LegalizeCommission Implementing Regulation (EU) 2025/216 of 6 February 2025 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2024 until 30 March 2025 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 |
| --- | --- | --- |
| 2025/216 | 7.2.2025 |
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 Article 77e(2), third subparagraph, 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 2025, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2024 market data. That information was published on 8 January 2025 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 2024 until 30 March 2025.
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 2024.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 6 February 2025.
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, ELI: http://data.europa.eu/eli/reg/2011/182/oj).
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 | 2,236 % | 3,674 % | 2,226 % | 5,682 % | 2,247 % | 2,186 % |
| 2 | 2,093 % | 3,538 % | 2,083 % | 5,973 % | 2,272 % | 2,043 % |
| 3 | 2,093 % | 3,528 % | 2,083 % | 6,150 % | 2,310 % | 2,043 % |
| 4 | 2,120 % | 3,542 % | 2,110 % | 6,274 % | 2,359 % | 2,070 % |
| 5 | 2,142 % | 3,563 % | 2,132 % | 6,358 % | 2,409 % | 2,092 % |
| 6 | 2,170 % | 3,593 % | 2,160 % | 6,409 % | 2,459 % | 2,120 % |
| 7 | 2,198 % | 3,627 % | 2,188 % | 6,439 % | 2,506 % | 2,148 % |
| 8 | 2,222 % | 3,661 % | 2,212 % | 6,463 % | 2,551 % | 2,172 % |
| 9 | 2,243 % | 3,694 % | 2,232 % | 6,484 % | 2,593 % | 2,192 % |
| 10 | 2,267 % | 3,725 % | 2,257 % | 6,519 % | 2,634 % | 2,217 % |
| 11 | 2,286 % | 3,754 % | 2,276 % | 6,567 % | 2,674 % | 2,236 % |
| 12 | 2,308 % | 3,778 % | 2,298 % | 6,630 % | 2,713 % | 2,258 % |
| 13 | 2,325 % | 3,799 % | 2,315 % | 6,710 % | 2,749 % | 2,275 % |
| 14 | 2,334 % | 3,815 % | 2,324 % | 6,796 % | 2,783 % | 2,284 % |
| 15 | 2,332 % | 3,826 % | 2,322 % | 6,891 % | 2,813 % | 2,281 % |
| 16 | 2,319 % | 3,832 % | 2,309 % | 6,960 % | 2,841 % | 2,269 % |
| 17 | 2,301 % | 3,835 % | 2,291 % | 6,999 % | 2,866 % | 2,251 % |
| 18 | 2,283 % | 3,834 % | 2,273 % | 7,015 % | 2,889 % | 2,233 % |
| 19 | 2,268 % | 3,832 % | 2,258 % | 7,013 % | 2,909 % | 2,218 % |
| 20 | 2,259 % | 3,827 % | 2,249 % | 6,997 % | 2,928 % | 2,209 % |
| 21 | 2,257 % | 3,821 % | 2,247 % | 6,969 % | 2,946 % | 2,208 % |
| 22 | 2,261 % | 3,814 % | 2,251 % | 6,934 % | 2,961 % | 2,213 % |
| 23 | 2,270 % | 3,806 % | 2,260 % | 6,892 % | 2,976 % | 2,222 % |
| 24 | 2,281 % | 3,798 % | 2,272 % | 6,846 % | 2,989 % | 2,235 % |
| 25 | 2,296 % | 3,789 % | 2,287 % | 6,797 % | 3,001 % | 2,250 % |
| 26 | 2,312 % | 3,780 % | 2,303 % | 6,745 % | 3,013 % | 2,268 % |
| 27 | 2,329 % | 3,771 % | 2,321 % | 6,693 % | 3,023 % | 2,286 % |
| 28 | 2,347 % | 3,762 % | 2,339 % | 6,640 % | 3,033 % | 2,305 % |
| 29 | 2,366 % | 3,753 % | 2,358 % | 6,587 % | 3,042 % | 2,325 % |
| 30 | 2,385 % | 3,744 % | 2,377 % | 6,534 % | 3,051 % | 2,345 % |
| 31 | 2,404 % | 3,735 % | 2,397 % | 6,482 % | 3,059 % | 2,365 % |
| 32 | 2,423 % | 3,726 % | 2,416 % | 6,431 % | 3,067 % | 2,385 % |
| 33 | 2,442 % | 3,717 % | 2,435 % | 6,381 % | 3,074 % | 2,405 % |
| 34 | 2,461 % | 3,708 % | 2,453 % | 6,332 % | 3,080 % | 2,425 % |
| 35 | 2,479 % | 3,700 % | 2,472 % | 6,285 % | 3,087 % | 2,444 % |
| 36 | 2,497 % | 3,691 % | 2,490 % | 6,239 % | 3,092 % | 2,463 % |
| 37 | 2,514 % | 3,683 % | 2,507 % | 6,195 % | 3,098 % | 2,481 % |
| 38 | 2,531 % | 3,675 % | 2,524 % | 6,152 % | 3,103 % | 2,498 % |
| 39 | 2,547 % | 3,668 % | 2,541 % | 6,111 % | 3,108 % | 2,516 % |
| 40 | 2,563 % | 3,660 % | 2,557 % | 6,071 % | 3,113 % | 2,532 % |
| 41 | 2,579 % | 3,653 % | 2,573 % | 6,032 % | 3,118 % | 2,549 % |
| 42 | 2,594 % | 3,646 % | 2,588 % | 5,995 % | 3,122 % | 2,564 % |
| 43 | 2,608 % | 3,639 % | 2,603 % | 5,959 % | 3,126 % | 2,580 % |
| 44 | 2,623 % | 3,633 % | 2,617 % | 5,925 % | 3,130 % | 2,594 % |
| 45 | 2,636 % | 3,626 % | 2,631 % | 5,891 % | 3,134 % | 2,609 % |
| 46 | 2,649 % | 3,620 % | 2,644 % | 5,859 % | 3,138 % | 2,622 % |
| 47 | 2,662 % | 3,614 % | 2,657 % | 5,828 % | 3,141 % | 2,636 % |
| 48 | 2,674 % | 3,608 % | 2,669 % | 5,799 % | 3,144 % | 2,648 % |
| 49 | 2,686 % | 3,602 % | 2,681 % | 5,770 % | 3,147 % | 2,661 % |
| 50 | 2,698 % | 3,597 % | 2,693 % | 5,742 % | 3,151 % | 2,673 % |
| 51 | 2,709 % | 3,591 % | 2,704 % | 5,715 % | 3,153 % | 2,685 % |
| 52 | 2,720 % | 3,586 % | 2,715 % | 5,690 % | 3,156 % | 2,696 % |
| 53 | 2,730 % | 3,581 % | 2,726 % | 5,665 % | 3,159 % | 2,707 % |
| 54 | 2,740 % | 3,576 % | 2,736 % | 5,641 % | 3,162 % | 2,717 % |
| 55 | 2,750 % | 3,572 % | 2,746 % | 5,618 % | 3,164 % | 2,728 % |
| 56 | 2,760 % | 3,567 % | 2,755 % | 5,595 % | 3,167 % | 2,737 % |
| 57 | 2,769 % | 3,563 % | 2,765 % | 5,573 % | 3,169 % | 2,747 % |
| 58 | 2,778 % | 3,558 % | 2,774 % | 5,553 % | 3,171 % | 2,756 % |
| 59 | 2,786 % | 3,554 % | 2,782 % | 5,532 % | 3,173 % | 2,765 % |
| 60 | 2,795 % | 3,550 % | 2,791 % | 5,513 % | 3,175 % | 2,774 % |
| 61 | 2,803 % | 3,546 % | 2,799 % | 5,494 % | 3,177 % | 2,782 % |
| 62 | 2,811 % | 3,542 % | 2,807 % | 5,475 % | 3,179 % | 2,791 % |
| 63 | 2,818 % | 3,539 % | 2,814 % | 5,457 % | 3,181 % | 2,799 % |
| 64 | 2,826 % | 3,535 % | 2,822 % | 5,440 % | 3,183 % | 2,806 % |
| 65 | 2,833 % | 3,532 % | 2,829 % | 5,423 % | 3,185 % | 2,814 % |
| 66 | 2,840 % | 3,528 % | 2,836 % | 5,407 % | 3,187 % | 2,821 % |
| 67 | 2,847 % | 3,525 % | 2,843 % | 5,391 % | 3,188 % | 2,828 % |
| 68 | 2,853 % | 3,522 % | 2,850 % | 5,376 % | 3,190 % | 2,835 % |
| 69 | 2,860 % | 3,518 % | 2,856 % | 5,361 % | 3,192 % | 2,842 % |
| 70 | 2,866 % | 3,515 % | 2,862 % | 5,347 % | 3,193 % | 2,848 % |
| 71 | 2,872 % | 3,512 % | 2,868 % | 5,332 % | 3,195 % | 2,854 % |
| 72 | 2,878 % | 3,509 % | 2,874 % | 5,319 % | 3,196 % | 2,861 % |
| 73 | 2,884 % | 3,507 % | 2,880 % | 5,306 % | 3,198 % | 2,867 % |
| 74 | 2,889 % | 3,504 % | 2,886 % | 5,293 % | 3,199 % | 2,872 % |
| 75 | 2,895 % | 3,501 % | 2,891 % | 5,280 % | 3,200 % | 2,878 % |
| 76 | 2,900 % | 3,499 % | 2,897 % | 5,268 % | 3,202 % | 2,884 % |
| 77 | 2,905 % | 3,496 % | 2,902 % | 5,256 % | 3,203 % | 2,889 % |
| 78 | 2,910 % | 3,494 % | 2,907 % | 5,244 % | 3,204 % | 2,894 % |
| 79 | 2,915 % | 3,491 % | 2,912 % | 5,233 % | 3,205 % | 2,899 % |
| 80 | 2,920 % | 3,489 % | 2,917 % | 5,222 % | 3,207 % | 2,904 % |
| 81 | 2,925 % | 3,486 % | 2,921 % | 5,211 % | 3,208 % | 2,909 % |
| 82 | 2,929 % | 3,484 % | 2,926 % | 5,200 % | 3,209 % | 2,914 % |
| 83 | 2,934 % | 3,482 % | 2,931 % | 5,190 % | 3,210 % | 2,918 % |
| 84 | 2,938 % | 3,480 % | 2,935 % | 5,180 % | 3,211 % | 2,923 % |
| 85 | 2,942 % | 3,478 % | 2,939 % | 5,170 % | 3,212 % | 2,927 % |
| 86 | 2,946 % | 3,476 % | 2,943 % | 5,161 % | 3,213 % | 2,932 % |
| 87 | 2,950 % | 3,474 % | 2,947 % | 5,151 % | 3,214 % | 2,936 % |
| 88 | 2,954 % | 3,472 % | 2,951 % | 5,142 % | 3,215 % | 2,940 % |
| 89 | 2,958 % | 3,470 % | 2,955 % | 5,133 % | 3,216 % | 2,944 % |
| 90 | 2,962 % | 3,468 % | 2,959 % | 5,124 % | 3,217 % | 2,948 % |
| 91 | 2,966 % | 3,466 % | 2,963 % | 5,116 % | 3,218 % | 2,952 % |
| 92 | 2,969 % | 3,464 % | 2,967 % | 5,108 % | 3,219 % | 2,956 % |
| 93 | 2,973 % | 3,462 % | 2,970 % | 5,099 % | 3,220 % | 2,959 % |
| 94 | 2,976 % | 3,461 % | 2,974 % | 5,091 % | 3,220 % | 2,963 % |
| 95 | 2,980 % | 3,459 % | 2,977 % | 5,084 % | 3,221 % | 2,967 % |
| 96 | 2,983 % | 3,457 % | 2,980 % | 5,076 % | 3,222 % | 2,970 % |
| 97 | 2,986 % | 3,456 % | 2,984 % | 5,068 % | 3,223 % | 2,973 % |
| 98 | 2,990 % | 3,454 % | 2,987 % | 5,061 % | 3,224 % | 2,977 % |
| 99 | 2,993 % | 3,453 % | 2,990 % | 5,054 % | 3,224 % | 2,980 % |
| 100 | 2,996 % | 3,451 % | 2,993 % | 5,047 % | 3,225 % | 2,983 % |
| 101 | 2,999 % | 3,450 % | 2,996 % | 5,040 % | 3,226 % | 2,986 % |
| 102 | 3,002 % | 3,448 % | 2,999 % | 5,033 % | 3,227 % | 2,989 % |
| 103 | 3,005 % | 3,447 % | 3,002 % | 5,026 % | 3,227 % | 2,992 % |
| 104 | 3,007 % | 3,445 % | 3,005 % | 5,020 % | 3,228 % | 2,995 % |
| 105 | 3,010 % | 3,444 % | 3,008 % | 5,014 % | 3,229 % | 2,998 % |
| 106 | 3,013 % | 3,443 % | 3,011 % | 5,007 % | 3,229 % | 3,001 % |
| 107 | 3,016 % | 3,441 % | 3,013 % | 5,001 % | 3,230 % | 3,004 % |
| 108 | 3,018 % | 3,440 % | 3,016 % | 4,995 % | 3,231 % | 3,007 % |
| 109 | 3,021 % | 3,439 % | 3,018 % | 4,989 % | 3,231 % | 3,009 % |
| 110 | 3,023 % | 3,437 % | 3,021 % | 4,983 % | 3,232 % | 3,012 % |
| 111 | 3,026 % | 3,436 % | 3,024 % | 4,978 % | 3,233 % | 3,015 % |
| 112 | 3,028 % | 3,435 % | 3,026 % | 4,972 % | 3,233 % | 3,017 % |
| 113 | 3,031 % | 3,434 % | 3,028 % | 4,966 % | 3,234 % | 3,020 % |
| 114 | 3,033 % | 3,433 % | 3,031 % | 4,961 % | 3,234 % | 3,022 % |
| 115 | 3,035 % | 3,431 % | 3,033 % | 4,956 % | 3,235 % | 3,024 % |
| 116 | 3,038 % | 3,430 % | 3,035 % | 4,950 % | 3,236 % | 3,027 % |
| 117 | 3,040 % | 3,429 % | 3,038 % | 4,945 % | 3,236 % | 3,029 % |
| 118 | 3,042 % | 3,428 % | 3,040 % | 4,940 % | 3,237 % | 3,031 % |
| 119 | 3,044 % | 3,427 % | 3,042 % | 4,935 % | 3,237 % | 3,034 % |
| 120 | 3,046 % | 3,426 % | 3,044 % | 4,930 % | 3,238 % | 3,036 % |
| 121 | 3,048 % | 3,425 % | 3,046 % | 4,926 % | 3,238 % | 3,038 % |
| 122 | 3,051 % | 3,424 % | 3,048 % | 4,921 % | 3,239 % | 3,040 % |
| 123 | 3,053 % | 3,423 % | 3,050 % | 4,916 % | 3,239 % | 3,042 % |
| 124 | 3,055 % | 3,422 % | 3,053 % | 4,912 % | 3,240 % | 3,044 % |
| 125 | 3,056 % | 3,421 % | 3,054 % | 4,907 % | 3,240 % | 3,046 % |
| 126 | 3,058 % | 3,420 % | 3,056 % | 4,903 % | 3,241 % | 3,048 % |
| 127 | 3,060 % | 3,419 % | 3,058 % | 4,898 % | 3,241 % | 3,050 % |
| 128 | 3,062 % | 3,418 % | 3,060 % | 4,894 % | 3,242 % | 3,052 % |
| 129 | 3,064 % | 3,417 % | 3,062 % | 4,890 % | 3,242 % | 3,054 % |
| 130 | 3,066 % | 3,416 % | 3,064 % | 4,886 % | 3,242 % | 3,056 % |
| 131 | 3,068 % | 3,415 % | 3,066 % | 4,881 % | 3,243 % | 3,058 % |
| 132 | 3,069 % | 3,414 % | 3,067 % | 4,877 % | 3,243 % | 3,060 % |
| 133 | 3,071 % | 3,414 % | 3,069 % | 4,873 % | 3,244 % | 3,062 % |
| 134 | 3,073 % | 3,413 % | 3,071 % | 4,870 % | 3,244 % | 3,063 % |
| 135 | 3,075 % | 3,412 % | 3,073 % | 4,866 % | 3,245 % | 3,065 % |
| 136 | 3,076 % | 3,411 % | 3,074 % | 4,862 % | 3,245 % | 3,067 % |
| 137 | 3,078 % | 3,410 % | 3,076 % | 4,858 % | 3,245 % | 3,069 % |
| 138 | 3,079 % | 3,409 % | 3,078 % | 4,854 % | 3,246 % | 3,070 % |
| 139 | 3,081 % | 3,409 % | 3,079 % | 4,851 % | 3,246 % | 3,072 % |
| 140 | 3,083 % | 3,408 % | 3,081 % | 4,847 % | 3,247 % | 3,074 % |
| 141 | 3,084 % | 3,407 % | 3,082 % | 4,844 % | 3,247 % | 3,075 % |
| 142 | 3,086 % | 3,406 % | 3,084 % | 4,840 % | 3,247 % | 3,077 % |
| 143 | 3,087 % | 3,406 % | 3,085 % | 4,837 % | 3,248 % | 3,078 % |
| 144 | 3,089 % | 3,405 % | 3,087 % | 4,833 % | 3,248 % | 3,080 % |
| 145 | 3,090 % | 3,404 % | 3,088 % | 4,830 % | 3,248 % | 3,081 % |
| 146 | 3,091 % | 3,403 % | 3,090 % | 4,827 % | 3,249 % | 3,083 % |
| 147 | 3,093 % | 3,403 % | 3,091 % | 4,824 % | 3,249 % | 3,084 % |
| 148 | 3,094 % | 3,402 % | 3,093 % | 4,820 % | 3,249 % | 3,086 % |
| 149 | 3,096 % | 3,401 % | 3,094 % | 4,817 % | 3,250 % | 3,087 % |
| 150 | 3,097 % | 3,401 % | 3,095 % | 4,814 % | 3,250 % | 3,089 % |
| Term to maturity (in years) | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone | Swiss franc |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 4,457 % | 6,671 % | 4,970 % | 8,197 % | 4,299 % | 0,050 % |
| 2 | 4,263 % | 6,902 % | 5,074 % | 7,810 % | 4,235 % | 0,020 % |
| 3 | 4,153 % | 7,074 % | 5,224 % | 7,479 % | 4,139 % | 0,060 % |
| 4 | 4,080 % | 7,198 % | 5,369 % | 7,196 % | 4,053 % | 0,118 % |
| 5 | 4,038 % | 7,275 % | 5,495 % | 6,938 % | 3,995 % | 0,170 % |
| 6 | 4,016 % | 7,313 % | 5,596 % | 6,702 % | 3,964 % | 0,213 % |
| 7 | 4,013 % | 7,328 % | 5,674 % | 6,481 % | 3,949 % | 0,251 % |
| 8 | 4,024 % | 7,310 % | 5,731 % | 6,264 % | 3,941 % | 0,291 % |
| 9 | 4,045 % | 7,284 % | 5,763 % | 6,051 % | 3,936 % | 0,333 % |
| 10 | 4,072 % | 7,252 % | 5,780 % | 5,866 % | 3,929 % | 0,380 % |
| 11 | 4,106 % | 7,201 % | 5,775 % | 5,709 % | 3,920 % | 0,432 % |
| 12 | 4,141 % | 7,134 % | 5,753 % | 5,572 % | 3,910 % | 0,487 % |
| 13 | 4,174 % | 7,054 % | 5,719 % | 5,451 % | 3,898 % | 0,543 % |
| 14 | 4,204 % | 6,967 % | 5,677 % | 5,344 % | 3,885 % | 0,598 % |
| 15 | 4,230 % | 6,876 % | 5,628 % | 5,247 % | 3,872 % | 0,653 % |
| 16 | 4,252 % | 6,781 % | 5,576 % | 5,160 % | 3,859 % | 0,706 % |
| 17 | 4,271 % | 6,686 % | 5,521 % | 5,080 % | 3,846 % | 0,758 % |
| 18 | 4,285 % | 6,590 % | 5,466 % | 5,006 % | 3,833 % | 0,807 % |
| 19 | 4,296 % | 6,495 % | 5,409 % | 4,938 % | 3,820 % | 0,855 % |
| 20 | 4,304 % | 6,402 % | 5,353 % | 4,876 % | 3,807 % | 0,901 % |
| 21 | 4,308 % | 6,311 % | 5,297 % | 4,818 % | 3,795 % | 0,944 % |
| 22 | 4,308 % | 6,223 % | 5,242 % | 4,763 % | 3,783 % | 0,986 % |
| 23 | 4,307 % | 6,137 % | 5,189 % | 4,712 % | 3,771 % | 1,026 % |
| 24 | 4,302 % | 6,054 % | 5,137 % | 4,665 % | 3,759 % | 1,064 % |
| 25 | 4,296 % | 5,973 % | 5,086 % | 4,620 % | 3,748 % | 1,101 % |
| 26 | 4,288 % | 5,896 % | 5,037 % | 4,578 % | 3,737 % | 1,136 % |
| 27 | 4,277 % | 5,822 % | 4,990 % | 4,538 % | 3,727 % | 1,169 % |
| 28 | 4,265 % | 5,750 % | 4,944 % | 4,501 % | 3,716 % | 1,201 % |
| 29 | 4,250 % | 5,682 % | 4,900 % | 4,465 % | 3,706 % | 1,231 % |
| 30 | 4,232 % | 5,616 % | 4,857 % | 4,432 % | 3,697 % | 1,260 % |
| 31 | 4,212 % | 5,553 % | 4,816 % | 4,400 % | 3,688 % | 1,288 % |
| 32 | 4,190 % | 5,492 % | 4,777 % | 4,370 % | 3,679 % | 1,314 % |
| 33 | 4,167 % | 5,434 % | 4,739 % | 4,341 % | 3,670 % | 1,340 % |
| 34 | 4,143 % | 5,379 % | 4,703 % | 4,313 % | 3,662 % | 1,364 % |
| 35 | 4,118 % | 5,326 % | 4,668 % | 4,287 % | 3,654 % | 1,387 % |
| 36 | 4,092 % | 5,275 % | 4,635 % | 4,262 % | 3,646 % | 1,409 % |
| 37 | 4,067 % | 5,226 % | 4,602 % | 4,239 % | 3,638 % | 1,431 % |
| 38 | 4,041 % | 5,179 % | 4,571 % | 4,216 % | 3,631 % | 1,451 % |
| 39 | 4,017 % | 5,134 % | 4,542 % | 4,194 % | 3,624 % | 1,471 % |
| 40 | 3,992 % | 5,091 % | 4,513 % | 4,173 % | 3,617 % | 1,490 % |
| 41 | 3,968 % | 5,050 % | 4,486 % | 4,154 % | 3,611 % | 1,508 % |
| 42 | 3,945 % | 5,010 % | 4,460 % | 4,134 % | 3,605 % | 1,525 % |
| 43 | 3,923 % | 4,972 % | 4,434 % | 4,116 % | 3,598 % | 1,542 % |
| 44 | 3,902 % | 4,936 % | 4,410 % | 4,099 % | 3,593 % | 1,558 % |
| 45 | 3,881 % | 4,901 % | 4,386 % | 4,082 % | 3,587 % | 1,573 % |
| 46 | 3,862 % | 4,867 % | 4,364 % | 4,066 % | 3,581 % | 1,588 % |
| 47 | 3,843 % | 4,835 % | 4,342 % | 4,050 % | 3,576 % | 1,602 % |
| 48 | 3,825 % | 4,803 % | 4,321 % | 4,035 % | 3,571 % | 1,616 % |
| 49 | 3,809 % | 4,773 % | 4,301 % | 4,020 % | 3,566 % | 1,629 % |
| 50 | 3,793 % | 4,744 % | 4,282 % | 4,007 % | 3,561 % | 1,642 % |
| 51 | 3,779 % | 4,717 % | 4,263 % | 3,993 % | 3,556 % | 1,655 % |
| 52 | 3,765 % | 4,690 % | 4,245 % | 3,980 % | 3,552 % | 1,666 % |
| 53 | 3,752 % | 4,664 % | 4,227 % | 3,968 % | 3,547 % | 1,678 % |
| 54 | 3,740 % | 4,639 % | 4,211 % | 3,956 % | 3,543 % | 1,689 % |
| 55 | 3,729 % | 4,615 % | 4,194 % | 3,944 % | 3,539 % | 1,700 % |
| 56 | 3,719 % | 4,591 % | 4,179 % | 3,933 % | 3,535 % | 1,710 % |
| 57 | 3,708 % | 4,569 % | 4,163 % | 3,922 % | 3,531 % | 1,720 % |
| 58 | 3,699 % | 4,547 % | 4,149 % | 3,911 % | 3,527 % | 1,730 % |
| 59 | 3,690 % | 4,526 % | 4,134 % | 3,901 % | 3,524 % | 1,740 % |
| 60 | 3,682 % | 4,506 % | 4,121 % | 3,891 % | 3,520 % | 1,749 % |
| 61 | 3,674 % | 4,486 % | 4,107 % | 3,882 % | 3,517 % | 1,757 % |
| 62 | 3,666 % | 4,467 % | 4,094 % | 3,872 % | 3,513 % | 1,766 % |
| 63 | 3,659 % | 4,448 % | 4,082 % | 3,863 % | 3,510 % | 1,774 % |
| 64 | 3,652 % | 4,430 % | 4,070 % | 3,855 % | 3,507 % | 1,782 % |
| 65 | 3,645 % | 4,413 % | 4,058 % | 3,846 % | 3,504 % | 1,790 % |
| 66 | 3,639 % | 4,396 % | 4,047 % | 3,838 % | 3,501 % | 1,798 % |
| 67 | 3,633 % | 4,380 % | 4,035 % | 3,830 % | 3,498 % | 1,805 % |
| 68 | 3,627 % | 4,364 % | 4,025 % | 3,822 % | 3,495 % | 1,813 % |
| 69 | 3,621 % | 4,348 % | 4,014 % | 3,815 % | 3,492 % | 1,819 % |
| 70 | 3,616 % | 4,333 % | 4,004 % | 3,808 % | 3,490 % | 1,826 % |
| 71 | 3,611 % | 4,319 % | 3,994 % | 3,800 % | 3,487 % | 1,833 % |
| 72 | 3,606 % | 4,305 % | 3,984 % | 3,794 % | 3,485 % | 1,839 % |
| 73 | 3,601 % | 4,291 % | 3,975 % | 3,787 % | 3,482 % | 1,846 % |
| 74 | 3,596 % | 4,277 % | 3,966 % | 3,780 % | 3,480 % | 1,852 % |
| 75 | 3,592 % | 4,264 % | 3,957 % | 3,774 % | 3,477 % | 1,858 % |
| 76 | 3,588 % | 4,252 % | 3,948 % | 3,768 % | 3,475 % | 1,863 % |
| 77 | 3,583 % | 4,239 % | 3,940 % | 3,762 % | 3,473 % | 1,869 % |
| 78 | 3,579 % | 4,227 % | 3,932 % | 3,756 % | 3,471 % | 1,874 % |
| 79 | 3,576 % | 4,215 % | 3,924 % | 3,750 % | 3,468 % | 1,880 % |
| 80 | 3,572 % | 4,204 % | 3,916 % | 3,744 % | 3,466 % | 1,885 % |
| 81 | 3,568 % | 4,193 % | 3,908 % | 3,739 % | 3,464 % | 1,890 % |
| 82 | 3,565 % | 4,182 % | 3,901 % | 3,734 % | 3,462 % | 1,895 % |
| 83 | 3,561 % | 4,171 % | 3,894 % | 3,728 % | 3,460 % | 1,900 % |
| 84 | 3,558 % | 4,161 % | 3,887 % | 3,723 % | 3,458 % | 1,905 % |
| 85 | 3,555 % | 4,151 % | 3,880 % | 3,718 % | 3,457 % | 1,909 % |
| 86 | 3,552 % | 4,141 % | 3,873 % | 3,713 % | 3,455 % | 1,914 % |
| 87 | 3,549 % | 4,131 % | 3,866 % | 3,709 % | 3,453 % | 1,918 % |
| 88 | 3,546 % | 4,121 % | 3,860 % | 3,704 % | 3,451 % | 1,923 % |
| 89 | 3,543 % | 4,112 % | 3,854 % | 3,699 % | 3,450 % | 1,927 % |
| 90 | 3,540 % | 4,103 % | 3,847 % | 3,695 % | 3,448 % | 1,931 % |
| 91 | 3,537 % | 4,094 % | 3,841 % | 3,691 % | 3,446 % | 1,935 % |
| 92 | 3,534 % | 4,086 % | 3,835 % | 3,686 % | 3,445 % | 1,939 % |
| 93 | 3,532 % | 4,077 % | 3,830 % | 3,682 % | 3,443 % | 1,943 % |
| 94 | 3,529 % | 4,069 % | 3,824 % | 3,678 % | 3,442 % | 1,947 % |
| 95 | 3,527 % | 4,061 % | 3,819 % | 3,674 % | 3,440 % | 1,950 % |
| 96 | 3,524 % | 4,053 % | 3,813 % | 3,670 % | 3,439 % | 1,954 % |
| 97 | 3,522 % | 4,045 % | 3,808 % | 3,666 % | 3,437 % | 1,958 % |
| 98 | 3,520 % | 4,037 % | 3,803 % | 3,663 % | 3,436 % | 1,961 % |
| 99 | 3,517 % | 4,030 % | 3,798 % | 3,659 % | 3,435 % | 1,964 % |
| 100 | 3,515 % | 4,023 % | 3,793 % | 3,655 % | 3,433 % | 1,968 % |
| 101 | 3,513 % | 4,015 % | 3,788 % | 3,652 % | 3,432 % | 1,971 % |
| 102 | 3,511 % | 4,008 % | 3,783 % | 3,649 % | 3,431 % | 1,974 % |
| 103 | 3,509 % | 4,001 % | 3,778 % | 3,645 % | 3,429 % | 1,977 % |
| 104 | 3,507 % | 3,995 % | 3,774 % | 3,642 % | 3,428 % | 1,981 % |
| 105 | 3,505 % | 3,988 % | 3,769 % | 3,639 % | 3,427 % | 1,984 % |
| 106 | 3,503 % | 3,982 % | 3,765 % | 3,635 % | 3,426 % | 1,987 % |
| 107 | 3,501 % | 3,975 % | 3,760 % | 3,632 % | 3,425 % | 1,989 % |
| 108 | 3,499 % | 3,969 % | 3,756 % | 3,629 % | 3,423 % | 1,992 % |
| 109 | 3,497 % | 3,963 % | 3,752 % | 3,626 % | 3,422 % | 1,995 % |
| 110 | 3,495 % | 3,957 % | 3,748 % | 3,623 % | 3,421 % | 1,998 % |
| 111 | 3,493 % | 3,951 % | 3,744 % | 3,620 % | 3,420 % | 2,001 % |
| 112 | 3,492 % | 3,945 % | 3,740 % | 3,617 % | 3,419 % | 2,003 % |
| 113 | 3,490 % | 3,939 % | 3,736 % | 3,615 % | 3,418 % | 2,006 % |
| 114 | 3,488 % | 3,934 % | 3,732 % | 3,612 % | 3,417 % | 2,009 % |
| 115 | 3,487 % | 3,928 % | 3,728 % | 3,609 % | 3,416 % | 2,011 % |
| 116 | 3,485 % | 3,923 % | 3,724 % | 3,606 % | 3,415 % | 2,014 % |
| 117 | 3,483 % | 3,917 % | 3,721 % | 3,604 % | 3,414 % | 2,016 % |
| 118 | 3,482 % | 3,912 % | 3,717 % | 3,601 % | 3,413 % | 2,018 % |
| 119 | 3,480 % | 3,907 % | 3,714 % | 3,599 % | 3,412 % | 2,021 % |
| 120 | 3,479 % | 3,902 % | 3,710 % | 3,596 % | 3,411 % | 2,023 % |
| 121 | 3,477 % | 3,897 % | 3,707 % | 3,594 % | 3,410 % | 2,025 % |
| 122 | 3,476 % | 3,892 % | 3,704 % | 3,591 % | 3,409 % | 2,028 % |
| 123 | 3,474 % | 3,887 % | 3,700 % | 3,589 % | 3,408 % | 2,030 % |
| 124 | 3,473 % | 3,882 % | 3,697 % | 3,587 % | 3,407 % | 2,032 % |
| 125 | 3,472 % | 3,878 % | 3,694 % | 3,584 % | 3,407 % | 2,034 % |
| 126 | 3,470 % | 3,873 % | 3,691 % | 3,582 % | 3,406 % | 2,036 % |
| 127 | 3,469 % | 3,869 % | 3,688 % | 3,580 % | 3,405 % | 2,038 % |
| 128 | 3,468 % | 3,864 % | 3,685 % | 3,578 % | 3,404 % | 2,040 % |
| 129 | 3,466 % | 3,860 % | 3,682 % | 3,575 % | 3,403 % | 2,042 % |
| 130 | 3,465 % | 3,855 % | 3,679 % | 3,573 % | 3,403 % | 2,044 % |
| 131 | 3,464 % | 3,851 % | 3,676 % | 3,571 % | 3,402 % | 2,046 % |
| 132 | 3,463 % | 3,847 % | 3,673 % | 3,569 % | 3,401 % | 2,048 % |
| 133 | 3,461 % | 3,843 % | 3,670 % | 3,567 % | 3,400 % | 2,050 % |
| 134 | 3,460 % | 3,839 % | 3,667 % | 3,565 % | 3,399 % | 2,052 % |
| 135 | 3,459 % | 3,835 % | 3,665 % | 3,563 % | 3,399 % | 2,054 % |
| 136 | 3,458 % | 3,831 % | 3,662 % | 3,561 % | 3,398 % | 2,056 % |
| 137 | 3,457 % | 3,827 % | 3,659 % | 3,559 % | 3,397 % | 2,057 % |
| 138 | 3,455 % | 3,823 % | 3,657 % | 3,557 % | 3,397 % | 2,059 % |
| 139 | 3,454 % | 3,819 % | 3,654 % | 3,556 % | 3,396 % | 2,061 % |
| 140 | 3,453 % | 3,816 % | 3,652 % | 3,554 % | 3,395 % | 2,063 % |
| 141 | 3,452 % | 3,812 % | 3,649 % | 3,552 % | 3,395 % | 2,064 % |
| 142 | 3,451 % | 3,808 % | 3,647 % | 3,550 % | 3,394 % | 2,066 % |
| 143 | 3,450 % | 3,805 % | 3,644 % | 3,548 % | 3,393 % | 2,068 % |
| 144 | 3,449 % | 3,801 % | 3,642 % | 3,547 % | 3,393 % | 2,069 % |
| 145 | 3,448 % | 3,798 % | 3,639 % | 3,545 % | 3,392 % | 2,071 % |
| 146 | 3,447 % | 3,794 % | 3,637 % | 3,543 % | 3,391 % | 2,072 % |
| 147 | 3,446 % | 3,791 % | 3,635 % | 3,542 % | 3,391 % | 2,074 % |
| 148 | 3,445 % | 3,788 % | 3,633 % | 3,540 % | 3,390 % | 2,075 % |
| 149 | 3,444 % | 3,784 % | 3,630 % | 3,538 % | 3,389 % | 2,077 % |
| 150 | 3,443 % | 3,781 % | 3,628 % | 3,537 % | 3,389 % | 2,078 % |
| Term to maturity (in years) | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso | Hong Kong dollar |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 4,152 % | 2,040 % | 2,881 % | 4,685 % | 8,468 % | 3,628 % |
| 2 | 3,956 % | 1,938 % | 2,756 % | 5,124 % | 9,312 % | 3,492 % |
| 3 | 3,890 % | 1,928 % | 2,719 % | 5,387 % | 9,924 % | 3,419 % |
| 4 | 3,902 % | 1,970 % | 2,708 % | 5,525 % | 10,367 % | 3,371 % |
| 5 | 3,948 % | 2,037 % | 2,733 % | 5,604 % | 10,759 % | 3,345 % |
| 6 | 4,018 % | 2,112 % | 2,778 % | 5,651 % | 11,076 % | 3,341 % |
| 7 | 4,096 % | 2,187 % | 2,834 % | 5,675 % | 11,353 % | 3,349 % |
| 8 | 4,166 % | 2,258 % | 2,895 % | 5,684 % | 11,597 % | 3,362 % |
| 9 | 4,232 % | 2,323 % | 2,951 % | 5,683 % | 11,811 % | 3,378 % |
| 10 | 4,288 % | 2,380 % | 2,996 % | 5,673 % | 12,007 % | 3,395 % |
| 11 | 4,338 % | 2,430 % | 3,028 % | 5,655 % | 12,127 % | 3,410 % |
| 12 | 4,381 % | 2,474 % | 3,049 % | 5,633 % | 12,174 % | 3,424 % |
| 13 | 4,418 % | 2,512 % | 3,062 % | 5,608 % | 12,164 % | 3,437 % |
| 14 | 4,449 % | 2,547 % | 3,070 % | 5,580 % | 12,110 % | 3,447 % |
| 15 | 4,474 % | 2,579 % | 3,074 % | 5,551 % | 12,022 % | 3,455 % |
| 16 | 4,492 % | 2,608 % | 3,075 % | 5,521 % | 11,907 % | 3,462 % |
| 17 | 4,504 % | 2,635 % | 3,074 % | 5,492 % | 11,772 % | 3,466 % |
| 18 | 4,509 % | 2,660 % | 3,072 % | 5,462 % | 11,621 % | 3,469 % |
| 19 | 4,507 % | 2,682 % | 3,068 % | 5,432 % | 11,460 % | 3,471 % |
| 20 | 4,499 % | 2,704 % | 3,065 % | 5,403 % | 11,291 % | 3,472 % |
| 21 | 4,483 % | 2,724 % | 3,061 % | 5,375 % | 11,117 % | 3,472 % |
| 22 | 4,462 % | 2,742 % | 3,057 % | 5,348 % | 10,941 % | 3,472 % |
| 23 | 4,437 % | 2,760 % | 3,054 % | 5,321 % | 10,765 % | 3,471 % |
| 24 | 4,410 % | 2,776 % | 3,050 % | 5,295 % | 10,590 % | 3,470 % |
| 25 | 4,380 % | 2,792 % | 3,047 % | 5,269 % | 10,417 % | 3,469 % |
| 26 | 4,350 % | 2,807 % | 3,045 % | 5,245 % | 10,248 % | 3,467 % |
| 27 | 4,320 % | 2,821 % | 3,043 % | 5,222 % | 10,083 % | 3,465 % |
| 28 | 4,290 % | 2,834 % | 3,042 % | 5,199 % | 9,923 % | 3,463 % |
| 29 | 4,261 % | 2,847 % | 3,041 % | 5,177 % | 9,767 % | 3,461 % |
| 30 | 4,234 % | 2,859 % | 3,041 % | 5,156 % | 9,617 % | 3,459 % |
| 31 | 4,207 % | 2,870 % | 3,041 % | 5,136 % | 9,473 % | 3,456 % |
| 32 | 4,182 % | 2,881 % | 3,042 % | 5,116 % | 9,333 % | 3,454 % |
| 33 | 4,159 % | 2,892 % | 3,044 % | 5,097 % | 9,199 % | 3,452 % |
| 34 | 4,136 % | 2,902 % | 3,046 % | 5,079 % | 9,071 % | 3,449 % |
| 35 | 4,115 % | 2,911 % | 3,048 % | 5,062 % | 8,947 % | 3,447 % |
| 36 | 4,095 % | 2,920 % | 3,051 % | 5,045 % | 8,829 % | 3,445 % |
| 37 | 4,076 % | 2,929 % | 3,053 % | 5,029 % | 8,716 % | 3,442 % |
| 38 | 4,057 % | 2,937 % | 3,056 % | 5,014 % | 8,607 % | 3,440 % |
| 39 | 4,040 % | 2,945 % | 3,059 % | 4,999 % | 8,503 % | 3,438 % |
| 40 | 4,023 % | 2,953 % | 3,062 % | 4,984 % | 8,403 % | 3,435 % |
| 41 | 4,007 % | 2,961 % | 3,066 % | 4,971 % | 8,307 % | 3,433 % |
| 42 | 3,991 % | 2,968 % | 3,069 % | 4,957 % | 8,216 % | 3,431 % |
| 43 | 3,977 % | 2,975 % | 3,072 % | 4,944 % | 8,128 % | 3,429 % |
| 44 | 3,962 % | 2,981 % | 3,075 % | 4,932 % | 8,043 % | 3,426 % |
| 45 | 3,949 % | 2,988 % | 3,078 % | 4,920 % | 7,962 % | 3,424 % |
| 46 | 3,936 % | 2,994 % | 3,082 % | 4,909 % | 7,885 % | 3,422 % |
| 47 | 3,923 % | 3,000 % | 3,085 % | 4,898 % | 7,810 % | 3,420 % |
| 48 | 3,911 % | 3,005 % | 3,088 % | 4,887 % | 7,738 % | 3,418 % |
| 49 | 3,899 % | 3,011 % | 3,091 % | 4,876 % | 7,669 % | 3,416 % |
| 50 | 3,888 % | 3,016 % | 3,094 % | 4,867 % | 7,603 % | 3,414 % |
| 51 | 3,877 % | 3,021 % | 3,097 % | 4,857 % | 7,539 % | 3,413 % |
| 52 | 3,867 % | 3,026 % | 3,101 % | 4,848 % | 7,477 % | 3,411 % |
| 53 | 3,857 % | 3,031 % | 3,104 % | 4,839 % | 7,418 % | 3,409 % |
| 54 | 3,847 % | 3,036 % | 3,106 % | 4,830 % | 7,361 % | 3,407 % |
| 55 | 3,837 % | 3,040 % | 3,109 % | 4,821 % | 7,306 % | 3,406 % |
| 56 | 3,828 % | 3,045 % | 3,112 % | 4,813 % | 7,253 % | 3,404 % |
| 57 | 3,819 % | 3,049 % | 3,115 % | 4,805 % | 7,202 % | 3,402 % |
| 58 | 3,811 % | 3,053 % | 3,118 % | 4,798 % | 7,152 % | 3,401 % |
| 59 | 3,802 % | 3,057 % | 3,120 % | 4,790 % | 7,104 % | 3,399 % |
| 60 | 3,794 % | 3,061 % | 3,123 % | 4,783 % | 7,058 % | 3,398 % |
| 61 | 3,786 % | 3,065 % | 3,125 % | 4,776 % | 7,013 % | 3,396 % |
| 62 | 3,779 % | 3,068 % | 3,128 % | 4,769 % | 6,970 % | 3,395 % |
| 63 | 3,772 % | 3,072 % | 3,130 % | 4,763 % | 6,928 % | 3,394 % |
| 64 | 3,764 % | 3,075 % | 3,133 % | 4,757 % | 6,887 % | 3,392 % |
| 65 | 3,757 % | 3,079 % | 3,135 % | 4,750 % | 6,848 % | 3,391 % |
| 66 | 3,751 % | 3,082 % | 3,137 % | 4,744 % | 6,809 % | 3,390 % |
| 67 | 3,744 % | 3,085 % | 3,140 % | 4,739 % | 6,772 % | 3,389 % |
| 68 | 3,738 % | 3,088 % | 3,142 % | 4,733 % | 6,736 % | 3,387 % |
| 69 | 3,732 % | 3,091 % | 3,144 % | 4,727 % | 6,701 % | 3,386 % |
| 70 | 3,726 % | 3,094 % | 3,146 % | 4,722 % | 6,668 % | 3,385 % |
| 71 | 3,720 % | 3,097 % | 3,148 % | 4,717 % | 6,635 % | 3,384 % |
| 72 | 3,714 % | 3,100 % | 3,150 % | 4,712 % | 6,603 % | 3,383 % |
| 73 | 3,708 % | 3,102 % | 3,152 % | 4,707 % | 6,571 % | 3,382 % |
| 74 | 3,703 % | 3,105 % | 3,154 % | 4,702 % | 6,541 % | 3,381 % |
| 75 | 3,698 % | 3,107 % | 3,156 % | 4,698 % | 6,512 % | 3,380 % |
| 76 | 3,693 % | 3,110 % | 3,157 % | 4,693 % | 6,483 % | 3,379 % |
| 77 | 3,688 % | 3,112 % | 3,159 % | 4,689 % | 6,455 % | 3,378 % |
| 78 | 3,683 % | 3,115 % | 3,161 % | 4,684 % | 6,428 % | 3,377 % |
| 79 | 3,678 % | 3,117 % | 3,163 % | 4,680 % | 6,401 % | 3,376 % |
| 80 | 3,673 % | 3,119 % | 3,164 % | 4,676 % | 6,375 % | 3,375 % |
| 81 | 3,669 % | 3,122 % | 3,166 % | 4,672 % | 6,350 % | 3,374 % |
| 82 | 3,664 % | 3,124 % | 3,167 % | 4,668 % | 6,325 % | 3,373 % |
| 83 | 3,660 % | 3,126 % | 3,169 % | 4,664 % | 6,301 % | 3,372 % |
| 84 | 3,656 % | 3,128 % | 3,171 % | 4,660 % | 6,278 % | 3,371 % |
| 85 | 3,652 % | 3,130 % | 3,172 % | 4,657 % | 6,255 % | 3,370 % |
| 86 | 3,647 % | 3,132 % | 3,173 % | 4,653 % | 6,233 % | 3,370 % |
| 87 | 3,644 % | 3,134 % | 3,175 % | 4,650 % | 6,211 % | 3,369 % |
| 88 | 3,640 % | 3,136 % | 3,176 % | 4,646 % | 6,190 % | 3,368 % |
| 89 | 3,636 % | 3,137 % | 3,178 % | 4,643 % | 6,169 % | 3,367 % |
| 90 | 3,632 % | 3,139 % | 3,179 % | 4,640 % | 6,148 % | 3,367 % |
| 91 | 3,629 % | 3,141 % | 3,180 % | 4,637 % | 6,128 % | 3,366 % |
| 92 | 3,625 % | 3,143 % | 3,182 % | 4,633 % | 6,109 % | 3,365 % |
| 93 | 3,622 % | 3,144 % | 3,183 % | 4,630 % | 6,090 % | 3,365 % |
| 94 | 3,618 % | 3,146 % | 3,184 % | 4,627 % | 6,071 % | 3,364 % |
| 95 | 3,615 % | 3,148 % | 3,185 % | 4,624 % | 6,053 % | 3,363 % |
| 96 | 3,612 % | 3,149 % | 3,186 % | 4,622 % | 6,035 % | 3,363 % |
| 97 | 3,608 % | 3,151 % | 3,188 % | 4,619 % | 6,017 % | 3,362 % |
| 98 | 3,605 % | 3,152 % | 3,189 % | 4,616 % | 6,000 % | 3,361 % |
| 99 | 3,602 % | 3,154 % | 3,190 % | 4,613 % | 5,984 % | 3,361 % |
| 100 | 3,599 % | 3,155 % | 3,191 % | 4,611 % | 5,967 % | 3,360 % |
| 101 | 3,596 % | 3,157 % | 3,192 % | 4,608 % | 5,951 % | 3,359 % |
| 102 | 3,593 % | 3,158 % | 3,193 % | 4,606 % | 5,935 % | 3,359 % |
| 103 | 3,590 % | 3,159 % | 3,194 % | 4,603 % | 5,920 % | 3,358 % |
| 104 | 3,588 % | 3,161 % | 3,195 % | 4,601 % | 5,904 % | 3,358 % |
| 105 | 3,585 % | 3,162 % | 3,196 % | 4,598 % | 5,890 % | 3,357 % |
| 106 | 3,582 % | 3,163 % | 3,197 % | 4,596 % | 5,875 % | 3,357 % |
| 107 | 3,580 % | 3,165 % | 3,198 % | 4,594 % | 5,861 % | 3,356 % |
| 108 | 3,577 % | 3,166 % | 3,199 % | 4,591 % | 5,846 % | 3,356 % |
| 109 | 3,574 % | 3,167 % | 3,200 % | 4,589 % | 5,833 % | 3,355 % |
| 110 | 3,572 % | 3,168 % | 3,201 % | 4,587 % | 5,819 % | 3,355 % |
| 111 | 3,570 % | 3,169 % | 3,202 % | 4,585 % | 5,806 % | 3,354 % |
| 112 | 3,567 % | 3,171 % | 3,203 % | 4,583 % | 5,793 % | 3,354 % |
| 113 | 3,565 % | 3,172 % | 3,203 % | 4,581 % | 5,780 % | 3,353 % |
| 114 | 3,562 % | 3,173 % | 3,204 % | 4,579 % | 5,767 % | 3,353 % |
| 115 | 3,560 % | 3,174 % | 3,205 % | 4,577 % | 5,755 % | 3,352 % |
| 116 | 3,558 % | 3,175 % | 3,206 % | 4,575 % | 5,743 % | 3,352 % |
| 117 | 3,556 % | 3,176 % | 3,207 % | 4,573 % | 5,731 % | 3,351 % |
| 118 | 3,554 % | 3,177 % | 3,207 % | 4,571 % | 5,719 % | 3,351 % |
| 119 | 3,551 % | 3,178 % | 3,208 % | 4,569 % | 5,707 % | 3,351 % |
| 120 | 3,549 % | 3,179 % | 3,209 % | 4,567 % | 5,696 % | 3,350 % |
| 121 | 3,547 % | 3,180 % | 3,210 % | 4,565 % | 5,685 % | 3,350 % |
| 122 | 3,545 % | 3,181 % | 3,210 % | 4,564 % | 5,674 % | 3,349 % |
| 123 | 3,543 % | 3,182 % | 3,211 % | 4,562 % | 5,663 % | 3,349 % |
| 124 | 3,541 % | 3,183 % | 3,212 % | 4,560 % | 5,652 % | 3,348 % |
| 125 | 3,539 % | 3,184 % | 3,213 % | 4,559 % | 5,642 % | 3,348 % |
| 126 | 3,537 % | 3,185 % | 3,213 % | 4,557 % | 5,631 % | 3,348 % |
| 127 | 3,536 % | 3,186 % | 3,214 % | 4,555 % | 5,621 % | 3,347 % |
| 128 | 3,534 % | 3,187 % | 3,215 % | 4,554 % | 5,611 % | 3,347 % |
| 129 | 3,532 % | 3,188 % | 3,215 % | 4,552 % | 5,601 % | 3,347 % |
| 130 | 3,530 % | 3,189 % | 3,216 % | 4,551 % | 5,592 % | 3,346 % |
| 131 | 3,528 % | 3,189 % | 3,217 % | 4,549 % | 5,582 % | 3,346 % |
| 132 | 3,527 % | 3,190 % | 3,217 % | 4,547 % | 5,573 % | 3,346 % |
| 133 | 3,525 % | 3,191 % | 3,218 % | 4,546 % | 5,564 % | 3,345 % |
| 134 | 3,523 % | 3,192 % | 3,219 % | 4,545 % | 5,554 % | 3,345 % |
| 135 | 3,522 % | 3,193 % | 3,219 % | 4,543 % | 5,545 % | 3,345 % |
| 136 | 3,520 % | 3,193 % | 3,220 % | 4,542 % | 5,537 % | 3,344 % |
| 137 | 3,518 % | 3,194 % | 3,220 % | 4,540 % | 5,528 % | 3,344 % |
| 138 | 3,517 % | 3,195 % | 3,221 % | 4,539 % | 5,519 % | 3,344 % |
| 139 | 3,515 % | 3,196 % | 3,221 % | 4,538 % | 5,511 % | 3,343 % |
| 140 | 3,514 % | 3,196 % | 3,222 % | 4,536 % | 5,503 % | 3,343 % |
| 141 | 3,512 % | 3,197 % | 3,223 % | 4,535 % | 5,494 % | 3,343 % |
| 142 | 3,511 % | 3,198 % | 3,223 % | 4,534 % | 5,486 % | 3,342 % |
| 143 | 3,509 % | 3,199 % | 3,224 % | 4,532 % | 5,478 % | 3,342 % |
| 144 | 3,508 % | 3,199 % | 3,224 % | 4,531 % | 5,470 % | 3,342 % |
| 145 | 3,506 % | 3,200 % | 3,225 % | 4,530 % | 5,463 % | 3,341 % |
| 146 | 3,505 % | 3,201 % | 3,225 % | 4,529 % | 5,455 % | 3,341 % |
| 147 | 3,504 % | 3,201 % | 3,226 % | 4,527 % | 5,447 % | 3,341 % |
| 148 | 3,502 % | 3,202 % | 3,226 % | 4,526 % | 5,440 % | 3,341 % |
| 149 | 3,501 % | 3,203 % | 3,227 % | 4,525 % | 5,433 % | 3,340 % |
| 150 | 3,499 % | 3,203 % | 3,227 % | 4,524 % | 5,425 % | 3,340 % |
| Term to maturity (in years) | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand | Real |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 6,514 % | 9,723 % | 1,144 % | 3,499 % | 7,280 % | 15,022 % |
| 2 | 6,256 % | 9,430 % | 1,217 % | 3,298 % | 7,193 % | 15,608 % |
| 3 | 6,215 % | 9,380 % | 1,282 % | 3,292 % | 7,251 % | 15,562 % |
| 4 | 6,204 % | 9,440 % | 1,337 % | 3,354 % | 7,405 % | 15,442 % |
| 5 | 6,204 % | 9,488 % | 1,381 % | 3,449 % | 7,649 % | 15,243 % |
| 6 | 6,198 % | 9,541 % | 1,417 % | 3,551 % | 7,939 % | 15,059 % |
| 7 | 6,185 % | 9,604 % | 1,446 % | 3,650 % | 8,242 % | 14,889 % |
| 8 | 6,168 % | 9,673 % | 1,466 % | 3,745 % | 8,545 % | 14,725 % |
| 9 | 6,150 % | 9,728 % | 1,482 % | 3,834 % | 8,812 % | 14,567 % |
| 10 | 6,130 % | 9,750 % | 1,494 % | 3,916 % | 9,056 % | 14,425 % |
| 11 | 6,110 % | 9,729 % | 1,517 % | 3,992 % | 9,292 % | 14,263 % |
| 12 | 6,090 % | 9,675 % | 1,550 % | 4,062 % | 9,515 % | 14,078 % |
| 13 | 6,070 % | 9,596 % | 1,588 % | 4,124 % | 9,714 % | 13,877 % |
| 14 | 6,050 % | 9,500 % | 1,631 % | 4,179 % | 9,879 % | 13,664 % |
| 15 | 6,031 % | 9,391 % | 1,675 % | 4,228 % | 10,001 % | 13,442 % |
| 16 | 6,012 % | 9,273 % | 1,721 % | 4,269 % | 10,074 % | 13,216 % |
| 17 | 5,994 % | 9,150 % | 1,766 % | 4,303 % | 10,105 % | 12,988 % |
| 18 | 5,976 % | 9,023 % | 1,810 % | 4,330 % | 10,104 % | 12,760 % |
| 19 | 5,959 % | 8,895 % | 1,854 % | 4,349 % | 10,076 % | 12,533 % |
| 20 | 5,942 % | 8,768 % | 1,897 % | 4,361 % | 10,028 % | 12,310 % |
| 21 | 5,926 % | 8,641 % | 1,938 % | 4,365 % | 9,963 % | 12,091 % |
| 22 | 5,911 % | 8,516 % | 1,978 % | 4,364 % | 9,887 % | 11,877 % |
| 23 | 5,896 % | 8,395 % | 2,017 % | 4,358 % | 9,802 % | 11,669 % |
| 24 | 5,882 % | 8,276 % | 2,054 % | 4,348 % | 9,711 % | 11,468 % |
| 25 | 5,868 % | 8,161 % | 2,089 % | 4,336 % | 9,615 % | 11,274 % |
| 26 | 5,855 % | 8,049 % | 2,123 % | 4,321 % | 9,518 % | 11,086 % |
| 27 | 5,842 % | 7,942 % | 2,156 % | 4,305 % | 9,418 % | 10,906 % |
| 28 | 5,829 % | 7,838 % | 2,188 % | 4,288 % | 9,319 % | 10,733 % |
| 29 | 5,818 % | 7,738 % | 2,218 % | 4,270 % | 9,221 % | 10,567 % |
| 30 | 5,806 % | 7,643 % | 2,247 % | 4,251 % | 9,124 % | 10,408 % |
| 31 | 5,795 % | 7,551 % | 2,274 % | 4,232 % | 9,029 % | 10,256 % |
| 32 | 5,785 % | 7,463 % | 2,301 % | 4,213 % | 8,936 % | 10,110 % |
| 33 | 5,774 % | 7,378 % | 2,326 % | 4,194 % | 8,846 % | 9,971 % |
| 34 | 5,764 % | 7,297 % | 2,350 % | 4,175 % | 8,759 % | 9,838 % |
| 35 | 5,755 % | 7,219 % | 2,374 % | 4,156 % | 8,674 % | 9,711 % |
| 36 | 5,746 % | 7,145 % | 2,396 % | 4,138 % | 8,592 % | 9,589 % |
| 37 | 5,737 % | 7,074 % | 2,418 % | 4,120 % | 8,513 % | 9,473 % |
| 38 | 5,729 % | 7,006 % | 2,438 % | 4,103 % | 8,437 % | 9,361 % |
| 39 | 5,720 % | 6,940 % | 2,458 % | 4,086 % | 8,364 % | 9,255 % |
| 40 | 5,713 % | 6,877 % | 2,477 % | 4,069 % | 8,294 % | 9,153 % |
| 41 | 5,705 % | 6,817 % | 2,495 % | 4,053 % | 8,226 % | 9,056 % |
| 42 | 5,698 % | 6,760 % | 2,513 % | 4,037 % | 8,161 % | 8,962 % |
| 43 | 5,691 % | 6,705 % | 2,530 % | 4,022 % | 8,098 % | 8,873 % |
| 44 | 5,684 % | 6,651 % | 2,546 % | 4,008 % | 8,038 % | 8,787 % |
| 45 | 5,677 % | 6,601 % | 2,562 % | 3,993 % | 7,980 % | 8,705 % |
| 46 | 5,671 % | 6,552 % | 2,577 % | 3,979 % | 7,924 % | 8,626 % |
| 47 | 5,665 % | 6,505 % | 2,591 % | 3,966 % | 7,870 % | 8,550 % |
| 48 | 5,659 % | 6,459 % | 2,605 % | 3,953 % | 7,819 % | 8,478 % |
| 49 | 5,653 % | 6,416 % | 2,619 % | 3,941 % | 7,769 % | 8,408 % |
| 50 | 5,647 % | 6,374 % | 2,632 % | 3,929 % | 7,721 % | 8,341 % |
| 51 | 5,642 % | 6,334 % | 2,644 % | 3,917 % | 7,675 % | 8,276 % |
| 52 | 5,637 % | 6,295 % | 2,656 % | 3,906 % | 7,630 % | 8,214 % |
| 53 | 5,632 % | 6,257 % | 2,668 % | 3,895 % | 7,588 % | 8,154 % |
| 54 | 5,627 % | 6,221 % | 2,679 % | 3,884 % | 7,546 % | 8,096 % |
| 55 | 5,622 % | 6,186 % | 2,690 % | 3,874 % | 7,506 % | 8,040 % |
| 56 | 5,617 % | 6,153 % | 2,701 % | 3,864 % | 7,468 % | 7,986 % |
| 57 | 5,613 % | 6,120 % | 2,711 % | 3,854 % | 7,431 % | 7,935 % |
| 58 | 5,609 % | 6,089 % | 2,721 % | 3,845 % | 7,395 % | 7,884 % |
| 59 | 5,604 % | 6,059 % | 2,731 % | 3,836 % | 7,360 % | 7,836 % |
| 60 | 5,600 % | 6,029 % | 2,740 % | 3,827 % | 7,326 % | 7,789 % |
| 61 | 5,596 % | 6,001 % | 2,749 % | 3,818 % | 7,294 % | 7,744 % |
| 62 | 5,593 % | 5,973 % | 2,758 % | 3,810 % | 7,262 % | 7,700 % |
| 63 | 5,589 % | 5,947 % | 2,766 % | 3,802 % | 7,232 % | 7,658 % |
| 64 | 5,585 % | 5,921 % | 2,774 % | 3,794 % | 7,202 % | 7,616 % |
| 65 | 5,582 % | 5,896 % | 2,782 % | 3,787 % | 7,174 % | 7,577 % |
| 66 | 5,578 % | 5,871 % | 2,790 % | 3,780 % | 7,146 % | 7,538 % |
| 67 | 5,575 % | 5,848 % | 2,798 % | 3,772 % | 7,119 % | 7,500 % |
| 68 | 5,572 % | 5,825 % | 2,805 % | 3,766 % | 7,093 % | 7,464 % |
| 69 | 5,569 % | 5,803 % | 2,812 % | 3,759 % | 7,067 % | 7,429 % |
| 70 | 5,566 % | 5,781 % | 2,819 % | 3,752 % | 7,043 % | 7,394 % |
| 71 | 5,563 % | 5,760 % | 2,826 % | 3,746 % | 7,019 % | 7,361 % |
| 72 | 5,560 % | 5,740 % | 2,832 % | 3,740 % | 6,995 % | 7,329 % |
| 73 | 5,557 % | 5,720 % | 2,838 % | 3,734 % | 6,973 % | 7,297 % |
| 74 | 5,554 % | 5,701 % | 2,845 % | 3,728 % | 6,950 % | 7,266 % |
| 75 | 5,552 % | 5,682 % | 2,851 % | 3,722 % | 6,929 % | 7,237 % |
| 76 | 5,549 % | 5,664 % | 2,856 % | 3,717 % | 6,908 % | 7,207 % |
| 77 | 5,546 % | 5,646 % | 2,862 % | 3,711 % | 6,888 % | 7,179 % |
| 78 | 5,544 % | 5,629 % | 2,868 % | 3,706 % | 6,868 % | 7,152 % |
| 79 | 5,541 % | 5,612 % | 2,873 % | 3,701 % | 6,849 % | 7,125 % |
| 80 | 5,539 % | 5,595 % | 2,879 % | 3,696 % | 6,830 % | 7,099 % |
| 81 | 5,537 % | 5,579 % | 2,884 % | 3,691 % | 6,811 % | 7,073 % |
| 82 | 5,534 % | 5,563 % | 2,889 % | 3,686 % | 6,793 % | 7,048 % |
| 83 | 5,532 % | 5,548 % | 2,894 % | 3,682 % | 6,776 % | 7,024 % |
| 84 | 5,530 % | 5,533 % | 2,898 % | 3,677 % | 6,759 % | 7,000 % |
| 85 | 5,528 % | 5,519 % | 2,903 % | 3,673 % | 6,742 % | 6,977 % |
| 86 | 5,526 % | 5,504 % | 2,908 % | 3,668 % | 6,726 % | 6,954 % |
| 87 | 5,524 % | 5,490 % | 2,912 % | 3,664 % | 6,710 % | 6,932 % |
| 88 | 5,522 % | 5,477 % | 2,917 % | 3,660 % | 6,694 % | 6,911 % |
| 89 | 5,520 % | 5,464 % | 2,921 % | 3,656 % | 6,679 % | 6,890 % |
| 90 | 5,518 % | 5,451 % | 2,925 % | 3,652 % | 6,664 % | 6,869 % |
| 91 | 5,516 % | 5,438 % | 2,929 % | 3,648 % | 6,650 % | 6,849 % |
| 92 | 5,515 % | 5,425 % | 2,933 % | 3,644 % | 6,636 % | 6,829 % |
| 93 | 5,513 % | 5,413 % | 2,937 % | 3,641 % | 6,622 % | 6,810 % |
| 94 | 5,511 % | 5,401 % | 2,941 % | 3,637 % | 6,608 % | 6,791 % |
| 95 | 5,509 % | 5,390 % | 2,945 % | 3,633 % | 6,595 % | 6,773 % |
| 96 | 5,508 % | 5,378 % | 2,949 % | 3,630 % | 6,582 % | 6,754 % |
| 97 | 5,506 % | 5,367 % | 2,952 % | 3,626 % | 6,569 % | 6,737 % |
| 98 | 5,505 % | 5,356 % | 2,956 % | 3,623 % | 6,556 % | 6,719 % |
| 99 | 5,503 % | 5,345 % | 2,959 % | 3,620 % | 6,544 % | 6,702 % |
| 100 | 5,501 % | 5,335 % | 2,963 % | 3,617 % | 6,532 % | 6,686 % |
| 101 | 5,500 % | 5,325 % | 2,966 % | 3,614 % | 6,520 % | 6,669 % |
| 102 | 5,498 % | 5,315 % | 2,969 % | 3,610 % | 6,509 % | 6,653 % |
| 103 | 5,497 % | 5,305 % | 2,972 % | 3,607 % | 6,497 % | 6,638 % |
| 104 | 5,496 % | 5,295 % | 2,976 % | 3,604 % | 6,486 % | 6,622 % |
| 105 | 5,494 % | 5,285 % | 2,979 % | 3,602 % | 6,476 % | 6,607 % |
| 106 | 5,493 % | 5,276 % | 2,982 % | 3,599 % | 6,465 % | 6,592 % |
| 107 | 5,492 % | 5,267 % | 2,985 % | 3,596 % | 6,454 % | 6,578 % |
| 108 | 5,490 % | 5,258 % | 2,988 % | 3,593 % | 6,444 % | 6,564 % |
| 109 | 5,489 % | 5,249 % | 2,990 % | 3,590 % | 6,434 % | 6,550 % |
| 110 | 5,488 % | 5,240 % | 2,993 % | 3,588 % | 6,424 % | 6,536 % |
| 111 | 5,486 % | 5,232 % | 2,996 % | 3,585 % | 6,414 % | 6,523 % |
| 112 | 5,485 % | 5,224 % | 2,999 % | 3,583 % | 6,405 % | 6,509 % |
| 113 | 5,484 % | 5,215 % | 3,001 % | 3,580 % | 6,395 % | 6,496 % |
| 114 | 5,483 % | 5,207 % | 3,004 % | 3,578 % | 6,386 % | 6,484 % |
| 115 | 5,482 % | 5,199 % | 3,006 % | 3,575 % | 6,377 % | 6,471 % |
| 116 | 5,481 % | 5,192 % | 3,009 % | 3,573 % | 6,368 % | 6,459 % |
| 117 | 5,479 % | 5,184 % | 3,012 % | 3,571 % | 6,360 % | 6,447 % |
| 118 | 5,478 % | 5,176 % | 3,014 % | 3,568 % | 6,351 % | 6,435 % |
| 119 | 5,477 % | 5,169 % | 3,016 % | 3,566 % | 6,342 % | 6,423 % |
| 120 | 5,476 % | 5,162 % | 3,019 % | 3,564 % | 6,334 % | 6,411 % |
| 121 | 5,475 % | 5,155 % | 3,021 % | 3,562 % | 6,326 % | 6,400 % |
| 122 | 5,474 % | 5,148 % | 3,023 % | 3,559 % | 6,318 % | 6,389 % |
| 123 | 5,473 % | 5,141 % | 3,026 % | 3,557 % | 6,310 % | 6,378 % |
| 124 | 5,472 % | 5,134 % | 3,028 % | 3,555 % | 6,302 % | 6,367 % |
| 125 | 5,471 % | 5,127 % | 3,030 % | 3,553 % | 6,295 % | 6,357 % |
| 126 | 5,470 % | 5,121 % | 3,032 % | 3,551 % | 6,287 % | 6,346 % |
| 127 | 5,469 % | 5,114 % | 3,034 % | 3,549 % | 6,280 % | 6,336 % |
| 128 | 5,468 % | 5,108 % | 3,036 % | 3,547 % | 6,272 % | 6,326 % |
| 129 | 5,467 % | 5,101 % | 3,038 % | 3,545 % | 6,265 % | 6,316 % |
| 130 | 5,466 % | 5,095 % | 3,040 % | 3,544 % | 6,258 % | 6,306 % |
| 131 | 5,466 % | 5,089 % | 3,042 % | 3,542 % | 6,251 % | 6,296 % |
| 132 | 5,465 % | 5,083 % | 3,044 % | 3,540 % | 6,244 % | 6,287 % |
| 133 | 5,464 % | 5,077 % | 3,046 % | 3,538 % | 6,238 % | 6,278 % |
| 134 | 5,463 % | 5,071 % | 3,048 % | 3,536 % | 6,231 % | 6,268 % |
| 135 | 5,462 % | 5,066 % | 3,050 % | 3,534 % | 6,224 % | 6,259 % |
| 136 | 5,461 % | 5,060 % | 3,052 % | 3,533 % | 6,218 % | 6,250 % |
| 137 | 5,461 % | 5,054 % | 3,054 % | 3,531 % | 6,212 % | 6,241 % |
| 138 | 5,460 % | 5,049 % | 3,055 % | 3,529 % | 6,205 % | 6,233 % |
| 139 | 5,459 % | 5,043 % | 3,057 % | 3,528 % | 6,199 % | 6,224 % |
| 140 | 5,458 % | 5,038 % | 3,059 % | 3,526 % | 6,193 % | 6,216 % |
| 141 | 5,457 % | 5,033 % | 3,061 % | 3,524 % | 6,187 % | 6,208 % |
| 142 | 5,457 % | 5,028 % | 3,062 % | 3,523 % | 6,181 % | 6,199 % |
| 143 | 5,456 % | 5,023 % | 3,064 % | 3,521 % | 6,175 % | 6,191 % |
| 144 | 5,455 % | 5,018 % | 3,066 % | 3,520 % | 6,170 % | 6,183 % |
| 145 | 5,454 % | 5,013 % | 3,067 % | 3,518 % | 6,164 % | 6,175 % |
| 146 | 5,454 % | 5,008 % | 3,069 % | 3,517 % | 6,158 % | 6,168 % |
| 147 | 5,453 % | 5,003 % | 3,070 % | 3,515 % | 6,153 % | 6,160 % |
| 148 | 5,452 % | 4,998 % | 3,072 % | 3,514 % | 6,147 % | 6,152 % |
| 149 | 5,452 % | 4,993 % | 3,073 % | 3,512 % | 6,142 % | 6,145 % |
| 150 | 5,451 % | 4,989 % | 3,075 % | 3,511 % | 6,137 % | 6,138 % |
| Term to maturity (in years) | Renminbi-yuan | Ringgit | Singapore dollar | South Korean won | Turkish lira | US dollar |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,306 % | 3,011 % | 2,657 % | 2,584 % | 41,715 % | 4,180 % |
| 2 | 1,245 % | 3,111 % | 2,621 % | 2,450 % | 38,131 % | 4,086 % |
| 3 | 1,235 % | 3,211 % | 2,633 % | 2,430 % | 34,939 % | 4,063 % |
| 4 | 1,256 % | 3,300 % | 2,661 % | 2,439 % | 32,230 % | 4,041 % |
| 5 | 1,287 % | 3,373 % | 2,690 % | 2,447 % | 30,073 % | 4,017 % |
| 6 | 1,318 % | 3,433 % | 2,715 % | 2,455 % | 28,299 % | 4,055 % |
| 7 | 1,354 % | 3,485 % | 2,737 % | 2,469 % | 26,818 % | 4,051 % |
| 8 | 1,399 % | 3,521 % | 2,757 % | 2,488 % | 25,612 % | 4,076 % |
| 9 | 1,454 % | 3,556 % | 2,776 % | 2,502 % | 24,589 % | 4,056 % |
| 10 | 1,520 % | 3,590 % | 2,793 % | 2,501 % | 23,703 % | 4,067 % |
| 11 | 1,596 % | 3,623 % | 2,810 % | 2,484 % | 22,918 % | 4,082 % |
| 12 | 1,679 % | 3,657 % | 2,825 % | 2,455 % | 22,208 % | 4,095 % |
| 13 | 1,763 % | 3,690 % | 2,840 % | 2,422 % | 21,553 % | 4,110 % |
| 14 | 1,848 % | 3,721 % | 2,854 % | 2,388 % | 20,944 % | 4,124 % |
| 15 | 1,931 % | 3,752 % | 2,867 % | 2,357 % | 20,370 % | 4,134 % |
| 16 | 2,013 % | 3,782 % | 2,880 % | 2,329 % | 19,826 % | 4,138 % |
| 17 | 2,091 % | 3,810 % | 2,892 % | 2,306 % | 19,309 % | 4,136 % |
| 18 | 2,167 % | 3,836 % | 2,904 % | 2,288 % | 18,816 % | 4,129 % |
| 19 | 2,240 % | 3,858 % | 2,915 % | 2,277 % | 18,344 % | 4,118 % |
| 20 | 2,309 % | 3,877 % | 2,926 % | 2,272 % | 17,893 % | 4,103 % |
| 21 | 2,375 % | 3,891 % | 2,936 % | 2,273 % | 17,462 % | 4,084 % |
| 22 | 2,439 % | 3,901 % | 2,946 % | 2,280 % | 17,050 % | 4,063 % |
| 23 | 2,499 % | 3,909 % | 2,955 % | 2,290 % | 16,656 % | 4,038 % |
| 24 | 2,556 % | 3,914 % | 2,964 % | 2,304 % | 16,279 % | 4,012 % |
| 25 | 2,611 % | 3,917 % | 2,973 % | 2,319 % | 15,920 % | 3,983 % |
| 26 | 2,663 % | 3,918 % | 2,981 % | 2,336 % | 15,577 % | 3,953 % |
| 27 | 2,713 % | 3,918 % | 2,989 % | 2,353 % | 15,251 % | 3,922 % |
| 28 | 2,760 % | 3,917 % | 2,996 % | 2,372 % | 14,940 % | 3,892 % |
| 29 | 2,806 % | 3,915 % | 3,004 % | 2,390 % | 14,643 % | 3,863 % |
| 30 | 2,849 % | 3,912 % | 3,011 % | 2,409 % | 14,361 % | 3,835 % |
| 31 | 2,890 % | 3,909 % | 3,017 % | 2,428 % | 14,093 % | 3,810 % |
| 32 | 2,929 % | 3,905 % | 3,024 % | 2,447 % | 13,837 % | 3,788 % |
| 33 | 2,966 % | 3,901 % | 3,030 % | 2,466 % | 13,594 % | 3,767 % |
| 34 | 3,002 % | 3,897 % | 3,036 % | 2,484 % | 13,362 % | 3,747 % |
| 35 | 3,036 % | 3,892 % | 3,042 % | 2,502 % | 13,141 % | 3,730 % |
| 36 | 3,069 % | 3,888 % | 3,048 % | 2,519 % | 12,931 % | 3,713 % |
| 37 | 3,100 % | 3,883 % | 3,053 % | 2,536 % | 12,730 % | 3,698 % |
| 38 | 3,130 % | 3,879 % | 3,058 % | 2,552 % | 12,539 % | 3,684 % |
| 39 | 3,159 % | 3,874 % | 3,063 % | 2,568 % | 12,357 % | 3,671 % |
| 40 | 3,186 % | 3,869 % | 3,068 % | 2,584 % | 12,183 % | 3,659 % |
| 41 | 3,213 % | 3,864 % | 3,073 % | 2,599 % | 12,017 % | 3,648 % |
| 42 | 3,238 % | 3,860 % | 3,077 % | 2,614 % | 11,858 % | 3,637 % |
| 43 | 3,262 % | 3,855 % | 3,082 % | 2,628 % | 11,706 % | 3,627 % |
| 44 | 3,285 % | 3,851 % | 3,086 % | 2,642 % | 11,560 % | 3,618 % |
| 45 | 3,308 % | 3,846 % | 3,090 % | 2,655 % | 11,421 % | 3,609 % |
| 46 | 3,329 % | 3,842 % | 3,094 % | 2,668 % | 11,288 % | 3,601 % |
| 47 | 3,350 % | 3,838 % | 3,098 % | 2,680 % | 11,160 % | 3,593 % |
| 48 | 3,370 % | 3,833 % | 3,101 % | 2,692 % | 11,037 % | 3,585 % |
| 49 | 3,389 % | 3,829 % | 3,105 % | 2,704 % | 10,920 % | 3,578 % |
| 50 | 3,408 % | 3,825 % | 3,108 % | 2,715 % | 10,807 % | 3,572 % |
| 51 | 3,426 % | 3,821 % | 3,112 % | 2,726 % | 10,698 % | 3,565 % |
| 52 | 3,443 % | 3,818 % | 3,115 % | 2,736 % | 10,593 % | 3,559 % |
| 53 | 3,460 % | 3,814 % | 3,118 % | 2,746 % | 10,493 % | 3,554 % |
| 54 | 3,476 % | 3,810 % | 3,121 % | 2,756 % | 10,396 % | 3,548 % |
| 55 | 3,491 % | 3,807 % | 3,124 % | 2,766 % | 10,302 % | 3,543 % |
| 56 | 3,506 % | 3,803 % | 3,127 % | 2,775 % | 10,212 % | 3,538 % |
| 57 | 3,521 % | 3,800 % | 3,130 % | 2,784 % | 10,125 % | 3,534 % |
| 58 | 3,535 % | 3,797 % | 3,133 % | 2,792 % | 10,042 % | 3,529 % |
| 59 | 3,548 % | 3,794 % | 3,135 % | 2,801 % | 9,961 % | 3,525 % |
| 60 | 3,561 % | 3,791 % | 3,138 % | 2,809 % | 9,882 % | 3,521 % |
| 61 | 3,574 % | 3,788 % | 3,140 % | 2,817 % | 9,807 % | 3,517 % |
| 62 | 3,586 % | 3,785 % | 3,143 % | 2,824 % | 9,733 % | 3,513 % |
| 63 | 3,598 % | 3,782 % | 3,145 % | 2,832 % | 9,663 % | 3,509 % |
| 64 | 3,610 % | 3,779 % | 3,147 % | 2,839 % | 9,594 % | 3,506 % |
| 65 | 3,621 % | 3,777 % | 3,150 % | 2,846 % | 9,527 % | 3,502 % |
| 66 | 3,632 % | 3,774 % | 3,152 % | 2,853 % | 9,463 % | 3,499 % |
| 67 | 3,643 % | 3,772 % | 3,154 % | 2,859 % | 9,400 % | 3,496 % |
| 68 | 3,653 % | 3,769 % | 3,156 % | 2,866 % | 9,340 % | 3,493 % |
| 69 | 3,663 % | 3,767 % | 3,158 % | 2,872 % | 9,281 % | 3,490 % |
| 70 | 3,673 % | 3,764 % | 3,160 % | 2,878 % | 9,224 % | 3,487 % |
| 71 | 3,682 % | 3,762 % | 3,162 % | 2,884 % | 9,168 % | 3,484 % |
| 72 | 3,691 % | 3,760 % | 3,164 % | 2,890 % | 9,114 % | 3,481 % |
| 73 | 3,700 % | 3,758 % | 3,166 % | 2,895 % | 9,062 % | 3,479 % |
| 74 | 3,709 % | 3,756 % | 3,167 % | 2,901 % | 9,011 % | 3,476 % |
| 75 | 3,717 % | 3,754 % | 3,169 % | 2,906 % | 8,961 % | 3,474 % |
| 76 | 3,726 % | 3,752 % | 3,171 % | 2,911 % | 8,913 % | 3,471 % |
| 77 | 3,734 % | 3,750 % | 3,172 % | 2,916 % | 8,866 % | 3,469 % |
| 78 | 3,742 % | 3,748 % | 3,174 % | 2,921 % | 8,820 % | 3,467 % |
| 79 | 3,749 % | 3,746 % | 3,175 % | 2,926 % | 8,776 % | 3,465 % |
| 80 | 3,757 % | 3,744 % | 3,177 % | 2,930 % | 8,732 % | 3,463 % |
| 81 | 3,764 % | 3,742 % | 3,178 % | 2,935 % | 8,690 % | 3,461 % |
| 82 | 3,771 % | 3,741 % | 3,180 % | 2,939 % | 8,648 % | 3,458 % |
| 83 | 3,778 % | 3,739 % | 3,181 % | 2,944 % | 8,608 % | 3,457 % |
| 84 | 3,785 % | 3,737 % | 3,183 % | 2,948 % | 8,569 % | 3,455 % |
| 85 | 3,792 % | 3,736 % | 3,184 % | 2,952 % | 8,530 % | 3,453 % |
| 86 | 3,798 % | 3,734 % | 3,185 % | 2,956 % | 8,493 % | 3,451 % |
| 87 | 3,804 % | 3,733 % | 3,187 % | 2,960 % | 8,456 % | 3,449 % |
| 88 | 3,810 % | 3,731 % | 3,188 % | 2,964 % | 8,420 % | 3,447 % |
| 89 | 3,817 % | 3,730 % | 3,189 % | 2,968 % | 8,385 % | 3,446 % |
| 90 | 3,822 % | 3,728 % | 3,190 % | 2,971 % | 8,351 % | 3,444 % |
| 91 | 3,828 % | 3,727 % | 3,192 % | 2,975 % | 8,318 % | 3,443 % |
| 92 | 3,834 % | 3,725 % | 3,193 % | 2,979 % | 8,285 % | 3,441 % |
| 93 | 3,839 % | 3,724 % | 3,194 % | 2,982 % | 8,253 % | 3,439 % |
| 94 | 3,845 % | 3,723 % | 3,195 % | 2,985 % | 8,222 % | 3,438 % |
| 95 | 3,850 % | 3,721 % | 3,196 % | 2,989 % | 8,191 % | 3,436 % |
| 96 | 3,855 % | 3,720 % | 3,197 % | 2,992 % | 8,161 % | 3,435 % |
| 97 | 3,860 % | 3,719 % | 3,198 % | 2,995 % | 8,132 % | 3,434 % |
| 98 | 3,865 % | 3,718 % | 3,199 % | 2,998 % | 8,103 % | 3,432 % |
| 99 | 3,870 % | 3,717 % | 3,200 % | 3,001 % | 8,075 % | 3,431 % |
| 100 | 3,875 % | 3,715 % | 3,201 % | 3,004 % | 8,047 % | 3,430 % |
| 101 | 3,880 % | 3,714 % | 3,202 % | 3,007 % | 8,020 % | 3,428 % |
| 102 | 3,884 % | 3,713 % | 3,203 % | 3,010 % | 7,994 % | 3,427 % |
| 103 | 3,889 % | 3,712 % | 3,204 % | 3,013 % | 7,968 % | 3,426 % |
| 104 | 3,893 % | 3,711 % | 3,205 % | 3,016 % | 7,942 % | 3,425 % |
| 105 | 3,898 % | 3,710 % | 3,206 % | 3,018 % | 7,917 % | 3,423 % |
| 106 | 3,902 % | 3,709 % | 3,207 % | 3,021 % | 7,893 % | 3,422 % |
| 107 | 3,906 % | 3,708 % | 3,208 % | 3,024 % | 7,869 % | 3,421 % |
| 108 | 3,910 % | 3,707 % | 3,209 % | 3,026 % | 7,845 % | 3,420 % |
| 109 | 3,914 % | 3,706 % | 3,209 % | 3,029 % | 7,822 % | 3,419 % |
| 110 | 3,918 % | 3,705 % | 3,210 % | 3,031 % | 7,799 % | 3,418 % |
| 111 | 3,922 % | 3,704 % | 3,211 % | 3,033 % | 7,777 % | 3,417 % |
| 112 | 3,926 % | 3,703 % | 3,212 % | 3,036 % | 7,755 % | 3,416 % |
| 113 | 3,930 % | 3,702 % | 3,213 % | 3,038 % | 7,733 % | 3,415 % |
| 114 | 3,933 % | 3,701 % | 3,213 % | 3,040 % | 7,712 % | 3,414 % |
| 115 | 3,937 % | 3,700 % | 3,214 % | 3,043 % | 7,691 % | 3,413 % |
| 116 | 3,940 % | 3,699 % | 3,215 % | 3,045 % | 7,671 % | 3,412 % |
| 117 | 3,944 % | 3,699 % | 3,216 % | 3,047 % | 7,651 % | 3,411 % |
| 118 | 3,947 % | 3,698 % | 3,216 % | 3,049 % | 7,631 % | 3,410 % |
| 119 | 3,951 % | 3,697 % | 3,217 % | 3,051 % | 7,612 % | 3,409 % |
| 120 | 3,954 % | 3,696 % | 3,218 % | 3,053 % | 7,593 % | 3,408 % |
| 121 | 3,957 % | 3,695 % | 3,218 % | 3,055 % | 7,574 % | 3,407 % |
| 122 | 3,961 % | 3,695 % | 3,219 % | 3,057 % | 7,556 % | 3,406 % |
| 123 | 3,964 % | 3,694 % | 3,220 % | 3,059 % | 7,538 % | 3,405 % |
| 124 | 3,967 % | 3,693 % | 3,220 % | 3,061 % | 7,520 % | 3,404 % |
| 125 | 3,970 % | 3,692 % | 3,221 % | 3,063 % | 7,502 % | 3,404 % |
| 126 | 3,973 % | 3,692 % | 3,222 % | 3,065 % | 7,485 % | 3,403 % |
| 127 | 3,976 % | 3,691 % | 3,222 % | 3,067 % | 7,468 % | 3,402 % |
| 128 | 3,979 % | 3,690 % | 3,223 % | 3,069 % | 7,451 % | 3,401 % |
| 129 | 3,982 % | 3,689 % | 3,223 % | 3,071 % | 7,435 % | 3,400 % |
| 130 | 3,984 % | 3,689 % | 3,224 % | 3,072 % | 7,419 % | 3,400 % |
| 131 | 3,987 % | 3,688 % | 3,225 % | 3,074 % | 7,403 % | 3,399 % |
| 132 | 3,990 % | 3,687 % | 3,225 % | 3,076 % | 7,387 % | 3,398 % |
| 133 | 3,993 % | 3,687 % | 3,226 % | 3,078 % | 7,372 % | 3,397 % |
| 134 | 3,995 % | 3,686 % | 3,226 % | 3,079 % | 7,356 % | 3,397 % |
| 135 | 3,998 % | 3,685 % | 3,227 % | 3,081 % | 7,341 % | 3,396 % |
| 136 | 4,001 % | 3,685 % | 3,227 % | 3,082 % | 7,327 % | 3,395 % |
| 137 | 4,003 % | 3,684 % | 3,228 % | 3,084 % | 7,312 % | 3,394 % |
| 138 | 4,006 % | 3,684 % | 3,228 % | 3,086 % | 7,298 % | 3,394 % |
| 139 | 4,008 % | 3,683 % | 3,229 % | 3,087 % | 7,283 % | 3,393 % |
| 140 | 4,011 % | 3,682 % | 3,229 % | 3,089 % | 7,270 % | 3,392 % |
| 141 | 4,013 % | 3,682 % | 3,230 % | 3,090 % | 7,256 % | 3,392 % |
| 142 | 4,015 % | 3,681 % | 3,230 % | 3,092 % | 7,242 % | 3,391 % |
| 143 | 4,018 % | 3,681 % | 3,231 % | 3,093 % | 7,229 % | 3,390 % |
| 144 | 4,020 % | 3,680 % | 3,231 % | 3,094 % | 7,216 % | 3,390 % |
| 145 | 4,022 % | 3,680 % | 3,232 % | 3,096 % | 7,203 % | 3,389 % |
| 146 | 4,024 % | 3,679 % | 3,232 % | 3,097 % | 7,190 % | 3,389 % |
| 147 | 4,027 % | 3,678 % | 3,233 % | 3,099 % | 7,177 % | 3,388 % |
| 148 | 4,029 % | 3,678 % | 3,233 % | 3,100 % | 7,165 % | 3,387 % |
| 149 | 4,031 % | 3,677 % | 3,234 % | 3,101 % | 7,153 % | 3,387 % |
| 150 | 4,033 % | 3,677 % | 3,234 % | 3,103 % | 7,141 % | 3,386 % |
| Term to maturity (in years) | Yen | |||||
| --- | --- | |||||
| 1 | 0,516 % | |||||
| 2 | 0,639 % | |||||
| 3 | 0,688 % | |||||
| 4 | 0,731 % | |||||
| 5 | 0,770 % | |||||
| 6 | 0,816 % | |||||
| 7 | 0,868 % | |||||
| 8 | 0,924 % | |||||
| 9 | 0,983 % | |||||
| 10 | 1,048 % | |||||
| 11 | 1,115 % | |||||
| 12 | 1,182 % | |||||
| 13 | 1,250 % | |||||
| 14 | 1,320 % | |||||
| 15 | 1,389 % | |||||
| 16 | 1,459 % | |||||
| 17 | 1,525 % | |||||
| 18 | 1,588 % | |||||
| 19 | 1,644 % | |||||
| 20 | 1,693 % | |||||
| 21 | 1,735 % | |||||
| 22 | 1,771 % | |||||
| 23 | 1,803 % | |||||
| 24 | 1,831 % | |||||
| 25 | 1,857 % | |||||
| 26 | 1,881 % | |||||
| 27 | 1,905 % | |||||
| 28 | 1,928 % | |||||
| 29 | 1,951 % | |||||
| 30 | 1,975 % | |||||
| 31 | 1,999 % | |||||
| 32 | 2,024 % | |||||
| 33 | 2,049 % | |||||
| 34 | 2,074 % | |||||
| 35 | 2,099 % | |||||
| 36 | 2,123 % | |||||
| 37 | 2,148 % | |||||
| 38 | 2,171 % | |||||
| 39 | 2,195 % | |||||
| 40 | 2,218 % | |||||
| 41 | 2,240 % | |||||
| 42 | 2,262 % | |||||
| 43 | 2,283 % | |||||
| 44 | 2,303 % | |||||
| 45 | 2,323 % | |||||
| 46 | 2,343 % | |||||
| 47 | 2,362 % | |||||
| 48 | 2,380 % | |||||
| 49 | 2,398 % | |||||
| 50 | 2,415 % | |||||
| 51 | 2,432 % | |||||
| 52 | 2,448 % | |||||
| 53 | 2,464 % | |||||
| 54 | 2,479 % | |||||
| 55 | 2,494 % | |||||
| 56 | 2,509 % | |||||
| 57 | 2,523 % | |||||
| 58 | 2,536 % | |||||
| 59 | 2,549 % | |||||
| 60 | 2,562 % | |||||
| 61 | 2,575 % | |||||
| 62 | 2,587 % | |||||
| 63 | 2,598 % | |||||
| 64 | 2,610 % | |||||
| 65 | 2,621 % | |||||
| 66 | 2,632 % | |||||
| 67 | 2,642 % | |||||
| 68 | 2,652 % | |||||
| 69 | 2,662 % | |||||
| 70 | 2,672 % | |||||
| 71 | 2,681 % | |||||
| 72 | 2,690 % | |||||
| 73 | 2,699 % | |||||
| 74 | 2,708 % | |||||
| 75 | 2,716 % | |||||
| 76 | 2,724 % | |||||
| 77 | 2,733 % | |||||
| 78 | 2,740 % | |||||
| 79 | 2,748 % | |||||
| 80 | 2,755 % | |||||
| 81 | 2,763 % | |||||
| 82 | 2,770 % | |||||
| 83 | 2,777 % | |||||
| 84 | 2,784 % | |||||
| 85 | 2,790 % | |||||
| 86 | 2,797 % | |||||
| 87 | 2,803 % | |||||
| 88 | 2,809 % | |||||
| 89 | 2,815 % | |||||
| 90 | 2,821 % | |||||
| 91 | 2,827 % | |||||
| 92 | 2,833 % | |||||
| 93 | 2,838 % | |||||
| 94 | 2,843 % | |||||
| 95 | 2,849 % | |||||
| 96 | 2,854 % | |||||
| 97 | 2,859 % | |||||
| 98 | 2,864 % | |||||
| 99 | 2,869 % | |||||
| 100 | 2,874 % | |||||
| 101 | 2,878 % | |||||
| 102 | 2,883 % | |||||
| 103 | 2,888 % | |||||
| 104 | 2,892 % | |||||
| 105 | 2,896 % | |||||
| 106 | 2,901 % | |||||
| 107 | 2,905 % | |||||
| 108 | 2,909 % | |||||
| 109 | 2,913 % | |||||
| 110 | 2,917 % | |||||
| 111 | 2,921 % | |||||
| 112 | 2,925 % | |||||
| 113 | 2,928 % | |||||
| 114 | 2,932 % | |||||
| 115 | 2,936 % | |||||
| 116 | 2,939 % | |||||
| 117 | 2,943 % | |||||
| 118 | 2,946 % | |||||
| 119 | 2,950 % | |||||
| 120 | 2,953 % | |||||
| 121 | 2,956 % | |||||
| 122 | 2,959 % | |||||
| 123 | 2,963 % | |||||
| 124 | 2,966 % | |||||
| 125 | 2,969 % | |||||
| 126 | 2,972 % | |||||
| 127 | 2,975 % | |||||
| 128 | 2,978 % | |||||
| 129 | 2,981 % | |||||
| 130 | 2,983 % | |||||
| 131 | 2,986 % | |||||
| 132 | 2,989 % | |||||
| 133 | 2,992 % | |||||
| 134 | 2,994 % | |||||
| 135 | 2,997 % | |||||
| 136 | 3,000 % | |||||
| 137 | 3,002 % | |||||
| 138 | 3,005 % | |||||
| 139 | 3,007 % | |||||
| 140 | 3,010 % | |||||
| 141 | 3,012 % | |||||
| 142 | 3,014 % | |||||
| 143 | 3,017 % | |||||
| 144 | 3,019 % | |||||
| 145 | 3,021 % | |||||
| 146 | 3,024 % | |||||
| 147 | 3,026 % | |||||
| 148 | 3,028 % | |||||
| 149 | 3,030 % | |||||
| 150 | 3,032 % |
ANNEX II
Fundamental spreads for the calculation of the matching adjustment
The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC.
1. Exposures to central governments and central banks
The fundamental spreads apply to exposures denominated in all currencies.
The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years.
| Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czechia | Cyprus | Denmark |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 26 | 5 | 0 | 19 | 0 |
| 2 | 0 | 0 | 33 | 5 | 0 | 33 | 0 |
| 3 | 0 | 0 | 38 | 5 | 0 | 38 | 0 |
| 4 | 0 | 1 | 41 | 5 | 2 | 40 | 0 |
| 5 | 0 | 2 | 46 | 6 | 3 | 43 | 0 |
| 6 | 0 | 3 | 49 | 6 | 5 | 45 | 0 |
| 7 | 1 | 4 | 52 | 6 | 8 | 47 | 0 |
| 8 | 2 | 5 | 54 | 6 | 10 | 47 | 0 |
| 9 | 3 | 6 | 56 | 6 | 11 | 45 | 0 |
| 10 | 3 | 7 | 57 | 6 | 12 | 45 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 325 | 4 | 12 |
| 2 | 0 | 0 | 0 | 0 | 204 | 4 | 17 |
| 3 | 0 | 0 | 0 | 0 | 182 | 4 | 19 |
| 4 | 1 | 0 | 0 | 0 | 161 | 4 | 20 |
| 5 | 2 | 0 | 0 | 0 | 148 | 4 | 21 |
| 6 | 3 | 0 | 0 | 0 | 146 | 4 | 23 |
| 7 | 4 | 0 | 0 | 0 | 145 | 4 | 24 |
| 8 | 5 | 0 | 1 | 0 | 149 | 3 | 25 |
| 9 | 6 | 0 | 2 | 0 | 150 | 1 | 25 |
| 10 | 7 | 1 | 3 | 0 | 152 | 4 | 26 |
| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 3 | 3 | 0 | 12 | 0 | 4 |
| 2 | 13 | 7 | 9 | 0 | 17 | 0 | 4 |
| 3 | 18 | 10 | 12 | 0 | 20 | 0 | 4 |
| 4 | 21 | 12 | 14 | 0 | 21 | 0 | 4 |
| 5 | 23 | 14 | 16 | 0 | 22 | 0 | 4 |
| 6 | 25 | 15 | 18 | 0 | 23 | 0 | 4 |
| 7 | 27 | 17 | 20 | 0 | 24 | 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 | 19 | 8 | 9 | 13 | 3 | 0 | 0 |
| 2 | 33 | 14 | 12 | 16 | 9 | 0 | 0 |
| 3 | 38 | 16 | 14 | 20 | 12 | 0 | 0 |
| 4 | 39 | 17 | 16 | 24 | 14 | 0 | 0 |
| 5 | 42 | 18 | 17 | 28 | 16 | 0 | 0 |
| 6 | 45 | 19 | 19 | 31 | 18 | 0 | 0 |
| 7 | 46 | 21 | 20 | 33 | 20 | 0 | 0 |
| 8 | 46 | 22 | 22 | 34 | 21 | 0 | 0 |
| 9 | 45 | 23 | 22 | 35 | 23 | 0 | 0 |
| 10 | 44 | 21 | 23 | 35 | 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 | 32 | 0 | 10 | 0 | 0 |
| 5 | 15 | 3 | 34 | 0 | 10 | 0 | 0 |
| 6 | 14 | 4 | 36 | 0 | 10 | 0 | 0 |
| 7 | 13 | 4 | 38 | 0 | 10 | 0 | 0 |
| 8 | 14 | 7 | 36 | 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 | Singapore | South Africa | South Korea | Thailand | Taiwan |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 8 | 0 | 0 | 8 | 8 | 2 | 4 |
| 2 | 9 | 0 | 0 | 10 | 11 | 0 | 4 |
| 3 | 11 | 0 | 0 | 13 | 11 | 0 | 4 |
| 4 | 11 | 0 | 0 | 15 | 13 | 0 | 4 |
| 5 | 11 | 0 | 0 | 16 | 14 | 0 | 4 |
| 6 | 11 | 0 | 0 | 18 | 15 | 0 | 4 |
| 7 | 11 | 0 | 0 | 21 | 15 | 0 | 4 |
| 8 | 11 | 0 | 0 | 23 | 15 | 0 | 4 |
| 9 | 11 | 0 | 0 | 24 | 15 | 0 | 4 |
| 10 | 11 | 0 | 0 | 26 | 15 | 0 | 4 |
| Duration (in years) | Turkey | United States | |||||
| --- | --- | --- | |||||
| 1 | 0 | 0 | |||||
| 2 | 0 | 0 | |||||
| 3 | 0 | 0 | |||||
| 4 | 0 | 0 | |||||
| 5 | 0 | 0 | |||||
| 6 | 0 | 0 | |||||
| 7 | 0 | 0 | |||||
| 8 | 0 | 0 | |||||
| 9 | 0 | 0 | |||||
| 10 | 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 | 105 | 220 | 491 | 1 137 |
| 2 | 6 | 19 | 41 | 105 | 220 | 491 | 923 |
| 3 | 7 | 21 | 42 | 101 | 216 | 488 | 760 |
| 4 | 9 | 24 | 45 | 104 | 215 | 487 | 634 |
| 5 | 10 | 26 | 50 | 107 | 215 | 487 | 536 |
| 6 | 11 | 28 | 54 | 111 | 215 | 487 | 487 |
| 7 | 12 | 30 | 56 | 114 | 215 | 487 | 487 |
| 8 | 13 | 31 | 56 | 113 | 215 | 487 | 487 |
| 9 | 13 | 32 | 56 | 112 | 215 | 487 | 487 |
| 10 | 13 | 33 | 56 | 112 | 215 | 487 | 487 |
| 11 | 14 | 34 | 56 | 112 | 215 | 487 | 487 |
| 12 | 14 | 35 | 56 | 112 | 215 | 487 | 487 |
| 13 | 14 | 35 | 56 | 112 | 215 | 487 | 487 |
| 14 | 15 | 35 | 56 | 112 | 215 | 487 | 487 |
| 15 | 15 | 36 | 56 | 112 | 215 | 487 | 487 |
| 16 | 15 | 35 | 56 | 112 | 215 | 487 | 487 |
| 17 | 16 | 35 | 56 | 112 | 215 | 487 | 487 |
| 18 | 17 | 35 | 56 | 112 | 215 | 487 | 487 |
| 19 | 18 | 35 | 56 | 112 | 215 | 487 | 487 |
| 20 | 19 | 35 | 56 | 112 | 215 | 487 | 487 |
| 21 | 19 | 35 | 56 | 112 | 215 | 487 | 487 |
| 22 | 21 | 35 | 56 | 112 | 215 | 487 | 487 |
| 23 | 22 | 35 | 56 | 112 | 215 | 487 | 487 |
| 24 | 23 | 36 | 56 | 112 | 215 | 487 | 487 |
| 25 | 23 | 36 | 56 | 112 | 215 | 487 | 487 |
| 26 | 24 | 36 | 56 | 112 | 215 | 487 | 487 |
| 27 | 25 | 36 | 56 | 112 | 215 | 487 | 487 |
| 28 | 26 | 36 | 56 | 112 | 215 | 487 | 487 |
| 29 | 26 | 36 | 56 | 112 | 215 | 487 | 487 |
| 30 | 27 | 36 | 56 | 112 | 215 | 487 | 487 |
2.2. Czech koruna
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