Maturity (years)

0.5

1

1.5

2

2.5

3

3.5

4

4.5

5

SA_CCR

3.96

5.60

5.60

5.60

5.60

5.60

5.60

5.60

5.60

5.60

IMM

3.09

4.33

4.48

4.46

4.61

4.87

5.21

5.50

5.84

6.24