Commission Implementing Regulation (EU) 2024/1289 of 13 May 2024 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2024 until 29 June 2024 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

Official Journal EN of the European Union L series 2024/1289 14.5.2024 COMMISSION IMPLEMENTING REGULATION (EU) 2024/1289 of 13 May 2024 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2024 until 29 June 2024 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) 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 April 2024, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2024 market data. That information was published on 5 April 2024 in 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),

(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).

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 1/96EN OJ L, 14.5.2024

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 March 2024until 29 June

2024.

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 March 2024.

This Regulation shall be binding in its entirety and directly applicable in all Member States.

Done at Brussels, 13 May 2024.

For the Commission The President Ursula VON DER LEYEN 2/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024 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 Lev (in years) 1 3,514% 4,335% 3,504% 6,606% 3,313% 3,464% 2 3,035% 3,825% 3,025% 6,665% 3,122% 2,985% 3 2,783% 3,632% 2,773% 6,661% 2,864% 2,733% 4 2,637% 3,559% 2,627% 6,661% 2,705% 2,587% 5 2,549% 3,532% 2,539% 6,665% 2,615% 2,499% 6 2,502% 3,533% 2,492% 6,663% 2,563% 2,452% 7 2,477% 3,548% 2,467% 6,656% 2,535% 2,427% 8 2,466% 3,570% 2,456% 6,650% 2,524% 2,416% 9 2,464% 3,594% 2,454% 6,635% 2,528% 2,414% 10 2,470% 3,618% 2,460% 6,622% 2,545% 2,420% 11 2,487% 3,641% 2,477% 6,613% 2,576% 2,437% 12 2,487% 3,661% 2,477% 6,606% 2,612% 2,438% 13 2,492% 3,678% 2,482% 6,602% 2,650% 2,443% 14 2,499% 3,692% 2,489% 6,603% 2,687% 2,449% 15 2,498% 3,702% 2,488% 6,602% 2,722% 2,448% 16 2,486% 3,708% 2,476% 6,589% 2,755% 2,435% 17 2,466% 3,711% 2,456% 6,566% 2,784% 2,416% 18 2,446% 3,712% 2,436% 6,536% 2,811% 2,395% 19 2,427% 3,711% 2,417% 6,499% 2,836% 2,377% 20 2,415% 3,708% 2,405% 6,458% 2,859% 2,365% 21 2,409% 3,704% 2,399% 6,415% 2,879% 2,360% 22 2,409% 3,699% 2,399% 6,369% 2,898% 2,361% 23 2,413% 3,694% 2,404% 6,323% 2,915% 2,366% 24 2,421% 3,688% 2,412% 6,276% 2,931% 2,375% 25 2,431% 3,682% 2,422% 6,229% 2,946% 2,386% 26 2,443% 3,676% 2,435% 6,183% 2,959% 2,400% 27 2,457% 3,669% 2,448% 6,137% 2,972% 2,414% 28 2,472% 3,662% 2,463% 6,092% 2,984% 2,430% 29 2,487% 3,655% 2,479% 6,048% 2,994% 2,446% 30 2,502% 3,648% 2,494% 6,005% 3,005% 2,463% 31 2,518% 3,642% 2,511% 5,964% 3,014% 2,480% 32 2,534% 3,635% 2,527% 5,923% 3,023% 2,497%

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 3/96EN OJ L, 14.5.2024 Term to maturity Euro Czech koruna Danish krone Forint Krona Lev (in years) 33 2,550% 3,628% 2,543% 5,885% 3,031% 2,513% 34 2,566% 3,622% 2,559% 5,847% 3,039% 2,530% 35 2,581% 3,615% 2,574% 5,811% 3,047% 2,546% 36 2,596% 3,609% 2,590% 5,775% 3,054% 2,562% 37 2,611% 3,603% 2,605% 5,742% 3,060% 2,578% 38 2,626% 3,597% 2,619% 5,709% 3,067% 2,593% 39 2,640% 3,591% 2,634% 5,678% 3,073% 2,608% 40 2,654% 3,585% 2,647% 5,648% 3,078% 2,623% 41 2,667% 3,580% 2,661% 5,619% 3,084% 2,637% 42 2,680% 3,574% 2,674% 5,591% 3,089% 2,651% 43 2,693% 3,569% 2,687% 5,564% 3,094% 2,664% 44 2,705% 3,564% 2,699% 5,538% 3,098% 2,677% 45 2,717% 3,559% 2,711% 5,513% 3,103% 2,689% 46 2,728% 3,554% 2,723% 5,489% 3,107% 2,701% 47 2,739% 3,550% 2,734% 5,465% 3,111% 2,713% 48 2,750% 3,545% 2,745% 5,443% 3,115% 2,724% 49 2,760% 3,541% 2,755% 5,422% 3,119% 2,735% 50 2,771% 3,536% 2,766% 5,401% 3,123% 2,746% 51 2,780% 3,532% 2,775% 5,381% 3,126% 2,756% 52 2,790% 3,528% 2,785% 5,361% 3,129% 2,766% 53 2,799% 3,524% 2,794% 5,343% 3,133% 2,775% 54 2,808% 3,520% 2,803% 5,325% 3,136% 2,785% 55 2,816% 3,517% 2,812% 5,307% 3,139% 2,794% 56 2,825% 3,513% 2,820% 5,290% 3,142% 2,802% 57 2,833% 3,510% 2,828% 5,274% 3,144% 2,811% 58 2,840% 3,506% 2,836% 5,258% 3,147% 2,819% 59 2,848% 3,503% 2,844% 5,243% 3,150% 2,827% 60 2,855% 3,500% 2,851% 5,228% 3,152% 2,835% 61 2,862% 3,497% 2,858% 5,214% 3,155% 2,842% 62 2,869% 3,493% 2,865% 5,200% 3,157% 2,849% 63 2,876% 3,491% 2,872% 5,187% 3,159% 2,856% 64 2,883% 3,488% 2,879% 5,174% 3,161% 2,863% 65 2,889% 3,485% 2,885% 5,161% 3,164% 2,870% 66 2,895% 3,482% 2,891% 5,149% 3,166% 2,876% 67 2,901% 3,480% 2,897% 5,137% 3,168% 2,882% 68 2,907% 3,477% 2,903% 5,125% 3,170% 2,888% 69 2,912% 3,475% 2,909% 5,114% 3,171% 2,894% 4/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024 Term to maturity Euro Czech koruna Danish krone Forint Krona Lev (in years) 70 2,918% 3,472% 2,914% 5,103% 3,173% 2,900% 71 2,923% 3,470% 2,920% 5,093% 3,175% 2,906% 72 2,928% 3,467% 2,925% 5,082% 3,177% 2,911% 73 2,933% 3,465% 2,930% 5,072% 3,178% 2,916% 74 2,938% 3,463% 2,935% 5,063% 3,180% 2,922% 75 2,943% 3,461% 2,940% 5,053% 3,182% 2,927% 76 2,948% 3,459% 2,945% 5,044% 3,183% 2,931% 77 2,952% 3,457% 2,949% 5,035% 3,185% 2,936% 78 2,957% 3,455% 2,954% 5,026% 3,186% 2,941% 79 2,961% 3,453% 2,958% 5,017% 3,188% 2,945% 80 2,965% 3,451% 2,962% 5,009% 3,189% 2,950% 81 2,969% 3,449% 2,966% 5,001% 3,190% 2,954% 82 2,973% 3,447% 2,970% 4,993% 3,192% 2,958% 83 2,977% 3,445% 2,974% 4,985% 3,193% 2,962% 84 2,981% 3,444% 2,978% 4,978% 3,194% 2,966% 85 2,985% 3,442% 2,982% 4,970% 3,196% 2,970% 86 2,989% 3,440% 2,986% 4,963% 3,197% 2,974% 87 2,992% 3,439% 2,989% 4,956% 3,198% 2,978% 88 2,996% 3,437% 2,993% 4,949% 3,199% 2,981% 89 2,999% 3,436% 2,996% 4,942% 3,200% 2,985% 90 3,002% 3,434% 3,000% 4,936% 3,201% 2,989% 91 3,006% 3,433% 3,003% 4,929% 3,203% 2,992% 92 3,009% 3,431% 3,006% 4,923% 3,204% 2,995% 93 3,012% 3,430% 3,009% 4,917% 3,205% 2,999% 94 3,015% 3,429% 3,012% 4,911% 3,206% 3,002% 95 3,018% 3,427% 3,015% 4,905% 3,207% 3,005% 96 3,021% 3,426% 3,018% 4,899% 3,208% 3,008% 97 3,024% 3,425% 3,021% 4,893% 3,209% 3,011% 98 3,027% 3,423% 3,024% 4,888% 3,209% 3,014% 99 3,029% 3,422% 3,027% 4,882% 3,210% 3,017% 100 3,032% 3,421% 3,030% 4,877% 3,211% 3,020% 101 3,035% 3,420% 3,032% 4,872% 3,212% 3,022% 102 3,037% 3,419% 3,035% 4,867% 3,213% 3,025% 103 3,040% 3,417% 3,037% 4,862% 3,214% 3,028% 104 3,042% 3,416% 3,040% 4,857% 3,215% 3,030% 105 3,045% 3,415% 3,042% 4,852% 3,216% 3,033% 106 3,047% 3,414% 3,045% 4,847% 3,216% 3,035%

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 5/96EN OJ L, 14.5.2024 Term to maturity Euro Czech koruna Danish krone Forint Krona Lev (in years) 107 3,050% 3,413% 3,047% 4,842% 3,217% 3,038% 108 3,052% 3,412% 3,050% 4,838% 3,218% 3,040% 109 3,054% 3,411% 3,052% 4,833% 3,219% 3,043% 110 3,056% 3,410% 3,054% 4,829% 3,219% 3,045% 111 3,059% 3,409% 3,056% 4,825% 3,220% 3,047% 112 3,061% 3,408% 3,059% 4,820% 3,221% 3,050% 113 3,063% 3,407% 3,061% 4,816% 3,221% 3,052% 114 3,065% 3,406% 3,063% 4,812% 3,222% 3,054% 115 3,067% 3,405% 3,065% 4,808% 3,223% 3,056% 116 3,069% 3,404% 3,067% 4,804% 3,224% 3,058% 117 3,071% 3,403% 3,069% 4,800% 3,224% 3,060% 118 3,073% 3,402% 3,071% 4,796% 3,225% 3,062% 119 3,075% 3,402% 3,073% 4,793% 3,225% 3,064% 120 3,077% 3,401% 3,075% 4,789% 3,226% 3,066% 121 3,079% 3,400% 3,076% 4,785% 3,227% 3,068% 122 3,080% 3,399% 3,078% 4,782% 3,227% 3,070% 123 3,082% 3,398% 3,080% 4,778% 3,228% 3,072% 124 3,084% 3,397% 3,082% 4,775% 3,228% 3,074% 125 3,086% 3,397% 3,084% 4,771% 3,229% 3,076% 126 3,087% 3,396% 3,085% 4,768% 3,230% 3,077% 127 3,089% 3,395% 3,087% 4,765% 3,230% 3,079% 128 3,091% 3,394% 3,089% 4,761% 3,231% 3,081% 129 3,092% 3,394% 3,090% 4,758% 3,231% 3,083% 130 3,094% 3,393% 3,092% 4,755% 3,232% 3,084% 131 3,095% 3,392% 3,094% 4,752% 3,232% 3,086% 132 3,097% 3,392% 3,095% 4,749% 3,233% 3,088% 133 3,098% 3,391% 3,097% 4,746% 3,233% 3,089% 134 3,100% 3,390% 3,098% 4,743% 3,234% 3,091% 135 3,101% 3,390% 3,100% 4,740% 3,234% 3,092% 136 3,103% 3,389% 3,101% 4,737% 3,235% 3,094% 137 3,104% 3,388% 3,103% 4,734% 3,235% 3,095% 138 3,106% 3,388% 3,104% 4,732% 3,236% 3,097% 139 3,107% 3,387% 3,105% 4,729% 3,236% 3,098% 140 3,109% 3,386% 3,107% 4,726% 3,237% 3,100% 141 3,110% 3,386% 3,108% 4,723% 3,237% 3,101% 142 3,111% 3,385% 3,109% 4,721% 3,238% 3,102% 143 3,113% 3,385% 3,111% 4,718% 3,238% 3,104% 6/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024 Term to maturity Euro Czech koruna Danish krone Forint Krona Lev (in years) 144 3,114% 3,384% 3,112% 4,716% 3,238% 3,105% 145 3,115% 3,383% 3,113% 4,713% 3,239% 3,107% 146 3,116% 3,383% 3,115% 4,711% 3,239% 3,108% 147 3,118% 3,382% 3,116% 4,708% 3,240% 3,109% 148 3,119% 3,382% 3,117% 4,706% 3,240% 3,110% 149 3,120% 3,381% 3,118% 4,703% 3,240% 3,112% 150 3,121% 3,381% 3,120% 4,701% 3,241% 3,113% Term to maturity Norwegian Pound sterling Romanian leu Zloty Króna Swiss franc (in years) krone 1 4,871% 5,936% 5,009% 8,897% 4,431% 1,170% 2 4,389% 5,867% 5,049% 8,324% 4,291% 1,049% 3 4,096% 5,932% 5,079% 7,849% 4,083% 1,019% 4 3,902% 6,033% 5,140% 7,459% 3,894% 1,026% 5 3,780% 6,129% 5,194% 7,126% 3,758% 1,042% 6 3,705% 6,224% 5,236% 6,843% 3,677% 1,060% 7 3,656% 6,311% 5,275% 6,602% 3,631% 1,080% 8 3,634% 6,391% 5,305% 6,379% 3,604% 1,101% 9 3,633% 6,471% 5,328% 6,163% 3,586% 1,125% 10 3,644% 6,540% 5,348% 5,976% 3,573% 1,151% 11 3,659% 6,574% 5,351% 5,815% 3,562% 1,180% 12 3,674% 6,575% 5,338% 5,676% 3,552% 1,210% 13 3,689% 6,553% 5,314% 5,552% 3,543% 1,241% 14 3,704% 6,514% 5,282% 5,441% 3,535% 1,272% 15 3,716% 6,462% 5,245% 5,342% 3,527% 1,302% 16 3,726% 6,402% 5,203% 5,251% 3,520% 1,332% 17 3,733% 6,336% 5,160% 5,168% 3,514% 1,361% 18 3,737% 6,266% 5,115% 5,092% 3,508% 1,389% 19 3,740% 6,194% 5,069% 5,022% 3,502% 1,416% 20 3,741% 6,120% 5,024% 4,956% 3,496% 1,442% 21 3,739% 6,046% 4,978% 4,896% 3,491% 1,467% 22 3,736% 5,973% 4,934% 4,839% 3,486% 1,491% 23 3,732% 5,901% 4,890% 4,786% 3,482% 1,514% 24 3,726% 5,829% 4,847% 4,736% 3,477% 1,536% 25 3,719% 5,760% 4,805% 4,689% 3,473% 1,558% 26 3,710% 5,693% 4,765% 4,645% 3,469% 1,578%

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 7/96EN OJ L, 14.5.2024 Term to maturity Norwegian Pound sterling Romanian leu Zloty Króna Swiss franc (in years) krone 27 3,701% 5,627% 4,725% 4,603% 3,465% 1,598% 28 3,689% 5,564% 4,688% 4,564% 3,461% 1,616% 29 3,676% 5,502% 4,651% 4,526% 3,458% 1,634% 30 3,661% 5,443% 4,616% 4,491% 3,454% 1,651% 31 3,644% 5,386% 4,582% 4,458% 3,451% 1,668% 32 3,625% 5,332% 4,549% 4,426% 3,448% 1,684% 33 3,606% 5,279% 4,517% 4,395% 3,445% 1,699% 34 3,586% 5,229% 4,487% 4,367% 3,442% 1,714% 35 3,565% 5,180% 4,458% 4,339% 3,439% 1,728% 36 3,545% 5,133% 4,430% 4,313% 3,436% 1,741% 37 3,524% 5,089% 4,403% 4,288% 3,433% 1,754% 38 3,504% 5,046% 4,377% 4,264% 3,431% 1,766% 39 3,485% 5,004% 4,352% 4,241% 3,428% 1,778% 40 3,467% 4,965% 4,328% 4,219% 3,426% 1,790% 41 3,449% 4,927% 4,305% 4,198% 3,424% 1,801% 42 3,432% 4,890% 4,283% 4,178% 3,421% 1,811% 43 3,416% 4,855% 4,262% 4,159% 3,419% 1,822% 44 3,401% 4,821% 4,242% 4,140% 3,417% 1,832% 45 3,387% 4,789% 4,222% 4,123% 3,415% 1,841% 46 3,375% 4,758% 4,203% 4,105% 3,413% 1,850% 47 3,363% 4,728% 4,184% 4,089% 3,411% 1,859% 48 3,352% 4,699% 4,167% 4,073% 3,409% 1,868% 49 3,342% 4,671% 4,150% 4,058% 3,407% 1,876% 50 3,333% 4,644% 4,133% 4,043% 3,405% 1,884% 51 3,325% 4,618% 4,118% 4,029% 3,404% 1,892% 52 3,318% 4,593% 4,102% 4,016% 3,402% 1,899% 53 3,312% 4,569% 4,088% 4,002% 3,400% 1,906% 54 3,307% 4,546% 4,073% 3,990% 3,399% 1,913% 55 3,302% 4,524% 4,060% 3,977% 3,397% 1,920% 56 3,298% 4,502% 4,046% 3,966% 3,396% 1,926% 57 3,294% 4,481% 4,033% 3,954% 3,394% 1,933% 58 3,291% 4,461% 4,021% 3,943% 3,393% 1,939% 59 3,288% 4,441% 4,009% 3,932% 3,392% 1,945% 60 3,286% 4,422% 3,997% 3,922% 3,390% 1,950% 61 3,284% 4,404% 3,986% 3,912% 3,389% 1,956% 62 3,282% 4,386% 3,975% 3,902% 3,388% 1,961% 63 3,280% 4,369% 3,964% 3,893% 3,386% 1,967% 8/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024 Term to maturity Norwegian Pound sterling Romanian leu Zloty Króna Swiss franc (in years) krone 64 3,279% 4,352% 3,954% 3,883% 3,385% 1,972% 65 3,278% 4,336% 3,944% 3,875% 3,384% 1,977% 66 3,276% 4,320% 3,934% 3,866% 3,383% 1,981% 67 3,276% 4,305% 3,925% 3,858% 3,382% 1,986% 68 3,275% 4,290% 3,916% 3,849% 3,381% 1,991% 69 3,274% 4,276% 3,907% 3,841% 3,379% 1,995% 70 3,274% 4,262% 3,898% 3,834% 3,378% 1,999% 71 3,273% 4,249% 3,890% 3,826% 3,377% 2,003% 72 3,273% 4,235% 3,882% 3,819% 3,376% 2,008% 73 3,272% 4,222% 3,874% 3,812% 3,375% 2,011% 74 3,272% 4,210% 3,866% 3,805% 3,374% 2,015% 75 3,272% 4,198% 3,858% 3,798% 3,374% 2,019% 76 3,272% 4,186% 3,851% 3,792% 3,373% 2,023% 77 3,272% 4,174% 3,844% 3,785% 3,372% 2,026% 78 3,272% 4,163% 3,837% 3,779% 3,371% 2,030% 79 3,272% 4,152% 3,830% 3,773% 3,370% 2,033% 80 3,272% 4,142% 3,824% 3,767% 3,369% 2,036% 81 3,272% 4,131% 3,817% 3,761% 3,368% 2,040% 82 3,272% 4,121% 3,811% 3,756% 3,368% 2,043% 83 3,272% 4,111% 3,805% 3,750% 3,367% 2,046% 84 3,272% 4,101% 3,799% 3,745% 3,366% 2,049% 85 3,272% 4,092% 3,793% 3,740% 3,365% 2,052% 86 3,272% 4,083% 3,787% 3,735% 3,365% 2,055% 87 3,273% 4,074% 3,781% 3,730% 3,364% 2,058% 88 3,273% 4,065% 3,776% 3,725% 3,363% 2,060% 89 3,273% 4,056% 3,771% 3,720% 3,362% 2,063% 90 3,273% 4,048% 3,765% 3,715% 3,362% 2,066% 91 3,273% 4,040% 3,760% 3,711% 3,361% 2,068% 92 3,273% 4,031% 3,755% 3,706% 3,360% 2,071% 93 3,274% 4,024% 3,750% 3,702% 3,360% 2,073% 94 3,274% 4,016% 3,745% 3,698% 3,359% 2,076% 95 3,274% 4,008% 3,741% 3,693% 3,359% 2,078% 96 3,274% 4,001% 3,736% 3,689% 3,358% 2,080% 97 3,274% 3,994% 3,732% 3,685% 3,357% 2,082% 98 3,275% 3,987% 3,727% 3,681% 3,357% 2,085% 99 3,275% 3,980% 3,723% 3,678% 3,356% 2,087% 100 3,275% 3,973% 3,719% 3,674% 3,356% 2,089%

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 9/96EN OJ L, 14.5.2024 Term to maturity Norwegian Pound sterling Romanian leu Zloty Króna Swiss franc (in years) krone 101 3,275% 3,966% 3,715% 3,670% 3,355% 2,091% 102 3,275% 3,960% 3,710% 3,666% 3,355% 2,093% 103 3,276% 3,953% 3,706% 3,663% 3,354% 2,095% 104 3,276% 3,947% 3,703% 3,659% 3,354% 2,097% 105 3,276% 3,941% 3,699% 3,656% 3,353% 2,099% 106 3,276% 3,935% 3,695% 3,653% 3,353% 2,101% 107 3,276% 3,929% 3,691% 3,649% 3,352% 2,103% 108 3,277% 3,923% 3,688% 3,646% 3,352% 2,105% 109 3,277% 3,917% 3,684% 3,643% 3,351% 2,106% 110 3,277% 3,911% 3,681% 3,640% 3,351% 2,108% 111 3,277% 3,906% 3,677% 3,637% 3,350% 2,110% 112 3,277% 3,900% 3,674% 3,634% 3,350% 2,112% 113 3,278% 3,895% 3,670% 3,631% 3,349% 2,113% 114 3,278% 3,890% 3,667% 3,628% 3,349% 2,115% 115 3,278% 3,885% 3,664% 3,625% 3,349% 2,116% 116 3,278% 3,880% 3,661% 3,622% 3,348% 2,118% 117 3,278% 3,875% 3,658% 3,619% 3,348% 2,120% 118 3,279% 3,870% 3,655% 3,617% 3,347% 2,121% 119 3,279% 3,865% 3,652% 3,614% 3,347% 2,123% 120 3,279% 3,860% 3,649% 3,611% 3,347% 2,124% 121 3,279% 3,856% 3,646% 3,609% 3,346% 2,126% 122 3,279% 3,851% 3,643% 3,606% 3,346% 2,127% 123 3,279% 3,847% 3,640% 3,604% 3,345% 2,128% 124 3,280% 3,842% 3,638% 3,601% 3,345% 2,130% 125 3,280% 3,838% 3,635% 3,599% 3,345% 2,131% 126 3,280% 3,834% 3,632% 3,597% 3,344% 2,132% 127 3,280% 3,829% 3,630% 3,594% 3,344% 2,134% 128 3,280% 3,825% 3,627% 3,592% 3,344% 2,135% 129 3,280% 3,821% 3,624% 3,590% 3,343% 2,136% 130 3,280% 3,817% 3,622% 3,587% 3,343% 2,138% 131 3,281% 3,813% 3,619% 3,585% 3,343% 2,139% 132 3,281% 3,809% 3,617% 3,583% 3,342% 2,140% 133 3,281% 3,805% 3,615% 3,581% 3,342% 2,141% 134 3,281% 3,802% 3,612% 3,579% 3,342% 2,142% 135 3,281% 3,798% 3,610% 3,577% 3,341% 2,144% 136 3,281% 3,794% 3,608% 3,575% 3,341% 2,145% 137 3,281% 3,791% 3,605% 3,573% 3,341% 2,146% 10/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024 Term to maturity Norwegian Pound sterling Romanian leu Zloty Króna Swiss franc (in years) krone 138 3,282% 3,787% 3,603% 3,571% 3,341% 2,147% 139 3,282% 3,784% 3,601% 3,569% 3,340% 2,148% 140 3,282% 3,780% 3,599% 3,567% 3,340% 2,149% 141 3,282% 3,777% 3,597% 3,565% 3,340% 2,150% 142 3,282% 3,773% 3,595% 3,563% 3,339% 2,151% 143 3,282% 3,770% 3,593% 3,561% 3,339% 2,152% 144 3,282% 3,767% 3,591% 3,559% 3,339% 2,153% 145 3,282% 3,764% 3,589% 3,558% 3,339% 2,154% 146 3,283% 3,760% 3,587% 3,556% 3,338% 2,155% 147 3,283% 3,757% 3,585% 3,554% 3,338% 2,156% 148 3,283% 3,754% 3,583% 3,552% 3,338% 2,157% 149 3,283% 3,751% 3,581% 3,551% 3,338% 2,158% 150 3,283% 3,748% 3,579% 3,549% 3,337% 2,159% Term to maturity Australian Baht Canadian dollar Chilean peso Colombian peso Hong Kong dollar (in years) dollar 1 4,312% 2,157% 4,732% 5,494% 7,253% 4,327% 2 4,051% 2,075% 4,199% 5,485% 8,119% 3,969% 3 3,911% 2,091% 3,875% 5,502% 8,714% 3,748% 4 3,897% 2,154% 3,654% 5,533% 9,104% 3,634% 5 3,921% 2,234% 3,530% 5,564% 9,350% 3,570% 6 3,974% 2,318% 3,478% 5,585% 9,558% 3,533% 7 4,035% 2,398% 3,464% 5,595% 9,731% 3,513% 8 4,098% 2,471% 3,467% 5,592% 9,871% 3,504% 9 4,155% 2,536% 3,476% 5,578% 9,997% 3,505% 10 4,198% 2,593% 3,484% 5,559% 10,113% 3,514% 11 4,242% 2,640% 3,487% 5,535% 10,174% 3,528% 12 4,283% 2,681% 3,485% 5,509% 10,182% 3,546% 13 4,316% 2,716% 3,481% 5,481% 10,149% 3,563% 14 4,340% 2,747% 3,474% 5,453% 10,085% 3,579% 15 4,357% 2,774% 3,466% 5,424% 9,999% 3,592% 16 4,366% 2,798% 3,457% 5,395% 9,897% 3,602% 17 4,369% 2,820% 3,447% 5,367% 9,782% 3,608% 18 4,366% 2,840% 3,437% 5,339% 9,659% 3,612% 19 4,357% 2,858% 3,427% 5,312% 9,531% 3,613% 20 4,343% 2,875% 3,417% 5,285% 9,399% 3,614%

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 11/96EN OJ L, 14.5.2024 Term to maturity Australian Baht Canadian dollar Chilean peso Colombian peso Hong Kong dollar (in years) dollar 21 4,323% 2,890% 3,408% 5,260% 9,266% 3,613% 22 4,299% 2,905% 3,399% 5,235% 9,133% 3,611% 23 4,271% 2,918% 3,390% 5,211% 9,001% 3,608% 24 4,241% 2,930% 3,381% 5,187% 8,871% 3,605% 25 4,209% 2,942% 3,373% 5,165% 8,744% 3,601% 26 4,176% 2,953% 3,366% 5,143% 8,621% 3,597% 27 4,142% 2,963% 3,359% 5,122% 8,501% 3,592% 28 4,109% 2,972% 3,352% 5,102% 8,384% 3,588% 29 4,078% 2,982% 3,346% 5,083% 8,272% 3,583% 30 4,047% 2,990% 3,341% 5,064% 8,164% 3,578% 31 4,019% 2,998% 3,336% 5,046% 8,060% 3,573% 32 3,993% 3,006% 3,332% 5,029% 7,959% 3,568% 33 3,969% 3,013% 3,328% 5,012% 7,863% 3,563% 34 3,946% 3,020% 3,325% 4,996% 7,771% 3,559% 35 3,925% 3,027% 3,322% 4,981% 7,683% 3,554% 36 3,905% 3,034% 3,319% 4,966% 7,598% 3,549% 37 3,887% 3,040% 3,316% 4,952% 7,516% 3,544% 38 3,869% 3,045% 3,314% 4,938% 7,438% 3,540% 39 3,853% 3,051% 3,312% 4,925% 7,364% 3,535% 40 3,837% 3,056% 3,310% 4,913% 7,292% 3,531% 41 3,823% 3,062% 3,308% 4,900% 7,223% 3,527% 42 3,809% 3,067% 3,307% 4,889% 7,157% 3,522% 43 3,796% 3,071% 3,306% 4,877% 7,094% 3,518% 44 3,783% 3,076% 3,304% 4,866% 7,033% 3,514% 45 3,771% 3,080% 3,303% 4,856% 6,975% 3,510% 46 3,760% 3,085% 3,302% 4,846% 6,919% 3,507% 47 3,749% 3,089% 3,301% 4,836% 6,865% 3,503% 48 3,739% 3,093% 3,300% 4,827% 6,814% 3,499% 49 3,729% 3,096% 3,300% 4,817% 6,764% 3,496% 50 3,720% 3,100% 3,299% 4,809% 6,716% 3,492% 51 3,711% 3,104% 3,298% 4,800% 6,670% 3,489% 52 3,702% 3,107% 3,298% 4,792% 6,625% 3,486% 53 3,694% 3,111% 3,297% 4,784% 6,583% 3,483% 54 3,686% 3,114% 3,297% 4,776% 6,541% 3,480% 55 3,679% 3,117% 3,296% 4,769% 6,501% 3,477% 56 3,672% 3,120% 3,296% 4,762% 6,463% 3,474% 57 3,665% 3,123% 3,296% 4,755% 6,426% 3,471% 12/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024 Term to maturity Australian Baht Canadian dollar Chilean peso Colombian peso Hong Kong dollar (in years) dollar 58 3,658% 3,126% 3,295% 4,748% 6,390% 3,468% 59 3,652% 3,128% 3,295% 4,741% 6,355% 3,466% 60 3,645% 3,131% 3,295% 4,735% 6,322% 3,463% 61 3,639% 3,134% 3,295% 4,729% 6,289% 3,460% 62 3,634% 3,136% 3,294% 4,723% 6,258% 3,458% 63 3,628% 3,139% 3,294% 4,717% 6,227% 3,456% 64 3,623% 3,141% 3,294% 4,711% 6,198% 3,453% 65 3,617% 3,143% 3,294% 4,706% 6,169% 3,451% 66 3,612% 3,146% 3,294% 4,701% 6,142% 3,449% 67 3,608% 3,148% 3,294% 4,695% 6,115% 3,447% 68 3,603% 3,150% 3,294% 4,690% 6,089% 3,445% 69 3,598% 3,152% 3,294% 4,686% 6,063% 3,443% 70 3,594% 3,154% 3,294% 4,681% 6,039% 3,441% 71 3,590% 3,156% 3,294% 4,676% 6,015% 3,439% 72 3,585% 3,158% 3,294% 4,672% 5,991% 3,437% 73 3,581% 3,160% 3,293% 4,667% 5,969% 3,435% 74 3,577% 3,162% 3,293% 4,663% 5,947% 3,433% 75 3,574% 3,163% 3,293% 4,659% 5,925% 3,432% 76 3,570% 3,165% 3,293% 4,655% 5,904% 3,430% 77 3,566% 3,167% 3,293% 4,651% 5,884% 3,428% 78 3,563% 3,169% 3,293% 4,647% 5,864% 3,427% 79 3,559% 3,170% 3,293% 4,643% 5,845% 3,425% 80 3,556% 3,172% 3,293% 4,640% 5,826% 3,423% 81 3,553% 3,173% 3,293% 4,636% 5,808% 3,422% 82 3,550% 3,175% 3,293% 4,633% 5,790% 3,420% 83 3,547% 3,176% 3,293% 4,629% 5,773% 3,419% 84 3,544% 3,178% 3,294% 4,626% 5,755% 3,418% 85 3,541% 3,179% 3,294% 4,623% 5,739% 3,416% 86 3,538% 3,181% 3,294% 4,620% 5,723% 3,415% 87 3,535% 3,182% 3,294% 4,616% 5,707% 3,414% 88 3,532% 3,183% 3,294% 4,613% 5,691% 3,412% 89 3,530% 3,184% 3,294% 4,610% 5,676% 3,411% 90 3,527% 3,186% 3,294% 4,608% 5,661% 3,410% 91 3,525% 3,187% 3,294% 4,605% 5,647% 3,409% 92 3,522% 3,188% 3,294% 4,602% 5,633% 3,407% 93 3,520% 3,189% 3,294% 4,599% 5,619% 3,406% 94 3,517% 3,191% 3,294% 4,597% 5,605% 3,405%

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 13/96EN OJ L, 14.5.2024 Term to maturity Australian Baht Canadian dollar Chilean peso Colombian peso Hong Kong dollar (in years) dollar 95 3,515% 3,192% 3,294% 4,594% 5,592% 3,404% 96 3,513% 3,193% 3,294% 4,592% 5,579% 3,403% 97 3,511% 3,194% 3,294% 4,589% 5,566% 3,402% 98 3,508% 3,195% 3,294% 4,587% 5,554% 3,401% 99 3,506% 3,196% 3,294% 4,584% 5,541% 3,400% 100 3,504% 3,197% 3,294% 4,582% 5,529% 3,399% 101 3,502% 3,198% 3,294% 4,580% 5,518% 3,398% 102 3,500% 3,199% 3,294% 4,577% 5,506% 3,397% 103 3,498% 3,200% 3,294% 4,575% 5,495% 3,396% 104 3,496% 3,201% 3,294% 4,573% 5,484% 3,395% 105 3,494% 3,202% 3,294% 4,571% 5,473% 3,394% 106 3,493% 3,203% 3,294% 4,569% 5,462% 3,393% 107 3,491% 3,204% 3,294% 4,567% 5,452% 3,392% 108 3,489% 3,205% 3,294% 4,565% 5,442% 3,392% 109 3,487% 3,205% 3,294% 4,563% 5,431% 3,391% 110 3,486% 3,206% 3,294% 4,561% 5,422% 3,390% 111 3,484% 3,207% 3,295% 4,559% 5,412% 3,389% 112 3,482% 3,208% 3,295% 4,557% 5,402% 3,388% 113 3,481% 3,209% 3,295% 4,555% 5,393% 3,388% 114 3,479% 3,210% 3,295% 4,553% 5,384% 3,387% 115 3,477% 3,210% 3,295% 4,552% 5,375% 3,386% 116 3,476% 3,211% 3,295% 4,550% 5,366% 3,385% 117 3,474% 3,212% 3,295% 4,548% 5,357% 3,385% 118 3,473% 3,213% 3,295% 4,546% 5,349% 3,384% 119 3,471% 3,213% 3,295% 4,545% 5,340% 3,383% 120 3,470% 3,214% 3,295% 4,543% 5,332% 3,382% 121 3,469% 3,215% 3,295% 4,542% 5,324% 3,382% 122 3,467% 3,215% 3,295% 4,540% 5,316% 3,381% 123 3,466% 3,216% 3,295% 4,538% 5,308% 3,380% 124 3,464% 3,217% 3,295% 4,537% 5,300% 3,380% 125 3,463% 3,218% 3,295% 4,535% 5,292% 3,379% 126 3,462% 3,218% 3,295% 4,534% 5,285% 3,379% 127 3,461% 3,219% 3,295% 4,533% 5,278% 3,378% 128 3,459% 3,219% 3,295% 4,531% 5,270% 3,377% 129 3,458% 3,220% 3,295% 4,530% 5,263% 3,377% 130 3,457% 3,221% 3,295% 4,528% 5,256% 3,376% 131 3,456% 3,221% 3,295% 4,527% 5,249% 3,376% 14/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024 Term to maturity Australian Baht Canadian dollar Chilean peso Colombian peso Hong Kong dollar (in years) dollar 132 3,454% 3,222% 3,295% 4,526% 5,242% 3,375% 133 3,453% 3,222% 3,295% 4,524% 5,235% 3,374% 134 3,452% 3,223% 3,295% 4,523% 5,229% 3,374% 135 3,451% 3,224% 3,295% 4,522% 5,222% 3,373% 136 3,450% 3,224% 3,295% 4,520% 5,216% 3,373% 137 3,449% 3,225% 3,295% 4,519% 5,210% 3,372% 138 3,448% 3,225% 3,296% 4,518% 5,203% 3,372% 139 3,447% 3,226% 3,296% 4,517% 5,197% 3,371% 140 3,446% 3,226% 3,296% 4,516% 5,191% 3,371% 141 3,445% 3,227% 3,296% 4,514% 5,185% 3,370% 142 3,444% 3,227% 3,296% 4,513% 5,179% 3,370% 143 3,443% 3,228% 3,296% 4,512% 5,173% 3,369% 144 3,442% 3,228% 3,296% 4,511% 5,168% 3,369% 145 3,441% 3,229% 3,296% 4,510% 5,162% 3,368% 146 3,440% 3,229% 3,296% 4,509% 5,156% 3,368% 147 3,439% 3,230% 3,296% 4,508% 5,151% 3,367% 148 3,438% 3,230% 3,296% 4,507% 5,145% 3,367% 149 3,437% 3,231% 3,296% 4,506% 5,140% 3,366% 150 3,436% 3,231% 3,296% 4,505% 5,135% 3,366% Term to maturity New Taiwan New Zealand Indian rupee Mexican peso Rand Real (in years) dollar dollar 1 6,750% 10,761% 1,004% 5,301% 8,157% 9,673% 2 6,433% 9,778% 1,071% 4,735% 8,014% 9,652% 3 6,364% 9,174% 1,127% 4,430% 8,086% 9,901% 4 6,328% 8,872% 1,173% 4,279% 8,267% 10,160% 5 6,328% 8,708% 1,209% 4,213% 8,567% 10,368% 6 6,324% 8,636% 1,237% 4,197% 8,905% 10,546% 7 6,310% 8,622% 1,260% 4,209% 9,273% 10,693% 8 6,292% 8,641% 1,276% 4,236% 9,632% 10,796% 9 6,272% 8,663% 1,290% 4,271% 9,964% 10,875% 10 6,249% 8,666% 1,297% 4,311% 10,266% 10,939% 11 6,226% 8,638% 1,319% 4,354% 10,536% 10,955% 12 6,203% 8,585% 1,353% 4,397% 10,772% 10,926% 13 6,180% 8,514% 1,394% 4,438% 10,971% 10,864% 14 6,157% 8,430% 1,441% 4,475% 11,127% 10,778%

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 15/96EN OJ L, 14.5.2024 Term to maturity New Taiwan New Zealand Indian rupee Mexican peso Rand Real (in years) dollar dollar 15 6,135% 8,338% 1,490% 4,508% 11,236% 10,674% 16 6,113% 8,240% 1,540% 4,536% 11,292% 10,557% 17 6,091% 8,139% 1,590% 4,558% 11,305% 10,431% 18 6,070% 8,036% 1,640% 4,575% 11,282% 10,299% 19 6,050% 7,933% 1,689% 4,584% 11,230% 10,164% 20 6,031% 7,831% 1,737% 4,588% 11,157% 10,027% 21 6,012% 7,730% 1,783% 4,584% 11,067% 9,891% 22 5,994% 7,631% 1,828% 4,575% 10,963% 9,756% 23 5,977% 7,535% 1,871% 4,561% 10,851% 9,622% 24 5,960% 7,441% 1,913% 4,545% 10,732% 9,492% 25 5,944% 7,350% 1,953% 4,525% 10,608% 9,365% 26 5,929% 7,263% 1,991% 4,505% 10,483% 9,242% 27 5,914% 7,178% 2,028% 4,482% 10,357% 9,122% 28 5,899% 7,097% 2,063% 4,459% 10,231% 9,007% 29 5,885% 7,019% 2,097% 4,436% 10,107% 8,896% 30 5,872% 6,944% 2,129% 4,412% 9,985% 8,789% 31 5,859% 6,872% 2,160% 4,388% 9,866% 8,686% 32 5,847% 6,803% 2,190% 4,365% 9,749% 8,588% 33 5,835% 6,736% 2,218% 4,341% 9,637% 8,493% 34 5,824% 6,673% 2,246% 4,318% 9,528% 8,402% 35 5,813% 6,612% 2,272% 4,296% 9,422% 8,315% 36 5,802% 6,554% 2,297% 4,274% 9,321% 8,232% 37 5,792% 6,498% 2,321% 4,253% 9,223% 8,152% 38 5,782% 6,444% 2,344% 4,232% 9,128% 8,076% 39 5,773% 6,393% 2,366% 4,211% 9,038% 8,002% 40 5,764% 6,344% 2,387% 4,192% 8,951% 7,932% 41 5,755% 6,296% 2,407% 4,173% 8,867% 7,865% 42 5,746% 6,251% 2,427% 4,154% 8,786% 7,800% 43 5,738% 6,207% 2,446% 4,136% 8,709% 7,738% 44 5,730% 6,166% 2,464% 4,119% 8,635% 7,679% 45 5,723% 6,126% 2,481% 4,102% 8,563% 7,622% 46 5,715% 6,087% 2,498% 4,086% 8,495% 7,567% 47 5,708% 6,050% 2,514% 4,071% 8,429% 7,514% 48 5,702% 6,014% 2,530% 4,055% 8,365% 7,464% 49 5,695% 5,980% 2,545% 4,041% 8,304% 7,415% 50 5,689% 5,947% 2,559% 4,027% 8,245% 7,368% 16/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024 Term to maturity New Taiwan New Zealand Indian rupee Mexican peso Rand Real (in years) dollar dollar 51 5,682% 5,915% 2,573% 4,013% 8,189% 7,323% 52 5,676% 5,884% 2,587% 4,000% 8,134% 7,279% 53 5,671% 5,855% 2,600% 3,987% 8,082% 7,237% 54 5,665% 5,826% 2,612% 3,975% 8,031% 7,197% 55 5,660% 5,799% 2,624% 3,963% 7,982% 7,158% 56 5,654% 5,772% 2,636% 3,951% 7,935% 7,120% 57 5,649% 5,746% 2,647% 3,940% 7,889% 7,084% 58 5,644% 5,721% 2,658% 3,929% 7,845% 7,049% 59 5,639% 5,697% 2,669% 3,919% 7,803% 7,015% 60 5,635% 5,674% 2,679% 3,909% 7,762% 6,982% 61 5,630% 5,652% 2,689% 3,899% 7,722% 6,950% 62 5,626% 5,630% 2,699% 3,889% 7,683% 6,919% 63 5,622% 5,609% 2,708% 3,880% 7,646% 6,890% 64 5,618% 5,588% 2,718% 3,871% 7,610% 6,861% 65 5,614% 5,568% 2,726% 3,862% 7,575% 6,833% 66 5,610% 5,549% 2,735% 3,854% 7,541% 6,805% 67 5,606% 5,530% 2,743% 3,846% 7,508% 6,779% 68 5,602% 5,512% 2,751% 3,838% 7,476% 6,754% 69 5,599% 5,495% 2,759% 3,830% 7,445% 6,729% 70 5,595% 5,478% 2,767% 3,822% 7,415% 6,705% 71 5,592% 5,461% 2,774% 3,815% 7,385% 6,681% 72 5,588% 5,445% 2,782% 3,808% 7,357% 6,658% 73 5,585% 5,429% 2,789% 3,801% 7,329% 6,636% 74 5,582% 5,414% 2,795% 3,794% 7,302% 6,615% 75 5,579% 5,399% 2,802% 3,788% 7,276% 6,594% 76 5,576% 5,384% 2,809% 3,781% 7,250% 6,573% 77 5,573% 5,370% 2,815% 3,775% 7,225% 6,553% 78 5,570% 5,356% 2,821% 3,769% 7,201% 6,534% 79 5,568% 5,343% 2,827% 3,763% 7,177% 6,515% 80 5,565% 5,330% 2,833% 3,757% 7,154% 6,497% 81 5,562% 5,317% 2,839% 3,751% 7,132% 6,479% 82 5,560% 5,305% 2,844% 3,746% 7,110% 6,461% 83 5,557% 5,292% 2,850% 3,741% 7,089% 6,444% 84 5,555% 5,281% 2,855% 3,735% 7,068% 6,427% 85 5,552% 5,269% 2,860% 3,730% 7,047% 6,411% 86 5,550% 5,258% 2,866% 3,725% 7,028% 6,395% 87 5,548% 5,247% 2,870% 3,720% 7,008% 6,379%

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 17/96EN OJ L, 14.5.2024 Term to maturity New Taiwan New Zealand Indian rupee Mexican peso Rand Real (in years) dollar dollar 88 5,545% 5,236% 2,875% 3,716% 6,989% 6,364% 89 5,543% 5,225% 2,880% 3,711% 6,971% 6,349% 90 5,541% 5,215% 2,885% 3,706% 6,952% 6,335% 91 5,539% 5,205% 2,889% 3,702% 6,935% 6,321% 92 5,537% 5,195% 2,894% 3,697% 6,917% 6,307% 93 5,535% 5,185% 2,898% 3,693% 6,900% 6,293% 94 5,533% 5,176% 2,902% 3,689% 6,884% 6,280% 95 5,531% 5,167% 2,907% 3,685% 6,868% 6,267% 96 5,529% 5,158% 2,911% 3,681% 6,852% 6,254% 97 5,527% 5,149% 2,915% 3,677% 6,836% 6,242% 98 5,526% 5,140% 2,919% 3,673% 6,821% 6,229% 99 5,524% 5,131% 2,922% 3,669% 6,806% 6,217% 100 5,522% 5,123% 2,926% 3,666% 6,791% 6,206% 101 5,520% 5,115% 2,930% 3,662% 6,777% 6,194% 102 5,519% 5,107% 2,933% 3,658% 6,763% 6,183% 103 5,517% 5,099% 2,937% 3,655% 6,749% 6,172% 104 5,515% 5,091% 2,941% 3,652% 6,735% 6,161% 105 5,514% 5,084% 2,944% 3,648% 6,722% 6,150% 106 5,512% 5,076% 2,947% 3,645% 6,709% 6,140% 107 5,511% 5,069% 2,951% 3,642% 6,696% 6,130% 108 5,509% 5,062% 2,954% 3,638% 6,684% 6,120% 109 5,508% 5,055% 2,957% 3,635% 6,671% 6,110% 110 5,506% 5,048% 2,960% 3,632% 6,659% 6,100% 111 5,505% 5,041% 2,963% 3,629% 6,647% 6,091% 112 5,504% 5,035% 2,966% 3,626% 6,636% 6,081% 113 5,502% 5,028% 2,969% 3,623% 6,624% 6,072% 114 5,501% 5,022% 2,972% 3,621% 6,613% 6,063% 115 5,500% 5,015% 2,975% 3,618% 6,602% 6,054% 116 5,498% 5,009% 2,978% 3,615% 6,591% 6,046% 117 5,497% 5,003% 2,980% 3,612% 6,581% 6,037% 118 5,496% 4,997% 2,983% 3,610% 6,570% 6,029% 119 5,495% 4,991% 2,986% 3,607% 6,560% 6,020% 120 5,493% 4,986% 2,988% 3,605% 6,550% 6,012% 121 5,492% 4,980% 2,991% 3,602% 6,540% 6,004% 122 5,491% 4,974% 2,993% 3,600% 6,530% 5,996% 123 5,490% 4,969% 2,996% 3,597% 6,520% 5,989% 124 5,489% 4,963% 2,998% 3,595% 6,511% 5,981% 18/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024 Term to maturity New Taiwan New Zealand Indian rupee Mexican peso Rand Real (in years) dollar dollar 125 5,488% 4,958% 3,001% 3,592% 6,501% 5,974% 126 5,487% 4,953% 3,003% 3,590% 6,492% 5,966% 127 5,485% 4,948% 3,006% 3,588% 6,483% 5,959% 128 5,484% 4,943% 3,008% 3,586% 6,474% 5,952% 129 5,483% 4,938% 3,010% 3,583% 6,465% 5,945% 130 5,482% 4,933% 3,012% 3,581% 6,457% 5,938% 131 5,481% 4,928% 3,014% 3,579% 6,448% 5,931% 132 5,480% 4,923% 3,017% 3,577% 6,440% 5,924% 133 5,479% 4,918% 3,019% 3,575% 6,432% 5,918% 134 5,478% 4,914% 3,021% 3,573% 6,424% 5,911% 135 5,477% 4,909% 3,023% 3,571% 6,416% 5,905% 136 5,476% 4,905% 3,025% 3,569% 6,408% 5,899% 137 5,476% 4,900% 3,027% 3,567% 6,400% 5,892% 138 5,475% 4,896% 3,029% 3,565% 6,392% 5,886% 139 5,474% 4,892% 3,031% 3,563% 6,385% 5,880% 140 5,473% 4,887% 3,033% 3,561% 6,377% 5,874% 141 5,472% 4,883% 3,035% 3,559% 6,370% 5,868% 142 5,471% 4,879% 3,037% 3,557% 6,363% 5,863% 143 5,470% 4,875% 3,038% 3,556% 6,356% 5,857% 144 5,469% 4,871% 3,040% 3,554% 6,349% 5,851% 145 5,469% 4,867% 3,042% 3,552% 6,342% 5,846% 146 5,468% 4,863% 3,044% 3,550% 6,335% 5,840% 147 5,467% 4,859% 3,046% 3,549% 6,328% 5,835% 148 5,466% 4,855% 3,047% 3,547% 6,322% 5,829% 149 5,465% 4,852% 3,049% 3,545% 6,315% 5,824% 150 5,465% 4,848% 3,051% 3,544% 6,309% 5,819% Term to maturity South Korean Renminbi-yuan Ringgit Russian rouble Singapore dollar Turkish lira (in years) won 1 1,762% 3,018% 15,376% 3,461% 3,248% 48,948% 2 1,762% 3,071% 14,022% 3,211% 3,103% 41,250% 3 1,813% 3,164% 13,342% 3,098% 3,019% 34,846% 4 1,886% 3,265% 13,017% 3,052% 2,994% 30,025% 5 1,959% 3,350% 12,874% 3,031% 2,976% 26,513% 6 2,018% 3,422% 12,852% 3,021% 2,967% 24,095% 7 2,069% 3,481% 12,930% 3,018% 2,966% 22,489%

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 19/96EN OJ L, 14.5.2024 Term to maturity South Korean Renminbi-yuan Ringgit Russian rouble Singapore dollar Turkish lira (in years) won 8 2,120% 3,528% 13,051% 3,018% 2,971% 21,542% 9 2,172% 3,569% 13,208% 3,020% 2,975% 21,058% 10 2,228% 3,602% 13,381% 3,024% 2,976% 20,672% 11 2,289% 3,632% 13,550% 3,028% 2,971% 20,293% 12 2,352% 3,662% 13,714% 3,033% 2,962% 19,918% 13 2,416% 3,692% 13,854% 3,038% 2,951% 19,544% 14 2,479% 3,724% 13,971% 3,043% 2,940% 19,170% 15 2,541% 3,756% 14,032% 3,049% 2,930% 18,797% 16 2,601% 3,790% 14,037% 3,054% 2,920% 18,424% 17 2,658% 3,823% 13,995% 3,059% 2,912% 18,052% 18 2,714% 3,853% 13,916% 3,064% 2,905% 17,684% 19 2,767% 3,881% 13,806% 3,070% 2,901% 17,320% 20 2,818% 3,903% 13,672% 3,075% 2,898% 16,961% 21 2,867% 3,921% 13,520% 3,080% 2,898% 16,609% 22 2,913% 3,934% 13,353% 3,084% 2,899% 16,265% 23 2,957% 3,943% 13,175% 3,089% 2,902% 15,931% 24 3,000% 3,950% 12,991% 3,094% 2,906% 15,606% 25 3,040% 3,953% 12,803% 3,098% 2,911% 15,291% 26 3,078% 3,955% 12,613% 3,103% 2,916% 14,988% 27 3,115% 3,956% 12,424% 3,107% 2,921% 14,695% 28 3,150% 3,955% 12,236% 3,111% 2,927% 14,414% 29 3,183% 3,953% 12,052% 3,115% 2,934% 14,145% 30 3,215% 3,950% 11,871% 3,119% 2,940% 13,886% 31 3,246% 3,946% 11,695% 3,123% 2,947% 13,639% 32 3,275% 3,942% 11,525% 3,126% 2,953% 13,402% 33 3,303% 3,938% 11,359% 3,130% 2,960% 13,176% 34 3,329% 3,933% 11,200% 3,133% 2,966% 12,960% 35 3,355% 3,928% 11,046% 3,136% 2,972% 12,754% 36 3,379% 3,923% 10,898% 3,140% 2,979% 12,556% 37 3,402% 3,917% 10,756% 3,143% 2,985% 12,368% 38 3,425% 3,912% 10,619% 3,146% 2,991% 12,188% 39 3,446% 3,907% 10,488% 3,149% 2,997% 12,016% 40 3,467% 3,901% 10,362% 3,152% 3,003% 11,852% 41 3,487% 3,896% 10,241% 3,154% 3,009% 11,695% 42 3,506% 3,891% 10,125% 3,157% 3,014% 11,544% 43 3,524% 3,885% 10,013% 3,160% 3,020% 11,400% 44 3,541% 3,880% 9,907% 3,162% 3,025% 11,263% 20/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024 Term to maturity South Korean Renminbi-yuan Ringgit Russian rouble Singapore dollar Turkish lira (in years) won 45 3,558% 3,875% 9,804% 3,165% 3,030% 11,131% 46 3,574% 3,870% 9,706% 3,167% 3,035% 11,004% 47 3,590% 3,865% 9,611% 3,169% 3,040% 10,883% 48 3,605% 3,861% 9,520% 3,172% 3,045% 10,766% 49 3,620% 3,856% 9,433% 3,174% 3,049% 10,654% 50 3,634% 3,852% 9,349% 3,176% 3,054% 10,547% 51 3,647% 3,847% 9,268% 3,178% 3,058% 10,443% 52 3,660% 3,843% 9,190% 3,180% 3,062% 10,344% 53 3,673% 3,839% 9,115% 3,182% 3,066% 10,248% 54 3,685% 3,835% 9,043% 3,184% 3,070% 10,156% 55 3,697% 3,831% 8,973% 3,186% 3,074% 10,067% 56 3,708% 3,827% 8,906% 3,188% 3,078% 9,982% 57 3,719% 3,823% 8,841% 3,189% 3,082% 9,899% 58 3,730% 3,820% 8,778% 3,191% 3,085% 9,819% 59 3,740% 3,816% 8,718% 3,193% 3,089% 9,742% 60 3,750% 3,813% 8,659% 3,194% 3,092% 9,668% 61 3,759% 3,809% 8,603% 3,196% 3,095% 9,596% 62 3,769% 3,806% 8,548% 3,197% 3,098% 9,526% 63 3,778% 3,803% 8,495% 3,199% 3,101% 9,459% 64 3,787% 3,800% 8,444% 3,200% 3,104% 9,393% 65 3,795% 3,797% 8,394% 3,202% 3,107% 9,330% 66 3,803% 3,794% 8,346% 3,203% 3,110% 9,269% 67 3,812% 3,791% 8,299% 3,204% 3,113% 9,209% 68 3,819% 3,789% 8,253% 3,206% 3,116% 9,151% 69 3,827% 3,786% 8,209% 3,207% 3,118% 9,095% 70 3,834% 3,783% 8,166% 3,208% 3,121% 9,041% 71 3,842% 3,781% 8,125% 3,209% 3,123% 8,988% 72 3,849% 3,778% 8,084% 3,211% 3,126% 8,937% 73 3,855% 3,776% 8,045% 3,212% 3,128% 8,887% 74 3,862% 3,774% 8,007% 3,213% 3,130% 8,838% 75 3,868% 3,771% 7,970% 3,214% 3,132% 8,791% 76 3,875% 3,769% 7,933% 3,215% 3,135% 8,745% 77 3,881% 3,767% 7,898% 3,216% 3,137% 8,700% 78 3,887% 3,765% 7,864% 3,217% 3,139% 8,657% 79 3,893% 3,763% 7,830% 3,218% 3,141% 8,614%

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 21/96EN OJ L, 14.5.2024 Term to maturity South Korean Renminbi-yuan Ringgit Russian rouble Singapore dollar Turkish lira (in years) won 80 3,898% 3,761% 7,798% 3,219% 3,143% 8,573% 81 3,904% 3,759% 7,766% 3,220% 3,145% 8,532% 82 3,909% 3,757% 7,735% 3,221% 3,147% 8,493% 83 3,915% 3,755% 7,704% 3,222% 3,148% 8,455% 84 3,920% 3,753% 7,675% 3,223% 3,150% 8,417% 85 3,925% 3,751% 7,646% 3,224% 3,152% 8,381% 86 3,930% 3,749% 7,618% 3,225% 3,154% 8,345% 87 3,935% 3,748% 7,590% 3,226% 3,155% 8,310% 88 3,939% 3,746% 7,563% 3,226% 3,157% 8,276% 89 3,944% 3,744% 7,537% 3,227% 3,159% 8,242% 90 3,948% 3,743% 7,512% 3,228% 3,160% 8,210% 91 3,953% 3,741% 7,486% 3,229% 3,162% 8,178% 92 3,957% 3,740% 7,462% 3,229% 3,163% 8,147% 93 3,961% 3,738% 7,438% 3,230% 3,165% 8,116% 94 3,965% 3,737% 7,414% 3,231% 3,166% 8,087% 95 3,969% 3,735% 7,391% 3,232% 3,167% 8,057% 96 3,973% 3,734% 7,369% 3,232% 3,169% 8,029% 97 3,977% 3,733% 7,347% 3,233% 3,170% 8,001% 98 3,981% 3,731% 7,325% 3,234% 3,171% 7,974% 99 3,985% 3,730% 7,304% 3,234% 3,173% 7,947% 100 3,988% 3,729% 7,283% 3,235% 3,174% 7,920% 101 3,992% 3,727% 7,263% 3,236% 3,175% 7,895% 102 3,995% 3,726% 7,243% 3,236% 3,176% 7,869% 103 3,999% 3,725% 7,223% 3,237% 3,178% 7,845% 104 4,002% 3,724% 7,204% 3,237% 3,179% 7,820% 105 4,006% 3,722% 7,186% 3,238% 3,180% 7,797% 106 4,009% 3,721% 7,167% 3,239% 3,181% 7,773% 107 4,012% 3,720% 7,149% 3,239% 3,182% 7,750% 108 4,015% 3,719% 7,131% 3,240% 3,183% 7,728% 109 4,018% 3,718% 7,114% 3,240% 3,184% 7,706% 110 4,021% 3,717% 7,097% 3,241% 3,185% 7,684% 111 4,024% 3,716% 7,080% 3,241% 3,186% 7,663% 112 4,027% 3,715% 7,064% 3,242% 3,187% 7,642% 113 4,030% 3,714% 7,047% 3,242% 3,188% 7,622% 114 4,033% 3,713% 7,031% 3,243% 3,189% 7,601% 115 4,035% 3,712% 7,016% 3,243% 3,190% 7,582% 22/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024 Term to maturity South Korean Renminbi-yuan Ringgit Russian rouble Singapore dollar Turkish lira (in years) won 116 4,038% 3,711% 7,000% 3,244% 3,191% 7,562% 117 4,041% 3,710% 6,985% 3,244% 3,192% 7,543% 118 4,043% 3,709% 6,971% 3,245% 3,193% 7,524% 119 4,046% 3,708% 6,956% 3,245% 3,194% 7,506% 120 4,049% 3,707% 6,942% 3,246% 3,195% 7,488% 121 4,051% 3,706% 6,928% 3,246% 3,196% 7,470% 122 4,053% 3,705% 6,914% 3,247% 3,197% 7,452% 123 4,056% 3,705% 6,900% 3,247% 3,198% 7,435% 124 4,058% 3,704% 6,887% 3,248% 3,198% 7,418% 125 4,061% 3,703% 6,873% 3,248% 3,199% 7,401% 126 4,063% 3,702% 6,860% 3,248% 3,200% 7,385% 127 4,065% 3,701% 6,848% 3,249% 3,201% 7,369% 128 4,067% 3,700% 6,835% 3,249% 3,202% 7,353% 129 4,070% 3,700% 6,823% 3,250% 3,202% 7,337% 130 4,072% 3,699% 6,811% 3,250% 3,203% 7,322% 131 4,074% 3,698% 6,799% 3,250% 3,204% 7,307% 132 4,076% 3,697% 6,787% 3,251% 3,205% 7,292% 133 4,078% 3,697% 6,775% 3,251% 3,205% 7,277% 134 4,080% 3,696% 6,764% 3,251% 3,206% 7,262% 135 4,082% 3,695% 6,752% 3,252% 3,207% 7,248% 136 4,084% 3,695% 6,741% 3,252% 3,207% 7,234% 137 4,086% 3,694% 6,730% 3,252% 3,208% 7,220% 138 4,088% 3,693% 6,719% 3,253% 3,209% 7,206% 139 4,090% 3,692% 6,709% 3,253% 3,209% 7,193% 140 4,092% 3,692% 6,698% 3,253% 3,210% 7,180% 141 4,093% 3,691% 6,688% 3,254% 3,211% 7,167% 142 4,095% 3,691% 6,678% 3,254% 3,211% 7,154% 143 4,097% 3,690% 6,668% 3,254% 3,212% 7,141% 144 4,099% 3,689% 6,658% 3,255% 3,212% 7,128% 145 4,100% 3,689% 6,648% 3,255% 3,213% 7,116% 146 4,102% 3,688% 6,638% 3,255% 3,214% 7,104% 147 4,104% 3,687% 6,629% 3,256% 3,214% 7,092% 148 4,106% 3,687% 6,620% 3,256% 3,215% 7,080% 149 4,107% 3,686% 6,610% 3,256% 3,215% 7,068% 150 4,109% 3,686% 6,601% 3,257% 3,216% 7,057%

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 23/96EN OJ L, 14.5.2024 Term to maturity US dollar Yen (in years) 1 5,041% 0,175% 2 4,503% 0,290% 3 4,239% 0,365% 4 4,064% 0,427% 5 3,960% 0,493% 6 3,899% 0,562% 7 3,861% 0,637% 8 3,836% 0,710% 9 3,822% 0,780% 10 3,812% 0,849% 11 3,810% 0,914% 12 3,813% 0,976% 13 3,816% 1,035% 14 3,819% 1,093% 15 3,820% 1,151% 16 3,818% 1,208% 17 3,813% 1,263% 18 3,805% 1,313% 19 3,793% 1,356% 20 3,777% 1,392% 21 3,757% 1,419% 22 3,733% 1,441% 23 3,707% 1,458% 24 3,679% 1,474% 25 3,650% 1,488% 26 3,620% 1,503% 27 3,590% 1,519% 28 3,561% 1,536% 29 3,534% 1,556% 30 3,510% 1,577% 31 3,489% 1,602% 32 3,470% 1,628% 33 3,454% 1,657% 34 3,439% 1,686% 35 3,427% 1,715% 36 3,415% 1,745% 37 3,406% 1,775% 38 3,397% 1,805% 24/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024 Term to maturity US dollar Yen (in years) 39 3,389% 1,834% 40 3,382% 1,864% 41 3,376% 1,892% 42 3,370% 1,920% 43 3,366% 1,948% 44 3,361% 1,974% 45 3,357% 2,001% 46 3,354% 2,026% 47 3,350% 2,051% 48 3,348% 2,075% 49 3,345% 2,098% 50 3,343% 2,121% 51 3,341% 2,143% 52 3,339% 2,165% 53 3,337% 2,185% 54 3,335% 2,206% 55 3,334% 2,225% 56 3,333% 2,244% 57 3,331% 2,263% 58 3,330% 2,281% 59 3,329% 2,298% 60 3,328% 2,315% 61 3,327% 2,331% 62 3,326% 2,347% 63 3,326% 2,363% 64 3,325% 2,378% 65 3,324% 2,392% 66 3,324% 2,406% 67 3,323% 2,420% 68 3,323% 2,434% 69 3,322% 2,447% 70 3,322% 2,459% 71 3,321% 2,472% 72 3,321% 2,484% 73 3,320% 2,496% 74 3,320% 2,507% 75 3,320% 2,518%

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 25/96EN OJ L, 14.5.2024 Term to maturity US dollar Yen (in years) 76 3,319% 2,529% 77 3,319% 2,539% 78 3,319% 2,550% 79 3,318% 2,560% 80 3,318% 2,570% 81 3,318% 2,579% 82 3,318% 2,588% 83 3,317% 2,598% 84 3,317% 2,606% 85 3,317% 2,615% 86 3,317% 2,624% 87 3,316% 2,632% 88 3,316% 2,640% 89 3,316% 2,648% 90 3,316% 2,656% 91 3,316% 2,663% 92 3,315% 2,671% 93 3,315% 2,678% 94 3,315% 2,685% 95 3,315% 2,692% 96 3,315% 2,699% 97 3,315% 2,706% 98 3,314% 2,712% 99 3,314% 2,719% 100 3,314% 2,725% 101 3,314% 2,731% 102 3,314% 2,737% 103 3,314% 2,743% 104 3,314% 2,749% 105 3,313% 2,755% 106 3,313% 2,760% 107 3,313% 2,766% 108 3,313% 2,771% 109 3,313% 2,776% 110 3,313% 2,782% 111 3,313% 2,787% 112 3,313% 2,792% 113 3,312% 2,797% 26/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024 Term to maturity US dollar Yen (in years) 114 3,312% 2,801% 115 3,312% 2,806% 116 3,312% 2,811% 117 3,312% 2,815% 118 3,312% 2,820% 119 3,312% 2,824% 120 3,312% 2,829% 121 3,312% 2,833% 122 3,312% 2,837% 123 3,311% 2,841% 124 3,311% 2,846% 125 3,311% 2,850% 126 3,311% 2,854% 127 3,311% 2,857% 128 3,311% 2,861% 129 3,311% 2,865% 130 3,311% 2,869% 131 3,311% 2,872% 132 3,311% 2,876% 133 3,311% 2,880% 134 3,311% 2,883% 135 3,310% 2,887% 136 3,310% 2,890% 137 3,310% 2,893% 138 3,310% 2,897% 139 3,310% 2,900% 140 3,310% 2,903% 141 3,310% 2,906% 142 3,310% 2,909% 143 3,310% 2,912% 144 3,310% 2,915% 145 3,310% 2,918% 146 3,310% 2,921% 147 3,310% 2,924% 148 3,310% 2,927% 149 3,309% 2,930% 150 3,309% 2,933%

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 27/96EN OJ L, 14.5.2024 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 Czech Austria Belgium Bulgaria Croatia Cyprus Denmark (in years) Republic 1 0 0 26 5 0 20 0 2 0 0 34 5 0 34 0 3 0 0 39 5 0 39 0 4 0 1 42 5 1 40 0 5 0 2 46 5 3 44 0 6 0 3 49 6 5 46 0 7 1 4 52 6 8 48 0 8 2 5 54 5 10 48 0 9 2 6 56 5 11 46 0 10 3 7 58 6 12 45 0 Duration Estonia Finland France Germany Greece Hungary Ireland (in years) 1 0 0 0 0 336 4 12 2 0 0 0 0 210 4 18 3 0 0 0 0 188 4 20 4 1 0 0 0 165 4 21 5 2 0 0 0 152 4 22 6 3 0 0 0 150 4 23 7 4 0 0 0 148 4 24 8 5 0 1 0 152 3 25 9 6 0 2 0 154 1 26 10 7 0 3 0 156 4 26 Duration Italy Latvia Lithuania Luxembourg Malta Netherlands Poland (in years) 1 6 3 4 0 13 0 4 2 13 8 9 0 18 0 4 3 18 11 12 0 20 0 4 28/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024 Duration Italy Latvia Lithuania Luxembourg Malta Netherlands Poland (in years) 4 21 13 15 0 21 0 4 5 23 15 17 0 23 0 4 6 25 16 18 0 24 0 4 7 27 17 20 0 25 0 4 8 29 19 22 0 26 0 4 9 31 20 23 1 27 0 4 10 32 20 24 1 27 0 4 Duration United Portugal Romania Slovakia Slovenia Spain Sweden (in years) Kingdom 1 20 8 10 14 4 0 0 2 34 15 13 17 9 0 0 3 39 17 15 21 12 0 0 4 40 18 16 25 15 0 0 5 43 19 18 29 17 0 0 6 46 20 19 32 18 0 0 7 47 21 21 33 20 0 0 8 48 23 22 35 22 0 0 9 46 24 22 36 23 0 0 10 45 22 23 36 24 0 0 Duration Iceland Liechtenstein Norway Switzerland Australia Brazil Canada (in years) 1 5 0 0 0 0 12 0 2 5 0 0 0 0 12 0 3 5 0 0 0 0 12 0 4 5 0 0 0 0 12 0 5 5 0 0 0 0 12 0 6 5 0 0 0 0 12 0 7 5 0 0 0 0 12 0 8 5 0 0 0 0 12 0 9 5 0 0 0 0 12 0 10 5 0 0 0 0 12 0

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 29/96EN OJ L, 14.5.2024 Duration Chile China Colombia Hong Kong India Japan Malaysia (in years) 1 16 0 11 0 10 0 0 2 17 1 17 0 10 0 0 3 17 2 26 0 10 0 0 4 16 3 33 0 10 0 0 5 15 3 34 0 10 0 0 6 14 3 37 0 10 0 0 7 13 4 39 0 10 0 0 8 14 7 37 0 10 0 0 9 15 5 35 0 10 0 0 10 13 5 37 0 10 1 0 Duration New South South Mexico Russia Singapore Thailand (in years) Zealand Africa Korea 1 8 0 0 0 7 8 1 2 9 0 0 0 10 11 0 3 10 0 0 0 12 11 0 4 11 0 0 0 14 13 0 5 11 0 2 0 15 14 0 6 11 0 5 0 16 15 0 7 11 0 7 0 19 15 0 8 11 0 11 0 21 15 0 9 11 0 16 0 22 15 0 10 11 0 16 0 24 15 0 Duration Taiwan Turkey United States (in years) 1 4 0 0 2 4 0 0 3 4 0 0 4 4 0 0 5 4 0 0 6 4 0 0 7 4 0 0 8 4 0 0 9 4 0 0 10 4 0 0 30/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

2. EXPOSURES TO FINANCIAL INSTITUTIONS

2.1. Euro Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 6 19 41 108 223 501 1 159 2 6 19 41 108 223 501 938 3 7 21 43 103 220 497 769 4 9 24 46 105 219 496 640 5 10 26 51 109 219 496 540 6 11 28 54 113 219 496 496 7 12 30 56 116 219 496 496 8 12 31 56 115 219 496 496 9 13 32 56 114 219 496 496 10 13 33 56 114 219 496 496 11 14 34 57 114 219 496 496 12 14 35 57 114 219 496 496 13 14 35 57 114 219 496 496 14 15 36 57 114 219 496 496 15 15 36 57 114 219 496 496 16 15 36 57 114 219 496 496 17 16 36 57 114 219 496 496 18 17 36 57 114 219 496 496 19 18 36 57 114 219 496 496 20 19 36 57 114 219 496 496 21 20 36 57 114 219 496 496 22 21 36 57 114 219 496 496 23 22 36 57 114 219 496 496 24 23 36 57 114 219 496 496 25 23 36 57 114 219 496 496 26 24 36 57 114 219 496 496 27 25 36 57 114 219 496 496 28 26 36 57 114 219 496 496 29 26 36 57 114 219 496 496 30 27 36 57 114 219 496 496

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 31/96EN OJ L, 14.5.2024

2.2. Czech koruna Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 19 32 54 121 236 514 1 173 2 20 33 55 122 237 515 949 3 21 35 57 117 233 511 779 4 22 37 59 118 232 510 649 5 23 39 63 121 231 509 548 6 23 40 66 125 230 508 508 7 23 41 67 126 229 507 507 8 22 41 66 125 229 507 507 9 22 41 66 124 228 506 506 10 22 42 65 123 227 505 505 11 22 42 65 122 227 505 505 12 22 43 64 122 226 504 504 13 22 43 64 121 226 504 504 14 21 42 63 121 225 503 503 15 21 42 63 120 225 503 503 16 20 41 62 120 224 502 502 17 20 41 62 120 224 502 502 18 20 41 62 120 224 502 502 19 21 42 63 120 224 502 502 20 21 42 63 120 225 503 503 21 21 42 63 121 225 503 503 22 21 42 63 121 225 503 503 23 22 42 63 121 225 503 503 24 23 42 63 121 225 503 503 25 24 42 63 121 225 503 503 26 25 42 63 121 225 503 503 27 25 42 63 121 225 503 503 28 26 42 63 120 225 503 503 29 27 42 63 120 225 503 503 30 27 42 63 120 225 503 503 32/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

2.3. Danish krone Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 6 19 41 108 223 501 1 159 2 6 19 41 108 223 501 938 3 7 21 43 103 219 497 769 4 9 24 46 105 218 496 640 5 10 26 51 108 218 496 540 6 11 28 54 113 218 496 496 7 12 30 56 115 218 496 496 8 12 31 56 115 218 496 496 9 12 32 56 114 218 496 496 10 13 33 56 114 218 496 496 11 14 34 56 114 218 496 496 12 14 35 56 114 218 496 496 13 14 35 56 114 218 496 496 14 14 35 56 114 218 496 496 15 15 35 56 114 218 496 496 16 15 35 56 114 218 496 496 17 16 35 56 114 218 496 496 18 17 35 56 114 218 496 496 19 18 35 56 114 218 496 496 20 19 35 56 114 218 496 496 21 19 35 56 114 218 496 496 22 21 35 56 114 218 496 496 23 22 35 56 114 218 496 496 24 23 35 56 114 218 496 496 25 23 35 56 114 218 496 496 26 24 35 56 114 218 496 496 27 25 36 56 114 218 496 496 28 26 36 56 114 218 496 496 29 26 36 56 114 218 496 496 30 27 36 56 114 218 496 496

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 33/96EN OJ L, 14.5.2024

2.4. Forint Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 79 92 115 181 296 574 1 213 2 76 89 111 178 293 571 989 3 79 93 115 175 292 569 814 4 79 94 116 175 289 566 679 5 78 94 119 177 286 564 574 6 78 95 120 179 285 563 563 7 77 95 121 180 283 561 561 8 76 95 120 178 282 560 560 9 75 94 119 177 281 559 559 10 73 93 116 173 278 556 556 11 71 91 114 171 276 554 554 12 70 91 113 170 275 553 553 13 70 91 112 170 274 552 552 14 70 91 112 169 274 552 552 15 70 91 112 169 273 551 551 16 69 90 111 168 273 551 551 17 69 90 111 168 273 551 551 18 68 89 110 168 272 550 550 19 68 89 110 167 272 550 550 20 67 88 109 167 271 549 549 21 67 88 109 166 270 548 548 22 66 87 108 165 270 548 548 23 65 86 107 164 269 547 547 24 64 85 106 163 268 546 546 25 63 84 105 162 267 545 545 26 62 83 104 161 266 544 544 27 61 82 103 160 265 543 543 28 60 81 102 159 264 542 542 29 59 80 101 158 263 541 541 30 58 79 100 157 262 539 539 34/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

2.5. Krona Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 10 23 45 112 227 505 1 156 2 12 25 47 113 228 506 938 3 14 28 49 109 226 504 770 4 16 31 53 112 226 503 641 5 17 33 58 116 226 504 541 6 18 35 61 120 226 504 504 7 19 37 63 122 225 503 503 8 19 37 63 121 225 503 503 9 19 38 62 120 225 502 502 10 19 39 62 120 224 502 502 11 19 40 62 120 224 502 502 12 20 40 62 120 224 502 502 13 20 41 62 120 224 502 502 14 20 41 62 120 224 502 502 15 21 42 62 120 224 502 502 16 20 41 62 120 224 502 502 17 21 42 63 120 225 503 503 18 21 42 63 120 225 503 503 19 21 42 63 121 225 503 503 20 22 43 64 121 226 504 504 21 22 43 64 122 226 504 504 22 22 43 64 122 226 504 504 23 23 44 65 122 227 504 504 24 23 44 65 122 227 504 504 25 24 44 65 122 227 504 504 26 24 44 65 122 227 504 504 27 25 44 65 122 226 504 504 28 26 43 64 122 226 504 504 29 26 43 64 122 226 504 504 30 27 43 64 122 226 504 504

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 35/96EN OJ L, 14.5.2024

2.6. Lev Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 5 18 40 107 222 500 1 158 2 5 18 40 107 222 500 937 3 6 20 42 102 219 496 769 4 8 23 45 105 218 496 640 5 9 25 50 108 218 496 540 6 10 27 53 112 218 496 496 7 12 29 55 115 218 496 496 8 12 30 55 114 218 496 496 9 12 31 55 113 218 496 496 10 12 32 55 113 218 496 496 11 13 33 56 113 218 496 496 12 13 34 56 113 218 496 496 13 14 34 56 113 218 496 496 14 14 35 56 113 218 496 496 15 15 35 56 113 218 496 496 16 15 35 56 113 218 496 496 17 16 35 56 113 218 496 496 18 17 35 56 113 218 496 496 19 18 35 56 113 218 496 496 20 19 35 56 113 218 496 496 21 19 35 56 113 218 496 496 22 21 35 56 113 218 496 496 23 22 35 56 113 218 496 496 24 23 35 56 113 218 496 496 25 23 35 56 113 218 496 496 26 24 35 56 113 218 496 496 27 25 35 56 113 218 496 496 28 26 35 56 113 218 496 496 29 26 35 56 113 218 496 496 30 27 35 56 113 218 496 496 36/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

2.7. Pound sterling Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 7 24 51 137 241 519 1 183 2 7 24 51 137 241 519 957 3 8 26 52 126 238 516 785 4 10 28 54 118 236 514 653 5 12 30 56 109 235 513 551 6 14 34 59 104 234 512 512 7 16 36 60 98 233 511 511 8 18 38 59 92 232 510 510 9 20 44 62 87 231 509 509 10 20 44 61 85 230 508 508 11 19 43 59 86 229 507 507 12 19 43 60 87 228 506 506 13 19 43 60 88 228 506 506 14 19 43 60 88 227 505 505 15 19 43 60 88 226 504 504 16 19 43 60 88 225 503 503 17 19 44 60 88 224 502 502 18 19 44 60 88 224 502 502 19 19 44 60 88 224 502 502 20 20 44 60 88 224 502 502 21 21 44 60 88 224 502 502 22 22 44 60 88 224 502 502 23 22 44 60 88 223 501 501 24 23 44 60 88 223 501 501 25 24 44 60 88 222 500 500 26 25 44 60 88 221 499 499 27 25 44 60 88 221 499 499 28 26 44 60 88 220 498 498 29 27 44 60 88 220 498 498 30 27 44 60 88 219 497 497

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 37/96EN OJ L, 14.5.2024

2.8. Romanian leu Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 82 95 118 184 299 577 1 202 2 81 94 117 183 298 576 977 3 82 96 118 177 294 572 805 4 82 97 119 179 292 570 672 5 81 97 122 180 290 568 569 6 81 98 124 183 288 566 566 7 80 98 124 183 286 564 564 8 78 97 122 180 284 562 562 9 77 96 120 178 283 560 560 10 76 96 119 177 281 559 559 11 75 95 118 175 280 558 558 12 74 95 117 174 278 556 556 13 73 94 115 173 277 555 555 14 72 93 114 171 276 554 554 15 71 92 113 170 274 552 552 16 69 90 111 169 273 551 551 17 68 89 110 168 272 550 550 18 68 89 110 167 272 549 549 19 67 88 109 166 271 549 549 20 66 87 108 165 270 548 548 21 65 86 107 164 269 547 547 22 64 85 106 163 268 546 546 23 63 84 105 162 267 545 545 24 62 83 104 161 266 544 544 25 61 82 103 160 265 543 543 26 60 81 102 159 263 541 541 27 58 79 100 158 262 540 540 28 57 78 99 157 261 539 539 29 56 77 98 156 260 538 538 30 55 76 97 155 259 537 537 38/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

2.9. Zloty Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 56 69 91 157 273 550 1 185 2 55 68 91 157 272 550 965 3 56 70 92 152 268 546 795 4 57 72 94 154 267 545 663 5 57 73 98 156 266 543 561 6 57 74 100 159 264 542 542 7 57 75 100 160 263 541 541 8 56 74 99 158 262 540 540 9 54 74 98 156 260 538 538 10 54 74 97 155 259 537 537 11 54 74 97 154 259 537 537 12 53 74 96 153 258 536 536 13 53 74 95 153 257 535 535 14 53 74 95 152 257 535 535 15 52 73 94 152 256 534 534 16 51 72 93 151 255 533 533 17 51 72 93 150 255 533 533 18 50 71 92 150 254 532 532 19 50 71 92 149 254 532 532 20 50 71 92 149 254 532 532 21 49 70 91 149 253 531 531 22 49 70 91 148 253 531 531 23 48 69 90 148 252 530 530 24 48 69 90 147 252 530 530 25 47 68 89 146 251 529 529 26 46 67 88 146 250 528 528 27 46 67 88 145 250 527 527 28 45 66 87 144 249 527 527 29 44 65 86 144 248 526 526 30 43 65 85 143 247 525 525

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 39/96EN OJ L, 14.5.2024

2.10. Króna Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 91 104 126 192 308 585 1 254 2 90 103 126 192 307 585 1 015 3 90 104 126 186 302 580 831 4 90 105 127 187 300 578 690 5 90 106 131 189 299 577 581 6 91 108 134 193 298 576 576 7 92 110 135 195 298 576 576 8 91 110 135 194 298 575 575 9 92 111 135 193 298 575 575 10 92 112 135 193 297 575 575 11 92 113 135 193 297 575 575 12 92 113 134 192 296 574 574 13 91 112 133 191 295 573 573 14 90 111 132 190 294 572 572 15 89 110 131 189 293 571 571 16 88 109 130 188 292 570 570 17 87 108 129 186 291 569 569 18 86 107 128 185 290 568 568 19 85 106 127 184 289 567 567 20 84 105 126 183 288 566 566 21 83 104 125 182 287 565 565 22 81 102 123 181 285 563 563 23 80 101 122 179 284 562 562 24 78 99 120 178 282 560 560 25 77 98 119 176 281 559 559 26 75 96 117 175 279 557 557 27 74 95 116 173 278 556 556 28 72 93 114 172 276 554 554 29 71 92 113 170 275 553 553 30 70 91 112 169 273 551 551 40/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

2.11. Norwegian krone Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 30 43 66 132 247 525 1 175 2 31 44 66 133 248 526 955 3 32 46 67 127 244 522 784 4 32 47 70 129 242 520 652 5 33 49 74 132 241 519 550 6 33 50 76 135 241 519 519 7 34 52 77 137 240 518 518 8 33 52 77 135 239 517 517 9 32 52 76 134 238 516 516 10 32 52 76 133 238 516 516 11 32 53 75 133 237 515 515 12 32 53 74 132 236 514 514 13 32 53 74 131 236 514 514 14 31 52 73 131 235 513 513 15 31 52 73 130 235 513 513 16 30 51 72 130 234 512 512 17 30 51 72 129 234 512 512 18 30 51 72 129 234 512 512 19 30 51 72 129 234 512 512 20 30 51 72 129 234 512 512 21 30 51 72 129 234 512 512 22 30 51 72 129 234 512 512 23 30 51 72 129 234 511 511 24 29 50 71 129 233 511 511 25 29 50 71 129 233 511 511 26 29 50 71 128 233 511 511 27 29 50 71 128 232 510 510 28 28 49 70 128 232 510 510 29 28 49 70 127 232 510 510 30 28 49 70 127 232 509 509

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 41/96EN OJ L, 14.5.2024

2.12. Swiss franc Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 0 4 22 89 204 482 1 119 2 1 5 23 90 205 483 909 3 2 5 25 85 202 480 747 4 4 6 28 88 201 479 623 5 4 9 33 91 201 479 527 6 6 11 37 96 201 479 479 7 7 13 39 98 201 479 479 8 8 14 39 97 201 479 479 9 8 14 39 97 201 479 479 10 9 16 39 96 201 479 479 11 11 18 40 97 202 480 480 12 12 17 39 96 201 479 479 13 13 18 40 97 202 480 480 14 14 18 39 97 201 479 479 15 14 17 38 96 200 478 478 16 15 17 38 95 200 478 478 17 16 17 38 95 200 478 478 18 17 17 38 95 200 478 478 19 18 17 38 96 200 478 478 20 18 18 39 96 201 479 479 21 19 19 39 96 201 479 479 22 20 19 39 96 201 479 479 23 22 21 39 96 201 479 479 24 22 21 39 96 201 479 479 25 23 22 39 96 201 479 479 26 24 23 39 96 200 478 478 27 25 23 38 96 200 478 478 28 25 24 38 96 200 478 478 29 26 25 38 96 200 478 478 30 27 26 39 96 200 478 478 42/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

2.13. Australian dollar Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 43 56 78 145 260 538 1 173 2 43 56 79 145 260 538 952 3 44 58 80 140 257 534 782 4 45 60 82 142 255 533 652 5 46 62 86 144 254 532 551 6 46 63 89 148 254 531 531 7 47 65 90 150 253 531 531 8 46 65 90 148 252 530 530 9 45 65 89 147 251 529 529 10 45 65 88 146 251 529 529 11 45 65 88 145 250 528 528 12 45 66 87 145 249 527 527 13 45 66 87 144 249 527 527 14 44 65 86 144 248 526 526 15 44 65 86 143 248 526 526 16 43 64 85 142 247 525 525 17 43 64 85 142 247 524 524 18 42 63 84 142 246 524 524 19 42 63 84 141 246 524 524 20 42 63 84 141 246 523 523 21 41 62 83 141 245 523 523 22 41 62 83 140 245 523 523 23 40 61 82 140 244 522 522 24 40 61 82 139 244 521 521 25 39 60 81 138 243 521 521 26 38 59 80 138 242 520 520 27 37 58 79 137 241 519 519 28 37 58 79 136 241 518 518 29 36 57 78 135 240 518 518 30 35 56 77 135 239 517 517

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 43/96EN OJ L, 14.5.2024

2.14. Baht Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 15 28 51 117 232 510 1 136 2 19 32 54 121 236 514 923 3 23 37 59 119 235 513 760 4 27 42 64 124 237 515 634 5 30 46 70 128 238 516 536 6 29 46 72 131 237 514 514 7 34 52 77 137 240 518 518 8 33 51 76 135 239 517 517 9 34 53 77 135 240 518 518 10 35 55 79 136 241 519 519 11 37 57 80 137 242 520 520 12 38 59 81 138 242 520 520 13 39 60 81 138 243 521 521 14 39 60 81 139 243 521 521 15 40 61 82 139 244 521 521 16 39 60 81 139 243 521 521 17 39 61 82 139 243 521 521 18 39 60 81 138 243 521 521 19 39 60 81 138 243 521 521 20 39 60 81 138 243 521 521 21 39 60 81 138 243 521 521 22 39 60 81 138 243 521 521 23 38 60 80 138 242 520 520 24 38 59 80 138 242 520 520 25 38 59 80 137 242 520 520 26 37 58 79 137 241 519 519 27 37 58 79 136 241 519 519 28 36 57 78 136 240 518 518 29 36 57 78 135 240 518 518 30 35 56 77 135 239 517 517 44/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

2.15. Canadian dollar Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 18 31 54 120 235 513 1 180 2 19 32 55 121 236 514 955 3 21 35 57 117 234 511 783 4 23 38 60 120 233 511 651 5 24 40 65 123 233 510 549 6 25 42 68 127 233 510 510 7 26 44 70 129 232 510 510 8 26 45 70 128 232 510 510 9 26 46 70 128 232 510 510 10 27 47 70 128 232 510 510 11 28 48 71 128 233 510 510 12 28 49 71 128 233 510 510 13 28 49 71 128 233 510 510 14 29 50 71 128 233 510 510 15 29 50 71 128 233 511 511 16 28 49 70 128 232 510 510 17 28 50 71 128 232 510 510 18 28 49 70 128 232 510 510 19 28 49 70 128 232 510 510 20 29 50 71 128 232 510 510 21 28 49 70 128 232 510 510 22 28 49 70 128 232 510 510 23 28 49 70 127 232 510 510 24 27 48 69 127 231 509 509 25 27 48 69 126 231 509 509 26 26 47 68 126 230 508 508 27 26 47 68 125 230 508 508 28 26 47 67 125 229 507 507 29 27 46 67 124 229 507 507 30 27 46 67 124 229 507 507

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 45/96EN OJ L, 14.5.2024

2.16. Chilean peso Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 53 66 88 155 270 548 1 194 2 55 68 90 156 271 549 972 3 58 72 94 154 270 548 800 4 61 76 98 157 270 548 667 5 63 79 103 161 271 549 564 6 64 81 107 166 271 549 549 7 65 83 109 168 271 549 549 8 65 84 109 167 271 549 549 9 65 84 109 167 271 549 549 10 66 86 109 166 271 549 549 11 66 86 109 166 271 549 549 12 66 86 108 166 270 548 548 13 65 86 108 165 270 547 547 14 65 86 107 164 269 547 547 15 64 85 106 164 268 546 546 16 63 85 105 163 267 545 545 17 63 84 105 162 267 545 545 18 62 83 104 162 266 544 544 19 62 83 104 161 266 544 544 20 61 82 103 161 265 543 543 21 61 82 102 160 264 542 542 22 60 81 102 159 264 542 542 23 59 80 101 158 263 541 541 24 58 79 100 157 262 540 540 25 57 78 99 156 261 539 539 26 56 77 98 156 260 538 538 27 55 76 97 155 259 537 537 28 54 75 96 154 258 536 536 29 53 74 95 153 257 535 535 30 53 74 94 152 256 534 534 46/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

2.17. Colombian peso Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 84 97 119 186 301 579 1 225 2 89 102 124 191 306 584 1 007 3 92 106 128 188 304 582 835 4 94 109 131 191 304 582 700 5 98 114 138 196 306 584 593 6 100 117 143 202 307 585 585 7 102 120 146 205 308 586 586 8 103 122 147 205 309 587 587 9 104 123 148 206 310 588 588 10 105 125 148 206 310 588 588 11 105 126 148 206 310 588 588 12 105 126 147 205 309 587 587 13 104 125 146 204 308 586 586 14 103 124 145 202 307 585 585 15 102 123 144 201 305 583 583 16 100 121 142 200 304 582 582 17 99 120 141 198 303 581 581 18 97 118 139 197 301 579 579 19 96 117 138 195 300 578 578 20 95 116 137 194 299 577 577 21 93 114 135 193 297 575 575 22 92 113 134 191 295 573 573 23 90 111 132 189 294 572 572 24 88 109 130 188 292 570 570 25 86 107 128 186 290 568 568 26 85 106 127 184 289 566 566 27 83 104 125 182 287 565 565 28 81 102 123 181 285 563 563 29 80 101 122 179 284 561 561 30 78 99 120 177 282 560 560

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 47/96EN OJ L, 14.5.2024

2.18. Hong Kong dollar Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 12 25 48 114 229 507 1 173 2 15 28 50 117 232 510 951 3 18 32 54 114 231 508 781 4 21 36 58 118 231 509 650 5 23 40 64 122 232 510 549 6 25 42 68 127 232 510 510 7 26 44 70 129 232 510 510 8 26 45 70 129 232 510 510 9 26 46 70 128 232 510 510 10 27 47 70 128 232 510 510 11 27 48 70 128 232 510 510 12 27 48 70 127 232 510 510 13 27 48 69 127 231 509 509 14 27 48 69 126 231 509 509 15 26 47 68 126 230 508 508 16 26 47 68 125 230 507 507 17 25 46 67 125 229 507 507 18 25 46 67 125 229 507 507 19 25 46 67 125 229 507 507 20 25 46 67 125 229 507 507 21 25 47 67 125 229 507 507 22 25 47 67 125 229 507 507 23 25 46 67 125 229 507 507 24 25 46 67 125 229 507 507 25 25 46 67 124 229 507 507 26 25 46 67 124 229 507 507 27 25 46 67 124 229 507 507 28 26 46 66 124 228 506 506 29 27 45 66 124 228 506 506 30 27 45 66 123 228 506 506 48/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

2.19. Indian rupee Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 93 106 128 195 310 588 1 216 2 94 107 130 196 311 589 986 3 96 110 132 192 309 586 811 4 98 113 136 195 308 586 676 5 100 116 140 198 308 586 586 6 101 118 144 203 308 586 586 7 102 120 145 205 308 586 586 8 102 120 145 204 308 586 586 9 101 120 144 202 307 585 585 10 100 120 143 201 306 584 584 11 99 120 142 200 304 582 582 12 98 119 141 198 303 580 580 13 97 118 139 196 301 579 579 14 95 116 137 195 299 577 577 15 94 115 136 193 298 576 576 16 92 113 134 191 296 574 574 17 91 112 133 190 294 572 572 18 89 110 131 189 293 571 571 19 88 109 130 187 292 570 570 20 87 108 129 186 291 569 569 21 86 107 128 185 290 568 568 22 85 106 127 184 289 567 567 23 84 105 126 183 288 565 565 24 82 103 124 182 286 564 564 25 81 102 123 181 285 563 563 26 80 101 122 179 284 562 562 27 79 100 121 178 283 561 561 28 78 99 120 177 282 559 559 29 77 98 119 176 280 558 558 30 75 97 117 175 279 557 557

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 49/96EN OJ L, 14.5.2024

2.20. Mexican peso Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 300 313 336 402 517 795 1 288 2 89 102 124 191 306 584 1 038 3 92 106 127 187 304 582 849 4 95 110 132 192 305 583 705 5 97 113 138 196 306 583 595 6 99 116 142 201 306 584 584 7 100 118 144 203 306 584 584 8 101 120 145 203 307 585 585 9 101 121 145 203 307 585 585 10 102 122 145 203 307 585 585 11 102 123 145 202 307 585 585 12 103 123 145 203 307 585 585 13 103 124 145 203 307 585 585 14 104 125 146 203 308 586 586 15 104 125 146 204 308 586 586 16 105 126 147 204 309 587 587 17 106 127 148 205 310 588 588 18 107 128 149 206 311 589 589 19 107 128 149 207 311 589 589 20 108 129 150 207 312 590 590 21 108 129 150 207 311 589 589 22 107 128 149 206 311 589 589 23 106 127 148 206 310 588 588 24 105 126 147 205 309 587 587 25 104 125 146 204 308 586 586 26 103 124 145 202 307 585 585 27 101 122 143 201 305 583 583 28 100 121 142 199 304 582 582 29 99 120 141 198 302 580 580 30 97 118 139 196 301 579 579 50/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

2.21. New Taiwan dollar Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 0 10 33 99 214 492 1 116 2 1 10 33 99 214 492 908 3 2 13 34 94 211 489 748 4 4 14 37 96 209 487 624 5 4 16 41 99 208 486 527 6 6 18 43 102 208 486 486 7 7 19 45 104 207 485 485 8 8 19 44 103 206 484 484 9 8 19 43 101 206 483 483 10 9 20 43 100 205 483 483 11 11 21 43 100 205 483 483 12 12 21 43 100 205 483 483 13 13 22 43 101 205 483 483 14 14 22 43 101 205 483 483 15 14 23 44 101 206 484 484 16 15 23 44 102 206 484 484 17 16 24 45 102 207 485 485 18 17 24 45 103 207 485 485 19 18 25 46 103 208 486 486 20 18 26 47 104 209 487 487 21 19 27 48 105 210 488 488 22 21 28 48 106 210 488 488 23 22 28 49 106 211 489 489 24 23 29 49 107 211 489 489 25 23 29 50 107 212 490 490 26 24 29 50 108 212 490 490 27 25 30 50 108 212 490 490 28 25 30 51 108 213 491 491 29 26 30 51 108 213 491 491 30 27 30 51 109 213 491 491

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 51/96EN OJ L, 14.5.2024

2.22. New Zealand dollar Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 50 63 85 152 267 545 1 190 2 51 64 86 152 268 545 963 3 52 66 87 147 264 542 789 4 53 68 90 149 262 540 657 5 53 69 94 152 262 540 555 6 54 71 97 156 261 539 539 7 54 72 98 157 260 538 538 8 54 72 97 156 260 538 538 9 53 72 97 154 259 537 537 10 52 72 96 153 258 536 536 11 52 72 95 152 257 535 535 12 51 72 93 151 255 533 533 13 50 71 92 150 254 532 532 14 49 70 91 148 253 531 531 15 48 69 90 147 252 530 530 16 47 68 89 146 251 528 528 17 46 67 88 145 250 528 528 18 45 66 87 144 249 527 527 19 44 65 86 144 248 526 526 20 44 65 86 143 248 526 526 21 43 64 85 143 247 525 525 22 43 64 85 142 247 525 525 23 42 63 84 142 246 524 524 24 42 63 84 141 245 523 523 25 41 62 83 140 245 523 523 26 40 61 82 140 244 522 522 27 40 61 81 139 243 521 521 28 39 60 81 138 243 521 521 29 38 59 80 138 242 520 520 30 38 59 80 137 241 519 519 52/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

2.23. Rand Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 112 125 148 214 329 607 1 241 2 114 127 149 216 331 609 1 009 3 117 131 153 213 329 607 831 4 120 135 157 217 330 608 695 5 122 139 163 221 331 609 609 6 124 141 167 226 332 609 609 7 126 144 169 229 332 610 610 8 126 145 170 228 332 610 610 9 126 145 170 228 332 610 610 10 126 146 170 227 332 610 610 11 126 147 169 227 331 609 609 12 126 146 168 225 330 608 608 13 125 145 167 224 329 607 607 14 123 144 165 223 327 605 605 15 122 143 164 221 326 603 603 16 120 141 162 219 323 601 601 17 118 139 160 217 322 600 600 18 116 137 158 215 320 598 598 19 114 135 156 214 318 596 596 20 113 134 155 212 317 594 594 21 111 132 153 210 315 593 593 22 109 130 151 208 313 591 591 23 107 128 149 207 311 589 589 24 105 126 147 205 309 587 587 25 103 125 145 203 307 585 585 26 102 123 144 201 306 583 583 27 100 121 142 199 304 582 582 28 98 119 140 197 302 580 580 29 96 117 138 196 300 578 578 30 95 116 137 194 299 576 576

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 53/96EN OJ L, 14.5.2024

2.24. Real Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 165 178 201 267 382 660 1 268 2 174 187 209 275 391 668 1 033 3 179 193 215 275 392 669 853 4 183 198 220 279 393 670 713 5 185 201 225 283 393 671 671 6 185 202 228 287 392 670 670 7 186 204 229 289 392 670 670 8 185 203 228 287 391 669 669 9 184 203 227 285 390 668 668 10 184 203 227 284 389 667 667 11 183 203 225 283 387 665 665 12 181 201 223 281 385 663 663 13 179 199 221 278 383 661 661 14 176 197 218 275 380 658 658 15 173 194 215 272 377 655 655 16 170 191 212 270 374 652 652 17 167 188 209 267 371 649 649 18 164 185 206 264 368 646 646 19 162 183 204 261 366 643 643 20 159 180 201 258 363 641 641 21 156 177 198 255 360 638 638 22 153 174 195 252 357 635 635 23 150 171 192 249 354 632 632 24 147 168 189 246 351 629 629 25 144 165 186 243 348 626 626 26 141 162 183 240 345 623 623 27 138 159 180 237 342 620 620 28 135 156 177 234 339 617 617 29 132 153 174 232 336 614 614 30 130 151 172 229 334 611 611 54/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

2.25. Renminbi-yuan Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 30 43 65 131 247 524 1 129 2 31 44 66 132 248 525 918 3 32 46 68 128 245 522 756 4 34 49 71 130 244 522 631 5 35 51 76 133 243 521 534 6 36 53 78 137 243 521 521 7 36 54 80 139 242 520 520 8 35 54 79 137 241 519 519 9 35 54 78 136 241 519 519 10 35 54 78 135 240 518 518 11 35 55 77 135 239 517 517 12 34 55 77 134 239 517 517 13 34 55 77 134 238 516 516 14 34 55 76 134 238 516 516 15 34 55 76 133 238 516 516 16 34 55 76 133 238 516 516 17 34 55 76 134 238 516 516 18 34 55 76 134 238 516 516 19 34 55 76 134 238 516 516 20 35 56 77 134 239 516 516 21 35 56 77 134 239 517 517 22 35 56 77 134 239 516 516 23 34 55 76 134 238 516 516 24 34 55 76 134 238 516 516 25 34 55 76 133 238 516 516 26 34 55 76 133 238 516 516 27 33 54 75 133 237 515 515 28 33 54 75 132 237 515 515 29 33 54 75 132 237 515 515 30 32 53 74 132 236 514 514

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 55/96EN OJ L, 14.5.2024

2.26. Ringgit Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 28 41 63 130 245 523 1 151 2 30 43 65 132 247 525 937 3 33 47 69 129 245 523 772 4 36 51 73 133 246 524 644 5 38 54 79 137 247 525 545 6 40 57 83 142 247 525 525 7 41 59 85 145 248 525 525 8 42 60 85 144 248 526 526 9 42 61 85 143 248 526 526 10 43 63 86 144 248 526 526 11 44 64 87 144 249 527 527 12 44 65 87 144 249 527 527 13 45 66 87 144 249 527 527 14 45 66 87 144 249 527 527 15 45 66 87 144 249 527 527 16 45 66 87 144 249 527 527 17 45 66 87 144 249 527 527 18 45 66 87 144 249 527 527 19 45 66 87 145 249 527 527 20 46 67 88 145 250 527 527 21 46 67 88 145 250 528 528 22 46 67 88 145 250 527 527 23 45 66 87 145 249 527 527 24 45 66 87 144 249 527 527 25 45 66 87 144 248 526 526 26 44 65 86 143 248 526 526 27 43 65 85 143 247 525 525 28 43 64 85 142 247 525 525 29 42 63 84 142 246 524 524 30 42 63 84 141 246 523 523 56/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

2.27. Russian rouble Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 128 141 163 230 345 623 1 373 2 126 139 162 228 343 621 1 103 3 127 141 163 222 339 617 901 4 128 143 165 224 338 616 749 5 129 145 169 227 337 615 632 6 129 146 171 230 336 614 614 7 129 147 173 232 335 613 613 8 128 147 172 231 334 612 612 9 127 147 171 229 333 611 611 10 127 147 171 228 333 611 611 11 127 148 170 228 332 610 610 12 127 147 169 227 331 609 609 13 126 147 168 225 330 608 608 14 125 146 167 224 329 607 607 15 123 144 165 222 327 605 605 16 121 142 163 220 325 603 603 17 119 140 161 218 323 601 601 18 117 138 159 216 321 599 599 19 115 136 157 214 319 597 597 20 113 134 155 212 317 594 594 21 110 131 152 210 314 592 592 22 108 129 150 208 312 590 590 23 106 127 148 205 310 588 588 24 104 125 146 203 308 586 586 25 102 123 144 201 305 583 583 26 99 120 141 199 303 581 581 27 97 118 139 197 301 579 579 28 95 116 137 195 299 577 577 29 93 114 135 193 297 575 575 30 91 112 133 191 295 573 573

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 57/96EN OJ L, 14.5.2024

2.28. Singapore dollar Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 1 14 37 103 218 496 1 158 2 3 16 38 105 220 498 940 3 6 20 41 101 218 496 772 4 8 23 45 105 218 496 644 5 10 26 51 109 219 497 544 6 12 29 55 114 219 497 497 7 13 31 57 116 219 497 497 8 13 32 57 116 219 497 497 9 13 33 57 115 219 497 497 10 14 34 57 114 219 497 497 11 14 34 57 114 219 497 497 12 14 35 57 114 218 496 496 13 14 35 56 114 218 496 496 14 14 35 56 113 218 496 496 15 15 35 56 113 218 496 496 16 16 35 56 113 218 495 495 17 16 35 56 113 218 496 496 18 17 35 56 113 218 496 496 19 18 35 56 113 218 496 496 20 19 35 56 114 218 496 496 21 21 36 57 114 219 497 497 22 21 36 57 115 219 497 497 23 22 36 57 115 219 497 497 24 23 37 57 115 219 497 497 25 24 37 58 115 219 497 497 26 24 37 58 115 220 497 497 27 25 37 58 115 220 498 498 28 26 37 58 115 220 498 498 29 27 37 58 115 220 498 498 30 27 37 58 115 220 498 498 58/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

2.29. South Korean won Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 34 47 69 136 251 529 1 155 2 34 47 70 136 251 529 938 3 35 49 71 131 247 525 771 4 35 50 73 132 245 523 643 5 36 52 76 134 244 522 543 6 38 55 81 140 245 523 523 7 36 54 80 139 242 520 520 8 39 57 83 141 245 523 523 9 38 57 82 140 244 522 522 10 34 54 77 135 239 517 517 11 30 51 73 131 235 513 513 12 28 48 70 128 232 510 510 13 26 47 68 125 230 508 508 14 24 45 66 124 228 506 506 15 23 44 65 122 227 505 505 16 21 43 63 121 225 503 503 17 21 42 63 120 225 503 503 18 20 41 62 120 224 502 502 19 20 41 62 119 224 502 502 20 20 41 62 119 224 502 502 21 21 41 62 119 224 502 502 22 21 41 62 119 224 502 502 23 22 41 62 119 224 502 502 24 23 41 62 119 224 501 501 25 24 41 61 119 223 501 501 26 24 40 61 119 223 501 501 27 25 40 61 119 223 501 501 28 26 40 61 118 223 501 501 29 26 40 61 118 223 501 501 30 27 40 61 118 223 501 501

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 59/96EN OJ L, 14.5.2024

2.30. Turkish lira Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 218 231 254 320 435 713 2 047 2 214 227 250 316 431 709 1 569 3 210 224 246 306 422 700 1 224 4 206 221 244 303 416 694 977 5 202 218 243 301 411 689 799 6 198 215 241 300 406 684 684 7 195 213 238 298 401 679 679 8 190 209 234 293 396 674 674 9 186 205 230 288 392 670 670 10 182 202 226 283 388 666 666 11 179 199 222 279 384 662 662 12 175 196 217 275 379 657 657 13 171 192 213 271 375 653 653 14 168 188 209 267 371 649 649 15 164 185 206 263 368 646 646 16 160 181 202 260 364 642 642 17 157 178 199 256 361 639 639 18 154 175 196 253 358 635 635 19 151 172 193 250 354 632 632 20 148 169 190 247 351 629 629 21 145 166 187 244 348 626 626 22 142 163 184 241 345 623 623 23 139 160 181 238 343 620 620 24 136 157 178 235 340 618 618 25 133 154 175 232 337 615 615 26 130 151 172 229 334 612 612 27 127 148 169 227 331 609 609 28 125 146 167 224 329 607 607 29 122 143 164 222 326 604 604 30 120 141 162 219 324 602 602 60/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

2.31. US dollar Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 8 25 47 99 234 512 1 186 2 8 25 47 99 234 512 959 3 10 28 50 95 232 510 787 4 12 33 54 94 232 510 655 5 16 38 59 97 233 511 553 6 18 42 63 94 233 511 511 7 19 44 63 90 233 511 511 8 18 43 63 89 234 511 511 9 19 45 65 92 234 511 511 10 21 48 67 95 234 511 511 11 23 50 68 98 234 511 511 12 24 52 69 99 233 511 511 13 26 54 70 99 233 511 511 14 26 55 70 99 233 511 511 15 26 55 71 99 233 511 511 16 26 55 71 99 233 511 511 17 26 55 71 99 233 511 511 18 26 55 71 99 233 511 511 19 26 55 71 99 233 511 511 20 26 55 71 99 234 511 511 21 26 55 71 99 234 512 512 22 26 55 71 99 234 512 512 23 26 55 71 99 234 511 511 24 26 55 71 99 233 511 511 25 26 55 71 99 233 511 511 26 26 55 71 99 233 511 511 27 26 55 71 99 233 510 510 28 26 55 71 99 232 510 510 29 27 55 71 99 232 510 510 30 27 55 71 99 231 509 509

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 61/96EN OJ L, 14.5.2024

2.32. Yen Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 0 4 13 79 194 472 1 102 2 1 5 12 78 193 471 897 3 2 5 12 72 189 467 739 4 4 6 14 74 187 465 617 5 4 7 19 76 186 464 521 6 6 7 22 81 186 464 464 7 7 8 23 83 186 464 464 8 8 9 23 82 186 464 464 9 8 10 23 81 186 464 464 10 9 11 23 81 186 464 464 11 11 11 24 81 186 464 464 12 12 12 24 81 186 464 464 13 13 13 24 82 186 464 464 14 14 13 25 82 186 464 464 15 14 14 25 82 187 465 465 16 15 16 25 82 187 465 465 17 16 16 26 83 187 465 465 18 17 17 26 83 188 466 466 19 18 17 28 84 188 466 466 20 18 18 29 85 189 467 467 21 19 19 30 85 190 467 467 22 20 19 31 85 190 468 468 23 22 21 32 86 190 468 468 24 22 21 33 86 190 468 468 25 23 22 34 86 190 468 468 26 24 23 36 86 190 468 468 27 25 23 37 86 190 468 468 28 25 24 37 85 190 468 468 29 26 24 38 85 190 468 468 30 27 25 39 85 190 468 468 62/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

3. OTHER EXPOSURES

3.1. Euro Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 1 13 20 41 155 298 3 182 2 1 13 20 41 155 339 2 377 3 1 14 22 46 151 354 1 799 4 1 15 25 49 149 354 1 391 5 2 17 28 52 149 346 1 103 6 4 20 31 55 149 333 894 7 5 22 32 57 149 318 738 8 6 23 34 59 149 301 619 9 6 24 35 62 149 284 527 10 6 25 37 63 149 268 453 11 7 25 37 64 149 251 393 12 7 25 38 64 149 241 344 13 7 25 38 64 149 241 302 14 7 25 38 64 149 241 268 15 7 25 39 64 149 241 241 16 7 25 41 64 149 241 241 17 7 25 44 64 149 241 241 18 7 25 46 64 149 241 241 19 7 25 48 64 149 241 241 20 8 25 51 64 149 241 241 21 8 25 53 64 149 241 241 22 9 25 56 64 149 241 241 23 9 25 57 64 149 241 241 24 9 25 60 64 149 241 241 25 10 25 62 64 149 241 241 26 10 25 65 66 149 241 241 27 10 25 67 68 149 241 241 28 11 25 70 70 149 241 241 29 11 26 72 72 149 241 241 30 12 26 74 74 149 241 241

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 63/96EN OJ L, 14.5.2024

3.2. Czech koruna Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 14 26 33 54 168 302 3 223 2 15 27 34 55 169 343 2 408 3 15 28 36 59 164 358 1 824 4 14 28 38 63 162 359 1 412 5 15 29 41 64 161 351 1 119 6 15 31 42 66 160 338 907 7 16 33 43 67 159 323 750 8 16 33 44 69 159 306 630 9 16 33 45 71 158 289 536 10 15 34 46 72 158 272 461 11 15 33 46 73 157 256 400 12 15 33 45 72 156 249 349 13 14 33 45 72 156 248 307 14 14 32 44 71 155 248 272 15 13 32 44 71 155 247 247 16 13 31 44 70 154 247 247 17 13 31 45 70 154 247 247 18 13 31 47 70 154 247 247 19 13 31 49 70 155 247 247 20 13 32 52 71 155 247 247 21 14 32 54 71 155 247 247 22 14 32 56 71 155 248 248 23 14 32 59 71 155 248 248 24 14 32 61 71 155 248 248 25 14 32 64 71 155 248 248 26 14 32 66 71 155 248 248 27 14 32 69 71 155 247 247 28 13 32 71 71 155 247 247 29 13 32 73 72 155 247 247 30 13 32 76 74 155 247 247 64/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

3.3. Danish krone Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 1 13 20 40 155 298 3 181 2 1 13 20 40 155 339 2 376 3 1 14 22 45 151 354 1 798 4 1 15 25 49 148 354 1 391 5 2 17 28 51 148 346 1 102 6 4 19 30 54 148 333 893 7 5 22 32 56 148 318 738 8 5 23 34 59 148 301 619 9 6 24 35 61 148 284 527 10 6 24 37 63 148 268 453 11 7 25 37 64 148 251 393 12 7 25 38 64 148 241 344 13 7 25 38 64 148 241 302 14 7 25 38 64 148 241 267 15 7 25 39 64 148 241 241 16 7 25 41 64 148 241 241 17 7 25 44 64 148 241 241 18 7 25 46 64 148 241 241 19 7 25 48 64 148 241 241 20 8 25 51 64 148 241 241 21 8 25 53 64 148 241 241 22 9 25 56 64 148 241 241 23 9 25 57 64 148 241 241 24 9 25 60 64 148 241 241 25 10 25 62 64 148 241 241 26 10 25 65 66 148 241 241 27 10 25 67 68 148 241 241 28 11 25 70 70 148 241 241 29 11 26 72 72 148 241 241 30 12 26 74 74 148 241 241

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 65/96EN OJ L, 14.5.2024

3.4. Forint Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 74 87 93 114 229 322 3 340 2 71 83 90 111 225 357 2 514 3 73 86 94 118 223 374 1 909 4 71 85 95 119 219 375 1 479 5 70 85 96 120 217 367 1 173 6 70 86 97 121 215 354 951 7 70 87 97 121 213 338 786 8 69 86 97 122 212 320 659 9 69 86 98 124 211 304 561 10 66 84 96 123 208 300 482 11 64 82 95 122 206 298 418 12 63 81 94 121 205 297 365 13 62 81 93 120 204 296 321 14 62 81 93 120 204 296 296 15 62 80 93 119 204 296 296 16 61 80 92 119 203 295 295 17 61 80 92 119 203 295 295 18 61 79 91 118 202 295 295 19 60 79 91 118 202 294 294 20 60 78 90 117 201 293 293 21 59 77 90 116 201 293 293 22 58 77 89 116 200 292 292 23 57 76 88 115 199 291 291 24 56 75 87 114 198 290 290 25 55 74 86 113 197 289 289 26 54 73 85 112 196 288 288 27 53 72 84 111 195 287 287 28 52 71 83 110 194 286 286 29 51 69 82 109 193 285 285 30 50 68 81 108 192 284 284 66/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

3.5. Krona Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 5 17 24 45 159 297 3 171 2 7 19 26 46 161 339 2 377 3 8 21 29 52 157 354 1 799 4 8 22 32 56 156 355 1 392 5 10 24 35 59 156 346 1 103 6 11 27 38 62 156 334 894 7 12 29 39 63 155 318 738 8 12 29 40 65 155 302 620 9 12 30 41 68 155 285 527 10 12 30 43 69 154 268 453 11 12 31 43 70 154 252 393 12 12 31 43 70 154 247 344 13 13 31 43 70 154 247 303 14 13 31 43 70 154 247 268 15 13 31 44 70 155 247 247 16 13 31 44 70 154 247 247 17 13 32 44 71 155 247 247 18 13 32 46 71 155 247 247 19 14 32 49 71 155 248 248 20 14 33 51 72 156 248 248 21 15 33 53 72 156 249 249 22 15 33 56 72 156 249 249 23 15 33 58 72 157 249 249 24 15 33 60 73 157 249 249 25 15 33 62 73 157 249 249 26 15 33 65 72 157 249 249 27 15 33 67 72 157 249 249 28 15 33 70 72 156 249 249 29 15 33 72 72 156 249 249 30 15 33 75 74 156 248 248

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 67/96EN OJ L, 14.5.2024

3.6. Lev Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 0 13 19 40 154 298 3 179 2 0 13 19 40 154 339 2 375 3 1 13 21 45 150 354 1 797 4 1 14 24 49 148 354 1 390 5 2 16 27 51 148 346 1 102 6 3 19 30 54 148 333 893 7 5 21 32 56 148 318 737 8 5 22 33 58 148 301 619 9 5 23 34 61 148 284 526 10 6 24 36 63 148 267 453 11 6 24 37 63 148 251 393 12 6 24 37 64 148 240 343 13 6 25 37 64 148 240 302 14 6 25 37 64 148 240 267 15 6 25 39 64 148 240 240 16 6 25 41 64 148 240 240 17 6 25 44 64 148 240 240 18 6 25 46 64 148 240 240 19 7 25 48 64 148 240 240 20 8 25 51 64 148 240 240 21 8 25 53 64 148 240 240 22 9 25 56 64 148 240 240 23 9 25 57 64 148 240 240 24 9 25 60 64 148 240 240 25 10 25 62 64 148 240 240 26 10 25 65 66 148 240 240 27 10 25 67 68 148 240 240 28 11 25 70 70 148 240 240 29 11 26 72 72 148 240 240 30 11 26 74 74 148 240 240 68/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

3.7. Pound sterling Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 0 10 21 44 174 304 3 251 2 0 10 21 44 174 346 2 430 3 1 10 23 49 169 361 1 838 4 1 13 26 54 166 361 1 421 5 1 16 28 58 165 353 1 126 6 2 19 33 59 164 340 912 7 4 21 36 60 163 324 753 8 6 24 38 59 162 307 632 9 9 31 42 59 161 290 537 10 11 34 42 58 160 273 462 11 10 33 42 58 159 256 401 12 10 32 42 58 158 251 350 13 9 31 43 59 158 250 308 14 9 31 43 59 157 249 273 15 9 32 44 59 156 249 249 16 9 32 44 59 155 247 247 17 9 32 45 59 154 247 247 18 9 32 47 59 154 246 246 19 9 32 49 59 154 246 246 20 9 32 52 59 154 246 246 21 9 32 54 59 154 246 246 22 9 32 56 59 154 246 246 23 9 32 59 61 153 246 246 24 9 32 61 64 153 245 245 25 10 32 64 66 152 244 244 26 10 32 66 67 152 244 244 27 10 32 69 69 151 243 243 28 11 32 71 71 150 243 243 29 11 32 73 72 150 242 242 30 12 32 76 74 149 242 242

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 69/96EN OJ L, 14.5.2024

3.8. Romanian leu Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 78 90 96 117 232 326 3 306 2 77 89 95 116 231 353 2 484 3 76 89 97 120 225 370 1 887 4 75 88 98 123 222 372 1 464 5 74 88 100 123 220 364 1 162 6 74 89 100 124 218 351 943 7 73 90 100 124 216 336 780 8 71 89 99 125 214 319 655 9 70 88 99 126 213 305 558 10 69 87 99 126 211 304 480 11 68 86 99 126 210 302 416 12 67 85 98 124 209 301 364 13 65 84 96 123 207 299 320 14 64 83 95 122 206 298 298 15 63 81 94 120 205 297 297 16 62 80 93 119 203 296 296 17 61 79 92 118 202 295 295 18 60 78 91 117 202 294 294 19 59 78 90 117 201 293 293 20 58 77 89 116 200 292 292 21 57 76 88 115 199 291 291 22 56 75 87 114 198 290 290 23 55 74 86 113 197 289 289 24 54 73 85 112 196 288 288 25 53 71 84 111 195 287 287 26 52 70 83 109 194 286 286 27 51 69 82 108 192 285 285 28 50 68 80 107 191 284 284 29 49 67 79 106 190 283 283 30 48 66 78 105 189 281 281 70/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

3.9. Zloty Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 51 63 70 90 205 305 3 258 2 51 63 69 90 205 349 2 450 3 50 63 71 95 200 366 1 861 4 50 63 73 98 197 367 1 443 5 49 64 75 99 196 359 1 145 6 49 65 76 100 194 347 929 7 50 66 77 101 193 331 768 8 49 66 77 102 192 314 645 9 48 66 77 103 190 296 548 10 47 66 78 104 189 282 472 11 47 65 77 104 189 281 409 12 46 65 77 104 188 280 358 13 46 64 76 103 187 280 315 14 45 63 76 103 187 279 279 15 44 63 75 102 186 278 278 16 44 62 74 101 185 278 278 17 43 62 74 101 185 277 277 18 43 61 73 100 184 277 277 19 42 61 73 100 184 276 276 20 42 61 73 100 184 276 276 21 42 60 73 99 183 276 276 22 41 60 72 99 183 275 275 23 41 59 71 98 182 275 275 24 40 59 71 98 182 274 274 25 39 58 70 97 181 273 273 26 39 57 69 96 180 273 273 27 38 56 70 95 180 272 272 28 37 56 72 95 179 271 271 29 37 55 75 94 178 270 270 30 36 54 77 93 177 270 270

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 71/96EN OJ L, 14.5.2024

3.10. Króna Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 86 98 105 125 240 334 3 460 2 86 98 104 125 240 366 2 587 3 84 97 105 128 234 381 1 955 4 83 96 106 131 230 381 1 508 5 83 97 109 132 229 371 1 192 6 83 99 110 134 228 357 963 7 85 101 112 136 228 339 793 8 85 102 113 138 228 321 664 9 85 103 114 141 228 320 563 10 85 104 116 142 228 320 483 11 85 104 116 143 227 319 418 12 85 103 115 142 226 319 365 13 84 102 114 141 225 318 320 14 83 101 113 140 224 317 317 15 82 100 112 139 223 315 315 16 80 99 111 138 222 314 314 17 79 98 110 137 221 313 313 18 78 97 109 136 220 312 312 19 77 96 108 135 219 311 311 20 76 95 107 134 218 310 310 21 75 94 106 133 217 309 309 22 74 92 104 131 215 308 308 23 72 91 103 130 214 306 306 24 71 89 102 128 212 305 305 25 69 88 100 127 211 303 303 26 68 86 99 125 209 302 302 27 66 85 97 124 208 300 300 28 65 83 96 122 206 299 299 29 63 82 94 121 205 297 297 30 62 80 93 119 204 296 296 72/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

3.11. Norwegian krone Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 26 38 44 65 180 302 3 228 2 26 39 45 66 181 345 2 422 3 26 38 47 70 175 361 1 835 4 25 39 49 73 172 361 1 419 5 25 40 51 74 171 353 1 124 6 26 42 53 77 171 339 910 7 27 43 54 78 170 324 752 8 26 43 54 79 169 307 631 9 26 44 55 81 168 289 536 10 26 44 56 83 168 272 461 11 25 44 56 83 167 259 400 12 25 43 56 82 167 259 349 13 24 43 55 82 166 258 307 14 24 42 54 81 165 258 272 15 23 42 54 81 165 257 257 16 23 41 53 80 164 257 257 17 22 41 53 80 164 256 256 18 22 41 53 80 164 256 256 19 22 40 53 80 164 256 256 20 22 41 53 80 164 256 256 21 22 41 53 80 164 256 256 22 22 41 56 80 164 256 256 23 22 40 59 79 164 256 256 24 22 40 61 79 163 256 256 25 21 40 64 79 163 255 255 26 21 40 66 79 163 255 255 27 21 39 69 78 163 255 255 28 21 39 71 78 162 255 255 29 20 39 73 78 162 254 254 30 20 38 76 78 162 254 254

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 73/96EN OJ L, 14.5.2024

3.12. Swiss franc Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 0 0 4 22 136 288 3 063 2 0 1 6 23 137 329 2 297 3 1 1 8 28 133 344 1 742 4 1 3 11 32 131 345 1 350 5 1 4 13 34 131 338 1 072 6 2 4 16 37 131 325 869 7 2 5 19 39 131 311 719 8 2 7 21 42 131 295 603 9 4 7 24 44 131 278 514 10 4 9 27 46 131 262 442 11 4 9 28 48 132 246 383 12 4 10 31 47 131 231 335 13 5 11 34 48 132 224 295 14 5 12 35 47 131 224 261 15 6 13 38 46 130 223 232 16 6 13 41 46 130 222 222 17 6 15 42 48 130 222 222 18 6 15 45 49 130 222 222 19 7 17 48 52 130 222 222 20 7 17 49 53 131 223 223 21 8 18 52 56 131 223 223 22 9 19 54 57 131 223 223 23 9 20 57 59 131 223 223 24 9 20 60 61 131 223 223 25 10 22 61 62 131 223 223 26 10 22 64 64 131 223 223 27 10 24 66 66 133 223 223 28 11 24 68 68 134 223 223 29 11 25 71 70 135 223 223 30 11 26 73 72 136 222 222 74/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

3.13. Australian dollar Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 38 50 57 78 192 302 3 222 2 39 51 57 78 193 344 2 414 3 38 51 59 83 188 360 1 830 4 38 52 62 86 185 361 1 418 5 38 53 64 87 184 353 1 125 6 39 55 66 90 184 340 912 7 40 56 67 91 183 325 754 8 39 56 67 92 182 308 634 9 39 57 68 94 181 291 539 10 39 57 69 96 181 274 464 11 38 57 69 96 180 272 402 12 38 56 68 95 179 272 352 13 37 56 68 95 179 271 310 14 37 55 67 94 178 271 274 15 36 55 67 94 178 270 270 16 35 54 66 93 177 269 269 17 35 53 66 93 177 269 269 18 35 53 65 92 176 268 268 19 34 53 65 92 176 268 268 20 34 52 65 92 176 268 268 21 34 52 64 91 175 268 268 22 33 52 64 91 175 267 267 23 33 51 63 90 174 267 267 24 32 50 63 90 174 266 266 25 31 50 64 89 173 265 265 26 30 49 66 88 172 264 264 27 30 48 69 87 171 264 264 28 29 47 71 86 171 263 263 29 28 47 74 86 170 262 262 30 27 46 76 85 169 261 261

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 75/96EN OJ L, 14.5.2024

3.14. Baht Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 11 23 29 50 165 292 3 113 2 14 26 33 54 168 334 2 336 3 17 30 38 61 167 350 1 773 4 20 33 43 68 167 351 1 375 5 22 37 48 71 168 344 1 092 6 22 38 49 73 167 332 886 7 27 43 54 78 170 317 733 8 26 43 54 79 169 300 616 9 27 45 56 83 170 284 524 10 29 47 59 86 171 267 451 11 30 48 61 88 172 264 392 12 31 49 62 88 173 265 343 13 31 50 62 89 173 265 302 14 32 50 62 89 173 266 267 15 32 50 63 89 174 266 266 16 32 50 62 89 173 266 266 17 32 50 63 89 174 266 266 18 31 50 62 89 173 265 265 19 31 50 62 89 173 265 265 20 31 50 62 89 173 265 265 21 31 50 62 89 173 265 265 22 31 50 62 89 173 265 265 23 31 49 62 88 172 265 265 24 30 49 61 88 172 264 264 25 30 49 62 88 172 264 264 26 30 48 65 87 171 264 264 27 29 48 67 87 171 263 263 28 29 47 70 86 170 263 263 29 28 47 72 86 170 262 262 30 28 46 75 85 169 261 261 76/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

3.15. Canadian dollar Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 14 26 32 53 168 303 3 244 2 15 27 33 54 169 345 2 423 3 15 28 36 60 165 360 1 832 4 16 29 39 64 163 360 1 416 5 16 31 42 66 163 352 1 122 6 18 34 45 69 163 338 909 7 19 36 46 70 162 323 751 8 19 37 48 73 162 306 630 9 20 38 49 75 162 289 536 10 20 39 51 77 163 272 461 11 21 39 51 78 163 255 400 12 21 39 52 78 163 255 349 13 21 39 52 79 163 255 307 14 21 39 52 79 163 255 272 15 21 40 52 79 163 255 255 16 21 39 52 78 162 255 255 17 21 39 52 78 163 255 255 18 21 39 52 78 162 255 255 19 21 39 52 78 162 255 255 20 21 39 52 78 163 255 255 21 21 39 53 78 162 255 255 22 21 39 56 78 162 254 254 23 20 39 59 78 162 254 254 24 20 38 61 77 161 254 254 25 19 38 64 77 161 253 253 26 19 37 66 76 160 253 253 27 18 37 68 76 160 252 252 28 18 36 71 75 159 252 252 29 17 36 73 75 159 251 251 30 17 36 76 75 159 251 251

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 77/96EN OJ L, 14.5.2024

3.16. Chilean peso Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 48 60 67 88 202 307 3 283 2 50 62 69 89 204 351 2 468 3 52 65 73 96 202 368 1 874 4 53 67 77 101 200 369 1 453 5 55 69 81 104 201 361 1 153 6 57 72 83 108 202 348 935 7 58 75 85 109 201 333 772 8 58 76 86 112 201 315 648 9 59 76 88 114 201 298 551 10 59 77 89 116 201 293 474 11 59 77 90 117 201 293 411 12 59 77 89 116 200 293 359 13 58 76 89 115 200 292 316 14 57 76 88 115 199 291 291 15 56 75 87 114 198 290 290 16 56 74 87 113 197 290 290 17 55 74 86 113 197 289 289 18 55 73 85 112 196 289 289 19 54 73 85 112 196 288 288 20 54 72 84 111 195 287 287 21 53 71 84 110 195 287 287 22 52 71 83 110 194 286 286 23 51 70 82 109 193 285 285 24 50 69 81 108 192 284 284 25 49 68 80 107 191 283 283 26 48 67 79 106 190 282 282 27 48 66 78 105 189 282 282 28 47 65 77 104 188 281 281 29 46 64 76 103 187 280 280 30 45 63 77 102 187 279 279 78/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

3.17. Colombian peso Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 79 91 98 119 233 327 3 374 2 84 97 103 124 239 364 2 564 3 86 99 107 130 236 384 1 960 4 87 100 110 135 234 387 1 526 5 90 105 116 139 236 380 1 213 6 93 108 119 143 237 368 986 7 95 112 122 146 238 352 816 8 96 114 124 150 239 334 686 9 98 115 127 153 240 332 584 10 98 117 129 155 241 333 502 11 98 117 129 156 240 333 436 12 98 116 129 155 239 332 381 13 97 115 127 154 238 331 335 14 95 114 126 153 237 329 329 15 94 112 125 151 236 328 328 16 93 111 123 150 234 327 327 17 91 110 122 149 233 325 325 18 90 108 121 147 231 324 324 19 88 107 119 146 230 322 322 20 87 106 118 145 229 321 321 21 86 104 116 143 227 319 319 22 84 102 115 141 226 318 318 23 82 101 113 140 224 316 316 24 80 99 111 138 222 314 314 25 79 97 109 136 220 313 313 26 77 95 108 135 219 311 311 27 75 94 106 133 217 309 309 28 74 92 104 131 215 308 308 29 72 90 103 129 214 306 306 30 70 89 101 128 212 304 304

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 79/96EN OJ L, 14.5.2024

3.18. Hong Kong dollar Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 8 20 26 47 162 302 3 223 2 10 22 29 50 164 344 2 412 3 12 25 33 57 162 359 1 826 4 14 27 37 62 161 360 1 413 5 16 30 42 65 162 351 1 120 6 18 33 44 68 162 338 908 7 19 36 46 70 162 323 750 8 20 37 48 73 162 306 629 9 20 38 49 75 162 289 535 10 20 38 51 77 162 272 460 11 20 39 51 78 162 255 399 12 20 39 51 78 162 254 349 13 20 38 50 77 161 254 307 14 19 38 50 77 161 253 272 15 19 37 49 76 160 253 253 16 18 36 49 76 160 252 252 17 18 36 49 75 159 252 252 18 18 36 48 75 159 252 252 19 18 36 49 75 159 251 251 20 18 36 52 75 159 252 252 21 18 36 53 75 160 252 252 22 18 36 56 75 160 252 252 23 18 36 59 75 159 252 252 24 18 36 61 75 159 252 252 25 17 36 64 75 159 251 251 26 17 36 66 75 159 251 251 27 17 36 69 75 159 251 251 28 17 35 71 74 158 251 251 29 17 35 73 74 158 251 251 30 16 35 76 74 158 250 250 80/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

3.19. Indian rupee Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 88 101 107 128 242 336 3 348 2 90 102 108 129 244 356 2 509 3 90 103 111 135 240 373 1 903 4 91 105 115 139 238 374 1 474 5 92 107 118 141 238 366 1 169 6 93 109 120 144 238 352 948 7 95 111 122 146 238 336 783 8 95 112 123 148 238 330 657 9 94 112 124 150 237 329 558 10 94 112 124 151 236 328 480 11 92 111 123 150 234 327 416 12 91 109 122 149 233 325 363 13 89 108 120 147 231 323 323 14 88 106 118 145 229 322 322 15 86 105 117 144 228 320 320 16 84 103 115 142 226 318 318 17 83 101 114 140 225 317 317 18 82 100 112 139 223 315 315 19 80 99 111 138 222 314 314 20 79 98 110 137 221 313 313 21 78 97 109 136 220 312 312 22 77 96 108 135 219 311 311 23 76 94 107 133 218 310 310 24 75 93 106 132 216 309 309 25 74 92 104 131 215 307 307 26 72 91 103 130 214 306 306 27 71 90 102 129 213 305 305 28 70 88 101 128 212 304 304 29 69 87 100 126 211 303 303 30 68 86 99 125 209 302 302

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 81/96EN OJ L, 14.5.2024

3.20. Mexican peso Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 296 308 314 335 450 544 3 559 2 84 96 103 124 238 374 2 651 3 86 99 107 130 235 389 2 000 4 88 101 111 136 235 389 1 544 5 89 104 115 139 236 380 1 222 6 91 107 118 142 236 366 989 7 93 110 120 144 236 349 816 8 94 111 122 147 237 331 685 9 95 113 124 150 237 330 582 10 95 113 125 152 237 330 500 11 95 114 126 153 237 329 434 12 95 114 126 153 237 329 379 13 96 114 126 153 237 330 333 14 96 115 127 154 238 330 330 15 97 115 127 154 238 331 331 16 97 116 128 155 239 331 331 17 98 117 129 156 240 332 332 18 99 118 130 157 241 333 333 19 100 118 130 157 241 334 334 20 100 118 131 158 242 334 334 21 100 118 131 157 242 334 334 22 99 118 130 157 241 333 333 23 99 117 129 156 240 333 333 24 98 116 128 155 239 332 332 25 96 115 127 154 238 330 330 26 95 114 126 153 237 329 329 27 94 112 125 151 235 328 328 28 92 111 123 150 234 326 326 29 91 109 122 148 233 325 325 30 89 108 120 147 231 323 323 82/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

3.21. New Taiwan dollar Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 0 5 11 32 147 287 3 055 2 0 5 11 32 147 329 2 296 3 1 5 14 37 142 345 1 743 4 1 6 16 40 139 346 1 352 5 1 7 18 42 139 338 1 073 6 2 9 20 44 138 326 871 7 2 11 21 45 137 311 720 8 2 11 22 47 137 295 604 9 4 11 24 49 136 279 514 10 4 11 27 50 135 262 442 11 4 12 28 51 135 246 384 12 4 12 31 51 135 231 336 13 5 12 34 51 135 228 296 14 5 12 36 51 135 228 262 15 6 13 38 52 136 228 233 16 6 13 41 52 136 228 228 17 6 15 43 53 137 229 229 18 6 15 45 53 137 230 230 19 7 17 48 54 138 230 230 20 7 17 50 55 139 231 231 21 8 18 52 56 140 232 232 22 9 19 55 57 140 233 233 23 9 20 57 59 141 233 233 24 9 21 60 62 141 234 234 25 10 22 62 64 142 234 234 26 10 22 64 65 142 235 235 27 10 24 66 67 142 235 235 28 11 24 68 69 143 235 235 29 11 26 71 70 143 235 235 30 11 26 73 72 143 235 235

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 83/96EN OJ L, 14.5.2024

3.22. New Zealand dollar Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 45 57 64 85 199 306 3 273 2 46 58 65 85 200 348 2 444 3 46 59 67 90 195 363 1 849 4 45 59 69 93 192 363 1 430 5 45 60 71 95 192 355 1 133 6 47 62 73 97 191 342 919 7 47 64 74 98 190 326 759 8 47 64 75 100 190 309 637 9 46 64 76 102 189 292 542 10 46 64 76 103 188 280 466 11 45 63 76 102 187 279 404 12 44 62 74 101 185 278 354 13 42 61 73 100 184 276 311 14 41 60 72 99 183 275 275 15 40 59 71 98 182 274 274 16 39 57 70 96 181 273 273 17 38 57 69 96 180 272 272 18 37 56 68 95 179 271 271 19 37 55 67 94 178 271 271 20 36 55 67 94 178 270 270 21 36 54 67 93 177 270 270 22 35 54 66 93 177 269 269 23 35 53 65 92 176 269 269 24 34 52 65 91 176 268 268 25 33 52 64 91 175 267 267 26 33 51 66 90 174 266 266 27 32 50 69 89 174 266 266 28 31 50 71 89 173 265 265 29 31 49 75 88 172 264 264 30 30 48 77 87 172 264 264 84/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

3.23. Rand Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 108 120 126 147 262 356 3 421 2 109 121 128 149 263 364 2 570 3 111 124 132 155 261 382 1 953 4 113 126 136 161 260 384 1 516 5 115 129 141 164 261 377 1 206 6 117 133 144 168 262 365 981 7 119 135 146 170 262 354 813 8 119 136 147 172 262 354 685 9 120 137 149 175 262 354 584 10 120 138 150 177 262 354 503 11 119 138 150 177 261 353 438 12 118 137 149 176 260 352 384 13 117 136 148 175 259 351 351 14 116 134 146 173 257 350 350 15 114 132 145 171 256 348 348 16 112 130 143 169 254 346 346 17 110 129 141 168 252 344 344 18 108 127 139 166 250 342 342 19 107 125 137 164 248 340 340 20 105 123 136 162 247 339 339 21 103 122 134 161 245 337 337 22 101 120 132 159 243 335 335 23 100 118 130 157 241 334 334 24 98 116 128 155 239 332 332 25 96 114 127 153 237 330 330 26 94 112 125 151 236 328 328 27 92 111 123 150 234 326 326 28 90 109 121 148 232 324 324 29 89 107 119 146 230 323 323 30 87 105 118 145 229 321 321

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 85/96EN OJ L, 14.5.2024

3.24. Real Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 161 173 179 200 315 409 3 501 2 169 181 188 208 323 417 2 635 3 173 186 194 218 323 417 2 007 4 175 189 199 223 323 415 1 559 5 177 192 203 226 323 415 1 239 6 178 194 205 229 323 415 1 006 7 179 195 206 230 322 414 832 8 178 195 206 231 321 413 699 9 177 195 207 233 320 412 594 10 177 195 207 234 319 411 511 11 176 194 206 233 317 410 443 12 174 192 204 231 315 408 408 13 171 190 202 229 313 405 405 14 168 187 199 226 310 402 402 15 165 184 196 223 307 399 399 16 163 181 193 220 304 397 397 17 160 178 190 217 301 394 394 18 157 175 188 214 298 391 391 19 154 172 185 212 296 388 388 20 151 170 182 209 293 385 385 21 148 167 179 206 290 382 382 22 145 164 176 203 287 379 379 23 142 161 173 200 284 376 376 24 139 158 170 197 281 373 373 25 136 154 167 194 278 370 370 26 133 152 164 191 275 367 367 27 130 149 161 188 272 364 364 28 127 146 158 185 269 361 361 29 125 143 155 182 266 359 359 30 122 140 153 179 264 356 356 86/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

3.25. Renminbi-yuan Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 25 37 44 64 179 290 3 093 2 26 38 45 65 180 332 2 323 3 26 39 47 71 176 348 1 764 4 26 40 50 74 174 350 1 368 5 27 42 53 76 173 342 1 086 6 28 44 55 79 173 330 882 7 29 46 56 80 172 315 729 8 28 46 57 82 171 299 612 9 28 46 57 84 171 282 521 10 28 46 58 85 170 266 449 11 28 46 58 85 170 262 389 12 27 46 58 85 169 261 341 13 27 45 58 84 169 261 300 14 27 45 57 84 168 261 266 15 26 45 57 84 168 260 260 16 26 45 57 84 168 260 260 17 26 45 57 84 168 260 260 18 27 45 57 84 168 261 261 19 27 45 58 84 168 261 261 20 27 45 58 85 169 261 261 21 27 46 58 85 169 261 261 22 27 45 58 84 169 261 261 23 27 45 58 84 168 261 261 24 27 45 60 84 168 261 261 25 26 45 62 84 168 260 260 26 26 45 65 84 168 260 260 27 26 44 67 83 167 260 260 28 25 44 70 83 167 259 259 29 25 44 72 83 167 259 259 30 25 43 75 82 166 259 259

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 87/96EN OJ L, 14.5.2024

3.26. Ringgit Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 23 35 42 63 177 296 3 156 2 25 38 44 65 180 339 2 373 3 27 40 48 71 177 355 1 803 4 29 42 52 77 176 357 1 399 5 31 45 56 80 177 350 1 111 6 32 48 59 83 177 337 901 7 34 51 61 86 178 322 745 8 35 52 63 88 178 305 626 9 35 53 65 91 178 288 533 10 36 54 67 93 178 272 458 11 37 55 68 94 179 271 398 12 37 56 68 95 179 271 348 13 37 56 68 95 179 271 306 14 37 56 68 95 179 271 271 15 37 56 68 95 179 271 271 16 37 56 68 95 179 271 271 17 37 56 68 95 179 271 271 18 37 56 68 95 179 271 271 19 38 56 68 95 179 272 272 20 38 56 69 95 180 272 272 21 38 57 69 96 180 272 272 22 38 56 69 96 180 272 272 23 38 56 68 95 179 272 272 24 37 56 68 95 179 271 271 25 37 55 68 94 179 271 271 26 36 55 67 94 178 270 270 27 36 54 69 93 177 270 270 28 35 54 71 93 177 269 269 29 35 53 73 92 176 269 269 30 34 52 76 92 176 268 268 88/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

3.27. Russian rouble Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 123 136 142 163 278 371 3 809 2 122 134 140 161 276 396 2 831 3 121 134 142 165 270 412 2 135 4 120 134 144 168 268 412 1 648 5 121 136 147 170 267 403 1 304 6 121 137 148 172 266 388 1 056 7 122 139 149 173 265 370 872 8 121 139 150 175 264 357 732 9 121 139 150 176 263 356 622 10 121 139 151 178 263 355 535 11 120 139 151 178 262 355 465 12 119 138 150 177 261 353 407 13 118 137 149 176 260 352 358 14 117 136 148 175 259 351 351 15 115 134 146 173 257 349 349 16 113 132 144 171 255 347 347 17 111 130 142 169 253 345 345 18 109 128 140 167 251 343 343 19 107 126 138 165 249 341 341 20 105 123 136 163 247 339 339 21 103 121 133 160 244 337 337 22 101 119 131 158 242 335 335 23 98 117 129 156 240 332 332 24 96 115 127 154 238 330 330 25 94 112 125 151 236 328 328 26 92 110 122 149 233 326 326 27 90 108 120 147 231 324 324 28 87 106 118 145 229 321 321 29 85 104 116 143 227 319 319 30 83 102 114 141 225 317 317

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 89/96EN OJ L, 14.5.2024

3.28. Singapore dollar Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 0 9 15 36 151 298 3 179 2 0 10 17 38 152 340 2 381 3 1 12 21 44 149 355 1 805 4 1 15 25 49 148 356 1 398 5 3 17 28 52 149 348 1 109 6 4 20 31 55 149 336 899 7 6 23 33 57 149 320 743 8 6 24 35 60 149 304 624 9 7 25 36 62 149 287 530 10 7 25 37 64 149 270 456 11 7 25 38 65 149 253 396 12 7 25 38 64 149 241 346 13 7 25 37 64 148 241 304 14 6 25 37 64 148 240 269 15 6 25 39 64 148 240 240 16 6 24 42 63 148 240 240 17 6 25 44 64 148 240 240 18 6 25 46 64 148 240 240 19 7 25 49 64 148 240 240 20 8 25 51 64 148 241 241 21 8 26 53 65 149 241 241 22 9 26 56 65 149 241 241 23 9 26 58 65 149 242 242 24 9 26 61 65 149 242 242 25 10 26 63 65 150 242 242 26 10 26 65 66 150 242 242 27 10 27 67 68 150 242 242 28 11 27 70 70 150 242 242 29 11 27 72 72 150 242 242 30 12 27 76 74 150 242 242 90/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

3.29. South Korean won Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 29 41 48 69 183 297 3 168 2 30 42 48 69 184 339 2 376 3 29 42 50 73 178 355 1 802 4 28 42 52 76 175 356 1 396 5 28 43 54 77 174 348 1 107 6 30 46 57 81 175 335 898 7 29 46 56 80 172 320 742 8 32 49 60 85 175 303 623 9 32 49 61 87 174 286 530 10 27 45 57 84 169 269 455 11 23 42 54 81 165 257 395 12 20 39 51 78 162 255 345 13 18 37 49 76 160 252 304 14 17 35 47 74 158 250 269 15 15 34 46 73 157 249 249 16 14 32 45 71 156 248 248 17 13 32 44 71 155 247 247 18 13 31 46 70 154 247 247 19 12 31 49 70 154 246 246 20 12 31 51 70 154 246 246 21 12 31 53 70 154 246 246 22 12 31 56 70 154 246 246 23 12 31 58 70 154 246 246 24 12 30 61 69 154 246 246 25 12 30 62 69 153 246 246 26 12 30 65 69 153 246 246 27 12 30 67 69 153 245 245 28 11 30 70 70 153 245 245 29 11 30 72 72 153 245 245 30 12 30 75 74 153 245 245

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 91/96EN OJ L, 14.5.2024

3.30. Turkish lira Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 214 226 232 253 368 517 5 850 2 210 222 228 249 364 555 4 174 3 204 217 225 248 354 549 3 008 4 199 213 223 247 346 527 2 230 5 195 209 220 244 341 498 1 707 6 191 207 218 242 336 468 1 347 7 188 204 215 239 331 438 1 091 8 184 201 212 237 326 419 903 9 180 197 209 235 322 414 760 10 176 194 206 233 318 410 648 11 172 190 203 229 314 406 558 12 168 186 199 225 309 402 484 13 164 182 195 221 305 398 422 14 160 178 191 217 301 394 394 15 156 175 187 214 298 390 390 16 153 171 183 210 294 387 387 17 149 168 180 207 291 383 383 18 146 164 177 204 288 380 380 19 143 161 174 200 285 377 377 20 140 158 171 197 282 374 374 21 137 155 168 194 279 371 371 22 134 152 165 191 276 368 368 23 131 149 162 188 273 365 365 24 128 147 159 186 270 362 362 25 125 144 156 183 267 359 359 26 122 141 153 180 264 356 356 27 120 138 150 177 261 354 354 28 117 136 148 175 259 351 351 29 115 133 145 172 256 349 349 30 112 131 143 170 254 346 346 92/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024

3.31. US dollar Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 0 14 25 50 166 305 3 260 2 0 14 25 50 166 346 2 435 3 1 17 28 55 163 362 1 843 4 1 20 31 60 162 362 1 425 5 3 23 36 66 163 354 1 129 6 6 27 39 68 163 341 914 7 8 31 42 70 164 325 755 8 11 34 46 74 164 308 634 9 13 37 50 76 164 290 539 10 14 39 51 77 164 273 463 11 15 41 53 78 164 257 402 12 16 42 54 79 164 256 351 13 17 44 55 80 164 256 309 14 17 44 55 80 163 256 273 15 17 44 56 81 163 256 256 16 17 45 56 81 163 256 256 17 17 45 56 81 163 256 256 18 17 45 56 81 163 256 256 19 17 45 56 81 163 256 256 20 17 45 56 81 164 256 256 21 17 45 56 81 164 256 256 22 17 45 56 81 164 256 256 23 17 45 59 81 164 256 256 24 17 45 61 81 163 256 256 25 17 45 64 81 163 255 255 26 17 45 66 81 163 255 255 27 17 45 69 81 163 255 255 28 17 45 71 81 162 255 255 29 17 45 73 81 162 254 254 30 17 45 76 81 161 254 254

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 93/96EN OJ L, 14.5.2024

3.32. Yen Credit Credit Credit Credit Credit Credit Credit Duration quality quality quality quality quality quality quality (in years) step 0 step 1 step 2 step 3 step 4 step 5 step 6 1 0 0 4 12 127 284 3 014 2 0 1 6 12 126 325 2 265 3 1 1 8 15 120 341 1 721 4 1 3 11 18 117 342 1 335 5 1 4 13 20 116 335 1 060 6 2 4 16 23 116 323 860 7 2 5 19 26 116 308 712 8 2 7 21 28 116 292 598 9 4 7 24 30 116 276 509 10 4 9 26 32 116 260 438 11 4 9 28 35 116 245 381 12 4 10 31 37 116 230 333 13 4 11 34 39 116 215 293 14 5 12 35 41 117 209 260 15 6 13 38 43 117 209 231 16 6 13 41 45 117 209 209 17 6 15 42 48 118 210 210 18 6 15 45 49 118 210 210 19 7 17 48 52 119 211 211 20 7 17 49 53 120 211 211 21 7 18 52 56 123 212 212 22 9 19 54 57 124 212 212 23 9 20 57 59 127 212 212 24 9 20 59 61 128 213 213 25 10 22 61 62 129 213 213 26 10 22 64 64 131 213 213 27 10 24 66 66 132 212 212 28 11 24 68 68 133 212 212 29 11 25 71 70 134 212 212 30 11 26 73 72 135 212 212 94/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/ojEN OJ L, 14.5.2024 ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency National insurance market Volatility adjustment (in bps) Euro Austria 17 Euro Belgium 17 Euro Croatia 17 Euro Cyprus 17 Euro Estonia 17 Euro Finland 17 Euro France 17 Euro Germany 17 Euro Greece 17 Euro Ireland 17 Euro Italy 17 Euro Latvia 17 Euro Lithuania 17 Euro Luxembourg 17 Euro Malta 17 Euro Netherlands 17 Euro Portugal 17 Euro Slovakia 17 Euro Slovenia 17 Euro Spain 17 Czech koruna Czech Republic 10 Danish krone Denmark 20 Forint Hungary 7 Krona Sweden 0 Lev Bulgaria 15 Pound sterling United Kingdom 12 Romanian leu Romania 1 Zloty Poland 9 Króna Iceland 43 Norwegian krone Norway 28 Swiss franc Liechtenstein – 3 Swiss franc Switzerland – 3 Australian dollar Australia 9

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj 95/96EN OJ L, 14.5.2024 Currency National insurance market Volatility adjustment (in bps) Canadian dollar Canada 26 Renminbi-yuan China 1 Hong Kong dollar Hong Kong 3 US dollar United States 35 Yen Japan – 2 96/96 ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj