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Date: 2023-02-10 Category: Not Applicable State: Union Government Country: Europe

Commission Implementing Regulation (EU) 2023/266 of 9 February 2023 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2022 until 30 March 2023 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance)

Issued by European Commission · Directorate-General for Financial Stability

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Executive Summary & Key Takeaways

Executive Summary: This Commission Implementing Regulation (EU) 2023/266 lays down technical information for the calculation of technical provisions and basic own funds for insurance and reinsurance undertakings. It applies to reporting with reference dates from December 31, 2022, until March 30, 2023. The regulation entered into force on February 11, 2023, and is directly applicable in all Member States. Key Points / Main Content: * **Scope and Reference Dates:** * Applies to insurance and reinsurance undertakings. * Covers reporting with reference dates from December 31, 2022, to March 30, 2023. * **Technical Information Usage:** * Undertakings shall use the specified technical information when calculating technical provisions and basic own funds. * **Technical Information Details:** * Relevant risk-free interest rate term structures are set out in Annex I. * Fundamental spreads for calculating the matching adjustment are set out in Annex II. * Volatility adjustments for each relevant national insurance market are set out in Annex III. * **Legal Basis and Entry into Force:** * Based on Directive 2009/138/EC (Solvency II) and Regulation (EU) No 182/2011. * Entered into force on the day following its publication in the Official Journal of the European Union (February 11, 2023). Impact Analysis: * **Insurance and Reinsurance Undertakings:** * Impact: Must use the technical information provided in the annexes of this regulation for calculating technical provisions and basic own funds for reporting purposes. * Action Required: Implement the technical information from Annexes I, II, and III into their calculations for reporting with reference dates from December 31, 2022, to March 30, 2023. * **Competent Authorities:** * Impact: Oversee and ensure that insurance and reinsurance undertakings comply with the requirements of this regulation. * Action Required: Ensure that the technical information is being used for the required reporting period. * **European Insurance and Occupational Pensions Authority (EIOPA):** * Impact: EIOPA provided the Commission with the technical information. * Action Required: No further action is required as the information has already been provided. * **Member States:** * Impact: This Regulation is binding in its entirety and directly applicable in all Member States. * Action Required: No specific action mentioned; the regulation is directly applicable.

Key Entities Referenced

European Union: A political and economic union of member states located primarily in Europe. European Parliament: One of the legislative branches of the European Union, directly elected by EU citizens. European Commission: An executive branch of the European Union responsible for proposing legislation, implementing decisions, and managing the EU's day-to-day affairs. Brussels: The capital city of Belgium and a major center of European political activity, where the European Commission is located. European Insurance and Occupational Pensions Authority: An agency of the European Union responsible for the supervision of insurance and occupational pensions. Directive 2009138EC: A directive of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II). Ursula VON DER LEYEN: The President of the European Commission. Regulation EU No 1822011: Regulation of the European Parliament and of the Council laying down the rules and general principles concerning mechanisms for control by Member States of the Commissions exercise of implementing powers
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10.2.2023 EN Official Journal of the European Union L 41/77 COMMISSION IMPLEMENTING REGULATION (EU) 2023/266 of 9 February 2023 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2022until 30 March 2023in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II)(1), and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk- free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. (2) Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 5 January 2023, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2022 market data. That information was published on 5 January 2023in accordance with Article 77e(1) of Directive 2009/138/EC. (3) Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. (4) For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. (5) To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council(2), HAS ADOPTED THIS REGULATION: Article 1 1. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 December 2022 until 30 March 2023. (1) OJ L 335, 17.12.2009, p. 1. (2) Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).L 41/78 EN Official Journal of the European Union 10.2.2023 2. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) the relevant risk-free interest rate term structures set out in Annex I; (b) the fundamental spreads for the calculation of the matching adjustment set out in Annex II; (c) for each relevant national insurance market, the volatility adjustments set out in Annex III. Article 2 This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 31 December 2022. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 9 February 2023. For the Commission The President Ursula VON DER LEYEN10.2.2023 EN Official Journal of the European Union L 41/79 ANNEX I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Term to maturity Euro Czech koruna Danish krone Forint Krona Kuna (in years) 1 3,176% 6,512% 3,166% 13,655% 3,474% 2,494% 2 3,295% 6,226% 3,285% 12,506% 3,414% 2,829% 3 3,203% 5,777% 3,193% 11,342% 3,323% 3,038% 4 3,152% 5,361% 3,142% 10,379% 3,236% 3,195% 5 3,131% 5,054% 3,121% 9,665% 3,163% 3,348% 6 3,110% 4,866% 3,100% 9,171% 3,104% 3,512% 7 3,091% 4,754% 3,081% 8,857% 3,060% 3,684% 8 3,086% 4,682% 3,076% 8,686% 3,030% 3,867% 9 3,088% 4,635% 3,078% 8,622% 3,013% 4,030% 10 3,092% 4,602% 3,082% 8,609% 3,010% 4,151% 11 3,100% 4,576% 3,090% 8,625% 3,019% 4,236% 12 3,085% 4,553% 3,075% 8,635% 3,035% 4,295% 13 3,071% 4,532% 3,061% 8,624% 3,055% 4,335% 14 3,053% 4,512% 3,043% 8,585% 3,075% 4,360% 15 3,022% 4,491% 3,012% 8,510% 3,095% 4,375% 16 2,974% 4,469% 2,964% 8,422% 3,114% 4,381% 17 2,916% 4,446% 2,906% 8,328% 3,131% 4,382% 18 2,859% 4,423% 2,849% 8,231% 3,147% 4,377% 19 2,807% 4,399% 2,797% 8,133% 3,162% 4,368% 20 2,765% 4,376% 2,755% 8,035% 3,176% 4,357% 21 2,735% 4,352% 2,725% 7,937% 3,189% 4,344% 22 2,715% 4,330% 2,705% 7,840% 3,200% 4,329% 23 2,703% 4,307% 2,693% 7,746% 3,211% 4,313% 24 2,697% 4,285% 2,688% 7,654% 3,221% 4,297% 25 2,695% 4,264% 2,687% 7,564% 3,230% 4,280% 26 2,698% 4,243% 2,689% 7,477% 3,238% 4,262% 27 2,703% 4,223% 2,695% 7,393% 3,246% 4,245% 28 2,711% 4,203% 2,703% 7,312% 3,253% 4,228% 29 2,720% 4,184% 2,712% 7,234% 3,260% 4,210% 30 2,730% 4,166% 2,723% 7,159% 3,266% 4,193% 31 2,742% 4,149% 2,734% 7,087% 3,272% 4,177% 32 2,753% 4,132% 2,746% 7,018% 3,278% 4,160% 33 2,766% 4,115% 2,759% 6,952% 3,283% 4,145%L 41/80 EN Official Journal of the European Union 10.2.2023 Term to maturity Euro Czech koruna Danish krone Forint Krona Kuna (in years) 34 2,778% 4,100% 2,772% 6,888% 3,288% 4,129% 35 2,791% 4,084% 2,784% 6,827% 3,293% 4,114% 36 2,804% 4,070% 2,797% 6,768% 3,297% 4,099% 37 2,816% 4,055% 2,810% 6,712% 3,301% 4,085% 38 2,829% 4,042% 2,823% 6,659% 3,305% 4,071% 39 2,841% 4,029% 2,835% 6,607% 3,309% 4,058% 40 2,853% 4,016% 2,848% 6,557% 3,312% 4,045% 41 2,865% 4,004% 2,860% 6,510% 3,316% 4,032% 42 2,877% 3,992% 2,871% 6,464% 3,319% 4,020% 43 2,888% 3,981% 2,883% 6,421% 3,322% 4,008% 44 2,899% 3,970% 2,894% 6,378% 3,325% 3,997% 45 2,910% 3,959% 2,905% 6,338% 3,328% 3,986% 46 2,920% 3,949% 2,915% 6,299% 3,330% 3,975% 47 2,931% 3,939% 2,925% 6,262% 3,333% 3,965% 48 2,940% 3,930% 2,935% 6,226% 3,335% 3,955% 49 2,950% 3,921% 2,945% 6,191% 3,338% 3,945% 50 2,959% 3,912% 2,954% 6,158% 3,340% 3,936% 51 2,968% 3,903% 2,963% 6,126% 3,342% 3,927% 52 2,977% 3,895% 2,972% 6,095% 3,344% 3,918% 53 2,985% 3,887% 2,981% 6,065% 3,346% 3,910% 54 2,993% 3,879% 2,989% 6,037% 3,348% 3,902% 55 3,001% 3,872% 2,997% 6,009% 3,350% 3,894% 56 3,009% 3,864% 3,005% 5,982% 3,352% 3,886% 57 3,016% 3,857% 3,012% 5,956% 3,353% 3,879% 58 3,024% 3,850% 3,020% 5,931% 3,355% 3,872% 59 3,031% 3,844% 3,027% 5,907% 3,357% 3,865% 60 3,037% 3,837% 3,033% 5,884% 3,358% 3,858% 61 3,044% 3,831% 3,040% 5,861% 3,360% 3,851% 62 3,050% 3,825% 3,047% 5,839% 3,361% 3,845% 63 3,057% 3,819% 3,053% 5,818% 3,363% 3,839% 64 3,063% 3,814% 3,059% 5,797% 3,364% 3,833% 65 3,069% 3,808% 3,065% 5,777% 3,365% 3,827% 66 3,074% 3,803% 3,071% 5,758% 3,367% 3,821% 67 3,080% 3,798% 3,076% 5,739% 3,368% 3,816% 68 3,085% 3,793% 3,082% 5,721% 3,369% 3,811% 69 3,090% 3,788% 3,087% 5,703% 3,370% 3,805% 70 3,095% 3,783% 3,092% 5,686% 3,371% 3,800%10.2.2023 EN Official Journal of the European Union L 41/81 Term to maturity Euro Czech koruna Danish krone Forint Krona Kuna (in years) 71 3,100% 3,778% 3,097% 5,669% 3,372% 3,795% 72 3,105% 3,774% 3,102% 5,653% 3,373% 3,791% 73 3,110% 3,769% 3,107% 5,637% 3,375% 3,786% 74 3,114% 3,765% 3,111% 5,621% 3,376% 3,782% 75 3,119% 3,761% 3,116% 5,606% 3,377% 3,777% 76 3,123% 3,757% 3,120% 5,592% 3,377% 3,773% 77 3,127% 3,753% 3,124% 5,578% 3,378% 3,769% 78 3,132% 3,749% 3,128% 5,564% 3,379% 3,765% 79 3,136% 3,745% 3,133% 5,550% 3,380% 3,761% 80 3,139% 3,742% 3,136% 5,537% 3,381% 3,757% 81 3,143% 3,738% 3,140% 5,524% 3,382% 3,753% 82 3,147% 3,735% 3,144% 5,512% 3,383% 3,749% 83 3,151% 3,731% 3,148% 5,499% 3,384% 3,746% 84 3,154% 3,728% 3,151% 5,487% 3,384% 3,742% 85 3,158% 3,725% 3,155% 5,476% 3,385% 3,739% 86 3,161% 3,721% 3,158% 5,464% 3,386% 3,735% 87 3,164% 3,718% 3,162% 5,453% 3,387% 3,732% 88 3,168% 3,715% 3,165% 5,442% 3,387% 3,729% 89 3,171% 3,712% 3,168% 5,432% 3,388% 3,726% 90 3,174% 3,709% 3,171% 5,421% 3,389% 3,723% 91 3,177% 3,706% 3,174% 5,411% 3,389% 3,720% 92 3,180% 3,704% 3,177% 5,401% 3,390% 3,717% 93 3,183% 3,701% 3,180% 5,391% 3,391% 3,714% 94 3,186% 3,698% 3,183% 5,382% 3,391% 3,711% 95 3,188% 3,696% 3,186% 5,373% 3,392% 3,708% 96 3,191% 3,693% 3,189% 5,363% 3,393% 3,706% 97 3,194% 3,691% 3,191% 5,355% 3,393% 3,703% 98 3,196% 3,688% 3,194% 5,346% 3,394% 3,700% 99 3,199% 3,686% 3,197% 5,337% 3,394% 3,698% 100 3,201% 3,683% 3,199% 5,329% 3,395% 3,695% 101 3,204% 3,681% 3,202% 5,321% 3,395% 3,693% 102 3,206% 3,679% 3,204% 5,312% 3,396% 3,691% 103 3,209% 3,677% 3,206% 5,305% 3,396% 3,688% 104 3,211% 3,674% 3,209% 5,297% 3,397% 3,686% 105 3,213% 3,672% 3,211% 5,289% 3,398% 3,684% 106 3,215% 3,670% 3,213% 5,282% 3,398% 3,682% 107 3,218% 3,668% 3,215% 5,274% 3,398% 3,679%L 41/82 EN Official Journal of the European Union 10.2.2023 Term to maturity Euro Czech koruna Danish krone Forint Krona Kuna (in years) 108 3,220% 3,666% 3,218% 5,267% 3,399% 3,677% 109 3,222% 3,664% 3,220% 5,260% 3,399% 3,675% 110 3,224% 3,662% 3,222% 5,253% 3,400% 3,673% 111 3,226% 3,660% 3,224% 5,246% 3,400% 3,671% 112 3,228% 3,658% 3,226% 5,240% 3,401% 3,669% 113 3,230% 3,657% 3,228% 5,233% 3,401% 3,667% 114 3,232% 3,655% 3,230% 5,227% 3,402% 3,665% 115 3,234% 3,653% 3,232% 5,220% 3,402% 3,663% 116 3,236% 3,651% 3,234% 5,214% 3,402% 3,662% 117 3,237% 3,649% 3,235% 5,208% 3,403% 3,660% 118 3,239% 3,648% 3,237% 5,202% 3,403% 3,658% 119 3,241% 3,646% 3,239% 5,196% 3,404% 3,656% 120 3,243% 3,644% 3,241% 5,190% 3,404% 3,655% 121 3,245% 3,643% 3,243% 5,184% 3,404% 3,653% 122 3,246% 3,641% 3,244% 5,179% 3,405% 3,651% 123 3,248% 3,640% 3,246% 5,173% 3,405% 3,650% 124 3,249% 3,638% 3,248% 5,168% 3,406% 3,648% 125 3,251% 3,637% 3,249% 5,163% 3,406% 3,646% 126 3,253% 3,635% 3,251% 5,157% 3,406% 3,645% 127 3,254% 3,634% 3,252% 5,152% 3,407% 3,643% 128 3,256% 3,632% 3,254% 5,147% 3,407% 3,642% 129 3,257% 3,631% 3,255% 5,142% 3,407% 3,640% 130 3,259% 3,629% 3,257% 5,137% 3,408% 3,639% 131 3,260% 3,628% 3,258% 5,132% 3,408% 3,637% 132 3,262% 3,627% 3,260% 5,127% 3,408% 3,636% 133 3,263% 3,625% 3,261% 5,123% 3,409% 3,635% 134 3,264% 3,624% 3,263% 5,118% 3,409% 3,633% 135 3,266% 3,623% 3,264% 5,113% 3,409% 3,632% 136 3,267% 3,622% 3,265% 5,109% 3,409% 3,630% 137 3,268% 3,620% 3,267% 5,104% 3,410% 3,629% 138 3,270% 3,619% 3,268% 5,100% 3,410% 3,628% 139 3,271% 3,618% 3,269% 5,096% 3,410% 3,627% 140 3,272% 3,617% 3,271% 5,091% 3,411% 3,625% 141 3,274% 3,615% 3,272% 5,087% 3,411% 3,624% 142 3,275% 3,614% 3,273% 5,083% 3,411% 3,623% 143 3,276% 3,613% 3,274% 5,079% 3,411% 3,622% 144 3,277% 3,612% 3,276% 5,075% 3,412% 3,620%10.2.2023 EN Official Journal of the European Union L 41/83 Term to maturity Euro Czech koruna Danish krone Forint Krona Kuna (in years) 145 3,278% 3,611% 3,277% 5,071% 3,412% 3,619% 146 3,280% 3,610% 3,278% 5,067% 3,412% 3,618% 147 3,281% 3,609% 3,279% 5,063% 3,413% 3,617% 148 3,282% 3,608% 3,280% 5,059% 3,413% 3,616% 149 3,283% 3,607% 3,281% 5,056% 3,413% 3,615% 150 3,284% 3,606% 3,283% 5,052% 3,413% 3,614% Term to maturity Lev Pound sterling Romanian leu Zloty Króna Norwegian krone (in years) 1 3,126% 4,460% 6,975% 6,401% 6,849% 3,456% 2 3,245% 4,470% 7,091% 6,602% 6,785% 3,384% 3 3,153% 4,326% 7,246% 6,719% 6,685% 3,281% 4 3,103% 4,177% 7,437% 6,751% 6,580% 3,195% 5 3,081% 4,062% 7,638% 6,744% 6,479% 3,146% 6 3,060% 3,952% 7,835% 6,722% 6,381% 3,134% 7 3,041% 3,859% 8,024% 6,693% 6,286% 3,142% 8 3,036% 3,795% 8,225% 6,669% 6,193% 3,158% 9 3,038% 3,748% 8,413% 6,658% 6,102% 3,178% 10 3,042% 3,710% 8,556% 6,648% 6,012% 3,196% 11 3,050% 3,683% 8,635% 6,621% 5,925% 3,212% 12 3,035% 3,663% 8,660% 6,576% 5,841% 3,226% 13 3,021% 3,647% 8,644% 6,519% 5,759% 3,238% 14 3,003% 3,633% 8,598% 6,454% 5,681% 3,248% 15 2,972% 3,619% 8,529% 6,385% 5,606% 3,257% 16 2,924% 3,604% 8,443% 6,311% 5,534% 3,266% 17 2,867% 3,589% 8,345% 6,237% 5,465% 3,273% 18 2,809% 3,572% 8,238% 6,161% 5,399% 3,280% 19 2,758% 3,554% 8,126% 6,086% 5,336% 3,286% 20 2,716% 3,535% 8,010% 6,012% 5,275% 3,292% 21 2,687% 3,514% 7,892% 5,939% 5,218% 3,297% 22 2,668% 3,493% 7,774% 5,868% 5,162% 3,302% 23 2,657% 3,471% 7,657% 5,799% 5,110% 3,307% 24 2,652% 3,451% 7,541% 5,731% 5,059% 3,311% 25 2,652% 3,431% 7,428% 5,666% 5,011% 3,315% 26 2,655% 3,412% 7,317% 5,604% 4,966% 3,319% 27 2,662% 3,395% 7,210% 5,543% 4,922% 3,322% 28 2,670% 3,380% 7,105% 5,485% 4,880% 3,326%L 41/84 EN Official Journal of the European Union 10.2.2023 Term to maturity Lev Pound sterling Romanian leu Zloty Króna Norwegian krone (in years) 29 2,681% 3,366% 7,004% 5,429% 4,840% 3,329% 30 2,692% 3,355% 6,907% 5,375% 4,802% 3,332% 31 2,704% 3,345% 6,813% 5,323% 4,765% 3,335% 32 2,717% 3,337% 6,723% 5,274% 4,730% 3,338% 33 2,731% 3,331% 6,637% 5,226% 4,697% 3,340% 34 2,744% 3,326% 6,554% 5,181% 4,665% 3,343% 35 2,758% 3,321% 6,474% 5,137% 4,634% 3,345% 36 2,771% 3,318% 6,397% 5,095% 4,605% 3,347% 37 2,785% 3,316% 6,324% 5,055% 4,577% 3,350% 38 2,798% 3,314% 6,253% 5,016% 4,550% 3,352% 39 2,811% 3,313% 6,186% 4,979% 4,524% 3,354% 40 2,824% 3,312% 6,121% 4,944% 4,499% 3,356% 41 2,836% 3,311% 6,059% 4,910% 4,475% 3,358% 42 2,849% 3,311% 5,999% 4,877% 4,453% 3,359% 43 2,861% 3,312% 5,942% 4,845% 4,431% 3,361% 44 2,872% 3,312% 5,887% 4,815% 4,410% 3,363% 45 2,884% 3,313% 5,834% 4,786% 4,389% 3,365% 46 2,895% 3,314% 5,784% 4,758% 4,370% 3,366% 47 2,905% 3,315% 5,735% 4,731% 4,351% 3,368% 48 2,916% 3,316% 5,688% 4,705% 4,333% 3,369% 49 2,926% 3,317% 5,643% 4,680% 4,316% 3,370% 50 2,935% 3,318% 5,599% 4,656% 4,299% 3,372% 51 2,945% 3,320% 5,558% 4,633% 4,283% 3,373% 52 2,954% 3,321% 5,517% 4,611% 4,267% 3,374% 53 2,963% 3,323% 5,479% 4,589% 4,252% 3,376% 54 2,971% 3,324% 5,441% 4,569% 4,238% 3,377% 55 2,980% 3,326% 5,405% 4,548% 4,224% 3,378% 56 2,988% 3,327% 5,370% 4,529% 4,210% 3,379% 57 2,996% 3,329% 5,336% 4,510% 4,197% 3,380% 58 3,003% 3,330% 5,304% 4,492% 4,184% 3,381% 59 3,010% 3,332% 5,272% 4,475% 4,172% 3,382% 60 3,018% 3,333% 5,242% 4,458% 4,160% 3,383% 61 3,024% 3,335% 5,212% 4,441% 4,149% 3,384% 62 3,031% 3,336% 5,184% 4,425% 4,137% 3,385% 63 3,038% 3,338% 5,156% 4,410% 4,127% 3,386% 64 3,044% 3,339% 5,130% 4,395% 4,116% 3,387% 65 3,050% 3,341% 5,104% 4,380% 4,106% 3,388%10.2.2023 EN Official Journal of the European Union L 41/85 Term to maturity Lev Pound sterling Romanian leu Zloty Króna Norwegian krone (in years) 66 3,056% 3,342% 5,078% 4,366% 4,096% 3,389% 67 3,062% 3,343% 5,054% 4,353% 4,086% 3,390% 68 3,068% 3,345% 5,030% 4,339% 4,077% 3,391% 69 3,073% 3,346% 5,007% 4,326% 4,068% 3,391% 70 3,078% 3,347% 4,985% 4,314% 4,059% 3,392% 71 3,084% 3,349% 4,963% 4,302% 4,051% 3,393% 72 3,089% 3,350% 4,942% 4,290% 4,042% 3,394% 73 3,094% 3,351% 4,921% 4,278% 4,034% 3,394% 74 3,098% 3,353% 4,901% 4,267% 4,026% 3,395% 75 3,103% 3,354% 4,882% 4,256% 4,019% 3,396% 76 3,108% 3,355% 4,863% 4,246% 4,011% 3,397% 77 3,112% 3,356% 4,845% 4,235% 4,004% 3,397% 78 3,116% 3,357% 4,827% 4,225% 3,997% 3,398% 79 3,120% 3,358% 4,809% 4,215% 3,990% 3,398% 80 3,125% 3,359% 4,792% 4,206% 3,983% 3,399% 81 3,129% 3,361% 4,775% 4,196% 3,977% 3,400% 82 3,132% 3,362% 4,759% 4,187% 3,970% 3,400% 83 3,136% 3,363% 4,743% 4,178% 3,964% 3,401% 84 3,140% 3,364% 4,728% 4,170% 3,958% 3,401% 85 3,144% 3,365% 4,713% 4,161% 3,952% 3,402% 86 3,147% 3,366% 4,698% 4,153% 3,946% 3,402% 87 3,151% 3,366% 4,683% 4,145% 3,940% 3,403% 88 3,154% 3,367% 4,669% 4,137% 3,935% 3,404% 89 3,157% 3,368% 4,655% 4,129% 3,929% 3,404% 90 3,161% 3,369% 4,642% 4,122% 3,924% 3,405% 91 3,164% 3,370% 4,629% 4,114% 3,919% 3,405% 92 3,167% 3,371% 4,616% 4,107% 3,914% 3,405% 93 3,170% 3,372% 4,603% 4,100% 3,909% 3,406% 94 3,173% 3,373% 4,591% 4,093% 3,904% 3,406% 95 3,176% 3,373% 4,579% 4,086% 3,899% 3,407% 96 3,179% 3,374% 4,567% 4,080% 3,894% 3,407% 97 3,181% 3,375% 4,556% 4,073% 3,890% 3,408% 98 3,184% 3,376% 4,544% 4,067% 3,885% 3,408% 99 3,187% 3,376% 4,533% 4,060% 3,881% 3,409% 100 3,189% 3,377% 4,522% 4,054% 3,876% 3,409% 101 3,192% 3,378% 4,512% 4,048% 3,872% 3,409% 102 3,195% 3,379% 4,501% 4,042% 3,868% 3,410%L 41/86 EN Official Journal of the European Union 10.2.2023 Term to maturity Lev Pound sterling Romanian leu Zloty Króna Norwegian krone (in years) 103 3,197% 3,379% 4,491% 4,037% 3,864% 3,410% 104 3,199% 3,380% 4,481% 4,031% 3,860% 3,411% 105 3,202% 3,381% 4,471% 4,025% 3,856% 3,411% 106 3,204% 3,381% 4,461% 4,020% 3,852% 3,411% 107 3,206% 3,382% 4,452% 4,015% 3,849% 3,412% 108 3,209% 3,383% 4,442% 4,009% 3,845% 3,412% 109 3,211% 3,383% 4,433% 4,004% 3,841% 3,412% 110 3,213% 3,384% 4,424% 3,999% 3,838% 3,413% 111 3,215% 3,384% 4,415% 3,994% 3,834% 3,413% 112 3,217% 3,385% 4,407% 3,989% 3,831% 3,413% 113 3,219% 3,386% 4,398% 3,985% 3,827% 3,414% 114 3,221% 3,386% 4,390% 3,980% 3,824% 3,414% 115 3,223% 3,387% 4,382% 3,975% 3,821% 3,414% 116 3,225% 3,387% 4,374% 3,971% 3,818% 3,415% 117 3,227% 3,388% 4,366% 3,966% 3,814% 3,415% 118 3,229% 3,388% 4,358% 3,962% 3,811% 3,415% 119 3,231% 3,389% 4,350% 3,958% 3,808% 3,415% 120 3,233% 3,389% 4,343% 3,953% 3,805% 3,416% 121 3,235% 3,390% 4,335% 3,949% 3,802% 3,416% 122 3,236% 3,390% 4,328% 3,945% 3,799% 3,416% 123 3,238% 3,391% 4,321% 3,941% 3,797% 3,417% 124 3,240% 3,391% 4,314% 3,937% 3,794% 3,417% 125 3,242% 3,392% 4,307% 3,933% 3,791% 3,417% 126 3,243% 3,392% 4,300% 3,929% 3,788% 3,417% 127 3,245% 3,393% 4,293% 3,926% 3,786% 3,418% 128 3,246% 3,393% 4,287% 3,922% 3,783% 3,418% 129 3,248% 3,393% 4,280% 3,918% 3,780% 3,418% 130 3,250% 3,394% 4,274% 3,915% 3,778% 3,418% 131 3,251% 3,394% 4,267% 3,911% 3,775% 3,419% 132 3,253% 3,395% 4,261% 3,907% 3,773% 3,419% 133 3,254% 3,395% 4,255% 3,904% 3,770% 3,419% 134 3,256% 3,396% 4,249% 3,901% 3,768% 3,419% 135 3,257% 3,396% 4,243% 3,897% 3,766% 3,419% 136 3,258% 3,396% 4,237% 3,894% 3,763% 3,420% 137 3,260% 3,397% 4,232% 3,891% 3,761% 3,420% 138 3,261% 3,397% 4,226% 3,888% 3,759% 3,420% 139 3,263% 3,398% 4,220% 3,884% 3,757% 3,420%10.2.2023 EN Official Journal of the European Union L 41/87 Term to maturity Lev Pound sterling Romanian leu Zloty Króna Norwegian krone (in years) 140 3,264% 3,398% 4,215% 3,881% 3,754% 3,421% 141 3,265% 3,398% 4,209% 3,878% 3,752% 3,421% 142 3,266% 3,399% 4,204% 3,875% 3,750% 3,421% 143 3,268% 3,399% 4,199% 3,872% 3,748% 3,421% 144 3,269% 3,399% 4,193% 3,869% 3,746% 3,421% 145 3,270% 3,400% 4,188% 3,866% 3,744% 3,422% 146 3,271% 3,400% 4,183% 3,864% 3,742% 3,422% 147 3,273% 3,400% 4,178% 3,861% 3,740% 3,422% 148 3,274% 3,401% 4,173% 3,858% 3,738% 3,422% 149 3,275% 3,401% 4,168% 3,855% 3,736% 3,422% 150 3,276% 3,401% 4,164% 3,852% 3,734% 3,423% Term to maturity Australian Swiss franc Baht Canadian dollar Chilean peso Colombian peso (in years) dollar 1 1,055% 3,984% 1,185% 4,610% 8,944% 11,268% 2 1,154% 4,138% 1,454% 4,314% 7,171% 11,852% 3 1,226% 4,096% 1,632% 3,917% 6,257% 12,229% 4 1,286% 4,097% 1,766% 3,661% 5,804% 12,491% 5 1,336% 4,166% 1,889% 3,520% 5,552% 12,656% 6 1,378% 4,262% 2,019% 3,467% 5,400% 12,759% 7 1,413% 4,338% 2,161% 3,463% 5,301% 12,824% 8 1,444% 4,406% 2,313% 3,482% 5,233% 12,867% 9 1,468% 4,464% 2,466% 3,508% 5,185% 12,893% 10 1,489% 4,506% 2,616% 3,530% 5,151% 12,887% 11 1,505% 4,543% 2,759% 3,543% 5,122% 12,832% 12 1,516% 4,571% 2,891% 3,548% 5,097% 12,736% 13 1,523% 4,588% 3,011% 3,547% 5,073% 12,610% 14 1,523% 4,595% 3,116% 3,543% 5,052% 12,460% 15 1,524% 4,595% 3,206% 3,537% 5,032% 12,293% 16 1,529% 4,586% 3,280% 3,529% 5,014% 12,114% 17 1,539% 4,570% 3,340% 3,519% 4,996% 11,926% 18 1,551% 4,543% 3,389% 3,509% 4,980% 11,733% 19 1,566% 4,506% 3,429% 3,499% 4,965% 11,538% 20 1,583% 4,457% 3,462% 3,489% 4,951% 11,342% 21 1,600% 4,397% 3,489% 3,479% 4,938% 11,147% 22 1,618% 4,329% 3,511% 3,469% 4,925% 10,955% 23 1,636% 4,257% 3,529% 3,459% 4,913% 10,767%L 41/88 EN Official Journal of the European Union 10.2.2023 Term to maturity Australian Swiss franc Baht Canadian dollar Chilean peso Colombian peso (in years) dollar 24 1,655% 4,183% 3,544% 3,450% 4,901% 10,583% 25 1,673% 4,110% 3,556% 3,442% 4,890% 10,404% 26 1,691% 4,038% 3,565% 3,434% 4,880% 10,231% 27 1,709% 3,971% 3,573% 3,427% 4,870% 10,064% 28 1,727% 3,908% 3,579% 3,421% 4,860% 9,903% 29 1,744% 3,852% 3,583% 3,415% 4,851% 9,748% 30 1,761% 3,802% 3,587% 3,411% 4,842% 9,599% 31 1,777% 3,759% 3,589% 3,406% 4,834% 9,456% 32 1,793% 3,723% 3,591% 3,403% 4,826% 9,319% 33 1,808% 3,691% 3,592% 3,400% 4,818% 9,187% 34 1,823% 3,664% 3,592% 3,397% 4,811% 9,062% 35 1,837% 3,641% 3,592% 3,395% 4,804% 8,941% 36 1,851% 3,621% 3,592% 3,393% 4,797% 8,826% 37 1,864% 3,604% 3,591% 3,392% 4,791% 8,716% 38 1,877% 3,588% 3,590% 3,391% 4,784% 8,610% 39 1,890% 3,575% 3,589% 3,390% 4,778% 8,509% 40 1,902% 3,564% 3,588% 3,389% 4,772% 8,413% 41 1,914% 3,554% 3,586% 3,389% 4,767% 8,320% 42 1,925% 3,545% 3,585% 3,388% 4,761% 8,231% 43 1,936% 3,537% 3,583% 3,388% 4,756% 8,146% 44 1,946% 3,531% 3,581% 3,388% 4,751% 8,065% 45 1,956% 3,525% 3,580% 3,388% 4,746% 7,987% 46 1,966% 3,519% 3,578% 3,388% 4,741% 7,912% 47 1,976% 3,515% 3,576% 3,388% 4,737% 7,839% 48 1,985% 3,511% 3,574% 3,388% 4,732% 7,770% 49 1,994% 3,507% 3,572% 3,389% 4,728% 7,704% 50 2,002% 3,504% 3,570% 3,389% 4,724% 7,640% 51 2,010% 3,501% 3,569% 3,389% 4,720% 7,578% 52 2,018% 3,498% 3,567% 3,390% 4,716% 7,519% 53 2,026% 3,496% 3,565% 3,390% 4,712% 7,462% 54 2,034% 3,494% 3,563% 3,391% 4,709% 7,406% 55 2,041% 3,492% 3,562% 3,391% 4,705% 7,353% 56 2,048% 3,490% 3,560% 3,392% 4,702% 7,302% 57 2,055% 3,489% 3,558% 3,392% 4,699% 7,253% 58 2,061% 3,487% 3,557% 3,393% 4,695% 7,205% 59 2,068% 3,486% 3,555% 3,393% 4,692% 7,159% 60 2,074% 3,485% 3,553% 3,394% 4,689% 7,114%10.2.2023 EN Official Journal of the European Union L 41/89 Term to maturity Australian Swiss franc Baht Canadian dollar Chilean peso Colombian peso (in years) dollar 61 2,080% 3,484% 3,552% 3,395% 4,686% 7,071% 62 2,086% 3,483% 3,550% 3,395% 4,683% 7,029% 63 2,091% 3,482% 3,549% 3,396% 4,681% 6,988% 64 2,097% 3,481% 3,547% 3,396% 4,678% 6,949% 65 2,102% 3,480% 3,546% 3,397% 4,675% 6,911% 66 2,107% 3,480% 3,545% 3,398% 4,673% 6,874% 67 2,112% 3,479% 3,543% 3,398% 4,670% 6,838% 68 2,117% 3,478% 3,542% 3,399% 4,668% 6,804% 69 2,122% 3,478% 3,541% 3,399% 4,666% 6,770% 70 2,126% 3,477% 3,540% 3,400% 4,663% 6,737% 71 2,131% 3,477% 3,538% 3,400% 4,661% 6,706% 72 2,135% 3,476% 3,537% 3,401% 4,659% 6,675% 73 2,140% 3,476% 3,536% 3,402% 4,657% 6,645% 74 2,144% 3,475% 3,535% 3,402% 4,655% 6,615% 75 2,148% 3,475% 3,534% 3,403% 4,653% 6,587% 76 2,152% 3,474% 3,533% 3,403% 4,651% 6,559% 77 2,156% 3,474% 3,532% 3,404% 4,649% 6,532% 78 2,159% 3,474% 3,531% 3,404% 4,647% 6,506% 79 2,163% 3,473% 3,530% 3,405% 4,645% 6,480% 80 2,167% 3,473% 3,529% 3,405% 4,643% 6,455% 81 2,170% 3,473% 3,528% 3,406% 4,642% 6,431% 82 2,173% 3,472% 3,527% 3,406% 4,640% 6,407% 83 2,177% 3,472% 3,526% 3,407% 4,638% 6,384% 84 2,180% 3,472% 3,525% 3,407% 4,637% 6,361% 85 2,183% 3,471% 3,524% 3,408% 4,635% 6,339% 86 2,186% 3,471% 3,523% 3,408% 4,633% 6,318% 87 2,189% 3,471% 3,522% 3,408% 4,632% 6,297% 88 2,192% 3,471% 3,522% 3,409% 4,630% 6,276% 89 2,195% 3,470% 3,521% 3,409% 4,629% 6,256% 90 2,198% 3,470% 3,520% 3,410% 4,628% 6,236% 91 2,201% 3,470% 3,519% 3,410% 4,626% 6,217% 92 2,203% 3,470% 3,518% 3,411% 4,625% 6,198% 93 2,206% 3,470% 3,518% 3,411% 4,623% 6,180% 94 2,209% 3,469% 3,517% 3,411% 4,622% 6,162% 95 2,211% 3,469% 3,516% 3,412% 4,621% 6,144% 96 2,214% 3,469% 3,516% 3,412% 4,620% 6,127% 97 2,216% 3,469% 3,515% 3,413% 4,618% 6,110%L 41/90 EN Official Journal of the European Union 10.2.2023 Term to maturity Australian Swiss franc Baht Canadian dollar Chilean peso Colombian peso (in years) dollar 98 2,218% 3,468% 3,514% 3,413% 4,617% 6,093% 99 2,221% 3,468% 3,514% 3,413% 4,616% 6,077% 100 2,223% 3,468% 3,513% 3,414% 4,615% 6,061% 101 2,225% 3,468% 3,512% 3,414% 4,614% 6,046% 102 2,227% 3,468% 3,512% 3,414% 4,613% 6,030% 103 2,230% 3,468% 3,511% 3,415% 4,612% 6,016% 104 2,232% 3,467% 3,511% 3,415% 4,610% 6,001% 105 2,234% 3,467% 3,510% 3,415% 4,609% 5,986% 106 2,236% 3,467% 3,509% 3,416% 4,608% 5,972% 107 2,238% 3,467% 3,509% 3,416% 4,607% 5,958% 108 2,240% 3,467% 3,508% 3,416% 4,606% 5,945% 109 2,242% 3,467% 3,508% 3,417% 4,605% 5,932% 110 2,244% 3,466% 3,507% 3,417% 4,604% 5,918% 111 2,246% 3,466% 3,507% 3,417% 4,604% 5,906% 112 2,247% 3,466% 3,506% 3,417% 4,603% 5,893% 113 2,249% 3,466% 3,506% 3,418% 4,602% 5,881% 114 2,251% 3,466% 3,505% 3,418% 4,601% 5,868% 115 2,253% 3,466% 3,505% 3,418% 4,600% 5,856% 116 2,254% 3,466% 3,504% 3,419% 4,599% 5,845% 117 2,256% 3,465% 3,504% 3,419% 4,598% 5,833% 118 2,258% 3,465% 3,503% 3,419% 4,597% 5,822% 119 2,259% 3,465% 3,503% 3,419% 4,597% 5,810% 120 2,261% 3,465% 3,503% 3,420% 4,596% 5,799% 121 2,262% 3,465% 3,502% 3,420% 4,595% 5,789% 122 2,264% 3,465% 3,502% 3,420% 4,594% 5,778% 123 2,265% 3,465% 3,501% 3,420% 4,593% 5,768% 124 2,267% 3,465% 3,501% 3,421% 4,593% 5,757% 125 2,268% 3,464% 3,500% 3,421% 4,592% 5,747% 126 2,270% 3,464% 3,500% 3,421% 4,591% 5,737% 127 2,271% 3,464% 3,500% 3,421% 4,590% 5,727% 128 2,273% 3,464% 3,499% 3,421% 4,590% 5,718% 129 2,274% 3,464% 3,499% 3,422% 4,589% 5,708% 130 2,275% 3,464% 3,498% 3,422% 4,588% 5,699% 131 2,277% 3,464% 3,498% 3,422% 4,588% 5,690% 132 2,278% 3,464% 3,498% 3,422% 4,587% 5,681% 133 2,279% 3,464% 3,497% 3,423% 4,586% 5,672% 134 2,281% 3,463% 3,497% 3,423% 4,586% 5,663%10.2.2023 EN Official Journal of the European Union L 41/91 Term to maturity Australian Swiss franc Baht Canadian dollar Chilean peso Colombian peso (in years) dollar 135 2,282% 3,463% 3,497% 3,423% 4,585% 5,654% 136 2,283% 3,463% 3,496% 3,423% 4,585% 5,646% 137 2,284% 3,463% 3,496% 3,423% 4,584% 5,637% 138 2,285% 3,463% 3,496% 3,424% 4,583% 5,629% 139 2,287% 3,463% 3,495% 3,424% 4,583% 5,621% 140 2,288% 3,463% 3,495% 3,424% 4,582% 5,613% 141 2,289% 3,463% 3,495% 3,424% 4,582% 5,605% 142 2,290% 3,463% 3,494% 3,424% 4,581% 5,597% 143 2,291% 3,463% 3,494% 3,424% 4,580% 5,589% 144 2,292% 3,463% 3,494% 3,425% 4,580% 5,582% 145 2,293% 3,462% 3,493% 3,425% 4,579% 5,574% 146 2,294% 3,462% 3,493% 3,425% 4,579% 5,567% 147 2,296% 3,462% 3,493% 3,425% 4,578% 5,560% 148 2,297% 3,462% 3,493% 3,425% 4,578% 5,552% 149 2,298% 3,462% 3,492% 3,425% 4,577% 5,545% 150 2,299% 3,462% 3,492% 3,426% 4,577% 5,538% Term to maturity Hong Kong New Taiwan New Zealand Indian rupee Mexican peso Rand (in years) dollar dollar dollar 1 4,854% 6,813% 11,265% 0,896% 5,488% 7,756% 2 4,505% 7,015% 10,052% 0,971% 5,340% 7,834% 3 4,207% 7,128% 9,256% 1,030% 5,082% 7,982% 4 4,026% 7,212% 8,955% 1,080% 4,894% 8,159% 5 3,964% 7,257% 8,872% 1,122% 4,787% 8,418% 6 3,915% 7,291% 8,853% 1,156% 4,752% 8,701% 7 3,867% 7,322% 8,853% 1,183% 4,735% 9,025% 8 3,827% 7,349% 8,851% 1,206% 4,728% 9,288% 9 3,799% 7,374% 8,837% 1,223% 4,729% 9,486% 10 3,784% 7,401% 8,802% 1,236% 4,738% 9,639% 11 3,783% 7,410% 8,744% 1,265% 4,751% 9,759% 12 3,789% 7,404% 8,668% 1,306% 4,767% 9,849% 13 3,800% 7,385% 8,580% 1,355% 4,783% 9,911% 14 3,811% 7,359% 8,484% 1,409% 4,798% 9,945% 15 3,820% 7,327% 8,382% 1,465% 4,811% 9,951% 16 3,826% 7,290% 8,278% 1,522% 4,820% 9,929% 17 3,829% 7,251% 8,172% 1,579% 4,826% 9,886% 18 3,829% 7,211% 8,066% 1,635% 4,828% 9,826%L 41/92 EN Official Journal of the European Union 10.2.2023 Term to maturity Hong Kong New Taiwan New Zealand Indian rupee Mexican peso Rand (in years) dollar dollar dollar 19 3,828% 7,169% 7,962% 1,690% 4,825% 9,753% 20 3,826% 7,127% 7,859% 1,743% 4,817% 9,672% 21 3,823% 7,085% 7,758% 1,795% 4,804% 9,584% 22 3,818% 7,044% 7,660% 1,845% 4,787% 9,491% 23 3,814% 7,003% 7,565% 1,893% 4,766% 9,397% 24 3,808% 6,964% 7,474% 1,939% 4,744% 9,300% 25 3,803% 6,925% 7,385% 1,983% 4,720% 9,204% 26 3,797% 6,887% 7,300% 2,025% 4,695% 9,109% 27 3,791% 6,850% 7,218% 2,065% 4,670% 9,015% 28 3,785% 6,815% 7,139% 2,104% 4,644% 8,923% 29 3,779% 6,781% 7,063% 2,141% 4,618% 8,832% 30 3,772% 6,748% 6,990% 2,177% 4,592% 8,745% 31 3,766% 6,716% 6,921% 2,211% 4,566% 8,660% 32 3,760% 6,685% 6,854% 2,243% 4,541% 8,578% 33 3,754% 6,655% 6,790% 2,274% 4,516% 8,499% 34 3,748% 6,627% 6,729% 2,304% 4,492% 8,422% 35 3,742% 6,599% 6,671% 2,333% 4,468% 8,348% 36 3,736% 6,573% 6,615% 2,360% 4,445% 8,278% 37 3,731% 6,547% 6,561% 2,386% 4,423% 8,209% 38 3,725% 6,523% 6,509% 2,412% 4,401% 8,144% 39 3,720% 6,500% 6,460% 2,436% 4,380% 8,081% 40 3,715% 6,477% 6,413% 2,459% 4,360% 8,020% 41 3,710% 6,455% 6,367% 2,481% 4,340% 7,962% 42 3,705% 6,434% 6,324% 2,502% 4,321% 7,906% 43 3,700% 6,414% 6,282% 2,523% 4,303% 7,853% 44 3,695% 6,395% 6,242% 2,543% 4,285% 7,801% 45 3,691% 6,376% 6,203% 2,562% 4,268% 7,752% 46 3,686% 6,358% 6,166% 2,580% 4,251% 7,704% 47 3,682% 6,341% 6,131% 2,597% 4,235% 7,658% 48 3,678% 6,324% 6,097% 2,614% 4,220% 7,614% 49 3,673% 6,308% 6,064% 2,631% 4,205% 7,571% 50 3,670% 6,292% 6,032% 2,646% 4,191% 7,531% 51 3,666% 6,277% 6,001% 2,661% 4,177% 7,491% 52 3,662% 6,263% 5,972% 2,676% 4,163% 7,453% 53 3,658% 6,249% 5,943% 2,690% 4,150% 7,417% 54 3,655% 6,235% 5,916% 2,704% 4,138% 7,381% 55 3,651% 6,222% 5,890% 2,717% 4,125% 7,347%10.2.2023 EN Official Journal of the European Union L 41/93 Term to maturity Hong Kong New Taiwan New Zealand Indian rupee Mexican peso Rand (in years) dollar dollar dollar 56 3,648% 6,210% 5,864% 2,730% 4,114% 7,314% 57 3,645% 6,197% 5,839% 2,742% 4,102% 7,283% 58 3,642% 6,186% 5,815% 2,754% 4,091% 7,252% 59 3,639% 6,174% 5,792% 2,766% 4,080% 7,222% 60 3,636% 6,163% 5,770% 2,777% 4,070% 7,193% 61 3,633% 6,152% 5,748% 2,788% 4,060% 7,166% 62 3,630% 6,142% 5,728% 2,798% 4,050% 7,139% 63 3,627% 6,132% 5,707% 2,808% 4,041% 7,113% 64 3,625% 6,122% 5,688% 2,818% 4,032% 7,087% 65 3,622% 6,113% 5,669% 2,828% 4,023% 7,063% 66 3,619% 6,103% 5,650% 2,837% 4,014% 7,039% 67 3,617% 6,094% 5,632% 2,846% 4,006% 7,016% 68 3,615% 6,086% 5,615% 2,855% 3,998% 6,994% 69 3,612% 6,077% 5,598% 2,864% 3,990% 6,972% 70 3,610% 6,069% 5,581% 2,872% 3,982% 6,951% 71 3,608% 6,061% 5,565% 2,880% 3,975% 6,930% 72 3,606% 6,053% 5,550% 2,888% 3,967% 6,910% 73 3,604% 6,046% 5,535% 2,895% 3,960% 6,891% 74 3,602% 6,038% 5,520% 2,903% 3,953% 6,872% 75 3,600% 6,031% 5,506% 2,910% 3,947% 6,853% 76 3,598% 6,024% 5,492% 2,917% 3,940% 6,836% 77 3,596% 6,017% 5,478% 2,924% 3,934% 6,818% 78 3,594% 6,011% 5,465% 2,931% 3,928% 6,801% 79 3,592% 6,004% 5,452% 2,937% 3,922% 6,785% 80 3,590% 5,998% 5,439% 2,944% 3,916% 6,768% 81 3,589% 5,992% 5,427% 2,950% 3,910% 6,753% 82 3,587% 5,986% 5,415% 2,956% 3,904% 6,737% 83 3,585% 5,980% 5,404% 2,962% 3,899% 6,722% 84 3,584% 5,974% 5,392% 2,968% 3,894% 6,708% 85 3,582% 5,969% 5,381% 2,973% 3,888% 6,693% 86 3,581% 5,963% 5,370% 2,979% 3,883% 6,679% 87 3,579% 5,958% 5,360% 2,984% 3,878% 6,666% 88 3,578% 5,953% 5,349% 2,989% 3,873% 6,653% 89 3,576% 5,948% 5,339% 2,995% 3,869% 6,639% 90 3,575% 5,943% 5,329% 3,000% 3,864% 6,627% 91 3,574% 5,938% 5,319% 3,005% 3,859% 6,614% 92 3,572% 5,933% 5,310% 3,009% 3,855% 6,602%L 41/94 EN Official Journal of the European Union 10.2.2023 Term to maturity Hong Kong New Taiwan New Zealand Indian rupee Mexican peso Rand (in years) dollar dollar dollar 93 3,571% 5,928% 5,301% 3,014% 3,851% 6,590% 94 3,570% 5,924% 5,292% 3,019% 3,846% 6,579% 95 3,568% 5,919% 5,283% 3,023% 3,842% 6,567% 96 3,567% 5,915% 5,274% 3,028% 3,838% 6,556% 97 3,566% 5,911% 5,265% 3,032% 3,834% 6,545% 98 3,565% 5,906% 5,257% 3,036% 3,830% 6,534% 99 3,564% 5,902% 5,249% 3,040% 3,826% 6,524% 100 3,562% 5,898% 5,241% 3,045% 3,822% 6,514% 101 3,561% 5,894% 5,233% 3,049% 3,819% 6,503% 102 3,560% 5,890% 5,225% 3,053% 3,815% 6,494% 103 3,559% 5,887% 5,218% 3,056% 3,812% 6,484% 104 3,558% 5,883% 5,210% 3,060% 3,808% 6,474% 105 3,557% 5,879% 5,203% 3,064% 3,805% 6,465% 106 3,556% 5,876% 5,196% 3,067% 3,801% 6,456% 107 3,555% 5,872% 5,189% 3,071% 3,798% 6,447% 108 3,554% 5,869% 5,182% 3,075% 3,795% 6,438% 109 3,553% 5,865% 5,175% 3,078% 3,792% 6,429% 110 3,552% 5,862% 5,169% 3,081% 3,789% 6,421% 111 3,551% 5,859% 5,162% 3,085% 3,786% 6,413% 112 3,550% 5,856% 5,156% 3,088% 3,783% 6,404% 113 3,550% 5,852% 5,150% 3,091% 3,780% 6,396% 114 3,549% 5,849% 5,143% 3,094% 3,777% 6,389% 115 3,548% 5,846% 5,137% 3,097% 3,774% 6,381% 116 3,547% 5,843% 5,131% 3,100% 3,771% 6,373% 117 3,546% 5,840% 5,126% 3,103% 3,768% 6,366% 118 3,545% 5,837% 5,120% 3,106% 3,766% 6,358% 119 3,545% 5,835% 5,114% 3,109% 3,763% 6,351% 120 3,544% 5,832% 5,109% 3,112% 3,760% 6,344% 121 3,543% 5,829% 5,103% 3,115% 3,758% 6,337% 122 3,542% 5,826% 5,098% 3,118% 3,755% 6,330% 123 3,541% 5,824% 5,093% 3,120% 3,753% 6,323% 124 3,541% 5,821% 5,087% 3,123% 3,750% 6,317% 125 3,540% 5,819% 5,082% 3,126% 3,748% 6,310% 126 3,539% 5,816% 5,077% 3,128% 3,746% 6,304% 127 3,539% 5,814% 5,072% 3,131% 3,743% 6,297% 128 3,538% 5,811% 5,067% 3,133% 3,741% 6,291% 129 3,537% 5,809% 5,063% 3,136% 3,739% 6,285%10.2.2023 EN Official Journal of the European Union L 41/95 Term to maturity Hong Kong New Taiwan New Zealand Indian rupee Mexican peso Rand (in years) dollar dollar dollar 130 3,537% 5,806% 5,058% 3,138% 3,736% 6,279% 131 3,536% 5,804% 5,053% 3,140% 3,734% 6,273% 132 3,535% 5,802% 5,049% 3,143% 3,732% 6,267% 133 3,535% 5,799% 5,044% 3,145% 3,730% 6,261% 134 3,534% 5,797% 5,040% 3,147% 3,728% 6,255% 135 3,533% 5,795% 5,035% 3,150% 3,726% 6,250% 136 3,533% 5,793% 5,031% 3,152% 3,724% 6,244% 137 3,532% 5,791% 5,027% 3,154% 3,722% 6,239% 138 3,532% 5,788% 5,023% 3,156% 3,720% 6,233% 139 3,531% 5,786% 5,018% 3,158% 3,718% 6,228% 140 3,530% 5,784% 5,014% 3,160% 3,716% 6,223% 141 3,530% 5,782% 5,010% 3,162% 3,714% 6,218% 142 3,529% 5,780% 5,006% 3,164% 3,712% 6,213% 143 3,529% 5,778% 5,002% 3,166% 3,710% 6,208% 144 3,528% 5,776% 4,999% 3,168% 3,709% 6,203% 145 3,528% 5,775% 4,995% 3,170% 3,707% 6,198% 146 3,527% 5,773% 4,991% 3,172% 3,705% 6,193% 147 3,527% 5,771% 4,987% 3,174% 3,703% 6,188% 148 3,526% 5,769% 4,984% 3,176% 3,702% 6,184% 149 3,526% 5,767% 4,980% 3,178% 3,700% 6,179% 150 3,525% 5,765% 4,977% 3,180% 3,698% 6,175% Term to maturity South Korean Real Renminbi-yuan Ringgit Russian rouble Singapore dollar (in years) won 1 13,115% 2,097% 3,367% 10,194% 4,156% 3,921% 2 12,615% 2,292% 3,595% 8,858% 3,717% 3,769% 3 12,526% 2,458% 3,705% 8,718% 3,537% 3,647% 4 12,550% 2,595% 3,791% 8,990% 3,448% 3,584% 5 12,607% 2,701% 3,864% 9,351% 3,391% 3,525% 6 12,655% 2,784% 3,924% 9,696% 3,352% 3,482% 7 12,690% 2,854% 3,972% 9,994% 3,324% 3,456% 8 12,722% 2,916% 4,016% 10,248% 3,305% 3,444% 9 12,733% 2,974% 4,052% 10,433% 3,291% 3,434% 10 12,746% 3,028% 4,090% 10,564% 3,283% 3,419% 11 12,719% 3,081% 4,131% 10,645% 3,280% 3,394% 12 12,649% 3,131% 4,175% 10,683% 3,280% 3,364% 13 12,547% 3,180% 4,221% 10,683% 3,281% 3,330%L 41/96 EN Official Journal of the European Union 10.2.2023 Term to maturity South Korean Real Renminbi-yuan Ringgit Russian rouble Singapore dollar (in years) won 14 12,421% 3,226% 4,270% 10,651% 3,284% 3,297% 15 12,278% 3,270% 4,322% 10,591% 3,289% 3,265% 16 12,122% 3,312% 4,378% 10,508% 3,293% 3,235% 17 11,959% 3,352% 4,434% 10,410% 3,298% 3,208% 18 11,789% 3,390% 4,486% 10,300% 3,303% 3,185% 19 11,617% 3,426% 4,531% 10,181% 3,308% 3,165% 20 11,445% 3,461% 4,567% 10,057% 3,312% 3,150% 21 11,273% 3,493% 4,590% 9,930% 3,317% 3,139% 22 11,103% 3,524% 4,603% 9,801% 3,321% 3,131% 23 10,937% 3,554% 4,608% 9,673% 3,324% 3,126% 24 10,774% 3,582% 4,607% 9,545% 3,328% 3,123% 25 10,616% 3,609% 4,601% 9,419% 3,331% 3,122% 26 10,463% 3,635% 4,591% 9,296% 3,334% 3,122% 27 10,315% 3,659% 4,577% 9,176% 3,337% 3,124% 28 10,172% 3,682% 4,562% 9,059% 3,340% 3,126% 29 10,035% 3,705% 4,544% 8,946% 3,343% 3,129% 30 9,902% 3,726% 4,526% 8,837% 3,345% 3,133% 31 9,776% 3,746% 4,506% 8,732% 3,348% 3,137% 32 9,654% 3,766% 4,486% 8,631% 3,350% 3,141% 33 9,538% 3,784% 4,466% 8,533% 3,352% 3,146% 34 9,426% 3,802% 4,446% 8,440% 3,355% 3,150% 35 9,319% 3,819% 4,425% 8,350% 3,357% 3,155% 36 9,217% 3,835% 4,405% 8,263% 3,359% 3,160% 37 9,119% 3,851% 4,385% 8,181% 3,361% 3,165% 38 9,025% 3,866% 4,366% 8,101% 3,362% 3,170% 39 8,935% 3,881% 4,346% 8,025% 3,364% 3,175% 40 8,849% 3,894% 4,328% 7,952% 3,366% 3,180% 41 8,767% 3,908% 4,309% 7,882% 3,367% 3,185% 42 8,688% 3,921% 4,292% 7,815% 3,369% 3,190% 43 8,612% 3,933% 4,274% 7,750% 3,371% 3,194% 44 8,539% 3,945% 4,258% 7,688% 3,372% 3,199% 45 8,470% 3,956% 4,241% 7,629% 3,373% 3,203% 46 8,403% 3,967% 4,226% 7,572% 3,375% 3,208% 47 8,338% 3,978% 4,210% 7,517% 3,376% 3,212% 48 8,277% 3,988% 4,195% 7,464% 3,377% 3,216% 49 8,217% 3,998% 4,181% 7,413% 3,379% 3,220% 50 8,160% 4,007% 4,167% 7,365% 3,380% 3,224%10.2.2023 EN Official Journal of the European Union L 41/97 Term to maturity South Korean Real Renminbi-yuan Ringgit Russian rouble Singapore dollar (in years) won 51 8,105% 4,016% 4,154% 7,317% 3,381% 3,228% 52 8,052% 4,025% 4,141% 7,272% 3,382% 3,232% 53 8,001% 4,034% 4,128% 7,228% 3,383% 3,236% 54 7,952% 4,042% 4,116% 7,186% 3,384% 3,239% 55 7,904% 4,050% 4,104% 7,146% 3,385% 3,243% 56 7,859% 4,058% 4,093% 7,106% 3,386% 3,246% 57 7,814% 4,065% 4,082% 7,068% 3,387% 3,250% 58 7,772% 4,073% 4,071% 7,032% 3,388% 3,253% 59 7,730% 4,080% 4,061% 6,996% 3,389% 3,256% 60 7,691% 4,086% 4,051% 6,962% 3,390% 3,259% 61 7,652% 4,093% 4,041% 6,929% 3,391% 3,262% 62 7,615% 4,099% 4,032% 6,897% 3,392% 3,265% 63 7,578% 4,106% 4,023% 6,866% 3,393% 3,268% 64 7,543% 4,112% 4,014% 6,836% 3,393% 3,270% 65 7,509% 4,117% 4,005% 6,807% 3,394% 3,273% 66 7,476% 4,123% 3,997% 6,778% 3,395% 3,276% 67 7,444% 4,129% 3,989% 6,751% 3,396% 3,278% 68 7,413% 4,134% 3,981% 6,724% 3,397% 3,281% 69 7,383% 4,139% 3,973% 6,698% 3,397% 3,283% 70 7,354% 4,144% 3,966% 6,673% 3,398% 3,285% 71 7,325% 4,149% 3,959% 6,649% 3,399% 3,288% 72 7,298% 4,154% 3,951% 6,625% 3,399% 3,290% 73 7,271% 4,159% 3,945% 6,602% 3,400% 3,292% 74 7,245% 4,163% 3,938% 6,579% 3,401% 3,294% 75 7,219% 4,168% 3,931% 6,558% 3,401% 3,296% 76 7,194% 4,172% 3,925% 6,536% 3,402% 3,298% 77 7,170% 4,176% 3,919% 6,516% 3,402% 3,300% 78 7,147% 4,180% 3,913% 6,495% 3,403% 3,302% 79 7,124% 4,184% 3,907% 6,476% 3,403% 3,304% 80 7,101% 4,188% 3,901% 6,456% 3,404% 3,306% 81 7,080% 4,192% 3,896% 6,438% 3,405% 3,307% 82 7,058% 4,196% 3,890% 6,419% 3,405% 3,309% 83 7,038% 4,200% 3,885% 6,402% 3,406% 3,311% 84 7,017% 4,203% 3,880% 6,384% 3,406% 3,312% 85 6,998% 4,207% 3,875% 6,367% 3,407% 3,314% 86 6,978% 4,210% 3,870% 6,351% 3,407% 3,316% 87 6,960% 4,213% 3,865% 6,334% 3,408% 3,317%L 41/98 EN Official Journal of the European Union 10.2.2023 Term to maturity South Korean Real Renminbi-yuan Ringgit Russian rouble Singapore dollar (in years) won 88 6,941% 4,217% 3,860% 6,319% 3,408% 3,319% 89 6,923% 4,220% 3,856% 6,303% 3,408% 3,320% 90 6,905% 4,223% 3,851% 6,288% 3,409% 3,322% 91 6,888% 4,226% 3,847% 6,273% 3,409% 3,323% 92 6,871% 4,229% 3,842% 6,259% 3,410% 3,324% 93 6,855% 4,232% 3,838% 6,245% 3,410% 3,326% 94 6,839% 4,235% 3,834% 6,231% 3,411% 3,327% 95 6,823% 4,237% 3,830% 6,217% 3,411% 3,328% 96 6,808% 4,240% 3,826% 6,204% 3,411% 3,330% 97 6,792% 4,243% 3,822% 6,191% 3,412% 3,331% 98 6,778% 4,245% 3,818% 6,178% 3,412% 3,332% 99 6,763% 4,248% 3,815% 6,166% 3,413% 3,333% 100 6,749% 4,250% 3,811% 6,153% 3,413% 3,334% 101 6,735% 4,253% 3,807% 6,142% 3,413% 3,335% 102 6,721% 4,255% 3,804% 6,130% 3,414% 3,337% 103 6,708% 4,258% 3,800% 6,118% 3,414% 3,338% 104 6,695% 4,260% 3,797% 6,107% 3,414% 3,339% 105 6,682% 4,262% 3,794% 6,096% 3,415% 3,340% 106 6,669% 4,265% 3,791% 6,085% 3,415% 3,341% 107 6,657% 4,267% 3,787% 6,074% 3,415% 3,342% 108 6,645% 4,269% 3,784% 6,064% 3,416% 3,343% 109 6,633% 4,271% 3,781% 6,054% 3,416% 3,344% 110 6,621% 4,273% 3,778% 6,044% 3,416% 3,345% 111 6,609% 4,275% 3,775% 6,034% 3,417% 3,346% 112 6,598% 4,277% 3,772% 6,024% 3,417% 3,347% 113 6,587% 4,279% 3,769% 6,014% 3,417% 3,348% 114 6,576% 4,281% 3,767% 6,005% 3,417% 3,349% 115 6,565% 4,283% 3,764% 5,996% 3,418% 3,349% 116 6,555% 4,285% 3,761% 5,987% 3,418% 3,350% 117 6,545% 4,287% 3,758% 5,978% 3,418% 3,351% 118 6,534% 4,288% 3,756% 5,969% 3,418% 3,352% 119 6,524% 4,290% 3,753% 5,960% 3,419% 3,353% 120 6,514% 4,292% 3,751% 5,952% 3,419% 3,354% 121 6,505% 4,294% 3,748% 5,944% 3,419% 3,354% 122 6,495% 4,295% 3,746% 5,935% 3,420% 3,355% 123 6,486% 4,297% 3,743% 5,927% 3,420% 3,356% 124 6,477% 4,299% 3,741% 5,919% 3,420% 3,357%10.2.2023 EN Official Journal of the European Union L 41/99 Term to maturity South Korean Real Renminbi-yuan Ringgit Russian rouble Singapore dollar (in years) won 125 6,468% 4,300% 3,739% 5,912% 3,420% 3,357% 126 6,459% 4,302% 3,736% 5,904% 3,420% 3,358% 127 6,450% 4,303% 3,734% 5,896% 3,421% 3,359% 128 6,441% 4,305% 3,732% 5,889% 3,421% 3,360% 129 6,433% 4,306% 3,730% 5,882% 3,421% 3,360% 130 6,424% 4,308% 3,728% 5,875% 3,421% 3,361% 131 6,416% 4,309% 3,725% 5,867% 3,422% 3,362% 132 6,408% 4,311% 3,723% 5,860% 3,422% 3,362% 133 6,400% 4,312% 3,721% 5,854% 3,422% 3,363% 134 6,392% 4,314% 3,719% 5,847% 3,422% 3,364% 135 6,384% 4,315% 3,717% 5,840% 3,422% 3,364% 136 6,377% 4,316% 3,715% 5,834% 3,423% 3,365% 137 6,369% 4,318% 3,713% 5,827% 3,423% 3,366% 138 6,362% 4,319% 3,711% 5,821% 3,423% 3,366% 139 6,355% 4,320% 3,710% 5,814% 3,423% 3,367% 140 6,347% 4,322% 3,708% 5,808% 3,423% 3,367% 141 6,340% 4,323% 3,706% 5,802% 3,424% 3,368% 142 6,333% 4,324% 3,704% 5,796% 3,424% 3,369% 143 6,326% 4,325% 3,702% 5,790% 3,424% 3,369% 144 6,320% 4,327% 3,701% 5,784% 3,424% 3,370% 145 6,313% 4,328% 3,699% 5,779% 3,424% 3,370% 146 6,306% 4,329% 3,697% 5,773% 3,424% 3,371% 147 6,300% 4,330% 3,695% 5,767% 3,425% 3,371% 148 6,293% 4,331% 3,694% 5,762% 3,425% 3,372% 149 6,287% 4,332% 3,692% 5,756% 3,425% 3,372% 150 6,281% 4,334% 3,691% 5,751% 3,425% 3,373% Term to maturity Turkish lira US dollar Yen (in years) 1 12,324% 5,074% - 0,102% 2 9,703% 4,658% - 0,068% 3 8,788% 4,259% - 0,025% 4 8,474% 4,048% 0,061% 5 8,461% 3,949% 0,162% 6 8,630% 3,878% 0,254% 7 8,952% 3,822% 0,325% 8 9,362% 3,783% 0,377%L 41/100 EN Official Journal of the European Union 10.2.2023 Term to maturity Turkish lira US dollar Yen (in years) 9 9,840% 3,742% 0,426% 10 10,213% 3,749% 0,491% 11 10,466% 3,744% 0,578% 12 10,630% 3,728% 0,679% 13 10,724% 3,717% 0,784% 14 10,766% 3,711% 0,882% 15 10,767% 3,706% 0,971% 16 10,736% 3,699% 1,048% 17 10,680% 3,689% 1,115% 18 10,606% 3,674% 1,172% 19 10,517% 3,654% 1,221% 20 10,419% 3,627% 1,263% 21 10,313% 3,593% 1,302% 22 10,202% 3,556% 1,338% 23 10,089% 3,517% 1,371% 24 9,974% 3,480% 1,402% 25 9,859% 3,444% 1,430% 26 9,745% 3,411% 1,456% 27 9,633% 3,379% 1,480% 28 9,523% 3,346% 1,504% 29 9,416% 3,310% 1,529% 30 9,312% 3,270% 1,556% 31 9,211% 3,225% 1,585% 32 9,114% 3,177% 1,617% 33 9,020% 3,127% 1,649% 34 8,929% 3,077% 1,682% 35 8,842% 3,028% 1,716% 36 8,758% 2,981% 1,750% 37 8,677% 2,936% 1,783% 38 8,600% 2,893% 1,817% 39 8,525% 2,854% 1,850% 40 8,454% 2,817% 1,882% 41 8,385% 2,784% 1,914% 42 8,319% 2,754% 1,945% 43 8,256% 2,727% 1,975% 44 8,195% 2,703% 2,004% 45 8,137% 2,683% 2,033%10.2.2023 EN Official Journal of the European Union L 41/101 Term to maturity Turkish lira US dollar Yen (in years) 46 8,081% 2,665% 2,061% 47 8,027% 2,650% 2,088% 48 7,975% 2,638% 2,115% 49 7,925% 2,630% 2,140% 50 7,877% 2,623% 2,165% 51 7,831% 2,620% 2,189% 52 7,786% 2,619% 2,213% 53 7,743% 2,620% 2,235% 54 7,702% 2,623% 2,257% 55 7,662% 2,626% 2,279% 56 7,623% 2,631% 2,299% 57 7,586% 2,637% 2,319% 58 7,550% 2,644% 2,339% 59 7,515% 2,651% 2,358% 60 7,481% 2,658% 2,376% 61 7,449% 2,666% 2,394% 62 7,417% 2,675% 2,411% 63 7,387% 2,683% 2,428% 64 7,357% 2,692% 2,444% 65 7,328% 2,701% 2,460% 66 7,300% 2,709% 2,476% 67 7,273% 2,718% 2,491% 68 7,247% 2,727% 2,505% 69 7,222% 2,736% 2,519% 70 7,197% 2,744% 2,533% 71 7,173% 2,753% 2,547% 72 7,149% 2,761% 2,560% 73 7,127% 2,770% 2,572% 74 7,104% 2,778% 2,585% 75 7,083% 2,786% 2,597% 76 7,062% 2,794% 2,609% 77 7,042% 2,802% 2,620% 78 7,022% 2,810% 2,631% 79 7,002% 2,817% 2,642% 80 6,983% 2,825% 2,653% 81 6,965% 2,832% 2,663% 82 6,947% 2,839% 2,673%L 41/102 EN Official Journal of the European Union 10.2.2023 Term to maturity Turkish lira US dollar Yen (in years) 83 6,929% 2,846% 2,683% 84 6,912% 2,853% 2,693% 85 6,896% 2,860% 2,702% 86 6,879% 2,867% 2,712% 87 6,863% 2,873% 2,721% 88 6,848% 2,879% 2,729% 89 6,832% 2,886% 2,738% 90 6,818% 2,892% 2,746% 91 6,803% 2,898% 2,755% 92 6,789% 2,904% 2,763% 93 6,775% 2,909% 2,771% 94 6,761% 2,915% 2,778% 95 6,748% 2,921% 2,786% 96 6,735% 2,926% 2,793% 97 6,722% 2,931% 2,801% 98 6,709% 2,937% 2,808% 99 6,697% 2,942% 2,815% 100 6,685% 2,947% 2,821% 101 6,673% 2,952% 2,828% 102 6,662% 2,957% 2,835% 103 6,650% 2,961% 2,841% 104 6,639% 2,966% 2,847% 105 6,628% 2,971% 2,854% 106 6,618% 2,975% 2,860% 107 6,607% 2,980% 2,866% 108 6,597% 2,984% 2,872% 109 6,587% 2,988% 2,877% 110 6,577% 2,992% 2,883% 111 6,567% 2,996% 2,888% 112 6,557% 3,000% 2,894% 113 6,548% 3,004% 2,899% 114 6,539% 3,008% 2,905% 115 6,530% 3,012% 2,910% 116 6,521% 3,016% 2,915% 117 6,512% 3,020% 2,920% 118 6,503% 3,023% 2,925% 119 6,495% 3,027% 2,929%10.2.2023 EN Official Journal of the European Union L 41/103 Term to maturity Turkish lira US dollar Yen (in years) 120 6,487% 3,030% 2,934% 121 6,478% 3,034% 2,939% 122 6,470% 3,037% 2,943% 123 6,462% 3,041% 2,948% 124 6,455% 3,044% 2,952% 125 6,447% 3,047% 2,957% 126 6,439% 3,050% 2,961% 127 6,432% 3,053% 2,965% 128 6,425% 3,056% 2,970% 129 6,418% 3,060% 2,974% 130 6,410% 3,063% 2,978% 131 6,403% 3,065% 2,982% 132 6,397% 3,068% 2,986% 133 6,390% 3,071% 2,989% 134 6,383% 3,074% 2,993% 135 6,377% 3,077% 2,997% 136 6,370% 3,080% 3,001% 137 6,364% 3,082% 3,004% 138 6,357% 3,085% 3,008% 139 6,351% 3,088% 3,011% 140 6,345% 3,090% 3,015% 141 6,339% 3,093% 3,018% 142 6,333% 3,095% 3,022% 143 6,327% 3,098% 3,025% 144 6,322% 3,100% 3,028% 145 6,316% 3,103% 3,032% 146 6,310% 3,105% 3,035% 147 6,305% 3,107% 3,038% 148 6,299% 3,110% 3,041% 149 6,294% 3,112% 3,044% 150 6,289% 3,114% 3,047%L 41/104 EN Official Journal of the European Union 10.2.2023 ANNEX II Fundamental spreads for the calculation of the matching adjustment The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC. 1. Exposures to central governments and central banks The fundamental spreads apply to exposures denominated in all currencies. The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years. Duration (in Czech Austria Belgium Bulgaria Croatia Cyprus Denmark years) Republic 1 0 0 28 5 0 22 0 2 0 0 36 5 0 36 0 3 0 0 41 5 0 41 0 4 0 1 44 5 2 43 0 5 0 3 48 5 3 46 0 6 0 4 50 5 5 48 0 7 1 4 53 5 8 50 0 8 2 6 55 4 10 50 0 9 2 7 56 5 11 47 0 10 3 7 58 5 12 47 0 Duration (in Estonia Finland France Germany Greece Hungary Ireland years) 1 0 0 0 0 354 4 14 2 0 0 0 0 221 4 19 3 0 0 0 0 197 4 22 4 1 0 0 0 173 4 23 5 3 0 0 0 159 4 24 6 4 0 0 0 156 4 25 7 4 0 0 0 154 4 26 8 6 0 1 0 158 3 27 9 7 0 2 0 160 1 27 10 7 0 3 0 162 4 28 Duration (in Italy Latvia Lithuania Luxembourg Malta Netherlands Poland years) 1 6 4 4 0 14 0 4 2 14 9 10 0 19 0 4 3 18 12 13 0 22 0 410.2.2023 EN Official Journal of the European Union L 41/105 Duration (in Italy Latvia Lithuania Luxembourg Malta Netherlands Poland years) 4 21 14 15 0 23 0 4 5 23 16 17 0 24 0 4 6 25 17 19 0 25 0 4 7 27 18 21 0 26 0 4 8 28 20 22 0 27 0 4 9 30 21 23 1 27 0 4 10 32 21 24 2 28 0 4 Duration (in United Portugal Romania Slovakia Slovenia Spain Sweden years) Kingdom 1 22 8 11 15 4 0 0 2 36 15 13 18 10 0 0 3 41 17 16 22 13 0 0 4 43 18 17 27 15 0 0 5 46 20 18 30 17 0 0 6 48 21 20 33 19 0 0 7 50 22 21 35 21 0 0 8 50 24 22 36 22 0 0 9 47 25 23 37 23 0 0 10 47 23 23 37 24 0 0 Duration (in Liechten- Norway Switzerland Australia Brazil Canada Chile years) stein 1 0 0 0 0 12 0 16 2 0 0 0 0 12 0 18 3 0 0 0 0 12 0 17 4 0 0 0 0 12 0 17 5 0 0 0 0 12 0 15 6 0 0 0 0 12 0 14 7 0 0 0 0 12 0 14 8 0 0 0 0 12 0 14 9 0 0 0 0 12 0 15 10 0 0 0 0 12 0 13L 41/106 EN Official Journal of the European Union 10.2.2023 Duration (in China Colombia Hong Kong India Japan Malaysia Mexico years) 1 0 12 0 10 0 0 8 2 1 18 0 10 0 0 9 3 2 27 0 10 0 0 10 4 3 34 0 10 0 0 10 5 3 36 0 10 0 0 10 6 4 38 0 10 0 0 10 7 4 40 0 10 0 0 10 8 7 38 0 10 0 0 10 9 5 36 0 10 1 0 10 10 5 38 0 10 1 0 10 Duration (in New Russia Singapore South Africa South Korea Thailand Taiwan years) Zealand 1 0 0 0 7 9 1 4 2 0 0 0 10 11 0 4 3 0 0 0 11 12 0 4 4 0 0 0 12 13 0 4 5 0 2 0 13 15 0 4 6 0 5 0 14 15 0 4 7 0 7 0 16 15 0 4 8 0 11 0 18 15 0 4 9 0 16 0 19 15 0 4 10 0 16 0 21 15 0 4 Duration (in United States years) 1 0 2 0 3 0 4 0 5 0 6 0 7 0 8 0 9 0 10 010.2.2023 EN Official Journal of the European Union L 41/107 2. Exposures to financial institutions 2.1 Euro Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 6 19 42 111 224 514 1 288 2 6 19 42 111 224 514 1 034 3 8 21 44 105 221 511 839 4 9 24 46 108 220 510 692 5 10 26 51 111 220 510 580 6 11 28 55 115 220 510 510 7 12 31 57 118 220 510 510 8 12 31 56 117 220 510 510 9 13 32 56 116 220 510 510 10 13 33 57 116 220 510 510 11 14 34 57 117 220 510 510 12 14 35 57 117 220 510 510 13 15 36 57 117 220 510 510 14 15 36 57 117 220 510 510 15 15 36 57 117 220 510 510 16 15 36 57 117 220 510 510 17 15 36 57 117 220 510 510 18 15 36 57 117 220 510 510 19 15 36 57 117 220 510 510 20 15 36 57 117 220 510 510 21 17 36 57 117 220 510 510 22 18 36 57 117 220 510 510 23 18 36 57 117 220 510 510 24 19 36 57 117 220 510 510 25 19 36 57 117 220 510 510 26 20 36 57 117 220 510 510 27 20 36 57 117 220 510 510 28 21 36 57 117 220 510 510 29 22 36 57 117 220 510 510 30 23 36 57 117 220 510 510L 41/108 EN Official Journal of the European Union 10.2.2023 2.2 Czech koruna Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 18 31 53 122 235 526 1 354 2 19 32 55 123 237 527 1 082 3 20 34 56 118 233 523 875 4 21 36 59 120 232 522 719 5 22 38 63 123 231 521 601 6 22 39 66 126 230 521 521 7 23 41 67 128 230 520 520 8 22 41 66 126 229 519 519 9 21 41 65 125 228 519 519 10 21 42 65 125 228 518 518 11 21 42 65 124 227 517 517 12 21 42 64 124 227 517 517 13 21 42 64 123 226 516 516 14 21 42 63 123 226 516 516 15 20 42 63 122 225 515 515 16 20 41 62 122 225 515 515 17 20 41 62 122 225 515 515 18 20 41 62 122 225 515 515 19 20 41 62 122 225 515 515 20 20 41 62 122 225 515 515 21 20 42 63 122 225 515 515 22 21 42 63 122 225 516 516 23 21 42 63 123 226 516 516 24 21 42 63 123 226 516 516 25 21 42 63 122 225 516 516 26 21 42 63 122 225 516 516 27 22 42 63 122 225 515 515 28 22 42 63 122 225 515 515 29 23 42 63 122 225 515 515 30 23 41 63 122 225 515 51510.2.2023 EN Official Journal of the European Union L 41/109 2.3 Danish krone Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 6 19 42 110 224 514 1 288 2 6 19 42 110 224 514 1 033 3 7 21 43 105 220 510 839 4 9 24 46 107 219 510 692 5 10 26 51 111 219 510 580 6 11 28 54 115 219 510 510 7 12 30 56 118 219 510 510 8 12 31 56 117 219 510 510 9 12 32 56 116 219 510 510 10 13 33 57 116 219 510 510 11 14 34 57 116 219 510 510 12 14 35 57 116 219 510 510 13 14 35 57 116 219 510 510 14 15 36 57 116 219 510 510 15 15 36 57 116 219 510 510 16 15 36 57 116 219 510 510 17 14 36 57 116 219 510 510 18 15 36 57 116 219 510 510 19 15 36 57 116 219 510 510 20 15 36 57 116 219 510 510 21 17 36 57 116 219 510 510 22 18 36 57 116 219 510 510 23 18 36 57 116 219 510 510 24 19 36 57 116 219 510 510 25 19 36 57 116 219 510 510 26 20 36 57 116 219 510 510 27 20 36 57 116 219 510 510 28 21 36 57 116 219 510 510 29 22 36 57 116 219 510 510 30 23 36 57 116 219 510 510L 41/110 EN Official Journal of the European Union 10.2.2023 2.4 Forint Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 78 91 114 183 296 586 1 499 2 75 88 111 179 293 583 1 188 3 79 93 115 177 292 582 954 4 78 93 116 177 289 579 779 5 78 94 119 178 287 577 648 6 77 95 121 182 286 576 576 7 77 95 121 182 284 574 574 8 76 95 120 180 283 573 573 9 75 94 119 179 282 572 572 10 72 92 116 175 279 569 569 11 71 91 114 173 276 567 567 12 70 91 113 172 275 565 565 13 69 91 112 171 274 565 565 14 69 90 112 171 274 564 564 15 69 90 111 171 274 564 564 16 68 90 111 170 273 563 563 17 68 89 110 170 273 563 563 18 68 89 110 169 272 563 563 19 67 88 109 169 272 562 562 20 66 88 109 168 271 561 561 21 66 87 108 168 271 561 561 22 65 86 107 167 270 560 560 23 64 85 106 166 269 559 559 24 63 84 105 165 268 558 558 25 62 83 104 164 267 557 557 26 61 82 103 163 266 556 556 27 60 81 102 162 265 555 555 28 59 80 101 161 264 554 554 29 58 79 100 160 263 553 553 30 57 78 99 159 262 552 55210.2.2023 EN Official Journal of the European Union L 41/111 2.5 Krona Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 11 24 46 115 228 518 1 294 2 12 25 48 116 230 520 1 036 3 14 28 50 112 227 517 841 4 16 31 54 115 227 517 694 5 18 34 59 118 227 517 581 6 19 36 62 123 227 517 517 7 20 38 64 125 227 517 517 8 19 38 63 124 226 516 516 9 19 38 63 123 226 516 516 10 19 39 63 122 225 516 516 11 20 40 63 122 225 516 516 12 20 41 63 122 225 515 515 13 20 41 63 122 225 515 515 14 21 42 63 122 225 516 516 15 21 42 63 122 226 516 516 16 21 42 63 122 225 516 516 17 21 42 63 123 226 516 516 18 21 42 63 123 226 516 516 19 21 42 64 123 226 516 516 20 22 43 64 124 227 517 517 21 22 43 64 124 227 517 517 22 22 44 65 124 227 517 517 23 23 44 65 124 227 518 518 24 23 44 65 124 227 518 518 25 23 44 65 124 227 518 518 26 23 44 65 124 227 517 517 27 22 44 65 124 227 517 517 28 22 44 65 124 227 517 517 29 22 44 65 124 227 517 517 30 23 43 64 124 227 517 517L 41/112 EN Official Journal of the European Union 10.2.2023 2.6 Kuna Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 45 58 81 149 263 553 1 275 2 49 62 85 153 267 557 1 025 3 54 68 90 152 267 557 835 4 58 73 95 156 268 558 691 5 60 76 101 160 269 559 580 6 61 78 105 165 269 560 560 7 62 80 106 168 269 559 559 8 61 80 105 166 268 559 559 9 61 80 104 164 268 558 558 10 60 80 104 163 266 557 557 11 59 80 103 162 265 555 555 12 59 80 102 161 264 554 554 13 58 79 100 160 263 553 553 14 57 78 99 159 262 552 552 15 56 77 99 158 261 551 551 16 55 77 98 157 260 550 550 17 55 76 97 157 260 550 550 18 54 76 97 156 259 549 549 19 54 75 96 156 259 549 549 20 53 75 96 155 258 548 548 21 53 74 95 155 258 548 548 22 52 73 94 154 257 547 547 23 51 73 94 153 256 546 546 24 51 72 93 153 256 546 546 25 50 71 92 152 255 545 545 26 49 70 91 151 254 544 544 27 48 70 91 150 253 543 543 28 47 69 90 149 252 542 542 29 47 68 89 148 251 542 542 30 46 67 88 148 251 541 54110.2.2023 EN Official Journal of the European Union L 41/113 2.7 Lev Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 6 18 41 110 223 513 1 287 2 6 18 41 110 223 513 1 033 3 7 21 43 104 220 510 838 4 8 23 46 107 219 509 692 5 9 25 50 110 219 509 580 6 10 28 54 115 219 509 509 7 12 30 56 117 219 509 509 8 12 30 56 116 219 509 509 9 12 31 56 116 219 509 509 10 12 32 56 116 219 509 509 11 13 33 56 116 219 509 509 12 13 34 56 116 219 509 509 13 14 35 56 116 219 509 509 14 14 35 56 116 219 509 509 15 14 35 56 116 219 509 509 16 14 35 56 116 219 509 509 17 14 35 56 116 219 509 509 18 14 35 56 116 219 509 509 19 15 35 56 116 219 509 509 20 15 35 56 116 219 509 509 21 17 35 56 116 219 509 509 22 18 35 56 116 219 509 509 23 18 35 56 116 219 509 509 24 19 35 56 116 219 509 509 25 19 35 56 116 219 509 509 26 20 35 56 116 219 509 509 27 20 35 56 116 219 509 509 28 21 35 56 116 219 509 509 29 22 35 56 116 219 509 509 30 23 35 56 116 219 509 509L 41/114 EN Official Journal of the European Union 10.2.2023 2.8 Pound sterling Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 8 24 52 140 242 532 1 313 2 8 24 52 140 242 532 1 053 3 9 26 52 128 239 529 854 4 10 28 54 119 237 527 704 5 12 30 56 110 236 526 590 6 14 34 59 104 235 525 525 7 16 36 60 98 234 524 524 8 18 38 59 92 232 523 523 9 20 44 62 87 231 522 522 10 20 44 61 84 231 521 521 11 19 43 60 85 230 520 520 12 19 43 60 87 229 519 519 13 19 43 61 87 228 518 518 14 19 43 61 87 228 518 518 15 19 43 61 87 227 517 517 16 19 43 61 87 226 516 516 17 19 44 61 87 225 515 515 18 19 44 61 87 224 514 514 19 19 44 61 87 224 514 514 20 19 44 61 87 224 515 515 21 19 44 61 87 225 515 515 22 19 44 61 87 224 514 514 23 19 44 61 87 224 514 514 24 19 44 61 87 223 513 513 25 19 44 61 87 222 513 513 26 20 44 61 87 222 512 512 27 20 44 61 87 221 511 511 28 22 44 61 87 221 511 511 29 23 44 61 87 220 510 510 30 23 44 61 87 220 510 51010.2.2023 EN Official Journal of the European Union L 41/115 2.9 Romanian leu Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 84 97 120 189 302 592 1 363 2 83 96 119 187 301 591 1 094 3 83 97 119 181 296 586 891 4 83 98 120 181 293 584 737 5 82 98 123 182 291 581 619 6 81 98 124 185 289 580 580 7 80 98 124 186 287 577 577 8 78 97 122 183 285 575 575 9 76 96 120 180 283 573 573 10 75 95 119 179 282 572 572 11 75 95 118 177 280 570 570 12 73 94 116 176 279 569 569 13 72 93 115 174 277 568 568 14 71 92 113 173 276 566 566 15 70 91 112 172 275 565 565 16 69 90 111 171 274 564 564 17 68 89 110 170 273 563 563 18 67 88 109 169 272 562 562 19 66 87 108 168 271 561 561 20 65 86 108 167 270 560 560 21 64 86 107 166 269 559 559 22 63 85 106 165 268 558 558 23 62 83 105 164 267 557 557 24 61 82 103 163 266 556 556 25 60 81 102 162 265 555 555 26 59 80 101 161 264 554 554 27 58 79 100 160 263 553 553 28 57 78 99 159 262 552 552 29 56 77 98 157 261 551 551 30 55 76 97 156 259 550 550L 41/116 EN Official Journal of the European Union 10.2.2023 2.10 Zloty Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 57 70 93 161 275 565 1 352 2 57 69 92 161 274 564 1 086 3 57 71 93 155 270 560 884 4 58 73 95 156 268 558 730 5 57 74 98 158 267 557 612 6 57 74 100 161 265 555 555 7 57 75 101 162 264 554 554 8 55 74 99 160 263 553 553 9 54 74 98 158 261 551 551 10 54 74 97 157 260 550 550 11 53 74 97 156 259 549 549 12 53 74 96 155 258 549 549 13 53 74 95 155 258 548 548 14 52 74 95 154 257 547 547 15 52 73 94 154 257 547 547 16 51 72 93 153 256 546 546 17 50 72 93 152 255 545 545 18 50 71 92 152 255 545 545 19 49 71 92 151 254 544 544 20 49 71 92 151 254 544 544 21 49 70 91 151 254 544 544 22 49 70 91 150 253 544 544 23 48 69 90 150 253 543 543 24 47 69 90 149 252 542 542 25 47 68 89 149 252 542 542 26 46 67 88 148 251 541 541 27 45 67 88 147 250 540 540 28 45 66 87 146 249 540 540 29 44 65 86 146 249 539 539 30 43 64 85 145 248 538 53810.2.2023 EN Official Journal of the European Union L 41/117 2.11 Norwegian krone Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 31 44 67 136 249 539 1 294 2 32 45 68 136 250 540 1 036 3 32 46 68 130 245 535 840 4 33 48 70 132 244 534 693 5 34 50 75 134 243 533 581 6 34 51 77 138 242 532 532 7 34 52 78 140 241 531 531 8 33 52 77 138 240 531 531 9 33 52 77 137 240 530 530 10 33 53 76 136 239 529 529 11 33 53 76 135 238 529 529 12 32 53 75 135 238 528 528 13 32 53 75 134 237 527 527 14 32 53 74 133 236 527 527 15 31 52 73 133 236 526 526 16 30 52 73 132 235 525 525 17 30 51 72 132 235 525 525 18 30 51 72 132 235 525 525 19 30 51 72 132 235 525 525 20 30 51 72 132 235 525 525 21 30 51 72 132 235 525 525 22 30 51 72 132 235 525 525 23 30 51 72 131 234 525 525 24 29 51 72 131 234 524 524 25 29 50 71 131 234 524 524 26 29 50 71 131 234 524 524 27 29 50 71 130 233 524 524 28 28 50 71 130 233 523 523 29 28 49 70 130 233 523 523 30 28 49 70 129 232 523 523L 41/118 EN Official Journal of the European Union 10.2.2023 2.12 Swiss franc Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 0 4 24 92 206 496 1 247 2 1 5 25 93 207 497 1 000 3 2 5 26 88 203 493 813 4 2 6 29 90 202 492 672 5 4 9 34 93 202 492 564 6 4 11 37 98 202 492 492 7 5 13 39 101 202 492 492 8 7 14 39 100 202 492 492 9 7 15 39 99 202 492 492 10 8 16 39 99 202 492 492 11 9 18 41 100 203 493 493 12 9 17 39 99 202 492 492 13 11 19 40 100 203 493 493 14 12 19 40 99 202 493 493 15 12 18 39 98 201 491 491 16 13 17 38 97 200 491 491 17 13 17 38 97 200 491 491 18 14 17 38 98 201 491 491 19 15 18 38 98 201 491 491 20 15 18 39 98 201 492 492 21 17 19 39 99 202 492 492 22 17 20 39 99 202 492 492 23 18 21 39 99 202 492 492 24 18 22 39 99 202 492 492 25 19 22 39 98 201 492 492 26 20 23 39 98 201 491 491 27 20 23 39 98 201 491 491 28 21 25 40 98 201 491 491 29 22 25 41 98 201 491 491 30 23 26 42 98 201 491 49110.2.2023 EN Official Journal of the European Union L 41/119 2.13 Australian dollar Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 45 58 80 149 262 553 1 304 2 45 58 81 149 263 553 1 047 3 46 60 82 143 259 549 850 4 46 61 84 145 257 547 702 5 47 63 88 147 256 546 589 6 47 64 90 151 255 545 545 7 47 65 91 153 254 545 545 8 46 65 90 151 254 544 544 9 46 65 90 150 253 543 543 10 46 66 89 149 252 542 542 11 45 66 89 148 251 541 541 12 45 66 88 147 251 541 541 13 45 66 87 147 250 540 540 14 44 66 87 146 249 539 539 15 44 65 86 146 249 539 539 16 43 64 85 145 248 538 538 17 43 64 85 145 248 538 538 18 42 63 85 144 247 537 537 19 42 63 84 144 247 537 537 20 42 63 84 143 246 537 537 21 41 63 84 143 246 536 536 22 41 62 83 143 246 536 536 23 40 62 83 142 245 535 535 24 40 61 82 141 244 535 535 25 39 60 81 141 244 534 534 26 38 59 81 140 243 533 533 27 37 59 80 139 242 532 532 28 37 58 79 139 242 532 532 29 36 57 78 138 241 531 531 30 35 57 78 137 240 530 530L 41/120 EN Official Journal of the European Union 10.2.2023 2.14 Baht Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 17 30 53 121 235 525 1 250 2 21 34 56 125 238 529 1 004 3 25 39 61 122 238 528 817 4 28 43 66 127 239 529 676 5 31 47 72 132 240 531 568 6 30 48 74 135 239 529 529 7 35 53 79 140 242 532 532 8 34 53 78 138 241 531 531 9 35 54 79 139 242 532 532 10 37 57 80 140 243 533 533 11 38 59 81 141 244 534 534 12 39 60 82 142 245 535 535 13 40 61 82 142 245 535 535 14 41 62 83 142 245 535 535 15 41 62 83 143 246 536 536 16 40 62 83 142 245 535 535 17 40 62 83 142 245 535 535 18 40 61 82 142 245 535 535 19 40 61 82 142 245 535 535 20 40 61 82 142 245 535 535 21 40 61 82 142 245 535 535 22 40 61 82 141 244 535 535 23 39 60 82 141 244 534 534 24 39 60 81 141 244 534 534 25 38 60 81 140 243 533 533 26 38 59 80 140 243 533 533 27 37 59 80 139 242 532 532 28 37 58 79 139 242 532 532 29 36 58 79 138 241 531 531 30 36 57 78 138 241 531 53110.2.2023 EN Official Journal of the European Union L 41/121 2.15 Canadian dollar Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 18 31 54 122 236 526 1 316 2 19 32 55 123 237 527 1 051 3 21 35 57 119 234 524 850 4 23 38 60 122 234 524 700 5 24 40 65 125 233 524 586 6 25 42 69 129 233 524 524 7 26 44 70 132 233 523 523 8 26 45 70 131 233 523 523 9 26 46 70 130 233 523 523 10 27 47 71 130 233 524 524 11 28 48 71 130 233 524 524 12 28 49 71 131 234 524 524 13 29 50 71 131 234 524 524 14 29 50 71 131 234 524 524 15 29 50 71 131 234 524 524 16 29 50 71 130 233 524 524 17 29 50 71 130 233 524 524 18 29 50 71 130 233 524 524 19 28 50 71 130 233 523 523 20 29 50 71 130 233 524 524 21 28 50 71 130 233 523 523 22 28 49 71 130 233 523 523 23 28 49 70 130 233 523 523 24 27 49 70 129 232 522 522 25 27 48 69 129 232 522 522 26 26 48 69 128 231 521 521 27 26 47 68 128 231 521 521 28 26 47 68 127 230 520 520 29 25 46 67 127 230 520 520 30 25 46 67 127 230 520 520L 41/122 EN Official Journal of the European Union 10.2.2023 2.16 Chilean peso Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 53 65 88 157 270 560 1 402 2 55 68 91 159 273 563 1 102 3 58 72 94 156 271 561 886 4 61 76 98 159 272 562 727 5 63 79 104 163 272 562 608 6 64 81 108 168 273 563 563 7 65 84 110 171 273 563 563 8 65 84 109 170 272 562 562 9 65 85 109 169 272 562 562 10 66 86 109 169 272 562 562 11 66 87 109 169 272 562 562 12 66 87 109 168 271 561 561 13 66 87 108 168 271 561 561 14 65 86 107 167 270 560 560 15 64 86 107 166 269 559 559 16 64 85 106 165 268 559 559 17 63 84 105 165 268 558 558 18 62 84 105 164 267 557 557 19 62 83 104 164 267 557 557 20 61 82 104 163 266 556 556 21 60 82 103 162 265 555 555 22 60 81 102 161 265 555 555 23 59 80 101 161 264 554 554 24 58 79 100 160 263 553 553 25 57 78 99 159 262 552 552 26 56 77 98 158 261 551 551 27 55 76 97 157 260 550 550 28 54 75 96 156 259 549 549 29 53 75 96 155 258 548 548 30 52 74 95 154 257 547 54710.2.2023 EN Official Journal of the European Union L 41/123 2.17 Colombian peso Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 83 96 119 187 301 591 1 450 2 88 101 124 192 306 596 1 170 3 91 105 127 188 304 594 955 4 92 107 130 191 303 593 791 5 96 112 137 196 305 595 665 6 98 115 141 202 306 596 596 7 100 118 144 205 307 597 597 8 101 119 145 205 308 598 598 9 102 121 146 206 309 599 599 10 103 123 146 206 309 599 599 11 103 123 146 206 309 599 599 12 102 123 145 205 308 598 598 13 102 123 144 204 307 597 597 14 100 122 143 202 305 595 595 15 99 120 141 201 304 594 594 16 98 119 140 200 303 593 593 17 96 118 139 198 301 591 591 18 95 116 137 197 300 590 590 19 94 115 136 196 299 589 589 20 92 114 135 194 297 587 587 21 91 112 133 193 296 586 586 22 89 111 132 191 294 584 584 23 88 109 130 189 292 583 583 24 86 107 128 188 291 581 581 25 84 105 127 186 289 579 579 26 83 104 125 184 287 578 578 27 81 102 123 183 286 576 576 28 79 100 122 181 284 574 574 29 78 99 120 179 282 573 573 30 76 97 118 178 281 571 571L 41/124 EN Official Journal of the European Union 10.2.2023 2.18 Hong Kong dollar Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 12 25 48 116 230 520 1 321 2 15 28 51 119 233 523 1 054 3 18 32 54 116 231 521 854 4 21 36 58 120 232 522 703 5 23 39 64 124 233 523 589 6 25 42 68 129 233 523 523 7 26 44 70 132 233 523 523 8 26 45 70 131 233 523 523 9 26 46 70 130 233 523 523 10 27 47 70 130 233 523 523 11 27 48 70 130 233 523 523 12 27 48 70 130 233 523 523 13 27 48 70 129 232 522 522 14 27 48 69 128 231 522 522 15 26 47 68 128 231 521 521 16 25 47 68 127 230 520 520 17 25 46 67 127 230 520 520 18 25 46 67 127 230 520 520 19 25 46 67 127 230 520 520 20 25 46 67 127 230 520 520 21 25 46 67 127 230 520 520 22 25 46 67 127 230 520 520 23 25 46 67 127 230 520 520 24 25 46 67 127 230 520 520 25 25 46 67 127 230 520 520 26 25 46 67 126 229 520 520 27 24 46 67 126 229 519 519 28 24 45 66 126 229 519 519 29 24 45 66 126 229 519 519 30 24 45 66 125 228 519 51910.2.2023 EN Official Journal of the European Union L 41/125 2.19 Indian rupee Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 95 108 130 199 312 602 1 360 2 96 109 131 200 313 604 1 093 3 97 111 133 195 310 600 889 4 99 114 137 198 310 600 735 5 100 117 141 201 310 600 617 6 101 118 144 205 309 600 600 7 102 120 146 208 309 599 599 8 102 121 146 206 309 599 599 9 101 121 145 205 308 598 598 10 101 121 144 204 307 597 597 11 100 120 143 202 305 596 596 12 98 119 141 201 304 594 594 13 97 118 139 199 302 592 592 14 95 117 138 197 300 590 590 15 94 115 136 196 299 589 589 16 92 113 134 194 297 587 587 17 90 112 133 192 295 585 585 18 89 110 131 191 294 584 584 19 88 109 130 190 293 583 583 20 87 108 129 189 292 582 582 21 86 107 128 187 290 581 581 22 84 106 127 186 289 579 579 23 83 105 126 185 288 578 578 24 82 103 124 184 287 577 577 25 81 102 123 183 286 576 576 26 80 101 122 181 284 575 575 27 78 100 121 180 283 573 573 28 77 98 120 179 282 572 572 29 76 97 118 178 281 571 571 30 75 96 117 177 280 570 570L 41/126 EN Official Journal of the European Union 10.2.2023 2.20 Mexican peso Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 310 323 346 414 528 818 1 450 2 87 100 123 191 305 595 1 147 3 91 104 126 188 304 594 924 4 94 109 131 192 305 595 760 5 96 112 137 197 305 596 637 6 98 115 141 202 306 596 596 7 99 117 143 205 306 596 596 8 100 119 144 205 307 597 597 9 100 120 144 204 307 597 597 10 101 121 144 204 307 597 597 11 101 122 144 204 307 597 597 12 102 123 145 204 307 597 597 13 102 123 145 204 307 598 598 14 103 124 145 205 308 598 598 15 104 125 146 206 309 599 599 16 105 126 147 206 309 600 600 17 105 127 148 207 310 600 600 18 106 128 149 208 311 601 601 19 107 128 149 209 312 602 602 20 108 129 150 209 312 603 603 21 108 129 150 209 312 603 603 22 107 128 149 209 312 602 602 23 106 128 149 208 311 601 601 24 105 127 148 207 310 600 600 25 104 126 147 206 309 599 599 26 103 124 145 205 308 598 598 27 102 123 144 203 306 597 597 28 100 121 143 202 305 595 595 29 99 120 141 201 304 594 594 30 97 119 140 199 302 592 59210.2.2023 EN Official Journal of the European Union L 41/127 2.21 New Taiwan dollar Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 0 12 35 103 217 507 1 244 2 1 12 35 103 217 507 997 3 2 14 36 97 213 503 811 4 2 15 38 99 211 501 670 5 4 17 42 101 210 500 562 6 4 18 45 105 209 500 500 7 5 20 46 107 209 499 499 8 7 20 45 106 208 498 498 9 7 20 44 104 207 497 497 10 8 20 44 103 207 497 497 11 9 21 44 103 206 497 497 12 9 22 44 103 206 497 497 13 10 23 44 104 207 497 497 14 11 23 44 104 207 497 497 15 12 24 45 104 207 497 497 16 13 24 45 104 207 497 497 17 13 24 45 105 208 498 498 18 14 25 46 106 209 499 499 19 15 26 47 106 209 499 499 20 15 26 48 107 210 500 500 21 17 27 48 108 211 501 501 22 17 28 49 109 212 502 502 23 18 28 50 109 212 502 502 24 18 29 50 110 213 503 503 25 19 29 50 110 213 503 503 26 20 30 51 110 213 503 503 27 20 30 51 110 213 504 504 28 21 30 51 111 214 504 504 29 22 30 51 111 214 504 504 30 23 31 52 111 214 504 504L 41/128 EN Official Journal of the European Union 10.2.2023 2.22 New Zealand dollar Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 51 64 87 155 269 559 1 334 2 52 65 88 156 270 560 1 067 3 53 67 89 150 266 556 865 4 53 68 91 152 264 554 712 5 54 70 95 155 263 554 597 6 55 72 98 159 263 553 553 7 55 73 99 160 262 552 552 8 54 73 98 159 261 551 551 9 54 73 98 157 261 551 551 10 53 73 97 156 259 550 550 11 52 73 96 155 258 548 548 12 51 72 94 154 257 547 547 13 50 71 93 152 255 546 546 14 49 70 92 151 254 544 544 15 48 69 90 150 253 543 543 16 47 68 89 149 252 542 542 17 46 67 88 148 251 541 541 18 45 66 87 147 250 540 540 19 44 65 86 146 249 539 539 20 44 65 86 146 249 539 539 21 43 64 86 145 248 538 538 22 43 64 85 144 247 538 538 23 42 63 84 144 247 537 537 24 41 63 84 143 246 536 536 25 41 62 83 142 245 536 536 26 40 61 82 142 245 535 535 27 39 60 82 141 244 534 534 28 39 60 81 140 243 534 534 29 38 59 80 140 243 533 533 30 37 59 80 139 242 532 53210.2.2023 EN Official Journal of the European Union L 41/129 2.23 Rand Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 114 127 150 218 332 622 1 379 2 115 128 151 220 333 623 1 106 3 118 132 154 216 331 621 901 4 121 136 158 220 332 622 745 5 123 139 164 224 332 622 627 6 125 142 168 229 333 623 623 7 126 144 170 231 333 623 623 8 126 144 170 230 333 623 623 9 126 145 169 229 332 623 623 10 126 146 169 229 332 622 622 11 125 146 169 228 331 621 621 12 124 145 167 227 330 620 620 13 123 144 166 225 328 618 618 14 122 143 164 224 327 617 617 15 120 141 162 222 325 615 615 16 118 139 160 220 323 613 613 17 116 137 158 218 321 611 611 18 114 135 156 216 319 609 609 19 112 133 155 214 317 607 607 20 111 132 153 212 315 606 606 21 109 130 151 211 314 604 604 22 107 128 149 209 312 602 602 23 105 126 148 207 310 600 600 24 103 125 146 205 308 598 598 25 101 123 144 203 306 596 596 26 100 121 142 201 304 595 595 27 98 119 140 200 303 593 593 28 96 117 138 198 301 591 591 29 94 116 137 196 299 589 589 30 93 114 135 195 298 588 588L 41/130 EN Official Journal of the European Union 10.2.2023 2.24 Real Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 167 180 203 271 385 675 1 487 2 176 189 212 280 394 684 1 187 3 182 196 218 279 395 685 964 4 185 200 222 283 395 685 796 5 186 202 227 287 396 686 686 6 187 204 230 291 395 685 685 7 187 205 231 292 394 684 684 8 186 204 230 290 393 683 683 9 185 204 229 289 392 682 682 10 184 204 228 287 391 681 681 11 183 204 226 286 389 679 679 12 181 202 224 284 387 677 677 13 179 200 222 281 384 674 674 14 176 198 219 278 381 671 671 15 173 195 216 275 378 668 668 16 171 192 213 272 375 666 666 17 168 189 210 269 372 663 663 18 165 186 207 267 370 660 660 19 162 183 204 264 367 657 657 20 159 180 201 261 364 654 654 21 156 177 198 258 361 651 651 22 153 174 195 255 358 648 648 23 150 171 192 252 355 645 645 24 147 168 189 249 352 642 642 25 144 165 186 245 349 639 639 26 141 162 183 243 346 636 636 27 138 159 180 240 343 633 633 28 135 156 177 237 340 630 630 29 132 153 175 234 337 627 627 30 130 151 172 231 334 625 62510.2.2023 EN Official Journal of the European Union L 41/131 2.25 Renminbi-yuan Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 32 45 68 136 250 540 1 267 2 33 46 69 137 250 541 1 017 3 34 48 70 132 247 537 828 4 35 50 73 134 246 536 685 5 36 52 77 137 246 536 575 6 37 54 80 141 245 535 535 7 37 55 81 143 244 534 534 8 36 55 80 141 243 533 533 9 35 55 79 139 242 533 533 10 35 55 79 139 242 532 532 11 35 56 79 138 241 531 531 12 35 56 78 138 241 531 531 13 35 56 78 137 240 530 530 14 35 56 77 137 240 530 530 15 35 56 77 136 239 530 530 16 35 56 77 136 239 529 529 17 35 56 77 136 239 530 530 18 35 56 77 136 239 530 530 19 35 56 77 137 240 530 530 20 35 56 77 137 240 530 530 21 35 56 77 137 240 530 530 22 35 56 77 137 240 530 530 23 35 56 77 136 239 530 530 24 34 56 77 136 239 529 529 25 34 55 76 136 239 529 529 26 34 55 76 136 239 529 529 27 33 55 76 135 238 528 528 28 33 54 75 135 238 528 528 29 33 54 75 135 238 528 528 30 32 54 75 134 237 527 527L 41/132 EN Official Journal of the European Union 10.2.2023 2.26 Ringgit Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 30 42 65 134 247 537 1 292 2 31 44 67 135 249 539 1 038 3 34 48 70 132 247 537 844 4 37 52 74 135 247 537 698 5 39 55 80 139 248 538 586 6 40 57 83 144 248 538 538 7 42 60 86 147 249 539 539 8 42 61 86 146 249 539 539 9 42 62 86 146 249 539 539 10 43 63 87 146 249 540 540 11 44 65 87 147 250 540 540 12 45 66 88 147 250 540 540 13 45 66 88 147 250 540 540 14 45 66 87 147 250 540 540 15 45 66 87 147 250 540 540 16 45 66 87 147 250 540 540 17 45 66 87 147 250 540 540 18 45 66 87 147 250 540 540 19 45 66 88 147 250 540 540 20 46 67 88 147 250 541 541 21 46 67 88 148 251 541 541 22 46 67 88 147 250 541 541 23 45 67 88 147 250 540 540 24 45 66 87 147 250 540 540 25 44 66 87 146 249 539 539 26 44 65 86 146 249 539 539 27 43 65 86 145 248 538 538 28 43 64 85 145 248 538 538 29 42 63 84 144 247 537 537 30 42 63 84 143 246 537 53710.2.2023 EN Official Journal of the European Union L 41/133 2.27 Russian rouble Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 127 140 163 231 345 635 1 428 2 126 139 162 230 344 634 1 128 3 126 140 162 224 339 629 915 4 127 142 164 225 337 628 757 5 127 143 168 228 337 627 637 6 127 144 170 231 335 625 625 7 127 145 171 233 334 624 624 8 126 145 170 231 334 624 624 9 125 145 169 229 332 623 623 10 125 146 169 229 332 622 622 11 125 146 169 228 331 621 621 12 125 146 167 227 330 620 620 13 124 145 166 226 329 619 619 14 123 144 165 225 328 618 618 15 121 142 163 223 326 616 616 16 119 140 161 221 324 614 614 17 116 138 159 218 321 611 611 18 114 136 157 216 319 609 609 19 112 134 155 214 317 607 607 20 110 131 153 212 315 605 605 21 108 129 150 210 313 603 603 22 106 127 148 208 311 601 601 23 104 125 146 205 308 599 599 24 101 123 144 203 306 596 596 25 99 120 142 201 304 594 594 26 97 118 139 199 302 592 592 27 95 116 137 197 300 590 590 28 93 114 135 195 298 588 588 29 91 112 133 193 296 586 586 30 89 110 131 191 294 584 584L 41/134 EN Official Journal of the European Union 10.2.2023 2.28 Singapore dollar Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 1 14 37 105 219 509 1 307 2 3 16 39 107 221 511 1 042 3 6 19 41 103 219 509 845 4 8 23 45 107 219 509 697 5 10 26 51 111 219 509 584 6 11 29 55 116 220 510 510 7 13 31 57 118 220 510 510 8 13 32 57 117 220 510 510 9 13 32 57 117 220 510 510 10 13 33 57 116 220 510 510 11 14 34 57 116 219 510 510 12 14 35 57 116 219 509 509 13 14 35 56 116 219 509 509 14 14 35 56 116 219 509 509 15 14 35 56 115 218 509 509 16 13 34 56 115 218 508 508 17 14 34 56 115 218 508 508 18 14 35 56 115 218 508 508 19 15 35 56 115 218 508 508 20 16 35 56 116 219 509 509 21 17 36 57 116 219 509 509 22 18 36 57 117 220 510 510 23 18 36 57 117 220 510 510 24 19 36 57 117 220 510 510 25 19 36 57 117 220 510 510 26 20 36 58 117 220 510 510 27 20 37 58 117 220 510 510 28 22 37 58 117 220 510 510 29 22 37 58 117 220 510 510 30 23 37 58 117 220 510 51010.2.2023 EN Official Journal of the European Union L 41/135 2.29 South Korean won Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 36 48 71 140 253 543 1 303 2 36 49 72 140 254 544 1 042 3 36 50 72 134 249 539 845 4 36 51 74 135 247 537 697 5 37 53 78 137 246 536 584 6 39 56 82 143 247 537 537 7 37 55 81 142 244 534 534 8 40 59 84 144 247 537 537 9 39 58 83 143 246 536 536 10 34 54 78 138 241 531 531 11 31 51 74 133 236 527 527 12 28 49 71 130 233 524 524 13 26 47 69 128 231 521 521 14 24 46 67 126 229 519 519 15 23 44 65 125 228 518 518 16 22 43 64 123 226 517 517 17 21 42 63 123 226 516 516 18 20 41 62 122 225 515 515 19 20 41 62 122 225 515 515 20 20 41 62 122 225 515 515 21 20 41 62 122 225 515 515 22 20 41 62 122 225 515 515 23 20 41 62 121 224 515 515 24 20 41 62 121 224 515 515 25 19 41 62 121 224 514 514 26 20 41 62 121 224 514 514 27 20 40 61 121 224 514 514 28 22 40 61 121 224 514 514 29 22 40 61 121 224 514 514 30 23 40 61 120 223 514 514L 41/136 EN Official Journal of the European Union 10.2.2023 2.30 Turkish lira Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 211 224 246 315 428 719 1 471 2 207 220 243 312 425 715 1 146 3 204 218 240 301 417 707 922 4 201 216 238 299 411 702 758 5 197 213 238 298 406 696 696 6 193 210 237 297 401 692 692 7 190 208 234 295 397 687 687 8 185 204 230 290 393 683 683 9 181 201 225 285 388 678 678 10 178 198 221 281 384 674 674 11 174 195 217 277 380 670 670 12 170 191 213 273 376 666 666 13 167 188 209 269 372 662 662 14 163 184 205 265 368 658 658 15 159 181 202 261 364 654 654 16 156 177 198 258 361 651 651 17 153 174 195 254 357 648 648 18 149 171 192 251 354 644 644 19 146 168 189 248 351 641 641 20 143 165 186 245 348 638 638 21 141 162 183 242 345 636 636 22 138 159 180 239 342 633 633 23 135 156 177 237 340 630 630 24 132 153 174 234 337 627 627 25 129 150 171 231 334 624 624 26 126 148 169 228 331 621 621 27 124 145 166 226 329 619 619 28 121 143 164 223 326 616 616 29 119 140 161 221 324 614 614 30 117 138 159 218 321 612 61210.2.2023 EN Official Journal of the European Union L 41/137 2.31 US dollar Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 8 25 48 100 235 525 1 325 2 8 25 48 100 235 525 1 057 3 10 28 50 97 233 523 855 4 12 32 54 95 233 523 704 5 16 38 59 98 234 524 590 6 18 42 63 95 234 524 524 7 19 44 63 90 234 525 525 8 18 43 62 89 234 525 525 9 19 45 64 92 234 525 525 10 21 48 67 96 234 525 525 11 23 50 68 99 234 525 525 12 24 52 69 100 234 525 525 13 26 54 70 100 234 525 525 14 26 54 71 100 234 524 524 15 26 55 71 100 234 524 524 16 26 55 71 100 234 524 524 17 26 55 71 100 234 524 524 18 26 55 71 100 234 524 524 19 26 55 71 100 234 524 524 20 26 55 71 100 234 525 525 21 26 55 71 100 235 525 525 22 26 55 71 100 235 525 525 23 26 55 71 100 235 525 525 24 26 55 71 100 234 525 525 25 26 55 71 100 234 524 524 26 26 55 71 100 234 524 524 27 26 55 71 100 234 524 524 28 26 55 71 100 233 523 523 29 26 55 71 100 233 523 523 30 26 55 71 100 233 523 523L 41/138 EN Official Journal of the European Union 10.2.2023 2.32 Yen Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality quality quality quality quality quality years) step 6 step 0 step 1 step 2 step 3 step 4 step 5 1 0 3 15 83 197 487 1 225 2 1 5 13 82 195 485 981 3 2 5 13 75 190 480 797 4 2 6 15 76 188 478 659 5 4 6 19 79 187 478 553 6 4 7 22 83 187 477 477 7 5 9 24 85 187 477 477 8 7 9 23 84 187 477 477 9 7 10 23 83 186 477 477 10 8 10 24 83 187 477 477 11 9 11 24 84 187 477 477 12 9 13 24 84 187 477 477 13 10 13 24 84 187 477 477 14 11 14 25 84 187 477 477 15 12 14 25 85 188 478 478 16 13 15 26 85 188 478 478 17 13 16 27 85 188 478 478 18 14 17 28 86 189 479 479 19 14 18 30 86 189 479 479 20 15 18 31 87 190 480 480 21 16 19 32 87 190 480 480 22 17 20 33 87 190 481 481 23 18 21 34 88 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Other exposures 3.1 Euro Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 2 14 20 42 159 307 3 179 2 2 14 20 42 159 350 2 377 3 2 14 23 46 154 365 1 795 4 2 15 26 50 151 365 1 388 5 3 17 29 52 151 356 1 100 6 4 20 31 55 151 343 892 7 6 22 33 57 151 326 737 8 6 23 34 60 151 309 620 9 6 24 36 63 151 291 528 10 6 25 37 64 151 274 454 11 7 25 38 65 151 257 394 12 7 25 38 66 151 245 345 13 7 26 38 66 151 245 304 14 7 26 38 66 151 245 269 15 7 26 40 66 151 245 245 16 7 26 43 66 151 245 245 17 7 26 45 66 151 245 245 18 7 26 47 66 151 245 245 19 7 26 50 66 151 245 245 20 7 26 52 66 151 245 245 21 7 26 55 66 151 245 245 22 9 26 57 66 151 245 245 23 9 26 59 66 151 245 245 24 10 26 62 66 151 245 245 25 10 26 64 67 151 245 245 26 10 26 67 68 151 245 245 27 11 26 69 70 151 245 245 28 11 26 72 72 151 245 245 29 11 26 74 74 151 245 245 30 12 26 77 76 151 245 245L 41/140 EN Official Journal of the European Union 10.2.2023 3.2 Czech koruna Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 13 25 32 53 170 323 3 351 2 15 27 33 54 172 366 2 496 3 14 27 36 59 167 380 1 878 4 14 28 38 63 164 378 1 446 5 14 29 40 64 163 368 1 143 6 15 31 42 66 162 353 924 7 16 32 43 67 161 336 763 8 15 32 44 69 161 318 640 9 15 33 44 71 160 299 545 10 15 33 46 73 160 281 468 11 14 33 45 73 159 264 406 12 14 33 45 73 158 252 355 13 13 32 45 72 158 251 313 14 13 32 44 71 157 251 277 15 13 31 44 71 157 250 250 16 12 31 44 71 156 250 250 17 12 31 46 71 156 250 250 18 12 31 48 71 156 250 250 19 12 31 51 71 156 250 250 20 12 31 54 71 157 250 250 21 13 31 57 71 157 250 250 22 13 31 58 71 157 251 251 23 13 32 61 71 157 251 251 24 13 32 63 71 157 251 251 25 13 32 66 71 157 251 251 26 13 31 68 71 157 251 251 27 13 31 71 72 157 250 250 28 13 31 73 73 157 250 250 29 13 31 76 75 157 250 250 30 12 31 79 78 157 250 25010.2.2023 EN Official Journal of the European Union L 41/141 3.3 Danish krone Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 2 14 20 41 159 307 3 179 2 2 14 20 41 159 350 2 376 3 1 14 23 46 153 365 1 795 4 1 15 25 50 151 365 1 388 5 2 17 29 52 151 356 1 100 6 4 20 31 55 151 343 892 7 5 22 33 57 151 326 737 8 6 23 34 60 151 309 620 9 6 24 35 62 151 291 527 10 6 25 37 64 151 274 454 11 7 25 38 65 151 257 394 12 7 25 38 65 151 244 345 13 7 25 38 65 151 244 304 14 7 25 38 65 151 244 269 15 7 25 40 65 151 244 244 16 7 25 43 65 151 244 244 17 7 25 45 65 151 244 244 18 7 25 47 65 151 244 244 19 7 25 50 65 151 244 244 20 7 25 52 65 151 244 244 21 7 25 55 65 151 244 244 22 9 25 57 65 151 244 244 23 9 25 59 65 151 244 244 24 10 25 62 65 151 244 244 25 10 25 64 67 151 244 244 26 10 25 67 68 151 245 245 27 11 25 69 70 151 245 245 28 11 25 72 72 151 245 245 29 11 25 74 74 151 245 245 30 12 26 77 76 151 245 245L 41/142 EN Official Journal of the European Union 10.2.2023 3.4 Forint Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 74 86 92 114 231 356 3 733 2 71 83 89 110 228 400 2 761 3 73 86 94 118 225 413 2 063 4 71 85 95 120 221 408 1 579 5 70 85 96 120 219 395 1 242 6 70 86 97 121 218 378 1 001 7 70 87 97 122 216 359 824 8 69 86 97 123 215 339 690 9 68 86 98 125 214 319 586 10 66 84 96 124 210 304 504 11 64 82 95 122 208 301 437 12 62 81 94 121 207 300 382 13 62 80 93 120 206 300 336 14 61 80 93 120 206 299 299 15 61 80 92 120 206 299 299 16 61 79 92 119 205 298 298 17 60 79 91 119 205 298 298 18 60 78 91 118 204 298 298 19 59 78 90 118 204 297 297 20 59 77 90 117 203 296 296 21 58 77 89 117 202 296 296 22 57 76 88 116 202 295 295 23 56 75 87 115 201 294 294 24 55 74 86 114 200 293 293 25 54 73 85 113 199 292 292 26 53 72 84 112 198 291 291 27 52 71 83 111 197 290 290 28 51 70 82 110 196 289 289 29 50 69 81 109 195 288 288 30 49 68 83 108 194 287 28710.2.2023 EN Official Journal of the European Union L 41/143 3.5 Krona Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 6 18 25 46 163 309 3 195 2 8 20 26 47 165 351 2 383 3 8 21 29 53 160 366 1 800 4 9 23 33 57 159 366 1 391 5 10 25 36 60 159 357 1 102 6 11 27 38 63 159 343 893 7 13 29 40 64 158 326 738 8 12 30 41 66 158 309 620 9 12 30 42 69 158 291 528 10 12 31 43 70 157 274 454 11 13 31 44 71 157 257 394 12 13 31 44 71 157 250 345 13 13 31 44 71 157 250 304 14 13 31 44 71 157 251 269 15 13 32 44 71 157 251 251 16 13 31 44 71 157 250 250 17 13 32 45 72 157 251 251 18 13 32 47 72 158 251 251 19 13 32 50 72 158 251 251 20 14 33 53 73 158 252 252 21 14 33 55 73 159 252 252 22 15 33 58 73 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20 46 64 77 104 190 283 283 21 45 64 76 104 190 283 283 22 44 63 75 103 189 282 282 23 44 62 75 102 188 281 281 24 43 62 74 101 187 281 281 25 42 61 73 101 187 280 280 26 41 60 72 100 186 279 279 27 40 59 72 99 185 278 278 28 40 58 73 98 184 277 277 29 39 58 76 97 183 277 277 30 38 57 78 97 183 276 27610.2.2023 EN Official Journal of the European Union L 41/145 3.7 Lev Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 1 13 20 41 158 307 3 177 2 1 13 20 41 158 350 2 375 3 1 13 22 45 153 365 1 794 4 1 15 25 49 150 365 1 387 5 2 16 28 51 150 356 1 099 6 3 19 30 54 150 342 891 7 5 21 32 56 150 326 737 8 5 22 33 59 150 309 619 9 5 23 35 62 150 291 527 10 6 24 36 64 150 274 454 11 6 24 37 64 150 257 394 12 6 25 37 65 150 244 345 13 6 25 37 65 150 244 303 14 6 25 38 65 150 244 269 15 6 25 40 65 150 244 244 16 6 25 43 65 150 244 244 17 6 25 45 65 150 244 244 18 6 25 47 65 150 244 244 19 7 25 50 65 150 244 244 20 7 25 52 65 150 244 244 21 7 25 55 65 150 244 244 22 9 25 57 65 150 244 244 23 9 25 59 65 151 244 244 24 9 25 62 65 151 244 244 25 10 25 64 67 151 244 244 26 10 25 67 68 151 244 244 27 11 25 69 70 151 244 244 28 11 25 72 72 151 244 244 29 11 25 74 73 151 244 244 30 12 26 77 76 151 244 244L 41/146 EN Official Journal of the European Union 10.2.2023 3.8 Pound sterling Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 0 10 22 44 177 313 3 245 2 0 10 22 44 177 356 2 424 3 1 10 23 49 172 372 1 830 4 1 13 26 54 169 371 1 413 5 1 16 28 58 168 362 1 119 6 2 18 32 59 166 347 906 7 4 21 36 60 165 331 749 8 6 24 37 59 164 313 628 9 9 30 42 58 163 295 535 10 11 34 42 57 162 277 460 11 10 33 42 57 162 260 399 12 9 32 42 57 161 254 349 13 8 31 42 58 160 253 307 14 8 31 43 58 159 253 272 15 8 31 43 58 159 252 252 16 8 31 43 58 157 251 251 17 9 31 46 58 157 250 250 18 9 31 48 58 156 249 249 19 9 31 50 58 156 249 249 20 9 31 53 58 156 250 250 21 9 31 55 59 156 250 250 22 9 31 58 61 156 249 249 23 9 31 61 63 156 249 249 24 10 32 63 65 155 248 248 25 10 32 66 67 154 248 248 26 10 32 67 69 154 247 247 27 11 32 71 71 153 246 246 28 11 32 73 73 153 246 246 29 11 32 75 75 152 245 245 30 12 32 78 77 152 245 24510.2.2023 EN Official Journal of the European Union L 41/147 3.9 Romanian leu Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 80 92 99 120 237 332 3 376 2 79 91 97 118 236 370 2 526 3 77 90 98 122 229 387 1 914 4 75 89 99 124 225 388 1 483 5 74 89 100 124 223 380 1 178 6 74 90 101 125 221 366 957 7 73 90 100 125 219 350 793 8 71 89 100 125 217 332 667 9 70 88 99 126 215 314 569 10 69 87 99 127 214 307 490 11 68 86 99 126 212 305 426 12 66 85 97 125 211 304 373 13 65 83 96 123 209 302 328 14 63 82 94 122 208 301 301 15 62 81 93 121 207 300 300 16 61 80 92 120 205 299 299 17 60 79 91 119 204 298 298 18 59 78 90 118 204 297 297 19 58 77 89 117 203 296 296 20 57 76 89 116 202 295 295 21 57 75 88 115 201 294 294 22 56 74 87 114 200 293 293 23 54 73 86 113 199 292 292 24 53 72 84 112 198 291 291 25 52 71 83 111 197 290 290 26 51 70 82 110 196 289 289 27 50 69 81 109 194 288 288 28 49 68 80 108 193 287 287 29 48 67 80 106 192 286 286 30 47 66 82 105 191 285 285L 41/148 EN Official Journal of the European Union 10.2.2023 3.10 Zloty Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 53 65 71 92 210 322 3 346 2 52 64 71 92 209 368 2 506 3 51 64 72 96 203 384 1 898 4 50 64 74 99 200 385 1 468 5 50 65 76 99 199 376 1 164 6 50 65 77 101 197 361 944 7 50 67 77 102 196 344 780 8 49 66 77 103 194 326 655 9 48 66 77 104 193 307 557 10 47 65 78 105 192 289 479 11 46 65 77 105 191 284 416 12 46 64 77 104 190 284 364 13 45 64 76 104 190 283 320 14 45 63 76 103 189 282 283 15 44 63 75 103 188 282 282 16 43 62 74 102 188 281 281 17 43 61 74 101 187 280 280 18 42 61 73 101 187 280 280 19 42 60 73 100 186 279 279 20 42 60 73 100 186 279 279 21 41 60 72 100 186 279 279 22 41 59 72 99 185 279 279 23 40 59 71 99 185 278 278 24 40 58 71 98 184 277 277 25 39 58 70 97 183 277 277 26 38 57 70 97 183 276 276 27 38 56 72 96 182 275 275 28 37 55 75 95 181 274 274 29 36 55 78 95 180 274 274 30 35 54 80 94 180 273 27310.2.2023 EN Official Journal of the European Union L 41/149 3.11 Norwegian krone Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 27 39 45 67 184 309 3 194 2 28 40 46 67 184 351 2 382 3 26 39 48 71 179 366 1 799 4 26 39 50 74 175 366 1 390 5 26 41 52 75 175 357 1 102 6 27 42 54 78 174 343 893 7 27 44 55 79 173 327 739 8 27 44 55 81 172 309 621 9 26 44 56 83 172 292 528 10 26 44 57 84 171 274 455 11 26 44 57 84 170 264 395 12 25 44 56 84 170 263 346 13 24 43 56 83 169 262 304 14 24 42 55 82 168 262 270 15 23 42 54 82 168 261 261 16 23 41 54 81 167 260 260 17 22 41 53 81 167 260 260 18 22 41 53 81 167 260 260 19 22 41 53 81 166 260 260 20 22 41 53 81 167 260 260 21 22 41 55 81 167 260 260 22 22 41 58 81 166 260 260 23 22 41 59 80 166 260 260 24 22 40 62 80 166 259 259 25 21 40 65 80 166 259 259 26 21 40 67 80 166 259 259 27 21 39 70 79 165 259 259 28 21 39 72 79 165 258 258 29 20 39 74 79 165 258 258 30 20 39 78 78 164 258 258L 41/150 EN Official Journal of the European Union 10.2.2023 3.12 Swiss franc Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 0 0 4 23 140 298 3 072 2 0 1 6 24 141 339 2 295 3 1 1 9 29 136 354 1 736 4 1 3 12 33 134 355 1 344 5 1 4 15 35 134 346 1 066 6 2 4 17 38 134 333 865 7 2 6 20 40 134 318 716 8 2 6 22 42 134 301 602 9 4 7 24 45 134 284 513 10 4 9 27 47 134 267 441 11 4 9 30 49 135 251 383 12 4 9 32 48 134 235 336 13 4 11 34 49 134 228 296 14 5 11 37 48 134 228 262 15 6 13 40 47 133 226 233 16 6 13 41 48 132 226 226 17 6 14 44 49 132 226 226 18 6 15 47 51 132 226 226 19 7 16 49 54 133 226 226 20 7 16 51 55 133 227 227 21 7 18 54 57 134 227 227 22 8 19 56 60 134 227 227 23 8 19 58 61 134 227 227 24 8 21 61 63 133 227 227 25 9 21 63 65 134 226 226 26 9 22 66 67 135 226 226 27 10 23 68 69 136 226 226 28 10 24 70 71 138 226 226 29 10 25 73 73 139 226 226 30 11 26 75 75 140 226 22610.2.2023 EN Official Journal of the European Union L 41/151 3.13 Australian dollar Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 40 52 59 80 197 311 3 221 2 40 52 59 80 197 355 2 409 3 40 52 61 84 192 370 1 821 4 39 53 63 88 189 370 1 409 5 39 54 65 89 188 362 1 117 6 40 56 67 91 187 348 907 7 40 57 68 92 186 332 751 8 40 57 68 94 185 315 631 9 39 57 69 96 185 297 538 10 39 57 70 97 184 280 463 11 38 57 69 97 183 276 402 12 38 56 69 96 182 276 352 13 37 56 68 96 182 275 310 14 37 55 68 95 181 274 274 15 36 55 67 95 181 274 274 16 35 54 66 94 180 273 273 17 35 54 66 93 179 273 273 18 34 53 66 93 179 272 272 19 34 53 65 93 178 272 272 20 34 52 65 92 178 272 272 21 34 52 65 92 178 271 271 22 33 52 64 92 178 271 271 23 33 51 64 91 177 270 270 24 32 51 63 90 176 270 270 25 31 50 66 90 176 269 269 26 30 49 68 89 175 268 268 27 30 48 71 88 174 267 267 28 29 48 73 87 173 267 267 29 28 47 76 87 173 266 266 30 27 46 78 86 172 265 265L 41/152 EN Official Journal of the European Union 10.2.2023 3.14 Baht Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 13 25 31 52 170 299 3 079 2 16 28 35 56 173 341 2 304 3 19 32 40 64 171 356 1 746 4 21 35 45 70 171 357 1 352 5 23 38 50 73 172 349 1 074 6 23 39 50 74 170 336 872 7 28 45 55 80 174 321 723 8 27 44 55 81 173 304 608 9 28 46 58 85 174 288 519 10 30 48 61 88 175 271 447 11 31 50 62 90 176 269 389 12 32 50 63 91 176 270 341 13 32 51 63 91 177 270 301 14 33 51 64 91 177 270 270 15 33 52 64 91 177 271 271 16 33 51 64 91 177 270 270 17 33 51 64 91 177 270 270 18 32 51 63 91 177 270 270 19 32 51 63 91 176 270 270 20 32 51 63 91 176 270 270 21 32 51 63 91 176 270 270 22 32 50 63 90 176 269 269 23 31 50 63 90 176 269 269 24 31 50 62 90 175 269 269 25 31 49 65 89 175 268 268 26 30 49 67 89 175 268 268 27 30 48 70 88 174 267 267 28 29 48 72 88 173 267 267 29 29 47 74 87 173 266 266 30 28 47 77 87 172 266 26610.2.2023 EN Official Journal of the European Union L 41/153 3.15 Canadian dollar Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 14 26 32 53 171 314 3 253 2 15 27 33 54 172 356 2 421 3 15 28 36 60 167 370 1 822 4 16 29 39 64 165 369 1 405 5 16 31 43 66 165 359 1 112 6 18 34 45 69 165 345 901 7 19 36 47 71 165 329 745 8 19 37 48 73 165 311 626 9 20 38 49 76 165 294 533 10 20 39 51 78 165 276 459 11 21 39 52 79 165 259 398 12 21 39 52 79 165 259 348 13 21 40 52 80 165 259 307 14 21 40 52 80 165 259 272 15 21 40 52 80 165 259 259 16 21 39 52 79 165 258 258 17 21 39 52 79 165 259 259 18 21 39 52 79 165 259 259 19 21 39 52 79 165 258 258 20 21 39 53 79 165 259 259 21 21 39 55 79 165 258 258 22 20 39 58 79 165 258 258 23 20 39 61 79 164 258 258 24 20 38 63 78 164 257 257 25 19 38 65 78 164 257 257 26 19 37 67 77 163 256 256 27 18 37 70 77 163 256 256 28 18 36 73 76 162 255 255 29 17 36 75 76 162 255 255 30 17 36 78 77 161 255 255L 41/154 EN Official Journal of the European Union 10.2.2023 3.16 Chilean peso Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 48 60 67 88 205 334 3 479 2 50 62 69 90 207 372 2 550 3 52 65 74 97 205 384 1 908 4 54 67 77 102 203 382 1 467 5 55 70 81 105 204 371 1 159 6 57 73 84 108 204 356 938 7 59 75 86 110 204 339 774 8 58 76 87 112 204 321 649 9 59 77 88 115 204 302 552 10 59 77 90 117 204 297 475 11 59 78 90 118 204 297 412 12 59 77 90 117 203 296 360 13 58 77 89 117 202 296 317 14 57 76 88 116 202 295 295 15 57 75 88 115 201 294 294 16 56 75 87 114 200 294 294 17 55 74 86 114 200 293 293 18 55 73 86 113 199 292 292 19 54 73 85 113 198 292 292 20 53 72 84 112 198 291 291 21 53 71 84 111 197 290 290 22 52 71 83 110 196 290 290 23 51 70 82 110 195 289 289 24 50 69 81 109 195 288 288 25 49 68 80 108 194 287 287 26 48 67 79 107 193 286 286 27 47 66 78 106 192 285 285 28 46 65 77 105 191 284 284 29 45 64 77 104 190 283 283 30 45 63 79 103 189 282 28210.2.2023 EN Official Journal of the European Union L 41/155 3.17 Colombian peso Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 79 91 97 118 235 345 3 603 2 84 96 102 123 240 395 2 714 3 85 97 106 129 237 415 2 062 4 85 99 109 133 235 416 1 599 5 88 103 114 138 237 408 1 270 6 90 106 117 142 238 393 1 030 7 93 109 120 144 238 375 852 8 94 111 122 148 240 355 716 9 95 113 125 152 240 335 609 10 96 114 127 154 241 334 524 11 96 114 127 154 240 334 454 12 95 114 126 154 240 333 397 13 94 113 125 153 238 332 349 14 93 111 124 151 237 330 330 15 91 110 122 150 236 329 329 16 90 109 121 149 234 328 328 17 89 107 120 147 233 326 326 18 87 106 118 146 232 325 325 19 86 105 117 145 230 324 324 20 85 103 116 143 229 322 322 21 83 102 114 142 228 321 321 22 82 100 113 140 226 319 319 23 80 98 111 138 224 318 318 24 78 97 109 137 223 316 316 25 76 95 108 135 221 314 314 26 75 93 106 133 219 312 312 27 73 92 104 132 218 311 311 28 71 90 103 130 216 309 309 29 70 88 101 128 214 308 308 30 68 87 99 127 213 306 306L 41/156 EN Official Journal of the European Union 10.2.2023 3.18 Hong Kong dollar Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 8 20 26 47 165 315 3 265 2 10 22 29 50 167 357 2 429 3 12 25 33 57 164 371 1 830 4 14 27 38 62 163 370 1 413 5 16 30 42 65 164 361 1 119 6 18 33 44 69 165 347 907 7 19 36 46 71 165 331 749 8 19 37 48 73 165 313 629 9 20 38 49 76 165 295 535 10 20 38 51 78 165 277 461 11 20 39 51 79 165 260 400 12 20 39 51 79 164 258 350 13 20 38 51 78 164 257 308 14 19 38 50 77 163 257 273 15 18 37 49 77 163 256 256 16 18 36 49 76 162 255 255 17 17 36 48 76 162 255 255 18 17 36 48 76 162 255 255 19 17 36 51 76 161 255 255 20 17 36 53 76 162 255 255 21 17 36 55 76 162 255 255 22 17 36 58 76 162 255 255 23 17 36 61 76 162 255 255 24 17 36 63 76 162 255 255 25 17 36 66 76 161 255 255 26 17 35 68 75 161 254 254 27 17 35 71 75 161 254 254 28 16 35 73 75 161 254 254 29 16 35 76 75 161 254 254 30 16 35 78 77 160 254 25410.2.2023 EN Official Journal of the European Union L 41/157 3.19 Indian rupee Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 90 102 109 130 247 342 3 367 2 91 103 110 131 248 370 2 522 3 91 104 113 136 243 387 1 910 4 92 106 116 140 242 387 1 479 5 93 108 119 142 242 378 1 173 6 94 110 121 145 241 364 951 7 95 112 122 147 241 347 787 8 95 113 124 149 241 334 661 9 95 113 124 151 240 333 563 10 94 112 125 152 239 332 484 11 93 111 124 151 237 330 420 12 91 110 122 150 236 329 368 13 89 108 120 148 234 327 327 14 88 106 119 146 232 325 325 15 86 105 117 145 230 324 324 16 84 103 115 143 229 322 322 17 83 101 114 141 227 320 320 18 81 100 112 140 226 319 319 19 80 99 111 138 224 318 318 20 79 98 110 137 223 317 317 21 78 97 109 136 222 316 316 22 77 95 108 135 221 314 314 23 75 94 107 134 220 313 313 24 74 93 105 133 219 312 312 25 73 92 104 132 217 311 311 26 72 90 103 130 216 310 310 27 71 89 102 129 215 308 308 28 69 88 101 128 214 307 307 29 68 87 99 127 213 306 306 30 67 86 98 126 212 305 305L 41/158 EN Official Journal of the European Union 10.2.2023 3.20 Mexican peso Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 306 318 324 345 462 557 3 603 2 83 95 101 122 240 387 2 660 3 84 97 106 129 237 400 1 995 4 86 100 110 135 236 399 1 537 5 88 103 115 138 237 389 1 216 6 90 106 117 142 238 374 985 7 92 109 120 144 238 356 814 8 93 111 122 147 239 337 683 9 94 112 123 150 239 332 581 10 94 112 125 152 239 332 499 11 94 113 125 153 239 332 433 12 94 113 126 153 239 332 378 13 95 113 126 153 239 333 333 14 95 114 126 154 240 333 333 15 96 115 127 155 240 334 334 16 97 115 128 155 241 335 335 17 98 116 129 156 242 335 335 18 99 117 130 157 243 336 336 19 99 118 130 158 244 337 337 20 100 118 131 158 244 337 337 21 100 118 131 158 244 337 337 22 99 118 130 158 244 337 337 23 99 117 130 157 243 336 336 24 98 116 129 156 242 335 335 25 97 115 128 155 241 334 334 26 95 114 126 154 240 333 333 27 94 112 125 152 238 332 332 28 92 111 123 151 237 330 330 29 91 110 122 150 235 329 329 30 89 108 121 148 234 327 32710.2.2023 EN Official Journal of the European Union L 41/159 3.21 New Taiwan dollar Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 0 7 13 34 152 297 3 064 2 0 6 13 34 151 338 2 288 3 1 7 15 39 146 353 1 731 4 1 7 17 42 143 354 1 339 5 1 8 19 43 142 345 1 063 6 2 10 21 45 141 332 862 7 2 12 22 47 141 317 713 8 2 12 23 48 140 300 600 9 4 12 24 50 139 283 511 10 4 12 27 52 138 266 440 11 4 12 30 52 138 250 382 12 4 12 31 52 138 234 334 13 4 13 34 53 138 232 295 14 5 13 37 53 139 232 261 15 6 13 40 53 139 232 233 16 6 13 41 53 139 232 232 17 6 14 44 54 140 233 233 18 6 15 47 54 140 234 234 19 7 16 49 55 141 234 234 20 7 17 51 56 142 235 235 21 7 18 54 57 143 236 236 22 8 19 56 60 143 237 237 23 8 19 58 61 144 237 237 24 8 21 61 63 144 238 238 25 9 21 63 65 145 238 238 26 9 22 66 67 145 238 238 27 11 23 68 69 145 239 239 28 11 24 71 71 146 239 239 29 10 25 73 73 146 239 239 30 11 26 75 75 146 239 239L 41/160 EN Official Journal of the European Union 10.2.2023 3.22 New Zealand dollar Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 46 59 65 86 203 318 3 298 2 47 59 66 87 204 361 2 460 3 47 60 68 92 199 376 1 855 4 46 60 70 95 196 375 1 431 5 46 61 73 96 195 366 1 133 6 47 63 74 99 195 352 919 7 48 64 75 99 194 335 759 8 47 65 76 101 193 317 638 9 47 65 77 104 192 299 543 10 46 65 77 104 191 285 467 11 45 64 76 104 190 283 405 12 44 63 75 103 189 282 355 13 43 61 74 101 187 280 312 14 41 60 73 100 186 279 279 15 40 59 71 99 185 278 278 16 39 58 70 97 183 277 277 17 38 57 69 97 182 276 276 18 37 56 68 96 182 275 275 19 36 55 67 95 181 274 274 20 36 55 67 94 180 274 274 21 35 54 66 94 180 273 273 22 35 53 66 93 179 273 273 23 34 53 65 93 179 272 272 24 33 52 65 92 178 271 271 25 33 51 66 91 177 271 271 26 32 51 68 91 177 270 270 27 31 50 71 90 176 269 269 28 31 49 73 89 175 268 268 29 30 49 77 89 175 268 268 30 29 48 79 88 174 267 26710.2.2023 EN Official Journal of the European Union L 41/161 3.23 Rand Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 109 121 128 149 266 361 3 417 2 111 123 129 151 268 374 2 556 3 112 125 133 157 264 391 1 937 4 114 127 137 162 263 392 1 500 5 115 130 141 165 264 384 1 192 6 117 133 144 169 265 371 969 7 119 136 146 171 265 358 804 8 119 136 147 173 265 358 677 9 119 137 149 175 264 358 577 10 119 137 150 177 264 357 497 11 118 137 149 177 263 356 432 12 117 136 148 176 262 355 379 13 116 134 147 174 260 353 353 14 114 133 145 173 258 352 352 15 112 131 143 171 257 350 350 16 110 129 141 169 255 348 348 17 108 127 139 167 253 346 346 18 106 125 137 165 251 344 344 19 104 123 136 163 249 342 342 20 103 121 134 161 247 341 341 21 101 120 132 160 246 339 339 22 99 118 130 158 244 337 337 23 97 116 129 156 242 335 335 24 96 114 127 154 240 333 333 25 94 112 125 152 238 331 331 26 92 111 123 150 236 330 330 27 90 109 121 149 234 328 328 28 88 107 119 147 233 326 326 29 87 105 118 145 231 324 324 30 85 104 116 144 229 323 323L 41/162 EN Official Journal of the European Union 10.2.2023 3.24 Real Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 163 175 181 202 320 415 3 703 2 171 184 190 211 328 423 2 758 3 176 188 197 220 328 423 2 084 4 177 191 201 226 327 421 1 612 5 179 193 205 228 327 421 1 278 6 179 195 206 231 327 420 1 036 7 180 197 207 232 326 419 856 8 179 196 207 233 325 418 719 9 178 196 208 235 324 417 611 10 178 196 208 236 322 416 526 11 176 195 207 235 321 414 456 12 174 193 205 233 319 412 412 13 171 190 203 230 316 409 409 14 169 187 200 227 313 406 406 15 166 184 197 224 310 403 403 16 163 181 194 221 307 400 400 17 160 178 191 218 304 398 398 18 157 176 188 215 301 395 395 19 154 173 185 213 298 392 392 20 151 170 182 210 296 389 389 21 148 167 179 207 293 386 386 22 145 164 176 204 290 383 383 23 142 161 173 201 286 380 380 24 139 158 170 198 283 377 377 25 136 155 167 194 280 374 374 26 133 152 164 191 277 371 371 27 130 149 161 189 274 368 368 28 127 146 158 186 272 365 365 29 124 143 155 183 269 362 362 30 122 140 153 180 266 359 35910.2.2023 EN Official Journal of the European Union L 41/163 3.25 Renminbi-yuan Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 28 40 46 67 184 303 3 125 2 28 40 47 68 185 345 2 337 3 28 41 49 73 180 361 1 770 4 28 42 52 77 178 362 1 371 5 29 43 55 78 177 353 1 089 6 29 45 56 81 177 340 884 7 30 47 57 82 176 325 732 8 29 47 58 83 175 308 615 9 29 47 58 85 174 290 524 10 29 47 59 87 174 273 451 11 28 47 59 87 173 266 392 12 28 46 59 86 172 266 343 13 27 46 59 86 172 265 303 14 27 46 58 86 171 265 268 15 27 45 58 85 171 265 265 16 27 45 58 85 171 264 264 17 27 45 58 85 171 264 264 18 27 46 58 85 171 265 265 19 27 46 58 86 171 265 265 20 27 46 58 86 172 265 265 21 27 46 58 86 172 265 265 22 27 46 58 86 171 265 265 23 27 46 60 85 171 265 265 24 27 45 62 85 171 264 264 25 26 45 65 85 171 264 264 26 26 45 67 85 170 264 264 27 26 44 70 84 170 263 263 28 25 44 72 84 170 263 263 29 25 44 74 84 169 263 263 30 25 43 78 83 169 262 262L 41/164 EN Official Journal of the European Union 10.2.2023 3.26 Ringgit Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 25 37 44 65 182 308 3 189 2 27 39 45 66 184 352 2 387 3 28 41 49 73 180 368 1 807 4 29 43 53 78 179 368 1 399 5 31 46 57 81 180 360 1 110 6 33 49 60 84 180 346 901 7 35 52 62 87 181 330 746 8 35 52 63 89 181 313 627 9 36 54 65 92 181 295 534 10 36 55 67 94 181 278 460 11 37 56 68 96 182 275 399 12 37 56 68 96 182 275 349 13 37 56 69 96 182 275 308 14 37 56 68 96 182 275 275 15 37 56 68 96 182 275 275 16 37 56 68 96 182 275 275 17 37 56 68 96 182 275 275 18 37 56 68 96 182 275 275 19 37 56 69 96 182 275 275 20 38 56 69 96 182 276 276 21 38 57 69 96 182 276 276 22 38 56 69 96 182 276 276 23 38 56 69 96 182 275 275 24 37 56 68 96 182 275 275 25 37 55 68 95 181 274 274 26 36 55 68 95 181 274 274 27 36 54 71 94 180 273 273 28 35 54 73 94 179 273 273 29 34 53 76 93 179 272 272 30 34 52 78 92 178 271 27110.2.2023 EN Official Journal of the European Union L 41/165 3.27 Russian rouble Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 123 135 141 163 280 375 3 546 2 121 133 140 161 278 381 2 613 3 120 133 141 165 272 397 1 972 4 119 133 143 168 269 398 1 528 5 120 134 146 169 268 390 1 215 6 120 136 147 171 267 376 988 7 120 137 148 172 266 360 819 8 120 137 148 174 265 359 689 9 119 137 148 175 264 358 588 10 119 137 150 177 264 357 506 11 118 137 149 177 263 356 440 12 117 136 148 176 262 355 385 13 116 135 147 175 261 354 354 14 115 134 146 174 259 353 353 15 113 132 144 172 257 351 351 16 111 130 142 170 255 349 349 17 109 127 140 167 253 346 346 18 107 125 138 165 251 344 344 19 105 123 136 163 249 342 342 20 102 121 134 161 247 340 340 21 100 119 131 159 245 338 338 22 98 117 129 157 242 336 336 23 96 114 127 154 240 334 334 24 94 112 125 152 238 331 331 25 91 110 122 150 236 329 329 26 89 108 120 148 234 327 327 27 87 106 118 146 232 325 325 28 85 104 116 144 230 323 323 29 83 102 114 142 228 321 321 30 81 100 112 140 226 319 319L 41/166 EN Official Journal of the European Union 10.2.2023 3.28 Singapore dollar Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 0 9 15 36 154 312 3 230 2 0 11 17 38 155 353 2 399 3 1 12 21 44 152 368 1 810 4 1 14 25 49 150 367 1 398 5 2 17 28 52 151 358 1 108 6 4 20 31 55 151 344 898 7 6 23 33 58 152 328 742 8 6 23 35 60 152 310 623 9 6 24 36 63 152 293 530 10 7 25 37 65 151 275 456 11 7 25 38 65 151 258 396 12 6 25 37 65 151 244 347 13 6 25 37 65 151 244 305 14 6 25 38 65 150 244 270 15 6 24 40 64 150 244 244 16 6 24 43 64 150 243 243 17 6 24 46 64 150 243 243 18 7 24 48 64 150 243 243 19 7 24 50 64 150 243 243 20 7 25 53 65 151 244 244 21 7 25 55 65 151 244 244 22 9 26 58 65 151 245 245 23 9 26 60 66 152 245 245 24 10 26 62 66 152 245 245 25 10 26 65 67 152 245 245 26 10 26 67 69 152 245 245 27 11 26 70 71 152 245 245 28 11 26 72 73 152 245 245 29 11 26 75 75 152 245 245 30 12 26 78 77 152 245 24510.2.2023 EN Official Journal of the European Union L 41/167 3.29 South Korean won Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 31 43 50 71 188 311 3 217 2 31 43 50 71 188 353 2 398 3 30 43 51 75 182 368 1 811 4 29 43 53 78 179 368 1 399 5 29 44 55 79 178 359 1 109 6 32 47 58 83 179 345 899 7 30 47 57 82 176 328 743 8 33 50 61 87 179 311 624 9 32 50 62 89 178 293 531 10 28 46 58 86 173 276 457 11 24 42 55 82 168 262 397 12 21 39 52 79 165 259 347 13 18 37 49 77 163 256 305 14 17 35 48 75 161 254 270 15 15 34 46 74 160 253 253 16 14 32 45 72 158 251 251 17 13 32 45 72 157 251 251 18 12 31 48 71 157 250 250 19 12 31 50 71 156 250 250 20 12 31 53 71 156 250 250 21 12 31 55 71 156 250 250 22 12 31 58 71 156 250 250 23 12 31 59 70 156 250 250 24 12 30 62 70 156 249 249 25 12 30 65 70 156 249 249 26 11 30 67 70 156 249 249 27 11 30 69 71 156 249 249 28 11 30 72 73 156 249 249 29 11 30 74 75 155 249 249 30 12 30 78 76 155 249 249L 41/168 EN Official Journal of the European Union 10.2.2023 3.30 Turkish lira Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 206 218 225 246 363 458 3 660 2 203 215 222 243 360 455 2 661 3 198 211 219 243 350 445 1 991 4 193 207 217 242 343 437 1 533 5 189 204 215 239 338 431 1 214 6 186 202 213 237 333 427 985 7 183 200 210 235 329 422 816 8 179 196 207 233 324 418 687 9 175 193 204 231 320 413 587 10 171 189 202 229 316 409 507 11 167 186 198 226 312 405 441 12 163 182 194 222 308 401 401 13 159 178 190 218 304 397 397 14 155 174 186 214 300 393 393 15 152 170 183 210 296 389 389 16 148 167 179 207 293 386 386 17 145 163 176 203 289 382 382 18 142 160 173 200 286 379 379 19 139 157 170 197 283 376 376 20 136 154 167 194 280 373 373 21 133 151 164 191 277 370 370 22 130 148 161 188 274 368 368 23 127 146 158 186 271 365 365 24 124 143 155 183 269 362 362 25 121 140 152 180 266 359 359 26 119 137 150 177 263 356 356 27 116 135 147 175 260 354 354 28 114 132 145 172 258 351 351 29 111 130 142 170 256 349 349 30 109 127 140 167 253 346 34610.2.2023 EN Official Journal of the European Union L 41/169 3.31 US dollar Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 0 14 25 50 169 316 3 277 2 0 14 25 50 169 358 2 436 3 1 16 28 55 166 372 1 833 4 1 20 31 60 165 371 1 414 5 3 23 36 66 165 361 1 120 6 5 27 39 68 166 347 907 7 8 30 42 70 166 331 750 8 11 34 45 74 166 313 629 9 12 37 49 76 166 295 535 10 14 39 51 77 166 277 461 11 15 41 52 78 166 260 400 12 15 42 54 79 166 260 350 13 16 43 54 80 166 260 308 14 17 44 55 80 166 259 273 15 17 44 55 80 166 259 259 16 17 44 55 80 166 259 259 17 17 44 55 80 166 259 259 18 17 44 55 80 166 259 259 19 17 44 55 80 166 259 259 20 17 44 55 80 166 260 260 21 17 44 55 80 166 260 260 22 17 44 58 80 166 260 260 23 17 44 61 80 166 260 260 24 17 44 63 80 166 259 259 25 17 44 66 80 166 259 259 26 17 44 68 80 166 259 259 27 17 44 71 80 165 259 259 28 17 44 73 80 165 258 258 29 17 44 75 80 165 258 258 30 17 44 78 80 164 258 258L 41/170 EN Official Journal of the European Union 10.2.2023 3.32 Yen Duration (in Credit Credit Credit Credit Credit Credit Credit quality years) quality step 0 quality step 1 quality step 2 quality step 3 quality step 4 quality step 5 step 6 1 0 0 3 14 131 293 3 014 2 0 1 6 13 130 333 2 249 3 1 1 8 16 123 348 1 701 4 1 3 11 19 120 348 1 317 5 1 4 15 21 119 340 1 045 6 2 4 16 24 119 327 849 7 2 6 19 27 119 312 703 8 2 6 21 29 118 296 591 9 4 7 24 31 118 279 504 10 4 8 27 33 118 263 434 11 4 9 30 36 118 247 377 12 4 9 31 38 119 232 330 13 4 11 34 40 119 217 291 14 5 11 37 42 119 212 258 15 6 13 39 44 119 213 230 16 6 13 41 46 120 213 213 17 6 14 44 49 120 213 213 18 6 15 46 51 120 214 214 19 7 16 48 53 123 214 214 20 7 16 51 55 125 215 215 21 7 18 53 57 126 215 215 22 8 19 55 58 129 216 216 23 8 19 58 61 130 216 216 24 8 21 60 63 132 216 216 25 9 21 63 65 133 216 216 26 9 22 65 67 135 216 216 27 10 23 68 68 136 216 216 28 10 24 70 70 137 216 216 29 10 24 73 72 138 216 216 30 11 26 75 75 140 216 21610.2.2023 EN Official Journal of the European Union L 41/171 ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency National insurance market Volatility adjustment (in bps) Euro Austria 19 Euro Belgium 19 Euro Cyprus 19 Euro Estonia 19 Euro Finland 19 Euro France 19 Euro Germany 19 Euro Greece 19 Euro Ireland 19 Euro Italy 19 Euro Latvia 19 Euro Lithuania 19 Euro Luxembourg 19 Euro Malta 19 Euro Netherlands 19 Euro Portugal 19 Euro Slovakia 19 Euro Slovenia 19 Euro Spain 19 Czech koruna Czech Republic 24 Danish krone Denmark 15 Forint Hungary 20 Krona Sweden - 3 Kuna Croatia - 1 Lev Bulgaria 35 Pound sterling United Kingdom 24 Romanian leu Romania 5 Zloty Poland 17 Króna Iceland - 6 Norwegian krone Norway 5 Swiss franc Liechtenstein - 3 Swiss franc Switzerland - 3 Australian dollar Australia 5 Canadian dollar Canada 10 Renminbi-yuan China 6L 41/172 EN Official Journal of the European Union 10.2.2023 Currency National insurance market Volatility adjustment (in bps) Hong Kong dollar Hong Kong 3 US dollar United States 52 Yen Japan 2

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