Maturity (years) | 0.5 | 1 | 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | 4.5 | 5 |
EAD (% of notional) | 0.28 | 1.12 | 1.84 | 2.47 | 3.04 | 3.52 | 3.97 | 4.37 | 4.75 | 5.09 |