LegalizeCommission Implementing Regulation (EU) 2024/2147 of 6 August 2024 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2024 until 29 September 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 L series |
| --- | --- | --- |
| 2024/2147 | 7.8.2024 |
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 5 July 2024, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2024 market data. That information was published on 3 July 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 30 June 2024 until 29 September 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 30 June 2024.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 6 August 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 | 3,434 % | 4,295 % | 3,424 % | 6,265 % | 2,981 % | 3,384 % |
| 2 | 3,107 % | 3,989 % | 3,097 % | 6,399 % | 2,828 % | 3,057 % |
| 3 | 2,933 % | 3,846 % | 2,923 % | 6,518 % | 2,626 % | 2,883 % |
| 4 | 2,825 % | 3,776 % | 2,815 % | 6,611 % | 2,522 % | 2,775 % |
| 5 | 2,768 % | 3,744 % | 2,758 % | 6,666 % | 2,474 % | 2,718 % |
| 6 | 2,736 % | 3,739 % | 2,726 % | 6,703 % | 2,451 % | 2,687 % |
| 7 | 2,722 % | 3,746 % | 2,712 % | 6,721 % | 2,444 % | 2,672 % |
| 8 | 2,713 % | 3,759 % | 2,703 % | 6,726 % | 2,449 % | 2,664 % |
| 9 | 2,721 % | 3,773 % | 2,711 % | 6,727 % | 2,464 % | 2,671 % |
| 10 | 2,725 % | 3,784 % | 2,716 % | 6,718 % | 2,490 % | 2,676 % |
| 11 | 2,739 % | 3,792 % | 2,729 % | 6,710 % | 2,527 % | 2,689 % |
| 12 | 2,747 % | 3,797 % | 2,737 % | 6,705 % | 2,569 % | 2,697 % |
| 13 | 2,756 % | 3,799 % | 2,746 % | 6,702 % | 2,610 % | 2,706 % |
| 14 | 2,762 % | 3,798 % | 2,752 % | 6,702 % | 2,650 % | 2,712 % |
| 15 | 2,758 % | 3,796 % | 2,748 % | 6,706 % | 2,688 % | 2,708 % |
| 16 | 2,744 % | 3,792 % | 2,734 % | 6,699 % | 2,722 % | 2,693 % |
| 17 | 2,722 % | 3,786 % | 2,712 % | 6,679 % | 2,754 % | 2,672 % |
| 18 | 2,699 % | 3,779 % | 2,689 % | 6,651 % | 2,783 % | 2,649 % |
| 19 | 2,678 % | 3,771 % | 2,668 % | 6,615 % | 2,809 % | 2,628 % |
| 20 | 2,661 % | 3,763 % | 2,651 % | 6,574 % | 2,833 % | 2,611 % |
| 21 | 2,651 % | 3,755 % | 2,641 % | 6,530 % | 2,855 % | 2,602 % |
| 22 | 2,646 % | 3,746 % | 2,636 % | 6,484 % | 2,874 % | 2,597 % |
| 23 | 2,645 % | 3,737 % | 2,635 % | 6,436 % | 2,893 % | 2,597 % |
| 24 | 2,647 % | 3,728 % | 2,637 % | 6,387 % | 2,910 % | 2,601 % |
| 25 | 2,651 % | 3,719 % | 2,642 % | 6,338 % | 2,925 % | 2,606 % |
| 26 | 2,658 % | 3,710 % | 2,649 % | 6,289 % | 2,939 % | 2,614 % |
| 27 | 2,666 % | 3,701 % | 2,657 % | 6,241 % | 2,953 % | 2,623 % |
| 28 | 2,675 % | 3,693 % | 2,666 % | 6,194 % | 2,965 % | 2,633 % |
| 29 | 2,685 % | 3,684 % | 2,676 % | 6,147 % | 2,977 % | 2,644 % |
| 30 | 2,695 % | 3,676 % | 2,687 % | 6,102 % | 2,987 % | 2,655 % |
| 31 | 2,706 % | 3,668 % | 2,698 % | 6,059 % | 2,997 % | 2,667 % |
| 32 | 2,717 % | 3,660 % | 2,709 % | 6,016 % | 3,007 % | 2,679 % |
| 33 | 2,728 % | 3,652 % | 2,720 % | 5,975 % | 3,016 % | 2,691 % |
| 34 | 2,739 % | 3,645 % | 2,732 % | 5,935 % | 3,024 % | 2,703 % |
| 35 | 2,750 % | 3,637 % | 2,743 % | 5,896 % | 3,032 % | 2,715 % |
| 36 | 2,761 % | 3,630 % | 2,754 % | 5,859 % | 3,039 % | 2,727 % |
| 37 | 2,772 % | 3,623 % | 2,765 % | 5,823 % | 3,046 % | 2,738 % |
| 38 | 2,782 % | 3,617 % | 2,776 % | 5,789 % | 3,053 % | 2,750 % |
| 39 | 2,793 % | 3,610 % | 2,786 % | 5,756 % | 3,059 % | 2,761 % |
| 40 | 2,803 % | 3,604 % | 2,797 % | 5,724 % | 3,065 % | 2,772 % |
| 41 | 2,813 % | 3,598 % | 2,807 % | 5,693 % | 3,071 % | 2,782 % |
| 42 | 2,822 % | 3,592 % | 2,816 % | 5,663 % | 3,077 % | 2,793 % |
| 43 | 2,832 % | 3,586 % | 2,826 % | 5,635 % | 3,082 % | 2,803 % |
| 44 | 2,841 % | 3,580 % | 2,835 % | 5,607 % | 3,087 % | 2,813 % |
| 45 | 2,850 % | 3,575 % | 2,844 % | 5,581 % | 3,091 % | 2,822 % |
| 46 | 2,859 % | 3,570 % | 2,853 % | 5,555 % | 3,096 % | 2,831 % |
| 47 | 2,867 % | 3,565 % | 2,862 % | 5,531 % | 3,100 % | 2,840 % |
| 48 | 2,875 % | 3,560 % | 2,870 % | 5,507 % | 3,104 % | 2,849 % |
| 49 | 2,883 % | 3,555 % | 2,878 % | 5,484 % | 3,108 % | 2,858 % |
| 50 | 2,891 % | 3,551 % | 2,886 % | 5,462 % | 3,112 % | 2,866 % |
| 51 | 2,898 % | 3,546 % | 2,893 % | 5,441 % | 3,116 % | 2,874 % |
| 52 | 2,905 % | 3,542 % | 2,901 % | 5,420 % | 3,120 % | 2,881 % |
| 53 | 2,912 % | 3,538 % | 2,908 % | 5,401 % | 3,123 % | 2,889 % |
| 54 | 2,919 % | 3,533 % | 2,914 % | 5,381 % | 3,126 % | 2,896 % |
| 55 | 2,926 % | 3,529 % | 2,921 % | 5,363 % | 3,129 % | 2,903 % |
| 56 | 2,932 % | 3,526 % | 2,928 % | 5,345 % | 3,132 % | 2,910 % |
| 57 | 2,938 % | 3,522 % | 2,934 % | 5,328 % | 3,135 % | 2,916 % |
| 58 | 2,944 % | 3,518 % | 2,940 % | 5,311 % | 3,138 % | 2,923 % |
| 59 | 2,950 % | 3,515 % | 2,946 % | 5,295 % | 3,141 % | 2,929 % |
| 60 | 2,956 % | 3,511 % | 2,951 % | 5,279 % | 3,144 % | 2,935 % |
| 61 | 2,961 % | 3,508 % | 2,957 % | 5,264 % | 3,146 % | 2,941 % |
| 62 | 2,966 % | 3,505 % | 2,962 % | 5,250 % | 3,149 % | 2,946 % |
| 63 | 2,972 % | 3,502 % | 2,968 % | 5,235 % | 3,151 % | 2,952 % |
| 64 | 2,977 % | 3,499 % | 2,973 % | 5,222 % | 3,153 % | 2,957 % |
| 65 | 2,982 % | 3,496 % | 2,978 % | 5,208 % | 3,156 % | 2,962 % |
| 66 | 2,986 % | 3,493 % | 2,982 % | 5,195 % | 3,158 % | 2,967 % |
| 67 | 2,991 % | 3,490 % | 2,987 % | 5,183 % | 3,160 % | 2,972 % |
| 68 | 2,995 % | 3,487 % | 2,992 % | 5,170 % | 3,162 % | 2,977 % |
| 69 | 3,000 % | 3,485 % | 2,996 % | 5,159 % | 3,164 % | 2,982 % |
| 70 | 3,004 % | 3,482 % | 3,000 % | 5,147 % | 3,166 % | 2,986 % |
| 71 | 3,008 % | 3,480 % | 3,004 % | 5,136 % | 3,168 % | 2,990 % |
| 72 | 3,012 % | 3,477 % | 3,009 % | 5,125 % | 3,170 % | 2,995 % |
| 73 | 3,016 % | 3,475 % | 3,012 % | 5,114 % | 3,171 % | 2,999 % |
| 74 | 3,020 % | 3,473 % | 3,016 % | 5,104 % | 3,173 % | 3,003 % |
| 75 | 3,023 % | 3,470 % | 3,020 % | 5,094 % | 3,175 % | 3,007 % |
| 76 | 3,027 % | 3,468 % | 3,024 % | 5,084 % | 3,176 % | 3,011 % |
| 77 | 3,031 % | 3,466 % | 3,027 % | 5,074 % | 3,178 % | 3,014 % |
| 78 | 3,034 % | 3,464 % | 3,031 % | 5,065 % | 3,180 % | 3,018 % |
| 79 | 3,037 % | 3,462 % | 3,034 % | 5,056 % | 3,181 % | 3,021 % |
| 80 | 3,041 % | 3,460 % | 3,037 % | 5,047 % | 3,183 % | 3,025 % |
| 81 | 3,044 % | 3,458 % | 3,041 % | 5,039 % | 3,184 % | 3,028 % |
| 82 | 3,047 % | 3,456 % | 3,044 % | 5,030 % | 3,186 % | 3,032 % |
| 83 | 3,050 % | 3,454 % | 3,047 % | 5,022 % | 3,187 % | 3,035 % |
| 84 | 3,053 % | 3,452 % | 3,050 % | 5,014 % | 3,188 % | 3,038 % |
| 85 | 3,056 % | 3,450 % | 3,053 % | 5,006 % | 3,190 % | 3,041 % |
| 86 | 3,059 % | 3,449 % | 3,056 % | 4,998 % | 3,191 % | 3,044 % |
| 87 | 3,061 % | 3,447 % | 3,059 % | 4,991 % | 3,192 % | 3,047 % |
| 88 | 3,064 % | 3,445 % | 3,061 % | 4,984 % | 3,193 % | 3,050 % |
| 89 | 3,067 % | 3,444 % | 3,064 % | 4,977 % | 3,195 % | 3,053 % |
| 90 | 3,069 % | 3,442 % | 3,067 % | 4,970 % | 3,196 % | 3,055 % |
| 91 | 3,072 % | 3,441 % | 3,069 % | 4,963 % | 3,197 % | 3,058 % |
| 92 | 3,074 % | 3,439 % | 3,072 % | 4,956 % | 3,198 % | 3,061 % |
| 93 | 3,077 % | 3,438 % | 3,074 % | 4,950 % | 3,199 % | 3,063 % |
| 94 | 3,079 % | 3,436 % | 3,076 % | 4,943 % | 3,200 % | 3,066 % |
| 95 | 3,081 % | 3,435 % | 3,079 % | 4,937 % | 3,201 % | 3,068 % |
| 96 | 3,084 % | 3,433 % | 3,081 % | 4,931 % | 3,202 % | 3,071 % |
| 97 | 3,086 % | 3,432 % | 3,083 % | 4,925 % | 3,203 % | 3,073 % |
| 98 | 3,088 % | 3,431 % | 3,086 % | 4,919 % | 3,204 % | 3,075 % |
| 99 | 3,090 % | 3,429 % | 3,088 % | 4,913 % | 3,205 % | 3,078 % |
| 100 | 3,092 % | 3,428 % | 3,090 % | 4,907 % | 3,206 % | 3,080 % |
| 101 | 3,094 % | 3,427 % | 3,092 % | 4,902 % | 3,207 % | 3,082 % |
| 102 | 3,096 % | 3,425 % | 3,094 % | 4,897 % | 3,208 % | 3,084 % |
| 103 | 3,098 % | 3,424 % | 3,096 % | 4,891 % | 3,209 % | 3,086 % |
| 104 | 3,100 % | 3,423 % | 3,098 % | 4,886 % | 3,210 % | 3,088 % |
| 105 | 3,102 % | 3,422 % | 3,100 % | 4,881 % | 3,211 % | 3,090 % |
| 106 | 3,104 % | 3,421 % | 3,102 % | 4,876 % | 3,211 % | 3,092 % |
| 107 | 3,106 % | 3,420 % | 3,104 % | 4,871 % | 3,212 % | 3,094 % |
| 108 | 3,108 % | 3,419 % | 3,105 % | 4,866 % | 3,213 % | 3,096 % |
| 109 | 3,109 % | 3,417 % | 3,107 % | 4,861 % | 3,214 % | 3,098 % |
| 110 | 3,111 % | 3,416 % | 3,109 % | 4,857 % | 3,215 % | 3,100 % |
| 111 | 3,113 % | 3,415 % | 3,111 % | 4,852 % | 3,215 % | 3,102 % |
| 112 | 3,115 % | 3,414 % | 3,112 % | 4,848 % | 3,216 % | 3,103 % |
| 113 | 3,116 % | 3,413 % | 3,114 % | 4,843 % | 3,217 % | 3,105 % |
| 114 | 3,118 % | 3,412 % | 3,116 % | 4,839 % | 3,218 % | 3,107 % |
| 115 | 3,119 % | 3,411 % | 3,117 % | 4,835 % | 3,218 % | 3,108 % |
| 116 | 3,121 % | 3,410 % | 3,119 % | 4,830 % | 3,219 % | 3,110 % |
| 117 | 3,122 % | 3,409 % | 3,120 % | 4,826 % | 3,220 % | 3,112 % |
| 118 | 3,124 % | 3,408 % | 3,122 % | 4,822 % | 3,220 % | 3,113 % |
| 119 | 3,125 % | 3,408 % | 3,123 % | 4,818 % | 3,221 % | 3,115 % |
| 120 | 3,127 % | 3,407 % | 3,125 % | 4,814 % | 3,222 % | 3,116 % |
| 121 | 3,128 % | 3,406 % | 3,126 % | 4,811 % | 3,222 % | 3,118 % |
| 122 | 3,130 % | 3,405 % | 3,128 % | 4,807 % | 3,223 % | 3,119 % |
| 123 | 3,131 % | 3,404 % | 3,129 % | 4,803 % | 3,224 % | 3,121 % |
| 124 | 3,132 % | 3,403 % | 3,130 % | 4,799 % | 3,224 % | 3,122 % |
| 125 | 3,134 % | 3,402 % | 3,132 % | 4,796 % | 3,225 % | 3,124 % |
| 126 | 3,135 % | 3,402 % | 3,133 % | 4,792 % | 3,225 % | 3,125 % |
| 127 | 3,136 % | 3,401 % | 3,134 % | 4,789 % | 3,226 % | 3,127 % |
| 128 | 3,138 % | 3,400 % | 3,136 % | 4,785 % | 3,227 % | 3,128 % |
| 129 | 3,139 % | 3,399 % | 3,137 % | 4,782 % | 3,227 % | 3,129 % |
| 130 | 3,140 % | 3,398 % | 3,138 % | 4,779 % | 3,228 % | 3,131 % |
| 131 | 3,141 % | 3,398 % | 3,140 % | 4,775 % | 3,228 % | 3,132 % |
| 132 | 3,143 % | 3,397 % | 3,141 % | 4,772 % | 3,229 % | 3,133 % |
| 133 | 3,144 % | 3,396 % | 3,142 % | 4,769 % | 3,229 % | 3,134 % |
| 134 | 3,145 % | 3,396 % | 3,143 % | 4,766 % | 3,230 % | 3,136 % |
| 135 | 3,146 % | 3,395 % | 3,144 % | 4,763 % | 3,230 % | 3,137 % |
| 136 | 3,147 % | 3,394 % | 3,145 % | 4,760 % | 3,231 % | 3,138 % |
| 137 | 3,148 % | 3,393 % | 3,147 % | 4,757 % | 3,231 % | 3,139 % |
| 138 | 3,149 % | 3,393 % | 3,148 % | 4,754 % | 3,232 % | 3,140 % |
| 139 | 3,151 % | 3,392 % | 3,149 % | 4,751 % | 3,232 % | 3,142 % |
| 140 | 3,152 % | 3,391 % | 3,150 % | 4,748 % | 3,233 % | 3,143 % |
| 141 | 3,153 % | 3,391 % | 3,151 % | 4,745 % | 3,233 % | 3,144 % |
| 142 | 3,154 % | 3,390 % | 3,152 % | 4,742 % | 3,234 % | 3,145 % |
| 143 | 3,155 % | 3,390 % | 3,153 % | 4,740 % | 3,234 % | 3,146 % |
| 144 | 3,156 % | 3,389 % | 3,154 % | 4,737 % | 3,235 % | 3,147 % |
| 145 | 3,157 % | 3,388 % | 3,155 % | 4,734 % | 3,235 % | 3,148 % |
| 146 | 3,158 % | 3,388 % | 3,156 % | 4,732 % | 3,236 % | 3,149 % |
| 147 | 3,159 % | 3,387 % | 3,157 % | 4,729 % | 3,236 % | 3,150 % |
| 148 | 3,160 % | 3,386 % | 3,158 % | 4,726 % | 3,237 % | 3,151 % |
| 149 | 3,161 % | 3,386 % | 3,159 % | 4,724 % | 3,237 % | 3,152 % |
| 150 | 3,162 % | 3,385 % | 3,160 % | 4,721 % | 3,237 % | 3,153 % |
| Term to maturity (in years) | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone | Swiss franc |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 4,893 % | 5,972 % | 4,786 % | 8,983 % | 4,465 % | 1,000 % |
| 2 | 4,512 % | 6,025 % | 5,010 % | 8,454 % | 4,335 % | 0,892 % |
| 3 | 4,254 % | 6,126 % | 5,185 % | 8,023 % | 4,140 % | 0,857 % |
| 4 | 4,074 % | 6,251 % | 5,318 % | 7,663 % | 3,964 % | 0,855 % |
| 5 | 3,961 % | 6,370 % | 5,406 % | 7,338 % | 3,837 % | 0,865 % |
| 6 | 3,888 % | 6,492 % | 5,474 % | 7,040 % | 3,763 % | 0,880 % |
| 7 | 3,849 % | 6,610 % | 5,525 % | 6,762 % | 3,722 % | 0,899 % |
| 8 | 3,831 % | 6,726 % | 5,566 % | 6,494 % | 3,697 % | 0,922 % |
| 9 | 3,836 % | 6,844 % | 5,604 % | 6,236 % | 3,681 % | 0,948 % |
| 10 | 3,861 % | 6,955 % | 5,630 % | 6,016 % | 3,669 % | 0,978 % |
| 11 | 3,883 % | 7,019 % | 5,633 % | 5,831 % | 3,658 % | 1,012 % |
| 12 | 3,901 % | 7,041 % | 5,619 % | 5,672 % | 3,648 % | 1,047 % |
| 13 | 3,920 % | 7,032 % | 5,591 % | 5,535 % | 3,638 % | 1,083 % |
| 14 | 3,939 % | 7,000 % | 5,555 % | 5,413 % | 3,629 % | 1,119 % |
| 15 | 3,955 % | 6,952 % | 5,512 % | 5,305 % | 3,619 % | 1,154 % |
| 16 | 3,968 % | 6,890 % | 5,465 % | 5,208 % | 3,611 % | 1,189 % |
| 17 | 3,978 % | 6,820 % | 5,415 % | 5,121 % | 3,603 % | 1,223 % |
| 18 | 3,985 % | 6,744 % | 5,364 % | 5,041 % | 3,595 % | 1,256 % |
| 19 | 3,990 % | 6,664 % | 5,311 % | 4,968 % | 3,587 % | 1,287 % |
| 20 | 3,992 % | 6,581 % | 5,259 % | 4,901 % | 3,580 % | 1,317 % |
| 21 | 3,992 % | 6,498 % | 5,207 % | 4,839 % | 3,573 % | 1,347 % |
| 22 | 3,990 % | 6,414 % | 5,155 % | 4,781 % | 3,566 % | 1,375 % |
| 23 | 3,987 % | 6,331 % | 5,105 % | 4,728 % | 3,559 % | 1,402 % |
| 24 | 3,981 % | 6,249 % | 5,056 % | 4,678 % | 3,553 % | 1,427 % |
| 25 | 3,975 % | 6,168 % | 5,008 % | 4,632 % | 3,547 % | 1,452 % |
| 26 | 3,967 % | 6,090 % | 4,961 % | 4,588 % | 3,541 % | 1,476 % |
| 27 | 3,957 % | 6,014 % | 4,917 % | 4,547 % | 3,536 % | 1,498 % |
| 28 | 3,946 % | 5,940 % | 4,873 % | 4,508 % | 3,530 % | 1,520 % |
| 29 | 3,932 % | 5,868 % | 4,831 % | 4,472 % | 3,525 % | 1,541 % |
| 30 | 3,917 % | 5,799 % | 4,791 % | 4,437 % | 3,520 % | 1,561 % |
| 31 | 3,899 % | 5,733 % | 4,752 % | 4,405 % | 3,515 % | 1,580 % |
| 32 | 3,880 % | 5,669 % | 4,714 % | 4,374 % | 3,510 % | 1,598 % |
| 33 | 3,859 % | 5,607 % | 4,679 % | 4,344 % | 3,506 % | 1,616 % |
| 34 | 3,838 % | 5,548 % | 4,644 % | 4,317 % | 3,502 % | 1,632 % |
| 35 | 3,816 % | 5,491 % | 4,611 % | 4,290 % | 3,497 % | 1,649 % |
| 36 | 3,794 % | 5,437 % | 4,579 % | 4,265 % | 3,493 % | 1,664 % |
| 37 | 3,772 % | 5,384 % | 4,548 % | 4,241 % | 3,489 % | 1,679 % |
| 38 | 3,751 % | 5,334 % | 4,519 % | 4,218 % | 3,485 % | 1,693 % |
| 39 | 3,730 % | 5,285 % | 4,490 % | 4,196 % | 3,482 % | 1,707 % |
| 40 | 3,709 % | 5,239 % | 4,463 % | 4,175 % | 3,478 % | 1,720 % |
| 41 | 3,689 % | 5,195 % | 4,437 % | 4,155 % | 3,475 % | 1,733 % |
| 42 | 3,670 % | 5,152 % | 4,412 % | 4,136 % | 3,471 % | 1,745 % |
| 43 | 3,652 % | 5,111 % | 4,387 % | 4,117 % | 3,468 % | 1,757 % |
| 44 | 3,634 % | 5,071 % | 4,364 % | 4,100 % | 3,465 % | 1,768 % |
| 45 | 3,618 % | 5,033 % | 4,342 % | 4,083 % | 3,462 % | 1,779 % |
| 46 | 3,602 % | 4,997 % | 4,320 % | 4,066 % | 3,459 % | 1,789 % |
| 47 | 3,588 % | 4,962 % | 4,299 % | 4,051 % | 3,456 % | 1,799 % |
| 48 | 3,574 % | 4,928 % | 4,279 % | 4,036 % | 3,453 % | 1,809 % |
| 49 | 3,562 % | 4,895 % | 4,260 % | 4,021 % | 3,451 % | 1,819 % |
| 50 | 3,550 % | 4,864 % | 4,241 % | 4,007 % | 3,448 % | 1,828 % |
| 51 | 3,539 % | 4,834 % | 4,224 % | 3,994 % | 3,446 % | 1,836 % |
| 52 | 3,529 % | 4,805 % | 4,206 % | 3,981 % | 3,443 % | 1,845 % |
| 53 | 3,520 % | 4,777 % | 4,189 % | 3,968 % | 3,441 % | 1,853 % |
| 54 | 3,512 % | 4,749 % | 4,173 % | 3,956 % | 3,438 % | 1,861 % |
| 55 | 3,504 % | 4,723 % | 4,158 % | 3,945 % | 3,436 % | 1,869 % |
| 56 | 3,497 % | 4,698 % | 4,143 % | 3,933 % | 3,434 % | 1,876 % |
| 57 | 3,491 % | 4,674 % | 4,128 % | 3,922 % | 3,432 % | 1,883 % |
| 58 | 3,485 % | 4,650 % | 4,114 % | 3,912 % | 3,430 % | 1,890 % |
| 59 | 3,479 % | 4,627 % | 4,100 % | 3,902 % | 3,428 % | 1,897 % |
| 60 | 3,474 % | 4,605 % | 4,087 % | 3,892 % | 3,426 % | 1,903 % |
| 61 | 3,469 % | 4,584 % | 4,074 % | 3,882 % | 3,424 % | 1,910 % |
| 62 | 3,464 % | 4,563 % | 4,062 % | 3,873 % | 3,422 % | 1,916 % |
| 63 | 3,460 % | 4,543 % | 4,050 % | 3,864 % | 3,420 % | 1,922 % |
| 64 | 3,456 % | 4,524 % | 4,038 % | 3,855 % | 3,419 % | 1,928 % |
| 65 | 3,452 % | 4,505 % | 4,027 % | 3,847 % | 3,417 % | 1,933 % |
| 66 | 3,449 % | 4,487 % | 4,016 % | 3,839 % | 3,415 % | 1,939 % |
| 67 | 3,445 % | 4,469 % | 4,005 % | 3,831 % | 3,414 % | 1,944 % |
| 68 | 3,442 % | 4,452 % | 3,995 % | 3,823 % | 3,412 % | 1,949 % |
| 69 | 3,439 % | 4,435 % | 3,985 % | 3,815 % | 3,410 % | 1,954 % |
| 70 | 3,436 % | 4,419 % | 3,975 % | 3,808 % | 3,409 % | 1,959 % |
| 71 | 3,434 % | 4,403 % | 3,966 % | 3,801 % | 3,407 % | 1,964 % |
| 72 | 3,431 % | 4,387 % | 3,957 % | 3,794 % | 3,406 % | 1,968 % |
| 73 | 3,429 % | 4,372 % | 3,948 % | 3,787 % | 3,405 % | 1,973 % |
| 74 | 3,426 % | 4,358 % | 3,939 % | 3,781 % | 3,403 % | 1,977 % |
| 75 | 3,424 % | 4,344 % | 3,930 % | 3,774 % | 3,402 % | 1,982 % |
| 76 | 3,422 % | 4,330 % | 3,922 % | 3,768 % | 3,401 % | 1,986 % |
| 77 | 3,420 % | 4,317 % | 3,914 % | 3,762 % | 3,399 % | 1,990 % |
| 78 | 3,418 % | 4,303 % | 3,906 % | 3,756 % | 3,398 % | 1,994 % |
| 79 | 3,416 % | 4,291 % | 3,898 % | 3,750 % | 3,397 % | 1,997 % |
| 80 | 3,415 % | 4,278 % | 3,891 % | 3,745 % | 3,396 % | 2,001 % |
| 81 | 3,413 % | 4,266 % | 3,884 % | 3,739 % | 3,395 % | 2,005 % |
| 82 | 3,411 % | 4,254 % | 3,876 % | 3,734 % | 3,394 % | 2,008 % |
| 83 | 3,410 % | 4,243 % | 3,869 % | 3,729 % | 3,392 % | 2,012 % |
| 84 | 3,408 % | 4,232 % | 3,863 % | 3,724 % | 3,391 % | 2,015 % |
| 85 | 3,407 % | 4,221 % | 3,856 % | 3,719 % | 3,390 % | 2,019 % |
| 86 | 3,405 % | 4,210 % | 3,850 % | 3,714 % | 3,389 % | 2,022 % |
| 87 | 3,404 % | 4,199 % | 3,843 % | 3,709 % | 3,388 % | 2,025 % |
| 88 | 3,403 % | 4,189 % | 3,837 % | 3,704 % | 3,387 % | 2,028 % |
| 89 | 3,401 % | 4,179 % | 3,831 % | 3,700 % | 3,386 % | 2,031 % |
| 90 | 3,400 % | 4,169 % | 3,825 % | 3,695 % | 3,385 % | 2,034 % |
| 91 | 3,399 % | 4,160 % | 3,819 % | 3,691 % | 3,384 % | 2,037 % |
| 92 | 3,398 % | 4,150 % | 3,814 % | 3,687 % | 3,384 % | 2,040 % |
| 93 | 3,396 % | 4,141 % | 3,808 % | 3,683 % | 3,383 % | 2,043 % |
| 94 | 3,395 % | 4,132 % | 3,803 % | 3,679 % | 3,382 % | 2,046 % |
| 95 | 3,394 % | 4,123 % | 3,797 % | 3,675 % | 3,381 % | 2,048 % |
| 96 | 3,393 % | 4,115 % | 3,792 % | 3,671 % | 3,380 % | 2,051 % |
| 97 | 3,392 % | 4,106 % | 3,787 % | 3,667 % | 3,379 % | 2,053 % |
| 98 | 3,391 % | 4,098 % | 3,782 % | 3,663 % | 3,378 % | 2,056 % |
| 99 | 3,390 % | 4,090 % | 3,777 % | 3,659 % | 3,378 % | 2,058 % |
| 100 | 3,389 % | 4,082 % | 3,772 % | 3,656 % | 3,377 % | 2,061 % |
| 101 | 3,388 % | 4,074 % | 3,768 % | 3,652 % | 3,376 % | 2,063 % |
| 102 | 3,387 % | 4,067 % | 3,763 % | 3,649 % | 3,375 % | 2,065 % |
| 103 | 3,387 % | 4,059 % | 3,759 % | 3,645 % | 3,375 % | 2,068 % |
| 104 | 3,386 % | 4,052 % | 3,754 % | 3,642 % | 3,374 % | 2,070 % |
| 105 | 3,385 % | 4,045 % | 3,750 % | 3,639 % | 3,373 % | 2,072 % |
| 106 | 3,384 % | 4,038 % | 3,746 % | 3,636 % | 3,373 % | 2,074 % |
| 107 | 3,383 % | 4,031 % | 3,742 % | 3,633 % | 3,372 % | 2,076 % |
| 108 | 3,382 % | 4,024 % | 3,737 % | 3,629 % | 3,371 % | 2,078 % |
| 109 | 3,382 % | 4,017 % | 3,733 % | 3,626 % | 3,371 % | 2,080 % |
| 110 | 3,381 % | 4,011 % | 3,729 % | 3,623 % | 3,370 % | 2,082 % |
| 111 | 3,380 % | 4,004 % | 3,726 % | 3,621 % | 3,369 % | 2,084 % |
| 112 | 3,379 % | 3,998 % | 3,722 % | 3,618 % | 3,369 % | 2,086 % |
| 113 | 3,379 % | 3,992 % | 3,718 % | 3,615 % | 3,368 % | 2,088 % |
| 114 | 3,378 % | 3,986 % | 3,714 % | 3,612 % | 3,368 % | 2,090 % |
| 115 | 3,377 % | 3,980 % | 3,711 % | 3,609 % | 3,367 % | 2,092 % |
| 116 | 3,377 % | 3,974 % | 3,707 % | 3,607 % | 3,366 % | 2,094 % |
| 117 | 3,376 % | 3,968 % | 3,704 % | 3,604 % | 3,366 % | 2,095 % |
| 118 | 3,375 % | 3,962 % | 3,700 % | 3,601 % | 3,365 % | 2,097 % |
| 119 | 3,375 % | 3,957 % | 3,697 % | 3,599 % | 3,365 % | 2,099 % |
| 120 | 3,374 % | 3,951 % | 3,694 % | 3,596 % | 3,364 % | 2,101 % |
| 121 | 3,373 % | 3,946 % | 3,690 % | 3,594 % | 3,364 % | 2,102 % |
| 122 | 3,373 % | 3,941 % | 3,687 % | 3,592 % | 3,363 % | 2,104 % |
| 123 | 3,372 % | 3,935 % | 3,684 % | 3,589 % | 3,363 % | 2,105 % |
| 124 | 3,372 % | 3,930 % | 3,681 % | 3,587 % | 3,362 % | 2,107 % |
| 125 | 3,371 % | 3,925 % | 3,678 % | 3,585 % | 3,362 % | 2,109 % |
| 126 | 3,371 % | 3,920 % | 3,675 % | 3,582 % | 3,361 % | 2,110 % |
| 127 | 3,370 % | 3,915 % | 3,672 % | 3,580 % | 3,361 % | 2,112 % |
| 128 | 3,369 % | 3,910 % | 3,669 % | 3,578 % | 3,360 % | 2,113 % |
| 129 | 3,369 % | 3,906 % | 3,666 % | 3,576 % | 3,360 % | 2,114 % |
| 130 | 3,368 % | 3,901 % | 3,663 % | 3,574 % | 3,359 % | 2,116 % |
| 131 | 3,368 % | 3,896 % | 3,660 % | 3,572 % | 3,359 % | 2,117 % |
| 132 | 3,367 % | 3,892 % | 3,658 % | 3,569 % | 3,358 % | 2,119 % |
| 133 | 3,367 % | 3,887 % | 3,655 % | 3,567 % | 3,358 % | 2,120 % |
| 134 | 3,366 % | 3,883 % | 3,652 % | 3,565 % | 3,357 % | 2,121 % |
| 135 | 3,366 % | 3,879 % | 3,650 % | 3,563 % | 3,357 % | 2,123 % |
| 136 | 3,365 % | 3,874 % | 3,647 % | 3,562 % | 3,357 % | 2,124 % |
| 137 | 3,365 % | 3,870 % | 3,645 % | 3,560 % | 3,356 % | 2,125 % |
| 138 | 3,364 % | 3,866 % | 3,642 % | 3,558 % | 3,356 % | 2,127 % |
| 139 | 3,364 % | 3,862 % | 3,640 % | 3,556 % | 3,355 % | 2,128 % |
| 140 | 3,363 % | 3,858 % | 3,637 % | 3,554 % | 3,355 % | 2,129 % |
| 141 | 3,363 % | 3,854 % | 3,635 % | 3,552 % | 3,355 % | 2,130 % |
| 142 | 3,363 % | 3,850 % | 3,633 % | 3,550 % | 3,354 % | 2,131 % |
| 143 | 3,362 % | 3,846 % | 3,630 % | 3,549 % | 3,354 % | 2,133 % |
| 144 | 3,362 % | 3,842 % | 3,628 % | 3,547 % | 3,354 % | 2,134 % |
| 145 | 3,361 % | 3,839 % | 3,626 % | 3,545 % | 3,353 % | 2,135 % |
| 146 | 3,361 % | 3,835 % | 3,623 % | 3,544 % | 3,353 % | 2,136 % |
| 147 | 3,360 % | 3,831 % | 3,621 % | 3,542 % | 3,352 % | 2,137 % |
| 148 | 3,360 % | 3,828 % | 3,619 % | 3,540 % | 3,352 % | 2,138 % |
| 149 | 3,360 % | 3,824 % | 3,617 % | 3,539 % | 3,352 % | 2,139 % |
| 150 | 3,359 % | 3,821 % | 3,615 % | 3,537 % | 3,351 % | 2,140 % |
| Term to maturity (in years) | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso | Hong Kong dollar |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 4,646 % | 2,406 % | 4,440 % | 4,441 % | 7,516 % | 4,306 % |
| 2 | 4,488 % | 2,311 % | 3,966 % | 4,859 % | 8,690 % | 3,912 % |
| 3 | 4,369 % | 2,310 % | 3,717 % | 5,215 % | 9,395 % | 3,686 % |
| 4 | 4,337 % | 2,362 % | 3,537 % | 5,499 % | 9,825 % | 3,544 % |
| 5 | 4,323 % | 2,442 % | 3,438 % | 5,724 % | 10,093 % | 3,454 % |
| 6 | 4,365 % | 2,530 % | 3,394 % | 5,893 % | 10,283 % | 3,405 % |
| 7 | 4,401 % | 2,616 % | 3,386 % | 6,007 % | 10,427 % | 3,381 % |
| 8 | 4,443 % | 2,696 % | 3,402 % | 6,067 % | 10,561 % | 3,372 % |
| 9 | 4,483 % | 2,766 % | 3,426 % | 6,090 % | 10,661 % | 3,372 % |
| 10 | 4,521 % | 2,826 % | 3,449 % | 6,091 % | 10,749 % | 3,377 % |
| 11 | 4,559 % | 2,876 % | 3,463 % | 6,078 % | 10,785 % | 3,386 % |
| 12 | 4,593 % | 2,916 % | 3,471 % | 6,055 % | 10,769 % | 3,397 % |
| 13 | 4,620 % | 2,951 % | 3,474 % | 6,026 % | 10,714 % | 3,408 % |
| 14 | 4,641 % | 2,980 % | 3,474 % | 5,993 % | 10,631 % | 3,417 % |
| 15 | 4,655 % | 3,005 % | 3,471 % | 5,957 % | 10,526 % | 3,426 % |
| 16 | 4,662 % | 3,027 % | 3,466 % | 5,919 % | 10,406 % | 3,432 % |
| 17 | 4,663 % | 3,046 % | 3,460 % | 5,880 % | 10,274 % | 3,437 % |
| 18 | 4,658 % | 3,063 % | 3,453 % | 5,841 % | 10,134 % | 3,440 % |
| 19 | 4,647 % | 3,078 % | 3,445 % | 5,802 % | 9,989 % | 3,442 % |
| 20 | 4,630 % | 3,091 % | 3,437 % | 5,763 % | 9,842 % | 3,444 % |
| 21 | 4,608 % | 3,103 % | 3,429 % | 5,725 % | 9,694 % | 3,445 % |
| 22 | 4,582 % | 3,114 % | 3,421 % | 5,688 % | 9,547 % | 3,445 % |
| 23 | 4,552 % | 3,124 % | 3,414 % | 5,651 % | 9,401 % | 3,445 % |
| 24 | 4,520 % | 3,133 % | 3,406 % | 5,616 % | 9,258 % | 3,444 % |
| 25 | 4,486 % | 3,141 % | 3,398 % | 5,582 % | 9,118 % | 3,443 % |
| 26 | 4,451 % | 3,148 % | 3,391 % | 5,549 % | 8,983 % | 3,442 % |
| 27 | 4,415 % | 3,155 % | 3,385 % | 5,517 % | 8,851 % | 3,441 % |
| 28 | 4,380 % | 3,161 % | 3,379 % | 5,486 % | 8,724 % | 3,440 % |
| 29 | 4,346 % | 3,167 % | 3,373 % | 5,456 % | 8,601 % | 3,438 % |
| 30 | 4,314 % | 3,172 % | 3,367 % | 5,427 % | 8,483 % | 3,436 % |
| 31 | 4,283 % | 3,177 % | 3,363 % | 5,400 % | 8,369 % | 3,434 % |
| 32 | 4,254 % | 3,182 % | 3,358 % | 5,373 % | 8,260 % | 3,433 % |
| 33 | 4,227 % | 3,186 % | 3,354 % | 5,347 % | 8,155 % | 3,431 % |
| 34 | 4,202 % | 3,190 % | 3,351 % | 5,323 % | 8,054 % | 3,429 % |
| 35 | 4,177 % | 3,194 % | 3,347 % | 5,299 % | 7,958 % | 3,427 % |
| 36 | 4,155 % | 3,197 % | 3,344 % | 5,276 % | 7,866 % | 3,425 % |
| 37 | 4,133 % | 3,201 % | 3,341 % | 5,255 % | 7,777 % | 3,423 % |
| 38 | 4,112 % | 3,204 % | 3,339 % | 5,234 % | 7,692 % | 3,421 % |
| 39 | 4,092 % | 3,207 % | 3,336 % | 5,213 % | 7,611 % | 3,419 % |
| 40 | 4,074 % | 3,209 % | 3,334 % | 5,194 % | 7,533 % | 3,417 % |
| 41 | 4,056 % | 3,212 % | 3,332 % | 5,175 % | 7,458 % | 3,415 % |
| 42 | 4,039 % | 3,215 % | 3,330 % | 5,157 % | 7,387 % | 3,414 % |
| 43 | 4,022 % | 3,217 % | 3,329 % | 5,140 % | 7,318 % | 3,412 % |
| 44 | 4,007 % | 3,219 % | 3,327 % | 5,123 % | 7,252 % | 3,410 % |
| 45 | 3,992 % | 3,221 % | 3,325 % | 5,107 % | 7,189 % | 3,408 % |
| 46 | 3,977 % | 3,223 % | 3,324 % | 5,092 % | 7,128 % | 3,406 % |
| 47 | 3,964 % | 3,225 % | 3,323 % | 5,077 % | 7,070 % | 3,405 % |
| 48 | 3,950 % | 3,227 % | 3,322 % | 5,062 % | 7,014 % | 3,403 % |
| 49 | 3,938 % | 3,228 % | 3,321 % | 5,048 % | 6,960 % | 3,401 % |
| 50 | 3,925 % | 3,230 % | 3,320 % | 5,035 % | 6,908 % | 3,400 % |
| 51 | 3,914 % | 3,232 % | 3,319 % | 5,022 % | 6,858 % | 3,398 % |
| 52 | 3,902 % | 3,233 % | 3,318 % | 5,010 % | 6,810 % | 3,397 % |
| 53 | 3,891 % | 3,235 % | 3,317 % | 4,998 % | 6,764 % | 3,395 % |
| 54 | 3,881 % | 3,236 % | 3,316 % | 4,986 % | 6,719 % | 3,394 % |
| 55 | 3,870 % | 3,237 % | 3,315 % | 4,975 % | 6,676 % | 3,392 % |
| 56 | 3,861 % | 3,239 % | 3,315 % | 4,964 % | 6,634 % | 3,391 % |
| 57 | 3,851 % | 3,240 % | 3,314 % | 4,953 % | 6,594 % | 3,390 % |
| 58 | 3,842 % | 3,241 % | 3,314 % | 4,943 % | 6,555 % | 3,388 % |
| 59 | 3,833 % | 3,242 % | 3,313 % | 4,933 % | 6,518 % | 3,387 % |
| 60 | 3,824 % | 3,243 % | 3,312 % | 4,924 % | 6,481 % | 3,386 % |
| 61 | 3,816 % | 3,244 % | 3,312 % | 4,914 % | 6,446 % | 3,384 % |
| 62 | 3,808 % | 3,245 % | 3,312 % | 4,905 % | 6,412 % | 3,383 % |
| 63 | 3,800 % | 3,246 % | 3,311 % | 4,897 % | 6,379 % | 3,382 % |
| 64 | 3,792 % | 3,247 % | 3,311 % | 4,888 % | 6,348 % | 3,381 % |
| 65 | 3,785 % | 3,248 % | 3,310 % | 4,880 % | 6,317 % | 3,380 % |
| 66 | 3,778 % | 3,249 % | 3,310 % | 4,872 % | 6,287 % | 3,379 % |
| 67 | 3,771 % | 3,250 % | 3,310 % | 4,864 % | 6,257 % | 3,378 % |
| 68 | 3,764 % | 3,250 % | 3,309 % | 4,857 % | 6,229 % | 3,377 % |
| 69 | 3,757 % | 3,251 % | 3,309 % | 4,850 % | 6,202 % | 3,375 % |
| 70 | 3,751 % | 3,252 % | 3,309 % | 4,842 % | 6,175 % | 3,374 % |
| 71 | 3,745 % | 3,253 % | 3,308 % | 4,836 % | 6,149 % | 3,374 % |
| 72 | 3,739 % | 3,253 % | 3,308 % | 4,829 % | 6,124 % | 3,373 % |
| 73 | 3,733 % | 3,254 % | 3,308 % | 4,822 % | 6,100 % | 3,372 % |
| 74 | 3,727 % | 3,255 % | 3,308 % | 4,816 % | 6,076 % | 3,371 % |
| 75 | 3,722 % | 3,255 % | 3,308 % | 4,810 % | 6,053 % | 3,370 % |
| 76 | 3,716 % | 3,256 % | 3,307 % | 4,804 % | 6,030 % | 3,369 % |
| 77 | 3,711 % | 3,257 % | 3,307 % | 4,798 % | 6,008 % | 3,368 % |
| 78 | 3,706 % | 3,257 % | 3,307 % | 4,792 % | 5,987 % | 3,367 % |
| 79 | 3,701 % | 3,258 % | 3,307 % | 4,787 % | 5,966 % | 3,366 % |
| 80 | 3,696 % | 3,258 % | 3,307 % | 4,781 % | 5,945 % | 3,366 % |
| 81 | 3,691 % | 3,259 % | 3,306 % | 4,776 % | 5,926 % | 3,365 % |
| 82 | 3,686 % | 3,259 % | 3,306 % | 4,771 % | 5,906 % | 3,364 % |
| 83 | 3,681 % | 3,260 % | 3,306 % | 4,765 % | 5,887 % | 3,363 % |
| 84 | 3,677 % | 3,260 % | 3,306 % | 4,761 % | 5,869 % | 3,363 % |
| 85 | 3,673 % | 3,261 % | 3,306 % | 4,756 % | 5,851 % | 3,362 % |
| 86 | 3,668 % | 3,261 % | 3,306 % | 4,751 % | 5,833 % | 3,361 % |
| 87 | 3,664 % | 3,262 % | 3,306 % | 4,746 % | 5,816 % | 3,361 % |
| 88 | 3,660 % | 3,262 % | 3,306 % | 4,742 % | 5,799 % | 3,360 % |
| 89 | 3,656 % | 3,263 % | 3,305 % | 4,737 % | 5,783 % | 3,359 % |
| 90 | 3,652 % | 3,263 % | 3,305 % | 4,733 % | 5,767 % | 3,359 % |
| 91 | 3,648 % | 3,263 % | 3,305 % | 4,729 % | 5,751 % | 3,358 % |
| 92 | 3,644 % | 3,264 % | 3,305 % | 4,725 % | 5,736 % | 3,357 % |
| 93 | 3,641 % | 3,264 % | 3,305 % | 4,721 % | 5,721 % | 3,357 % |
| 94 | 3,637 % | 3,265 % | 3,305 % | 4,717 % | 5,706 % | 3,356 % |
| 95 | 3,634 % | 3,265 % | 3,305 % | 4,713 % | 5,692 % | 3,356 % |
| 96 | 3,630 % | 3,265 % | 3,305 % | 4,709 % | 5,678 % | 3,355 % |
| 97 | 3,627 % | 3,266 % | 3,305 % | 4,705 % | 5,664 % | 3,354 % |
| 98 | 3,624 % | 3,266 % | 3,305 % | 4,702 % | 5,651 % | 3,354 % |
| 99 | 3,620 % | 3,267 % | 3,305 % | 4,698 % | 5,637 % | 3,353 % |
| 100 | 3,617 % | 3,267 % | 3,305 % | 4,695 % | 5,624 % | 3,353 % |
| 101 | 3,614 % | 3,267 % | 3,304 % | 4,691 % | 5,612 % | 3,352 % |
| 102 | 3,611 % | 3,268 % | 3,304 % | 4,688 % | 5,599 % | 3,352 % |
| 103 | 3,608 % | 3,268 % | 3,304 % | 4,685 % | 5,587 % | 3,351 % |
| 104 | 3,605 % | 3,268 % | 3,304 % | 4,682 % | 5,575 % | 3,351 % |
| 105 | 3,602 % | 3,268 % | 3,304 % | 4,678 % | 5,563 % | 3,350 % |
| 106 | 3,599 % | 3,269 % | 3,304 % | 4,675 % | 5,552 % | 3,350 % |
| 107 | 3,596 % | 3,269 % | 3,304 % | 4,672 % | 5,541 % | 3,349 % |
| 108 | 3,594 % | 3,269 % | 3,304 % | 4,669 % | 5,530 % | 3,349 % |
| 109 | 3,591 % | 3,270 % | 3,304 % | 4,666 % | 5,519 % | 3,348 % |
| 110 | 3,588 % | 3,270 % | 3,304 % | 4,663 % | 5,508 % | 3,348 % |
| 111 | 3,586 % | 3,270 % | 3,304 % | 4,661 % | 5,497 % | 3,348 % |
| 112 | 3,583 % | 3,270 % | 3,304 % | 4,658 % | 5,487 % | 3,347 % |
| 113 | 3,581 % | 3,271 % | 3,304 % | 4,655 % | 5,477 % | 3,347 % |
| 114 | 3,578 % | 3,271 % | 3,304 % | 4,652 % | 5,467 % | 3,346 % |
| 115 | 3,576 % | 3,271 % | 3,304 % | 4,650 % | 5,457 % | 3,346 % |
| 116 | 3,573 % | 3,272 % | 3,304 % | 4,647 % | 5,448 % | 3,346 % |
| 117 | 3,571 % | 3,272 % | 3,304 % | 4,645 % | 5,438 % | 3,345 % |
| 118 | 3,569 % | 3,272 % | 3,304 % | 4,642 % | 5,429 % | 3,345 % |
| 119 | 3,567 % | 3,272 % | 3,304 % | 4,640 % | 5,420 % | 3,344 % |
| 120 | 3,564 % | 3,272 % | 3,304 % | 4,637 % | 5,411 % | 3,344 % |
| 121 | 3,562 % | 3,273 % | 3,304 % | 4,635 % | 5,402 % | 3,344 % |
| 122 | 3,560 % | 3,273 % | 3,304 % | 4,633 % | 5,393 % | 3,343 % |
| 123 | 3,558 % | 3,273 % | 3,303 % | 4,630 % | 5,385 % | 3,343 % |
| 124 | 3,556 % | 3,273 % | 3,303 % | 4,628 % | 5,377 % | 3,343 % |
| 125 | 3,554 % | 3,274 % | 3,303 % | 4,626 % | 5,368 % | 3,342 % |
| 126 | 3,552 % | 3,274 % | 3,303 % | 4,624 % | 5,360 % | 3,342 % |
| 127 | 3,550 % | 3,274 % | 3,303 % | 4,621 % | 5,352 % | 3,342 % |
| 128 | 3,548 % | 3,274 % | 3,303 % | 4,619 % | 5,344 % | 3,341 % |
| 129 | 3,546 % | 3,274 % | 3,303 % | 4,617 % | 5,337 % | 3,341 % |
| 130 | 3,544 % | 3,275 % | 3,303 % | 4,615 % | 5,329 % | 3,341 % |
| 131 | 3,542 % | 3,275 % | 3,303 % | 4,613 % | 5,321 % | 3,340 % |
| 132 | 3,540 % | 3,275 % | 3,303 % | 4,611 % | 5,314 % | 3,340 % |
| 133 | 3,539 % | 3,275 % | 3,303 % | 4,609 % | 5,307 % | 3,340 % |
| 134 | 3,537 % | 3,275 % | 3,303 % | 4,607 % | 5,300 % | 3,339 % |
| 135 | 3,535 % | 3,276 % | 3,303 % | 4,605 % | 5,293 % | 3,339 % |
| 136 | 3,533 % | 3,276 % | 3,303 % | 4,603 % | 5,286 % | 3,339 % |
| 137 | 3,532 % | 3,276 % | 3,303 % | 4,602 % | 5,279 % | 3,339 % |
| 138 | 3,530 % | 3,276 % | 3,303 % | 4,600 % | 5,272 % | 3,338 % |
| 139 | 3,528 % | 3,276 % | 3,303 % | 4,598 % | 5,265 % | 3,338 % |
| 140 | 3,527 % | 3,276 % | 3,303 % | 4,596 % | 5,259 % | 3,338 % |
| 141 | 3,525 % | 3,277 % | 3,303 % | 4,594 % | 5,252 % | 3,337 % |
| 142 | 3,523 % | 3,277 % | 3,303 % | 4,593 % | 5,246 % | 3,337 % |
| 143 | 3,522 % | 3,277 % | 3,303 % | 4,591 % | 5,240 % | 3,337 % |
| 144 | 3,520 % | 3,277 % | 3,303 % | 4,589 % | 5,233 % | 3,337 % |
| 145 | 3,519 % | 3,277 % | 3,303 % | 4,588 % | 5,227 % | 3,336 % |
| 146 | 3,517 % | 3,277 % | 3,303 % | 4,586 % | 5,221 % | 3,336 % |
| 147 | 3,516 % | 3,278 % | 3,303 % | 4,584 % | 5,215 % | 3,336 % |
| 148 | 3,514 % | 3,278 % | 3,303 % | 4,583 % | 5,209 % | 3,336 % |
| 149 | 3,513 % | 3,278 % | 3,303 % | 4,581 % | 5,204 % | 3,335 % |
| 150 | 3,512 % | 3,278 % | 3,303 % | 4,580 % | 5,198 % | 3,335 % |
| Term to maturity (in years) | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand | Real |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 6,815 % | 10,964 % | 1,127 % | 5,368 % | 7,902 % | 10,790 % |
| 2 | 6,552 % | 10,373 % | 1,230 % | 4,906 % | 7,694 % | 11,295 % |
| 3 | 6,477 % | 9,915 % | 1,315 % | 4,605 % | 7,698 % | 11,604 % |
| 4 | 6,436 % | 9,650 % | 1,387 % | 4,445 % | 7,902 % | 11,787 % |
| 5 | 6,424 % | 9,465 % | 1,442 % | 4,375 % | 8,124 % | 11,881 % |
| 6 | 6,410 % | 9,399 % | 1,486 % | 4,354 % | 8,420 % | 11,931 % |
| 7 | 6,389 % | 9,387 % | 1,520 % | 4,358 % | 8,728 % | 11,970 % |
| 8 | 6,365 % | 9,375 % | 1,545 % | 4,379 % | 9,067 % | 11,979 % |
| 9 | 6,339 % | 9,347 % | 1,565 % | 4,409 % | 9,344 % | 11,975 % |
| 10 | 6,313 % | 9,297 % | 1,579 % | 4,446 % | 9,570 % | 11,962 % |
| 11 | 6,286 % | 9,223 % | 1,601 % | 4,488 % | 9,775 % | 11,911 % |
| 12 | 6,260 % | 9,131 % | 1,633 % | 4,532 % | 9,956 % | 11,824 % |
| 13 | 6,233 % | 9,025 % | 1,670 % | 4,574 % | 10,110 % | 11,712 % |
| 14 | 6,208 % | 8,912 % | 1,710 % | 4,613 % | 10,231 % | 11,581 % |
| 15 | 6,183 % | 8,793 % | 1,753 % | 4,648 % | 10,311 % | 11,437 % |
| 16 | 6,159 % | 8,671 % | 1,795 % | 4,678 % | 10,349 % | 11,283 % |
| 17 | 6,136 % | 8,548 % | 1,838 % | 4,702 % | 10,350 % | 11,124 % |
| 18 | 6,113 % | 8,426 % | 1,881 % | 4,719 % | 10,322 % | 10,962 % |
| 19 | 6,091 % | 8,305 % | 1,922 % | 4,730 % | 10,272 % | 10,798 % |
| 20 | 6,070 % | 8,186 % | 1,963 % | 4,733 % | 10,205 % | 10,636 % |
| 21 | 6,050 % | 8,070 % | 2,002 % | 4,728 % | 10,124 % | 10,475 % |
| 22 | 6,031 % | 7,957 % | 2,040 % | 4,718 % | 10,034 % | 10,316 % |
| 23 | 6,012 % | 7,848 % | 2,076 % | 4,702 % | 9,937 % | 10,162 % |
| 24 | 5,994 % | 7,742 % | 2,111 % | 4,683 % | 9,836 % | 10,011 % |
| 25 | 5,977 % | 7,640 % | 2,145 % | 4,662 % | 9,732 % | 9,865 % |
| 26 | 5,960 % | 7,542 % | 2,178 % | 4,638 % | 9,626 % | 9,724 % |
| 27 | 5,944 % | 7,448 % | 2,209 % | 4,613 % | 9,520 % | 9,588 % |
| 28 | 5,929 % | 7,357 % | 2,239 % | 4,587 % | 9,415 % | 9,457 % |
| 29 | 5,914 % | 7,271 % | 2,267 % | 4,560 % | 9,312 % | 9,331 % |
| 30 | 5,900 % | 7,187 % | 2,295 % | 4,534 % | 9,210 % | 9,211 % |
| 31 | 5,886 % | 7,108 % | 2,321 % | 4,507 % | 9,111 % | 9,095 % |
| 32 | 5,873 % | 7,031 % | 2,346 % | 4,481 % | 9,015 % | 8,984 % |
| 33 | 5,861 % | 6,958 % | 2,370 % | 4,454 % | 8,921 % | 8,877 % |
| 34 | 5,849 % | 6,888 % | 2,394 % | 4,429 % | 8,831 % | 8,775 % |
| 35 | 5,837 % | 6,821 % | 2,416 % | 4,403 % | 8,744 % | 8,678 % |
| 36 | 5,826 % | 6,757 % | 2,437 % | 4,379 % | 8,660 % | 8,584 % |
| 37 | 5,815 % | 6,696 % | 2,458 % | 4,355 % | 8,578 % | 8,495 % |
| 38 | 5,805 % | 6,637 % | 2,477 % | 4,332 % | 8,500 % | 8,409 % |
| 39 | 5,795 % | 6,581 % | 2,496 % | 4,309 % | 8,425 % | 8,328 % |
| 40 | 5,785 % | 6,527 % | 2,514 % | 4,287 % | 8,353 % | 8,249 % |
| 41 | 5,776 % | 6,475 % | 2,532 % | 4,266 % | 8,284 % | 8,174 % |
| 42 | 5,767 % | 6,425 % | 2,548 % | 4,245 % | 8,217 % | 8,102 % |
| 43 | 5,758 % | 6,378 % | 2,564 % | 4,225 % | 8,153 % | 8,033 % |
| 44 | 5,750 % | 6,332 % | 2,580 % | 4,206 % | 8,091 % | 7,966 % |
| 45 | 5,742 % | 6,288 % | 2,595 % | 4,187 % | 8,032 % | 7,903 % |
| 46 | 5,734 % | 6,246 % | 2,609 % | 4,169 % | 7,975 % | 7,842 % |
| 47 | 5,727 % | 6,205 % | 2,623 % | 4,152 % | 7,920 % | 7,783 % |
| 48 | 5,719 % | 6,166 % | 2,636 % | 4,135 % | 7,867 % | 7,727 % |
| 49 | 5,712 % | 6,129 % | 2,649 % | 4,119 % | 7,817 % | 7,673 % |
| 50 | 5,706 % | 6,093 % | 2,662 % | 4,103 % | 7,768 % | 7,620 % |
| 51 | 5,699 % | 6,058 % | 2,674 % | 4,088 % | 7,721 % | 7,570 % |
| 52 | 5,693 % | 6,025 % | 2,685 % | 4,074 % | 7,675 % | 7,522 % |
| 53 | 5,687 % | 5,992 % | 2,696 % | 4,059 % | 7,632 % | 7,475 % |
| 54 | 5,681 % | 5,961 % | 2,707 % | 4,046 % | 7,590 % | 7,430 % |
| 55 | 5,675 % | 5,931 % | 2,718 % | 4,033 % | 7,549 % | 7,387 % |
| 56 | 5,670 % | 5,902 % | 2,728 % | 4,020 % | 7,510 % | 7,345 % |
| 57 | 5,664 % | 5,874 % | 2,737 % | 4,007 % | 7,472 % | 7,305 % |
| 58 | 5,659 % | 5,847 % | 2,747 % | 3,995 % | 7,435 % | 7,266 % |
| 59 | 5,654 % | 5,821 % | 2,756 % | 3,984 % | 7,399 % | 7,228 % |
| 60 | 5,649 % | 5,796 % | 2,765 % | 3,973 % | 7,365 % | 7,192 % |
| 61 | 5,644 % | 5,771 % | 2,773 % | 3,962 % | 7,332 % | 7,156 % |
| 62 | 5,640 % | 5,747 % | 2,782 % | 3,951 % | 7,300 % | 7,122 % |
| 63 | 5,635 % | 5,724 % | 2,790 % | 3,941 % | 7,269 % | 7,089 % |
| 64 | 5,631 % | 5,702 % | 2,798 % | 3,931 % | 7,239 % | 7,057 % |
| 65 | 5,627 % | 5,680 % | 2,805 % | 3,921 % | 7,209 % | 7,026 % |
| 66 | 5,623 % | 5,659 % | 2,813 % | 3,912 % | 7,181 % | 6,996 % |
| 67 | 5,619 % | 5,639 % | 2,820 % | 3,903 % | 7,154 % | 6,966 % |
| 68 | 5,615 % | 5,619 % | 2,827 % | 3,894 % | 7,127 % | 6,938 % |
| 69 | 5,611 % | 5,600 % | 2,834 % | 3,885 % | 7,101 % | 6,911 % |
| 70 | 5,607 % | 5,581 % | 2,840 % | 3,877 % | 7,076 % | 6,884 % |
| 71 | 5,604 % | 5,563 % | 2,847 % | 3,869 % | 7,051 % | 6,858 % |
| 72 | 5,600 % | 5,546 % | 2,853 % | 3,861 % | 7,028 % | 6,832 % |
| 73 | 5,597 % | 5,529 % | 2,859 % | 3,853 % | 7,004 % | 6,808 % |
| 74 | 5,594 % | 5,512 % | 2,865 % | 3,846 % | 6,982 % | 6,784 % |
| 75 | 5,590 % | 5,496 % | 2,871 % | 3,839 % | 6,960 % | 6,761 % |
| 76 | 5,587 % | 5,480 % | 2,876 % | 3,832 % | 6,939 % | 6,738 % |
| 77 | 5,584 % | 5,464 % | 2,882 % | 3,825 % | 6,918 % | 6,716 % |
| 78 | 5,581 % | 5,449 % | 2,887 % | 3,818 % | 6,898 % | 6,694 % |
| 79 | 5,578 % | 5,435 % | 2,892 % | 3,811 % | 6,878 % | 6,673 % |
| 80 | 5,576 % | 5,421 % | 2,897 % | 3,805 % | 6,859 % | 6,653 % |
| 81 | 5,573 % | 5,407 % | 2,902 % | 3,799 % | 6,840 % | 6,633 % |
| 82 | 5,570 % | 5,393 % | 2,907 % | 3,793 % | 6,822 % | 6,614 % |
| 83 | 5,567 % | 5,380 % | 2,912 % | 3,787 % | 6,804 % | 6,595 % |
| 84 | 5,565 % | 5,367 % | 2,916 % | 3,781 % | 6,786 % | 6,576 % |
| 85 | 5,562 % | 5,354 % | 2,921 % | 3,775 % | 6,769 % | 6,558 % |
| 86 | 5,560 % | 5,342 % | 2,925 % | 3,770 % | 6,753 % | 6,540 % |
| 87 | 5,558 % | 5,330 % | 2,929 % | 3,764 % | 6,737 % | 6,523 % |
| 88 | 5,555 % | 5,318 % | 2,934 % | 3,759 % | 6,721 % | 6,506 % |
| 89 | 5,553 % | 5,307 % | 2,938 % | 3,754 % | 6,705 % | 6,490 % |
| 90 | 5,551 % | 5,296 % | 2,942 % | 3,749 % | 6,690 % | 6,474 % |
| 91 | 5,548 % | 5,285 % | 2,946 % | 3,744 % | 6,675 % | 6,458 % |
| 92 | 5,546 % | 5,274 % | 2,950 % | 3,739 % | 6,661 % | 6,443 % |
| 93 | 5,544 % | 5,263 % | 2,953 % | 3,734 % | 6,647 % | 6,428 % |
| 94 | 5,542 % | 5,253 % | 2,957 % | 3,730 % | 6,633 % | 6,413 % |
| 95 | 5,540 % | 5,243 % | 2,961 % | 3,725 % | 6,619 % | 6,398 % |
| 96 | 5,538 % | 5,233 % | 2,964 % | 3,721 % | 6,606 % | 6,384 % |
| 97 | 5,536 % | 5,223 % | 2,968 % | 3,716 % | 6,593 % | 6,370 % |
| 98 | 5,534 % | 5,214 % | 2,971 % | 3,712 % | 6,580 % | 6,357 % |
| 99 | 5,532 % | 5,205 % | 2,974 % | 3,708 % | 6,567 % | 6,344 % |
| 100 | 5,531 % | 5,196 % | 2,978 % | 3,704 % | 6,555 % | 6,330 % |
| 101 | 5,529 % | 5,187 % | 2,981 % | 3,700 % | 6,543 % | 6,318 % |
| 102 | 5,527 % | 5,178 % | 2,984 % | 3,696 % | 6,531 % | 6,305 % |
| 103 | 5,525 % | 5,169 % | 2,987 % | 3,692 % | 6,520 % | 6,293 % |
| 104 | 5,524 % | 5,161 % | 2,990 % | 3,688 % | 6,509 % | 6,281 % |
| 105 | 5,522 % | 5,153 % | 2,993 % | 3,685 % | 6,498 % | 6,269 % |
| 106 | 5,520 % | 5,145 % | 2,996 % | 3,681 % | 6,487 % | 6,258 % |
| 107 | 5,519 % | 5,137 % | 2,999 % | 3,677 % | 6,476 % | 6,246 % |
| 108 | 5,517 % | 5,129 % | 3,001 % | 3,674 % | 6,466 % | 6,235 % |
| 109 | 5,516 % | 5,121 % | 3,004 % | 3,670 % | 6,455 % | 6,224 % |
| 110 | 5,514 % | 5,114 % | 3,007 % | 3,667 % | 6,445 % | 6,213 % |
| 111 | 5,513 % | 5,107 % | 3,009 % | 3,664 % | 6,435 % | 6,203 % |
| 112 | 5,511 % | 5,099 % | 3,012 % | 3,660 % | 6,425 % | 6,193 % |
| 113 | 5,510 % | 5,092 % | 3,015 % | 3,657 % | 6,416 % | 6,182 % |
| 114 | 5,508 % | 5,085 % | 3,017 % | 3,654 % | 6,406 % | 6,172 % |
| 115 | 5,507 % | 5,078 % | 3,020 % | 3,651 % | 6,397 % | 6,163 % |
| 116 | 5,506 % | 5,072 % | 3,022 % | 3,648 % | 6,388 % | 6,153 % |
| 117 | 5,504 % | 5,065 % | 3,024 % | 3,645 % | 6,379 % | 6,143 % |
| 118 | 5,503 % | 5,058 % | 3,027 % | 3,642 % | 6,371 % | 6,134 % |
| 119 | 5,502 % | 5,052 % | 3,029 % | 3,639 % | 6,362 % | 6,125 % |
| 120 | 5,500 % | 5,046 % | 3,031 % | 3,636 % | 6,353 % | 6,116 % |
| 121 | 5,499 % | 5,040 % | 3,033 % | 3,634 % | 6,345 % | 6,107 % |
| 122 | 5,498 % | 5,034 % | 3,036 % | 3,631 % | 6,337 % | 6,098 % |
| 123 | 5,497 % | 5,028 % | 3,038 % | 3,628 % | 6,329 % | 6,090 % |
| 124 | 5,496 % | 5,022 % | 3,040 % | 3,626 % | 6,321 % | 6,081 % |
| 125 | 5,494 % | 5,016 % | 3,042 % | 3,623 % | 6,313 % | 6,073 % |
| 126 | 5,493 % | 5,010 % | 3,044 % | 3,620 % | 6,305 % | 6,065 % |
| 127 | 5,492 % | 5,005 % | 3,046 % | 3,618 % | 6,298 % | 6,057 % |
| 128 | 5,491 % | 4,999 % | 3,048 % | 3,615 % | 6,290 % | 6,049 % |
| 129 | 5,490 % | 4,994 % | 3,050 % | 3,613 % | 6,283 % | 6,041 % |
| 130 | 5,489 % | 4,988 % | 3,052 % | 3,610 % | 6,276 % | 6,034 % |
| 131 | 5,488 % | 4,983 % | 3,054 % | 3,608 % | 6,269 % | 6,026 % |
| 132 | 5,487 % | 4,978 % | 3,056 % | 3,606 % | 6,262 % | 6,019 % |
| 133 | 5,486 % | 4,973 % | 3,057 % | 3,603 % | 6,255 % | 6,011 % |
| 134 | 5,485 % | 4,968 % | 3,059 % | 3,601 % | 6,248 % | 6,004 % |
| 135 | 5,484 % | 4,963 % | 3,061 % | 3,599 % | 6,241 % | 5,997 % |
| 136 | 5,483 % | 4,958 % | 3,063 % | 3,597 % | 6,235 % | 5,990 % |
| 137 | 5,482 % | 4,953 % | 3,064 % | 3,595 % | 6,228 % | 5,983 % |
| 138 | 5,481 % | 4,948 % | 3,066 % | 3,592 % | 6,222 % | 5,976 % |
| 139 | 5,480 % | 4,944 % | 3,068 % | 3,590 % | 6,216 % | 5,970 % |
| 140 | 5,479 % | 4,939 % | 3,070 % | 3,588 % | 6,209 % | 5,963 % |
| 141 | 5,478 % | 4,934 % | 3,071 % | 3,586 % | 6,203 % | 5,957 % |
| 142 | 5,477 % | 4,930 % | 3,073 % | 3,584 % | 6,197 % | 5,950 % |
| 143 | 5,476 % | 4,925 % | 3,074 % | 3,582 % | 6,191 % | 5,944 % |
| 144 | 5,475 % | 4,921 % | 3,076 % | 3,580 % | 6,186 % | 5,938 % |
| 145 | 5,475 % | 4,917 % | 3,077 % | 3,578 % | 6,180 % | 5,931 % |
| 146 | 5,474 % | 4,913 % | 3,079 % | 3,576 % | 6,174 % | 5,925 % |
| 147 | 5,473 % | 4,908 % | 3,081 % | 3,575 % | 6,168 % | 5,919 % |
| 148 | 5,472 % | 4,904 % | 3,082 % | 3,573 % | 6,163 % | 5,914 % |
| 149 | 5,471 % | 4,900 % | 3,083 % | 3,571 % | 6,157 % | 5,908 % |
| 150 | 5,470 % | 4,896 % | 3,085 % | 3,569 % | 6,152 % | 5,902 % |
| Term to maturity (in years) | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won | Turkish lira |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,660 % | 2,969 % | 18,289 % | 3,422 % | 3,133 % | 45,648 % |
| 2 | 1,650 % | 3,094 % | 17,373 % | 3,181 % | 2,977 % | 37,720 % |
| 3 | 1,681 % | 3,204 % | 16,644 % | 3,065 % | 2,905 % | 33,054 % |
| 4 | 1,743 % | 3,299 % | 16,060 % | 3,013 % | 2,876 % | 29,841 % |
| 5 | 1,806 % | 3,374 % | 15,588 % | 2,987 % | 2,861 % | 27,566 % |
| 6 | 1,857 % | 3,441 % | 15,214 % | 2,976 % | 2,853 % | 26,015 % |
| 7 | 1,904 % | 3,496 % | 14,936 % | 2,972 % | 2,854 % | 24,965 % |
| 8 | 1,952 % | 3,544 % | 14,708 % | 2,973 % | 2,863 % | 24,303 % |
| 9 | 2,005 % | 3,589 % | 14,551 % | 2,977 % | 2,870 % | 23,900 % |
| 10 | 2,063 % | 3,627 % | 14,440 % | 2,981 % | 2,869 % | 23,553 % |
| 11 | 2,128 % | 3,665 % | 14,363 % | 2,987 % | 2,858 % | 23,210 % |
| 12 | 2,195 % | 3,703 % | 14,316 % | 2,993 % | 2,841 % | 22,865 % |
| 13 | 2,263 % | 3,741 % | 14,277 % | 2,999 % | 2,820 % | 22,515 % |
| 14 | 2,331 % | 3,779 % | 14,250 % | 3,006 % | 2,798 % | 22,157 % |
| 15 | 2,398 % | 3,817 % | 14,192 % | 3,012 % | 2,778 % | 21,790 % |
| 16 | 2,462 % | 3,854 % | 14,096 % | 3,018 % | 2,759 % | 21,415 % |
| 17 | 2,525 % | 3,889 % | 13,971 % | 3,025 % | 2,743 % | 21,033 % |
| 18 | 2,585 % | 3,920 % | 13,822 % | 3,031 % | 2,730 % | 20,644 % |
| 19 | 2,643 % | 3,947 % | 13,656 % | 3,037 % | 2,721 % | 20,251 % |
| 20 | 2,698 % | 3,969 % | 13,476 % | 3,043 % | 2,715 % | 19,856 % |
| 21 | 2,751 % | 3,986 % | 13,287 % | 3,049 % | 2,713 % | 19,460 % |
| 22 | 2,801 % | 3,998 % | 13,092 % | 3,055 % | 2,714 % | 19,065 % |
| 23 | 2,849 % | 4,006 % | 12,893 % | 3,060 % | 2,718 % | 18,675 % |
| 24 | 2,895 % | 4,012 % | 12,693 % | 3,066 % | 2,723 % | 18,291 % |
| 25 | 2,938 % | 4,014 % | 12,494 % | 3,071 % | 2,730 % | 17,914 % |
| 26 | 2,980 % | 4,015 % | 12,297 % | 3,076 % | 2,738 % | 17,546 % |
| 27 | 3,020 % | 4,014 % | 12,104 % | 3,081 % | 2,747 % | 17,188 % |
| 28 | 3,058 % | 4,011 % | 11,916 % | 3,086 % | 2,756 % | 16,841 % |
| 29 | 3,094 % | 4,008 % | 11,732 % | 3,091 % | 2,765 % | 16,506 % |
| 30 | 3,128 % | 4,004 % | 11,554 % | 3,095 % | 2,775 % | 16,183 % |
| 31 | 3,161 % | 3,999 % | 11,381 % | 3,100 % | 2,785 % | 15,872 % |
| 32 | 3,193 % | 3,993 % | 11,215 % | 3,104 % | 2,795 % | 15,573 % |
| 33 | 3,223 % | 3,988 % | 11,055 % | 3,108 % | 2,805 % | 15,287 % |
| 34 | 3,252 % | 3,982 % | 10,901 % | 3,112 % | 2,815 % | 15,013 % |
| 35 | 3,279 % | 3,975 % | 10,753 % | 3,116 % | 2,825 % | 14,750 % |
| 36 | 3,306 % | 3,969 % | 10,611 % | 3,119 % | 2,834 % | 14,499 % |
| 37 | 3,331 % | 3,963 % | 10,475 % | 3,123 % | 2,844 % | 14,259 % |
| 38 | 3,355 % | 3,956 % | 10,345 % | 3,127 % | 2,853 % | 14,029 % |
| 39 | 3,378 % | 3,950 % | 10,219 % | 3,130 % | 2,862 % | 13,809 % |
| 40 | 3,400 % | 3,944 % | 10,099 % | 3,133 % | 2,871 % | 13,599 % |
| 41 | 3,422 % | 3,937 % | 9,984 % | 3,136 % | 2,879 % | 13,399 % |
| 42 | 3,442 % | 3,931 % | 9,874 % | 3,139 % | 2,888 % | 13,206 % |
| 43 | 3,462 % | 3,925 % | 9,768 % | 3,142 % | 2,896 % | 13,023 % |
| 44 | 3,481 % | 3,919 % | 9,667 % | 3,145 % | 2,904 % | 12,847 % |
| 45 | 3,499 % | 3,913 % | 9,570 % | 3,148 % | 2,911 % | 12,678 % |
| 46 | 3,516 % | 3,907 % | 9,476 % | 3,151 % | 2,919 % | 12,516 % |
| 47 | 3,533 % | 3,902 % | 9,387 % | 3,154 % | 2,926 % | 12,361 % |
| 48 | 3,549 % | 3,896 % | 9,301 % | 3,156 % | 2,933 % | 12,213 % |
| 49 | 3,565 % | 3,891 % | 9,218 % | 3,159 % | 2,940 % | 12,070 % |
| 50 | 3,580 % | 3,886 % | 9,138 % | 3,161 % | 2,946 % | 11,933 % |
| 51 | 3,595 % | 3,881 % | 9,061 % | 3,163 % | 2,953 % | 11,801 % |
| 52 | 3,609 % | 3,876 % | 8,988 % | 3,166 % | 2,959 % | 11,674 % |
| 53 | 3,622 % | 3,871 % | 8,917 % | 3,168 % | 2,965 % | 11,552 % |
| 54 | 3,635 % | 3,867 % | 8,848 % | 3,170 % | 2,971 % | 11,435 % |
| 55 | 3,648 % | 3,862 % | 8,782 % | 3,172 % | 2,976 % | 11,321 % |
| 56 | 3,660 % | 3,858 % | 8,718 % | 3,174 % | 2,982 % | 11,212 % |
| 57 | 3,672 % | 3,853 % | 8,657 % | 3,176 % | 2,987 % | 11,107 % |
| 58 | 3,683 % | 3,849 % | 8,598 % | 3,178 % | 2,992 % | 11,005 % |
| 59 | 3,694 % | 3,845 % | 8,540 % | 3,180 % | 2,997 % | 10,907 % |
| 60 | 3,705 % | 3,841 % | 8,485 % | 3,182 % | 3,002 % | 10,813 % |
| 61 | 3,715 % | 3,838 % | 8,431 % | 3,184 % | 3,007 % | 10,721 % |
| 62 | 3,726 % | 3,834 % | 8,379 % | 3,185 % | 3,012 % | 10,632 % |
| 63 | 3,735 % | 3,830 % | 8,329 % | 3,187 % | 3,016 % | 10,547 % |
| 64 | 3,745 % | 3,827 % | 8,280 % | 3,189 % | 3,020 % | 10,464 % |
| 65 | 3,754 % | 3,823 % | 8,233 % | 3,190 % | 3,025 % | 10,383 % |
| 66 | 3,763 % | 3,820 % | 8,187 % | 3,192 % | 3,029 % | 10,305 % |
| 67 | 3,771 % | 3,817 % | 8,143 % | 3,193 % | 3,033 % | 10,230 % |
| 68 | 3,780 % | 3,814 % | 8,100 % | 3,195 % | 3,036 % | 10,156 % |
| 69 | 3,788 % | 3,811 % | 8,058 % | 3,196 % | 3,040 % | 10,085 % |
| 70 | 3,796 % | 3,808 % | 8,017 % | 3,198 % | 3,044 % | 10,016 % |
| 71 | 3,804 % | 3,805 % | 7,978 % | 3,199 % | 3,047 % | 9,949 % |
| 72 | 3,811 % | 3,802 % | 7,940 % | 3,200 % | 3,051 % | 9,884 % |
| 73 | 3,819 % | 3,799 % | 7,902 % | 3,202 % | 3,054 % | 9,820 % |
| 74 | 3,826 % | 3,797 % | 7,866 % | 3,203 % | 3,058 % | 9,759 % |
| 75 | 3,833 % | 3,794 % | 7,831 % | 3,204 % | 3,061 % | 9,699 % |
| 76 | 3,839 % | 3,791 % | 7,796 % | 3,205 % | 3,064 % | 9,640 % |
| 77 | 3,846 % | 3,789 % | 7,763 % | 3,206 % | 3,067 % | 9,583 % |
| 78 | 3,852 % | 3,787 % | 7,730 % | 3,208 % | 3,070 % | 9,528 % |
| 79 | 3,859 % | 3,784 % | 7,699 % | 3,209 % | 3,073 % | 9,474 % |
| 80 | 3,865 % | 3,782 % | 7,668 % | 3,210 % | 3,076 % | 9,422 % |
| 81 | 3,871 % | 3,780 % | 7,637 % | 3,211 % | 3,078 % | 9,370 % |
| 82 | 3,877 % | 3,778 % | 7,608 % | 3,212 % | 3,081 % | 9,321 % |
| 83 | 3,882 % | 3,775 % | 7,579 % | 3,213 % | 3,084 % | 9,272 % |
| 84 | 3,888 % | 3,773 % | 7,551 % | 3,214 % | 3,086 % | 9,224 % |
| 85 | 3,893 % | 3,771 % | 7,524 % | 3,215 % | 3,089 % | 9,178 % |
| 86 | 3,898 % | 3,769 % | 7,497 % | 3,216 % | 3,091 % | 9,133 % |
| 87 | 3,904 % | 3,767 % | 7,471 % | 3,217 % | 3,094 % | 9,088 % |
| 88 | 3,909 % | 3,765 % | 7,446 % | 3,218 % | 3,096 % | 9,045 % |
| 89 | 3,914 % | 3,764 % | 7,421 % | 3,219 % | 3,098 % | 9,003 % |
| 90 | 3,918 % | 3,762 % | 7,396 % | 3,220 % | 3,100 % | 8,962 % |
| 91 | 3,923 % | 3,760 % | 7,372 % | 3,220 % | 3,103 % | 8,921 % |
| 92 | 3,928 % | 3,758 % | 7,349 % | 3,221 % | 3,105 % | 8,882 % |
| 93 | 3,932 % | 3,757 % | 7,326 % | 3,222 % | 3,107 % | 8,843 % |
| 94 | 3,937 % | 3,755 % | 7,304 % | 3,223 % | 3,109 % | 8,805 % |
| 95 | 3,941 % | 3,753 % | 7,282 % | 3,224 % | 3,111 % | 8,769 % |
| 96 | 3,945 % | 3,752 % | 7,261 % | 3,225 % | 3,113 % | 8,732 % |
| 97 | 3,950 % | 3,750 % | 7,240 % | 3,225 % | 3,115 % | 8,697 % |
| 98 | 3,954 % | 3,749 % | 7,219 % | 3,226 % | 3,117 % | 8,662 % |
| 99 | 3,958 % | 3,747 % | 7,199 % | 3,227 % | 3,118 % | 8,628 % |
| 100 | 3,962 % | 3,746 % | 7,180 % | 3,228 % | 3,120 % | 8,595 % |
| 101 | 3,965 % | 3,744 % | 7,160 % | 3,228 % | 3,122 % | 8,562 % |
| 102 | 3,969 % | 3,743 % | 7,142 % | 3,229 % | 3,124 % | 8,530 % |
| 103 | 3,973 % | 3,741 % | 7,123 % | 3,230 % | 3,126 % | 8,499 % |
| 104 | 3,976 % | 3,740 % | 7,105 % | 3,230 % | 3,127 % | 8,468 % |
| 105 | 3,980 % | 3,739 % | 7,087 % | 3,231 % | 3,129 % | 8,438 % |
| 106 | 3,983 % | 3,737 % | 7,070 % | 3,232 % | 3,130 % | 8,409 % |
| 107 | 3,987 % | 3,736 % | 7,052 % | 3,232 % | 3,132 % | 8,380 % |
| 108 | 3,990 % | 3,735 % | 7,036 % | 3,233 % | 3,134 % | 8,351 % |
| 109 | 3,994 % | 3,734 % | 7,019 % | 3,233 % | 3,135 % | 8,323 % |
| 110 | 3,997 % | 3,732 % | 7,003 % | 3,234 % | 3,137 % | 8,296 % |
| 111 | 4,000 % | 3,731 % | 6,987 % | 3,235 % | 3,138 % | 8,269 % |
| 112 | 4,003 % | 3,730 % | 6,971 % | 3,235 % | 3,140 % | 8,243 % |
| 113 | 4,006 % | 3,729 % | 6,956 % | 3,236 % | 3,141 % | 8,217 % |
| 114 | 4,009 % | 3,728 % | 6,941 % | 3,236 % | 3,142 % | 8,191 % |
| 115 | 4,012 % | 3,727 % | 6,926 % | 3,237 % | 3,144 % | 8,166 % |
| 116 | 4,015 % | 3,726 % | 6,911 % | 3,237 % | 3,145 % | 8,142 % |
| 117 | 4,018 % | 3,724 % | 6,897 % | 3,238 % | 3,146 % | 8,117 % |
| 118 | 4,021 % | 3,723 % | 6,883 % | 3,239 % | 3,148 % | 8,094 % |
| 119 | 4,023 % | 3,722 % | 6,869 % | 3,239 % | 3,149 % | 8,070 % |
| 120 | 4,026 % | 3,721 % | 6,856 % | 3,240 % | 3,150 % | 8,047 % |
| 121 | 4,029 % | 3,720 % | 6,842 % | 3,240 % | 3,151 % | 8,025 % |
| 122 | 4,031 % | 3,719 % | 6,829 % | 3,241 % | 3,153 % | 8,003 % |
| 123 | 4,034 % | 3,718 % | 6,816 % | 3,241 % | 3,154 % | 7,981 % |
| 124 | 4,037 % | 3,717 % | 6,803 % | 3,241 % | 3,155 % | 7,959 % |
| 125 | 4,039 % | 3,717 % | 6,791 % | 3,242 % | 3,156 % | 7,938 % |
| 126 | 4,042 % | 3,716 % | 6,779 % | 3,242 % | 3,157 % | 7,917 % |
| 127 | 4,044 % | 3,715 % | 6,767 % | 3,243 % | 3,158 % | 7,897 % |
| 128 | 4,046 % | 3,714 % | 6,755 % | 3,243 % | 3,160 % | 7,877 % |
| 129 | 4,049 % | 3,713 % | 6,743 % | 3,244 % | 3,161 % | 7,857 % |
| 130 | 4,051 % | 3,712 % | 6,731 % | 3,244 % | 3,162 % | 7,837 % |
| 131 | 4,053 % | 3,711 % | 6,720 % | 3,245 % | 3,163 % | 7,818 % |
| 132 | 4,056 % | 3,710 % | 6,709 % | 3,245 % | 3,164 % | 7,799 % |
| 133 | 4,058 % | 3,710 % | 6,698 % | 3,245 % | 3,165 % | 7,781 % |
| 134 | 4,060 % | 3,709 % | 6,687 % | 3,246 % | 3,166 % | 7,762 % |
| 135 | 4,062 % | 3,708 % | 6,676 % | 3,246 % | 3,167 % | 7,744 % |
| 136 | 4,064 % | 3,707 % | 6,665 % | 3,247 % | 3,168 % | 7,726 % |
| 137 | 4,066 % | 3,706 % | 6,655 % | 3,247 % | 3,169 % | 7,709 % |
| 138 | 4,068 % | 3,706 % | 6,645 % | 3,247 % | 3,170 % | 7,692 % |
| 139 | 4,070 % | 3,705 % | 6,635 % | 3,248 % | 3,171 % | 7,675 % |
| 140 | 4,072 % | 3,704 % | 6,625 % | 3,248 % | 3,172 % | 7,658 % |
| 141 | 4,074 % | 3,703 % | 6,615 % | 3,249 % | 3,172 % | 7,641 % |
| 142 | 4,076 % | 3,703 % | 6,605 % | 3,249 % | 3,173 % | 7,625 % |
| 143 | 4,078 % | 3,702 % | 6,596 % | 3,249 % | 3,174 % | 7,609 % |
| 144 | 4,080 % | 3,701 % | 6,586 % | 3,250 % | 3,175 % | 7,593 % |
| 145 | 4,082 % | 3,700 % | 6,577 % | 3,250 % | 3,176 % | 7,577 % |
| 146 | 4,084 % | 3,700 % | 6,568 % | 3,250 % | 3,177 % | 7,562 % |
| 147 | 4,086 % | 3,699 % | 6,559 % | 3,251 % | 3,178 % | 7,547 % |
| 148 | 4,087 % | 3,698 % | 6,550 % | 3,251 % | 3,179 % | 7,532 % |
| 149 | 4,089 % | 3,698 % | 6,541 % | 3,251 % | 3,179 % | 7,517 % |
| 150 | 4,091 % | 3,697 % | 6,533 % | 3,252 % | 3,180 % | 7,502 % |
| Term to maturity (in years) | US dollar | Yen | ||||
| --- | --- | --- | ||||
| 1 | 5,046 % | 0,274 % | ||||
| 2 | 4,583 % | 0,419 % | ||||
| 3 | 4,316 % | 0,523 % | ||||
| 4 | 4,155 % | 0,601 % | ||||
| 5 | 4,060 % | 0,674 % | ||||
| 6 | 4,007 % | 0,747 % | ||||
| 7 | 3,974 % | 0,828 % | ||||
| 8 | 3,955 % | 0,906 % | ||||
| 9 | 3,946 % | 0,981 % | ||||
| 10 | 3,941 % | 1,057 % | ||||
| 11 | 3,941 % | 1,125 % | ||||
| 12 | 3,944 % | 1,188 % | ||||
| 13 | 3,947 % | 1,249 % | ||||
| 14 | 3,950 % | 1,310 % | ||||
| 15 | 3,951 % | 1,370 % | ||||
| 16 | 3,950 % | 1,429 % | ||||
| 17 | 3,945 % | 1,486 % | ||||
| 18 | 3,937 % | 1,537 % | ||||
| 19 | 3,925 % | 1,582 % | ||||
| 20 | 3,908 % | 1,620 % | ||||
| 21 | 3,887 % | 1,650 % | ||||
| 22 | 3,862 % | 1,674 % | ||||
| 23 | 3,835 % | 1,694 % | ||||
| 24 | 3,806 % | 1,712 % | ||||
| 25 | 3,776 % | 1,729 % | ||||
| 26 | 3,745 % | 1,745 % | ||||
| 27 | 3,715 % | 1,761 % | ||||
| 28 | 3,685 % | 1,778 % | ||||
| 29 | 3,658 % | 1,796 % | ||||
| 30 | 3,633 % | 1,817 % | ||||
| 31 | 3,611 % | 1,839 % | ||||
| 32 | 3,590 % | 1,862 % | ||||
| 33 | 3,573 % | 1,887 % | ||||
| 34 | 3,556 % | 1,913 % | ||||
| 35 | 3,542 % | 1,938 % | ||||
| 36 | 3,529 % | 1,964 % | ||||
| 37 | 3,517 % | 1,990 % | ||||
| 38 | 3,506 % | 2,016 % | ||||
| 39 | 3,496 % | 2,041 % | ||||
| 40 | 3,488 % | 2,066 % | ||||
| 41 | 3,479 % | 2,091 % | ||||
| 42 | 3,472 % | 2,115 % | ||||
| 43 | 3,465 % | 2,139 % | ||||
| 44 | 3,459 % | 2,162 % | ||||
| 45 | 3,453 % | 2,184 % | ||||
| 46 | 3,448 % | 2,206 % | ||||
| 47 | 3,443 % | 2,227 % | ||||
| 48 | 3,438 % | 2,248 % | ||||
| 49 | 3,434 % | 2,268 % | ||||
| 50 | 3,430 % | 2,288 % | ||||
| 51 | 3,426 % | 2,307 % | ||||
| 52 | 3,423 % | 2,325 % | ||||
| 53 | 3,420 % | 2,343 % | ||||
| 54 | 3,417 % | 2,361 % | ||||
| 55 | 3,414 % | 2,378 % | ||||
| 56 | 3,411 % | 2,394 % | ||||
| 57 | 3,408 % | 2,410 % | ||||
| 58 | 3,406 % | 2,425 % | ||||
| 59 | 3,404 % | 2,440 % | ||||
| 60 | 3,402 % | 2,455 % | ||||
| 61 | 3,400 % | 2,469 % | ||||
| 62 | 3,398 % | 2,483 % | ||||
| 63 | 3,396 % | 2,496 % | ||||
| 64 | 3,394 % | 2,509 % | ||||
| 65 | 3,392 % | 2,522 % | ||||
| 66 | 3,391 % | 2,534 % | ||||
| 67 | 3,389 % | 2,546 % | ||||
| 68 | 3,387 % | 2,557 % | ||||
| 69 | 3,386 % | 2,569 % | ||||
| 70 | 3,385 % | 2,580 % | ||||
| 71 | 3,383 % | 2,590 % | ||||
| 72 | 3,382 % | 2,601 % | ||||
| 73 | 3,381 % | 2,611 % | ||||
| 74 | 3,380 % | 2,621 % | ||||
| 75 | 3,378 % | 2,630 % | ||||
| 76 | 3,377 % | 2,640 % | ||||
| 77 | 3,376 % | 2,649 % | ||||
| 78 | 3,375 % | 2,658 % | ||||
| 79 | 3,374 % | 2,666 % | ||||
| 80 | 3,373 % | 2,675 % | ||||
| 81 | 3,372 % | 2,683 % | ||||
| 82 | 3,371 % | 2,691 % | ||||
| 83 | 3,370 % | 2,699 % | ||||
| 84 | 3,370 % | 2,707 % | ||||
| 85 | 3,369 % | 2,714 % | ||||
| 86 | 3,368 % | 2,722 % | ||||
| 87 | 3,367 % | 2,729 % | ||||
| 88 | 3,366 % | 2,736 % | ||||
| 89 | 3,366 % | 2,743 % | ||||
| 90 | 3,365 % | 2,749 % | ||||
| 91 | 3,364 % | 2,756 % | ||||
| 92 | 3,363 % | 2,762 % | ||||
| 93 | 3,363 % | 2,769 % | ||||
| 94 | 3,362 % | 2,775 % | ||||
| 95 | 3,361 % | 2,781 % | ||||
| 96 | 3,361 % | 2,787 % | ||||
| 97 | 3,360 % | 2,792 % | ||||
| 98 | 3,359 % | 2,798 % | ||||
| 99 | 3,359 % | 2,804 % | ||||
| 100 | 3,358 % | 2,809 % | ||||
| 101 | 3,358 % | 2,815 % | ||||
| 102 | 3,357 % | 2,820 % | ||||
| 103 | 3,356 % | 2,825 % | ||||
| 104 | 3,356 % | 2,830 % | ||||
| 105 | 3,355 % | 2,835 % | ||||
| 106 | 3,355 % | 2,840 % | ||||
| 107 | 3,354 % | 2,844 % | ||||
| 108 | 3,354 % | 2,849 % | ||||
| 109 | 3,353 % | 2,854 % | ||||
| 110 | 3,353 % | 2,858 % | ||||
| 111 | 3,352 % | 2,863 % | ||||
| 112 | 3,352 % | 2,867 % | ||||
| 113 | 3,351 % | 2,871 % | ||||
| 114 | 3,351 % | 2,875 % | ||||
| 115 | 3,351 % | 2,880 % | ||||
| 116 | 3,350 % | 2,884 % | ||||
| 117 | 3,350 % | 2,888 % | ||||
| 118 | 3,349 % | 2,891 % | ||||
| 119 | 3,349 % | 2,895 % | ||||
| 120 | 3,348 % | 2,899 % | ||||
| 121 | 3,348 % | 2,903 % | ||||
| 122 | 3,348 % | 2,906 % | ||||
| 123 | 3,347 % | 2,910 % | ||||
| 124 | 3,347 % | 2,914 % | ||||
| 125 | 3,346 % | 2,917 % | ||||
| 126 | 3,346 % | 2,921 % | ||||
| 127 | 3,346 % | 2,924 % | ||||
| 128 | 3,345 % | 2,927 % | ||||
| 129 | 3,345 % | 2,930 % | ||||
| 130 | 3,345 % | 2,934 % | ||||
| 131 | 3,344 % | 2,937 % | ||||
| 132 | 3,344 % | 2,940 % | ||||
| 133 | 3,344 % | 2,943 % | ||||
| 134 | 3,343 % | 2,946 % | ||||
| 135 | 3,343 % | 2,949 % | ||||
| 136 | 3,343 % | 2,952 % | ||||
| 137 | 3,342 % | 2,955 % | ||||
| 138 | 3,342 % | 2,958 % | ||||
| 139 | 3,342 % | 2,961 % | ||||
| 140 | 3,341 % | 2,963 % | ||||
| 141 | 3,341 % | 2,966 % | ||||
| 142 | 3,341 % | 2,969 % | ||||
| 143 | 3,341 % | 2,971 % | ||||
| 144 | 3,340 % | 2,974 % | ||||
| 145 | 3,340 % | 2,977 % | ||||
| 146 | 3,340 % | 2,979 % | ||||
| 147 | 3,340 % | 2,982 % | ||||
| 148 | 3,339 % | 2,984 % | ||||
| 149 | 3,339 % | 2,987 % | ||||
| 150 | 3,339 % | 2,989 % |
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 | 26 | 5 | 0 | 20 | 0 |
| 2 | 0 | 0 | 33 | 5 | 0 | 34 | 0 |
| 3 | 0 | 0 | 39 | 5 | 0 | 39 | 0 |
| 4 | 0 | 1 | 42 | 5 | 1 | 40 | 0 |
| 5 | 0 | 2 | 46 | 5 | 3 | 43 | 0 |
| 6 | 0 | 3 | 49 | 6 | 5 | 46 | 0 |
| 7 | 1 | 4 | 52 | 6 | 8 | 47 | 0 |
| 8 | 2 | 5 | 54 | 5 | 10 | 48 | 0 |
| 9 | 3 | 6 | 56 | 6 | 11 | 46 | 0 |
| 10 | 3 | 7 | 57 | 6 | 12 | 45 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 332 | 4 | 12 |
| 2 | 0 | 0 | 0 | 0 | 208 | 4 | 17 |
| 3 | 0 | 0 | 0 | 0 | 186 | 4 | 20 |
| 4 | 1 | 0 | 0 | 0 | 164 | 4 | 21 |
| 5 | 2 | 0 | 0 | 0 | 151 | 4 | 22 |
| 6 | 3 | 0 | 0 | 0 | 149 | 4 | 23 |
| 7 | 4 | 0 | 0 | 0 | 147 | 4 | 24 |
| 8 | 5 | 0 | 1 | 0 | 151 | 3 | 25 |
| 9 | 6 | 0 | 2 | 0 | 153 | 1 | 26 |
| 10 | 7 | 0 | 3 | 0 | 155 | 4 | 26 |
| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 3 | 4 | 0 | 12 | 0 | 4 |
| 2 | 13 | 8 | 9 | 0 | 18 | 0 | 4 |
| 3 | 18 | 11 | 12 | 0 | 20 | 0 | 4 |
| 4 | 21 | 12 | 14 | 0 | 21 | 0 | 4 |
| 5 | 23 | 14 | 17 | 0 | 22 | 0 | 4 |
| 6 | 25 | 16 | 18 | 0 | 24 | 0 | 4 |
| 7 | 27 | 17 | 20 | 0 | 25 | 0 | 4 |
| 8 | 29 | 18 | 21 | 0 | 26 | 0 | 4 |
| 9 | 31 | 19 | 23 | 1 | 26 | 0 | 4 |
| 10 | 32 | 20 | 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 | 16 | 9 | 0 | 0 |
| 3 | 38 | 17 | 15 | 21 | 12 | 0 | 0 |
| 4 | 40 | 18 | 16 | 25 | 14 | 0 | 0 |
| 5 | 43 | 19 | 17 | 28 | 17 | 0 | 0 |
| 6 | 46 | 20 | 19 | 32 | 18 | 0 | 0 |
| 7 | 47 | 21 | 20 | 33 | 20 | 0 | 0 |
| 8 | 47 | 22 | 22 | 35 | 21 | 0 | 0 |
| 9 | 45 | 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 | 10 | 0 | 0 |
| 2 | 17 | 1 | 17 | 0 | 10 | 0 | 0 |
| 3 | 17 | 2 | 26 | 0 | 10 | 0 | 0 |
| 4 | 16 | 3 | 33 | 0 | 10 | 0 | 0 |
| 5 | 15 | 3 | 34 | 0 | 10 | 0 | 0 |
| 6 | 14 | 4 | 37 | 0 | 10 | 0 | 0 |
| 7 | 13 | 4 | 38 | 0 | 10 | 0 | 0 |
| 8 | 14 | 7 | 37 | 0 | 10 | 0 | 0 |
| 9 | 15 | 5 | 34 | 0 | 10 | 0 | 0 |
| 10 | 13 | 5 | 36 | 0 | 10 | 0 | 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 | 13 | 11 | 0 |
| 4 | 11 | 0 | 0 | 0 | 14 | 13 | 0 |
| 5 | 11 | 0 | 2 | 0 | 15 | 14 | 0 |
| 6 | 11 | 0 | 5 | 0 | 17 | 15 | 0 |
| 7 | 11 | 0 | 7 | 0 | 19 | 15 | 0 |
| 8 | 11 | 0 | 11 | 0 | 21 | 15 | 0 |
| 9 | 11 | 0 | 16 | 0 | 23 | 15 | 0 |
| 10 | 11 | 0 | 16 | 0 | 25 | 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
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