T (maturity)

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

16

17

18

19

20

21

22

23

24

25

LTGA Spot curve

1.065%

0.962%

1.006%

1.189%

1.382%

1.572%

1.738%

1.868%

1.978%

2.075%

2.166%

2.249%

2.308%

2.352%

2.381%

2.399%

2.405%

2.405%

2.400%

2.392%

2.380%

2.364%

2.345%

2.323%

2.298%