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Date: 2025-09-09 Category: Not Applicable State: Union Government Country: Europe

Commission Implementing Regulation (EU) 2025/1794 of 8 September 2025 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2025 until 29 September 2025 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

Issued by European Commission · Directorate-General for Financial Stability

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Executive Summary & Key Takeaways

Executive Summary: Commission Implementing Regulation (EU) 2025/1794 establishes technical information for calculating technical provisions and basic own funds for insurance and reinsurance undertakings. It applies to reporting with reference dates from June 30, 2025, to September 29, 2025. The regulation ensures uniform calculation conditions as per Directive 2009/138/EC (Solvency II) and entered into force on the day following its publication. Key Points / Main Content: Technical Information for Calculations: * Insurance and reinsurance companies must use the technical details outlined in the regulation to calculate technical provisions and basic own funds. * This regulation is applicable for reporting with reference dates between June 30, 2025, and September 29, 2025. Specific Technical Details: * The best estimate calculation should be made in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment should be made in accordance with Article 77c, and the volatility adjustment should be made in accordance with Article 77d of that Directive. * Relevant risk-free interest rate term structures are defined in Annex I. * Fundamental spreads for calculating the matching adjustment are specified in Annex II. * Volatility adjustments for each relevant national insurance market are detailed in Annex III. Entry into Force and Application: * The regulation came into force the day after its publication in the Official Journal of the European Union. * It applies starting from June 30, 2025. Impact Analysis: Insurance and Reinsurance Undertakings: * Impact: Must use the specified technical information for calculating technical provisions and basic own funds, affecting their reporting and solvency assessments. * Action Required: Incorporate the technical information from Annexes I, II, and III into their calculations for reporting with reference dates from June 30, 2025, to September 29, 2025. Competent Authorities: * Impact: Responsible for overseeing that insurance and reinsurance undertakings are using the appropriate technical information for reporting. * Action Required: Ensure that insurance and reinsurance undertakings reporting to them are compliant with this regulation for the specified reference dates. European Insurance and Occupational Pensions Authority (EIOPA): * Impact: EIOPA provided the technical information to the Commission. * Action Required: No further action is required, the publication was completed on 4 July 2025.

Key Entities Referenced

European Union: A political and economic union of member states located primarily in Europe. European Parliament: One of the legislative bodies of the European Union. Council of the European Union: A legislative body of the European Union comprising government ministers from each member state. European Commission: An executive branch of the European Union responsible for proposing legislation, implementing decisions, and managing the EU's day-to-day affairs. Treaty on the Functioning of the European Union: One of the primary treaties forming the constitutional basis of the European Union. Directive 2009/138/EC: A European Union directive on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II). European Insurance and Occupational Pensions Authority: The European authority responsible for insurance and occupational pensions. Brussels: The capital of Belgium and a major administrative centre for the European Union, where the regulation was adopted.
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Official Journal EN of the European Union L series 2025/1794 9.9.2025 COMMISSION IMPLEMENTING REGULATION(EU) 2025/1794 of 8 September 2025 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2025 until 29 September 2025 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 Article 77e(2), third subparagraph, 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 4 July 2025, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2025 market data. That information was published on 4 July 2025 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), 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 30 June 2025 until 29 September 2025. (1) OJ L 335, 17.12.2009, p. 1, ELI: http://data.europa.eu/eli/dir/2009/138/oj. (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/2011/182/oj). ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 1/65EN OJ L, 9.9.2025 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 30 June 2025. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 8 September 2025. For the Commission The President Ursula VON DER LEYEN 2/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 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 1,902 % 3,390 % 1,892 % 6,007 % 1,726 % 1,852 % 2 1,903 % 3,421 % 1,893 % 6,117 % 1,790 % 1,853 % 3 1,995 % 3,462 % 1,985 % 6,245 % 1,879 % 1,945 % 4 2,091 % 3,499 % 2,081 % 6,359 % 1,974 % 2,041 % 5 2,170 % 3,541 % 2,160 % 6,477 % 2,068 % 2,120 % 6 2,253 % 3,591 % 2,243 % 6,589 % 2,160 % 2,202 % 7 2,331 % 3,645 % 2,321 % 6,697 % 2,246 % 2,281 % 8 2,403 % 3,698 % 2,393 % 6,803 % 2,325 % 2,353 % 9 2,469 % 3,746 % 2,459 % 6,894 % 2,396 % 2,419 % 10 2,520 % 3,789 % 2,510 % 6,977 % 2,461 % 2,470 % 11 2,571 % 3,826 % 2,561 % 7,054 % 2,520 % 2,521 % 12 2,629 % 3,857 % 2,618 % 7,122 % 2,573 % 2,578 % 13 2,667 % 3,882 % 2,657 % 7,181 % 2,621 % 2,616 % 14 2,696 % 3,901 % 2,686 % 7,233 % 2,664 % 2,645 % 15 2,717 % 3,914 % 2,707 % 7,270 % 2,702 % 2,666 % 16 2,730 % 3,922 % 2,720 % 7,283 % 2,737 % 2,679 % 17 2,737 % 3,925 % 2,727 % 7,275 % 2,768 % 2,686 % 18 2,741 % 3,924 % 2,731 % 7,250 % 2,796 % 2,690 % 19 2,745 % 3,920 % 2,735 % 7,214 % 2,822 % 2,694 % 20 2,749 % 3,915 % 2,739 % 7,168 % 2,845 % 2,698 % 21 2,755 % 3,907 % 2,744 % 7,115 % 2,866 % 2,704 % 22 2,761 % 3,899 % 2,751 % 7,058 % 2,886 % 2,712 % 23 2,769 % 3,890 % 2,759 % 6,997 % 2,904 % 2,720 % 24 2,778 % 3,880 % 2,768 % 6,934 % 2,920 % 2,730 % 25 2,787 % 3,869 % 2,778 % 6,871 % 2,935 % 2,740 % 26 2,796 % 3,858 % 2,787 % 6,806 % 2,949 % 2,750 % 27 2,806 % 3,847 % 2,797 % 6,742 % 2,962 % 2,761 % 28 2,816 % 3,836 % 2,807 % 6,679 % 2,974 % 2,772 % 29 2,825 % 3,825 % 2,817 % 6,617 % 2,985 % 2,783 % 30 2,835 % 3,814 % 2,827 % 6,556 % 2,996 % 2,793 % 31 2,845 % 3,804 % 2,837 % 6,497 % 3,005 % 2,804 % 32 2,854 % 3,793 % 2,846 % 6,440 % 3,015 % 2,814 % ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 3/65EN OJ L, 9.9.2025 Term to maturity Euro Czech koruna Danish krone Forint Krona Lev (in years) 33 2,864 % 3,782 % 2,856 % 6,384 % 3,023 % 2,825 % 34 2,873 % 3,772 % 2,865 % 6,330 % 3,031 % 2,835 % 35 2,882 % 3,762 % 2,874 % 6,278 % 3,039 % 2,845 % 36 2,890 % 3,752 % 2,883 % 6,227 % 3,046 % 2,854 % 37 2,899 % 3,743 % 2,892 % 6,179 % 3,053 % 2,864 % 38 2,907 % 3,734 % 2,900 % 6,132 % 3,060 % 2,873 % 39 2,915 % 3,725 % 2,909 % 6,087 % 3,066 % 2,881 % 40 2,923 % 3,716 % 2,917 % 6,043 % 3,072 % 2,890 % 41 2,931 % 3,707 % 2,924 % 6,001 % 3,077 % 2,898 % 42 2,938 % 3,699 % 2,932 % 5,961 % 3,082 % 2,907 % 43 2,945 % 3,691 % 2,939 % 5,922 % 3,087 % 2,914 % 44 2,952 % 3,683 % 2,946 % 5,885 % 3,092 % 2,922 % 45 2,959 % 3,676 % 2,953 % 5,849 % 3,097 % 2,929 % 46 2,966 % 3,669 % 2,960 % 5,815 % 3,101 % 2,936 % 47 2,972 % 3,662 % 2,966 % 5,782 % 3,106 % 2,943 % 48 2,978 % 3,655 % 2,972 % 5,750 % 3,110 % 2,950 % 49 2,984 % 3,648 % 2,978 % 5,719 % 3,113 % 2,957 % 50 2,990 % 3,642 % 2,984 % 5,689 % 3,117 % 2,963 % 51 2,995 % 3,636 % 2,990 % 5,660 % 3,121 % 2,969 % 52 3,001 % 3,630 % 2,996 % 5,633 % 3,124 % 2,975 % 53 3,006 % 3,624 % 3,001 % 5,606 % 3,128 % 2,981 % 54 3,011 % 3,618 % 3,006 % 5,580 % 3,131 % 2,986 % 55 3,016 % 3,613 % 3,011 % 5,555 % 3,134 % 2,992 % 56 3,021 % 3,607 % 3,016 % 5,531 % 3,137 % 2,997 % 57 3,025 % 3,602 % 3,021 % 5,508 % 3,140 % 3,002 % 58 3,030 % 3,597 % 3,025 % 5,486 % 3,142 % 3,007 % 59 3,034 % 3,592 % 3,030 % 5,464 % 3,145 % 3,011 % 60 3,038 % 3,588 % 3,034 % 5,443 % 3,148 % 3,016 % 61 3,043 % 3,583 % 3,038 % 5,423 % 3,150 % 3,021 % 62 3,047 % 3,579 % 3,042 % 5,403 % 3,153 % 3,025 % 63 3,051 % 3,574 % 3,046 % 5,384 % 3,155 % 3,029 % 64 3,054 % 3,570 % 3,050 % 5,365 % 3,157 % 3,033 % 65 3,058 % 3,566 % 3,054 % 5,348 % 3,159 % 3,037 % 66 3,062 % 3,562 % 3,057 % 5,330 % 3,161 % 3,041 % 67 3,065 % 3,558 % 3,061 % 5,313 % 3,164 % 3,045 % 4/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Term to maturity Euro Czech koruna Danish krone Forint Krona Lev (in years) 68 3,068 % 3,555 % 3,064 % 5,297 % 3,166 % 3,049 % 69 3,072 % 3,551 % 3,068 % 5,281 % 3,168 % 3,052 % 70 3,075 % 3,547 % 3,071 % 5,265 % 3,169 % 3,056 % 71 3,078 % 3,544 % 3,074 % 5,250 % 3,171 % 3,059 % 72 3,081 % 3,541 % 3,077 % 5,236 % 3,173 % 3,062 % 73 3,084 % 3,537 % 3,080 % 5,222 % 3,175 % 3,066 % 74 3,087 % 3,534 % 3,083 % 5,208 % 3,176 % 3,069 % 75 3,090 % 3,531 % 3,086 % 5,194 % 3,178 % 3,072 % 76 3,092 % 3,528 % 3,089 % 5,181 % 3,180 % 3,075 % 77 3,095 % 3,525 % 3,092 % 5,168 % 3,181 % 3,078 % 78 3,098 % 3,522 % 3,094 % 5,156 % 3,183 % 3,080 % 79 3,100 % 3,520 % 3,097 % 5,144 % 3,184 % 3,083 % 80 3,103 % 3,517 % 3,099 % 5,132 % 3,186 % 3,086 % 81 3,105 % 3,514 % 3,102 % 5,120 % 3,187 % 3,088 % 82 3,107 % 3,512 % 3,104 % 5,109 % 3,188 % 3,091 % 83 3,110 % 3,509 % 3,106 % 5,098 % 3,190 % 3,094 % 84 3,112 % 3,507 % 3,109 % 5,087 % 3,191 % 3,096 % 85 3,114 % 3,504 % 3,111 % 5,077 % 3,192 % 3,098 % 86 3,116 % 3,502 % 3,113 % 5,067 % 3,194 % 3,101 % 87 3,118 % 3,499 % 3,115 % 5,057 % 3,195 % 3,103 % 88 3,120 % 3,497 % 3,117 % 5,047 % 3,196 % 3,105 % 89 3,122 % 3,495 % 3,119 % 5,037 % 3,197 % 3,107 % 90 3,124 % 3,493 % 3,121 % 5,028 % 3,198 % 3,110 % 91 3,126 % 3,491 % 3,123 % 5,019 % 3,200 % 3,112 % 92 3,128 % 3,489 % 3,125 % 5,010 % 3,201 % 3,114 % 93 3,130 % 3,487 % 3,127 % 5,001 % 3,202 % 3,116 % 94 3,132 % 3,485 % 3,129 % 4,993 % 3,203 % 3,118 % 95 3,134 % 3,483 % 3,131 % 4,984 % 3,204 % 3,120 % 96 3,135 % 3,481 % 3,133 % 4,976 % 3,205 % 3,121 % 97 3,137 % 3,479 % 3,134 % 4,968 % 3,206 % 3,123 % 98 3,139 % 3,477 % 3,136 % 4,960 % 3,207 % 3,125 % 99 3,140 % 3,475 % 3,138 % 4,952 % 3,208 % 3,127 % 100 3,142 % 3,474 % 3,139 % 4,945 % 3,209 % 3,129 % 101 3,144 % 3,472 % 3,141 % 4,937 % 3,209 % 3,130 % 102 3,145 % 3,470 % 3,142 % 4,930 % 3,210 % 3,132 % ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 5/65EN OJ L, 9.9.2025 Term to maturity Euro Czech koruna Danish krone Forint Krona Lev (in years) 103 3,147 % 3,469 % 3,144 % 4,923 % 3,211 % 3,134 % 104 3,148 % 3,467 % 3,145 % 4,916 % 3,212 % 3,135 % 105 3,149 % 3,465 % 3,147 % 4,909 % 3,213 % 3,137 % 106 3,151 % 3,464 % 3,148 % 4,903 % 3,214 % 3,138 % 107 3,152 % 3,462 % 3,150 % 4,896 % 3,215 % 3,140 % 108 3,154 % 3,461 % 3,151 % 4,889 % 3,215 % 3,141 % 109 3,155 % 3,459 % 3,153 % 4,883 % 3,216 % 3,143 % 110 3,156 % 3,458 % 3,154 % 4,877 % 3,217 % 3,144 % 111 3,158 % 3,456 % 3,155 % 4,871 % 3,218 % 3,145 % 112 3,159 % 3,455 % 3,156 % 4,865 % 3,218 % 3,147 % 113 3,160 % 3,454 % 3,158 % 4,859 % 3,219 % 3,148 % 114 3,161 % 3,452 % 3,159 % 4,853 % 3,220 % 3,150 % 115 3,163 % 3,451 % 3,160 % 4,847 % 3,220 % 3,151 % 116 3,164 % 3,450 % 3,161 % 4,842 % 3,221 % 3,152 % 117 3,165 % 3,448 % 3,163 % 4,836 % 3,222 % 3,153 % 118 3,166 % 3,447 % 3,164 % 4,831 % 3,223 % 3,155 % 119 3,167 % 3,446 % 3,165 % 4,826 % 3,223 % 3,156 % 120 3,168 % 3,445 % 3,166 % 4,820 % 3,224 % 3,157 % 121 3,169 % 3,443 % 3,167 % 4,815 % 3,224 % 3,158 % 122 3,170 % 3,442 % 3,168 % 4,810 % 3,225 % 3,159 % 123 3,171 % 3,441 % 3,169 % 4,805 % 3,226 % 3,161 % 124 3,172 % 3,440 % 3,170 % 4,800 % 3,226 % 3,162 % 125 3,174 % 3,439 % 3,171 % 4,795 % 3,227 % 3,163 % 126 3,175 % 3,438 % 3,172 % 4,791 % 3,227 % 3,164 % 127 3,176 % 3,437 % 3,173 % 4,786 % 3,228 % 3,165 % 128 3,176 % 3,436 % 3,174 % 4,781 % 3,229 % 3,166 % 129 3,177 % 3,435 % 3,175 % 4,777 % 3,229 % 3,167 % 130 3,178 % 3,434 % 3,176 % 4,772 % 3,230 % 3,168 % 131 3,179 % 3,432 % 3,177 % 4,768 % 3,230 % 3,169 % 132 3,180 % 3,431 % 3,178 % 4,764 % 3,231 % 3,170 % 133 3,181 % 3,430 % 3,179 % 4,760 % 3,231 % 3,171 % 134 3,182 % 3,430 % 3,180 % 4,755 % 3,232 % 3,172 % 135 3,183 % 3,429 % 3,181 % 4,751 % 3,232 % 3,173 % 136 3,184 % 3,428 % 3,182 % 4,747 % 3,233 % 3,174 % 137 3,185 % 3,427 % 3,183 % 4,743 % 3,233 % 3,175 % 6/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Term to maturity Euro Czech koruna Danish krone Forint Krona Lev (in years) 138 3,185 % 3,426 % 3,183 % 4,739 % 3,234 % 3,176 % 139 3,186 % 3,425 % 3,184 % 4,735 % 3,234 % 3,177 % 140 3,187 % 3,424 % 3,185 % 4,731 % 3,235 % 3,177 % 141 3,188 % 3,423 % 3,186 % 4,728 % 3,235 % 3,178 % 142 3,189 % 3,422 % 3,187 % 4,724 % 3,236 % 3,179 % 143 3,189 % 3,421 % 3,188 % 4,720 % 3,236 % 3,180 % 144 3,190 % 3,421 % 3,188 % 4,717 % 3,236 % 3,181 % 145 3,191 % 3,420 % 3,189 % 4,713 % 3,237 % 3,182 % 146 3,192 % 3,419 % 3,190 % 4,710 % 3,237 % 3,183 % 147 3,192 % 3,418 % 3,191 % 4,706 % 3,238 % 3,183 % 148 3,193 % 3,417 % 3,191 % 4,703 % 3,238 % 3,184 % 149 3,194 % 3,416 % 3,192 % 4,699 % 3,239 % 3,185 % 150 3,195 % 3,416 % 3,193 % 4,696 % 3,239 % 3,186 % Term to maturity Norwegian Pound sterling Romanian leu Zloty Króna Swiss franc (in years) krone 1 3,798 % 7,024 % 4,287 % 7,650 % 3,809 % – 0,148 % 2 3,617 % 7,184 % 4,432 % 7,494 % 3,764 % – 0,131 % 3 3,592 % 7,300 % 4,549 % 7,370 % 3,700 % – 0,050 % 4 3,616 % 7,361 % 4,680 % 7,254 % 3,649 % 0,049 % 5 3,663 % 7,396 % 4,833 % 7,158 % 3,623 % 0,145 % 6 3,727 % 7,404 % 4,990 % 7,080 % 3,623 % 0,234 % 7 3,801 % 7,388 % 5,141 % 7,015 % 3,636 % 0,316 % 8 3,880 % 7,359 % 5,281 % 6,959 % 3,652 % 0,393 % 9 3,959 % 7,306 % 5,395 % 6,899 % 3,668 % 0,466 % 10 4,036 % 7,243 % 5,487 % 6,827 % 3,680 % 0,536 % 11 4,112 % 7,167 % 5,544 % 6,744 % 3,688 % 0,602 % 12 4,185 % 7,080 % 5,570 % 6,656 % 3,691 % 0,666 % 13 4,252 % 6,986 % 5,575 % 6,565 % 3,691 % 0,727 % 14 4,312 % 6,889 % 5,563 % 6,472 % 3,690 % 0,785 % 15 4,365 % 6,789 % 5,539 % 6,379 % 3,687 % 0,839 % 16 4,411 % 6,690 % 5,507 % 6,286 % 3,682 % 0,891 % 17 4,451 % 6,590 % 5,469 % 6,196 % 3,677 % 0,941 % 18 4,485 % 6,492 % 5,426 % 6,107 % 3,671 % 0,987 % ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 7/65EN OJ L, 9.9.2025 Term to maturity Norwegian Pound sterling Romanian leu Zloty Króna Swiss franc (in years) krone 19 4,514 % 6,396 % 5,380 % 6,021 % 3,665 % 1,031 % 20 4,538 % 6,303 % 5,333 % 5,937 % 3,659 % 1,073 % 21 4,558 % 6,212 % 5,284 % 5,857 % 3,652 % 1,113 % 22 4,573 % 6,124 % 5,235 % 5,779 % 3,645 % 1,151 % 23 4,585 % 6,040 % 5,186 % 5,704 % 3,638 % 1,187 % 24 4,592 % 5,958 % 5,138 % 5,632 % 3,631 % 1,221 % 25 4,596 % 5,879 % 5,090 % 5,563 % 3,625 % 1,253 % 26 4,597 % 5,804 % 5,043 % 5,496 % 3,618 % 1,284 % 27 4,594 % 5,731 % 4,998 % 5,433 % 3,611 % 1,313 % 28 4,588 % 5,662 % 4,953 % 5,372 % 3,605 % 1,341 % 29 4,580 % 5,595 % 4,911 % 5,313 % 3,598 % 1,368 % 30 4,569 % 5,531 % 4,869 % 5,258 % 3,592 % 1,393 % 31 4,556 % 5,470 % 4,829 % 5,204 % 3,586 % 1,417 % 32 4,541 % 5,412 % 4,790 % 5,153 % 3,580 % 1,441 % 33 4,524 % 5,356 % 4,752 % 5,104 % 3,574 % 1,463 % 34 4,505 % 5,302 % 4,716 % 5,057 % 3,568 % 1,484 % 35 4,484 % 5,251 % 4,682 % 5,012 % 3,563 % 1,504 % 36 4,462 % 5,202 % 4,648 % 4,969 % 3,557 % 1,523 % 37 4,438 % 5,155 % 4,616 % 4,928 % 3,552 % 1,542 % 38 4,413 % 5,109 % 4,585 % 4,889 % 3,547 % 1,560 % 39 4,387 % 5,066 % 4,555 % 4,851 % 3,542 % 1,577 % 40 4,359 % 5,025 % 4,527 % 4,815 % 3,537 % 1,593 % 41 4,329 % 4,985 % 4,499 % 4,780 % 3,533 % 1,609 % 42 4,300 % 4,947 % 4,473 % 4,747 % 3,528 % 1,624 % 43 4,269 % 4,910 % 4,447 % 4,715 % 3,524 % 1,639 % 44 4,239 % 4,875 % 4,423 % 4,684 % 3,519 % 1,652 % 45 4,210 % 4,841 % 4,399 % 4,654 % 3,515 % 1,666 % 46 4,181 % 4,809 % 4,376 % 4,626 % 3,511 % 1,679 % 47 4,153 % 4,778 % 4,354 % 4,599 % 3,508 % 1,691 % 48 4,126 % 4,748 % 4,333 % 4,572 % 3,504 % 1,703 % 49 4,101 % 4,719 % 4,313 % 4,547 % 3,500 % 1,715 % 50 4,077 % 4,691 % 4,293 % 4,523 % 3,497 % 1,726 % 51 4,054 % 4,664 % 4,274 % 4,499 % 3,493 % 1,737 % 52 4,034 % 4,638 % 4,256 % 4,477 % 3,490 % 1,747 % 8/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Term to maturity Norwegian Pound sterling Romanian leu Zloty Króna Swiss franc (in years) krone 53 4,014 % 4,613 % 4,238 % 4,455 % 3,487 % 1,757 % 54 3,996 % 4,589 % 4,221 % 4,434 % 3,483 % 1,767 % 55 3,979 % 4,566 % 4,205 % 4,413 % 3,480 % 1,776 % 56 3,962 % 4,544 % 4,189 % 4,394 % 3,477 % 1,785 % 57 3,947 % 4,522 % 4,173 % 4,375 % 3,475 % 1,794 % 58 3,933 % 4,501 % 4,159 % 4,356 % 3,472 % 1,802 % 59 3,919 % 4,481 % 4,144 % 4,338 % 3,469 % 1,811 % 60 3,906 % 4,461 % 4,130 % 4,321 % 3,466 % 1,819 % 61 3,894 % 4,442 % 4,117 % 4,305 % 3,464 % 1,826 % 62 3,882 % 4,424 % 4,104 % 4,288 % 3,461 % 1,834 % 63 3,871 % 4,406 % 4,091 % 4,273 % 3,459 % 1,841 % 64 3,860 % 4,389 % 4,079 % 4,258 % 3,457 % 1,848 % 65 3,850 % 4,372 % 4,067 % 4,243 % 3,454 % 1,855 % 66 3,840 % 4,356 % 4,055 % 4,229 % 3,452 % 1,862 % 67 3,831 % 4,340 % 4,044 % 4,215 % 3,450 % 1,868 % 68 3,822 % 4,325 % 4,033 % 4,201 % 3,448 % 1,874 % 69 3,813 % 4,310 % 4,022 % 4,188 % 3,446 % 1,880 % 70 3,805 % 4,295 % 4,012 % 4,176 % 3,444 % 1,886 % 71 3,797 % 4,281 % 4,002 % 4,163 % 3,442 % 1,892 % 72 3,789 % 4,268 % 3,992 % 4,151 % 3,440 % 1,898 % 73 3,782 % 4,254 % 3,983 % 4,140 % 3,438 % 1,903 % 74 3,775 % 4,242 % 3,974 % 4,128 % 3,436 % 1,908 % 75 3,768 % 4,229 % 3,965 % 4,117 % 3,434 % 1,914 % 76 3,761 % 4,217 % 3,956 % 4,106 % 3,433 % 1,919 % 77 3,755 % 4,205 % 3,947 % 4,096 % 3,431 % 1,924 % 78 3,749 % 4,193 % 3,939 % 4,086 % 3,429 % 1,928 % 79 3,743 % 4,182 % 3,931 % 4,076 % 3,428 % 1,933 % 80 3,737 % 4,171 % 3,923 % 4,066 % 3,426 % 1,938 % 81 3,731 % 4,160 % 3,915 % 4,056 % 3,425 % 1,942 % 82 3,726 % 4,149 % 3,908 % 4,047 % 3,423 % 1,946 % 83 3,720 % 4,139 % 3,900 % 4,038 % 3,422 % 1,951 % 84 3,715 % 4,129 % 3,893 % 4,029 % 3,420 % 1,955 % 85 3,710 % 4,119 % 3,886 % 4,021 % 3,419 % 1,959 % 86 3,705 % 4,110 % 3,880 % 4,012 % 3,417 % 1,963 % 87 3,700 % 4,100 % 3,873 % 4,004 % 3,416 % 1,967 % ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 9/65EN OJ L, 9.9.2025 Term to maturity Norwegian Pound sterling Romanian leu Zloty Króna Swiss franc (in years) krone 88 3,695 % 4,091 % 3,866 % 3,996 % 3,415 % 1,970 % 89 3,691 % 4,082 % 3,860 % 3,988 % 3,413 % 1,974 % 90 3,686 % 4,074 % 3,854 % 3,981 % 3,412 % 1,978 % 91 3,682 % 4,065 % 3,848 % 3,973 % 3,411 % 1,981 % 92 3,678 % 4,057 % 3,842 % 3,966 % 3,410 % 1,985 % 93 3,674 % 4,049 % 3,836 % 3,959 % 3,409 % 1,988 % 94 3,669 % 4,041 % 3,830 % 3,952 % 3,407 % 1,991 % 95 3,665 % 4,033 % 3,824 % 3,945 % 3,406 % 1,995 % 96 3,662 % 4,025 % 3,819 % 3,938 % 3,405 % 1,998 % 97 3,658 % 4,018 % 3,814 % 3,931 % 3,404 % 2,001 % 98 3,654 % 4,010 % 3,808 % 3,925 % 3,403 % 2,004 % 99 3,650 % 4,003 % 3,803 % 3,919 % 3,402 % 2,007 % 100 3,647 % 3,996 % 3,798 % 3,912 % 3,401 % 2,010 % 101 3,643 % 3,989 % 3,793 % 3,906 % 3,400 % 2,013 % 102 3,640 % 3,982 % 3,788 % 3,900 % 3,399 % 2,015 % 103 3,637 % 3,976 % 3,784 % 3,895 % 3,398 % 2,018 % 104 3,633 % 3,969 % 3,779 % 3,889 % 3,397 % 2,021 % 105 3,630 % 3,963 % 3,774 % 3,883 % 3,396 % 2,024 % 106 3,627 % 3,957 % 3,770 % 3,878 % 3,395 % 2,026 % 107 3,624 % 3,950 % 3,766 % 3,872 % 3,394 % 2,029 % 108 3,621 % 3,944 % 3,761 % 3,867 % 3,394 % 2,031 % 109 3,618 % 3,938 % 3,757 % 3,862 % 3,393 % 2,034 % 110 3,615 % 3,933 % 3,753 % 3,857 % 3,392 % 2,036 % 111 3,612 % 3,927 % 3,749 % 3,852 % 3,391 % 2,038 % 112 3,609 % 3,921 % 3,745 % 3,847 % 3,390 % 2,041 % 113 3,607 % 3,916 % 3,741 % 3,842 % 3,389 % 2,043 % 114 3,604 % 3,910 % 3,737 % 3,837 % 3,389 % 2,045 % 115 3,601 % 3,905 % 3,733 % 3,832 % 3,388 % 2,048 % 116 3,599 % 3,900 % 3,729 % 3,828 % 3,387 % 2,050 % 117 3,596 % 3,895 % 3,726 % 3,823 % 3,386 % 2,052 % 118 3,594 % 3,890 % 3,722 % 3,819 % 3,386 % 2,054 % 119 3,591 % 3,885 % 3,719 % 3,814 % 3,385 % 2,056 % 120 3,589 % 3,880 % 3,715 % 3,810 % 3,384 % 2,058 % 121 3,586 % 3,875 % 3,712 % 3,806 % 3,384 % 2,060 % 10/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Term to maturity Norwegian Pound sterling Romanian leu Zloty Króna Swiss franc (in years) krone 122 3,584 % 3,870 % 3,708 % 3,802 % 3,383 % 2,062 % 123 3,582 % 3,866 % 3,705 % 3,798 % 3,382 % 2,064 % 124 3,579 % 3,861 % 3,702 % 3,794 % 3,382 % 2,066 % 125 3,577 % 3,856 % 3,698 % 3,790 % 3,381 % 2,068 % 126 3,575 % 3,852 % 3,695 % 3,786 % 3,380 % 2,070 % 127 3,573 % 3,848 % 3,692 % 3,782 % 3,380 % 2,071 % 128 3,571 % 3,843 % 3,689 % 3,778 % 3,379 % 2,073 % 129 3,568 % 3,839 % 3,686 % 3,774 % 3,378 % 2,075 % 130 3,566 % 3,835 % 3,683 % 3,771 % 3,378 % 2,077 % 131 3,564 % 3,831 % 3,680 % 3,767 % 3,377 % 2,078 % 132 3,562 % 3,827 % 3,677 % 3,764 % 3,377 % 2,080 % 133 3,560 % 3,823 % 3,674 % 3,760 % 3,376 % 2,082 % 134 3,558 % 3,819 % 3,672 % 3,757 % 3,375 % 2,083 % 135 3,557 % 3,815 % 3,669 % 3,753 % 3,375 % 2,085 % 136 3,555 % 3,811 % 3,666 % 3,750 % 3,374 % 2,087 % 137 3,553 % 3,808 % 3,663 % 3,747 % 3,374 % 2,088 % 138 3,551 % 3,804 % 3,661 % 3,743 % 3,373 % 2,090 % 139 3,549 % 3,800 % 3,658 % 3,740 % 3,373 % 2,091 % 140 3,547 % 3,797 % 3,656 % 3,737 % 3,372 % 2,093 % 141 3,546 % 3,793 % 3,653 % 3,734 % 3,372 % 2,094 % 142 3,544 % 3,790 % 3,651 % 3,731 % 3,371 % 2,096 % 143 3,542 % 3,786 % 3,648 % 3,728 % 3,371 % 2,097 % 144 3,540 % 3,783 % 3,646 % 3,725 % 3,370 % 2,098 % 145 3,539 % 3,780 % 3,643 % 3,722 % 3,370 % 2,100 % 146 3,537 % 3,776 % 3,641 % 3,719 % 3,369 % 2,101 % 147 3,536 % 3,773 % 3,639 % 3,716 % 3,369 % 2,102 % 148 3,534 % 3,770 % 3,636 % 3,713 % 3,368 % 2,104 % 149 3,532 % 3,767 % 3,634 % 3,711 % 3,368 % 2,105 % 150 3,531 % 3,764 % 3,632 % 3,708 % 3,367 % 2,106 % Term to maturity Australian Colombian Hong Kong New Taiwan Canadian dollar Renminbi-yuan (in years) dollar peso dollar dollar 1 3,371 % 2,518 % 7,904 % 2,218 % 0,905 % 1,195 % 2 3,243 % 2,482 % 9,124 % 2,239 % 0,941 % 1,139 % 3 3,278 % 2,525 % 10,041 % 2,254 % 0,976 % 1,135 % ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 11/65EN OJ L, 9.9.2025 Term to maturity Australian Colombian Hong Kong New Taiwan Canadian dollar Renminbi-yuan (in years) dollar peso dollar dollar 4 3,364 % 2,576 % 10,695 % 2,277 % 1,003 % 1,140 % 5 3,469 % 2,639 % 11,160 % 2,318 % 1,028 % 1,150 % 6 3,580 % 2,722 % 11,501 % 2,376 % 1,050 % 1,145 % 7 3,699 % 2,811 % 11,795 % 2,441 % 1,070 % 1,140 % 8 3,808 % 2,896 % 12,029 % 2,507 % 1,088 % 1,147 % 9 3,906 % 2,972 % 12,239 % 2,569 % 1,106 % 1,171 % 10 3,991 % 3,034 % 12,433 % 2,624 % 1,121 % 1,214 % 11 4,063 % 3,082 % 12,550 % 2,674 % 1,150 % 1,276 % 12 4,126 % 3,119 % 12,593 % 2,717 % 1,191 % 1,350 % 13 4,179 % 3,148 % 12,578 % 2,755 % 1,240 % 1,431 % 14 4,224 % 3,170 % 12,518 % 2,789 % 1,293 % 1,514 % 15 4,263 % 3,188 % 12,423 % 2,818 % 1,349 % 1,599 % 16 4,297 % 3,201 % 12,299 % 2,845 % 1,405 % 1,682 % 17 4,324 % 3,211 % 12,155 % 2,868 % 1,461 % 1,764 % 18 4,346 % 3,219 % 11,994 % 2,889 % 1,516 % 1,843 % 19 4,360 % 3,226 % 11,821 % 2,908 % 1,570 % 1,920 % 20 4,367 % 3,230 % 11,640 % 2,925 % 1,623 % 1,994 % 21 4,367 % 3,234 % 11,455 % 2,941 % 1,673 % 2,065 % 22 4,360 % 3,237 % 11,266 % 2,955 % 1,722 % 2,132 % 23 4,350 % 3,239 % 11,077 % 2,968 % 1,769 % 2,197 % 24 4,336 % 3,240 % 10,890 % 2,981 % 1,814 % 2,259 % 25 4,321 % 3,241 % 10,704 % 2,992 % 1,858 % 2,318 % 26 4,304 % 3,242 % 10,523 % 3,002 % 1,899 % 2,374 % 27 4,287 % 3,242 % 10,346 % 3,012 % 1,939 % 2,428 % 28 4,269 % 3,243 % 10,173 % 3,021 % 1,977 % 2,479 % 29 4,250 % 3,243 % 10,006 % 3,030 % 2,014 % 2,528 % 30 4,232 % 3,243 % 9,845 % 3,038 % 2,048 % 2,574 % 31 4,214 % 3,244 % 9,690 % 3,045 % 2,082 % 2,619 % 32 4,196 % 3,244 % 9,540 % 3,052 % 2,114 % 2,661 % 33 4,178 % 3,245 % 9,396 % 3,059 % 2,144 % 2,702 % 34 4,160 % 3,245 % 9,258 % 3,066 % 2,174 % 2,741 % 35 4,143 % 3,246 % 9,125 % 3,072 % 2,202 % 2,778 % 36 4,126 % 3,246 % 8,998 % 3,077 % 2,229 % 2,813 % 37 4,109 % 3,247 % 8,876 % 3,083 % 2,254 % 2,847 % 12/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Term to maturity Australian Colombian Hong Kong New Taiwan Canadian dollar Renminbi-yuan (in years) dollar peso dollar dollar 38 4,093 % 3,247 % 8,759 % 3,088 % 2,279 % 2,879 % 39 4,078 % 3,248 % 8,648 % 3,093 % 2,303 % 2,911 % 40 4,062 % 3,249 % 8,540 % 3,098 % 2,325 % 2,940 % 41 4,047 % 3,249 % 8,438 % 3,102 % 2,347 % 2,969 % 42 4,033 % 3,250 % 8,339 % 3,107 % 2,368 % 2,996 % 43 4,019 % 3,250 % 8,245 % 3,111 % 2,388 % 3,023 % 44 4,005 % 3,251 % 8,154 % 3,115 % 2,408 % 3,048 % 45 3,991 % 3,252 % 8,067 % 3,118 % 2,426 % 3,072 % 46 3,978 % 3,252 % 7,984 % 3,122 % 2,444 % 3,095 % 47 3,966 % 3,253 % 7,904 % 3,126 % 2,462 % 3,118 % 48 3,954 % 3,253 % 7,827 % 3,129 % 2,478 % 3,140 % 49 3,942 % 3,254 % 7,753 % 3,132 % 2,494 % 3,160 % 50 3,930 % 3,254 % 7,682 % 3,135 % 2,510 % 3,180 % 51 3,919 % 3,255 % 7,613 % 3,138 % 2,525 % 3,200 % 52 3,908 % 3,256 % 7,547 % 3,141 % 2,539 % 3,218 % 53 3,898 % 3,256 % 7,484 % 3,144 % 2,553 % 3,236 % 54 3,887 % 3,257 % 7,423 % 3,147 % 2,566 % 3,254 % 55 3,877 % 3,257 % 7,364 % 3,150 % 2,579 % 3,271 % 56 3,868 % 3,258 % 7,307 % 3,152 % 2,592 % 3,287 % 57 3,858 % 3,258 % 7,252 % 3,155 % 2,604 % 3,303 % 58 3,849 % 3,259 % 7,199 % 3,157 % 2,616 % 3,318 % 59 3,840 % 3,259 % 7,147 % 3,159 % 2,627 % 3,332 % 60 3,832 % 3,260 % 7,098 % 3,161 % 2,638 % 3,347 % 61 3,824 % 3,260 % 7,050 % 3,164 % 2,649 % 3,360 % 62 3,815 % 3,261 % 7,003 % 3,166 % 2,659 % 3,374 % 63 3,808 % 3,261 % 6,958 % 3,168 % 2,669 % 3,387 % 64 3,800 % 3,262 % 6,915 % 3,170 % 2,679 % 3,399 % 65 3,792 % 3,262 % 6,873 % 3,172 % 2,688 % 3,411 % 66 3,785 % 3,263 % 6,832 % 3,174 % 2,697 % 3,423 % 67 3,778 % 3,263 % 6,792 % 3,175 % 2,706 % 3,435 % 68 3,771 % 3,264 % 6,753 % 3,177 % 2,715 % 3,446 % 69 3,765 % 3,264 % 6,716 % 3,179 % 2,723 % 3,457 % 70 3,758 % 3,264 % 6,680 % 3,181 % 2,731 % 3,467 % 71 3,752 % 3,265 % 6,644 % 3,182 % 2,739 % 3,477 % ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 13/65EN OJ L, 9.9.2025 Term to maturity Australian Colombian Hong Kong New Taiwan Canadian dollar Renminbi-yuan (in years) dollar peso dollar dollar 72 3,746 % 3,265 % 6,610 % 3,184 % 2,747 % 3,487 % 73 3,740 % 3,266 % 6,577 % 3,185 % 2,755 % 3,497 % 74 3,734 % 3,266 % 6,544 % 3,187 % 2,762 % 3,507 % 75 3,728 % 3,266 % 6,513 % 3,188 % 2,769 % 3,516 % 76 3,723 % 3,267 % 6,482 % 3,190 % 2,776 % 3,525 % 77 3,717 % 3,267 % 6,452 % 3,191 % 2,783 % 3,533 % 78 3,712 % 3,268 % 6,423 % 3,192 % 2,789 % 3,542 % 79 3,707 % 3,268 % 6,394 % 3,194 % 2,796 % 3,550 % 80 3,702 % 3,268 % 6,367 % 3,195 % 2,802 % 3,558 % 81 3,697 % 3,269 % 6,340 % 3,196 % 2,808 % 3,566 % 82 3,692 % 3,269 % 6,313 % 3,198 % 2,814 % 3,574 % 83 3,687 % 3,269 % 6,288 % 3,199 % 2,820 % 3,581 % 84 3,683 % 3,270 % 6,262 % 3,200 % 2,826 % 3,589 % 85 3,678 % 3,270 % 6,238 % 3,201 % 2,831 % 3,596 % 86 3,674 % 3,270 % 6,214 % 3,202 % 2,837 % 3,603 % 87 3,670 % 3,271 % 6,191 % 3,203 % 2,842 % 3,610 % 88 3,665 % 3,271 % 6,168 % 3,204 % 2,847 % 3,616 % 89 3,661 % 3,271 % 6,146 % 3,205 % 2,852 % 3,623 % 90 3,657 % 3,272 % 6,124 % 3,207 % 2,857 % 3,629 % 91 3,653 % 3,272 % 6,102 % 3,208 % 2,862 % 3,636 % 92 3,649 % 3,272 % 6,082 % 3,209 % 2,867 % 3,642 % 93 3,646 % 3,272 % 6,061 % 3,209 % 2,871 % 3,648 % 94 3,642 % 3,273 % 6,041 % 3,210 % 2,876 % 3,653 % 95 3,638 % 3,273 % 6,022 % 3,211 % 2,880 % 3,659 % 96 3,635 % 3,273 % 6,002 % 3,212 % 2,885 % 3,665 % 97 3,632 % 3,273 % 5,984 % 3,213 % 2,889 % 3,670 % 98 3,628 % 3,274 % 5,965 % 3,214 % 2,893 % 3,676 % 99 3,625 % 3,274 % 5,947 % 3,215 % 2,897 % 3,681 % 100 3,622 % 3,274 % 5,930 % 3,216 % 2,901 % 3,686 % 101 3,618 % 3,274 % 5,912 % 3,217 % 2,905 % 3,691 % 102 3,615 % 3,275 % 5,896 % 3,217 % 2,909 % 3,696 % 103 3,612 % 3,275 % 5,879 % 3,218 % 2,913 % 3,701 % 104 3,609 % 3,275 % 5,863 % 3,219 % 2,917 % 3,706 % 105 3,606 % 3,275 % 5,847 % 3,220 % 2,920 % 3,711 % 14/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Term to maturity Australian Colombian Hong Kong New Taiwan Canadian dollar Renminbi-yuan (in years) dollar peso dollar dollar 106 3,603 % 3,276 % 5,831 % 3,220 % 2,924 % 3,715 % 107 3,601 % 3,276 % 5,816 % 3,221 % 2,927 % 3,720 % 108 3,598 % 3,276 % 5,801 % 3,222 % 2,931 % 3,724 % 109 3,595 % 3,276 % 5,786 % 3,223 % 2,934 % 3,728 % 110 3,592 % 3,276 % 5,771 % 3,223 % 2,937 % 3,733 % 111 3,590 % 3,277 % 5,757 % 3,224 % 2,941 % 3,737 % 112 3,587 % 3,277 % 5,743 % 3,225 % 2,944 % 3,741 % 113 3,585 % 3,277 % 5,729 % 3,225 % 2,947 % 3,745 % 114 3,582 % 3,277 % 5,716 % 3,226 % 2,950 % 3,749 % 115 3,580 % 3,277 % 5,703 % 3,227 % 2,953 % 3,753 % 116 3,577 % 3,278 % 5,689 % 3,227 % 2,956 % 3,757 % 117 3,575 % 3,278 % 5,677 % 3,228 % 2,959 % 3,761 % 118 3,572 % 3,278 % 5,664 % 3,229 % 2,962 % 3,764 % 119 3,570 % 3,278 % 5,652 % 3,229 % 2,965 % 3,768 % 120 3,568 % 3,278 % 5,639 % 3,230 % 2,968 % 3,772 % 121 3,566 % 3,279 % 5,628 % 3,230 % 2,970 % 3,775 % 122 3,564 % 3,279 % 5,616 % 3,231 % 2,973 % 3,779 % 123 3,561 % 3,279 % 5,604 % 3,231 % 2,976 % 3,782 % 124 3,559 % 3,279 % 5,593 % 3,232 % 2,978 % 3,785 % 125 3,557 % 3,279 % 5,582 % 3,232 % 2,981 % 3,789 % 126 3,555 % 3,279 % 5,570 % 3,233 % 2,983 % 3,792 % 127 3,553 % 3,280 % 5,560 % 3,234 % 2,986 % 3,795 % 128 3,551 % 3,280 % 5,549 % 3,234 % 2,988 % 3,798 % 129 3,549 % 3,280 % 5,538 % 3,235 % 2,991 % 3,801 % 130 3,547 % 3,280 % 5,528 % 3,235 % 2,993 % 3,805 % 131 3,545 % 3,280 % 5,518 % 3,236 % 2,996 % 3,808 % 132 3,544 % 3,280 % 5,508 % 3,236 % 2,998 % 3,810 % 133 3,542 % 3,280 % 5,498 % 3,237 % 3,000 % 3,813 % 134 3,540 % 3,281 % 5,488 % 3,237 % 3,002 % 3,816 % 135 3,538 % 3,281 % 5,479 % 3,237 % 3,005 % 3,819 % 136 3,536 % 3,281 % 5,469 % 3,238 % 3,007 % 3,822 % 137 3,535 % 3,281 % 5,460 % 3,238 % 3,009 % 3,825 % 138 3,533 % 3,281 % 5,451 % 3,239 % 3,011 % 3,827 % 139 3,531 % 3,281 % 5,442 % 3,239 % 3,013 % 3,830 % ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 15/65EN OJ L, 9.9.2025 Term to maturity Australian Colombian Hong Kong New Taiwan Canadian dollar Renminbi-yuan (in years) dollar peso dollar dollar 140 3,530 % 3,281 % 5,433 % 3,240 % 3,015 % 3,833 % 141 3,528 % 3,282 % 5,424 % 3,240 % 3,017 % 3,835 % 142 3,526 % 3,282 % 5,415 % 3,241 % 3,019 % 3,838 % 143 3,525 % 3,282 % 5,407 % 3,241 % 3,021 % 3,840 % 144 3,523 % 3,282 % 5,398 % 3,241 % 3,023 % 3,843 % 145 3,522 % 3,282 % 5,390 % 3,242 % 3,025 % 3,845 % 146 3,520 % 3,282 % 5,382 % 3,242 % 3,027 % 3,848 % 147 3,519 % 3,282 % 5,374 % 3,243 % 3,029 % 3,850 % 148 3,517 % 3,282 % 5,366 % 3,243 % 3,030 % 3,853 % 149 3,516 % 3,283 % 5,358 % 3,243 % 3,032 % 3,855 % 150 3,514 % 3,283 % 5,350 % 3,244 % 3,034 % 3,857 % Term to maturity US dollar Yen (in years) 1 3,872 % 0,609 % 2 3,490 % 0,729 % 3 3,401 % 0,802 % 4 3,396 % 0,858 % 5 3,430 % 0,908 % 6 3,485 % 0,961 % 7 3,545 % 1,021 % 8 3,605 % 1,085 % 9 3,664 % 1,154 % 10 3,722 % 1,229 % 11 3,778 % 1,307 % 12 3,831 % 1,388 % 13 3,878 % 1,471 % 14 3,920 % 1,554 % 15 3,955 % 1,638 % 16 3,985 % 1,720 % 17 4,008 % 1,799 % 18 4,025 % 1,874 % 19 4,037 % 1,943 % 20 4,044 % 2,005 % 16/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Term to maturity US dollar Yen (in years) 21 4,045 % 2,061 % 22 4,042 % 2,110 % 23 4,035 % 2,153 % 24 4,024 % 2,193 % 25 4,010 % 2,229 % 26 3,994 % 2,261 % 27 3,976 % 2,291 % 28 3,958 % 2,319 % 29 3,939 % 2,345 % 30 3,921 % 2,369 % 31 3,904 % 2,392 % 32 3,887 % 2,413 % 33 3,872 % 2,434 % 34 3,857 % 2,454 % 35 3,843 % 2,472 % 36 3,830 % 2,490 % 37 3,817 % 2,507 % 38 3,805 % 2,523 % 39 3,794 % 2,538 % 40 3,783 % 2,553 % 41 3,772 % 2,567 % 42 3,762 % 2,581 % 43 3,752 % 2,594 % 44 3,743 % 2,607 % 45 3,734 % 2,619 % 46 3,725 % 2,630 % 47 3,717 % 2,641 % 48 3,709 % 2,652 % 49 3,701 % 2,663 % 50 3,694 % 2,673 % 51 3,687 % 2,682 % 52 3,680 % 2,692 % 53 3,673 % 2,701 % 54 3,667 % 2,709 % 55 3,661 % 2,718 % ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 17/65EN OJ L, 9.9.2025 Term to maturity US dollar Yen (in years) 56 3,655 % 2,726 % 57 3,649 % 2,734 % 58 3,643 % 2,741 % 59 3,638 % 2,749 % 60 3,632 % 2,756 % 61 3,627 % 2,763 % 62 3,622 % 2,770 % 63 3,617 % 2,776 % 64 3,612 % 2,783 % 65 3,608 % 2,789 % 66 3,603 % 2,795 % 67 3,599 % 2,801 % 68 3,595 % 2,806 % 69 3,591 % 2,812 % 70 3,587 % 2,817 % 71 3,583 % 2,822 % 72 3,579 % 2,828 % 73 3,575 % 2,833 % 74 3,572 % 2,837 % 75 3,568 % 2,842 % 76 3,565 % 2,847 % 77 3,561 % 2,851 % 78 3,558 % 2,856 % 79 3,555 % 2,860 % 80 3,552 % 2,864 % 81 3,549 % 2,868 % 82 3,546 % 2,872 % 83 3,543 % 2,876 % 84 3,540 % 2,880 % 85 3,537 % 2,883 % 86 3,535 % 2,887 % 87 3,532 % 2,891 % 88 3,529 % 2,894 % 89 3,527 % 2,897 % 90 3,524 % 2,901 % 18/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Term to maturity US dollar Yen (in years) 91 3,522 % 2,904 % 92 3,519 % 2,907 % 93 3,517 % 2,910 % 94 3,515 % 2,913 % 95 3,513 % 2,916 % 96 3,510 % 2,919 % 97 3,508 % 2,922 % 98 3,506 % 2,925 % 99 3,504 % 2,928 % 100 3,502 % 2,930 % 101 3,500 % 2,933 % 102 3,498 % 2,936 % 103 3,496 % 2,938 % 104 3,494 % 2,941 % 105 3,493 % 2,943 % 106 3,491 % 2,946 % 107 3,489 % 2,948 % 108 3,487 % 2,950 % 109 3,486 % 2,953 % 110 3,484 % 2,955 % 111 3,482 % 2,957 % 112 3,481 % 2,959 % 113 3,479 % 2,961 % 114 3,477 % 2,963 % 115 3,476 % 2,965 % 116 3,474 % 2,967 % 117 3,473 % 2,969 % 118 3,471 % 2,971 % 119 3,470 % 2,973 % 120 3,469 % 2,975 % 121 3,467 % 2,977 % 122 3,466 % 2,979 % 123 3,465 % 2,981 % 124 3,463 % 2,982 % 125 3,462 % 2,984 % ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 19/65EN OJ L, 9.9.2025 Term to maturity US dollar Yen (in years) 126 3,461 % 2,986 % 127 3,459 % 2,988 % 128 3,458 % 2,989 % 129 3,457 % 2,991 % 130 3,456 % 2,992 % 131 3,454 % 2,994 % 132 3,453 % 2,996 % 133 3,452 % 2,997 % 134 3,451 % 2,999 % 135 3,450 % 3,000 % 136 3,449 % 3,002 % 137 3,448 % 3,003 % 138 3,447 % 3,004 % 139 3,446 % 3,006 % 140 3,445 % 3,007 % 141 3,444 % 3,009 % 142 3,443 % 3,010 % 143 3,442 % 3,011 % 144 3,441 % 3,013 % 145 3,440 % 3,014 % 146 3,439 % 3,015 % 147 3,438 % 3,016 % 148 3,437 % 3,018 % 149 3,436 % 3,019 % 150 3,435 % 3,020 % 20/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 ANNEX II Fundamental spreads for the calculation of the matching adjustment The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC. 1. Exposures to central governments and central banks The fundamental spreads apply to exposures denominated in all currencies. The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years. Duration (in Austria Belgium Bulgaria Croatia Czechia Cyprus Denmark years) 1 0 0 25 5 0 19 0 2 0 0 33 5 0 32 0 3 0 0 38 5 0 37 0 4 0 1 41 6 2 39 0 5 0 2 45 6 3 42 0 6 0 3 48 6 5 45 0 7 1 4 52 6 8 47 0 8 2 6 53 6 10 47 0 9 3 7 55 6 11 45 0 10 3 7 57 7 12 45 0 Duration (in Estonia Finland France Germany Greece Hungary Ireland years) 1 0 0 0 0 318 4 11 2 0 0 0 0 200 4 16 3 0 0 0 0 179 4 19 4 1 0 0 0 158 4 20 5 2 0 0 0 146 4 21 6 3 0 0 0 144 4 22 7 4 0 0 0 142 4 23 8 6 0 1 0 146 3 24 9 7 1 2 0 148 1 25 10 7 1 3 0 150 4 25 Duration (in Italy Latvia Lithuania Luxembourg Malta Netherlands Poland years) 1 6 2 3 0 12 0 4 2 13 7 9 0 17 0 4 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 21/65EN OJ L, 9.9.2025 Duration (in Italy Latvia Lithuania Luxembourg Malta Netherlands Poland years) 3 17 10 12 0 19 0 4 4 21 12 14 0 20 0 4 5 23 14 16 0 22 0 4 6 25 15 18 0 23 0 4 7 27 17 20 0 24 0 4 8 29 18 21 0 25 0 4 9 31 19 22 1 26 0 4 10 32 20 24 1 27 0 4 Duration (in United Portugal Romania Slovakia Slovenia Spain Sweden years) Kingdom 1 19 8 9 13 3 0 0 2 32 14 12 16 9 0 0 3 37 16 14 20 12 0 0 4 38 17 16 24 14 0 0 5 41 18 17 27 16 0 0 6 44 19 19 31 18 0 0 7 46 20 20 32 20 0 0 8 46 22 22 34 21 0 0 9 44 23 22 35 22 0 0 10 44 21 23 35 24 0 0 Duration (in Iceland Liechtenstein Norway Switzerland Australia Canada China years) 1 5 0 0 0 0 0 0 2 5 0 0 0 0 0 1 3 5 0 0 0 0 0 2 4 5 0 0 0 0 0 3 5 5 0 0 0 0 0 3 6 5 0 0 0 0 0 4 7 5 0 0 0 0 0 4 8 5 0 0 0 0 0 7 9 5 0 0 0 0 0 5 10 5 0 0 0 0 0 5 22/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Duration (in Colombia Hong Kong Japan Taiwan United States years) 1 12 0 0 4 0 2 17 0 0 4 0 3 26 0 0 4 0 4 32 0 0 4 0 5 33 0 0 4 0 6 36 0 0 4 0 7 37 0 0 4 0 8 36 0 0 4 0 9 33 0 0 4 0 10 35 0 1 4 0 2. Exposures to financial institutions 2.1. Euro Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 6 19 40 104 217 485 1 182 2 6 19 40 104 217 485 961 3 7 21 42 100 214 481 790 4 9 24 45 102 213 481 658 5 10 26 50 106 213 481 555 6 11 28 53 110 213 481 481 7 13 30 55 112 213 481 481 8 13 31 55 112 213 481 481 9 13 32 55 111 213 481 481 10 13 33 56 111 213 481 481 11 14 34 56 111 213 481 481 12 14 35 56 111 213 481 481 13 15 35 56 111 213 481 481 14 15 35 56 111 213 481 481 15 15 35 56 111 213 481 481 16 16 35 56 111 213 481 481 17 17 35 56 111 213 481 481 18 18 35 56 111 213 481 481 19 19 35 56 111 213 481 481 20 19 35 56 111 213 481 481 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 23/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 21 35 56 111 213 481 481 22 22 35 56 111 213 481 481 23 23 35 56 111 213 481 481 24 24 35 56 111 213 481 481 25 24 35 56 111 213 481 481 26 25 35 56 111 213 481 481 27 26 35 56 111 213 481 481 28 27 36 56 111 213 481 481 29 27 36 56 111 213 481 481 30 28 36 56 111 213 481 481 2.2. Czech koruna Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 19 32 54 117 231 498 1 209 2 20 33 55 118 232 499 983 3 22 35 56 114 228 496 808 4 22 37 59 116 227 494 672 5 23 39 63 118 226 494 567 6 23 40 65 122 225 493 493 7 24 42 67 124 224 492 492 8 23 42 66 122 224 491 491 9 23 42 66 121 223 491 491 10 23 43 65 121 223 490 490 11 23 43 65 120 222 490 490 12 23 43 64 120 221 489 489 13 22 43 64 119 221 489 489 14 22 43 63 119 220 488 488 15 22 43 63 118 220 488 488 16 21 42 63 118 220 487 487 17 21 42 63 118 220 487 487 18 21 42 63 118 220 487 487 19 22 42 63 118 220 487 487 20 22 43 63 118 220 488 488 24/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 22 43 63 119 220 488 488 22 22 43 64 119 221 488 488 23 23 43 64 119 221 488 488 24 24 43 64 119 221 488 488 25 25 43 64 119 220 488 488 26 25 43 63 119 220 488 488 27 26 43 63 118 220 488 488 28 27 43 63 118 220 488 488 29 28 43 63 118 220 488 488 30 29 42 63 118 220 488 488 2.3. Danish krone Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 6 19 40 104 217 485 1 182 2 6 19 40 104 217 485 961 3 7 21 42 99 214 481 790 4 9 24 45 102 213 481 658 5 10 26 50 105 213 480 554 6 11 28 53 110 213 480 480 7 12 30 55 112 213 480 480 8 12 31 55 112 213 480 480 9 13 32 55 111 213 480 480 10 13 33 56 111 213 480 480 11 14 34 56 111 213 480 480 12 14 34 56 111 213 480 480 13 14 35 56 111 213 480 480 14 15 35 56 111 213 480 480 15 15 35 56 111 213 480 480 16 16 35 56 111 213 480 480 17 17 35 56 111 213 480 480 18 18 35 56 111 213 480 480 19 19 35 56 111 213 480 480 20 19 35 56 111 213 480 480 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 25/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 21 35 56 111 213 480 480 22 22 35 56 111 213 480 480 23 23 35 56 111 213 480 480 24 24 35 56 111 213 480 480 25 24 35 56 111 213 480 480 26 25 35 56 111 213 480 480 27 26 35 56 111 213 480 480 28 27 35 56 111 213 480 480 29 27 35 56 111 213 480 480 30 28 35 56 111 213 480 480 2.4. Forint Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 78 91 113 176 289 557 1 257 2 75 88 110 173 287 554 1 024 3 79 93 114 171 285 553 842 4 78 93 115 172 283 550 702 5 78 94 118 173 281 548 592 6 78 95 120 176 279 547 547 7 77 95 120 177 278 545 545 8 76 95 119 175 277 544 544 9 76 95 118 174 276 544 544 10 73 93 116 171 273 541 541 11 72 92 114 169 271 539 539 12 71 92 113 168 270 538 538 13 71 91 112 167 269 537 537 14 71 91 112 167 269 537 537 15 71 91 112 167 269 536 536 16 70 91 111 166 268 536 536 17 70 91 111 166 268 536 536 18 69 90 111 166 268 535 535 19 69 89 110 165 267 535 535 20 68 89 110 165 266 534 534 26/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 68 88 109 164 266 534 534 22 67 88 108 163 265 533 533 23 66 87 107 162 264 532 532 24 65 86 106 161 263 531 531 25 64 85 105 160 262 530 530 26 63 84 104 159 261 529 529 27 62 83 103 158 260 528 528 28 61 82 102 157 259 527 527 29 60 81 101 156 258 526 526 30 59 80 100 155 257 525 525 2.5. Krona Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 10 23 44 108 221 488 1 179 2 11 24 46 109 222 490 959 3 14 27 48 106 220 488 788 4 15 30 52 109 220 487 656 5 17 33 57 112 220 487 554 6 18 35 60 117 220 487 487 7 19 37 62 119 219 487 487 8 19 37 62 118 219 487 487 9 19 38 61 117 219 486 486 10 19 38 61 117 218 486 486 11 19 39 61 117 218 486 486 12 20 40 61 117 218 486 486 13 20 41 62 117 219 486 486 14 20 41 62 117 219 486 486 15 21 41 62 117 219 487 487 16 21 41 62 117 219 487 487 17 21 42 62 117 219 487 487 18 21 42 63 118 219 487 487 19 22 42 63 118 220 488 488 20 22 43 63 118 220 488 488 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 27/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 23 43 64 119 221 488 488 22 23 44 64 119 221 489 489 23 23 44 64 119 221 489 489 24 24 44 64 119 221 489 489 25 24 44 64 119 221 489 489 26 25 44 64 119 221 489 489 27 26 44 64 119 221 489 489 28 27 44 64 119 221 489 489 29 27 43 64 119 221 489 489 30 28 43 64 119 221 488 488 2.6. Lev Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 5 18 39 103 216 484 1 181 2 5 18 39 103 216 484 960 3 6 20 41 99 213 481 789 4 8 23 44 101 212 480 657 5 9 25 49 105 212 480 554 6 10 27 52 109 212 480 480 7 12 29 54 112 212 480 480 8 12 30 55 111 212 480 480 9 12 31 55 110 212 480 480 10 12 32 55 110 212 480 480 11 13 33 55 110 212 480 480 12 13 34 55 110 212 480 480 13 14 34 55 110 212 480 480 14 14 35 55 110 212 480 480 15 15 35 55 110 212 480 480 16 16 35 55 110 212 480 480 17 17 35 55 110 212 480 480 18 18 35 55 110 212 480 480 19 18 35 55 110 212 480 480 20 19 35 55 110 212 480 480 28/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 21 35 55 110 212 480 480 22 22 35 55 110 212 480 480 23 23 35 55 110 212 480 480 24 24 35 55 110 212 480 480 25 24 35 55 110 212 480 480 26 25 35 55 110 212 480 480 27 26 35 55 110 212 480 480 28 27 35 55 110 212 480 480 29 27 35 55 110 212 480 480 30 28 35 55 110 212 480 480 2.7. Pound sterling Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 7 24 50 133 236 504 1 217 2 7 24 50 133 236 504 987 3 8 26 51 122 233 500 810 4 10 29 53 115 231 499 674 5 12 31 55 107 230 498 568 6 14 34 59 102 229 496 496 7 16 36 60 97 228 495 495 8 18 38 59 92 227 494 494 9 20 44 62 87 226 493 493 10 20 44 60 85 225 493 493 11 19 43 59 86 224 492 492 12 19 43 60 88 223 491 491 13 19 43 60 88 223 490 490 14 19 43 60 88 222 490 490 15 19 44 60 88 221 489 489 16 19 44 60 88 220 488 488 17 19 44 60 88 220 487 487 18 19 44 60 88 219 487 487 19 20 44 60 88 219 487 487 20 21 44 60 88 220 487 487 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 29/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 22 44 60 88 220 487 487 22 22 44 60 88 219 487 487 23 23 44 60 88 219 486 486 24 24 44 60 88 218 486 486 25 25 44 60 88 218 485 485 26 26 44 60 88 217 485 485 27 26 44 60 88 216 484 484 28 27 44 60 88 216 484 484 29 28 44 60 88 215 483 483 30 29 44 60 88 215 483 483 2.8. Romanian leu Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 81 94 116 179 293 560 1 276 2 81 94 115 179 292 560 1 040 3 82 96 117 174 288 556 856 4 82 97 118 175 286 554 712 5 82 98 121 177 284 552 600 6 81 98 123 180 283 551 551 7 81 99 124 181 281 549 549 8 79 97 122 178 279 547 547 9 78 97 120 176 278 545 545 10 77 96 119 175 277 544 544 11 76 96 118 173 275 543 543 12 75 96 117 172 274 542 542 13 74 95 116 171 272 540 540 14 73 94 114 169 271 539 539 15 72 92 113 168 270 538 538 16 71 91 112 167 269 537 537 17 70 90 111 166 268 536 536 18 69 89 110 165 267 535 535 19 68 89 109 164 266 534 534 20 67 88 108 163 265 533 533 30/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 66 87 107 162 264 532 532 22 65 86 106 161 263 531 531 23 64 85 105 160 262 530 530 24 63 84 104 159 261 529 529 25 62 82 103 158 260 528 528 26 61 81 102 157 259 526 526 27 59 80 101 156 258 525 525 28 58 79 100 155 256 524 524 29 57 78 98 154 255 523 523 30 56 77 97 152 254 522 522 2.9. Zloty Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 55 68 89 153 266 534 1 225 2 55 68 89 153 266 534 998 3 56 70 91 148 263 530 821 4 57 72 93 150 261 529 684 5 57 73 97 153 260 528 577 6 57 74 99 156 259 526 526 7 57 75 100 157 258 525 525 8 56 75 99 155 257 524 524 9 55 74 98 154 255 523 523 10 55 74 97 152 254 522 522 11 55 75 97 152 254 521 521 12 54 75 96 151 253 521 521 13 54 74 95 150 252 520 520 14 53 74 95 150 252 519 519 15 53 74 94 149 251 519 519 16 52 73 93 148 250 518 518 17 52 72 93 148 250 518 518 18 51 72 92 148 249 517 517 19 51 71 92 147 249 517 517 20 51 71 92 147 249 516 516 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 31/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 50 71 91 147 248 516 516 22 50 70 91 146 248 516 516 23 49 70 90 146 247 515 515 24 48 69 90 145 247 514 514 25 48 69 89 144 246 514 514 26 47 68 88 143 245 513 513 27 46 67 88 143 244 512 512 28 46 66 87 142 244 511 511 29 45 66 86 141 243 511 511 30 44 65 85 140 242 510 510 2.10. Króna Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 91 104 125 189 302 570 1 288 2 91 103 125 189 302 569 1 046 3 90 104 125 183 297 564 858 4 90 105 127 184 294 562 713 5 90 106 130 186 293 561 600 6 91 108 133 189 292 560 560 7 91 109 134 191 292 560 560 8 91 110 134 190 291 559 559 9 91 110 134 189 291 559 559 10 91 111 134 189 291 559 559 11 91 112 134 189 291 558 558 12 91 111 133 188 290 557 557 13 90 111 132 187 289 556 556 14 89 110 131 186 288 555 555 15 88 109 129 185 286 554 554 16 87 108 128 184 285 553 553 17 86 107 127 182 284 552 552 18 85 106 126 181 283 551 551 19 84 105 125 180 282 550 550 20 83 104 124 179 281 549 549 32/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 82 102 123 178 280 548 548 22 80 101 122 177 279 546 546 23 79 100 120 175 277 545 545 24 78 98 119 174 276 543 543 25 76 97 117 172 274 542 542 26 75 95 116 171 273 540 540 27 73 94 114 169 271 539 539 28 72 92 113 168 270 538 538 29 70 91 111 167 268 536 536 30 69 90 110 165 267 535 535 2.11. Norwegian krone Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 30 43 65 128 242 509 1 217 2 31 44 66 129 242 510 989 3 32 46 67 124 239 506 812 4 33 47 69 126 237 504 675 5 33 49 73 129 236 504 568 6 34 50 76 132 235 503 503 7 34 52 77 134 234 502 502 8 33 52 76 132 234 501 501 9 33 52 75 131 233 501 501 10 33 52 75 130 232 500 500 11 33 53 75 130 232 499 499 12 32 53 74 129 231 499 499 13 32 53 73 129 230 498 498 14 32 52 73 128 230 498 498 15 31 52 72 128 229 497 497 16 31 51 72 127 229 497 497 17 30 51 72 127 229 496 496 18 30 51 72 127 228 496 496 19 30 51 71 127 228 496 496 20 30 51 72 127 228 496 496 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 33/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 30 51 72 127 229 496 496 22 30 51 72 127 228 496 496 23 30 51 71 126 228 496 496 24 30 51 71 126 228 496 496 25 30 50 71 126 228 496 496 26 29 50 71 126 228 495 495 27 29 50 70 125 227 495 495 28 29 49 70 125 227 495 495 29 28 49 70 125 227 494 494 30 28 49 69 124 226 494 494 2.12. Swiss franc Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 0 3 21 84 198 465 1 145 2 1 5 22 85 198 466 931 3 2 5 24 81 196 463 765 4 4 6 27 84 195 463 637 5 4 8 32 88 195 463 537 6 6 10 35 92 195 463 463 7 7 12 37 95 195 463 463 8 8 13 38 94 195 463 463 9 8 14 38 93 195 463 463 10 10 15 38 93 195 463 463 11 11 17 39 94 196 464 464 12 12 17 38 93 195 463 463 13 13 18 39 94 196 463 463 14 14 18 38 94 195 463 463 15 15 17 38 93 194 462 462 16 16 16 37 92 194 461 461 17 16 16 37 92 194 462 462 18 17 17 37 92 194 462 462 19 18 17 37 93 194 462 462 20 19 18 38 93 195 463 463 34/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 20 18 38 93 195 463 463 22 21 19 38 93 195 463 463 23 22 19 38 93 195 463 463 24 23 20 38 93 195 463 463 25 24 21 38 93 195 463 463 26 25 22 38 93 195 463 463 27 25 23 38 93 195 462 462 28 26 23 38 93 195 462 462 29 27 24 38 93 195 462 462 30 28 24 38 93 195 462 462 2.13. Australian dollar Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 42 55 77 140 253 521 1 209 2 43 55 77 141 254 521 981 3 44 58 79 136 250 518 806 4 45 60 81 138 249 517 671 5 46 61 85 141 248 516 566 6 46 63 88 145 248 515 515 7 47 64 89 147 247 515 515 8 46 64 89 145 246 514 514 9 45 64 88 144 246 513 513 10 45 65 88 143 245 513 513 11 45 65 87 143 244 512 512 12 45 65 87 142 244 511 511 13 45 65 86 141 243 511 511 14 45 65 86 141 243 510 510 15 44 65 85 140 242 510 510 16 43 64 85 140 242 509 509 17 43 64 84 139 241 509 509 18 43 63 84 139 241 509 509 19 42 63 84 139 240 508 508 20 42 63 83 139 240 508 508 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 35/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 42 63 83 138 240 508 508 22 41 62 83 138 240 507 507 23 41 62 82 137 239 507 507 24 40 61 81 136 238 506 506 25 39 60 81 136 238 505 505 26 39 59 80 135 237 505 505 27 38 59 79 134 236 504 504 28 37 58 78 133 235 503 503 29 36 57 78 133 235 502 502 30 36 56 77 132 234 502 502 2.14. Canadian dollar Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 19 32 53 117 230 497 1 193 2 19 32 54 117 231 498 970 3 21 35 56 114 228 496 797 4 23 38 59 116 227 495 663 5 24 40 64 120 227 495 559 6 25 42 67 124 227 495 495 7 26 44 69 126 227 495 495 8 26 45 69 126 227 495 495 9 27 46 69 125 227 495 495 10 27 47 70 125 227 495 495 11 28 48 70 125 227 495 495 12 28 49 70 125 227 495 495 13 29 49 70 125 227 495 495 14 29 49 70 125 227 495 495 15 29 50 70 125 227 495 495 16 29 49 70 125 227 495 495 17 29 49 70 125 227 495 495 18 29 49 70 125 227 495 495 19 29 49 70 125 227 495 495 20 29 49 70 125 227 495 495 36/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 29 49 70 125 227 495 495 22 28 49 70 125 227 494 494 23 28 49 69 124 226 494 494 24 28 48 69 124 226 493 493 25 27 48 68 123 225 493 493 26 27 47 68 123 225 492 492 27 26 47 67 122 224 492 492 28 27 46 67 122 224 492 492 29 28 46 67 122 223 491 491 30 28 46 66 121 223 491 491 2.15. Colombian peso Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 85 98 119 183 296 563 1 292 2 90 103 125 188 302 569 1 066 3 94 108 129 186 301 568 885 4 96 111 133 190 301 568 742 5 100 116 140 195 303 571 628 6 103 119 144 201 304 572 572 7 105 122 147 205 305 573 573 8 106 124 149 205 306 574 574 9 107 126 150 206 307 575 575 10 108 128 151 206 308 576 576 11 109 129 151 206 308 575 575 12 108 129 150 205 307 575 575 13 107 128 149 204 306 573 573 14 106 127 148 203 304 572 572 15 105 126 146 201 303 571 571 16 103 124 145 200 302 569 569 17 102 123 143 198 300 568 568 18 101 121 142 197 299 567 567 19 99 120 141 196 297 565 565 20 98 119 139 194 296 564 564 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 37/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 96 117 138 193 294 562 562 22 95 115 136 191 293 560 560 23 93 114 134 189 291 559 559 24 91 112 132 187 289 557 557 25 89 110 130 186 287 555 555 26 87 108 129 184 286 553 553 27 86 106 127 182 284 552 552 28 84 105 125 180 282 550 550 29 82 103 123 179 280 548 548 30 81 101 122 177 279 546 546 2.16. Hong Kong dollar Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 13 26 47 111 224 492 1 188 2 15 28 50 113 227 494 966 3 19 33 53 111 225 493 793 4 21 36 58 115 226 493 660 5 24 40 63 119 226 494 556 6 25 42 67 124 227 495 495 7 27 44 69 126 227 495 495 8 27 45 69 126 227 495 495 9 27 46 69 125 227 495 495 10 27 47 70 125 227 495 495 11 28 48 70 125 227 494 494 12 28 48 69 125 226 494 494 13 27 48 69 124 226 494 494 14 27 48 68 123 225 493 493 15 27 47 68 123 225 493 493 16 26 47 67 122 224 492 492 17 26 47 67 122 224 492 492 18 26 46 67 122 224 492 492 19 26 46 67 122 224 492 492 20 26 47 67 122 224 492 492 38/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 26 47 67 122 224 492 492 22 26 47 67 122 224 492 492 23 26 47 67 122 224 492 492 24 26 47 67 122 224 492 492 25 26 46 67 122 224 492 492 26 25 46 67 122 224 491 491 27 26 46 66 122 223 491 491 28 27 46 66 121 223 491 491 29 27 45 66 121 223 491 491 30 28 45 66 121 223 490 490 2.17. New Taiwan dollar Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 0 9 31 94 208 475 1 164 2 1 10 31 95 208 476 946 3 2 12 33 91 205 472 778 4 4 14 36 93 203 471 647 5 4 16 40 95 203 470 545 6 6 17 42 99 202 470 470 7 7 19 44 101 201 469 469 8 8 19 43 100 201 468 468 9 9 19 42 98 200 468 468 10 10 19 42 98 199 467 467 11 11 20 42 98 199 467 467 12 12 21 42 98 199 467 467 13 13 22 43 98 200 467 467 14 14 22 43 98 200 468 468 15 15 23 43 98 200 468 468 16 16 23 44 99 201 468 468 17 17 24 44 99 201 469 469 18 17 24 45 100 202 470 470 19 18 25 46 101 203 470 470 20 19 26 47 102 204 471 471 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 39/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 20 27 47 103 204 472 472 22 21 28 48 103 205 473 473 23 23 28 49 104 206 473 473 24 23 29 49 104 206 474 474 25 24 29 49 105 206 474 474 26 25 29 50 105 207 474 474 27 26 30 50 105 207 475 475 28 26 30 50 105 207 475 475 29 27 30 51 106 207 475 475 30 28 30 51 106 208 475 475 2.18. Renminbi-yuan Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 28 41 62 126 239 507 1 169 2 29 42 63 127 240 508 950 3 31 45 66 123 237 505 780 4 32 47 69 126 237 504 649 5 34 50 73 129 236 504 546 6 34 51 76 133 236 504 504 7 35 53 78 135 235 503 503 8 34 53 77 133 234 502 502 9 34 53 76 132 234 501 501 10 34 53 76 131 233 501 501 11 34 54 76 131 233 500 500 12 34 54 75 130 232 500 500 13 34 54 75 130 232 500 500 14 33 54 75 130 232 499 499 15 33 54 75 130 232 499 499 16 33 54 75 130 232 499 499 17 33 54 75 130 232 499 499 18 34 54 75 130 232 500 500 19 34 55 75 130 232 500 500 20 34 55 75 131 232 500 500 40/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 34 55 76 131 232 500 500 22 34 55 76 131 232 500 500 23 34 55 75 131 232 500 500 24 34 55 75 130 232 500 500 25 34 54 75 130 232 500 500 26 34 54 75 130 232 499 499 27 33 54 74 130 231 499 499 28 33 54 74 129 231 499 499 29 33 53 74 129 231 499 499 30 32 53 74 129 231 498 498 2.19. US dollar Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 7 24 46 96 229 497 1 218 2 7 24 46 96 229 497 986 3 9 28 49 93 227 495 809 4 12 33 53 92 227 495 672 5 16 38 58 95 228 496 567 6 18 41 62 93 228 496 496 7 19 44 62 89 228 496 496 8 18 43 62 88 229 496 496 9 19 45 64 91 228 496 496 10 21 47 66 94 228 496 496 11 23 50 68 97 228 496 496 12 24 52 69 98 228 496 496 13 26 54 70 98 228 496 496 14 26 55 70 98 228 496 496 15 26 55 70 98 228 496 496 16 26 55 70 98 228 496 496 17 26 55 70 98 228 496 496 18 26 55 70 98 228 496 496 19 26 55 70 98 228 496 496 20 26 55 70 98 228 496 496 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 41/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 26 55 70 98 229 496 496 22 26 55 70 98 229 496 496 23 26 55 70 98 228 496 496 24 26 55 70 98 228 496 496 25 26 55 70 98 228 496 496 26 26 55 70 98 228 495 495 27 26 55 70 98 227 495 495 28 27 55 70 98 227 495 495 29 28 55 70 98 226 494 494 30 29 55 70 98 226 494 494 2.20. Yen Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 0 4 12 75 189 456 1 159 2 1 5 11 74 188 455 943 3 2 5 12 69 184 451 775 4 4 6 14 71 182 450 645 5 4 7 18 74 181 449 544 6 6 7 21 78 181 449 464 7 7 8 23 80 181 448 448 8 8 8 23 79 181 448 448 9 9 9 23 79 181 448 448 10 10 11 24 79 181 449 449 11 11 11 24 79 181 449 449 12 12 12 24 79 181 449 449 13 13 13 24 80 181 449 449 14 14 13 25 80 182 449 449 15 15 14 25 80 182 450 450 16 16 14 25 80 182 450 450 17 17 16 26 81 183 450 450 18 17 16 26 81 183 451 451 19 18 17 27 82 184 452 452 20 19 18 29 83 184 452 452 42/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 21 20 18 29 83 185 453 453 22 22 19 30 83 185 453 453 23 23 19 31 84 185 453 453 24 23 21 32 84 186 453 453 25 24 22 33 84 186 453 453 26 25 22 34 84 186 453 453 27 26 23 35 84 185 453 453 28 26 23 37 83 185 453 453 29 27 24 38 83 185 453 453 30 28 25 39 83 185 453 453 3. Other exposures 3.1. Euro Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 1 13 20 40 152 293 3 109 2 1 13 20 40 152 335 2 334 3 1 14 22 45 147 351 1 772 4 1 15 25 49 145 352 1 375 5 3 17 28 51 145 344 1 091 6 4 20 30 54 145 332 886 7 6 22 32 56 145 317 732 8 6 23 34 58 145 300 615 9 6 24 35 61 145 284 524 10 7 25 37 63 145 267 451 11 7 25 37 63 145 251 391 12 7 26 38 64 145 236 342 13 7 26 38 64 145 236 301 14 7 26 38 64 145 236 267 15 7 26 39 64 145 236 237 16 7 26 41 64 145 236 236 17 7 26 44 64 145 236 236 18 7 26 46 64 145 236 236 19 7 26 49 64 145 236 236 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 43/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 8 26 50 64 145 236 236 21 8 26 53 64 145 236 236 22 9 26 56 64 145 236 236 23 9 26 58 64 145 236 236 24 9 26 61 64 145 236 236 25 10 26 62 64 145 236 236 26 10 26 65 65 145 236 236 27 10 26 67 67 145 236 236 28 11 26 69 68 145 236 236 29 11 26 72 70 145 236 236 30 12 27 74 72 145 236 236 3.2. Czech koruna Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 15 27 33 53 165 300 3 184 2 16 28 34 54 166 343 2 392 3 15 28 36 59 162 359 1 816 4 15 29 39 62 159 360 1 408 5 15 30 41 64 158 352 1 117 6 16 32 43 66 158 339 906 7 17 33 44 67 157 323 749 8 17 34 44 69 156 307 629 9 16 34 45 71 156 289 535 10 16 34 46 72 155 272 460 11 16 34 47 72 154 256 399 12 16 34 46 72 154 245 349 13 15 34 46 71 153 244 307 14 15 33 45 71 153 244 272 15 15 33 45 71 153 243 243 16 14 32 44 70 152 243 243 17 14 32 45 70 152 243 243 18 14 32 46 70 152 243 243 19 14 33 49 70 152 243 243 44/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 15 33 52 71 153 243 243 21 15 33 54 71 153 244 244 22 15 33 57 71 153 244 244 23 15 33 58 71 153 244 244 24 15 33 61 71 153 244 244 25 15 33 63 71 153 244 244 26 15 33 66 71 153 244 244 27 15 33 68 71 153 244 244 28 15 33 71 71 153 243 243 29 15 33 73 71 152 243 243 30 14 33 76 73 152 243 243 3.3. Danish krone Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 1 13 20 40 151 293 3 108 2 1 13 20 40 151 335 2 333 3 1 14 22 45 147 351 1 772 4 1 15 25 49 145 352 1 374 5 2 17 28 51 145 344 1 091 6 4 19 30 54 145 332 886 7 5 22 32 56 145 317 732 8 6 23 33 58 145 300 615 9 6 24 35 61 145 284 524 10 7 25 37 62 145 267 450 11 7 25 37 63 145 251 391 12 7 25 38 63 145 236 342 13 7 26 38 63 145 236 301 14 7 26 38 63 145 236 266 15 7 26 39 63 145 236 237 16 7 26 41 63 145 236 236 17 7 26 44 63 145 236 236 18 7 26 46 63 145 236 236 19 7 26 49 63 145 236 236 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 45/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 8 26 50 63 145 236 236 21 8 26 53 63 145 236 236 22 9 26 56 63 145 236 236 23 9 26 58 63 145 236 236 24 9 26 61 63 145 236 236 25 10 26 62 63 145 236 236 26 10 26 65 65 145 236 236 27 10 26 67 67 145 236 236 28 11 26 69 68 145 236 236 29 11 26 72 70 145 236 236 30 12 27 74 72 145 236 236 3.4. Forint Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 73 86 92 112 224 316 3 319 2 71 83 89 109 221 356 2 498 3 73 85 94 116 219 374 1 899 4 71 85 95 118 215 375 1 473 5 70 85 96 119 213 367 1 169 6 70 86 97 120 212 354 949 7 70 87 97 121 210 338 785 8 70 87 97 122 209 321 659 9 69 87 98 124 208 303 561 10 67 85 97 123 205 296 482 11 65 83 95 121 203 294 419 12 64 82 95 120 202 293 366 13 64 82 94 120 202 292 322 14 63 82 94 120 201 292 292 15 63 82 94 119 201 292 292 16 63 81 93 119 201 292 292 17 63 81 93 119 200 291 291 18 62 80 92 118 200 291 291 19 61 80 92 118 199 290 290 46/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 61 79 91 117 199 290 290 21 60 79 91 116 198 289 289 22 60 78 90 116 197 288 288 23 59 77 89 115 197 287 287 24 58 76 88 114 196 286 286 25 57 75 87 113 195 285 285 26 56 74 86 112 194 284 284 27 55 73 85 111 193 283 283 28 54 72 84 110 191 282 282 29 52 71 83 109 190 281 281 30 51 70 82 108 189 280 280 3.5. Krona Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 5 17 24 44 155 293 3 100 2 6 19 25 45 157 334 2 329 3 7 20 28 51 154 350 1 769 4 8 22 32 55 152 351 1 372 5 9 24 35 58 152 344 1 089 6 11 26 37 61 152 331 884 7 12 29 39 62 152 316 731 8 12 29 40 64 152 300 614 9 12 30 41 67 151 283 523 10 12 30 42 68 151 267 450 11 13 31 43 69 151 251 391 12 13 31 43 69 151 242 342 13 13 31 43 69 151 242 301 14 13 31 43 69 151 242 266 15 13 32 44 69 151 242 242 16 13 32 44 69 151 242 242 17 14 32 44 70 152 242 242 18 14 32 46 70 152 243 243 19 14 33 49 70 152 243 243 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 47/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 15 33 50 71 153 244 244 21 15 34 53 71 153 244 244 22 15 34 56 72 153 244 244 23 16 34 58 72 154 244 244 24 16 34 61 72 154 244 244 25 16 34 62 72 154 244 244 26 16 34 65 72 154 244 244 27 16 34 67 72 153 244 244 28 15 34 70 72 153 244 244 29 15 34 72 71 153 244 244 30 15 34 75 72 153 244 244 3.6. Lev Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 0 12 19 39 151 293 3 106 2 0 12 19 39 151 335 2 332 3 1 13 21 44 147 351 1 771 4 1 14 24 48 144 352 1 374 5 2 16 27 50 144 344 1 090 6 3 19 30 53 144 332 885 7 5 21 31 55 144 316 732 8 5 22 33 57 144 300 615 9 5 23 34 60 144 283 523 10 6 24 36 62 144 267 450 11 6 24 37 62 144 251 391 12 6 25 37 63 144 235 342 13 7 25 37 63 144 235 301 14 7 25 37 63 144 235 266 15 7 25 39 63 144 235 237 16 7 25 41 63 144 235 235 17 7 25 44 63 144 235 235 18 7 25 46 63 144 235 235 19 7 25 49 63 144 235 235 48/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 8 25 50 63 144 235 235 21 8 25 53 63 144 235 235 22 9 25 56 63 144 235 235 23 9 25 58 63 145 235 235 24 9 25 61 63 145 235 235 25 10 25 62 63 145 235 235 26 10 25 65 65 145 235 235 27 10 25 67 67 145 235 235 28 11 25 69 68 145 235 235 29 11 26 72 70 145 235 235 30 12 27 74 72 145 235 235 3.7. Pound sterling Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 0 10 21 44 171 302 3 205 2 0 10 21 44 171 344 2 402 3 1 11 23 48 166 360 1 822 4 1 13 26 54 163 360 1 412 5 1 16 29 57 162 352 1 120 6 2 19 33 59 161 340 909 7 4 22 37 60 160 324 751 8 6 25 38 60 159 307 631 9 9 31 42 59 158 290 537 10 11 34 43 59 157 273 462 11 11 33 43 59 157 257 401 12 10 33 43 59 156 247 351 13 9 32 43 59 155 246 309 14 9 32 44 60 155 245 273 15 9 32 44 60 154 245 245 16 9 32 45 60 153 244 244 17 9 32 45 60 152 243 243 18 9 32 48 60 152 243 243 19 9 32 49 60 152 242 242 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 49/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 9 32 52 60 152 243 243 21 9 32 54 60 152 243 243 22 9 32 57 60 152 242 242 23 9 32 60 60 151 242 242 24 9 32 62 62 151 241 241 25 10 32 65 64 150 241 241 26 10 32 67 66 149 240 240 27 11 32 70 68 149 240 240 28 11 32 72 70 148 239 239 29 11 32 74 72 148 239 239 30 12 32 77 74 147 238 238 3.8. Romanian leu Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 77 89 95 115 227 320 3 371 2 76 88 95 115 227 362 2 540 3 76 88 97 119 222 379 1 931 4 75 88 98 122 219 380 1 497 5 74 89 100 122 217 372 1 187 6 74 90 101 124 215 358 962 7 74 90 101 124 214 342 795 8 72 89 100 125 212 324 667 9 71 89 100 126 210 306 566 10 70 88 100 126 209 300 486 11 69 88 100 126 208 298 422 12 68 87 99 124 206 297 368 13 67 85 97 123 205 296 323 14 66 84 96 122 204 294 294 15 64 83 95 121 202 293 293 16 63 82 94 119 201 292 292 17 62 81 93 119 200 291 291 18 61 80 92 118 199 290 290 19 61 79 91 117 199 289 289 50/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 60 78 90 116 198 288 288 21 59 77 89 115 197 288 288 22 58 76 88 114 196 287 287 23 57 75 87 113 195 285 285 24 56 74 86 112 193 284 284 25 54 73 85 111 192 283 283 26 53 72 84 109 191 282 282 27 52 70 82 108 190 281 281 28 51 69 81 107 189 280 280 29 50 68 80 106 188 279 279 30 49 67 79 105 187 278 278 3.9. Zloty Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 50 62 69 89 201 304 3 230 2 50 62 69 89 201 348 2 431 3 50 63 71 94 196 364 1 847 4 50 63 73 97 194 366 1 433 5 50 64 75 98 192 358 1 138 6 50 65 76 100 191 346 924 7 50 67 77 101 190 330 765 8 50 67 77 102 189 313 643 9 49 66 78 103 188 296 547 10 48 66 78 104 187 279 471 11 48 66 78 104 186 277 409 12 47 66 78 104 185 276 357 13 47 65 77 103 185 275 314 14 46 64 76 102 184 275 278 15 46 64 76 102 184 274 274 16 45 63 75 101 183 274 274 17 44 63 75 100 182 273 273 18 44 62 74 100 182 273 273 19 43 62 74 100 181 272 272 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 51/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 43 62 74 99 181 272 272 21 43 61 73 99 181 272 272 22 42 61 73 99 180 271 271 23 42 60 72 98 180 271 271 24 41 59 71 97 179 270 270 25 40 59 71 97 178 269 269 26 40 58 70 96 178 268 268 27 39 57 70 95 177 268 268 28 38 57 72 94 176 267 267 29 38 56 75 94 175 266 266 30 37 55 77 93 175 266 266 3.10. Króna Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 86 98 105 125 237 329 3 404 2 86 98 104 125 236 363 2 556 3 84 97 105 128 230 380 1 937 4 83 96 106 130 227 380 1 499 5 83 97 108 131 226 372 1 187 6 83 99 110 133 225 357 961 7 84 101 111 135 224 341 793 8 84 102 112 137 224 323 665 9 85 102 114 139 224 315 565 10 85 103 115 141 224 314 485 11 85 103 115 141 223 314 420 12 84 102 114 140 222 313 367 13 83 101 113 139 221 312 322 14 82 100 112 138 220 311 311 15 81 99 111 137 219 310 310 16 80 98 110 136 218 309 309 17 79 97 109 135 217 308 308 18 78 96 108 134 216 306 306 19 77 95 107 133 215 305 305 52/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 76 94 106 132 214 304 304 21 74 93 105 131 212 303 303 22 73 91 103 129 211 302 302 23 72 90 102 128 210 300 300 24 70 89 101 126 208 299 299 25 69 87 99 125 207 298 298 26 67 86 98 123 205 296 296 27 66 84 96 122 204 295 295 28 64 83 95 120 202 293 293 29 63 81 93 119 201 292 292 30 61 80 92 118 199 290 290 3.11. Norwegian krone Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 26 38 44 64 176 302 3 205 2 27 39 45 65 177 344 2 407 3 26 39 47 69 172 360 1 825 4 25 39 49 73 169 361 1 413 5 26 40 51 74 168 352 1 120 6 26 42 53 76 168 339 908 7 27 44 54 77 167 324 750 8 27 44 54 79 166 307 630 9 26 44 55 81 165 289 536 10 26 44 56 82 165 272 461 11 26 44 56 82 164 256 400 12 25 44 56 82 163 254 349 13 25 43 55 81 163 254 307 14 24 43 55 80 162 253 272 15 24 42 54 80 162 253 253 16 23 42 54 79 161 252 252 17 23 41 53 79 161 252 252 18 23 41 53 79 161 252 252 19 23 41 53 79 161 252 252 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 53/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 23 41 53 79 161 252 252 21 23 41 54 79 161 252 252 22 23 41 57 79 161 252 252 23 23 41 58 79 161 252 252 24 23 41 61 79 161 251 251 25 22 41 63 78 160 251 251 26 22 40 66 78 160 251 251 27 22 40 68 78 160 250 250 28 21 40 71 78 159 250 250 29 21 39 73 77 159 250 250 30 21 39 75 77 159 250 250 3.12. Swiss franc Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 0 0 3 20 132 284 3 006 2 0 1 6 21 133 325 2 256 3 1 1 8 27 129 340 1 713 4 1 3 11 31 127 341 1 328 5 1 4 13 33 127 334 1 055 6 2 4 16 36 127 322 856 7 2 5 19 38 128 307 708 8 2 7 21 40 128 291 595 9 3 7 24 43 128 275 507 10 4 9 26 45 127 259 436 11 4 9 28 46 128 243 379 12 4 10 31 45 127 228 331 13 4 11 33 46 128 219 292 14 5 12 35 46 128 219 258 15 6 13 38 45 127 218 230 16 6 14 40 44 126 217 217 17 6 15 42 46 126 217 217 18 6 15 45 49 126 217 217 19 7 17 47 50 127 218 218 54/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 7 17 49 52 127 218 218 21 7 19 52 54 128 218 218 22 9 19 54 56 128 219 219 23 9 20 57 57 128 218 218 24 9 21 58 60 128 218 218 25 10 22 61 62 128 218 218 26 10 23 63 63 128 218 218 27 10 24 66 65 130 218 218 28 11 24 68 67 131 218 218 29 11 25 70 69 132 218 218 30 11 26 73 70 134 218 218 3.13. Australian dollar Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 38 50 56 76 188 300 3 183 2 38 50 56 77 188 342 2 387 3 38 50 59 81 184 358 1 812 4 37 51 61 85 181 359 1 405 5 38 52 63 86 181 351 1 116 6 39 54 65 89 180 339 905 7 40 56 66 90 179 323 749 8 39 56 67 91 179 307 629 9 39 57 68 93 178 290 536 10 39 57 69 95 177 273 461 11 39 57 69 95 177 268 400 12 38 56 69 94 176 267 350 13 38 56 68 94 176 266 308 14 37 56 68 93 175 266 273 15 37 55 67 93 175 265 265 16 36 54 66 92 174 265 265 17 36 54 66 92 174 264 264 18 35 54 66 91 173 264 264 19 35 53 65 91 173 264 264 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 55/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 35 53 65 91 173 264 264 21 35 53 65 91 172 263 263 22 34 52 64 90 172 263 263 23 33 52 64 90 171 262 262 24 33 51 63 89 171 262 262 25 32 50 64 88 170 261 261 26 31 50 66 87 169 260 260 27 31 49 68 87 168 259 259 28 30 48 71 86 168 259 259 29 29 47 74 85 167 258 258 30 28 47 77 84 166 257 257 3.14. Canadian dollar Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 14 26 33 53 164 296 3 140 2 15 27 33 53 165 338 2 356 3 15 28 36 59 162 354 1 789 4 16 29 39 63 160 355 1 387 5 17 31 42 65 159 347 1 101 6 18 34 44 68 159 334 893 7 20 36 46 70 159 319 739 8 20 37 48 72 159 303 621 9 20 38 49 75 159 286 528 10 21 39 51 77 159 269 454 11 21 39 51 77 159 253 394 12 21 40 52 78 159 250 345 13 21 40 52 78 159 250 304 14 21 40 52 78 159 250 269 15 22 40 52 78 159 250 250 16 21 40 52 77 159 250 250 17 21 40 52 78 159 250 250 18 21 40 52 77 159 250 250 19 21 40 52 77 159 250 250 56/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 21 40 52 78 159 250 250 21 21 40 53 77 159 250 250 22 21 39 56 77 159 250 250 23 21 39 58 77 159 249 249 24 20 39 61 76 158 249 249 25 20 38 63 76 158 248 248 26 19 38 66 75 157 248 248 27 19 37 68 75 157 248 248 28 18 37 71 74 156 247 247 29 18 36 73 74 156 247 247 30 18 36 75 74 156 246 246 3.15. Colombian peso Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 80 92 99 119 230 323 3 418 2 86 98 104 124 236 371 2 607 3 88 101 109 132 234 393 1 999 4 89 103 113 136 233 397 1 560 5 92 107 118 141 235 390 1 243 6 95 111 122 145 237 378 1 011 7 98 114 124 148 238 362 838 8 99 116 127 152 239 344 705 9 101 118 130 155 240 331 600 10 102 120 132 157 240 331 517 11 102 120 132 158 240 331 449 12 101 120 132 158 239 330 392 13 100 119 131 156 238 329 345 14 99 117 129 155 237 328 328 15 98 116 128 154 236 326 326 16 96 114 126 152 234 325 325 17 95 113 125 151 233 324 324 18 93 112 124 150 231 322 322 19 92 110 122 148 230 321 321 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 57/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 91 109 121 147 228 319 319 21 89 107 119 145 227 318 318 22 87 106 118 143 225 316 316 23 85 104 116 142 223 314 314 24 84 102 114 140 222 312 312 25 82 100 112 138 220 311 311 26 80 98 110 136 218 309 309 27 78 97 109 134 216 307 307 28 77 95 107 133 215 305 305 29 75 93 105 131 213 304 304 30 73 92 104 129 211 302 302 3.16. Hong Kong dollar Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 8 20 27 47 159 295 3 125 2 11 23 29 49 161 337 2 346 3 13 25 34 56 159 352 1 781 4 14 28 38 61 158 353 1 380 5 16 31 42 64 159 345 1 095 6 18 33 44 68 159 333 888 7 20 36 46 70 159 317 735 8 20 37 48 72 159 301 617 9 20 38 49 75 159 284 525 10 21 39 51 76 159 268 452 11 21 39 51 77 159 251 392 12 21 39 51 77 159 250 343 13 20 39 51 76 158 249 302 14 20 38 50 76 158 249 267 15 19 38 50 75 157 248 248 16 19 37 49 75 157 247 247 17 19 37 49 75 156 247 247 18 18 37 49 75 156 247 247 19 18 37 49 74 156 247 247 58/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 19 37 50 75 157 247 247 21 19 37 53 75 157 247 247 22 19 37 56 75 157 247 247 23 19 37 58 75 157 247 247 24 18 37 61 75 156 247 247 25 18 37 63 74 156 247 247 26 18 36 66 74 156 247 247 27 18 36 67 74 156 247 247 28 18 36 70 74 156 246 246 29 17 36 73 74 155 246 246 30 17 35 75 73 155 246 246 3.17. New Taiwan dollar Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 0 4 10 30 142 289 3 059 2 0 4 11 31 143 330 2 296 3 1 5 13 36 138 346 1 743 4 1 6 15 39 136 346 1 351 5 1 7 18 41 135 339 1 072 6 2 9 20 43 134 326 869 7 2 11 21 44 134 311 719 8 2 11 21 46 133 295 603 9 3 11 24 48 132 278 513 10 4 11 26 49 132 262 441 11 4 12 28 50 132 246 383 12 4 12 31 50 132 230 335 13 5 12 34 50 132 223 295 14 5 13 36 50 132 223 261 15 6 13 38 51 133 223 232 16 6 14 41 51 133 224 224 17 6 15 43 52 134 224 224 18 6 15 45 52 134 225 225 19 7 17 48 53 135 226 226 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 59/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 7 17 50 54 136 227 227 21 8 19 52 55 137 228 228 22 9 19 54 57 137 228 228 23 9 20 57 58 138 229 229 24 9 21 59 60 138 229 229 25 10 22 62 62 139 230 230 26 10 23 64 64 139 230 230 27 10 24 67 65 139 230 230 28 11 25 69 67 140 230 230 29 11 26 72 69 140 231 231 30 11 26 74 71 140 231 231 3.18. Renminbi-yuan Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 23 35 42 62 174 290 3 073 2 24 36 43 63 175 331 2 305 3 25 38 46 68 171 347 1 748 4 25 39 49 72 169 347 1 355 5 26 40 52 74 169 339 1 075 6 27 42 53 77 168 327 871 7 28 44 55 78 168 311 720 8 27 45 55 80 167 295 605 9 27 45 56 82 166 278 514 10 27 45 57 83 166 262 442 11 27 45 57 83 165 256 384 12 27 45 57 83 165 255 336 13 26 45 57 83 164 255 296 14 26 44 56 82 164 255 262 15 26 44 56 82 164 255 255 16 26 44 56 82 164 255 255 17 26 45 56 82 164 255 255 18 26 45 57 83 164 255 255 19 27 45 57 83 165 255 255 60/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 27 45 57 83 165 256 256 21 27 45 57 83 165 256 256 22 27 45 57 83 165 256 256 23 27 45 57 83 165 256 256 24 27 45 60 83 165 255 255 25 26 45 62 83 164 255 255 26 26 44 64 82 164 255 255 27 26 44 67 82 164 255 255 28 26 44 69 82 164 254 254 29 25 44 72 81 163 254 254 30 25 43 74 81 163 254 254 3.19. US dollar Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 0 14 25 49 164 302 3 209 2 0 14 25 49 164 343 2 399 3 1 17 28 54 161 359 1 818 4 2 20 31 59 160 359 1 409 5 3 23 36 65 160 351 1 117 6 6 27 39 67 161 339 906 7 9 31 42 70 161 323 749 8 11 35 46 73 161 306 629 9 13 38 50 76 161 289 535 10 15 40 52 77 161 272 460 11 15 41 53 78 161 256 400 12 16 43 54 79 161 252 349 13 17 44 55 80 161 252 308 14 18 45 56 80 161 252 272 15 18 45 56 80 161 252 252 16 18 45 56 80 160 251 251 17 18 45 56 80 161 251 251 18 18 45 56 80 161 251 251 19 18 45 56 80 161 251 251 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 61/65EN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 18 45 56 80 161 252 252 21 18 45 56 80 161 252 252 22 18 45 57 80 161 252 252 23 18 45 59 80 161 252 252 24 18 45 61 80 161 251 251 25 18 45 64 80 160 251 251 26 18 45 66 80 160 251 251 27 18 45 68 80 160 250 250 28 18 45 71 80 159 250 250 29 18 45 73 80 159 250 250 30 18 45 76 80 159 249 249 3.20. Yen Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 1 0 0 4 11 123 288 3 044 2 0 1 6 13 122 329 2 287 3 1 1 8 15 117 345 1 737 4 1 3 11 18 114 345 1 347 5 1 4 13 20 114 338 1 069 6 2 4 16 23 113 325 867 7 2 6 19 26 113 311 717 8 2 7 21 27 113 294 603 9 3 7 24 30 113 278 513 10 4 9 26 32 113 262 441 11 4 9 29 34 113 246 383 12 4 10 31 37 114 231 335 13 5 11 34 39 114 216 295 14 5 12 36 41 114 205 262 15 6 13 38 43 114 205 233 16 6 14 41 45 115 205 208 17 6 15 43 46 115 206 206 18 6 15 45 49 117 207 207 19 7 17 48 51 119 207 207 62/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Credit Credit Credit Credit Credit Credit Duration (in Credit quality quality step quality step quality step quality step quality step quality step years) step 6 0 1 2 3 4 5 20 7 17 50 53 121 208 208 21 8 19 53 54 123 208 208 22 9 19 54 57 125 208 208 23 9 20 57 58 126 209 209 24 9 21 60 60 127 209 209 25 10 22 62 62 129 209 209 26 10 23 64 64 130 209 209 27 10 24 67 66 132 209 209 28 11 25 69 67 133 209 209 29 11 26 72 69 134 208 208 30 11 27 74 71 135 208 208 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 63/65EN OJ L, 9.9.2025 ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency National insurance market Volatility adjustment (in bps) Euro Austria 20 Euro Belgium 20 Euro Croatia 20 Euro Cyprus 20 Euro Estonia 20 Euro Finland 20 Euro France 20 Euro Germany 20 Euro Greece 20 Euro Ireland 20 Euro Italy 20 Euro Latvia 20 Euro Lithuania 20 Euro Luxembourg 20 Euro Malta 20 Euro Netherlands 20 Euro Portugal 20 Euro Slovakia 20 Euro Slovenia 20 Euro Spain 20 Czech koruna Czechia 14 Danish krone Denmark 25 Forint Hungary 8 Krona Sweden 1 Lev Bulgaria 15 Pound sterling United Kingdom 37 Romanian leu Romania 5 Zloty Poland 11 Króna Iceland 49 Norwegian krone Norway 35 Swiss franc Liechtenstein – 4 Swiss franc Switzerland – 4 Australian dollar Australia 24 Canadian dollar Canada 22 64/65 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/ojEN OJ L, 9.9.2025 Currency National insurance market Volatility adjustment (in bps) Renminbi-yuan China – 1 Hong Kong dollar Hong Kong 3 US dollar United States 48 Yen Japan 14 ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj 65/65

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