skip to main navigation skip to secondary navigation skip to content
Board of Governors of the Federal Reserve System
skip secondary navigation
Federal Reserve Board of Governors

Stress Tests and Capital Planning

Board of Governors of the Federal Reserve System

2013 CCAR Adverse Market Shocks -- Accessible Version

Using the Provided Shocks

Risk factor shocks are provided here in a format that is analogous to that of the FR Y-14Q schedule for Trading, Private Equity and Other Fair Value Assets.

It is expected that BHCs will apply these risk factor shocks to produce the profit and loss (P/L) estimates for the trading and counterparty credit (CCR), and mark-to-market (MTM) losses for FV assets not held in trading, including loans held-for-sale (HFS) or held-for-investment with the fair value option, and available-for-sale (AFS) securities.

In cases in which the specified shocks are not directly compatible with the BHC’s internal systems, the BHC is expected to interpolate or extrapolate around the given points to determine the appropriate shock. Supporting documentation should include a description of the methods used to interpolate or extrapolate.
In cases where there are nonlinearities, BHCs should not simply multiply their exposures by the corresponding shocks to arrive at a purely linear P/L estimate, but should instead use full-revaluation methods to compute their loss estimates.

For FV loans not held in trading, BHCs should apply the market value shock based on the experience during the second half of 2008. The shocks applied to retail and commercial real estate whole loans should be generally consistent with the risk factor shocks provided in the Securitized Product worksheet for relevant AAA whole loans. The corporate loan shocks should be generally consistent with the risk factor shocks provided in the Corporate Credit Advanced worksheet for Loans. If different assumptions are made, BHCs should provide supporting documentation that include the assumptions and why the assumptions used are more appropriate than those provided in the worksheet.

To estimate post-shock fair market value for “Securities Worksheet 3: Methodology and Assumptions,” BHCs should refer to relevant worksheets (e.g., Securitized Products, Agencies, Munis, Corporate Credit, and Sovereign Credit) in the Market Shock Scenario.

Using Other Shocks

If BHCs require a shock that is different from any of those provided, then firms should use historical experience from the second half of 2008 (6/30/2008 – 12/31/2008) to calculate the missing shock. Any such cases must be described thoroughly in supplemental documentation to be submitted with firm’s loss estimates.

Scenario-Specific Guidance

Adverse Scenario:

This scenario does not involve any specific shocks to the credit spreads of Eurozone dealer and non-dealer banks. Instead, the shocks provided on the Corporate Credit-Advanced Economies worksheet should be applied to all corporate credit issued by entities domiciled in Advanced Economy countries (as defined in the Regional Groupings worksheet of the Trading FR Y-14Q) regardless of industry.

Severely Adverse Scenario:

For this scenario we have provided specific shocks to be applied to the credit spreads of Eurozone dealer and non-dealer banks. Shocks are further differentiated by whether such banks are domiciled in peripheral (Greece, Ireland, Italy, Portugal, Spain) or core Eurozone countries and are provided on the Credit-Eurozone Periphery Banks and Credit-Eurozone Core Banks worksheets respectively. For the severely adverse scenario the shocks provided on the Corporate Credit-Advanced Economies worksheet should be applied to all corporate credit issued by entities, other than Eurozone dealer and non-dealer banks, which are domiciled in Advanced Economy countries (as defined in the Regional Groupings worksheet of the Trading FR Y-14Q).

Multinational entities may have debt issued by subsidiaries which are in countries other than the parent firm's country of domicile. In such cases, firms should look to the subsidiary's country in determining where to enter such credit exposures.

Equity by Geography
Country Spot Shock (%) Vega ($MM / +1 vol pt)
1M 3M 6M 9M 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 30Y
  
Australia -13.68% 2.54 3.05 3.35 3.35 3.71 3.76 3.69 3.51 3.51 3.51 3.51 3.51 3.51
Austria -27.80% 6.56 6.92 6.46 6.46 6.22 5.37 4.82 4.11 3.73 3.37 3.22 3.22 3.22
Belgium -18.16% 6.56 6.92 6.46 6.46 6.22 5.37 4.82 4.11 3.73 3.37 3.22 3.22 3.22
Canada -18.94% 5.93 6.69 7.35 7.35 7.24 6.96 6.83 6.31 6.31 6.31 6.31 6.31 6.31
Denmark -20.81% 6.56 6.92 6.46 6.46 6.22 5.37 4.82 4.11 3.73 3.37 3.22 3.22 3.22
Finland -18.50% 6.56 6.92 6.46 6.46 6.22 5.37 4.82 4.11 3.73 3.37 3.22 3.22 3.22
France -13.72% 6.23 7.01 6.39 6.39 6.01 4.98 4.59 3.80 3.25 2.90 2.90 2.90 2.90
Germany -12.53% 5.40 5.97 6.22 6.22 5.81 5.31 4.99 4.42 4.07 4.07 4.07 4.07 4.07
Greece -24.03% 6.56 6.92 6.46 6.46 6.22 5.37 4.82 4.11 3.73 3.37 3.22 3.22 3.22
Ireland -20.10% 6.56 6.92 6.46 6.46 6.22 5.37 4.82 4.11 3.73 3.37 3.22 3.22 3.22
Italy -16.44% 6.56 6.92 6.46 6.46 6.22 5.37 4.82 4.11 3.73 3.37 3.22 3.22 3.22
Japan -17.14% 3.94 4.88 5.55 5.55 6.11 5.82 5.53 5.23 4.99 4.75 4.30 4.30 4.30
Netherlands -21.13% 4.40 5.48 5.49 5.49 5.30 4.66 4.32 3.89 3.51 3.51 3.51 3.51 3.51
New Zealand -9.23% 7.22 7.22 7.22 7.22 6.96 6.23 5.69 5.01 5.01 5.01 5.01 5.01 5.01
Norway -25.79% 6.56 6.92 6.46 6.46 6.22 5.37 4.82 4.11 3.73 3.37 3.22 3.22 3.22
Portugal -14.39% 6.56 6.92 6.46 6.46 6.22 5.37 4.82 4.11 3.73 3.37 3.22 3.22 3.22
Spain -11.83% 2.99 4.98 5.31 5.31 5.46 5.06 4.90 4.39 4.39 4.39 4.39 4.39 4.39
Sweden -11.39% 2.49 3.59 3.29 3.29 3.24 2.91 2.63 2.46 2.46 2.46 2.46 2.46 2.46
Switzerland -10.23% 3.08 3.88 3.82 3.82 4.18 3.72 3.19 2.85 2.70 2.70 2.70 2.70 2.70
United Kingdom -10.59% 3.96 4.49 4.51 4.51 4.34 4.05 3.87 3.74 3.60 3.47 3.31 3.31 3.31
United States -14.72% 4.87 5.46 5.81 5.81 5.79 5.53 5.34 4.84 4.38 3.78 3.26 3.26 3.26
Euro Stoxx 50 Index -13.50% 6.56 6.92 6.46 6.46 6.22 5.37 4.82 4.11 3.73 3.37 3.22 3.22 3.22
Stoxx Europe 600 Index -15.73% 6.56 6.92 6.46 6.46 6.22 5.37 4.82 4.11 3.73 3.37 3.22 3.22 3.22
Other Cross-Country Indices -15.73% 6.76 6.76 6.76 6.76 6.79 6.30 5.93 4.93 4.93 4.93 4.93 4.93 4.93
Other Advanced Economies -14.72% 7.22 7.22 7.22 7.22 6.96 6.23 5.69 5.01 5.01 5.01 5.01 5.01 5.01
  
Bulgaria -34.46% 12.18 13.22 10.50 10.50 8.72 6.66 5.81 4.55 4.55 4.55 4.55 4.55 4.55
Czech Republic -20.76% 12.18 13.22 10.50 10.50 8.72 6.66 5.81 4.55 4.55 4.55 4.55 4.55 4.55
Hungary -19.98% 12.18 13.22 10.50 10.50 8.72 6.66 5.81 4.55 4.55 4.55 4.55 4.55 4.55
Poland -15.46% 8.56 8.56 8.56 8.56 6.57 4.98 4.28 4.28 4.28 4.28 4.28 4.28 4.28
Russia -36.28% 38.05 35.10 31.00 31.00 26.28 21.63 19.84 17.59 17.59 17.59 17.59 17.59 17.59
Ukraine -42.15% 12.18 13.22 10.50 10.50 8.72 6.66 5.81 4.55 4.55 4.55 4.55 4.55 4.55
MSCI EM Eastern Europe -34.16% 12.18 13.22 10.50 10.50 8.72 6.66 5.81 4.55 4.55 4.55 4.55 4.55 4.55
Other Cross-Country Indices -34.16% 12.18 13.22 10.50 10.50 8.72 6.66 5.81 4.55 4.55 4.55 4.55 4.55 4.55
Other Emerging Europe -34.16% 12.18 13.22 10.50 10.50 8.72 6.66 5.81 4.55 4.55 4.55 4.55 4.55 4.55
  
Argentina -24.47% 6.21 6.75 6.35 6.35 4.95 3.68 3.68 3.68 3.68 3.68 3.68 3.68 3.68
Brazil -21.12% 6.21 6.75 6.35 6.35 4.95 3.68 3.68 3.68 3.68 3.68 3.68 3.68 3.68
Chile -10.45% 6.21 6.75 6.35 6.35 4.95 3.68 3.68 3.68 3.68 3.68 3.68 3.68 3.68
Mexico -11.93% 6.21 6.75 6.35 6.35 4.95 3.68 3.68 3.68 3.68 3.68 3.68 3.68 3.68
MSCI EM Latin America Index -28.14% 6.21 6.75 6.35 6.35 4.95 3.68 3.68 3.68 3.68 3.68 3.68 3.68 3.68
Other Cross-Country Indices -28.14% 6.21 6.75 6.35 6.35 4.95 3.68 3.68 3.68 3.68 3.68 3.68 3.68 3.68
Other Latam & Caribbean -28.14% 6.21 6.75 6.35 6.35 4.95 3.68 3.68 3.68 3.68 3.68 3.68 3.68 3.68
  
China -16.73% 6.13 7.29 7.50 7.50 7.41 6.67 6.45 6.26 6.11 6.11 6.11 6.11 6.11
Hong Kong -17.45% 6.13 7.29 7.50 7.50 7.41 6.67 6.45 6.26 6.11 6.11 6.11 6.11 6.11
India -14.17% 0.60 1.42 1.56 1.56 1.59 1.32 1.29 2.42 2.42 2.42 2.42 2.42 2.42
Indonesia -21.15% 6.13 7.29 7.50 7.50 7.41 6.67 6.45 6.26 6.11 6.11 6.11 6.11 6.11
Malaysia -13.45% 4.05 4.05 4.05 4.05 3.63 2.89 2.89 2.89 2.89 2.89 2.89 2.89 2.89
Philippines -11.92% 6.13 7.29 7.50 7.50 7.41 6.67 6.45 6.26 6.11 6.11 6.11 6.11 6.11
Singapore -21.66% 4.97 5.00 4.77 4.77 4.26 3.80 3.34 2.83 2.83 2.83 2.83 2.83 2.83
South Korea -16.43% 7.22 7.95 7.96 7.96 7.55 6.83 7.00 6.74 6.74 6.74 6.74 6.74 6.74
Taiwan -19.49% 2.91 3.50 4.09 4.09 4.77 4.89 4.72 4.47 4.47 4.47 4.47 4.47 4.47
MSCI EM Asia Index -20.27% 6.13 7.29 7.50 7.50 7.41 6.67 6.45 6.26 6.11 6.11 6.11 6.11 6.11
Other Cross-Country Indices -20.27% 6.13 7.29 7.50 7.50 7.41 6.67 6.45 6.26 6.11 6.11 6.11 6.11 6.11
Other Asia Ex-Japan -20.27% 6.13 7.29 7.50 7.50 7.41 6.67 6.45 6.26 6.11 6.11 6.11 6.11 6.11
  
Israel -21.44% 6.64 6.64 6.64 6.64 5.55 3.99 3.46 3.46 3.46 3.46 3.46 3.46 3.46
Turkey -11.72% 6.68 6.68 6.68 4.59 4.59 4.59 4.37 4.37 4.37 4.37 4.37 4.37 4.37
Other Cross-Country Indices -26.61% 6.68 6.68 6.68 4.59 4.59 4.59 4.37 4.37 4.37 4.37 4.37 4.37 4.37
Other Middle East/N. Africa -26.61% 6.68 6.68 6.68 4.59 4.59 4.59 4.37 4.37 4.37 4.37 4.37 4.37 4.37
  
South Africa -14.64% 4.41 4.41 4.03 4.03 3.51 3.06 2.70 2.70 2.70 2.70 2.70 2.70 2.70
Other Cross-Country Indices -25.43% 4.41 4.41 4.03 4.03 3.51 3.06 2.70 2.70 2.70 2.70 2.70 2.70 2.70
Other Sub-Saharan Africa -25.43% 4.41 4.41 4.03 4.03 3.51 3.06 2.70 2.70 2.70 2.70 2.70 2.70 2.70
  
MSCI All Country World Index (ACWI) -17.97% 6.76 6.76 6.76 6.76 6.79 6.30 5.93 4.93 4.93 4.93 4.93 4.93 4.93
MSCI EAFE Index -15.45% 7.22 7.22 7.22 7.22 6.96 6.23 5.69 5.01 5.01 5.01 5.01 5.01 5.01
MSCI EM Index -23.92% 6.76 6.76 6.76 6.76 6.79 6.30 5.93 4.93 4.93 4.93 4.93 4.93 4.93
MSCI EMEA Index -26.61% 7.22 7.22 7.22 7.22 6.96 6.23 5.69 5.01 5.01 5.01 5.01 5.01 5.01
MSCI World Index -17.18% 6.76 6.76 6.76 6.76 6.79 6.30 5.93 4.93 4.93 4.93 4.93 4.93 4.93
Other Cross-Country Indices -17.97% 6.76 6.76 6.76 6.76 6.79 6.30 5.93 4.93 4.93 4.93 4.93 4.93 4.93
Other Equity: Relative Dividend Shocks (%)
Region 1Y 2Y 3Y 5Y 7Y 10Y Unspecified Tenor
US -14.36% -14.34% -15.19% -14.70% -13.86% -15.71% -14.70%
Europe -16.87% -25.46% -24.93% -23.96% -23.18% -23.18% -23.96%
Japan -7.40% -23.04% -28.32% -28.14% -26.45% -24.40% -28.14%
Other / Unspecified -16.87% -25.46% -24.93% -23.96% -23.18% -23.18% -23.96%
FX Spot Sensitivities
Currency 1/Currency 2 % Change in Spot Price Defined as Currency2/Currency1
AED/AUD -4.99%
AED/CHF -5.00%
AED/DKK 5.91%
AED/EUR -4.92%
AED/GBP -4.99%
AED/JPY -7.86%
AED/NOK 15.49%
AED/SEK 13.14%
AED/USD 0.00%
ALL/USD -6.20%
AMD/USD -0.03%
ANG/USD 0.00%
AOA/EUR -4.92%
AOA/GBP -4.99%
AOA/USD 0.00%
ARS/AUD -10.91%
ARS/CHF -10.91%
ARS/DKK -0.68%
ARS/EUR -10.84%
ARS/GBP -10.91%
ARS/JPY -13.60%
ARS/NOK 8.29%
ARS/SEK 6.09%
ARS/USD -6.23%
AUD/BBD 5.25%
AUD/BDT 5.61%
AUD/BGN 12.00%
AUD/BHD 5.25%
AUD/BMD 5.25%
AUD/BRL 24.33%
AUD/BSD 5.25%
AUD/BWP 12.78%
AUD/CAD 14.54%
AUD/CHF 0.00%
AUD/CLP 15.64%
AUD/CNY 5.02%
AUD/COP 13.77%
AUD/CYP 11.55%
AUD/CZK 17.67%
AUD/DJF 5.11%
AUD/DKK 11.48%
AUD/DOP 7.27%
AUD/DZD 11.20%
AUD/EGP 6.93%
AUD/EUR 0.07%
AUD/FJD 14.21%
AUD/GBP 0.00%
AUD/GEL 13.79%
AUD/HKD 4.94%
AUD/HRK 12.57%
AUD/HUF 17.84%
AUD/IDR 14.71%
AUD/ILS 11.64%
AUD/INR 11.65%
AUD/IRR 9.26%
AUD/ISK 27.34%
AUD/JMD 10.83%
AUD/JOD 5.33%
AUD/JPY -3.02%
AUD/KES 14.62%
AUD/KGS 9.45%
AUD/KHR 3.11%
AUD/KRW 14.94%
AUD/KWD 7.44%
AUD/KZT 5.25%
AUD/LAK 3.85%
AUD/LBP 5.09%
AUD/LKR 7.74%
AUD/LVL 11.75%
AUD/MAD 10.58%
AUD/MMK 5.25%
AUD/MOP 4.92%
AUD/MRO 10.78%
AUD/MTL 11.56%
AUD/MUR 13.39%
AUD/MVR 5.25%
AUD/MWK 5.29%
AUD/MXN 20.01%
AUD/MYR 8.22%
AUD/MZM 7.84%
AUD/NGN 14.20%
AUD/NOK 21.55%
AUD/NPR 12.19%
AUD/NZD 0.00%
AUD/OMR 5.26%
AUD/PEN 8.26%
AUD/PGK 5.87%
AUD/PHP 8.31%
AUD/PKR 12.91%
AUD/PLN 22.60%
AUD/PYG 16.67%
AUD/QAR 5.25%
AUD/RON 16.75%
AUD/RSD 18.52%
AUD/RUB 17.12%
AUD/RWF 5.25%
AUD/SAR 5.29%
AUD/SBD 5.58%
AUD/SEK 19.08%
AUD/SGD 8.04%
AUD/SKK 11.43%
AUD/THB 7.31%
AUD/TJS 5.36%
AUD/TND 11.71%
AUD/TOP 14.02%
AUD/TRY 17.07%
AUD/TTD 6.01%
AUD/TWD 9.35%
AUD/UAH 33.28%
AUD/USD 5.25%
AUD/UZS 8.45%
AUD/VEF 5.25%
AUD/VND 7.21%
AUD/VUV 14.02%
AUD/WST 13.60%
AUD/XAF 10.86%
AUD/XCD 4.65%
AUD/XPF 11.59%
AUD/ZAR -0.01%
AWG/EUR -4.92%
AWG/GBP -4.99%
AWG/USD 0.00%
AZN/USD 0.70%
BAM/EUR -10.31%
BAM/GBP -10.38%
BAM/USD -5.67%
BBD/EUR -4.92%
BBD/GBP -4.99%
BBD/JPY -7.86%
BBD/USD 0.00%
BDT/CHF -5.32%
BDT/DKK 5.55%
BDT/EUR -5.25%
BDT/GBP -5.32%
BDT/JPY -8.17%
BDT/NOK 15.09%
BDT/USD -0.34%
BGN/CHF -10.72%
BGN/DKK -0.47%
BGN/EUR -10.65%
BGN/GBP -10.72%
BGN/JPY -13.41%
BGN/NOK 8.53%
BGN/SEK 6.32%
BGN/USD -6.03%
BHD/CHF -4.99%
BHD/EUR -4.91%
BHD/GBP -4.98%
BHD/JPY -7.85%
BHD/USD 0.01%
BIF/EUR -6.48%
BIF/GBP -6.55%
BIF/USD -1.64%
BMD/CHF -5.00%
BMD/EUR -4.92%
BMD/GBP -4.99%
BMD/JPY -7.86%
BMD/USD 0.00%
BND/USD -2.75%
BRL/CAD -7.88%
BRL/CHF -19.57%
BRL/CNY -15.53%
BRL/DKK -10.34%
BRL/EUR -19.51%
BRL/GBP -19.57%
BRL/HUF -5.22%
BRL/IDR -7.74%
BRL/INR -10.19%
BRL/JPY -22.00%
BRL/KRW -7.55%
BRL/MXN -3.47%
BRL/MYR -12.96%
BRL/NOK -2.23%
BRL/PLN -1.39%
BRL/RUB -5.80%
BRL/SEK -4.22%
BRL/TRY -5.84%
BRL/TWD -12.05%
BRL/USD -15.34%
BRL/ZAR -19.57%
BSD/EUR -4.92%
BSD/GBP -4.99%
BSD/JPY -7.86%
BSD/USD 0.00%
BWP/CHF -11.34%
BWP/DKK -1.16%
BWP/EUR -11.27%
BWP/GBP -11.33%
BWP/JPY -14.01%
BWP/NOK 7.78%
BWP/SEK 5.59%
BWP/USD -6.68%
BYR/EUR -6.57%
BYR/GBP -6.64%
BYR/USD -1.73%
BZD/EUR -4.43%
BZD/GBP -4.49%
BZD/USD 0.52%
CAD/CHF -12.70%
CAD/CNY -8.31%
CAD/DKK -2.67%
CAD/EUR -12.63%
CAD/GBP -12.69%
CAD/IDR 0.15%
CAD/ILS -2.53%
CAD/INR -2.52%
CAD/JPY -15.33%
CAD/KRW 0.35%
CAD/MXN 4.78%
CAD/NOK 6.12%
CAD/NZD -12.69%
CAD/PLN 7.04%
CAD/RUB 2.25%
CAD/SEK 3.97%
CAD/SGD -5.68%
CAD/USD -8.11%
CAD/ZAR -12.70%
CHF/CLP 15.65%
CHF/CNY 5.02%
CHF/COP 13.78%
CHF/CRC 8.10%
CHF/CYP 11.56%
CHF/CZK 17.68%
CHF/DKK 11.48%
CHF/DOP 7.27%
CHF/DZD 11.20%
CHF/ECS 5.26%
CHF/EEK 11.57%
CHF/EGP 6.94%
CHF/EUR 0.08%
CHF/GBP 0.01%
CHF/GEL 13.80%
CHF/HKD 4.94%
CHF/HRK 12.58%
CHF/HUF 17.84%
CHF/IDR 14.71%
CHF/ILS 11.65%
CHF/INR 11.66%
CHF/IRR 9.27%
CHF/ISK 27.35%
CHF/JMD 10.84%
CHF/JOD 5.33%
CHF/JPY -3.01%
CHF/KES 14.62%
CHF/KGS 9.45%
CHF/KHR 3.11%
CHF/KRW 14.95%
CHF/KWD 7.45%
CHF/LBP 5.10%
CHF/LKR 7.74%
CHF/LTL 11.58%
CHF/LVL 11.75%
CHF/MAD 10.58%
CHF/MRO 10.79%
CHF/MTL 11.57%
CHF/MWK 5.29%
CHF/MXN 20.02%
CHF/MYR 8.23%
CHF/NGN 14.20%
CHF/NOK 21.56%
CHF/NPR 12.20%
CHF/NZD 0.00%
CHF/OMR 5.26%
CHF/PEN 8.26%
CHF/PGK 5.88%
CHF/PHP 8.31%
CHF/PKR 12.91%
CHF/PLN 22.60%
CHF/QAR 5.26%
CHF/RON 16.75%
CHF/RSD 18.53%
CHF/RUB 17.12%
CHF/SAR 5.30%
CHF/SEK 19.09%
CHF/SGD 8.04%
CHF/SKK 11.43%
CHF/SYP 1.10%
CHF/THB 7.31%
CHF/TND 11.71%
CHF/TRY 17.08%
CHF/TWD 9.36%
CHF/UAH 33.28%
CHF/USD 5.26%
CHF/VEF 5.26%
CHF/VND 7.21%
CHF/XAF 10.87%
CHF/YER 5.26%
CHF/ZAR 0.00%
CHF/ZMK 26.96%
CLP/DKK -3.60%
CLP/EUR -13.46%
CLP/GBP -13.52%
CLP/JPY -16.13%
CLP/KRW -0.60%
CLP/NOK 5.11%
CLP/PHP -6.34%
CLP/SEK 2.98%
CLP/USD -8.98%
CNY/DKK 6.15%
CNY/EUR -4.71%
CNY/GBP -4.78%
CNY/HUF 12.21%
CNY/IDR 9.22%
CNY/INR 6.32%
CNY/JPY -7.65%
CNY/KRW 9.45%
CNY/MXN 14.28%
CNY/MYR 3.05%
CNY/NOK 15.74%
CNY/NZD -4.78%
CNY/PHP 3.13%
CNY/PLN 16.74%
CNY/RUB 11.52%
CNY/SEK 13.39%
CNY/SGD 2.87%
CNY/TRY 11.48%
CNY/TWD 4.13%
CNY/USD 0.22%
COP/DKK -2.01%
COP/EUR -12.04%
COP/GBP -12.10%
COP/JPY -14.76%
COP/NOK 6.84%
COP/SEK 4.67%
COP/USD -7.49%
CRC/EUR -7.42%
CRC/GBP -7.49%
CRC/JPY -10.28%
CRC/USD -2.63%
CSD/USD -11.19%
CUP/EUR -4.92%
CUP/GBP -4.99%
CUP/USD 0.00%
CVE/EUR -10.36%
CVE/GBP -10.43%
CVE/USD -5.72%
CYP/DKK -0.07%
CYP/EUR -10.29%
CYP/GBP -10.36%
CYP/JPY -13.06%
CYP/SEK 6.75%
CYP/USD -5.65%
CZK/DKK -5.26%
CZK/EUR -14.96%
CZK/GBP -15.02%
CZK/JPY -17.58%
CZK/NOK 3.30%
CZK/SEK 1.20%
CZK/USD -10.55%
DEM/USD -5.65%
DJF/EUR -4.80%
DJF/GBP -4.86%
DJF/USD 0.13%
DKK/DZD -0.25%
DKK/ECS -5.58%
DKK/EEK 0.08%
DKK/EGP -4.08%
DKK/EUR -10.23%
DKK/GBP -10.30%
DKK/GEL 2.08%
DKK/HKD -5.87%
DKK/HRK 0.98%
DKK/HUF 5.70%
DKK/IDR 2.90%
DKK/ILS 0.15%
DKK/INR 0.16%
DKK/IQD -6.48%
DKK/ISK 14.23%
DKK/JMD -0.58%
DKK/JOD -5.52%
DKK/JPY -13.00%
DKK/KES 2.82%
DKK/KHR -7.51%
DKK/KRW 3.11%
DKK/KWD -3.62%
DKK/KZT -5.58%
DKK/LAK -6.84%
DKK/LBP -5.73%
DKK/LKR -3.36%
DKK/LTL 0.09%
DKK/LVL 0.24%
DKK/MAD -0.81%
DKK/MMK -5.58%
DKK/MTL 0.08%
DKK/MXN 7.66%
DKK/MYR -2.92%
DKK/NGN 2.44%
DKK/NOK 9.04%
DKK/NPR 0.64%
DKK/NZD -10.30%
DKK/PEN -2.89%
DKK/PGK -5.03%
DKK/PHP -2.84%
DKK/PKR 1.28%
DKK/PLN 9.97%
DKK/QAR -5.58%
DKK/RON 4.73%
DKK/RSD 6.32%
DKK/RUB 5.06%
DKK/SAR -5.55%
DKK/SEK 6.82%
DKK/SGD -3.09%
DKK/SKK -0.04%
DKK/SYP -9.31%
DKK/THB -3.74%
DKK/TND 0.20%
DKK/TRY 5.02%
DKK/TWD -1.91%
DKK/UAH 19.55%
DKK/UGX 3.35%
DKK/USD -5.58%
DKK/VEF -5.58%
DKK/VND -3.83%
DKK/XAF -0.55%
DKK/ZAR -10.30%
DOP/EUR -6.71%
DOP/GBP -6.77%
DOP/JPY -9.59%
DOP/USD -1.88%
DZD/EUR -10.00%
DZD/GBP -10.07%
DZD/JPY -12.78%
DZD/USD -5.35%
ECS/EUR -4.92%
ECS/GBP -4.99%
ECS/USD 0.00%
ECU/USD -5.66%
EEK/EUR -10.30%
EEK/GBP -10.37%
EEK/JPY -13.07%
EEK/NOK 8.95%
EEK/SEK 6.73%
EEK/USD -5.66%
EGP/EUR -6.42%
EGP/GBP -6.48%
EGP/JPY -9.31%
EGP/NOK 13.67%
EGP/SEK 11.36%
EGP/USD -1.57%
ERN/EUR -4.92%
ERN/USD 0.00%
ETB/EUR -6.57%
ETB/GBP -6.64%
ETB/JPY -9.46%
ETB/USD -1.74%
EUR/FJD 14.13%
EUR/GBP -0.07%
EUR/GEL 13.71%
EUR/GMD 17.49%
EUR/GNF 11.00%
EUR/GTQ 6.74%
EUR/GYD 5.24%
EUR/HKD 4.86%
EUR/HNL 5.18%
EUR/HRK 12.49%
EUR/HTG -10.56%
EUR/HUF 17.75%
EUR/IDR 14.62%
EUR/ILS 11.56%
EUR/INR 11.57%
EUR/IQD 4.18%
EUR/IRR 9.18%
EUR/ISK 27.25%
EUR/JMD 10.75%
EUR/JOD 5.25%
EUR/JPY -3.09%
EUR/KES 14.53%
EUR/KGS 9.37%
EUR/KHR 3.03%
EUR/KMF 11.75%
EUR/KRW 14.86%
EUR/KWD 7.36%
EUR/KZT 5.18%
EUR/LAK 3.78%
EUR/LBP 5.02%
EUR/LKR 7.66%
EUR/LRD 5.18%
EUR/LTL 11.49%
EUR/LVL 11.67%
EUR/LYD 7.90%
EUR/MAD 10.50%
EUR/MDL 7.57%
EUR/MGA 13.46%
EUR/MMK 5.18%
EUR/MNT 11.18%
EUR/MOP 4.84%
EUR/MRO 10.70%
EUR/MTL 11.48%
EUR/MUR 13.31%
EUR/MVR 5.18%
EUR/MWK 5.21%
EUR/MXN 19.93%
EUR/MYR 8.14%
EUR/MZM 7.77%
EUR/NGN 14.12%
EUR/NIO 6.41%
EUR/NOK 21.47%
EUR/NPR 12.11%
EUR/NZD -0.08%
EUR/OMR 5.18%
EUR/PAB 5.18%
EUR/PEN 8.18%
EUR/PGK 5.80%
EUR/PHP 8.23%
EUR/PKR 12.82%
EUR/PLN 22.51%
EUR/PYG 16.58%
EUR/QAR 5.18%
EUR/RON 16.66%
EUR/RSD 18.43%
EUR/RUB 17.03%
EUR/RWF 5.18%
EUR/SAR 5.22%
EUR/SBD 5.50%
EUR/SCR 43.96%
EUR/SDD 8.50%
EUR/SEK 19.00%
EUR/SGD 7.96%
EUR/SIT 11.96%
EUR/SKK 11.35%
EUR/SLL 5.18%
EUR/SOS -4.85%
EUR/SRD 5.15%
EUR/STD -3.91%
EUR/SVC 5.18%
EUR/SYP 1.03%
EUR/THB 7.23%
EUR/TJS 5.29%
EUR/TND 11.63%
EUR/TOP 13.94%
EUR/TRY 16.99%
EUR/TTD 5.93%
EUR/TWD 9.27%
EUR/UAH 33.18%
EUR/UGX 15.13%
EUR/USD 5.18%
EUR/UZS 8.37%
EUR/VEF 5.18%
EUR/VND 7.13%
EUR/VUV 13.94%
EUR/WST 13.52%
EUR/XAF 10.78%
EUR/XCD 4.57%
EUR/XOF 10.78%
EUR/XPF 11.51%
EUR/YER 5.18%
EUR/ZAR -0.08%
EUR/ZMK 26.86%
FJD/GBP -12.44%
FJD/JPY -15.09%
FJD/USD -7.84%
FKP/USD -13.38%
FRF/USD -5.66%
GBP/GEL 13.79%
GBP/GMD 17.58%
GBP/GNF 11.08%
GBP/GTQ 6.82%
GBP/GYD 5.32%
GBP/HKD 4.94%
GBP/HNL 5.25%
GBP/HRK 12.57%
GBP/HTG -10.49%
GBP/HUF 17.84%
GBP/IDR 14.71%
GBP/ILS 11.64%
GBP/INR 11.65%
GBP/IQD 4.26%
GBP/IRR 9.26%
GBP/ISK 27.34%
GBP/JMD 10.83%
GBP/JOD 5.33%
GBP/JPY -3.02%
GBP/KES 14.62%
GBP/KGS 9.45%
GBP/KHR 3.11%
GBP/KMF 11.83%
GBP/KRW 14.94%
GBP/KWD 7.44%
GBP/KZT 5.25%
GBP/LBP 5.09%
GBP/LKR 7.74%
GBP/LRD 5.25%
GBP/LTL 11.57%
GBP/LVL 11.75%
GBP/LYD 7.97%
GBP/MAD 10.58%
GBP/MDL 7.65%
GBP/MGA 13.54%
GBP/MMK 5.25%
GBP/MNT 11.27%
GBP/MOP 4.92%
GBP/MRO 10.78%
GBP/MTL 11.56%
GBP/MUR 13.39%
GBP/MVR 5.25%
GBP/MWK 5.29%
GBP/MXN 20.01%
GBP/MYR 8.22%
GBP/MZM 7.84%
GBP/NGN 14.20%
GBP/NIO 6.49%
GBP/NOK 21.55%
GBP/NPR 12.19%
GBP/NZD 0.00%
GBP/OMR 5.26%
GBP/PEN 8.26%
GBP/PGK 5.87%
GBP/PHP 8.31%
GBP/PKR 12.91%
GBP/PLN 22.60%
GBP/PYG 16.67%
GBP/QAR 5.25%
GBP/RON 16.75%
GBP/RSD 18.52%
GBP/RUB 17.12%
GBP/RWF 5.25%
GBP/SAR 5.29%
GBP/SBD 5.58%
GBP/SCR 44.06%
GBP/SDD 8.58%
GBP/SEK 19.08%
GBP/SGD 8.04%
GBP/SIT 12.04%
GBP/SKK 11.43%
GBP/SLL 5.25%
GBP/SOS -14.56%
GBP/SRD 5.23%
GBP/SVC 5.25%
GBP/SYP 1.10%
GBP/THB 7.31%
GBP/TJS 5.36%
GBP/TND 11.71%
GBP/TOP 14.02%
GBP/TRY 17.07%
GBP/TTD 6.01%
GBP/TWD 9.35%
GBP/UAH 33.28%
GBP/UGX 15.21%
GBP/USD 5.25%
GBP/UZS 8.45%
GBP/VEF 5.25%
GBP/VND 7.21%
GBP/VUV 14.02%
GBP/WST 13.60%
GBP/XAF 10.86%
GBP/XCD 4.65%
GBP/XOF 10.86%
GBP/XPF 11.59%
GBP/YER 5.25%
GBP/ZAR -0.01%
GBP/ZMK 26.95%
GEL/JPY -14.78%
GEL/NOK 6.82%
GEL/SEK 4.65%
GEL/USD -7.51%
GHC/USD -6.59%
GHS/USD -6.94%
GMD/JPY -17.52%
GMD/USD -10.48%
GNF/USD -5.24%
GTQ/USD -1.47%
GWP/USD -5.88%
GYD/USD -0.06%
HKD/IDR 9.31%
HKD/JPY -7.58%
HKD/MYR 3.13%
HKD/NOK 15.83%
HKD/PHP 3.21%
HKD/SEK 13.48%
HKD/SGD 2.95%
HKD/TWD 4.21%
HKD/USD 0.30%
HNL/JPY -7.86%
HNL/USD 0.00%
HRK/JPY -13.85%
HRK/NOK 7.98%
HRK/SEK 5.78%
HRK/USD -6.50%
HTG/USD 17.59%
HUF/INR -5.25%
HUF/JPY -17.70%
HUF/MXN 1.85%
HUF/NOK 3.15%
HUF/SEK 1.06%
HUF/TRY -0.65%
HUF/USD -10.68%
IDR/INR -2.66%
IDR/JPY -15.45%
IDR/KRW 0.21%
IDR/MXN 4.63%
IDR/MYR -5.65%
IDR/NOK 5.97%
IDR/PHP -5.58%
IDR/RUB 2.10%
IDR/SEK 3.81%
IDR/SGD -5.81%
IDR/TRY 2.06%
IDR/TWD -4.67%
IDR/USD -8.24%
ILS/JPY -13.13%
ILS/KRW 2.95%
ILS/NOK 8.87%
ILS/SEK 6.66%
ILS/USD -5.72%
INR/JPY -13.14%
INR/KRW 2.95%
INR/MXN 7.49%
INR/MYR -3.07%
INR/NOK 8.87%
INR/PHP -3.00%
INR/PLN 9.80%
INR/RUB 4.89%
INR/SEK 6.65%
INR/SGD -3.24%
INR/TRY 4.85%
INR/TWD -2.06%
INR/USD -5.73%
INR/ZAR -10.44%
IQD/USD 0.95%
IRR/JPY -11.24%
IRR/USD -3.67%
ISK/JPY -23.84%
ISK/NOK -4.54%
ISK/SEK -6.49%
ISK/USD -17.34%
ITL/USD -6.25%
JMD/JPY -12.50%
JMD/NOK 9.67%
JMD/SEK 7.44%
JMD/USD -5.04%
JOD/JPY -7.92%
JOD/NOK 15.40%
JOD/SEK 13.06%
JOD/USD -0.07%
JPY/KES 18.18%
JPY/KHR 6.31%
JPY/KRW 18.52%
JPY/KWD 10.79%
JPY/KZT 8.53%
JPY/LAK 7.09%
JPY/LBP 8.37%
JPY/LKR 11.09%
JPY/LTL 15.05%
JPY/LVL 15.22%
JPY/LYD 11.33%
JPY/MAD 14.02%
JPY/MDL 11.00%
JPY/MNT 14.73%
JPY/MOP 8.18%
JPY/MRO 14.23%
JPY/MTL 15.04%
JPY/MUR 16.92%
JPY/MVR 8.53%
JPY/MWK 8.56%
JPY/MXN 23.75%
JPY/MYR 11.59%
JPY/NGN 17.75%
JPY/NIO 9.81%
JPY/NOK 25.34%
JPY/NPR 15.68%
JPY/NZD 3.11%
JPY/OMR 8.53%
JPY/PEN 11.63%
JPY/PGK 9.17%
JPY/PHP 11.68%
JPY/PKR 16.42%
JPY/PLN 26.41%
JPY/PYG 20.30%
JPY/QAR 8.53%
JPY/RON 20.38%
JPY/RSD 22.21%
JPY/RUB 20.76%
JPY/SAR 8.57%
JPY/SBD 8.86%
JPY/SEK 22.79%
JPY/SGD 11.40%
JPY/SKK 14.90%
JPY/SLL 8.53%
JPY/SYP 4.25%
JPY/THB 10.65%
JPY/TND 15.18%
JPY/TOP 17.57%
JPY/TRY 20.72%
JPY/TTD 9.31%
JPY/TWD 12.75%
JPY/UAH 37.43%
JPY/UGX 18.80%
JPY/USD 8.53%
JPY/UZS 11.83%
JPY/VEF 8.53%
JPY/VND 10.55%
JPY/WST 17.14%
JPY/XAF 14.31%
JPY/XCD 7.91%
JPY/XOF 14.31%
JPY/XPF 15.07%
JPY/YER 8.53%
JPY/ZAR 3.11%
JPY/ZMK 30.90%
KES/NOK 6.05%
KES/SEK 3.90%
KES/USD -8.17%
KGS/USD -3.83%
KHR/SEK 15.50%
KHR/USD 2.08%
KMF/USD -5.89%
KRW/MXN 4.41%
KRW/MYR -5.85%
KRW/NOK 5.75%
KRW/PHP -5.77%
KRW/PLN 6.66%
KRW/RUB 1.89%
KRW/SEK 3.60%
KRW/SGD -6.01%
KRW/TRY 1.85%
KRW/TWD -4.86%
KRW/USD -8.43%
KRW/ZAR -13.01%
KWD/NOK 13.13%
KWD/SEK 10.83%
KWD/USD -2.04%
KZT/NOK 15.49%
KZT/SEK 13.14%
KZT/USD 0.00%
LAK/USD 1.35%
LBP/NOK 15.66%
LBP/SEK 13.31%
LBP/USD 0.15%
LKR/SEK 10.53%
LKR/USD -2.30%
LRD/USD 0.00%
LSL/USD -8.92%
LTL/NOK 8.94%
LTL/SEK 6.73%
LTL/USD -5.67%
LVL/NOK 8.78%
LVL/SEK 6.56%
LVL/USD -5.81%
LYD/USD -2.52%
MAD/NOK 9.93%
MAD/SEK 7.69%
MAD/USD -4.81%
MDL/USD -2.22%
MGA/USD -7.30%
MKD/USD -5.27%
MMK/USD 0.00%
MNT/SEK 7.02%
MNT/USD -5.40%
MOP/USD 0.32%
MRO/USD -4.99%
MTL/NOK 8.95%
MTL/SEK 6.74%
MTL/USD -5.66%
MUR/USD -7.18%
MVR/USD 0.00%
MWK/USD -0.03%
MXN/NOK 1.28%
MXN/NZD -16.68%
MXN/PLN 2.15%
MXN/RUB -2.41%
MXN/SEK -0.78%
MXN/TRY -2.45%
MXN/USD -12.30%
MXN/ZAR -16.68%
MYR/NOK 12.32%
MYR/PHP 0.08%
MYR/RUB 8.22%
MYR/SEK 10.03%
MYR/SGD -0.17%
MYR/TWD 1.04%
MYR/USD -2.74%
MZM/USD -2.40%
MZN/USD -2.40%
NAD/USD -8.93%
NGN/NOK 6.44%
NGN/SEK 4.28%
NGN/USD -7.83%
NIO/USD -1.16%
NOK/NZD -17.73%
NOK/PEN -10.94%
NOK/PGK -12.90%
NOK/PHP -10.90%
NOK/PKR -7.11%
NOK/PLN 0.86%
NOK/QAR -13.41%
NOK/RON -3.95%
NOK/RSD -2.49%
NOK/RUB -3.65%
NOK/SAR -13.38%
NOK/SEK -2.03%
NOK/SGD -11.12%
NOK/SKK -8.33%
NOK/SYP -16.83%
NOK/THB -11.72%
NOK/TND -8.10%
NOK/TRY -3.68%
NOK/TWD -10.04%
NOK/UAH 9.65%
NOK/USD -13.41%
NOK/VEF -13.41%
NOK/VND -11.80%
NOK/ZAR -17.74%
NPR/SEK 6.14%
NPR/USD -6.18%
NZD/PLN 22.60%
NZD/SEK 19.09%
NZD/USD 5.26%
NZD/ZAR 0.00%
OMR/USD 0.00%
PAB/USD 0.00%
PEN/SEK 10.00%
PEN/USD -2.78%
PGK/SEK 12.48%
PGK/USD -0.58%
PHP/SEK 9.95%
PHP/SGD -0.25%
PHP/TWD 0.96%
PHP/USD -2.82%
PKR/SEK 5.47%
PKR/USD -6.78%
PLN/RUB -4.47%
PLN/SEK -2.87%
PLN/USD -14.15%
PYG/USD -9.78%
QAR/SEK 13.14%
QAR/USD 0.00%
ROL/USD -9.84%
RON/SEK 2.00%
RON/USD -9.84%
RSD/SEK 0.47%
RSD/USD -11.19%
RUB/SEK 1.68%
RUB/TRY -0.04%
RUB/USD -10.13%
RUB/ZAR -14.62%
RWF/USD 0.00%
SAR/SEK 13.10%
SAR/USD -0.04%
SBD/USD -0.31%
SCR/USD -26.94%
SDD/USD -3.06%
SEK/SGD -9.27%
SEK/SKK -6.43%
SEK/SYP -15.10%
SEK/THB -9.89%
SEK/TND -6.19%
SEK/TRY -1.69%
SEK/TTD -10.98%
SEK/TWD -8.17%
SEK/UAH 11.92%
SEK/USD -11.61%
SEK/VEF -11.61%
SEK/VND -9.97%
SEK/ZAR -16.03%
SGD/TWD 1.22%
SGD/USD -2.58%
SIT/USD -6.06%
SKK/USD -5.54%
SLL/USD 0.00%
SRD/USD 0.02%
SVC/USD 0.00%
SYP/USD 4.11%
SZL/USD -8.93%
THB/USD -1.91%
TJS/USD -0.10%
TND/USD -5.78%
TOP/USD -7.69%
TRL/USD -10.10%
TRY/USD -10.10%
TRY/ZAR -14.59%
TTD/USD -0.71%
TWD/USD -3.75%
TZS/USD -5.38%
UAH/USD -21.03%
UGX/USD -8.64%
USD/UYP 11.45%
USD/UYU 11.45%
USD/UZS 3.04%
USD/VEB 0.00%
USD/VEF 0.00%
USD/VND 1.86%
USD/VUV 8.33%
USD/WST 7.93%
USD/XAF 5.33%
USD/XCD -0.57%
USD/XEU 6.00%
USD/XOF 5.33%
USD/XPF 6.02%
USD/YER 0.00%
USD/ZAR -5.00%
USD/ZMK 20.62%
  
USD -8.77%

FX Vega: Absolute Vega Shock (Vol Pts)
Currency 1/Currency 2 1M 3M 6M 9M 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 30Y
AED/AUD 8.25 8.25 8.25 8.25 8.25 8.25 8.25 8.25 8.25 8.25 8.25 8.25 8.25
AED/BRL 4.82 4.82 4.82 4.82 4.82 4.82 4.82 4.82 4.82 4.82 4.82 4.82 4.82
AED/CLP (0.55) (0.55) (0.55) (0.55) (0.55) (0.55) (0.55) (0.55) (0.55) (0.55) (0.55) (0.55) (0.55)
AED/CNY 0.19 0.19 0.19 0.19 0.19 0.19 0.19 0.19 0.19 0.19 0.19 0.19 0.19
AED/CZK 4.98 4.98 4.98 4.98 4.98 4.98 4.98 4.98 4.98 4.98 4.98 4.98 4.98
AED/EGP 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21
AED/EUR 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36
AED/GBP 4.23 4.23 4.23 4.23 4.23 4.23 4.23 4.23 4.23 4.23 4.23 4.23 4.23
AED/HKD (0.07) (0.07) (0.07) (0.07) (0.07) (0.07) (0.07) (0.07) (0.07) (0.07) (0.07) (0.07) (0.07)
AED/INR 5.80 5.80 5.80 5.80 5.80 5.80 5.80 5.80 5.80 5.80 5.80 5.80 5.80
AED/KWD 0.39 0.39 0.39 0.39 0.39 0.39 0.39 0.39 0.39 0.39 0.39 0.39 0.39
AED/MYR 2.72 2.72 2.72 2.72 2.72 2.72 2.72 2.72 2.72 2.72 2.72 2.72 2.72
AED/NOK 4.73 4.73 4.73 4.73 4.73 4.73 4.73 4.73 4.73 4.73 4.73 4.73 4.73
AED/SAR 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21
AED/SGD 2.26 2.26 2.26 2.26 2.26 2.26 2.26 2.26 2.26 2.26 2.26 2.26 2.26
AED/TRY 1.33 1.33 1.33 1.33 1.33 1.33 1.33 1.33 1.33 1.33 1.33 1.33 1.33
AED/TWD 1.27 1.27 1.27 1.27 1.27 1.27 1.27 1.27 1.27 1.27 1.27 1.27 1.27
AED/USD 0.02 0.02 0.02 0.01 0.01 (0.01) (0.01) (0.01) (0.01) (0.01) (0.01) (0.01) (0.01)
ARS/AUD 5.12 5.12 5.12 5.12 5.12 5.12 5.12 5.12 5.12 5.12 5.12 5.12 5.12
ARS/BRL 19.27 19.27 19.27 19.27 19.27 19.27 19.27 19.27 19.27 19.27 19.27 19.27 19.27
ARS/CHF 15.02 15.02 15.02 15.02 15.02 15.02 15.02 15.02 15.02 15.02 15.02 15.02 15.02
ARS/EUR 20.44 20.44 20.44 20.44 20.44 20.44 20.44 20.44 20.44 20.44 20.44 20.44 20.44
ARS/GBP 24.29 24.29 24.29 24.29 24.29 24.29 24.29 24.29 24.29 24.29 24.29 24.29 24.29
ARS/HUF 19.96 19.96 19.96 19.96 19.96 19.96 19.96 19.96 19.96 19.96 19.96 19.96 19.96
ARS/IDR 30.49 30.49 30.49 30.49 30.49 30.49 30.49 30.49 30.49 30.49 30.49 30.49 30.49
ARS/INR 22.65 22.65 22.65 22.65 22.65 22.65 22.65 22.65 22.65 22.65 22.65 22.65 22.65
ARS/JPY 13.64 13.64 13.64 13.64 13.64 13.64 13.64 13.64 13.64 13.64 13.64 13.64 13.64
ARS/MXN 26.77 26.77 26.77 26.77 26.77 26.77 26.77 26.77 26.77 26.77 26.77 26.77 26.77
ARS/NOK 17.67 17.67 17.67 17.67 17.67 17.67 17.67 17.67 17.67 17.67 17.67 17.67 17.67
ARS/NZD 18.63 18.63 18.63 18.63 18.63 18.63 18.63 18.63 18.63 18.63 18.63 18.63 18.63
ARS/RUB 2.39 2.39 2.39 2.39 2.39 2.39 2.39 2.39 2.39 2.39 2.39 2.39 2.39
ARS/TRY 0.87 0.87 0.87 0.87 0.87 0.87 0.87 0.87 0.87 0.87 0.87 0.87 0.87
ARS/TWD 15.68 15.68 15.68 15.68 15.68 15.68 15.68 15.68 15.68 15.68 15.68 15.68 15.68
ARS/USD 29.71 32.59 32.14 32.06 33.13 38.10 34.84 34.84 34.84 34.84 34.84 34.84 34.84
ARS/ZAR 1.15 1.15 1.15 1.15 1.15 1.15 1.15 1.15 1.15 1.15 1.15 1.15 1.15
AUD/BRL 5.84 5.65 4.64 4.64 3.75 3.06 2.61 2.61 2.61 2.61 2.61 2.61 2.61
AUD/CAD 3.31 3.25 3.15 3.15 3.10 2.91 2.91 2.91 2.91 2.91 2.91 2.91 2.91
AUD/CHF 3.93 3.71 3.45 3.32 3.21 3.08 2.79 2.79 2.79 2.79 2.79 2.79 2.79
AUD/CLP 2.45 2.45 2.45 2.45 2.45 2.45 2.45 2.45 2.45 2.45 2.45 2.45 2.45
AUD/CNY 6.36 5.64 5.18 5.18 4.60 4.58 3.51 3.71 3.71 3.71 3.71 3.71 3.71
AUD/CZK 6.37 5.92 5.39 5.39 5.02 4.57 4.14 3.85 3.85 3.85 3.85 3.85 3.85
AUD/DKK 4.59 4.59 4.59 4.59 4.59 4.59 4.59 4.59 4.59 4.59 4.59 4.59 4.59
AUD/EUR 4.33 4.09 3.72 3.58 3.48 3.30 3.04 2.67 2.79 2.76 2.76 2.76 2.76
AUD/GBP 3.68 3.57 3.30 3.19 3.08 3.09 3.09 3.09 3.09 3.09 3.09 3.09 3.09
AUD/HKD 6.91 6.40 5.87 5.62 5.48 4.89 4.89 4.89 4.89 4.89 4.89 4.89 4.89
AUD/HUF 5.12 5.53 5.61 5.61 5.78 5.69 5.14 5.54 5.54 5.54 5.54 5.54 5.54
AUD/IDR 10.08 9.58 9.29 9.29 9.54 9.52 7.46 6.95 6.95 6.95 6.95 6.95 6.95
AUD/ILS 6.15 6.15 6.15 6.15 6.15 6.15 6.15 6.15 6.15 6.15 6.15 6.15 6.15
AUD/INR 8.70 8.25 7.69 7.69 7.39 7.52 7.06 6.74 6.74 6.74 6.74 6.74 6.74
AUD/JPY 6.36 6.65 6.92 7.09 7.23 7.02 6.75 6.40 5.83 3.62 2.08 1.50 0.69
AUD/KRW 7.95 7.75 7.23 7.23 6.93 7.00 7.00 7.00 7.00 7.00 7.00 7.00 7.00
AUD/MXN 9.32 8.43 7.91 7.91 7.44 7.56 7.56 7.56 7.56 7.56 7.56 7.56 7.56
AUD/MYR 4.33 3.98 3.65 3.65 3.50 3.31 3.06 2.81 2.81 2.81 2.81 2.81 2.81
AUD/NOK 5.24 4.77 4.27 4.08 4.00 3.83 3.83 3.83 3.83 3.83 3.83 3.83 3.83
AUD/NZD 0.51 0.86 1.00 1.10 1.18 1.17 1.17 1.17 1.17 1.17 1.17 1.17 1.17
AUD/PLN 11.17 9.83 9.04 9.04 8.32 7.62 6.37 6.84 6.84 6.84 6.84 6.84 6.84
AUD/RUB 7.62 7.34 7.16 7.16 7.91 9.51 9.86 11.74 11.74 11.74 11.74 11.74 11.74
AUD/SAR 6.40 6.40 6.40 6.40 6.40 6.40 6.40 6.40 6.40 6.40 6.40 6.40 6.40
AUD/SEK 6.06 5.46 4.85 4.53 4.33 4.13 4.13 4.13 4.13 4.13 4.13 4.13 4.13
AUD/SGD 4.85 4.67 4.10 3.91 3.72 3.39 3.39 3.39 3.39 3.39 3.39 3.39 3.39
AUD/THB 4.59 4.30 3.70 3.70 3.26 2.79 2.64 2.12 2.12 2.12 2.12 2.12 2.12
AUD/TRY 2.42 2.26 2.05 2.05 1.68 1.35 0.80 0.52 0.52 0.52 0.52 0.52 0.52
AUD/TWD 5.45 4.82 4.31 4.31 4.00 3.83 3.19 2.84 2.84 2.84 2.84 2.84 2.84
AUD/USD 6.78 6.34 5.79 5.50 5.29 4.94 4.59 4.16 3.94 3.85 3.87 3.62 3.25
AUD/ZAR 2.73 2.70 2.77 2.77 2.64 2.73 2.73 2.73 2.73 2.73 2.73 2.73 2.73
BRL/CAD 6.90 6.10 5.27 4.58 4.32 3.87 3.87 3.87 3.87 3.87 3.87 3.87 3.87
BRL/CHF 7.53 7.02 6.13 5.59 5.27 4.83 4.83 4.83 4.83 4.83 4.83 4.83 4.83
BRL/CLP 6.02 6.02 6.02 6.02 6.02 6.02 6.02 6.02 6.02 6.02 6.02 6.02 6.02
BRL/CNY 6.00 5.80 5.28 5.28 4.47 3.82 3.22 2.70 2.70 2.70 2.70 2.70 2.70
BRL/CZK 7.87 7.49 6.50 6.50 5.54 4.96 4.57 4.33 4.33 4.33 4.33 4.33 4.33
BRL/DKK 11.74 11.74 11.74 11.74 11.74 11.74 11.74 11.74 11.74 11.74 11.74 11.74 11.74
BRL/EUR 9.43 8.22 7.02 6.20 5.85 5.19 4.94 4.65 4.65 4.65 4.65 4.65 4.65
BRL/GBP 7.12 6.42 5.75 5.37 5.08 4.45 4.45 4.45 4.45 4.45 4.45 4.45 4.45
BRL/HKD 6.60 6.69 6.02 6.02 5.10 4.34 4.20 3.81 3.81 3.81 3.81 3.81 3.81
BRL/HUF 7.65 6.90 5.77 5.77 4.69 4.13 4.21 4.10 4.10 4.10 4.10 4.10 4.10
BRL/IDR 8.83 8.86 8.49 8.49 8.29 7.08 6.33 6.23 6.23 6.23 6.23 6.23 6.23
BRL/ILS 13.50 13.50 13.50 13.50 13.50 13.50 13.50 13.50 13.50 13.50 13.50 13.50 13.50
BRL/INR 7.94 6.21 5.30 5.30 4.63 4.29 4.43 4.70 4.70 4.70 4.70 4.70 4.70
BRL/JPY 6.20 5.97 5.48 5.16 4.92 4.72 4.72 4.72 4.72 4.72 4.72 4.72 4.72
BRL/KRW 8.17 7.84 7.42 7.42 7.01 6.10 5.49 5.23 5.23 5.23 5.23 5.23 5.23
BRL/MXN 9.77 8.45 6.87 6.87 6.36 5.78 5.24 5.03 5.03 5.03 5.03 5.03 5.03
BRL/MYR 10.10 10.10 10.10 10.10 10.10 10.10 10.10 10.10 10.10 10.10 10.10 10.10 10.10
BRL/NOK 10.52 10.52 10.52 10.52 10.52 10.52 10.52 10.52 10.52 10.52 10.52 10.52 10.52
BRL/NZD 6.06 5.63 5.20 4.80 4.46 4.18 4.18 4.18 4.18 4.18 4.18 4.18 4.18
BRL/PHP 12.63 12.63 12.63 12.63 12.63 12.63 12.63 12.63 12.63 12.63 12.63 12.63 12.63
BRL/PLN 8.71 7.77 6.88 6.88 5.92 5.14 4.90 4.26 4.26 4.26 4.26 4.26 4.26
BRL/RUB 8.64 7.66 6.56 6.56 5.75 5.21 5.52 5.49 5.49 5.49 5.49 5.49 5.49
BRL/SAR 4.96 4.96 4.96 4.96 4.96 4.96 4.96 4.96 4.96 4.96 4.96 4.96 4.96
BRL/SEK 8.30 7.46 6.25 6.25 5.13 4.51 4.79 4.83 4.83 4.83 4.83 4.83 4.83
BRL/SGD 5.53 5.30 4.75 4.75 3.96 3.51 3.29 2.91 2.91 2.91 2.91 2.91 2.91
BRL/THB 5.03 4.74 4.24 4.24 3.62 3.29 3.47 3.66 3.66 3.66 3.66 3.66 3.66
BRL/TRY 3.58 3.46 3.44 3.29 2.95 2.76 2.76 2.76 2.76 2.76 2.76 2.76 2.76
BRL/TWD 5.43 5.21 4.94 4.94 4.39 4.14 4.08 3.94 3.94 3.94 3.94 3.94 3.94
BRL/USD 6.39 6.50 5.96 5.44 5.14 4.48 4.22 3.92 3.92 3.92 3.92 3.92 3.92
BRL/ZAR 6.43 5.63 4.70 4.70 4.01 3.73 3.73 3.73 3.73 3.73 3.73 3.73 3.73
CAD/CHF 3.10 2.95 2.82 2.81 2.81 2.95 2.95 2.95 2.95 2.95 2.95 2.95 2.95
CAD/CLP 2.41 2.41 2.41 2.41 2.41 2.41 2.41 2.41 2.41 2.41 2.41 2.41 2.41
CAD/CNY 4.66 4.66 4.66 4.66 4.66 4.66 4.66 4.66 4.66 4.66 4.66 4.66 4.66
CAD/CZK 5.53 5.53 5.53 5.53 5.53 5.53 5.53 5.53 5.53 5.53 5.53 5.53 5.53
CAD/DKK 3.19 3.19 3.19 3.19 3.19 3.19 3.19 3.19 3.19 3.19 3.19 3.19 3.19
CAD/EUR 3.80 3.51 3.26 3.26 3.20 3.23 3.23 3.23 3.23 3.23 3.23 3.23 3.23
CAD/GBP 3.47 3.25 3.15 3.17 3.20 3.28 3.28 3.28 3.28 3.28 3.28 3.28 3.28
CAD/HKD 5.30 4.94 4.74 4.78 4.73 4.73 4.73 4.73 4.73 4.73 4.73 4.73 4.73
CAD/HUF 6.24 6.24 6.24 6.24 6.24 6.24 6.24 6.24 6.24 6.24 6.24 6.24 6.24
CAD/IDR 11.75 11.75 11.75 11.75 11.75 11.75 11.75 11.75 11.75 11.75 11.75 11.75 11.75
CAD/ILS 3.70 3.70 3.70 3.70 3.70 3.70 3.70 3.70 3.70 3.70 3.70 3.70 3.70
CAD/INR 7.90 7.90 7.90 7.90 7.90 7.90 7.90 7.90 7.90 7.90 7.90 7.90 7.90
CAD/JPY 5.80 5.58 5.42 5.32 5.20 5.42 5.53 5.64 5.64 5.64 5.64 5.64 5.64
CAD/KRW 10.01 10.01 10.01 10.01 10.01 10.01 10.01 10.01 10.01 10.01 10.01 10.01 10.01
CAD/MXN 7.80 7.89 7.98 7.77 7.58 7.60 7.60 7.60 7.60 7.60 7.60 7.60 7.60
CAD/MYR 4.16 4.16 4.16 4.16 4.16 4.16 4.16 4.16 4.16 4.16 4.16 4.16 4.16
CAD/NOK 4.37 3.77 3.42 3.37 3.34 3.37 3.37 3.37 3.37 3.37 3.37 3.37 3.37
CAD/NZD 2.27 2.30 2.14 2.06 1.97 1.98 1.98 1.98 1.98 1.98 1.98 1.98 1.98
CAD/PHP 4.08 4.08 4.08 4.08 4.08 4.08 4.08 4.08 4.08 4.08 4.08 4.08 4.08
CAD/PLN 10.87 10.87 10.87 10.87 10.87 10.87 10.87 10.87 10.87 10.87 10.87 10.87 10.87
CAD/RUB 9.76 9.76 9.76 9.76 9.76 9.76 9.76 9.76 9.76 9.76 9.76 9.76 9.76
CAD/SEK 4.82 4.12 3.64 3.59 3.52 3.59 3.59 3.59 3.59 3.59 3.59 3.59 3.59
CAD/SGD 2.85 2.85 2.85 2.85 2.85 2.85 2.85 2.85 2.85 2.85 2.85 2.85 2.85
CAD/TRY 1.50 1.37 1.32 1.18 1.02 0.86 0.86 0.86 0.86 0.86 0.86 0.86 0.86
CAD/TWD 3.75 3.75 3.75 3.75 3.75 3.75 3.75 3.75 3.75 3.75 3.75 3.75 3.75
CAD/USD 5.36 4.90 4.71 4.75 4.74 4.85 4.84 4.97 5.17 5.38 5.38 5.38 5.38
CAD/ZAR 2.46 2.46 2.46 2.46 2.46 2.46 2.46 2.46 2.46 2.46 2.46 2.46 2.46
CHF/CLP 2.12 2.12 2.12 2.12 2.12 2.12 2.12 2.12 2.12 2.12 2.12 2.12 2.12
CHF/CNY 3.63 3.72 3.66 3.66 3.45 3.45 3.45 3.45 3.45 3.45 3.45 3.45 3.45
CHF/CZK 4.73 4.85 4.85 4.85 4.71 4.31 4.47 4.75 4.75 4.75 4.75 4.75 4.75
CHF/DKK 1.24 1.24 1.24 1.24 1.24 1.24 1.24 1.24 1.24 1.24 1.24 1.24 1.24
CHF/EUR 1.01 1.34 1.68 1.88 1.99 1.91 1.70 1.58 1.08 0.98 0.87 0.94 0.90
CHF/GBP 3.37 3.24 3.32 3.43 3.52 3.59 3.69 3.57 3.57 3.57 3.57 3.57 3.57
CHF/HKD 3.93 3.51 3.17 3.17 2.89 2.67 2.57 2.10 2.10 2.10 2.10 2.10 2.10
CHF/HUF 3.58 4.27 4.89 5.23 5.39 5.13 5.13 5.13 5.13 5.13 5.13 5.13 5.13
CHF/IDR 8.54 8.82 9.74 9.74 10.62 11.26 11.49 11.88 11.88 11.88 11.88 11.88 11.88
CHF/ILS 2.51 2.29 2.06 2.06 1.86 1.88 1.88 1.88 1.88 1.88 1.88 1.88 1.88
CHF/INR 5.45 5.47 5.47 5.47 5.45 5.88 5.95 6.36 6.36 6.36 6.36 6.36 6.36
CHF/ISK 4.32 4.32 4.32 4.32 4.32 4.32 4.32 4.32 4.32 4.32 4.32 4.32 4.32
CHF/JPY 5.26 5.36 5.48 5.51 5.53 5.15 5.32 5.35 5.35 5.35 5.35 5.35 5.35
CHF/KRW 7.61 7.07 6.99 6.99 6.92 7.04 6.94 7.21 7.21 7.21 7.21 7.21 7.21
CHF/MXN 8.38 8.05 8.24 8.34 8.33 8.37 8.37 8.37 8.37 8.37 8.37 8.37 8.37
CHF/MYR 2.69 2.66 2.52 2.52 2.37 2.16 2.16 2.16 2.16 2.16 2.16 2.16 2.16
CHF/NOK 5.00 4.40 4.20 4.12 4.07 4.47 4.47 4.47 4.47 4.47 4.47 4.47 4.47
CHF/NZD 2.81 2.69 2.35 2.27 2.13 2.08 2.08 2.08 2.08 2.08 2.08 2.08 2.08
CHF/PHP 3.13 3.13 3.13 3.13 3.13 3.13 3.13 3.13 3.13 3.13 3.13 3.13 3.13
CHF/PLN 10.37 10.30 10.31 10.42 10.55 9.97 9.97 9.97 9.97 9.97 9.97 9.97 9.97
CHF/RUB 10.11 11.87 13.01 13.01 15.58 17.21 18.16 20.76 20.76 20.76 20.76 20.76 20.76
CHF/SEK 6.25 5.84 5.56 5.54 5.54 6.10 6.10 6.10 6.10 6.10 6.10 6.10 6.10
CHF/SGD 1.90 1.81 1.64 1.64 1.74 1.74 1.51 1.42 1.42 1.42 1.42 1.42 1.42
CHF/THB 2.89 2.54 2.28 2.28 2.11 1.94 1.91 1.98 1.98 1.98 1.98 1.98 1.98
CHF/TRY 0.87 0.90 0.86 0.70 0.50 0.37 0.67 0.96 0.96 0.96 0.96 0.96 0.96
CHF/TWD 2.74 2.70 2.44 2.44 2.27 2.24 1.90 1.67 1.67 1.67 1.67 1.67 1.67
CHF/USD 3.36 3.17 2.85 2.71 2.58 2.57 2.37 1.56 1.40 1.09 1.20 1.12 1.14
CHF/ZAR 2.14 2.26 2.38 2.48 2.60 2.84 2.84 2.84 2.84 2.84 2.84 2.84 2.84
CLP/CNY (0.72) (0.72) (0.72) (0.72) (0.72) (0.72) (0.72) (0.72) (0.72) (0.72) (0.72) (0.72) (0.72)
CLP/CZK 0.02 0.02 0.02 0.02 0.02 0.02 0.02 0.02 0.02 0.02 0.02 0.02 0.02
CLP/EUR 2.19 3.38 4.37 5.00 5.52 5.78 5.78 5.78 5.78 5.78 5.78 5.78 5.78
CLP/GBP 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36
CLP/HKD 3.05 3.05 3.05 3.05 3.05 3.05 3.05 3.05 3.05 3.05 3.05 3.05 3.05
CLP/HUF 5.18 5.18 5.18 5.18 5.18 5.18 5.18 5.18 5.18 5.18 5.18 5.18 5.18
CLP/IDR 8.42 8.42 8.42 8.42 8.42 8.42 8.42 8.42 8.42 8.42 8.42 8.42 8.42
CLP/ILS 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21 0.21
CLP/INR 4.04 4.04 4.04 4.04 4.04 4.04 4.04 4.04 4.04 4.04 4.04 4.04 4.04
CLP/JPY 3.60 3.60 3.60 3.60 3.60 3.60 3.60 3.60 3.60 3.60 3.60 3.60 3.60
CLP/KRW 10.83 10.83 10.83 10.83 10.83 10.83 10.83 10.83 10.83 10.83 10.83 10.83 10.83
CLP/MXN 5.24 5.24 5.24 5.24 5.24 5.24 5.24 5.24 5.24 5.24 5.24 5.24 5.24
CLP/MYR 2.61 2.61 2.61 2.61 2.61 2.61 2.61 2.61 2.61 2.61 2.61 2.61 2.61
CLP/NOK 3.77 3.77 3.77 3.77 3.77 3.77 3.77 3.77 3.77 3.77 3.77 3.77 3.77
CLP/NZD 2.59 2.59 2.59 2.59 2.59 2.59 2.59 2.59 2.59 2.59 2.59 2.59 2.59
CLP/RUB (0.08) (0.08) (0.08) (0.08) (0.08) (0.08) (0.08) (0.08) (0.08) (0.08) (0.08) (0.08) (0.08)
CLP/SEK 3.69 3.69 3.69 3.69 3.69 3.69 3.69 3.69 3.69 3.69 3.69 3.69 3.69
CLP/SGD 2.62 2.62 2.62 2.62 2.62 2.62 2.62 2.62 2.62 2.62 2.62 2.62 2.62
CLP/TRY 0.30 0.30 0.30 0.30 0.30 0.30 0.30 0.30 0.30 0.30 0.30 0.30 0.30
CLP/TWD 2.60 2.60 2.60 2.60 2.60 2.60 2.60 2.60 2.60 2.60 2.60 2.60 2.60
CLP/USD 2.10 3.20 4.58 5.41 5.99 6.36 6.36 6.36 6.36 6.36 6.36 6.36 6.36
CLP/ZAR 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36
CNY/HKD 0.66 1.14 1.35 1.35 1.48 2.12 2.12 2.12 2.12 2.12 2.12 2.12 2.12
CNY/JPY 2.32 3.04 3.77 3.77 4.70 5.38 5.38 5.38 5.38 5.38 5.38 5.38 5.38
CNY/USD 0.56 1.00 1.26 1.30 1.35 1.84 2.24 2.98 2.58 3.09 3.09 3.09 3.09
CNY/CZK 8.38 7.70 7.00 7.00 6.40 5.35 4.59 4.34 4.34 4.34 4.34 4.34 4.34
CNY/DKK 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25
CNY/EUR 5.63 5.09 4.85 4.70 4.50 4.36 4.05 3.62 2.96 2.55 2.55 2.55 2.55
CNY/GBP 4.89 4.53 4.22 4.22 3.98 3.79 3.49 4.00 4.00 4.00 4.00 4.00 4.00
CNY/HUF 7.76 8.21 8.46 8.46 8.07 7.77 7.77 7.77 7.77 7.77 7.77 7.77 7.77
CNY/IDR 16.18 13.32 12.32 12.32 11.66 11.08 10.75 10.18 10.18 10.18 10.18 10.18 10.18
CNY/ILS 2.16 2.16 2.16 2.16 2.16 2.16 2.16 2.16 2.16 2.16 2.16 2.16 2.16
CNY/INR 7.85 7.45 7.42 7.42 7.29 7.09 6.79 7.09 7.09 7.09 7.09 7.09 7.09
CNY/KRW 7.66 8.00 8.02 8.02 7.65 6.62 5.24 4.70 4.70 4.70 4.70 4.70 4.70
CNY/KWD 1.30 1.30 1.30 1.30 1.30 1.30 1.30 1.30 1.30 1.30 1.30 1.30 1.30
CNY/MXN 17.04 16.33 14.46 14.46 11.13 9.25 8.02 7.61 7.61 7.61 7.61 7.61 7.61
CNY/MYR 2.18 2.06 2.21 2.21 2.38 2.38 2.73 3.10 3.10 3.10 3.10 3.10 3.10
CNY/NOK 5.58 5.58 5.58 5.58 5.58 5.58 5.58 5.58 5.58 5.58 5.58 5.58 5.58
CNY/NZD 4.76 4.78 4.37 4.37 4.13 4.45 4.34 4.67 4.67 4.67 4.67 4.67 4.67
CNY/PHP 3.20 3.20 3.20 3.20 3.20 3.20 3.20 3.20 3.20 3.20 3.20 3.20 3.20
CNY/PLN 14.98 14.29 13.79 13.79 12.79 10.60 8.69 7.65 7.65 7.65 7.65 7.65 7.65
CNY/RUB 13.40 14.15 14.45 14.45 14.25 13.25 13.28 15.43 15.43 15.43 15.43 15.43 15.43
CNY/SAR 0.24 0.24 0.24 0.24 0.24 0.24 0.24 0.24 0.24 0.24 0.24 0.24 0.24
CNY/SEK 6.64 5.88 5.21 5.21 4.61 4.90 4.49 4.83 4.83 4.83 4.83 4.83 4.83
CNY/SGD 2.57 2.35 2.44 2.44 2.63 2.74 3.15 4.10 4.10 4.10 4.10 4.10 4.10
CNY/THB 0.78 0.58 0.83 0.83 1.18 1.51 1.53 1.98 1.98 1.98 1.98 1.98 1.98
CNY/TRY 1.29 1.33 1.37 1.37 1.20 1.37 1.52 1.35 1.35 1.35 1.35 1.35 1.35
CNY/TWD 1.03 1.12 1.25 1.25 1.43 1.58 1.64 1.62 1.62 1.62 1.62 1.62 1.62
CNY/ZAR 3.62 3.63 3.66 3.66 3.99 4.27 4.07 4.36 4.36 4.36 4.36 4.36 4.36
COP/EUR 0.82 0.82 0.82 0.82 0.82 0.82 0.82 0.82 0.82 0.82 0.82 0.82 0.82
COP/JPY 0.66 0.66 0.66 0.66 0.66 0.66 0.66 0.66 0.66 0.66 0.66 0.66 0.66
COP/USD 0.04 1.00 1.84 2.17 2.54 2.91 2.91 2.91 2.91 2.91 2.91 2.91 2.91
CZK/DKK 3.75 3.25 3.00 2.69 2.42 2.42 2.42 2.42 2.42 2.42 2.42 2.42 2.42
CZK/EUR 4.06 4.30 4.44 4.28 4.12 3.67 3.65 3.49 3.49 3.49 3.49 3.49 3.49
CZK/GBP 6.45 6.33 6.08 6.08 5.81 5.81 5.81 5.81 5.81 5.81 5.81 5.81 5.81
CZK/HKD 8.63 7.80 7.01 7.01 6.37 5.95 5.52 4.48 4.48 4.48 4.48 4.48 4.48
CZK/HUF 2.53 3.15 3.61 3.64 3.75 3.71 3.71 3.71 3.71 3.71 3.71 3.71 3.71
CZK/IDR 12.73 12.05 11.88 11.88 11.61 11.08 10.25 10.65 10.65 10.65 10.65 10.65 10.65
CZK/INR 8.51 7.96 7.47 7.47 7.22 7.24 7.15 7.72 7.72 7.72 7.72 7.72 7.72
CZK/ISK 4.17 4.17 4.17 4.17 4.17 4.17 4.17 4.17 4.17 4.17 4.17 4.17 4.17
CZK/JPY 7.64 7.55 7.18 7.18 6.99 6.78 7.10 7.28 7.28 7.28 7.28 7.28 7.28
CZK/KRW 9.85 9.34 8.63 8.63 8.41 8.21 8.77 9.51 9.51 9.51 9.51 9.51 9.51
CZK/MXN 11.86 10.50 9.75 9.75 9.71 9.97 10.53 10.12 10.12 10.12 10.12 10.12 10.12
CZK/MYR 8.38 8.38 8.38 8.38 8.38 8.38 8.38 8.38 8.38 8.38 8.38 8.38 8.38
CZK/NOK 6.22 5.72 5.30 5.30 4.98 4.73 4.36 4.62 4.62 4.62 4.62 4.62 4.62
CZK/NZD 6.15 5.62 4.99 4.99 4.32 3.86 3.54 3.30 3.30 3.30 3.30 3.30 3.30
CZK/PHP 7.11 7.11 7.11 7.11 7.11 7.11 7.11 7.11 7.11 7.11 7.11 7.11 7.11
CZK/PLN 7.50 7.04 6.94 6.94 6.70 6.42 6.39 6.64 6.64 6.64 6.64 6.64 6.64
CZK/RON 1.57 1.57 1.57 1.57 1.57 1.57 1.57 1.57 1.57 1.57 1.57 1.57 1.57
CZK/RUB 12.25 13.52 15.10 15.10 17.34 18.52 21.70 21.99 21.99 21.99 21.99 21.99 21.99
CZK/SEK 7.22 7.01 6.72 6.72 6.46 6.43 5.91 6.15 6.15 6.15 6.15 6.15 6.15
CZK/SGD 5.47 4.84 4.26 4.26 3.55 3.32 2.51 2.37 2.37 2.37 2.37 2.37 2.37
CZK/THB 5.18 4.77 4.31 4.31 3.94 3.51 3.08 2.78 2.78 2.78 2.78 2.78 2.78
CZK/TRY 1.33 1.18 1.14 0.95 0.80 0.86 0.86 0.86 0.86 0.86 0.86 0.86 0.86
CZK/TWD 6.13 5.49 4.93 4.93 4.62 4.24 3.67 3.43 3.43 3.43 3.43 3.43 3.43
CZK/USD 7.92 7.70 6.97 6.66 6.39 5.85 5.85 5.85 5.85 5.85 5.85 5.85 5.85
CZK/ZAR 3.93 3.60 3.36 3.36 3.21 3.23 2.93 3.02 3.02 3.02 3.02 3.02 3.02
DKK/EUR 0.75 1.24 1.76 2.28 2.63 3.92 3.92 3.92 3.92 3.92 3.92 3.92 3.92
DKK/GBP 3.82 3.82 3.82 3.82 3.82 3.82 3.82 3.82 3.82 3.82 3.82 3.82 3.82
DKK/HKD 5.20 5.20 5.20 5.20 5.20 5.20 5.20 5.20 5.20 5.20 5.20 5.20 5.20
DKK/HUF 4.88 4.88 4.88 4.88 4.88 4.88 4.88 4.88 4.88 4.88 4.88 4.88 4.88
DKK/INR 6.62 6.62 6.62 6.62 6.62 6.62 6.62 6.62 6.62 6.62 6.62 6.62 6.62
DKK/JPY 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25
DKK/KRW 9.73 9.73 9.73 9.73 9.73 9.73 9.73 9.73 9.73 9.73 9.73 9.73 9.73
DKK/NOK 4.61 4.61 4.61 4.61 4.61 4.61 4.61 4.61 4.61 4.61 4.61 4.61 4.61
DKK/PLN 15.24 15.24 15.24 15.24 15.24 15.24 15.24 15.24 15.24 15.24 15.24 15.24 15.24
DKK/RUB 17.15 17.15 17.15 17.15 17.15 17.15 17.15 17.15 17.15 17.15 17.15 17.15 17.15
DKK/SEK 6.84 6.84 6.84 6.84 6.84 6.84 6.84 6.84 6.84 6.84 6.84 6.84 6.84
DKK/THB 2.46 2.46 2.46 2.46 2.46 2.46 2.46 2.46 2.46 2.46 2.46 2.46 2.46
DKK/TRY 1.60 1.60 1.60 1.60 1.60 1.60 1.60 1.60 1.60 1.60 1.60 1.60 1.60
DKK/TWD 3.02 3.02 3.02 3.02 3.02 3.02 3.02 3.02 3.02 3.02 3.02 3.02 3.02
DKK/USD 5.90 5.27 4.58 4.36 4.13 3.95 3.95 3.95 3.95 3.95 3.95 3.95 3.95
DKK/ZAR 3.50 3.50 3.50 3.50 3.50 3.50 3.50 3.50 3.50 3.50 3.50 3.50 3.50
EGP/EUR 3.28 3.28 3.28 3.28 3.28 3.28 3.28 3.28 3.28 3.28 3.28 3.28 3.28
EGP/SAR 0.23 0.23 0.23 0.23 0.23 0.23 0.23 0.23 0.23 0.23 0.23 0.23 0.23
EGP/USD 0.20 0.20 0.20 0.20 0.20 0.20 0.20 0.20 0.20 0.20 0.20 0.20 0.20
EUR/GBP 4.29 3.95 3.88 3.86 3.87 3.78 3.66 3.53 3.41 3.27 3.25 3.37 3.39
EUR/HKD 6.01 5.30 4.61 4.32 4.08 3.96 3.96 3.96 3.96 3.96 3.96 3.96 3.96
EUR/HUF 3.13 4.00 4.53 4.77 4.93 4.88 4.84 5.04 5.04 5.04 5.04 5.04 5.04
EUR/IDR 10.32 9.52 9.69 9.66 9.78 10.64 10.64 10.64 10.64 10.64 10.64 10.64 10.64
EUR/ILS 2.45 2.09 1.99 1.91 1.84 1.70 1.70 1.70 1.70 1.70 1.70 1.70 1.70
EUR/INR 6.73 6.26 5.99 5.95 6.05 6.08 6.08 6.08 6.08 6.08 6.08 6.08 6.08
EUR/ISK 4.29 4.29 4.29 4.29 4.29 4.29 4.29 4.29 4.29 4.29 4.29 4.29 4.29
EUR/JPY 5.22 5.26 5.35 5.47 5.54 5.62 5.65 5.88 6.25 5.67 4.39 3.24 2.25
EUR/KRW 5.93 5.53 5.32 5.40 5.37 5.23 5.23 5.23 5.23 5.23 5.23 5.23 5.23
EUR/MXN 10.37 9.64 9.64 9.56 9.43 9.54 9.54 9.54 9.54 9.54 9.54 9.54 9.54
EUR/MYR 3.70 3.70 3.70 3.70 3.70 3.70 3.70 3.70 3.70 3.70 3.70 3.70 3.70
EUR/NOK 6.49 5.41 4.88 4.65 4.50 4.40 4.44 4.46 4.46 4.46 4.46 4.46 4.46
EUR/NZD 2.59 2.53 2.23 2.11 2.00 1.82 1.82 1.82 1.82 1.82 1.82 1.82 1.82
EUR/PEN 2.64 2.64 2.64 2.64 2.64 2.64 2.64 2.64 2.64 2.64 2.64 2.64 2.64
EUR/PHP 3.55 3.55 3.55 3.55 3.55 3.55 3.55 3.55 3.55 3.55 3.55 3.55 3.55
EUR/PLN 13.98 12.96 12.37 12.18 12.03 10.93 10.87 11.99 11.99 11.99 11.99 11.99 11.99
EUR/RON 6.65 6.93 7.08 7.05 7.10 7.37 7.37 7.37 7.37 7.37 7.37 7.37 7.37
EUR/RUB 13.68 14.88 15.86 17.05 17.56 17.87 18.51 20.31 20.31 20.31 20.31 20.31 20.31
EUR/SAR 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36
EUR/SEK 10.67 9.48 8.52 8.10 7.85 7.72 7.56 7.51 7.51 7.51 7.51 7.51 7.51
EUR/SGD 4.65 3.99 3.44 3.21 3.07 2.92 2.92 2.92 2.92 2.92 2.92 2.92 2.92
EUR/SKK 0.22 0.22 0.22 0.22 0.22 0.22 0.22 0.22 0.22 0.22 0.22 0.22 0.22
EUR/THB 2.66 2.66 2.66 2.66 2.66 2.66 2.66 2.66 2.66 2.66 2.66 2.66 2.66
EUR/TRY 1.34 1.26 1.17 1.00 0.80 0.74 0.68 0.53 0.53 0.53 0.53 0.53 0.53
EUR/TWD 3.80 3.42 2.93 2.81 2.65 2.39 2.39 2.39 2.39 2.39 2.39 2.39 2.39
EUR/UAH 9.33 9.33 9.33 9.33 9.33 9.33 9.33 9.33 9.33 9.33 9.33 9.33 9.33
EUR/USD 5.86 5.17 4.49 4.23 4.03 3.88 3.58 2.69 2.41 2.09 2.15 2.04 2.11
EUR/XAU 3.32 3.62 4.22 4.41 4.56 4.61 4.32 3.79 3.79 3.79 3.79 3.79 3.79
EUR/ZAR 2.17 2.32 2.38 2.36 2.31 2.52 2.87 2.58 2.58 2.58 2.58 2.58 2.58
GBP/HKD 5.29 4.81 4.37 4.37 4.22 4.42 4.42 4.42 4.42 4.42 4.42 4.42 4.42
GBP/HUF 4.55 5.23 5.85 6.12 6.28 5.69 5.69 5.69 5.69 5.69 5.69 5.69 5.69
GBP/IDR 12.69 11.89 11.59 11.59 11.50 11.41 10.52 11.22 11.22 11.22 11.22 11.22 11.22
GBP/ILS 2.67 2.48 2.34 2.34 2.53 2.52 2.48 2.42 2.42 2.42 2.42 2.42 2.42
GBP/INR 7.87 7.59 7.53 7.53 7.65 8.47 8.47 8.47 8.47 8.47 8.47 8.47 8.47
GBP/JPY 4.15 4.13 4.23 4.33 4.39 4.48 4.44 4.74 5.16 5.10 5.10 5.10 5.10
GBP/KRW 6.44 6.58 6.44 6.44 6.87 7.66 7.66 7.66 7.66 7.66 7.66 7.66 7.66
GBP/MXN 10.63 10.04 9.95 9.92 9.65 9.67 9.67 9.67 9.67 9.67 9.67 9.67 9.67
GBP/MYR 3.69 3.69 3.69 3.69 3.69 3.69 3.69 3.69 3.69 3.69 3.69 3.69 3.69
GBP/NOK 5.86 5.15 4.77 4.64 4.57 4.41 4.41 4.41 4.41 4.41 4.41 4.41 4.41
GBP/NZD 2.37 2.33 2.11 2.01 1.91 1.76 1.76 1.76 1.76 1.76 1.76 1.76 1.76
GBP/PHP 3.13 3.13 3.13 3.13 3.13 3.13 3.13 3.13 3.13 3.13 3.13 3.13 3.13
GBP/PLN 12.07 10.80 9.90 9.46 9.27 8.70 8.70 8.70 8.70 8.70 8.70 8.70 8.70
GBP/RUB 9.51 9.91 10.33 10.33 11.41 12.13 13.06 15.12 15.12 15.12 15.12 15.12 15.12
GBP/SEK 6.48 5.68 5.36 5.22 5.15 4.89 4.89 4.89 4.89 4.89 4.89 4.89 4.89
GBP/SGD 3.55 3.26 3.10 3.02 3.13 3.30 3.30 3.30 3.30 3.30 3.30 3.30 3.30
GBP/THB 2.66 2.29 1.95 1.95 1.74 1.68 1.69 1.83 1.83 1.83 1.83 1.83 1.83
GBP/TRY 1.16 1.20 1.12 1.12 0.78 0.59 0.59 0.59 0.59 0.59 0.59 0.59 0.59
GBP/TWD 4.04 3.65 3.25 3.25 3.04 3.07 3.01 3.07 3.07 3.07 3.07 3.07 3.07
GBP/USD 5.27 4.82 4.37 4.31 4.24 4.41 4.62 5.00 5.46 5.76 5.90 5.75 5.90
GBP/ZAR 2.95 2.81 2.69 2.66 2.64 2.84 2.84 2.84 2.84 2.84 2.84 2.84 2.84
HKD/HUF 7.97 8.31 8.28 8.28 8.51 8.23 8.59 8.72 8.72 8.72 8.72 8.72 8.72
HKD/IDR 18.92 16.05 13.92 13.92 14.01 13.69 13.69 13.69 13.69 13.69 13.69 13.69 13.69
HKD/INR 8.54 8.34 8.63 8.63 8.64 8.75 9.01 8.73 8.73 8.73 8.73 8.73 8.73
HKD/JPY 1.56 1.78 1.82 1.82 1.82 1.82 1.82 1.82 1.82 1.82 1.82 1.82 1.82
HKD/KRW 8.40 9.11 9.36 9.36 10.20 10.41 10.41 10.41 10.41 10.41 10.41 10.41 10.41
HKD/KWD 0.42 0.42 0.42 0.42 0.42 0.42 0.42 0.42 0.42 0.42 0.42 0.42 0.42
HKD/MXN 20.42 19.48 18.82 18.82 16.32 14.35 13.62 11.50 11.50 11.50 11.50 11.50 11.50
HKD/MYR 2.76 2.51 2.54 2.54 2.68 2.19 1.96 1.97 1.97 1.97 1.97 1.97 1.97
HKD/NOK 4.87 4.87 4.87 4.87 4.87 4.87 4.87 4.87 4.87 4.87 4.87 4.87 4.87
HKD/NZD 4.77 4.44 4.03 4.03 3.76 3.59 2.97 2.53 2.53 2.53 2.53 2.53 2.53
HKD/PLN 14.21 14.21 13.53 13.53 13.18 11.77 10.82 8.92 8.92 8.92 8.92 8.92 8.92
HKD/RUB 14.89 16.18 16.53 16.53 17.61 17.53 17.66 19.59 19.59 19.59 19.59 19.59 19.59
HKD/SAR (0.01) (0.01) (0.01) (0.01) (0.01) (0.01) (0.01) (0.01) (0.01) (0.01) (0.01) (0.01) (0.01)
HKD/SEK 6.61 5.95 5.10 5.10 4.48 4.11 3.82 3.00 3.00 3.00 3.00 3.00 3.00
HKD/SGD 3.24 2.91 2.87 2.87 2.91 2.96 3.03 3.33 3.33 3.33 3.33 3.33 3.33
HKD/THB 0.54 0.47 0.48 0.48 0.33 0.26 0.22 0.70 0.70 0.70 0.70 0.70 0.70
HKD/TRY 1.41 1.38 1.34 1.34 0.95 0.77 0.73 0.53 0.53 0.53 0.53 0.53 0.53
HKD/TWD 1.57 1.40 1.37 1.37 1.50 1.44 1.45 1.48 1.48 1.48 1.48 1.48 1.48
HKD/USD 0.00 0.05 0.07 0.05 0.05 0.10 0.17 0.27 0.27 0.27 0.27 0.27 0.27
HKD/ZAR 3.74 3.45 3.19 3.19 2.99 3.13 2.78 3.32 3.32 3.32 3.32 3.32 3.32
HUF/IDR 12.54 12.72 12.37 12.37 12.02 12.06 11.73 13.30 13.30 13.30 13.30 13.30 13.30
HUF/ILS 6.22 6.22 6.22 6.22 6.22 6.22 6.22 6.22 6.22 6.22 6.22 6.22 6.22
HUF/INR 7.77 8.15 7.98 7.98 8.03 8.32 8.34 8.41 8.41 8.41 8.41 8.41 8.41
HUF/JPY 6.62 7.38 7.26 7.26 7.31 7.25 6.94 6.51 6.51 6.51 6.51 6.51 6.51
HUF/KRW 11.42 10.98 10.35 10.35 9.77 9.47 8.99 9.89 9.89 9.89 9.89 9.89 9.89
HUF/MXN 8.44 8.68 8.80 8.80 8.96 9.24 8.55 8.62 8.62 8.62 8.62 8.62 8.62
HUF/MYR 8.04 8.04 8.04 8.04 8.04 8.04 8.04 8.04 8.04 8.04 8.04 8.04 8.04
HUF/NOK 4.37 4.97 5.16 5.16 5.36 5.55 5.50 5.71 5.71 5.71 5.71 5.71 5.71
HUF/NZD 6.11 6.26 5.87 5.87 5.23 5.12 5.10 5.05 5.05 5.05 5.05 5.05 5.05
HUF/PLN 5.67 5.66 5.44 5.59 5.48 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00
HUF/RON 1.49 1.49 1.49 1.49 1.49 1.49 1.49 1.49 1.49 1.49 1.49 1.49 1.49
HUF/RUB 7.87 9.67 11.05 11.05 13.09 14.75 15.57 17.31 17.31 17.31 17.31 17.31 17.31
HUF/SEK 4.65 5.14 5.21 5.21 5.36 5.36 5.01 5.50 5.50 5.50 5.50 5.50 5.50
HUF/SGD 6.57 6.68 6.52 6.52 6.60 6.56 5.84 5.57 5.57 5.57 5.57 5.57 5.57
HUF/THB 6.63 6.93 7.30 7.30 6.84 6.41 6.65 6.71 6.71 6.71 6.71 6.71 6.71
HUF/TRY 2.22 1.95 1.87 1.49 1.27 1.10 1.10 1.10 1.10 1.10 1.10 1.10 1.10
HUF/TWD 7.06 7.63 7.85 7.85 7.84 8.26 7.87 7.86 7.86 7.86 7.86 7.86 7.86
HUF/USD 7.18 7.72 8.14 8.30 8.45 8.15 8.15 8.15 8.15 8.15 8.15 8.15 8.15
HUF/ZAR 3.19 3.19 3.17 3.17 2.95 3.02 3.03 3.50 3.50 3.50 3.50 3.50 3.50
IDR/ILS 8.08 8.29 8.09 8.09 8.31 8.45 7.44 6.17 6.17 6.17 6.17 6.17 6.17
IDR/INR 16.11 12.52 11.06 11.06 10.35 9.06 7.41 7.28 7.28 7.28 7.28 7.28 7.28
IDR/JPY 8.32 8.59 9.28 9.43 9.26 9.57 9.57 9.57 9.57 9.57 9.57 9.57 9.57
IDR/KRW 8.41 10.13 10.74 10.74 10.64 10.55 10.33 10.31 10.31 10.31 10.31 10.31 10.31
IDR/MXN 24.47 19.52 16.09 16.09 14.23 13.92 13.92 13.92 13.92 13.92 13.92 13.92 13.92
IDR/MYR 15.71 15.71 15.71 15.71 15.71 15.71 15.71 15.71 15.71 15.71 15.71 15.71 15.71
IDR/NOK 11.71 11.71 11.71 11.71 11.71 11.71 11.71 11.71 11.71 11.71 11.71 11.71 11.71
IDR/NZD 10.33 9.79 9.46 9.46 9.92 10.13 9.89 9.13 9.13 9.13 9.13 9.13 9.13
IDR/PHP 10.15 10.15 10.15 10.15 10.15 10.15 10.15 10.15 10.15 10.15 10.15 10.15 10.15
IDR/PLN 18.01 17.00 16.36 16.36 15.50 14.64 13.56 13.89 13.89 13.89 13.89 13.89 13.89
IDR/RUB 19.37 16.97 15.34 15.34 13.80 13.41 11.84 13.14 13.14 13.14 13.14 13.14 13.14
IDR/SEK 11.75 10.98 10.74 10.74 10.71 11.03 11.03 11.03 11.03 11.03 11.03 11.03 11.03
IDR/SGD 13.16 11.59 10.98 10.98 11.29 11.25 11.23 12.20 12.20 12.20 12.20 12.20 12.20
IDR/THB 7.09 7.29 7.66 7.66 7.88 7.68 7.47 6.99 6.99 6.99 6.99 6.99 6.99
IDR/TRY 5.00 5.31 5.34 5.34 5.41 4.41 3.24 2.00 2.00 2.00 2.00 2.00 2.00
IDR/TWD 10.95 10.26 9.84 9.84 9.37 9.12 7.88 8.05 8.05 8.05 8.05 8.05 8.05
IDR/USD 19.35 15.42 13.67 12.83 12.45 11.99 11.74 10.95 10.95 10.95 10.95 10.95 10.95
IDR/ZAR 8.95 9.01 9.32 9.32 9.04 8.92 8.95 8.43 8.43 8.43 8.43 8.43 8.43
ILS/INR 4.78 4.78 4.78 4.78 4.78 4.78 4.78 4.78 4.78 4.78 4.78 4.78 4.78
ILS/JPY 2.51 2.35 2.29 2.29 2.15 1.81 1.52 1.39 1.39 1.39 1.39 1.39 1.39
ILS/KRW 9.57 9.57 9.57 9.57 9.57 9.57 9.57 9.57 9.57 9.57 9.57 9.57 9.57
ILS/MXN 10.62 10.62 10.62 10.62 10.62 10.62 10.62 10.62 10.62 10.62 10.62 10.62 10.62
ILS/MYR 2.54 2.54 2.54 2.54 2.54 2.54 2.54 2.54 2.54 2.54 2.54 2.54 2.54
ILS/NOK 3.15 3.15 3.15 3.15 3.15 3.15 3.15 3.15 3.15 3.15 3.15 3.15 3.15
ILS/PHP 3.07 3.07 3.07 3.07 3.07 3.07 3.07 3.07 3.07 3.07 3.07 3.07 3.07
ILS/RUB 1.75 1.75 1.75 1.75 1.75 1.75 1.75 1.75 1.75 1.75 1.75 1.75 1.75
ILS/SEK 4.78 4.78 4.78 4.78 4.78 4.78 4.78 4.78 4.78 4.78 4.78 4.78 4.78
ILS/SGD 2.27 2.27 2.27 2.27 2.27 2.27 2.27 2.27 2.27 2.27 2.27 2.27 2.27
ILS/TRY 1.79 1.79 1.79 1.79 1.79 1.79 1.79 1.79 1.79 1.79 1.79 1.79 1.79
ILS/TWD 0.29 0.29 0.29 0.29 0.29 0.29 0.29 0.29 0.29 0.29 0.29 0.29 0.29
ILS/USD 1.81 1.36 1.22 1.16 1.12 0.91 0.91 0.91 0.91 0.91 0.91 0.91 0.91
ILS/ZAR 3.41 3.41 3.41 3.41 3.41 3.41 3.41 3.41 3.41 3.41 3.41 3.41 3.41
INR/JPY 5.84 6.60 6.78 6.78 7.17 7.45 7.45 7.45 7.45 7.45 7.45 7.45 7.45
INR/KRW 11.47 10.23 9.11 9.11 8.58 8.35 8.35 8.35 8.35 8.35 8.35 8.35 8.35
INR/MXN 11.02 10.43 10.15 10.15 9.97 9.68 8.88 8.58 8.58 8.58 8.58 8.58 8.58
INR/MYR 5.76 5.51 5.68 5.68 5.77 5.71 5.71 5.71 5.71 5.71 5.71 5.71 5.71
INR/NOK 6.84 5.77 5.34 5.34 5.20 5.22 5.19 5.26 5.26 5.26 5.26 5.26 5.26
INR/NZD 5.90 5.73 5.52 5.52 5.80 6.12 5.31 4.94 4.94 4.94 4.94 4.94 4.94
INR/PHP 6.12 6.12 6.12 6.12 6.12 6.12 6.12 6.12 6.12 6.12 6.12 6.12 6.12
INR/PLN 12.18 11.61 11.18 11.18 11.04 10.15 9.64 9.37 9.37 9.37 9.37 9.37 9.37
INR/RUB 9.51 9.43 9.79 9.79 10.48 11.02 11.06 12.65 12.65 12.65 12.65 12.65 12.65
INR/SEK 6.99 6.30 5.92 5.92 5.61 5.77 5.49 4.94 4.94 4.94 4.94 4.94 4.94
INR/SGD 6.84 6.62 6.72 6.72 6.75 6.81 6.92 7.13 7.13 7.13 7.13 7.13 7.13
INR/THB 4.67 4.60 4.70 4.70 4.43 4.49 4.48 4.83 4.83 4.83 4.83 4.83 4.83
INR/TRY 2.81 2.74 2.59 2.59 2.29 2.25 1.91 1.88 1.88 1.88 1.88 1.88 1.88
INR/TWD 6.70 5.97 6.05 6.05 5.98 6.12 6.12 6.12 6.12 6.12 6.12 6.12 6.12
INR/USD 8.44 8.27 8.45 8.49 8.51 9.00 9.48 10.30 10.30 10.30 10.30 10.30 10.30
INR/ZAR 4.27 4.45 4.44 4.44 4.37 4.44 4.14 4.10 4.10 4.10 4.10 4.10 4.10
ISK/JPY 6.35 6.35 6.35 6.35 6.35 6.35 6.35 6.35 6.35 6.35 6.35 6.35 6.35
ISK/PLN 4.98 4.98 4.98 4.98 4.98 4.98 4.98 4.98 4.98 4.98 4.98 4.98 4.98
ISK/SGD 4.99 4.99 4.99 4.99 4.99 4.99 4.99 4.99 4.99 4.99 4.99 4.99 4.99
ISK/TWD 6.00 6.00 6.00 6.00 6.00 6.00 6.00 6.00 6.00 6.00 6.00 6.00 6.00
ISK/USD 3.19 3.19 3.19 3.19 3.19 3.19 3.19 3.19 3.19 3.19 3.19 3.19 3.19
JPY/KRW 7.41 7.77 7.76 7.74 7.37 7.37 7.19 7.25 7.19 6.81 6.81 6.81 6.81
JPY/MXN 10.10 10.04 9.81 9.89 9.56 10.05 10.05 10.05 10.05 10.05 10.05 10.05 10.05
JPY/MYR 2.09 2.22 2.30 2.30 2.36 2.11 1.63 1.35 1.35 1.35 1.35 1.35 1.35
JPY/NOK 5.12 5.04 4.89 4.88 4.84 4.68 4.68 4.68 4.68 4.68 4.68 4.68 4.68
JPY/NZD 4.78 4.99 5.06 5.17 5.21 5.02 4.94 4.73 4.52 2.58 2.58 2.58 2.58
JPY/PHP 3.23 3.23 3.23 3.23 3.23 3.23 3.23 3.23 3.23 3.23 3.23 3.23 3.23
JPY/PLN 12.92 12.99 13.25 13.25 13.48 11.98 11.48 10.89 10.89 10.89 10.89 10.89 10.89
JPY/RUB 6.93 8.70 10.24 10.24 12.11 14.42 15.84 19.37 19.37 19.37 19.37 19.37 19.37
JPY/SEK 6.84 6.48 6.32 6.29 6.29 5.71 5.71 5.71 5.71 5.71 5.71 5.71 5.71
JPY/SGD 2.96 3.14 3.05 2.95 2.90 2.90 2.90 2.90 2.90 2.90 2.90 2.90 2.90
JPY/THB 2.04 1.99 1.97 1.86 1.70 1.63 1.63 1.63 1.63 1.63 1.63 1.63 1.63
JPY/TRY 2.60 2.50 2.39 2.19 2.01 1.72 1.72 1.72 1.72 1.72 1.72 1.72 1.72
JPY/TWD 1.88 2.13 2.34 2.48 2.57 2.66 2.66 2.66 2.66 2.66 2.66 2.66 2.66
JPY/USD 1.64 1.82 1.86 1.76 1.67 1.33 0.94 0.82 0.69 (0.58) (1.25) (1.63) (1.60)
JPY/ZAR 4.16 4.31 4.20 4.11 4.02 3.99 3.93 3.84 3.62 3.24 3.24 3.24 3.24
KRW/USD 7.28 7.90 8.32 8.89 9.20 9.25 10.62 11.66 12.58 12.90 12.90 12.90 12.90
KRW/MXN 11.69 11.63 11.74 11.74 11.63 11.50 11.49 12.36 12.36 12.36 12.36 12.36 12.36
KRW/MYR 6.78 6.39 6.37 6.37 6.59 6.44 6.44 6.44 6.44 6.44 6.44 6.44 6.44
KRW/NOK 10.78 10.78 10.78 10.78 10.78 10.78 10.78 10.78 10.78 10.78 10.78 10.78 10.78
KRW/NZD 8.30 7.50 6.76 6.76 6.21 6.50 6.53 6.12 6.12 6.12 6.12 6.12 6.12
KRW/PHP 5.59 5.59 5.59 5.59 5.59 5.59 5.59 5.59 5.59 5.59 5.59 5.59 5.59
KRW/PLN 14.84 14.74 14.01 14.01 13.45 12.29 11.57 11.39 11.39 11.39 11.39 11.39 11.39
KRW/RUB 11.79 12.07 12.37 12.37 13.44 15.24 16.90 19.73 19.73 19.73 19.73 19.73 19.73
KRW/SEK 8.61 7.72 6.75 6.75 6.00 5.82 5.46 5.19 5.19 5.19 5.19 5.19 5.19
KRW/SGD 5.88 5.98 6.01 6.01 6.37 6.61 6.88 7.08 7.08 7.08 7.08 7.08 7.08
KRW/THB 6.39 7.17 6.61 6.61 5.67 4.36 3.77 4.04 4.04 4.04 4.04 4.04 4.04
KRW/TRY 5.74 5.12 4.57 4.57 3.80 3.35 3.44 2.57 2.57 2.57 2.57 2.57 2.57
KRW/TWD 6.65 6.85 6.70 6.70 6.67 6.25 6.03 5.84 5.84 5.84 5.84 5.84 5.84
KRW/ZAR 7.99 6.61 5.31 5.31 4.30 3.78 2.76 2.79 2.79 2.79 2.79 2.79 2.79
KRW/RUB 6.56 6.56 6.56 6.56 6.56 6.56 6.56 6.56 6.56 6.56 6.56 6.56 6.56
KRW/SAR 0.38 0.38 0.38 0.38 0.38 0.38 0.38 0.38 0.38 0.38 0.38 0.38 0.38
KRW/USD 0.74 1.18 1.54 1.73 1.85 2.46 2.46 2.46 2.46 2.46 2.46 2.46 2.46
KZT/USD 2.64 2.64 2.64 2.64 2.64 2.64 2.64 2.64 2.64 2.64 2.64 2.64 2.64
MXN/MYR 11.13 9.94 10.12 10.12 9.61 9.00 9.00 9.00 9.00 9.00 9.00 9.00 9.00
MXN/NOK 8.04 7.61 7.25 7.07 6.85 6.95 6.95 6.95 6.95 6.95 6.95 6.95 6.95
MXN/NZD 8.01 7.48 6.98 6.98 6.58 7.04 7.23 7.34 7.34 7.34 7.34 7.34 7.34
MXN/PHP 14.12 14.12 14.12 14.12 14.12 14.12 14.12 14.12 14.12 14.12 14.12 14.12 14.12
MXN/PLN 10.89 10.76 10.64 10.64 10.49 10.74 10.21 9.81 9.81 9.81 9.81 9.81 9.81
MXN/RUB 12.78 12.99 13.21 13.21 13.02 13.30 13.71 15.32 15.32 15.32 15.32 15.32 15.32
MXN/SEK 9.38 8.51 8.04 8.04 7.46 7.47 7.18 7.56 7.56 7.56 7.56 7.56 7.56
MXN/SGD 12.50 11.31 10.67 10.67 9.62 9.48 9.02 8.89 8.89 8.89 8.89 8.89 8.89
MXN/THB 8.64 7.69 7.14 7.14 6.45 6.29 6.13 6.14 6.14 6.14 6.14 6.14 6.14
MXN/TRY 3.62 3.19 2.96 2.96 2.43 2.11 1.45 0.69 0.69 0.69 0.69 0.69 0.69
MXN/TWD 12.79 11.49 10.89 10.89 10.02 9.44 9.17 8.93 8.93 8.93 8.93 8.93 8.93
MXN/USD 21.59 20.97 19.44 17.73 16.57 15.98 15.41 14.92 14.92 14.92 14.92 14.92 14.92
MXN/ZAR 3.76 3.72 3.94 3.94 3.90 4.01 4.30 4.20 4.20 4.20 4.20 4.20 4.20
MXV/USD 21.59 20.97 19.44 17.73 16.57 15.98 15.41 14.92 14.92 14.92 14.92 14.92 14.92
MYR/NOK 5.96 5.96 5.96 5.96 5.96 5.96 5.96 5.96 5.96 5.96 5.96 5.96 5.96
MYR/NZD 3.15 3.15 3.15 3.15 3.15 3.15 3.15 3.15 3.15 3.15 3.15 3.15 3.15
MYR/PHP 2.73 2.73 2.73 2.73 2.73 2.73 2.73 2.73 2.73 2.73 2.73 2.73 2.73
MYR/PLN 14.69 14.69 14.69 14.69 14.69 14.69 14.69 14.69 14.69 14.69 14.69 14.69 14.69
MYR/RUB 8.65 9.23 9.92 9.92 10.63 11.33 11.33 11.33 11.33 11.33 11.33 11.33 11.33
MYR/SAR 2.80 2.80 2.80 2.80 2.80 2.80 2.80 2.80 2.80 2.80 2.80 2.80 2.80
MYR/SEK 7.37 7.37 7.37 7.37 7.37 7.37 7.37 7.37 7.37 7.37 7.37 7.37 7.37
MYR/SGD 2.32 2.21 2.29 2.29 2.43 2.43 2.43 2.43 2.43 2.43 2.43 2.43 2.43
MYR/TRY 4.91 4.91 4.91 4.91 4.91 4.91 4.91 4.91 4.91 4.91 4.91 4.91 4.91
MYR/TWD 2.18 2.18 2.18 2.18 2.18 2.18 2.18 2.18 2.18 2.18 2.18 2.18 2.18
MYR/USD 2.56 2.54 2.55 2.63 2.68 2.82 2.82 2.82 2.82 2.82 2.82 2.82 2.82
MYR/ZAR 4.26 4.26 4.26 4.26 4.26 4.26 4.26 4.26 4.26 4.26 4.26 4.26 4.26
NOK/NZD 3.88 3.62 3.29 3.16 3.08 2.79 2.79 2.79 2.79 2.79 2.79 2.79 2.79
NOK/PHP 4.64 4.64 4.64 4.64 4.64 4.64 4.64 4.64 4.64 4.64 4.64 4.64 4.64
NOK/PLN 11.72 10.27 9.64 9.64 9.10 8.52 7.66 7.51 7.51 7.51 7.51 7.51 7.51
NOK/RUB 11.80 11.80 11.80 11.80 11.80 11.80 11.80 11.80 11.80 11.80 11.80 11.80 11.80
NOK/SEK 5.47 4.76 4.26 4.07 3.92 3.83 3.83 3.83 3.83 3.83 3.83 3.83 3.83
NOK/SGD 4.55 3.75 3.24 3.24 2.97 2.81 2.63 2.38 2.38 2.38 2.38 2.38 2.38
NOK/TRY 1.54 1.42 1.24 1.24 0.89 0.69 0.36 (0.12) (0.12) (0.12) (0.12) (0.12) (0.12)
NOK/TWD 4.42 3.81 3.26 3.26 2.85 2.81 2.44 2.19 2.19 2.19 2.19 2.19 2.19
NOK/USD 5.38 4.70 3.99 3.72 3.51 3.48 3.33 2.62 2.62 2.62 2.62 2.62 2.62
NOK/ZAR 3.71 3.71 3.71 3.71 3.71 3.71 3.71 3.71 3.71 3.71 3.71 3.71 3.71
NZD/PLN 9.80 9.01 8.20 8.20 7.70 6.80 5.64 5.19 5.19 5.19 5.19 5.19 5.19
NZD/RUB 6.32 6.26 6.55 6.55 6.87 8.98 8.98 8.98 8.98 8.98 8.98 8.98 8.98
NZD/SEK 2.99 2.89 2.58 2.58 2.34 2.36 2.33 2.11 2.11 2.11 2.11 2.11 2.11
NZD/SGD 3.42 2.99 2.43 2.19 2.10 1.85 1.85 1.85 1.85 1.85 1.85 1.85 1.85
NZD/THB 3.32 2.90 2.48 2.48 2.03 1.77 1.72 1.78 1.78 1.78 1.78 1.78 1.78
NZD/TRY 1.75 1.94 1.82 1.82 1.82 1.82 1.82 1.82 1.82 1.82 1.82 1.82 1.82
NZD/TWD 4.04 3.72 3.30 3.30 3.06 3.01 2.86 2.62 2.62 2.62 2.62 2.62 2.62
NZD/USD 4.91 4.54 4.11 3.92 3.75 3.49 3.31 2.83 2.83 2.83 2.83 2.83 2.83
NZD/ZAR 3.12 3.09 3.01 3.01 2.83 2.96 3.23 3.24 3.24 3.24 3.24 3.24 3.24
PEN/USD 0.14 (0.09) (0.19) (0.23) (0.24) (0.24) (0.24) (0.24) (0.24) (0.24) (0.24) (0.24) (0.24)
PHP/PLN 12.66 12.66 12.66 12.66 12.66 12.66 12.66 12.66 12.66 12.66 12.66 12.66 12.66
PHP/RUB 4.34 4.34 4.34 4.34 4.34 4.34 4.34 4.34 4.34 4.34 4.34 4.34 4.34
PHP/SEK 5.86 5.86 5.86 5.86 5.86 5.86 5.86 5.86 5.86 5.86 5.86 5.86 5.86
PHP/SGD 1.72 1.72 1.72 1.72 1.72 1.72 1.72 1.72 1.72 1.72 1.72 1.72 1.72
PHP/TRY 1.84 1.84 1.84 1.84 1.84 1.84 1.84 1.84 1.84 1.84 1.84 1.84 1.84
PHP/TWD 2.45 2.45 2.45 2.45 2.45 2.45 2.45 2.45 2.45 2.45 2.45 2.45 2.45
PHP/USD 2.57 2.59 2.73 2.86 2.90 3.38 3.38 3.79 3.79 3.79 3.79 3.79 3.79
PHP/ZAR 4.86 4.86 4.86 4.86 4.86 4.86 4.86 4.86 4.86 4.86 4.86 4.86 4.86
PLN/RON 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25 6.25
PLN/RUB 11.90 11.76 12.49 12.49 12.85 13.86 14.93 17.89 17.89 17.89 17.89 17.89 17.89
PLN/SEK 12.18 11.24 10.59 10.59 10.04 9.34 7.91 7.30 7.30 7.30 7.30 7.30 7.30
PLN/SGD 12.48 11.78 10.83 10.83 10.28 7.95 5.66 4.59 4.59 4.59 4.59 4.59 4.59
PLN/THB 10.59 9.93 9.23 9.23 8.87 7.96 7.73 6.76 6.76 6.76 6.76 6.76 6.76
PLN/TRY 3.29 2.68 2.25 2.25 1.62 1.18 0.79 0.44 0.44 0.44 0.44 0.44 0.44
PLN/TWD 12.33 11.90 10.91 10.91 10.17 8.71 7.27 6.26 6.26 6.26 6.26 6.26 6.26
PLN/USD 14.91 14.25 13.62 13.28 12.89 12.37 11.94 10.81 10.81 10.81 10.81 10.81 10.81
PLN/ZAR 6.42 5.57 4.92 4.92 4.17 3.41 2.87 2.67 2.67 2.67 2.67 2.67 2.67
QAR/USD 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
RON/RUB 4.37 4.37 4.37 4.37 4.37 4.37 4.37 4.37 4.37 4.37 4.37 4.37 4.37
RON/TRY 1.99 1.99 1.99 1.99 1.99 1.99 1.99 1.99 1.99 1.99 1.99 1.99 1.99
RON/USD 7.17 7.17 7.17 7.17 7.17 7.17 7.17 7.17 7.17 7.17 7.17 7.17 7.17
RUB/SAR 6.47 6.47 6.47 6.47 6.47 6.47 6.47 6.47 6.47 6.47 6.47 6.47 6.47
RUB/SEK 15.49 15.49 15.49 15.49 15.49 15.49 15.49 15.49 15.49 15.49 15.49 15.49 15.49
RUB/SGD 11.10 11.35 11.83 11.83 13.08 13.94 14.98 18.41 18.41 18.41 18.41 18.41 18.41
RUB/THB 6.88 7.34 8.02 8.02 8.80 9.24 10.19 13.49 13.49 13.49 13.49 13.49 13.49
RUB/TRY 2.19 2.42 2.74 2.74 2.88 3.17 2.56 2.38 2.38 2.38 2.38 2.38 2.38
RUB/TWD 10.34 10.26 10.48 10.48 11.30 12.09 11.96 13.66 13.66 13.66 13.66 13.66 13.66
RUB/UAH 11.43 11.43 11.43 11.43 11.43 11.43 11.43 11.43 11.43 11.43 11.43 11.43 11.43
RUB/USD 14.33 15.47 16.19 16.89 17.26 17.56 18.13 20.17 20.17 20.17 20.17 20.17 20.17
RUB/ZAR 3.11 3.31 3.51 3.51 3.51 3.84 4.04 4.48 4.48 4.48 4.48 4.48 4.48
SAR/USD 0.09 0.09 0.10 0.10 0.10 0.10 0.10 0.10 0.10 0.10 0.10 0.10 0.10
SEK/SGD 5.19 4.49 3.75 3.75 3.28 3.00 2.97 2.47 2.47 2.47 2.47 2.47 2.47
SEK/THB 5.80 4.53 3.61 3.61 2.91 2.49 2.43 2.04 2.04 2.04 2.04 2.04 2.04
SEK/TRY 2.98 2.81 2.59 2.59 2.02 1.58 1.58 1.58 1.58 1.58 1.58 1.58 1.58
SEK/TWD 5.92 5.11 4.34 4.34 3.82 3.49 3.34 2.79 2.79 2.79 2.79 2.79 2.79
SEK/USD 6.92 6.02 5.16 4.79 4.53 4.19 3.90 2.93 2.93 2.93 2.93 2.93 2.93
SEK/ZAR 4.06 3.62 3.17 3.17 2.84 2.77 2.78 2.61 2.61 2.61 2.61 2.61 2.61
SGD/THB 1.32 1.17 1.02 1.02 0.85 0.82 0.72 0.82 0.82 0.82 0.82 0.82 0.82
SGD/TRY 1.26 1.23 1.21 1.21 1.00 0.87 0.79 0.49 0.49 0.49 0.49 0.49 0.49
SGD/TWD 1.88 1.70 1.67 1.67 1.81 1.94 1.94 1.94 1.94 1.94 1.94 1.94 1.94
SGD/USD 3.23 2.88 2.83 2.88 2.94 3.06 3.47 4.03 4.03 4.03 4.03 4.03 4.03
SGD/ZAR 2.90 2.66 2.40 2.40 2.28 2.60 2.71 2.85 2.85 2.85 2.85 2.85 2.85
THB/TRY 1.44 1.41 1.24 1.24 0.93 0.87 1.04 0.78 0.78 0.78 0.78 0.78 0.78
THB/TWD 0.83 0.69 0.63 0.63 0.52 0.44 0.37 0.45 0.45 0.45 0.45 0.45 0.45
THB/USD 0.66 0.50 0.39 0.35 0.32 0.36 0.36 0.36 0.36 0.36 0.36 0.36 0.36
THB/ZAR 2.89 2.87 2.61 2.61 2.50 2.48 2.49 2.81 2.81 2.81 2.81 2.81 2.81
TRY/TWD 1.30 1.17 1.12 1.12 0.79 0.75 0.69 0.09 0.09 0.09 0.09 0.09 0.09
TRY/USD 1.42 1.39 1.31 1.13 0.89 0.78 0.77 0.47 0.47 0.47 0.47 0.47 0.47
TRY/ZAR 1.88 1.91 1.67 1.67 1.25 1.29 0.90 0.83 0.83 0.83 0.83 0.83 0.83
TWD/USD 1.43 1.39 1.36 1.43 1.47 1.66 1.74 1.86 1.83 1.92 1.92 1.92 1.92
TWD/ZAR 3.11 3.08 2.86 2.86 2.90 2.89 2.86 3.09 3.09 3.09 3.09 3.09 3.09
UAH/USD 3.58 3.58 3.58 3.58 3.58 3.58 3.58 3.58 3.58 3.58 3.58 3.58 3.58
USD/VND 3.45 3.45 3.45 3.45 3.45 3.45 3.45 3.45 3.45 3.45 3.45 3.45 3.45
USD/XAU 3.73 4.11 4.32 4.26 4.17 4.71 3.94 4.23 4.23 4.23 4.23 4.23 4.23
USD/ZAR 3.62 3.51 3.35 3.23 3.15 3.24 3.27 2.94 2.94 2.94 2.94 2.94 2.94
Rates DV01: Rates Shocks (bps)
M A T U R I T Y
1M 3M 6M 9M 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 30Y
AUD Directional Risks
Governments (89.48) (89.48) (87.23) (84.61) (81.99) (79.07) (70.28) (64.54) (62.42) (58.60) (64.88) (67.26) (65.16)
Agencies (89.48) (89.48) (87.23) (84.61) (81.99) (79.07) (70.28) (64.54) (62.42) (58.60) (64.88) (67.26) (65.16)
Municipals (89.48) (89.48) (87.23) (84.61) (81.99) (79.07) (70.28) (64.54) (62.42) (58.60) (64.88) (67.26) (65.16)
Swaps / Discounting Curve (71.71) (78.86) (85.97) (88.39) (91.50) (86.41) (78.81) (73.70) (75.16) (77.18) (83.38) (95.78) (106.30)
Instruments shocked by MV**
Other (71.71) (78.86) (85.97) (88.39) (91.50) (86.41) (78.81) (73.70) (75.16) (77.18) (83.38) (95.78) (106.30)
AUD Basis Risks (Do not include the swap/discounting curve specified above)
OIS Basis
1m Basis
3m Basis
6m Basis
12m Basis
Other Basis
CAD Directional Risks
Governments (32.98) (32.98) (36.06) (36.82) (37.58) (35.84) (36.96) (32.95) (29.80) (24.83) (22.43) (16.38) (17.60)
Agencies (32.98) (32.98) (36.06) (36.82) (37.58) (35.84) (36.96) (32.95) (29.80) (24.83) (22.43) (16.38) (17.60)
Municipals (32.98) (32.98) (36.06) (36.82) (37.58) (35.84) (36.96) (32.95) (29.80) (24.83) (22.43) (16.38) (17.60)
Swaps / Discounting Curve (29.62) (33.81) (41.34) (43.95) (45.28) (46.32) (45.86) (47.73) (48.81) (44.54) (36.37) (33.86) (32.17)
Instruments shocked by MV**
Other (29.62) (33.81) (41.34) (43.95) (45.28) (46.32) (45.86) (47.73) (48.81) (44.54) (36.37) (33.86) (32.17)
CAD Basis Risks (Do not include the swap/discounting curve specified above)
OIS Basis
1m Basis
3m Basis
6m Basis
12m Basis
Other Basis
CHF Directional Risks
Governments 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 (3.78) (8.80) (11.88) (11.50) (10.10)
Agencies 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 (3.78) (8.80) (11.88) (11.50) (10.10)
Municipals 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 (3.78) (8.80) (11.88) (11.50) (10.10)
Swaps / Discounting Curve (0.26) (1.14) (4.36) (7.23) (3.49) (2.43) (2.90) (6.42) (9.91) (14.47) (17.06) (19.80) (26.61)
Instruments shocked by MV**
Other (0.26) (1.14) (4.36) (7.23) (3.49) (2.43) (2.90) (6.42) (9.91) (14.47) (17.06) (19.80) (26.61)
CHF Basis Risks (Do not include the swap/discounting curve specified above)
OIS Basis
1m Basis
3m Basis
6m Basis
12m Basis
Other Basis
DKK Directional Risks
Governments 0.00 0.00 0.00 0.00 0.00 0.00 0.00 (4.51) (13.90) (13.04) (16.78) (18.79) (19.96)
Agencies 0.00 0.00 0.00 0.00 0.00 0.00 0.00 (4.51) (13.90) (13.04) (16.78) (18.79) (19.96)
Municipals 0.00 0.00 0.00 0.00 0.00 0.00 0.00 (4.51) (13.90) (13.04) (16.78) (18.79) (19.96)
Swaps / Discounting Curve (0.24) (1.24) (2.81) (4.19) (6.31) (10.46) (12.09) (16.34) (19.63) (21.43) (24.03) (26.63) (32.10)
Instruments shocked by MV**
Other (0.24) (1.24) (2.81) (4.19) (6.31) (10.46) (12.09) (16.34) (19.63) (21.43) (24.03) (26.63) (32.10)
DKK Basis Risks (Do not include the swap/discounting curve specified above)
OIS Basis
1m Basis
3m Basis
6m Basis
12m Basis
Other Basis
EUR Directional Risks
Governments: Austria (1.05) (1.05) (1.19) (1.39) (1.59) (3.36) (6.36) (13.19) (18.77) (19.29) (25.04) (26.83) (27.53)
Governments: Belgium (2.33) (2.33) (2.23) (2.82) (3.40) (5.58) (10.02) (16.67) (22.09) (27.58) (32.55) (33.22) (30.66)
Governments: Finland (0.95) (0.95) (1.09) (1.30) (1.50) (2.59) (4.93) (11.79) (17.81) (19.64) (25.36) (26.90) (27.97)
Governments: France (4.23) (4.23) (1.05) (1.22) (1.38) (4.02) (7.70) (19.31) (27.08) (30.60) (34.59) (32.98) (38.71)
Governments: Germany 0.00 0.00 0.00 0.00 0.00 0.00 (0.57) (9.83) (16.81) (24.70) (27.53) (26.69) (29.72)
Governments: Greece (198.68) (198.68) (199.04) (199.42) (199.79) (130.02) (85.57) (28.98) (20.81) (9.89) 49.33 48.27 45.78
Governments: Ireland (47.71) (47.71) (48.37) (49.45) (50.53) (50.76) (52.47) (48.32) (50.86) (40.38) (44.50) (46.41) (46.33)
Governments: Italy (45.29) (45.29) (38.07) (43.67) (49.27) (43.74) (41.89) (51.76) (49.74) (37.15) (23.44) (13.43) (17.80)
Governments: Netherlands (1.08) (1.08) (1.23) (1.43) (1.81) (3.04) (6.11) (13.27) (19.14) (22.36) (28.39) (29.37) (29.00)
Governments: Portugal (123.49) (123.49) (124.15) (126.13) (128.11) (147.23) (141.52) (112.15) (107.23) (95.26) (91.85) (87.28) (81.94)
Governments: Spain (62.76) (62.76) (63.87) (67.79) (71.71) (85.45) (81.94) (79.74) (78.33) (66.15) (67.30) (64.39) (58.61)
Governments: Other (1.08) (1.08) (1.23) (1.43) (1.81) (3.04) (6.11) (13.27) (19.14) (22.36) (28.39) (29.37) (29.00)
Agencies (1.08) (1.08) (1.23) (1.43) (1.81) (3.04) (6.11) (13.27) (19.14) (22.36) (28.39) (29.37) (29.00)
Municipals (1.08) (1.08) (1.23) (1.43) (1.81) (3.04) (6.11) (13.27) (19.14) (22.36) (28.39) (29.37) (29.00)
Swaps / Discounting Curve (2.23) (3.97) (7.53) (8.14) (8.90) (9.58) (10.86) (15.24) (19.03) (21.55) (24.42) (26.26) (31.82)
Instruments shocked by MV**
Other (2.23) (3.97) (7.53) (8.14) (8.90) (9.58) (10.86) (15.24) (19.03) (21.55) (24.42) (26.26) (31.82)
EUR Basis Risks (Do not include the swap/discounting curve specified above)
OIS Basis (7.73) (7.73) (7.73) (7.73) (7.73) (7.20) (6.10) (5.78) (5.50) (5.30) (4.95) (4.70) (4.63)
1m Basis 0.88 0.88 0.88 0.88 0.88 0.88 0.40 0.26 0.26 0.26 0.26 0.26 0.26
3m Basis
6m Basis 11.05 11.05 11.05 11.05 11.05 7.45 5.35 3.80 2.95 2.25 1.70 1.35 1.00
12m Basis 29.55 29.55 29.55 29.55 29.55 18.15 12.90 8.65 6.55 4.90 3.55 2.90 1.85
Other Basis
GBP Directional Risks
Governments (8.74) (8.74) (9.32) (9.99) (10.66) (11.35) (12.61) (19.43) (24.80) (36.15) (28.69) (30.80) (33.21)
Agencies (8.74) (8.74) (9.32) (9.99) (10.66) (11.35) (12.61) (19.43) (24.80) (36.15) (28.69) (30.80) (33.21)
Municipals (8.74) (8.74) (9.32) (9.99) (10.66) (11.35) (12.61) (19.43) (24.80) (36.15) (28.69) (30.80) (33.21)
Swaps / Discounting Curve (15.08) (14.01) (17.82) (22.50) (27.41) (19.23) (19.35) (23.50) (29.21) (36.06) (38.65) (41.83) (45.61)
Instruments shocked by MV**
Other (15.08) (14.01) (17.82) (22.50) (27.41) (19.23) (19.35) (23.50) (29.21) (36.06) (38.65) (41.83) (45.61)
GBP Basis Risks (Do not include the swap/discounting curve specified above)
OIS Basis (7.73) (7.73) (7.73) (7.73) (7.73) (7.20) (6.10) (5.78) (5.50) (5.30) (4.95) (4.70) (4.63)
1m Basis (21.88) (21.88) (21.88) (21.88) (21.88) (15.38) (12.44) (9.44) (7.50) (6.13) (4.96) (4.39) (3.68)
3m Basis
6m Basis 19.25 19.25 19.25 19.25 19.25 11.63 8.83 6.45 5.33 4.48 3.88 3.70 3.55
12m Basis 42.00 42.00 42.00 42.00 42.00 30.44 25.90 18.45 14.51 11.46 9.13 8.18 7.28
Other Basis
JPY Directional Risks
Governments (3.97) (3.97) (4.00) (3.57) (3.19) (3.33) (3.23) (4.60) (8.10) (10.24) (17.65) (18.39) (27.14)
Agencies (3.97) (3.97) (4.00) (3.57) (3.19) (3.33) (3.23) (4.60) (8.10) (10.24) (17.65) (18.39) (27.14)
Municipals (3.97) (3.97) (4.00) (3.57) (3.19) (3.33) (3.23) (4.60) (8.10) (10.24) (17.65) (18.39) (27.14)
Swaps / Discounting Curve (0.24) (0.99) (1.22) (1.38) (1.56) (5.22) (5.38) (6.41) (8.40) (13.03) (19.65) (22.81) (27.29)
Instruments shocked by MV**
Other (0.24) (0.99) (1.22) (1.38) (1.56) (5.22) (5.38) (6.41) (8.40) (13.03) (19.65) (22.81) (27.29)
JPY Basis Risks (Do not include the swap/discounting curve specified above)
OIS Basis
1m TIBOR Basis 4.38 4.38 4.38 4.38 4.38 4.50 3.38 2.50 1.88 1.50 1.56 1.56 1.56
3m TIBOR Basis
6m TIBOR Basis 4.75 4.75 4.75 4.75 4.75 2.75 1.75 2.00 1.36 1.14 0.69 0.44 0.31
12m TIBOR Basis
1m LIBOR Basis 4.38 4.38 4.38 4.38 4.38 4.50 3.38 2.50 1.88 1.50 1.56 1.56 1.56
3m LIBOR Basis
6m LIBOR Basis 4.75 4.75 4.75 4.75 4.75 2.75 1.75 2.00 1.36 1.14 0.69 0.44 0.31
12m LIBOR Basis
Other Basis
NOK Directional Risks
Governments (44.41) (44.41) (47.24) (48.67) (49.66) (38.18) (33.77) (21.02) (22.62) (24.50) (26.82) (26.85) (27.02)
Agencies (44.41) (44.41) (47.24) (48.67) (49.66) (38.18) (33.77) (21.02) (22.62) (24.50) (26.82) (26.85) (27.02)
Municipals (44.41) (44.41) (47.24) (48.67) (49.66) (38.18) (33.77) (21.02) (22.62) (24.50) (26.82) (26.85) (27.02)
Swaps / Discounting Curve (31.77) (37.79) (56.95) (56.80) (57.52) (61.19) (58.86) (49.03) (42.15) (36.05) (33.14) (34.37) (37.09)
Instruments shocked by MV**
Other (31.77) (37.79) (56.95) (56.80) (57.52) (61.19) (58.86) (49.03) (42.15) (36.05) (33.14) (34.37) (37.09)
NOK Basis Risks (Do not include the swap/discounting curve specified above)
OIS Basis
1m Basis
3m Basis
6m Basis
12m Basis
Other Basis
NZD Directional Risks
Governments (51.57) (51.57) (52.02) (52.48) (52.93) (48.33) (44.45) (45.43) (44.85) (46.73) (49.03) (49.58) (49.63)
Agencies (51.57) (51.57) (52.02) (52.48) (52.93) (48.33) (44.45) (45.43) (44.85) (46.73) (49.03) (49.58) (49.63)
Municipals (51.57) (51.57) (52.02) (52.48) (52.93) (48.33) (44.45) (45.43) (44.85) (46.73) (49.03) (49.58) (49.63)
Swaps / Discounting Curve (49.66) (53.61) (57.62) (58.20) (59.55) (56.88) (54.84) (55.68) (57.50) (57.98) (56.14) (55.86) (55.86)
Instruments shocked by MV**
Other (49.66) (53.61) (57.62) (58.20) (59.55) (56.88) (54.84) (55.68) (57.50) (57.98) (56.14) (55.86) (55.86)
NZD Basis Risks (Do not include the swap/discounting curve specified above)
OIS Basis
1m Basis
3m Basis
6m Basis
12m Basis
Other Basis
SEK Directional Risks
Governments (23.91) (23.91) (24.09) (24.07) (24.06) (22.60) (23.02) (29.76) (31.73) (34.69) (39.52) (43.65) (46.11)
Agencies (23.91) (23.91) (24.09) (24.07) (24.06) (22.60) (23.02) (29.76) (31.73) (34.69) (39.52) (43.65) (46.11)
Municipals (23.91) (23.91) (24.09) (24.07) (24.06) (22.60) (23.02) (29.76) (31.73) (34.69) (39.52) (43.65) (46.11)
Swaps / Discounting Curve (36.29) (36.53) (42.60) (43.64) (42.24) (39.11) (36.69) (36.31) (37.82) (40.81) (42.66) (42.90) (47.39)
Instruments shocked by MV**
Other (36.29) (36.53) (42.60) (43.64) (42.24) (39.11) (36.69) (36.31) (37.82) (40.81) (42.66) (42.90) (47.39)
SEK Basis Risks (Do not include the swap/discounting curve specified above)
OIS Basis
1m Basis
3m Basis
6m Basis
12m Basis
Other Basis
USD Directional Risks
Governments 68.55 44.50 53.94 63.66 73.28 115.98 154.19 230.71 284.87 380.92 413.20 450.82 529.39
Agencies 37.34 44.50 53.94 63.66 73.28 115.98 154.19 230.71 284.87 380.92 413.20 450.82 529.39
Municipals 68.55 44.50 53.94 63.66 73.28 115.98 154.19 230.71 284.87 380.92 413.20 450.82 529.39
Swaps / Discounting Curve 113.07 103.47 87.65 81.95 142.84 178.84 173.36 282.48 332.63 416.60 441.95 469.47 525.08
Instruments shocked by MV**
Other 113.07 103.47 87.65 81.95 142.84 178.84 173.36 282.48 332.63 416.60 441.95 469.47 525.08
USD Basis Risks (Do not include the swap/discounting curve specified above)
Prime Basis (14.75) (14.75) (14.75) (14.75) (14.75) (9.88) (5.88) (4.50) (1.25) (0.75) (0.75) (0.75) (0.75)
CP Basis (16.94) (16.94) (16.94) (16.94) (16.94) (11.56) (9.69) (6.00) (3.00) (4.00) (4.00) (4.00) (4.00)
OIS Basis (11.82) (11.82) (11.82) (11.82) (11.82) (7.69) (4.00) (3.00) (1.91) (1.75) (1.75) (1.75) (1.75)
1m Basis (33.00) (33.00) (20.56) (14.75) (12.94) (6.74) (4.23) (1.65) (0.44) 0.63 0.63 2.00 2.46
3m Basis
6m Basis 13.01 13.01 13.01 13.01 13.01 9.34 8.00 6.13 5.38 5.13 5.13 5.13 5.13
12m Basis 26.94 26.94 26.94 26.94 26.94 20.00 16.81 12.75 11.06 11.13 8.18 7.21 5.34
Other Basis
  
Absolute increase in Muni SIFMA/Libor Ratio (Pts) (41.13) 8.82 (2.48) 8.29 19.18 19.49 20.13 21.30 19.51 16.50 13.25 10.00 5.75
  
Other Advanced Economies Directional Risks
Governments (7.55) (7.55) (7.83) (8.40) (8.96) (9.13) (10.63) (17.26) (25.71) (34.90) (47.53) (51.82) (56.13)
Agencies (7.55) (7.55) (7.83) (8.40) (8.96) (9.13) (10.63) (17.26) (25.71) (34.90) (47.53) (51.82) (56.13)
Municipals (7.55) (7.55) (7.83) (8.40) (8.96) (9.13) (10.63) (17.26) (25.71) (34.90) (47.53) (51.82) (56.13)
Swaps / Discounting Curve (8.54) (7.56) (9.52) (9.84) (9.52) (10.68) (12.22) (18.90) (27.81) (36.78) (46.07) (51.18) (56.42)
Instruments shocked by MV**
Other (8.54) (7.56) (9.52) (9.84) (9.52) (10.68) (12.22) (18.90) (27.81) (36.78) (46.07) (51.18) (56.42)
Directional Risks: Emerging Europe
BGN 7.12 4.92 7.12 7.12 7.12 7.96 12.68 18.69 25.13 39.90 39.90 39.90 39.90
CZK (2.94) (3.70) (4.61) (4.96) (5.41) (15.54) (14.76) (17.59) (20.94) (23.95) (29.08) (29.84) (35.64)
HRK 145.38 145.38 145.38 145.38 145.38 110.00 101.44 105.45 101.45 88.64 88.64 88.64 88.64
HUF 54.72 41.20 33.57 26.58 (14.88) (24.27) (26.38) (24.39) (22.60) (24.82) (27.14) (31.43) (31.43)
PLN (24.99) (26.69) (29.09) (29.82) (72.15) (71.21) (72.07) (70.82) (68.54) (63.17) (59.22) (56.77) (55.83)
RON 68.56 68.68 74.53 75.05 284.29 243.29 226.51 175.23 189.03 147.34 121.70 107.84 107.84
RUB 2,453.14 988.04 988.92 1,030.81 1,045.56 807.65 659.82 470.01 410.01 360.86 360.86 360.86 360.86
Other Emerging Europe (24.99) (26.69) (29.09) (29.82) (72.15) (71.21) (72.07) (70.82) (68.54) (63.17) (59.22) (56.77) (55.83)
Directional Risks: Latin America & Caribbean
ARS 270.10 269.50 311.67 311.67 311.67 311.67 311.67 311.67 311.67 311.67 311.67 311.67 311.67
BRL 34.78 9.55 (17.68) (57.79) (57.79) (80.39) (85.29) (71.45) (71.45) (71.45) (71.45) (71.45) (71.45)
CLP 21.21 21.21 (12.37) (22.82) (33.25) (54.86) (59.95) (63.56) (21.99) (62.77) (33.12) (35.20) (33.66)
COP (72.15) (72.15) (72.15) (72.15) (72.15) (72.01) (74.11) (76.09) (79.68) (81.37) (89.17) (89.17) (89.17)
MXN 15.61 4.06 (13.13) (21.90) (28.39) (37.92) (37.73) (42.11) (42.37) (45.36) (48.54) (50.72) (41.84)
PEN 22.50 22.50 22.50 27.38 79.73 44.74 30.55 23.24 8.89 2.63 2.63 2.63 2.63
VEF (72.15) (72.15) (72.15) (72.15) (72.15) (72.01) (74.11) (76.09) (79.68) (81.37) (89.17) (89.17) (89.17)
Other Latam & Caribbean 21.21 21.21 (12.37) (22.82) (33.25) (54.86) (59.95) (63.56) (21.99) (62.77) (33.12) (35.20) (33.66)
Directional Risks: Asia Ex-Japan
CNY (126.91) (126.91) (124.57) (123.01) (114.95) (125.04) (122.90) (117.03) (111.13) (104.70) (104.70) (104.70) (104.70)
HKD (11.72) (11.71) (12.17) (12.72) (12.35) (11.11) (11.88) (16.72) (25.44) (36.68) (47.44) (47.44) (47.44)
IDR 70.95 70.95 70.73 68.04 65.45 68.18 53.51 11.71 (11.27) (45.03) (45.03) (45.03) (45.03)
INR (149.38) (149.38) (149.38) (149.38) (149.38) (153.32) (141.09) (110.98) (35.34) (54.26) (54.26) (54.26) (54.26)
KRW (60.31) (60.31) (55.73) (59.71) (60.31) (58.49) (57.68) (55.75) (54.39) (54.34) (55.05) (59.91) (59.91)
MYR (12.02) (13.92) (15.93) (17.41) (52.21) (64.49) (69.19) (77.47) (75.93) (75.08) (94.31) (94.31) (94.31)
PHP (11.52) (5.14) (4.56) (5.99) (7.48) (13.58) (20.82) (31.94) (33.16) (35.34) (35.34) (35.34) (35.34)
SGD (1.24) 3.96 1.38 2.84 (5.73) (10.77) (14.34) (21.27) (29.40) (39.47) (51.81) (58.87) (65.73)
THB (84.52) (84.52) (84.52) (84.52) (84.52) (90.26) (96.88) (105.18) (107.87) (117.14) (123.73) (129.95) (129.95)
TWD (26.07) (26.07) (26.07) (26.07) (26.07) (26.45) (26.27) (27.68) (29.57) (31.51) (31.51) (31.51) (31.51)
Other Asia Ex-Japan (12.02) (13.92) (15.93) (17.41) (52.21) (64.49) (69.19) (77.47) (75.93) (75.08) (94.31) (94.31) (94.31)
Directional Risks: Middle East/North Africa
ILS (54.11) (52.88) (56.16) (57.22) (59.55) (59.47) (58.34) (57.82) (51.28) (51.98) (51.32) (49.82) (49.82)
TRY (44.92) (17.48) (38.00) (22.36) (76.68) (83.16) (82.73) (82.46) (87.32) (80.47) (92.60) (163.66) (163.66)
Other Middle East/Africa (44.92) (17.48) (38.00) (22.36) (76.68) (83.16) (82.73) (82.46) (87.32) (80.47) (92.60) (163.66) (163.66)
Directional Risks: Sub-Saharan Africa
ZAR (16.23) (19.48) (41.67) (64.32) (72.23) (88.13) (94.37) (101.81) (107.54) (113.41) (123.89) (130.55) (134.26)
Other Sub-Saharan Africa (16.23) (19.48) (41.67) (64.32) (72.23) (88.13) (94.37) (101.81) (107.54) (113.41) (123.89) (130.55) (134.26)
Rates Vega: Relative Normal Interest Rate Shocks (%)
EXPIRY M A T U R I T Y
1M 3M 6M 9M 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
AUD
1M 10.49% 10.49% 10.49% 10.49% 10.49% 6.37% 4.46% 5.12% 5.36% 5.30% 4.43% -0.08% -3.71% -7.48%
3M 6.24% 6.24% 6.24% 6.24% 6.24% 7.00% 5.61% 6.80% 7.50% 7.05% 5.95% 1.27% -2.52% -6.31%
6M 2.55% 2.55% 2.55% 2.55% 2.55% 3.68% 4.46% 5.37% 5.86% 4.72% 3.30% -1.24% -4.92% -8.42%
9M 0.22% 0.22% 0.22% 0.22% 0.22% 2.59% 4.27% 3.02% 3.73% 3.35% 1.58% -2.90% -6.55% -9.81%
1Y -1.09% -1.09% -1.09% -1.09% -1.09% 1.96% 4.38% 0.93% 2.15% 1.98% -0.14% -4.55% -8.15% -11.19%
2Y -6.19% -6.19% -6.19% -6.19% -6.19% -3.97% -2.68% -3.48% -1.95% -2.63% -5.72% -9.84% -13.29% -15.50%
3Y -3.97% -3.97% -3.97% -3.97% -3.97% -4.74% -4.55% -5.65% -5.25% -4.10% -8.02% -12.05% -15.56% -17.09%
5Y -4.52% -4.52% -4.52% -4.52% -4.52% -1.15% -2.92% -4.02% -5.64% -4.99% -10.85% -14.72% -18.52% -18.41%
7Y -1.78% -1.78% -1.78% -1.78% -1.78% -3.45% -4.25% -5.22% -3.90% -3.34% -9.45% -13.93% -16.38% -15.92%
10Y -6.71% -6.71% -6.71% -6.71% -6.71% -2.90% -2.19% 1.15% 0.53% -2.64% -8.46% -14.17% -12.40% -11.14%
15Y -16.56% -16.56% -16.56% -16.56% -16.56% -13.08% -11.81% -10.34% -9.72% -12.67% -18.49% -12.12% -8.31% -5.76%
20Y -17.86% -17.86% -17.86% -17.86% -17.86% -16.61% -17.18% -17.81% -19.50% -23.40% -9.29% -1.44% 3.49% 6.34%
30Y 34.43% 34.43% 34.43% 34.43% 34.43% 41.28% 43.97% 49.75% 54.66% 56.47% 58.65% 59.94% 59.90% 58.87%
EUR
1M 15.26% 15.26% 15.26% 15.26% 15.26% 19.86% 19.67% 31.37% 41.85% 51.22% 69.08% 78.35% 87.32% 101.75%
3M 10.02% 10.02% 10.02% 10.02% 10.02% 12.81% 17.13% 29.59% 40.39% 50.65% 65.60% 75.47% 87.23% 99.94%
6M 4.65% 4.65% 4.65% 4.65% 4.65% 3.64% 6.90% 16.30% 28.51% 42.29% 49.59% 59.14% 70.73% 76.80%
9M 1.54% 1.54% 1.54% 1.54% 1.54% 0.16% 4.16% 13.66% 23.69% 31.90% 42.02% 47.75% 56.63% 62.10%
1Y -0.73% -0.73% -0.73% -0.73% -0.73% 0.86% 5.14% 15.52% 23.01% 29.45% 38.62% 44.94% 51.26% 58.47%
2Y -0.65% -0.65% -0.65% -0.65% -0.65% 2.86% 4.86% 12.04% 18.18% 23.92% 31.32% 34.50% 40.13% 44.05%
3Y -1.15% -1.15% -1.15% -1.15% -1.15% 1.88% 4.88% 10.91% 16.64% 22.19% 27.26% 31.40% 36.30% 39.84%
5Y -0.29% -0.29% -0.29% -0.29% -0.29% 1.94% 4.81% 10.28% 13.86% 17.74% 22.69% 25.49% 30.30% 33.66%
7Y 2.81% 2.81% 2.81% 2.81% 2.81% 6.09% 7.23% 9.81% 12.35% 15.64% 19.43% 22.73% 26.78% 29.72%
10Y 6.46% 6.46% 6.46% 6.46% 6.46% 8.40% 9.03% 10.80% 11.70% 12.33% 15.46% 19.21% 23.04% 25.68%
15Y 11.12% 11.12% 11.12% 11.12% 11.12% 9.98% 9.30% 10.51% 11.83% 13.50% 19.15% 22.01% 25.44% 28.10%
20Y 11.36% 11.36% 11.36% 11.36% 11.36% 9.70% 11.07% 12.27% 13.42% 14.89% 18.78% 21.56% 25.68% 28.55%
30Y 25.64% 25.64% 25.64% 25.64% 25.64% 18.01% 19.87% 13.78% 15.14% 16.71% 15.72% 21.15% 24.29% 26.46%
GBP
1M 5.76% 5.76% 5.76% 5.76% 5.76% 5.76% 10.32% 13.13% 17.57% 22.22% 32.72% 40.12% 44.50% 48.50%
3M 5.46% 5.46% 5.46% 5.46% 5.46% 7.74% 12.48% 17.34% 21.10% 25.05% 32.18% 37.33% 40.28% 42.69%
6M 0.36% 0.36% 0.36% 0.36% 0.36% 3.34% 5.70% 9.64% 14.93% 18.94% 29.56% 34.37% 36.26% 37.89%
9M -0.11% -0.11% -0.11% -0.11% -0.11% 2.60% 5.66% 7.97% 11.75% 15.54% 23.73% 26.87% 28.85% 30.27%
1Y -2.84% -2.84% -2.84% -2.84% -2.84% -0.17% 3.93% 8.36% 11.72% 15.05% 19.84% 23.39% 25.48% 27.00%
2Y -4.29% -4.29% -4.29% -4.29% -4.29% -4.13% 0.46% 4.79% 7.07% 6.90% 10.81% 12.22% 12.79% 12.32%
3Y -2.68% -2.68% -2.68% -2.68% -2.68% -1.89% 0.56% 2.86% 5.03% 7.61% 9.75% 10.37% 9.44% 11.12%
5Y -0.50% -0.50% -0.50% -0.50% -0.50% -0.74% 0.11% 1.18% 2.89% 5.18% 6.83% 6.74% 5.99% 6.24%
7Y -0.44% -0.44% -0.44% -0.44% -0.44% -0.57% -0.46% 0.47% 1.28% 3.32% 4.24% 3.70% 3.54% 4.07%
10Y -0.36% -0.36% -0.36% -0.36% -0.36% -0.50% -0.96% -0.55% 0.42% 1.95% 2.39% 2.53% 0.97% 0.53%
15Y -1.62% -1.62% -1.62% -1.62% -1.62% -0.97% -1.22% -1.08% 1.24% 1.89% 3.20% 1.88% 1.27% 0.89%
20Y -2.85% -2.85% -2.85% -2.85% -2.85% -2.02% -2.04% -1.75% -0.84% 0.54% 1.26% 0.79% 0.39% -1.27%
30Y -3.75% -3.75% -3.75% -3.75% -3.75% -4.06% -0.79% -0.51% 0.53% 1.62% 2.09% 0.67% -0.21% -2.00%
JPY
1M -9.94% -9.94% -9.94% -9.94% -9.94% -16.08% -19.95% -16.17% -13.54% -5.62% 3.87% 17.38% 15.91% 15.03%
3M -13.54% -13.54% -13.54% -13.54% -13.54% -13.57% -18.00% -13.79% -9.88% -1.57% 9.32% 18.01% 16.56% 15.67%
6M -19.41% -19.41% -19.41% -19.41% -19.41% -15.36% -18.24% -13.04% -10.14% -1.29% 6.03% 16.08% 14.73% 13.87%
9M -21.29% -21.29% -21.29% -21.29% -21.29% -18.00% -17.70% -14.71% -11.68% -3.11% 5.37% 13.63% 12.44% 11.57%
1Y -20.05% -20.05% -20.05% -20.05% -20.05% -15.18% -15.96% -12.30% -9.44% -0.77% 7.15% 13.73% 10.03% 9.19%
2Y -13.18% -13.18% -13.18% -13.18% -13.18% -10.86% -12.44% -9.92% -6.30% -0.40% 5.48% 8.07% 7.23% 6.57%
3Y -12.41% -12.41% -12.41% -12.41% -12.41% -11.42% -11.05% -8.87% -5.73% -1.82% 3.54% 7.03% 5.92% 5.07%
5Y -8.61% -8.61% -8.61% -8.61% -8.61% -7.72% -8.09% -4.18% -1.86% 1.75% 3.92% 7.47% 3.81% 2.95%
7Y -8.26% -8.26% -8.26% -8.26% -8.26% -6.89% -5.68% -4.60% -2.08% 0.38% 2.62% 4.15% 3.18% 2.41%
10Y -4.14% -4.14% -4.14% -4.14% -4.14% -3.47% -4.72% -0.65% 0.47% 1.56% 3.66% 5.00% 1.52% 0.86%
15Y -4.91% -4.91% -4.91% -4.91% -4.91% -4.05% -2.90% -0.96% -2.36% -3.05% -1.61% 0.05% -0.57% -0.52%
20Y -11.69% -11.69% -11.69% -11.69% -11.69% -11.17% -10.36% -9.07% -8.48% -7.60% -5.62% -3.35% -2.95% -2.58%
30Y -13.78% -13.78% -13.78% -13.78% -13.78% -13.12% -12.36% -11.04% -10.34% -9.49% -5.78% -3.19% -2.76% -1.97%
USD
1M -10.89% -10.89% -10.89% -10.89% -10.89% -10.26% -3.30% 10.53% 23.07% 39.89% 62.30% 80.43% 71.08% 76.01%
3M -9.87% -9.87% -9.87% -9.87% -9.87% -11.76% -7.19% 4.93% 15.61% 27.26% 42.72% 46.58% 50.59% 54.75%
6M -13.79% -13.79% -13.79% -13.79% -13.79% -12.12% -8.40% 2.89% 10.22% 18.58% 28.16% 32.40% 29.82% 38.68%
9M -12.41% -12.41% -12.41% -12.41% -12.41% -10.07% -6.73% 2.08% 8.68% 15.49% 23.81% 25.76% 26.28% 30.55%
1Y -12.06% -12.06% -12.06% -12.06% -12.06% -9.62% -7.00% 0.75% 4.92% 10.34% 16.44% 18.21% 19.92% 21.46%
2Y -7.70% -7.70% -7.70% -7.70% -7.70% -6.45% -5.18% -0.49% 1.93% 5.47% 9.54% 11.04% 12.34% 13.51%
3Y -6.59% -6.59% -6.59% -6.59% -6.59% -4.88% -3.72% -0.80% 1.34% 3.70% 7.31% 8.59% 9.72% 10.90%
5Y -5.16% -5.16% -5.16% -5.16% -5.16% -4.04% -2.85% -0.91% 0.05% 1.12% 4.40% 5.33% 6.35% 7.02%
7Y -4.79% -4.79% -4.79% -4.79% -4.79% -4.33% -3.44% -1.89% -1.30% -0.63% 2.61% 3.89% 5.48% 5.38%
10Y -6.10% -6.10% -6.10% -6.10% -6.10% -5.37% -4.55%