Discount Rate Monthly Report – October 2022

NAS provides monthly discount rate data which is available for calculating internal month-end liabilities.

This document linked below sets out the specifics of the methodology used for the calculation of the risk-free rate for the month of October 2022. This includes the Bonds available, their features and additional details included in our calculation.

DOWNLOAD Methodology document-OCT 2022

The document linked below is a spreadsheet of the Yield Curve from June-October 2022.

DOWNLOAD Yield Curve document -OCT 2022