | 3,631 % | 6,374 % | 5,937 % |
| 143 | 5,768 % | 4,986 % | 3,151 % | 3,629 % | 6,368 % | 5,932 % |
| 144 | 5,766 % | 4,983 % | 3,153 % | 3,628 % | 6,362 % | 5,927 % |
| 145 | 5,764 % | 4,979 % | 3,155 % | 3,627 % | 6,356 % | 5,922 % |
| 146 | 5,762 % | 4,975 % | 3,157 % | 3,626 % | 6,350 % | 5,917 % |
| 147 | 5,760 % | 4,972 % | 3,159 % | 3,625 % | 6,345 % | 5,912 % |
| 148 | 5,759 % | 4,968 % | 3,161 % | 3,623 % | 6,339 % | 5,907 % |
| 149 | 5,757 % | 4,965 % | 3,163 % | 3,622 % | 6,333 % | 5,902 % |
| 150 | 5,755 % | 4,961 % | 3,165 % | 3,621 % | 6,328 % | 5,898 % |
| Term to maturity (in years) | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won | Turkish lira |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,904 % | 3,200 % | 14,852 % | 3,214 % | 3,473 % | 39,336 % |
| 2 | 1,945 % | 3,343 % | 13,846 % | 2,828 % | 3,171 % | 35,672 % |
| 3 | 2,038 % | 3,437 % | 13,144 % | 2,654 % | 3,005 % | 31,173 % |
| 4 | 2,153 % | 3,519 % | 12,657 % | 2,589 % | 2,959 % | 27,492 % |
| 5 | 2,258 % | 3,591 % | 12,326 % | 2,563 % | 2,926 % | 24,777 % |
| 6 | 2,331 % | 3,652 % | 12,127 % | 2,553 % | 2,906 % | 22,987 % |
| 7 | 2,384 % | 3,701 % | 12,041 % | 2,552 % | 2,901 % | 21,925 % |
| 8 | 2,431 % | 3,746 % | 12,016 % | 2,558 % | 2,905 % | 21,436 % |
| 9 | 2,478 % | 3,782 % | 12,036 % | 2,568 % | 2,912 % | 21,379 % |
| 10 | 2,527 % | 3,822 % | 12,070 % | 2,582 % | 2,917 % | 21,358 % |
| 11 | 2,581 % | 3,866 % | 12,104 % | 2,599 % | 2,919 % | 21,283 % |
| 12 | 2,638 % | 3,913 % | 12,128 % | 2,618 % | 2,917 % | 21,163 % |
| 13 | 2,696 % | 3,962 % | 12,133 % | 2,638 % | 2,914 % | 21,003 % |
| 14 | 2,753 % | 4,013 % | 12,111 % | 2,659 % | 2,911 % | 20,809 % |
| 15 | 2,810 % | 4,063 % | 12,054 % | 2,680 % | 2,908 % | 20,584 % |
| 16 | 2,865 % | 4,112 % | 11,967 % | 2,701 % | 2,906 % | 20,333 % |
| 17 | 2,918 % | 4,159 % | 11,859 % | 2,721 % | 2,905 % | 20,059 % |
| 18 | 2,969 % | 4,200 % | 11,733 % | 2,741 % | 2,906 % | 19,765 % |
| 19 | 3,018 % | 4,235 % | 11,595 % | 2,761 % | 2,908 % | 19,455 % |
| 20 | 3,065 % | 4,261 % | 11,449 % | 2,780 % | 2,911 % | 19,132 % |
| 21 | 3,110 % | 4,280 % | 11,296 % | 2,798 % | 2,916 % | 18,801 % |
| 22 | 3,153 % | 4,290 % | 11,141 % | 2,816 % | 2,923 % | 18,463 % |
| 23 | 3,194 % | 4,295 % | 10,984 % | 2,833 % | 2,931 % | 18,123 % |
| 24 | 3,233 % | 4,296 % | 10,827 % | 2,849 % | 2,939 % | 17,782 % |
| 25 | 3,270 % | 4,292 % | 10,672 % | 2,865 % | 2,948 % | 17,445 % |
| 26 | 3,306 % | 4,286 % | 10,519 % | 2,881 % | 2,957 % | 17,111 % |
| 27 | 3,340 % | 4,277 % | 10,370 % | 2,895 % | 2,966 % | 16,784 % |
| 28 | 3,373 % | 4,266 % | 10,225 % | 2,910 % | 2,976 % | 16,465 % |
| 29 | 3,404 % | 4,255 % | 10,084 % | 2,923 % | 2,985 % | 16,154 % |
| 30 | 3,434 % | 4,242 % | 9,947 % | 2,936 % | 2,995 % | 15,853 % |
| 31 | 3,462 % | 4,228 % | 9,815 % | 2,949 % | 3,004 % | 15,562 % |
| 32 | 3,490 % | 4,214 % | 9,688 % | 2,961 % | 3,013 % | 15,282 % |
| 33 | 3,516 % | 4,200 % | 9,566 % | 2,973 % | 3,022 % | 15,012 % |
| 34 | 3,540 % | 4,186 % | 9,449 % | 2,984 % | 3,031 % | 14,753 % |
| 35 | 3,564 % | 4,171 % | 9,336 % | 2,995 % | 3,040 % | 14,504 % |
| 36 | 3,587 % | 4,157 % | 9,228 % | 3,005 % | 3,049 % | 14,266 % |
| 37 | 3,609 % | 4,143 % | 9,124 % | 3,015 % | 3,057 % | 14,038 % |
| 38 | 3,630 % | 4,129 % | 9,024 % | 3,025 % | 3,065 % | 13,819 % |
| 39 | 3,650 % | 4,115 % | 8,929 % | 3,034 % | 3,073 % | 13,610 % |
| 40 | 3,669 % | 4,101 % | 8,837 % | 3,043 % | 3,081 % | 13,410 % |
| 41 | 3,688 % | 4,088 % | 8,749 % | 3,052 % | 3,088 % | 13,218 % |
| 42 | 3,706 % | 4,075 % | 8,665 % | 3,060 % | 3,095 % | 13,035 % |
| 43 | 3,723 % | 4,063 % | 8,584 % | 3,068 % | 3,102 % | 12,859 % |
| 44 | 3,739 % | 4,051 % | 8,507 % | 3,076 % | 3,109 % | 12,691 % |
| 45 | 3,755 % | 4,039 % | 8,432 % | 3,083 % | 3,116 % | 12,529 % |
| 46 | 3,770 % | 4,027 % | 8,361 % | 3,091 % | 3,122 % | 12,375 % |
| 47 | 3,785 % | 4,016 % | 8,292 % | 3,098 % | 3,128 % | 12,226 % |
| 48 | 3,799 % | 4,005 % | 8,226 % | 3,104 % | 3,134 % | 12,084 % |
| 49 | 3,813 % | 3,995 % | 8,162 % | 3,111 % | 3,140 % | 11,947 % |
| 50 | 3,826 % | 3,985 % | 8,101 % | 3,117 % | 3,146 % | 11,816 % |
| 51 | 3,838 % | 3,975 % | 8,043 % | 3,123 % | 3,151 % | 11,690 % |
| 52 | 3,851 % | 3,965 % | 7,986 % | 3,129 % | 3,156 % | 11,568 % |
| 53 | 3,862 % | 3,956 % | 7,931 % | 3,135 % | 3,162 % | 11,451 % |
| 54 | 3,874 % | 3,947 % | 7,879 % | 3,140 % | 3,167 % | 11,339 % |
| 55 | 3,885 % | 3,938 % | 7,828 % | 3,145 % | 3,171 % | 11,230 % |
| 56 | 3,896 % | 3,930 % | 7,779 % | 3,151 % | 3,176 % | 11,126 % |
| 57 | 3,906 % | 3,922 % | 7,732 % | 3,156 % | 3,181 % | 11,025 % |
| 58 | 3,916 % | 3,914 % | 7,686 % | 3,160 % | 3,185 % | 10,928 % |
| 59 | 3,926 % | 3,906 % | 7,642 % | 3,165 % | 3,189 % | 10,834 % |
| 60 | 3,935 % | 3,899 % | 7,599 % | 3,170 % | 3,193 % | 10,743 % |
| 61 | 3,944 % | 3,892 % | 7,558 % | 3,174 % | 3,197 % | 10,655 % |
| 62 | 3,953 % | 3,885 % | 7,518 % | 3,178 % | 3,201 % | 10,570 % |
| 63 | 3,961 % | 3,878 % | 7,479 % | 3,183 % | 3,205 % | 10,488 % |
| 64 | 3,970 % | 3,871 % | 7,442 % | 3,187 % | 3,209 % | 10,408 % |
| 65 | 3,978 % | 3,865 % | 7,406 % | 3,191 % | 3,213 % | 10,331 % |
| 66 | 3,985 % | 3,859 % | 7,370 % | 3,194 % | 3,216 % | 10,256 % |
| 67 | 3,993 % | 3,852 % | 7,336 % | 3,198 % | 3,219 % | 10,184 % |
| 68 | 4,000 % | 3,847 % | 7,303 % | 3,202 % | 3,223 % | 10,113 % |
| 69 | 4,008 % | 3,841 % | 7,271 % | 3,205 % | 3,226 % | 10,045 % |
| 70 | 4,014 % | 3,835 % | 7,240 % | 3,209 % | 3,229 % | 9,979 % |
| 71 | 4,021 % | 3,830 % | 7,209 % | 3,212 % | 3,232 % | 9,914 % |
| 72 | 4,028 % | 3,825 % | 7,180 % | 3,215 % | 3,235 % | 9,852 % |
| 73 | 4,034 % | 3,820 % | 7,151 % | 3,218 % | 3,238 % | 9,791 % |
| 74 | 4,040 % | 3,815 % | 7,123 % | 3,222 % | 3,241 % | 9,732 % |
| 75 | 4,047 % | 3,810 % | 7,096 % | 3,225 % | 3,244 % | 9,675 % |
| 76 | 4,052 % | 3,805 % | 7,069 % | 3,227 % | 3,246 % | 9,619 % |
| 77 | 4,058 % | 3,800 % | 7,043 % | 3,230 % | 3,249 % | 9,564 % |
| 78 | 4,064 % | 3,796 % | 7,018 % | 3,233 % | 3,251 % | 9,511 % |
| 79 | 4,069 % | 3,792 % | 6,994 % | 3,236 % | 3,254 % | 9,459 % |
| 80 | 4,075 % | 3,787 % | 6,970 % | 3,238 % | 3,256 % | 9,409 % |
| 81 | 4,080 % | 3,783 % | 6,947 % | 3,241 % | 3,259 % | 9,360 % |
| 82 | 4,085 % | 3,779 % | 6,924 % | 3,244 % | 3,261 % | 9,312 % |
| 83 | 4,090 % | 3,775 % | 6,902 % | 3,246 % | 3,263 % | 9,265 % |
| 84 | 4,095 % | 3,771 % | 6,880 % | 3,248 % | 3,266 % | 9,219 % |
| 85 | 4,100 % | 3,767 % | 6,859 % | 3,251 % | 3,268 % | 9,175 % |
| 86 | 4,104 % | 3,764 % | 6,838 % | 3,253 % | 3,270 % | 9,132 % |
| 87 | 4,109 % | 3,760 % | 6,818 % | 3,255 % | 3,272 % | 9,089 % |
| 88 | 4,113 % | 3,757 % | 6,799 % | 3,258 % | 3,274 % | 9,048 % |
| 89 | 4,118 % | 3,753 % | 6,779 % | 3,260 % | 3,276 % | 9,007 % |
| 90 | 4,122 % | 3,750 % | 6,761 % | 3,262 % | 3,278 % | 8,968 % |
| 91 | 4,126 % | 3,747 % | 6,742 % | 3,264 % | 3,280 % | 8,929 % |
| 92 | 4,130 % | 3,743 % | 6,724 % | 3,266 % | 3,281 % | 8,891 % |
| 93 | 4,134 % | 3,740 % | 6,707 % | 3,268 % | 3,283 % | 8,854 % |
| 94 | 4,138 % | 3,737 % | 6,689 % | 3,270 % | 3,285 % | 8,818 % |
| 95 | 4,142 % | 3,734 % | 6,672 % | 3,272 % | 3,287 % | 8,782 % |
| 96 | 4,145 % | 3,731 % | 6,656 % | 3,274 % | 3,288 % | 8,747 % |
| 97 | 4,149 % | 3,728 % | 6,640 % | 3,275 % | 3,290 % | 8,714 % |
| 98 | 4,153 % | 3,725 % | 6,624 % | 3,277 % | 3,292 % | 8,680 % |
| 99 | 4,156 % | 3,723 % | 6,609 % | 3,279 % | 3,293 % | 8,648 % |
| 100 | 4,160 % | 3,720 % | 6,593 % | 3,281 % | 3,295 % | 8,616 % |
| 101 | 4,163 % | 3,717 % | 6,578 % | 3,282 % | 3,296 % | 8,584 % |
| 102 | 4,166 % | 3,715 % | 6,564 % | 3,284 % | 3,298 % | 8,554 % |
| 103 | 4,169 % | 3,712 % | 6,550 % | 3,285 % | 3,299 % | 8,524 % |
| 104 | 4,173 % | 3,709 % | 6,535 % | 3,287 % | 3,301 % | 8,494 % |
| 105 | 4,176 % | 3,707 % | 6,522 % | 3,289 % | 3,302 % | 8,465 % |
| 106 | 4,179 % | 3,705 % | 6,508 % | 3,290 % | 3,304 % | 8,437 % |
| 107 | 4,182 % | 3,702 % | 6,495 % | 3,292 % | 3,305 % | 8,409 % |
| 108 | 4,185 % | 3,700 % | 6,482 % | 3,293 % | 3,306 % | 8,382 % |
| 109 | 4,188 % | 3,698 % | 6,469 % | 3,295 % | 3,308 % | 8,355 % |
| 110 | 4,190 % | 3,695 % | 6,457 % | 3,296 % | 3,309 % | 8,329 % |
| 111 | 4,193 % | 3,693 % | 6,444 % | 3,297 % | 3,310 % | 8,303 % |
| 112 | 4,196 % | 3,691 % | 6,432 % | 3,299 % | 3,311 % | 8,278 % |
| 113 | 4,199 % | 3,689 % | 6,420 % | 3,300 % | 3,313 % | 8,253 % |
| 114 | 4,201 % | 3,687 % | 6,409 % | 3,301 % | 3,314 % | 8,228 % |
| 115 | 4,204 % | 3,685 % | 6,397 % | 3,303 % | 3,315 % | 8,204 % |
| 116 | 4,206 % | 3,683 % | 6,386 % | 3,304 % | 3,316 % | 8,181 % |
| 117 | 4,209 % | 3,681 % | 6,375 % | 3,305 % | 3,317 % | 8,157 % |
| 118 | 4,211 % | 3,679 % | 6,364 % | 3,306 % | 3,319 % | 8,135 % |
| 119 | 4,214 % | 3,677 % | 6,353 % | 3,308 % | 3,320 % | 8,112 % |
| 120 | 4,216 % | 3,675 % | 6,343 % | 3,309 % | 3,321 % | 8,090 % |
| 121 | 4,219 % | 3,673 % | 6,333 % | 3,310 % | 3,322 % | 8,068 % |
| 122 | 4,221 % | 3,671 % | 6,322 % | 3,311 % | 3,323 % | 8,047 % |
| 123 | 4,223 % | 3,669 % | 6,312 % | 3,312 % | 3,324 % | 8,026 % |
| 124 | 4,225 % | 3,668 % | 6,303 % | 3,313 % | 3,325 % | 8,006 % |
| 125 | 4,228 % | 3,666 % | 6,293 % | 3,314 % | 3,326 % | 7,985 % |
| 126 | 4,230 % | 3,664 % | 6,283 % | 3,315 % | 3,327 % | 7,965 % |
| 127 | 4,232 % | 3,662 % | 6,274 % | 3,317 % | 3,328 % | 7,946 % |
| 128 | 4,234 % | 3,661 % | 6,265 % | 3,318 % | 3,329 % | 7,926 % |
| 129 | 4,236 % | 3,659 % | 6,256 % | 3,319 % | 3,330 % | 7,907 % |
| 130 | 4,238 % | 3,658 % | 6,247 % | 3,320 % | 3,331 % | 7,889 % |
| 131 | 4,240 % | 3,656 % | 6,238 % | 3,321 % | 3,332 % | 7,870 % |
| 132 | 4,242 % | 3,654 % | 6,229 % | 3,322 % | 3,332 % | 7,852 % |
| 133 | 4,244 % | 3,653 % | 6,221 % | 3,323 % | 3,333 % | 7,834 % |
| 134 | 4,246 % | 3,651 % | 6,212 % | 3,323 % | 3,334 % | 7,817 % |
| 135 | 4,248 % | 3,650 % | 6,204 % | 3,324 % | 3,335 % | 7,799 % |
| 136 | 4,250 % | 3,648 % | 6,196 % | 3,325 % | 3,336 % | 7,782 % |
| 137 | 4,251 % | 3,647 % | 6,188 % | 3,326 % | 3,337 % | 7,765 % |
| 138 | 4,253 % | 3,645 % | 6,180 % | 3,327 % | 3,338 % | 7,749 % |
| 139 | 4,255 % | 3,644 % | 6,172 % | 3,328 % | 3,338 % | 7,732 % |
| 140 | 4,257 % | 3,643 % | 6,164 % | 3,329 % | 3,339 % | 7,716 % |
| 141 | 4,258 % | 3,641 % | 6,157 % | 3,330 % | 3,340 % | 7,700 % |
| 142 | 4,260 % | 3,640 % | 6,149 % | 3,331 % | 3,341 % | 7,685 % |
| 143 | 4,262 % | 3,639 % | 6,142 % | 3,331 % | 3,342 % | 7,669 % |
| 144 | 4,263 % | 3,637 % | 6,135 % | 3,332 % | 3,342 % | 7,654 % |
| 145 | 4,265 % | 3,636 % | 6,128 % | 3,333 % | 3,343 % | 7,639 % |
| 146 | 4,267 % | 3,635 % | 6,121 % | 3,334 % | 3,344 % | 7,624 % |
| 147 | 4,268 % | 3,633 % | 6,114 % | 3,335 % | 3,344 % | 7,610 % |
| 148 | 4,270 % | 3,632 % | 6,107 % | 3,335 % | 3,345 % | 7,595 % |
| 149 | 4,271 % | 3,631 % | 6,100 % | 3,336 % | 3,346 % | 7,581 % |
| 150 | 4,273 % | 3,630 % | 6,093 % | 3,337 % | 3,347 % | 7,567 % |
| Term to maturity (in years) | US dollar | Yen | ||||
| --- | --- | --- | ||||
| 1 | 4,760 % | 0,072 % | ||||
| 2 | 4,056 % | 0,191 % | ||||
| 3 | 3,724 % | 0,280 % | ||||
| 4 | 3,571 % | 0,363 % | ||||
| 5 | 3,499 % | 0,448 % | ||||
| 6 | 3,464 % | 0,535 % | ||||
| 7 | 3,449 % | 0,626 % | ||||
| 8 | 3,443 % | 0,706 % | ||||
| 9 | 3,444 % | 0,780 % | ||||
| 10 | 3,449 % | 0,848 % | ||||
| 11 | 3,458 % | 0,914 % | ||||
| 12 | 3,468 % | 0,977 % | ||||
| 13 | 3,477 % | 1,037 % | ||||
| 14 | 3,486 % | 1,095 % | ||||
| 15 | 3,492 % | 1,152 % | ||||
| 16 | 3,495 % | 1,207 % | ||||
| 17 | 3,494 % | 1,259 % | ||||
| 18 | 3,489 % | 1,308 % | ||||
| 19 | 3,479 % | 1,351 % | ||||
| 20 | 3,464 % | 1,388 % | ||||
| 21 | 3,443 % | 1,420 % | ||||
| 22 | 3,418 % | 1,445 % | ||||
| 23 | 3,391 % | 1,465 % | ||||
| 24 | 3,364 % | 1,479 % | ||||
| 25 | 3,338 % | 1,488 % | ||||
| 26 | 3,312 % | 1,492 % | ||||
| 27 | 3,289 % | 1,494 % | ||||
| 28 | 3,268 % | 1,497 % | ||||
| 29 | 3,249 % | 1,503 % | ||||
| 30 | 3,234 % | 1,514 % | ||||
| 31 | 3,221 % | 1,531 % | ||||
| 32 | 3,212 % | 1,553 % | ||||
| 33 | 3,204 % | 1,578 % | ||||
| 34 | 3,199 % | 1,605 % | ||||
| 35 | 3,195 % | 1,635 % | ||||
| 36 | 3,192 % | 1,665 % | ||||
| 37 | 3,190 % | 1,697 % | ||||
| 38 | 3,190 % | 1,729 % | ||||
| 39 | 3,190 % | 1,761 % | ||||
| 40 | 3,190 % | 1,793 % | ||||
| 41 | 3,191 % | 1,825 % | ||||
| 42 | 3,193 % | 1,856 % | ||||
| 43 | 3,195 % | 1,887 % | ||||
| 44 | 3,197 % | 1,917 % | ||||
| 45 | 3,200 % | 1,947 % | ||||
| 46 | 3,203 % | 1,976 % | ||||
| 47 | 3,205 % | 2,004 % | ||||
| 48 | 3,208 % | 2,031 % | ||||
| 49 | 3,211 % | 2,058 % | ||||
| 50 | 3,215 % | 2,084 % | ||||
| 51 | 3,218 % | 2,110 % | ||||
| 52 | 3,221 % | 2,134 % | ||||
| 53 | 3,224 % | 2,158 % | ||||
| 54 | 3,227 % | 2,181 % | ||||
| 55 | 3,230 % | 2,204 % | ||||
| 56 | 3,233 % | 2,226 % | ||||
| 57 | 3,237 % | 2,247 % | ||||
| 58 | 3,240 % | 2,268 % | ||||
| 59 | 3,243 % | 2,288 % | ||||
| 60 | 3,246 % | 2,307 % | ||||
| 61 | 3,248 % | 2,326 % | ||||
| 62 | 3,251 % | 2,345 % | ||||
| 63 | 3,254 % | 2,362 % | ||||
| 64 | 3,257 % | 2,380 % | ||||
| 65 | 3,260 % | 2,397 % | ||||
| 66 | 3,262 % | 2,413 % | ||||
| 67 | 3,265 % | 2,429 % | ||||
| 68 | 3,267 % | 2,444 % | ||||
| 69 | 3,270 % | 2,459 % | ||||
| 70 | 3,272 % | 2,474 % | ||||
| 71 | 3,275 % | 2,488 % | ||||
| 72 | 3,277 % | 2,502 % | ||||
| 73 | 3,279 % | 2,516 % | ||||
| 74 | 3,281 % | 2,529 % | ||||
| 75 | 3,283 % | 2,542 % | ||||
| 76 | 3,286 % | 2,554 % | ||||
| 77 | 3,288 % | 2,566 % | ||||
| 78 | 3,290 % | 2,578 % | ||||
| 79 | 3,292 % | 2,590 % | ||||
| 80 | 3,294 % | 2,601 % | ||||
| 81 | 3,295 % | 2,612 % | ||||
| 82 | 3,297 % | 2,623 % | ||||
| 83 | 3,299 % | 2,633 % | ||||
| 84 | 3,301 % | 2,644 % | ||||
| 85 | 3,303 % | 2,654 % | ||||
| 86 | 3,304 % | 2,663 % | ||||
| 87 | 3,306 % | 2,673 % | ||||
| 88 | 3,308 % | 2,682 % | ||||
| 89 | 3,309 % | 2,691 % | ||||
| 90 | 3,311 % | 2,700 % | ||||
| 91 | 3,312 % | 2,709 % | ||||
| 92 | 3,314 % | 2,718 % | ||||
| 93 | 3,315 % | 2,726 % | ||||
| 94 | 3,317 % | 2,734 % | ||||
| 95 | 3,318 % | 2,742 % | ||||
| 96 | 3,319 % | 2,750 % | ||||
| 97 | 3,321 % | 2,758 % | ||||
| 98 | 3,322 % | 2,765 % | ||||
| 99 | 3,323 % | 2,773 % | ||||
| 100 | 3,324 % | 2,780 % | ||||
| 101 | 3,326 % | 2,787 % | ||||
| 102 | 3,327 % | 2,794 % | ||||
| 103 | 3,328 % | 2,801 % | ||||
| 104 | 3,329 % | 2,808 % | ||||
| 105 | 3,330 % | 2,814 % | ||||
| 106 | 3,332 % | 2,821 % | ||||
| 107 | 3,333 % | 2,827 % | ||||
| 108 | 3,334 % | 2,833 % | ||||
| 109 | 3,335 % | 2,839 % | ||||
| 110 | 3,336 % | 2,845 % | ||||
| 111 | 3,337 % | 2,851 % | ||||
| 112 | 3,338 % | 2,857 % | ||||
| 113 | 3,339 % | 2,863 % | ||||
| 114 | 3,340 % | 2,868 % | ||||
| 115 | 3,341 % | 2,874 % | ||||
| 116 | 3,342 % | 2,879 % | ||||
| 117 | 3,343 % | 2,884 % | ||||
| 118 | 3,344 % | 2,889 % | ||||
| 119 | 3,344 % | 2,895 % | ||||
| 120 | 3,345 % | 2,900 % | ||||
| 121 | 3,346 % | 2,905 % | ||||
| 122 | 3,347 % | 2,909 % | ||||
| 123 | 3,348 % | 2,914 % | ||||
| 124 | 3,349 % | 2,919 % | ||||
| 125 | 3,350 % | 2,924 % | ||||
| 126 | 3,350 % | 2,928 % | ||||
| 127 | 3,351 % | 2,933 % | ||||
| 128 | 3,352 % | 2,937 % | ||||
| 129 | 3,353 % | 2,941 % | ||||
| 130 | 3,353 % | 2,946 % | ||||
| 131 | 3,354 % | 2,950 % | ||||
| 132 | 3,355 % | 2,954 % | ||||
| 133 | 3,356 % | 2,958 % | ||||
| 134 | 3,356 % | 2,962 % | ||||
| 135 | 3,357 % | 2,966 % | ||||
| 136 | 3,358 % | 2,970 % | ||||
| 137 | 3,358 % | 2,974 % | ||||
| 138 | 3,359 % | 2,978 % | ||||
| 139 | 3,360 % | 2,981 % | ||||
| 140 | 3,360 % | 2,985 % | ||||
| 141 | 3,361 % | 2,989 % | ||||
| 142 | 3,362 % | 2,992 % | ||||
| 143 | 3,362 % | 2,996 % | ||||
| 144 | 3,363 % | 2,999 % | ||||
| 145 | 3,363 % | 3,003 % | ||||
| 146 | 3,364 % | 3,006 % | ||||
| 147 | 3,365 % | 3,010 % | ||||
| 148 | 3,365 % | 3,013 % | ||||
| 149 | 3,366 % | 3,016 % | ||||
| 150 | 3,366 % | 3,019 % |
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 | 27 | 5 | 0 | 20 | 0 |
| 2 | 0 | 0 | 34 | 5 | 0 | 34 | 0 |
| 3 | 0 | 0 | 39 | 5 | 0 | 39 | 0 |
| 4 | 0 | 1 | 42 | 5 | 1 | 41 | 0 |
| 5 | 0 | 2 | 47 | 5 | 3 | 44 | 0 |
| 6 | 0 | 3 | 49 | 5 | 5 | 47 | 0 |
| 7 | 1 | 4 | 52 | 6 | 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 | 45 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 339 | 4 | 12 |
| 2 | 0 | 0 | 0 | 0 | 212 | 4 | 18 |
| 3 | 0 | 0 | 0 | 0 | 190 | 4 | 20 |
| 4 | 1 | 0 | 0 | 0 | 167 | 4 | 21 |
| 5 | 2 | 0 | 0 | 0 | 154 | 4 | 22 |
| 6 | 3 | 0 | 0 | 0 | 151 | 4 | 24 |
| 7 | 4 | 0 | 0 | 0 | 149 | 4 | 25 |
| 8 | 5 | 0 | 1 | 0 | 153 | 3 | 26 |
| 9 | 6 | 0 | 2 | 0 | 155 | 1 | 26 |
| 10 | 7 | 0 | 3 | 0 | 157 | 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 | 20 | 0 | 4 |
| 4 | 21 | 13 | 15 | 0 | 22 | 0 | 4 |
| 5 | 23 | 15 | 17 | 0 | 23 | 0 | 4 |
| 6 | 25 | 16 | 18 | 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 | 20 | 8 | 10 | 14 | 4 | 0 | 0 |
| 2 | 34 | 15 | 13 | 17 | 9 | 0 | 0 |
| 3 | 39 | 17 | 15 | 21 | 13 | 0 | 0 |
| 4 | 41 | 18 | 16 | 25 | 15 | 0 | 0 |
| 5 | 44 | 19 | 18 | 29 | 17 | 0 | 0 |
| 6 | 47 | 20 | 19 | 32 | 18 | 0 | 0 |
| 7 | 48 | 21 | 21 | 34 | 20 | 0 | 0 |
| 8 | 48 | 23 | 22 | 35 | 22 | 0 | 0 |
| 9 | 46 | 24 | 22 | 36 | 23 | 0 | 0 |
| 10 | 45 | 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 | 9 | 0 | 0 |
| 2 | 17 | 1 | 17 | 0 | 9 | 0 | 0 |
| 3 | 17 | 2 | 26 | 0 | 9 | 0 | 0 |
| 4 | 16 | 3 | 33 | 0 | 9 | 0 | 0 |
| 5 | 15 | 3 | 34 | 0 | 9 | 0 | 0 |
| 6 | 14 | 3 | 37 | 0 | 9 | 0 | 0 |
| 7 | 13 | 4 | 39 | 0 | 9 | 0 | 0 |
| 8 | 14 | 7 | 37 | 0 | 9 | 0 | 0 |
| 9 | 15 | 5 | 35 | 0 | 9 | 0 | 0 |
| 10 | 13 | 5 | 37 | 0 | 9 | 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 | 14 | 0 |
| 6 | 11 | 0 | 5 | 0 | 16 | 15 | 0 |
| 7 | 11 | 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 | Turkey | 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 | 41 | 108 | 224 | 503 | 1 240 |
| 2 | 6 | 19 | 41 | 108 | 224 | 503 | 992 |
| 3 | 7 | 21 | 43 | 103 | 220 | 500 | 807 |
| 4 | 9 | 24 | 46 | 106 | 219 | 499 | 668 |
| 5 | 10 | 26 | 51 | 109 | 219 | 499 | 562 |
| 6 | 11 | 28 | 54 | 114 | 219 | 499 | 499 |
| 7 | 12 | 30 | 56 | 116 | 219 | 499 | 499 |
| 8 | 12 | 31 | 56 | 115 | 219 | 499 | 499 |
| 9 | 13 | 32 | 56 | 115 | 219 | 499 | 499 |
| 10 | 13 | 33 | 56 | 114 | 219 | 499 | 499 |
| 11 | 14 | 34 | 57 | 115 | 219 | 499 | 499 |
| 12 | 14 | 35 | 57 | 115 | 219 | 499 | 499 |
| 13 | 14 | 35 | 57 | 115 | 219 | 499 | 499 |
| 14 | 15 | 36 | 57 | 115 | 219 | 499 | 499 |
| 15 | 15 | 36 | 57 | 115 | 219 | 499 | 499 |
| 16 | 15 | 36 | 57 | 115 | 219 | 499 | 499 |
| 17 | 15 | 36 | 57 | 115 | 219 | 499 | 499 |
| 18 | 15 | 36 | 57 | 115 | 219 | 499 | 499 |
| 19 | 15 | 36 | 57 | 115 | 219 | 499 | 499 |
| 20 | 16 | 36 | 57 | 115 | 219 | 499 | 499 |
| 21 | 16 | 36 | 57 | 115 | 219 | 499 | 499 |
| 22 | 18 | 36 | 57 | 115 | 219 | 499 | 499 |
| 23 | 18 | 36 | 57 | 115 | 219 | 499 | 499 |
| 24 | 19 | 36 | 57 | 115 | 219 | 499 | 499 |
| 25 | 19 | 36 | 57 | 115 | 219 | 499 | 499 |
| 26 | 20 | 36 | 57 | 115 | 219 | 499 | 499 |
| 27 | 21 | 36 | 57 | 115 | 219 | 499 | 499 |
| 28 | 21 | 36 | 57 | 115 | 219 | 499 | 499 |
| 29 | 22 | 36 | 57 | 115 | 219 | 499 | 499 |
| 30 | 22 | 36 | 57 | 115 | 219 | 499 | 499 |
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 | 237 | 516 | 1 274 |
| 2 | 20 | 33 | 55 | 122 | 238 | 517 | 1 015 |
| 3 | 21 | 35 | 57 | 117 | 234 | 514 | 825 |
| 4 | 22 | 37 | 59 | 119 | 232 | 512 | 682 |
| 5 | 22 | 39 | 63 | 121 | 232 | 511 | 573 |
| 6 | 23 | 40 | 66 | 125 | 231 | 511 | 511 |
| 7 | 23 | 41 | 67 | 127 | 230 | 510 | 510 |
| 8 | 22 | 41 | 66 | 125 | 229 | 509 | 509 |
| 9 | 22 | 41 | 66 | 124 | 229 | 508 | 508 |
| 10 | 22 | 42 | 65 | 123 | 228 | 508 | 508 |
| 11 | 22 | 42 | 65 | 123 | 228 | 507 | 507 |
| 12 | 22 | 42 | 64 | 122 | 227 | 507 | 507 |
| 13 | 21 | 42 | 64 | 122 | 226 | 506 | 506 |
| 14 | 21 | 42 | 63 | 121 | 226 | 506 | 506 |
| 15 | 21 | 42 | 63 | 121 | 225 | 505 | 505 |
| 16 | 20 | 41 | 62 | 120 | 225 | 505 | 505 |
| 17 | 20 | 41 | 62 | 120 | 225 | 505 | 505 |
| 18 | 20 | 41 | 62 | 120 | 225 | 505 | 505 |
| 19 | 20 | 41 | 63 | 120 | 225 | 505 | 505 |
| 20 | 21 | 42 | 63 | 121 | 225 | 505 | 505 |
| 21 | 21 | 42 | 63 | 121 | 226 | 505 | 505 |
| 22 | 21 | 42 | 63 | 121 | 226 | 506 | 506 |
| 23 | 21 | 42 | 63 | 121 | 226 | 506 | 506 |
| 24 | 21 | 42 | 63 | 121 | 226 | 506 | 506 |
| 25 | 21 | 42 | 63 | 121 | 226 | 506 | 506 |
| 26 | 21 | 42 | 63 | 121 | 226 | 506 | 506 |
| 27 | 21 | 42 | 63 | 121 | 226 | 505 | 505 |
| 28 | 21 | 42 | 63 | 121 | 226 | 505 | 505 |
| 29 | 22 | 42 | 63 | 121 | 225 | 505 | 505 |
| 30 | 23 | 42 | 63 | 121 | 225 | 505 | 505 |
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 | 108 | 224 | 503 | 1 240 |
| 2 | 6 | 19 | 41 | 108 | 224 | 503 | 992 |
| 3 | 7 | 21 | 43 | 103 | 220 | 500 | 807 |
| 4 | 9 | 24 | 46 | 106 | 219 | 499 | 668 |
| 5 | 10 | 26 | 51 | 109 | 219 | 499 | 562 |
| 6 | 11 | 28 | 54 | 114 | 219 | 499 | 499 |
| 7 | 12 | 30 | 56 | 116 | 219 | 499 | 499 |
| 8 | 12 | 31 | 56 | 115 | 219 | 499 | 499 |
| 9 | 12 | 32 | 56 | 114 | 219 | 499 | 499 |
| 10 | 13 | 33 | 56 | 114 | 219 | 499 | 499 |
| 11 | 14 | 34 | 57 | 114 | 219 | 499 | 499 |
| 12 | 14 | 35 | 57 | 114 | 219 | 499 | 499 |
| 13 | 14 | 35 | 57 | 114 | 219 | 499 | 499 |
| 14 | 14 | 35 | 57 | 114 | 219 | 499 | 499 |
| 15 | 14 | 36 | 57 | 114 | 219 | 499 | 499 |
| 16 | 14 | 35 | 57 | 114 | 219 | 499 | 499 |
| 17 | 14 | 35 | 57 | 114 | 219 | 499 | 499 |
| 18 | 14 | 35 | 57 | 114 | 219 | 499 | 499 |
| 19 | 15 | 35 | 57 | 114 | 219 | 499 | 499 |
| 20 | 16 | 35 | 57 | 114 | 219 | 499 | 499 |
| 21 | 16 | 35 | 57 | 114 | 219 | 499 | 499 |
| 22 | 18 | 36 | 57 | 114 | 219 | 499 | 499 |
| 23 | 18 | 36 | 57 | 114 | 219 | 499 | 499 |
| 24 | 19 | 36 | 57 | 114 | 219 | 499 | 499 |
| 25 | 19 | 36 | 57 | 114 | 219 | 499 | 499 |
| 26 | 20 | 36 | 57 | 114 | 219 | 499 | 499 |
| 27 | 21 | 36 | 57 | 114 | 219 | 499 | 499 |
| 28 | 21 | 36 | 57 | 114 | 219 | 499 | 499 |
| 29 | 22 | 36 | 57 | 114 | 219 | 499 | 499 |
| 30 | 22 | 36 | 57 | 114 | 219 | 499 | 499 |
2.4. Forint
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