Maturity (years) | 0.5 | 1 | 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | 4.5 | 5 |
SA-CCR | 0.28 | 1.12 | 1.84 | 2.47 | 3.04 | 3.52 | 3.97 | 4.37 | 4.75 | 5.09 |
IMM | 0.31 | 1.13 | 1.65 | 2.10 | 2.48 | 2.84 | 3.15 | 3.43 | 3.69 | 3.94 |