Term

days

Interest days

Interest rate

Zero coupon

ZBDF

ZBDF

1 month

360

31

4.2

0.42000000

0.996396366

3 months

360

92

4.5

0.45000000

0.988630746

1 year

360

365

5.3

0.53000000

0.949004205

2 years

360

730

5.45

0.54521000

0.897943323

0.962184819

3 years

360

1095

5.6

0.560941000

0.847041301

1.872599577

4 years

360

1461

5.64450616

0.565554000

0.799902892

2.731405341

5 years

360

1826

5.69

0.570352000

0.754767254

3.544639947

6 years

360

2191

5.73

0.574728000

0.711696686

4.309890080

7 years

360

2556

5.77

0.579239000

0.670461187

5.031471442

8 years

360

2922

5.8167518

0.584712000

0.630504923

5.711244590

9 years

360

3287

5.8633759

0.590326000

0.592330318

6.352257928

10 years

360

3652

5.91

0.596100000

0.555785500

6.952815056