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Date: 2026-02-18 Category: Not Applicable State: Union Government Country: Europe

Commission Implementing Regulation (EU) 2026/349 of 17 February 2026 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2025 until 30 March 2026 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** This document is Commission Implementing Regulation (EU) 2026/349, dated 17 February 2026. It specifies the technical information insurance and reinsurance undertakings must use for calculating technical provisions and basic own funds for reporting with reference dates from 31 December 2025 until 30 March 2026. This regulation will take effect the day following its publication in the Official Journal of the European Union, and will apply from 31 December 2025. **Key Points / Main Content** * **Scope and Applicability:** * Applies to insurance and reinsurance undertakings. * Specifies the technical information to be used in calculations. * Covers reporting with reference dates from 31 December 2025 to 30 March 2026. * **Technical Information Requirements:** * Undertakings must use technical information for each relevant currency to calculate the best estimate, matching adjustment, and volatility adjustment. * Technical information to be used includes: * Relevant risk-free interest rate term structures (Annex I). * Fundamental spreads for the matching adjustment (Annex II). * Volatility adjustments for each national insurance market (Annex III). * **Entry into Force and Application:** * Enters into force the day following publication in the Official Journal of the European Union. * Applies from 31 December 2025. * Binding in its entirety and directly applicable in all Member States. **Impact Analysis** **Stakeholder:** Insurance and Reinsurance Undertakings * **Impact:** Must use the technical information laid down in the regulation when calculating technical provisions and basic own funds for reporting purposes. * **Action Required:** Incorporate the specified technical information (interest rate term structures, fundamental spreads, volatility adjustments) into their calculations for reporting with reference dates from 31 December 2025 to 30 March 2026. **Stakeholder:** Competent Authorities * **Impact:** Oversee and verify the use of the specified technical information by insurance and reinsurance undertakings. * **Action Required:** Monitor and ensure that undertakings are compliant with the new regulation for the specified reporting period.

Key Entities Referenced

Directive 2009/138/EC: Also known as Solvency II, Directive 2009/138/EC lays down rules for the taking-up and pursuit of the business of Insurance and Reinsurance. European Commission: The primary regulator and issuer of this implementing regulation. European Insurance and Occupational Pensions Authority (EIOPA): Provided technical information used for this regulation. Regulation (EU) No 182/2011: Regulation laying down the rules and general principles concerning mechanisms for control by Member States of the Commission's exercise of implementing powers.
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Official Journal EN of the European Union L series 2026/349 18.2.2026 COMMISSION IMPLEMENTING REGULATION(EU) 2026/349 of 17 February 2026 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2025 until 30 March 2026 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 8 January 2026, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2025 market data. That information was published on 8 January 2026 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 31 December 2025 until 30 March 2026. (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/2026/349/oj 1/59EN OJ L, 18.2.2026 2. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) the relevant risk-free interest rate term structures set out in Annex I; (b) the fundamental spreads for the calculation of the matching adjustment set out in Annex II; (c) for each relevant national insurance market, the volatility adjustments set out in Annex III. Article 2 This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 31 December 2025. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 17 February 2026. For the Commission The President Ursula VON DER LEYEN 2/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 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 2,076 % 3,403 % 2,066 % 6,049 % 1,972 % 2,026 % 2 2,163 % 3,468 % 2,153 % 6,100 % 2,086 % 2,113 % 3 2,283 % 3,573 % 2,273 % 6,186 % 2,240 % 2,233 % 4 2,386 % 3,661 % 2,376 % 6,284 % 2,363 % 2,336 % 5 2,479 % 3,738 % 2,469 % 6,381 % 2,470 % 2,429 % 6 2,565 % 3,811 % 2,555 % 6,475 % 2,571 % 2,515 % 7 2,651 % 3,879 % 2,641 % 6,569 % 2,664 % 2,601 % 8 2,724 % 3,943 % 2,714 % 6,654 % 2,745 % 2,674 % 9 2,793 % 4,003 % 2,782 % 6,738 % 2,815 % 2,742 % 10 2,863 % 4,058 % 2,853 % 6,817 % 2,873 % 2,812 % 11 2,921 % 4,110 % 2,911 % 6,893 % 2,919 % 2,870 % 12 2,975 % 4,155 % 2,965 % 6,968 % 2,956 % 2,924 % 13 3,033 % 4,193 % 3,023 % 7,033 % 2,986 % 2,982 % 14 3,076 % 4,223 % 3,066 % 7,093 % 3,011 % 3,025 % 15 3,107 % 4,244 % 3,097 % 7,152 % 3,033 % 3,056 % 16 3,133 % 4,256 % 3,123 % 7,185 % 3,051 % 3,082 % 17 3,156 % 4,260 % 3,146 % 7,194 % 3,067 % 3,105 % 18 3,176 % 4,258 % 3,166 % 7,184 % 3,081 % 3,125 % 19 3,194 % 4,252 % 3,183 % 7,160 % 3,093 % 3,142 % 20 3,209 % 4,242 % 3,199 % 7,123 % 3,104 % 3,158 % 21 3,222 % 4,230 % 3,212 % 7,079 % 3,114 % 3,171 % 22 3,233 % 4,216 % 3,223 % 7,028 % 3,123 % 3,183 % 23 3,243 % 4,200 % 3,233 % 6,973 % 3,131 % 3,193 % 24 3,252 % 4,184 % 3,242 % 6,915 % 3,138 % 3,203 % 25 3,259 % 4,166 % 3,250 % 6,854 % 3,145 % 3,211 % 26 3,266 % 4,149 % 3,256 % 6,793 % 3,151 % 3,218 % 27 3,272 % 4,131 % 3,262 % 6,732 % 3,156 % 3,225 % 28 3,277 % 4,113 % 3,267 % 6,671 % 3,162 % 3,231 % 29 3,281 % 4,096 % 3,272 % 6,610 % 3,166 % 3,236 % 30 3,285 % 4,078 % 3,276 % 6,551 % 3,171 % 3,241 % 31 3,288 % 4,061 % 3,280 % 6,493 % 3,175 % 3,245 % 32 3,291 % 4,044 % 3,283 % 6,436 % 3,179 % 3,249 % 33 3,294 % 4,027 % 3,285 % 6,381 % 3,183 % 3,252 % 34 3,296 % 4,011 % 3,288 % 6,328 % 3,186 % 3,255 % 35 3,298 % 3,995 % 3,290 % 6,276 % 3,189 % 3,258 % ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 3/59EN OJ L, 18.2.2026 Term to maturity Euro Czech koruna Danish krone Forint Krona Lev (in years) 36 3,300 % 3,980 % 3,292 % 6,226 % 3,192 % 3,261 % 37 3,301 % 3,965 % 3,294 % 6,177 % 3,195 % 3,263 % 38 3,303 % 3,950 % 3,295 % 6,131 % 3,198 % 3,265 % 39 3,304 % 3,936 % 3,297 % 6,086 % 3,201 % 3,267 % 40 3,305 % 3,923 % 3,298 % 6,043 % 3,203 % 3,269 % 41 3,306 % 3,909 % 3,299 % 6,001 % 3,206 % 3,271 % 42 3,307 % 3,897 % 3,300 % 5,961 % 3,208 % 3,272 % 43 3,308 % 3,884 % 3,301 % 5,922 % 3,210 % 3,274 % 44 3,308 % 3,872 % 3,302 % 5,885 % 3,212 % 3,275 % 45 3,309 % 3,861 % 3,302 % 5,849 % 3,214 % 3,276 % 46 3,309 % 3,850 % 3,303 % 5,815 % 3,216 % 3,277 % 47 3,310 % 3,839 % 3,303 % 5,782 % 3,218 % 3,279 % 48 3,310 % 3,829 % 3,304 % 5,750 % 3,219 % 3,279 % 49 3,310 % 3,818 % 3,304 % 5,719 % 3,221 % 3,280 % 50 3,310 % 3,809 % 3,305 % 5,689 % 3,223 % 3,281 % 51 3,311 % 3,799 % 3,305 % 5,661 % 3,224 % 3,282 % 52 3,311 % 3,790 % 3,305 % 5,633 % 3,226 % 3,283 % 53 3,311 % 3,781 % 3,305 % 5,606 % 3,227 % 3,283 % 54 3,311 % 3,773 % 3,306 % 5,580 % 3,228 % 3,284 % 55 3,311 % 3,765 % 3,306 % 5,556 % 3,230 % 3,284 % 56 3,311 % 3,756 % 3,306 % 5,532 % 3,231 % 3,285 % 57 3,311 % 3,749 % 3,306 % 5,508 % 3,232 % 3,285 % 58 3,311 % 3,741 % 3,306 % 5,486 % 3,233 % 3,286 % 59 3,311 % 3,734 % 3,306 % 5,464 % 3,234 % 3,286 % 60 3,311 % 3,727 % 3,306 % 5,443 % 3,236 % 3,287 % 61 3,311 % 3,720 % 3,306 % 5,423 % 3,237 % 3,287 % 62 3,311 % 3,713 % 3,306 % 5,403 % 3,238 % 3,287 % 63 3,311 % 3,707 % 3,307 % 5,384 % 3,239 % 3,288 % 64 3,311 % 3,701 % 3,307 % 5,366 % 3,240 % 3,288 % 65 3,311 % 3,695 % 3,307 % 5,348 % 3,240 % 3,288 % 66 3,311 % 3,689 % 3,307 % 5,330 % 3,241 % 3,289 % 67 3,311 % 3,683 % 3,307 % 5,313 % 3,242 % 3,289 % 68 3,311 % 3,677 % 3,307 % 5,297 % 3,243 % 3,289 % 69 3,311 % 3,672 % 3,307 % 5,281 % 3,244 % 3,289 % 4/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Term to maturity Euro Czech koruna Danish krone Forint Krona Lev (in years) 70 3,311 % 3,667 % 3,307 % 5,266 % 3,245 % 3,290 % 71 3,311 % 3,662 % 3,306 % 5,251 % 3,245 % 3,290 % 72 3,311 % 3,657 % 3,306 % 5,236 % 3,246 % 3,290 % 73 3,310 % 3,652 % 3,306 % 5,222 % 3,247 % 3,290 % 74 3,310 % 3,647 % 3,306 % 5,208 % 3,248 % 3,291 % 75 3,310 % 3,642 % 3,306 % 5,194 % 3,248 % 3,291 % 76 3,310 % 3,638 % 3,306 % 5,181 % 3,249 % 3,291 % 77 3,310 % 3,634 % 3,306 % 5,168 % 3,250 % 3,291 % 78 3,310 % 3,629 % 3,306 % 5,156 % 3,250 % 3,291 % 79 3,310 % 3,625 % 3,306 % 5,144 % 3,251 % 3,291 % 80 3,310 % 3,621 % 3,306 % 5,132 % 3,252 % 3,291 % 81 3,310 % 3,617 % 3,306 % 5,120 % 3,252 % 3,292 % 82 3,310 % 3,613 % 3,306 % 5,109 % 3,253 % 3,292 % 83 3,310 % 3,609 % 3,306 % 5,098 % 3,253 % 3,292 % 84 3,309 % 3,606 % 3,306 % 5,087 % 3,254 % 3,292 % 85 3,309 % 3,602 % 3,306 % 5,077 % 3,254 % 3,292 % 86 3,309 % 3,599 % 3,306 % 5,067 % 3,255 % 3,292 % 87 3,309 % 3,595 % 3,306 % 5,057 % 3,256 % 3,292 % 88 3,309 % 3,592 % 3,306 % 5,047 % 3,256 % 3,292 % 89 3,309 % 3,589 % 3,306 % 5,037 % 3,257 % 3,293 % 90 3,309 % 3,585 % 3,306 % 5,028 % 3,257 % 3,293 % 91 3,309 % 3,582 % 3,306 % 5,019 % 3,257 % 3,293 % 92 3,309 % 3,579 % 3,306 % 5,010 % 3,258 % 3,293 % 93 3,309 % 3,576 % 3,306 % 5,001 % 3,258 % 3,293 % 94 3,309 % 3,573 % 3,305 % 4,993 % 3,259 % 3,293 % 95 3,308 % 3,570 % 3,305 % 4,984 % 3,259 % 3,293 % 96 3,308 % 3,568 % 3,305 % 4,976 % 3,260 % 3,293 % 97 3,308 % 3,565 % 3,305 % 4,968 % 3,260 % 3,293 % 98 3,308 % 3,562 % 3,305 % 4,960 % 3,261 % 3,293 % 99 3,308 % 3,559 % 3,305 % 4,952 % 3,261 % 3,293 % 100 3,308 % 3,557 % 3,305 % 4,945 % 3,261 % 3,293 % 101 3,308 % 3,554 % 3,305 % 4,938 % 3,262 % 3,294 % 102 3,308 % 3,552 % 3,305 % 4,930 % 3,262 % 3,294 % 103 3,308 % 3,549 % 3,305 % 4,923 % 3,262 % 3,294 % 104 3,308 % 3,547 % 3,305 % 4,916 % 3,263 % 3,294 % ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 5/59EN OJ L, 18.2.2026 Term to maturity Euro Czech koruna Danish krone Forint Krona Lev (in years) 105 3,308 % 3,545 % 3,305 % 4,909 % 3,263 % 3,294 % 106 3,308 % 3,542 % 3,305 % 4,903 % 3,263 % 3,294 % 107 3,308 % 3,540 % 3,305 % 4,896 % 3,264 % 3,294 % 108 3,308 % 3,538 % 3,305 % 4,890 % 3,264 % 3,294 % 109 3,307 % 3,536 % 3,305 % 4,883 % 3,264 % 3,294 % 110 3,307 % 3,533 % 3,305 % 4,877 % 3,265 % 3,294 % 111 3,307 % 3,531 % 3,305 % 4,871 % 3,265 % 3,294 % 112 3,307 % 3,529 % 3,305 % 4,865 % 3,265 % 3,294 % 113 3,307 % 3,527 % 3,305 % 4,859 % 3,266 % 3,294 % 114 3,307 % 3,525 % 3,305 % 4,853 % 3,266 % 3,294 % 115 3,307 % 3,523 % 3,305 % 4,847 % 3,266 % 3,294 % 116 3,307 % 3,521 % 3,305 % 4,842 % 3,267 % 3,294 % 117 3,307 % 3,520 % 3,304 % 4,836 % 3,267 % 3,294 % 118 3,307 % 3,518 % 3,304 % 4,831 % 3,267 % 3,295 % 119 3,307 % 3,516 % 3,304 % 4,826 % 3,267 % 3,295 % 120 3,307 % 3,514 % 3,304 % 4,820 % 3,268 % 3,295 % 121 3,307 % 3,512 % 3,304 % 4,815 % 3,268 % 3,295 % 122 3,307 % 3,510 % 3,304 % 4,810 % 3,268 % 3,295 % 123 3,307 % 3,509 % 3,304 % 4,805 % 3,269 % 3,295 % 124 3,307 % 3,507 % 3,304 % 4,800 % 3,269 % 3,295 % 125 3,307 % 3,505 % 3,304 % 4,796 % 3,269 % 3,295 % 126 3,306 % 3,504 % 3,304 % 4,791 % 3,269 % 3,295 % 127 3,306 % 3,502 % 3,304 % 4,786 % 3,270 % 3,295 % 128 3,306 % 3,501 % 3,304 % 4,782 % 3,270 % 3,295 % 129 3,306 % 3,499 % 3,304 % 4,777 % 3,270 % 3,295 % 130 3,306 % 3,498 % 3,304 % 4,773 % 3,270 % 3,295 % 131 3,306 % 3,496 % 3,304 % 4,768 % 3,270 % 3,295 % 132 3,306 % 3,495 % 3,304 % 4,764 % 3,271 % 3,295 % 133 3,306 % 3,493 % 3,304 % 4,760 % 3,271 % 3,295 % 134 3,306 % 3,492 % 3,304 % 4,755 % 3,271 % 3,295 % 135 3,306 % 3,490 % 3,304 % 4,751 % 3,271 % 3,295 % 136 3,306 % 3,489 % 3,304 % 4,747 % 3,272 % 3,295 % 137 3,306 % 3,487 % 3,304 % 4,743 % 3,272 % 3,295 % 138 3,306 % 3,486 % 3,304 % 4,739 % 3,272 % 3,295 % 139 3,306 % 3,485 % 3,304 % 4,735 % 3,272 % 3,295 % 140 3,306 % 3,483 % 3,304 % 4,732 % 3,272 % 3,295 % 141 3,306 % 3,482 % 3,304 % 4,728 % 3,273 % 3,295 % 6/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Term to maturity Euro Czech koruna Danish krone Forint Krona Lev (in years) 142 3,306 % 3,481 % 3,304 % 4,724 % 3,273 % 3,295 % 143 3,306 % 3,480 % 3,304 % 4,720 % 3,273 % 3,296 % 144 3,306 % 3,478 % 3,304 % 4,717 % 3,273 % 3,296 % 145 3,306 % 3,477 % 3,304 % 4,713 % 3,273 % 3,296 % 146 3,306 % 3,476 % 3,304 % 4,710 % 3,273 % 3,296 % 147 3,306 % 3,475 % 3,304 % 4,706 % 3,274 % 3,296 % 148 3,306 % 3,473 % 3,304 % 4,703 % 3,274 % 3,296 % 149 3,305 % 3,472 % 3,304 % 4,699 % 3,274 % 3,296 % 150 3,305 % 3,471 % 3,303 % 4,696 % 3,274 % 3,296 % Term to maturity Norwegian Pound sterling Romanian leu Zloty Króna Swiss franc (in years) krone 1 3,540 % 6,111 % 3,340 % 7,028 % 4,043 % – 0,037 % 2 3,492 % 6,240 % 3,677 % 6,828 % 4,026 % 0,037 % 3 3,532 % 6,365 % 3,976 % 6,671 % 4,002 % 0,134 % 4 3,592 % 6,481 % 4,237 % 6,565 % 3,986 % 0,232 % 5 3,665 % 6,553 % 4,458 % 6,485 % 3,984 % 0,321 % 6 3,731 % 6,593 % 4,647 % 6,423 % 3,998 % 0,402 % 7 3,811 % 6,625 % 4,813 % 6,373 % 4,016 % 0,475 % 8 3,892 % 6,641 % 4,950 % 6,331 % 4,035 % 0,544 % 9 3,971 % 6,647 % 5,068 % 6,287 % 4,049 % 0,609 % 10 4,045 % 6,652 % 5,164 % 6,230 % 4,057 % 0,672 % 11 4,115 % 6,636 % 5,225 % 6,165 % 4,058 % 0,732 % 12 4,183 % 6,599 % 5,257 % 6,094 % 4,054 % 0,789 % 13 4,247 % 6,547 % 5,269 % 6,020 % 4,046 % 0,844 % 14 4,308 % 6,485 % 5,264 % 5,944 % 4,036 % 0,897 % 15 4,361 % 6,416 % 5,249 % 5,868 % 4,024 % 0,947 % 16 4,408 % 6,342 % 5,224 % 5,793 % 4,010 % 0,994 % 17 4,448 % 6,266 % 5,194 % 5,718 % 3,996 % 1,039 % 18 4,482 % 6,188 % 5,160 % 5,646 % 3,981 % 1,081 % 19 4,511 % 6,110 % 5,122 % 5,575 % 3,966 % 1,122 % 20 4,536 % 6,032 % 5,082 % 5,506 % 3,951 % 1,160 % 21 4,557 % 5,956 % 5,041 % 5,440 % 3,936 % 1,197 % 22 4,575 % 5,881 % 5,000 % 5,375 % 3,921 % 1,231 % 23 4,588 % 5,807 % 4,958 % 5,314 % 3,906 % 1,264 % 24 4,598 % 5,736 % 4,917 % 5,254 % 3,891 % 1,296 % 25 4,604 % 5,667 % 4,876 % 5,197 % 3,877 % 1,326 % ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 7/59EN OJ L, 18.2.2026 Term to maturity Norwegian Pound sterling Romanian leu Zloty Króna Swiss franc (in years) krone 26 4,606 % 5,600 % 4,836 % 5,142 % 3,863 % 1,354 % 27 4,606 % 5,536 % 4,796 % 5,090 % 3,849 % 1,381 % 28 4,602 % 5,474 % 4,758 % 5,039 % 3,836 % 1,407 % 29 4,597 % 5,414 % 4,721 % 4,991 % 3,824 % 1,431 % 30 4,589 % 5,357 % 4,685 % 4,945 % 3,811 % 1,455 % 31 4,579 % 5,301 % 4,650 % 4,900 % 3,799 % 1,477 % 32 4,568 % 5,248 % 4,616 % 4,858 % 3,788 % 1,499 % 33 4,555 % 5,198 % 4,583 % 4,817 % 3,776 % 1,519 % 34 4,541 % 5,149 % 4,552 % 4,778 % 3,765 % 1,539 % 35 4,526 % 5,102 % 4,522 % 4,741 % 3,755 % 1,558 % 36 4,509 % 5,057 % 4,492 % 4,705 % 3,745 % 1,576 % 37 4,492 % 5,014 % 4,464 % 4,671 % 3,735 % 1,593 % 38 4,473 % 4,973 % 4,437 % 4,638 % 3,725 % 1,609 % 39 4,454 % 4,933 % 4,411 % 4,606 % 3,716 % 1,625 % 40 4,433 % 4,895 % 4,386 % 4,576 % 3,707 % 1,640 % 41 4,412 % 4,859 % 4,362 % 4,547 % 3,699 % 1,655 % 42 4,391 % 4,824 % 4,338 % 4,519 % 3,691 % 1,669 % 43 4,369 % 4,790 % 4,316 % 4,492 % 3,683 % 1,682 % 44 4,348 % 4,758 % 4,294 % 4,467 % 3,675 % 1,695 % 45 4,326 % 4,727 % 4,273 % 4,442 % 3,668 % 1,708 % 46 4,305 % 4,697 % 4,253 % 4,418 % 3,660 % 1,720 % 47 4,284 % 4,668 % 4,234 % 4,395 % 3,653 % 1,732 % 48 4,263 % 4,640 % 4,215 % 4,373 % 3,647 % 1,743 % 49 4,243 % 4,614 % 4,197 % 4,352 % 3,640 % 1,753 % 50 4,224 % 4,588 % 4,180 % 4,331 % 3,634 % 1,764 % 51 4,206 % 4,563 % 4,163 % 4,312 % 3,628 % 1,774 % 52 4,188 % 4,539 % 4,147 % 4,293 % 3,622 % 1,784 % 53 4,171 % 4,516 % 4,132 % 4,274 % 3,616 % 1,793 % 54 4,154 % 4,494 % 4,117 % 4,256 % 3,611 % 1,802 % 55 4,139 % 4,472 % 4,102 % 4,239 % 3,605 % 1,811 % 56 4,123 % 4,452 % 4,088 % 4,223 % 3,600 % 1,819 % 57 4,109 % 4,432 % 4,074 % 4,207 % 3,595 % 1,827 % 58 4,095 % 4,412 % 4,061 % 4,191 % 3,590 % 1,835 % 59 4,081 % 4,394 % 4,049 % 4,176 % 3,586 % 1,843 % 60 4,068 % 4,375 % 4,036 % 4,162 % 3,581 % 1,850 % 61 4,055 % 4,358 % 4,024 % 4,148 % 3,577 % 1,857 % 8/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Term to maturity Norwegian Pound sterling Romanian leu Zloty Króna Swiss franc (in years) krone 62 4,043 % 4,341 % 4,013 % 4,134 % 3,572 % 1,864 % 63 4,031 % 4,324 % 4,001 % 4,121 % 3,568 % 1,871 % 64 4,019 % 4,308 % 3,991 % 4,108 % 3,564 % 1,878 % 65 4,008 % 4,293 % 3,980 % 4,096 % 3,560 % 1,884 % 66 3,997 % 4,278 % 3,970 % 4,084 % 3,556 % 1,890 % 67 3,987 % 4,263 % 3,960 % 4,072 % 3,552 % 1,896 % 68 3,976 % 4,249 % 3,950 % 4,061 % 3,549 % 1,902 % 69 3,967 % 4,235 % 3,941 % 4,050 % 3,545 % 1,908 % 70 3,957 % 4,222 % 3,932 % 4,039 % 3,542 % 1,913 % 71 3,948 % 4,209 % 3,923 % 4,029 % 3,538 % 1,919 % 72 3,938 % 4,196 % 3,914 % 4,019 % 3,535 % 1,924 % 73 3,930 % 4,184 % 3,906 % 4,009 % 3,532 % 1,929 % 74 3,921 % 4,172 % 3,897 % 3,999 % 3,529 % 1,934 % 75 3,913 % 4,160 % 3,890 % 3,990 % 3,526 % 1,939 % 76 3,905 % 4,149 % 3,882 % 3,981 % 3,523 % 1,944 % 77 3,897 % 4,138 % 3,874 % 3,972 % 3,520 % 1,948 % 78 3,889 % 4,127 % 3,867 % 3,963 % 3,517 % 1,953 % 79 3,881 % 4,117 % 3,860 % 3,955 % 3,515 % 1,957 % 80 3,874 % 4,107 % 3,853 % 3,947 % 3,512 % 1,961 % 81 3,867 % 4,097 % 3,846 % 3,939 % 3,509 % 1,965 % 82 3,860 % 4,087 % 3,839 % 3,931 % 3,507 % 1,970 % 83 3,853 % 4,077 % 3,833 % 3,923 % 3,504 % 1,973 % 84 3,847 % 4,068 % 3,826 % 3,916 % 3,502 % 1,977 % 85 3,840 % 4,059 % 3,820 % 3,909 % 3,499 % 1,981 % 86 3,834 % 4,050 % 3,814 % 3,902 % 3,497 % 1,985 % 87 3,828 % 4,041 % 3,808 % 3,895 % 3,495 % 1,988 % 88 3,822 % 4,033 % 3,802 % 3,888 % 3,493 % 1,992 % 89 3,816 % 4,025 % 3,797 % 3,881 % 3,491 % 1,995 % 90 3,810 % 4,017 % 3,791 % 3,875 % 3,488 % 1,999 % 91 3,804 % 4,009 % 3,786 % 3,868 % 3,486 % 2,002 % 92 3,799 % 4,001 % 3,780 % 3,862 % 3,484 % 2,005 % 93 3,793 % 3,993 % 3,775 % 3,856 % 3,482 % 2,008 % 94 3,788 % 3,986 % 3,770 % 3,850 % 3,480 % 2,012 % 95 3,783 % 3,979 % 3,765 % 3,845 % 3,479 % 2,015 % 96 3,778 % 3,972 % 3,760 % 3,839 % 3,477 % 2,018 % 97 3,773 % 3,965 % 3,756 % 3,833 % 3,475 % 2,020 % ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 9/59EN OJ L, 18.2.2026 Term to maturity Norwegian Pound sterling Romanian leu Zloty Króna Swiss franc (in years) krone 98 3,768 % 3,958 % 3,751 % 3,828 % 3,473 % 2,023 % 99 3,763 % 3,951 % 3,746 % 3,822 % 3,471 % 2,026 % 100 3,759 % 3,945 % 3,742 % 3,817 % 3,470 % 2,029 % 101 3,754 % 3,938 % 3,738 % 3,812 % 3,468 % 2,031 % 102 3,750 % 3,932 % 3,733 % 3,807 % 3,466 % 2,034 % 103 3,745 % 3,926 % 3,729 % 3,802 % 3,465 % 2,037 % 104 3,741 % 3,920 % 3,725 % 3,797 % 3,463 % 2,039 % 105 3,737 % 3,914 % 3,721 % 3,793 % 3,462 % 2,042 % 106 3,733 % 3,908 % 3,717 % 3,788 % 3,460 % 2,044 % 107 3,729 % 3,902 % 3,713 % 3,783 % 3,459 % 2,047 % 108 3,725 % 3,897 % 3,709 % 3,779 % 3,457 % 2,049 % 109 3,721 % 3,891 % 3,705 % 3,774 % 3,456 % 2,051 % 110 3,717 % 3,886 % 3,702 % 3,770 % 3,454 % 2,053 % 111 3,713 % 3,881 % 3,698 % 3,766 % 3,453 % 2,056 % 112 3,709 % 3,876 % 3,695 % 3,762 % 3,451 % 2,058 % 113 3,706 % 3,870 % 3,691 % 3,758 % 3,450 % 2,060 % 114 3,702 % 3,865 % 3,688 % 3,754 % 3,449 % 2,062 % 115 3,699 % 3,860 % 3,684 % 3,750 % 3,448 % 2,064 % 116 3,695 % 3,856 % 3,681 % 3,746 % 3,446 % 2,066 % 117 3,692 % 3,851 % 3,678 % 3,742 % 3,445 % 2,068 % 118 3,688 % 3,846 % 3,674 % 3,738 % 3,444 % 2,070 % 119 3,685 % 3,842 % 3,671 % 3,734 % 3,443 % 2,072 % 120 3,682 % 3,837 % 3,668 % 3,731 % 3,441 % 2,074 % 121 3,679 % 3,833 % 3,665 % 3,727 % 3,440 % 2,076 % 122 3,676 % 3,828 % 3,662 % 3,724 % 3,439 % 2,078 % 123 3,673 % 3,824 % 3,659 % 3,720 % 3,438 % 2,079 % 124 3,670 % 3,820 % 3,656 % 3,717 % 3,437 % 2,081 % 125 3,667 % 3,816 % 3,653 % 3,714 % 3,436 % 2,083 % 126 3,664 % 3,811 % 3,651 % 3,710 % 3,435 % 2,085 % 127 3,661 % 3,807 % 3,648 % 3,707 % 3,434 % 2,086 % 128 3,658 % 3,803 % 3,645 % 3,704 % 3,433 % 2,088 % 129 3,655 % 3,799 % 3,642 % 3,701 % 3,431 % 2,090 % 130 3,653 % 3,796 % 3,640 % 3,698 % 3,430 % 2,091 % 131 3,650 % 3,792 % 3,637 % 3,695 % 3,429 % 2,093 % 132 3,647 % 3,788 % 3,635 % 3,692 % 3,429 % 2,094 % 133 3,645 % 3,784 % 3,632 % 3,689 % 3,428 % 2,096 % 10/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Term to maturity Norwegian Pound sterling Romanian leu Zloty Króna Swiss franc (in years) krone 134 3,642 % 3,781 % 3,630 % 3,686 % 3,427 % 2,098 % 135 3,639 % 3,777 % 3,627 % 3,683 % 3,426 % 2,099 % 136 3,637 % 3,774 % 3,625 % 3,680 % 3,425 % 2,100 % 137 3,634 % 3,770 % 3,622 % 3,677 % 3,424 % 2,102 % 138 3,632 % 3,767 % 3,620 % 3,675 % 3,423 % 2,103 % 139 3,630 % 3,763 % 3,618 % 3,672 % 3,422 % 2,105 % 140 3,627 % 3,760 % 3,616 % 3,669 % 3,421 % 2,106 % 141 3,625 % 3,757 % 3,613 % 3,667 % 3,420 % 2,108 % 142 3,623 % 3,754 % 3,611 % 3,664 % 3,419 % 2,109 % 143 3,620 % 3,750 % 3,609 % 3,661 % 3,419 % 2,110 % 144 3,618 % 3,747 % 3,607 % 3,659 % 3,418 % 2,112 % 145 3,616 % 3,744 % 3,605 % 3,656 % 3,417 % 2,113 % 146 3,614 % 3,741 % 3,603 % 3,654 % 3,416 % 2,114 % 147 3,612 % 3,738 % 3,600 % 3,652 % 3,415 % 2,115 % 148 3,610 % 3,735 % 3,598 % 3,649 % 3,415 % 2,117 % 149 3,607 % 3,732 % 3,596 % 3,647 % 3,414 % 2,118 % 150 3,605 % 3,729 % 3,594 % 3,645 % 3,413 % 2,119 % Term to maturity Australian Colombian Hong Kong New Taiwan Canadian dollar Renminbi-yuan (in years) dollar peso dollar dollar 1 4,079 % 2,358 % 10,149 % 2,381 % 0,866 % 1,155 % 2 4,188 % 2,501 % 11,441 % 2,309 % 0,904 % 1,165 % 3 4,257 % 2,627 % 12,290 % 2,335 % 0,940 % 1,196 % 4 4,318 % 2,730 % 12,695 % 2,395 % 0,968 % 1,237 % 5 4,385 % 2,823 % 12,869 % 2,468 % 0,993 % 1,268 % 6 4,453 % 2,917 % 12,917 % 2,548 % 1,016 % 1,285 % 7 4,527 % 3,007 % 12,898 % 2,628 % 1,036 % 1,301 % 8 4,597 % 3,091 % 12,847 % 2,705 % 1,055 % 1,326 % 9 4,661 % 3,166 % 12,798 % 2,777 % 1,072 % 1,364 % 10 4,718 % 3,232 % 12,726 % 2,842 % 1,086 % 1,415 % 11 4,772 % 3,289 % 12,618 % 2,900 % 1,115 % 1,481 % 12 4,821 % 3,338 % 12,479 % 2,952 % 1,157 % 1,555 % 13 4,863 % 3,381 % 12,318 % 2,998 % 1,206 % 1,633 % 14 4,900 % 3,419 % 12,140 % 3,038 % 1,260 % 1,713 % 15 4,931 % 3,453 % 11,951 % 3,073 % 1,317 % 1,793 % ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 11/59EN OJ L, 18.2.2026 Term to maturity Australian Colombian Hong Kong New Taiwan Canadian dollar Renminbi-yuan (in years) dollar peso dollar dollar 16 4,957 % 3,482 % 11,755 % 3,102 % 1,374 % 1,871 % 17 4,978 % 3,509 % 11,553 % 3,127 % 1,431 % 1,948 % 18 4,994 % 3,532 % 11,350 % 3,148 % 1,487 % 2,021 % 19 5,005 % 3,553 % 11,146 % 3,166 % 1,542 % 2,093 % 20 5,011 % 3,571 % 10,945 % 3,182 % 1,595 % 2,161 % 21 5,012 % 3,587 % 10,746 % 3,196 % 1,647 % 2,226 % 22 5,008 % 3,601 % 10,551 % 3,208 % 1,697 % 2,289 % 23 5,001 % 3,613 % 10,361 % 3,218 % 1,744 % 2,349 % 24 4,991 % 3,624 % 10,177 % 3,228 % 1,790 % 2,406 % 25 4,978 % 3,633 % 9,998 % 3,236 % 1,834 % 2,460 % 26 4,962 % 3,640 % 9,826 % 3,243 % 1,877 % 2,512 % 27 4,945 % 3,646 % 9,659 % 3,249 % 1,917 % 2,562 % 28 4,926 % 3,651 % 9,500 % 3,255 % 1,956 % 2,609 % 29 4,905 % 3,654 % 9,346 % 3,259 % 1,993 % 2,654 % 30 4,882 % 3,656 % 9,199 % 3,264 % 2,028 % 2,697 % 31 4,858 % 3,656 % 9,058 % 3,268 % 2,062 % 2,738 % 32 4,833 % 3,656 % 8,923 % 3,271 % 2,095 % 2,777 % 33 4,807 % 3,655 % 8,794 % 3,274 % 2,126 % 2,814 % 34 4,780 % 3,653 % 8,670 % 3,277 % 2,156 % 2,850 % 35 4,754 % 3,650 % 8,552 % 3,280 % 2,184 % 2,884 % 36 4,727 % 3,647 % 8,439 % 3,282 % 2,212 % 2,917 % 37 4,700 % 3,644 % 8,331 % 3,284 % 2,238 % 2,948 % 38 4,673 % 3,640 % 8,227 % 3,285 % 2,263 % 2,978 % 39 4,647 % 3,636 % 8,128 % 3,287 % 2,287 % 3,007 % 40 4,621 % 3,632 % 8,033 % 3,289 % 2,310 % 3,034 % 41 4,596 % 3,628 % 7,942 % 3,290 % 2,332 % 3,061 % 42 4,571 % 3,623 % 7,855 % 3,291 % 2,354 % 3,086 % 43 4,546 % 3,619 % 7,772 % 3,292 % 2,374 % 3,110 % 44 4,523 % 3,614 % 7,692 % 3,293 % 2,394 % 3,134 % 45 4,499 % 3,609 % 7,616 % 3,294 % 2,413 % 3,156 % 46 4,477 % 3,605 % 7,542 % 3,295 % 2,431 % 3,178 % 47 4,455 % 3,600 % 7,471 % 3,295 % 2,448 % 3,198 % 48 4,433 % 3,596 % 7,404 % 3,296 % 2,465 % 3,218 % 49 4,412 % 3,591 % 7,338 % 3,296 % 2,482 % 3,238 % 50 4,392 % 3,587 % 7,276 % 3,297 % 2,497 % 3,256 % 51 4,372 % 3,582 % 7,215 % 3,297 % 2,512 % 3,274 % 12/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Term to maturity Australian Colombian Hong Kong New Taiwan Canadian dollar Renminbi-yuan (in years) dollar peso dollar dollar 52 4,353 % 3,578 % 7,157 % 3,298 % 2,527 % 3,291 % 53 4,335 % 3,574 % 7,101 % 3,298 % 2,541 % 3,308 % 54 4,317 % 3,569 % 7,047 % 3,299 % 2,555 % 3,324 % 55 4,299 % 3,565 % 6,995 % 3,299 % 2,568 % 3,339 % 56 4,282 % 3,561 % 6,945 % 3,299 % 2,581 % 3,354 % 57 4,266 % 3,557 % 6,897 % 3,299 % 2,593 % 3,369 % 58 4,250 % 3,553 % 6,850 % 3,300 % 2,605 % 3,383 % 59 4,234 % 3,550 % 6,805 % 3,300 % 2,617 % 3,397 % 60 4,219 % 3,546 % 6,761 % 3,300 % 2,628 % 3,410 % 61 4,205 % 3,542 % 6,719 % 3,300 % 2,639 % 3,423 % 62 4,190 % 3,539 % 6,678 % 3,300 % 2,649 % 3,435 % 63 4,177 % 3,535 % 6,638 % 3,300 % 2,659 % 3,447 % 64 4,163 % 3,532 % 6,599 % 3,301 % 2,669 % 3,458 % 65 4,150 % 3,529 % 6,562 % 3,301 % 2,679 % 3,470 % 66 4,137 % 3,525 % 6,526 % 3,301 % 2,688 % 3,481 % 67 4,125 % 3,522 % 6,491 % 3,301 % 2,697 % 3,491 % 68 4,113 % 3,519 % 6,457 % 3,301 % 2,706 % 3,502 % 69 4,101 % 3,516 % 6,424 % 3,301 % 2,714 % 3,512 % 70 4,090 % 3,513 % 6,392 % 3,301 % 2,723 % 3,521 % 71 4,079 % 3,510 % 6,361 % 3,301 % 2,731 % 3,531 % 72 4,068 % 3,508 % 6,331 % 3,301 % 2,738 % 3,540 % 73 4,058 % 3,505 % 6,301 % 3,301 % 2,746 % 3,549 % 74 4,048 % 3,502 % 6,272 % 3,301 % 2,754 % 3,558 % 75 4,038 % 3,500 % 6,245 % 3,301 % 2,761 % 3,566 % 76 4,028 % 3,497 % 6,217 % 3,301 % 2,768 % 3,575 % 77 4,019 % 3,495 % 6,191 % 3,301 % 2,775 % 3,583 % 78 4,010 % 3,492 % 6,165 % 3,301 % 2,781 % 3,591 % 79 4,001 % 3,490 % 6,140 % 3,301 % 2,788 % 3,598 % 80 3,992 % 3,487 % 6,116 % 3,301 % 2,794 % 3,606 % 81 3,983 % 3,485 % 6,092 % 3,301 % 2,800 % 3,613 % 82 3,975 % 3,483 % 6,069 % 3,301 % 2,807 % 3,620 % 83 3,967 % 3,481 % 6,046 % 3,301 % 2,812 % 3,627 % 84 3,959 % 3,479 % 6,024 % 3,301 % 2,818 % 3,634 % 85 3,951 % 3,477 % 6,002 % 3,301 % 2,824 % 3,640 % 86 3,944 % 3,475 % 5,981 % 3,301 % 2,829 % 3,647 % 87 3,936 % 3,473 % 5,960 % 3,301 % 2,835 % 3,653 % ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 13/59EN OJ L, 18.2.2026 Term to maturity Australian Colombian Hong Kong New Taiwan Canadian dollar Renminbi-yuan (in years) dollar peso dollar dollar 88 3,929 % 3,471 % 5,940 % 3,301 % 2,840 % 3,659 % 89 3,922 % 3,469 % 5,920 % 3,301 % 2,845 % 3,666 % 90 3,915 % 3,467 % 5,901 % 3,301 % 2,850 % 3,671 % 91 3,908 % 3,465 % 5,882 % 3,301 % 2,855 % 3,677 % 92 3,902 % 3,463 % 5,864 % 3,301 % 2,860 % 3,683 % 93 3,895 % 3,462 % 5,846 % 3,301 % 2,865 % 3,688 % 94 3,889 % 3,460 % 5,828 % 3,301 % 2,869 % 3,694 % 95 3,883 % 3,458 % 5,811 % 3,301 % 2,874 % 3,699 % 96 3,876 % 3,456 % 5,794 % 3,301 % 2,878 % 3,704 % 97 3,870 % 3,455 % 5,777 % 3,301 % 2,883 % 3,709 % 98 3,865 % 3,453 % 5,761 % 3,301 % 2,887 % 3,714 % 99 3,859 % 3,452 % 5,745 % 3,301 % 2,891 % 3,719 % 100 3,853 % 3,450 % 5,730 % 3,301 % 2,895 % 3,724 % 101 3,848 % 3,449 % 5,715 % 3,301 % 2,899 % 3,729 % 102 3,842 % 3,447 % 5,700 % 3,301 % 2,903 % 3,733 % 103 3,837 % 3,446 % 5,685 % 3,301 % 2,907 % 3,738 % 104 3,832 % 3,444 % 5,671 % 3,301 % 2,911 % 3,742 % 105 3,827 % 3,443 % 5,656 % 3,301 % 2,914 % 3,747 % 106 3,822 % 3,442 % 5,643 % 3,301 % 2,918 % 3,751 % 107 3,817 % 3,440 % 5,629 % 3,301 % 2,922 % 3,755 % 108 3,812 % 3,439 % 5,616 % 3,301 % 2,925 % 3,759 % 109 3,808 % 3,438 % 5,603 % 3,301 % 2,928 % 3,763 % 110 3,803 % 3,437 % 5,590 % 3,301 % 2,932 % 3,767 % 111 3,798 % 3,435 % 5,577 % 3,301 % 2,935 % 3,771 % 112 3,794 % 3,434 % 5,565 % 3,301 % 2,938 % 3,775 % 113 3,790 % 3,433 % 5,553 % 3,301 % 2,942 % 3,779 % 114 3,785 % 3,432 % 5,541 % 3,301 % 2,945 % 3,782 % 115 3,781 % 3,431 % 5,529 % 3,301 % 2,948 % 3,786 % 116 3,777 % 3,430 % 5,517 % 3,301 % 2,951 % 3,790 % 117 3,773 % 3,428 % 5,506 % 3,301 % 2,954 % 3,793 % 118 3,769 % 3,427 % 5,495 % 3,301 % 2,957 % 3,797 % 119 3,765 % 3,426 % 5,484 % 3,301 % 2,960 % 3,800 % 120 3,761 % 3,425 % 5,473 % 3,301 % 2,962 % 3,803 % 121 3,757 % 3,424 % 5,463 % 3,301 % 2,965 % 3,807 % 122 3,753 % 3,423 % 5,452 % 3,301 % 2,968 % 3,810 % 123 3,750 % 3,422 % 5,442 % 3,301 % 2,971 % 3,813 % 14/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Term to maturity Australian Colombian Hong Kong New Taiwan Canadian dollar Renminbi-yuan (in years) dollar peso dollar dollar 124 3,746 % 3,421 % 5,432 % 3,301 % 2,973 % 3,816 % 125 3,742 % 3,420 % 5,422 % 3,301 % 2,976 % 3,819 % 126 3,739 % 3,419 % 5,412 % 3,301 % 2,979 % 3,822 % 127 3,735 % 3,418 % 5,403 % 3,301 % 2,981 % 3,825 % 128 3,732 % 3,417 % 5,393 % 3,301 % 2,984 % 3,828 % 129 3,729 % 3,417 % 5,384 % 3,301 % 2,986 % 3,831 % 130 3,725 % 3,416 % 5,375 % 3,301 % 2,988 % 3,834 % 131 3,722 % 3,415 % 5,366 % 3,301 % 2,991 % 3,837 % 132 3,719 % 3,414 % 5,357 % 3,301 % 2,993 % 3,839 % 133 3,716 % 3,413 % 5,348 % 3,301 % 2,995 % 3,842 % 134 3,713 % 3,412 % 5,340 % 3,301 % 2,998 % 3,845 % 135 3,710 % 3,411 % 5,331 % 3,301 % 3,000 % 3,847 % 136 3,707 % 3,411 % 5,323 % 3,301 % 3,002 % 3,850 % 137 3,704 % 3,410 % 5,314 % 3,301 % 3,004 % 3,852 % 138 3,701 % 3,409 % 5,306 % 3,301 % 3,006 % 3,855 % 139 3,698 % 3,408 % 5,298 % 3,301 % 3,009 % 3,857 % 140 3,695 % 3,407 % 5,290 % 3,301 % 3,011 % 3,860 % 141 3,692 % 3,407 % 5,283 % 3,301 % 3,013 % 3,862 % 142 3,689 % 3,406 % 5,275 % 3,301 % 3,015 % 3,865 % 143 3,687 % 3,405 % 5,267 % 3,301 % 3,017 % 3,867 % 144 3,684 % 3,404 % 5,260 % 3,301 % 3,019 % 3,869 % 145 3,681 % 3,404 % 5,253 % 3,301 % 3,021 % 3,872 % 146 3,679 % 3,403 % 5,245 % 3,301 % 3,022 % 3,874 % 147 3,676 % 3,402 % 5,238 % 3,301 % 3,024 % 3,876 % 148 3,674 % 3,402 % 5,231 % 3,301 % 3,026 % 3,878 % 149 3,671 % 3,401 % 5,224 % 3,301 % 3,028 % 3,880 % 150 3,669 % 3,400 % 5,217 % 3,301 % 3,030 % 3,883 % Term to maturity US dollar Yen (in years) 1 3,431 % 0,905 % 2 3,310 % 1,153 % 3 3,338 % 1,323 % 4 3,397 % 1,428 % 5 3,466 % 1,513 % 6 3,543 % 1,585 % ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 15/59EN OJ L, 18.2.2026 Term to maturity US dollar Yen (in years) 7 3,619 % 1,667 % 8 3,694 % 1,742 % 9 3,766 % 1,819 % 10 3,838 % 1,898 % 11 3,908 % 1,981 % 12 3,975 % 2,065 % 13 4,036 % 2,148 % 14 4,092 % 2,230 % 15 4,140 % 2,311 % 16 4,182 % 2,391 % 17 4,216 % 2,468 % 18 4,244 % 2,542 % 19 4,266 % 2,611 % 20 4,283 % 2,675 % 21 4,294 % 2,732 % 22 4,300 % 2,785 % 23 4,302 % 2,832 % 24 4,300 % 2,875 % 25 4,294 % 2,913 % 26 4,285 % 2,948 % 27 4,274 % 2,980 % 28 4,261 % 3,008 % 29 4,246 % 3,033 % 30 4,231 % 3,055 % 31 4,215 % 3,074 % 32 4,200 % 3,091 % 33 4,183 % 3,105 % 34 4,167 % 3,118 % 35 4,151 % 3,129 % 36 4,135 % 3,139 % 37 4,120 % 3,148 % 38 4,104 % 3,155 % 39 4,089 % 3,162 % 40 4,074 % 3,168 % 41 4,059 % 3,173 % 42 4,045 % 3,177 % 43 4,031 % 3,181 % 16/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Term to maturity US dollar Yen (in years) 44 4,017 % 3,185 % 45 4,004 % 3,188 % 46 3,991 % 3,190 % 47 3,978 % 3,193 % 48 3,966 % 3,195 % 49 3,954 % 3,196 % 50 3,943 % 3,198 % 51 3,931 % 3,199 % 52 3,920 % 3,200 % 53 3,910 % 3,202 % 54 3,899 % 3,202 % 55 3,889 % 3,203 % 56 3,879 % 3,204 % 57 3,870 % 3,205 % 58 3,860 % 3,205 % 59 3,852 % 3,205 % 60 3,843 % 3,206 % 61 3,834 % 3,206 % 62 3,826 % 3,206 % 63 3,818 % 3,207 % 64 3,810 % 3,207 % 65 3,803 % 3,207 % 66 3,795 % 3,207 % 67 3,788 % 3,207 % 68 3,781 % 3,207 % 69 3,774 % 3,207 % 70 3,768 % 3,208 % 71 3,761 % 3,208 % 72 3,755 % 3,208 % 73 3,749 % 3,208 % 74 3,743 % 3,208 % 75 3,737 % 3,208 % 76 3,731 % 3,208 % 77 3,726 % 3,208 % 78 3,720 % 3,207 % 79 3,715 % 3,207 % 80 3,710 % 3,207 % ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 17/59EN OJ L, 18.2.2026 Term to maturity US dollar Yen (in years) 81 3,705 % 3,207 % 82 3,700 % 3,207 % 83 3,695 % 3,207 % 84 3,690 % 3,207 % 85 3,686 % 3,207 % 86 3,681 % 3,207 % 87 3,677 % 3,207 % 88 3,673 % 3,207 % 89 3,669 % 3,207 % 90 3,664 % 3,207 % 91 3,660 % 3,207 % 92 3,657 % 3,207 % 93 3,653 % 3,207 % 94 3,649 % 3,207 % 95 3,645 % 3,207 % 96 3,642 % 3,206 % 97 3,638 % 3,206 % 98 3,635 % 3,206 % 99 3,631 % 3,206 % 100 3,628 % 3,206 % 101 3,625 % 3,206 % 102 3,622 % 3,206 % 103 3,619 % 3,206 % 104 3,615 % 3,206 % 105 3,612 % 3,206 % 106 3,610 % 3,206 % 107 3,607 % 3,206 % 108 3,604 % 3,206 % 109 3,601 % 3,206 % 110 3,598 % 3,206 % 111 3,596 % 3,206 % 112 3,593 % 3,206 % 113 3,590 % 3,206 % 114 3,588 % 3,206 % 115 3,585 % 3,205 % 116 3,583 % 3,205 % 117 3,580 % 3,205 % 118 3,578 % 3,205 % 18/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Term to maturity US dollar Yen (in years) 119 3,576 % 3,205 % 120 3,573 % 3,205 % 121 3,571 % 3,205 % 122 3,569 % 3,205 % 123 3,567 % 3,205 % 124 3,565 % 3,205 % 125 3,562 % 3,205 % 126 3,560 % 3,205 % 127 3,558 % 3,205 % 128 3,556 % 3,205 % 129 3,554 % 3,205 % 130 3,552 % 3,205 % 131 3,550 % 3,205 % 132 3,548 % 3,205 % 133 3,547 % 3,205 % 134 3,545 % 3,205 % 135 3,543 % 3,205 % 136 3,541 % 3,205 % 137 3,539 % 3,205 % 138 3,538 % 3,205 % 139 3,536 % 3,205 % 140 3,534 % 3,205 % 141 3,533 % 3,204 % 142 3,531 % 3,204 % 143 3,529 % 3,204 % 144 3,528 % 3,204 % 145 3,526 % 3,204 % 146 3,525 % 3,204 % 147 3,523 % 3,204 % 148 3,522 % 3,204 % 149 3,520 % 3,204 % 150 3,519 % 3,204 % ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 19/59EN OJ L, 18.2.2026 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 18 0 2 0 0 33 5 0 32 0 3 0 0 38 5 0 37 0 4 0 1 41 6 2 38 0 5 0 2 45 6 3 42 0 6 0 3 48 6 5 44 0 7 1 4 51 6 8 46 0 8 2 6 53 6 10 46 0 9 3 7 55 6 11 45 0 10 3 8 56 7 12 45 0 Duration (in Estonia Finland France Germany Greece Hungary Ireland years) 1 0 0 0 0 311 4 11 2 0 0 0 0 196 4 16 3 0 0 0 0 175 4 18 4 1 0 0 0 155 4 19 5 2 0 0 0 143 4 21 6 3 0 0 0 142 4 22 7 4 0 0 0 140 4 23 8 6 0 2 0 144 3 24 9 7 1 3 0 146 1 25 10 8 1 4 0 148 4 25 20/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Duration (in Luxem­ Italy Latvia Lithuania Malta Netherlands Poland years) bourg 1 5 2 3 0 11 0 4 2 13 7 9 0 16 0 4 3 17 10 12 0 19 0 4 4 21 12 14 0 20 0 4 5 23 14 16 0 21 0 4 6 25 15 18 0 23 0 4 7 27 16 20 0 24 0 4 8 29 18 21 0 25 0 4 9 31 19 22 1 26 0 4 10 32 20 23 2 26 0 4 Duration (in United Portugal Romania Slovakia Slovenia Spain Sweden years) Kingdom 1 18 8 9 13 3 0 0 2 31 14 12 15 9 0 0 3 36 16 14 19 12 0 0 4 37 17 15 23 14 0 0 5 41 18 17 27 16 0 0 6 43 19 18 30 18 0 0 7 45 20 20 32 20 0 0 8 45 21 22 33 21 0 0 9 43 22 22 34 22 0 0 10 43 20 23 35 23 0 0 Duration (in Liechten­ Iceland Norway Switzerland Australia Canada China years) stein 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 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 21/59EN OJ L, 18.2.2026 Duration (in Colombia Hong Kong Japan Taiwan United States years) 1 12 0 0 4 0 2 17 0 0 4 0 3 25 0 0 4 0 4 31 0 0 4 0 5 33 0 0 4 0 6 35 0 0 4 0 7 37 0 0 4 0 8 35 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 Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 6 19 40 102 215 478 1 185 2 6 19 40 102 215 478 964 3 7 21 42 98 211 475 793 4 9 24 45 101 211 474 660 5 10 26 49 104 210 474 557 6 11 28 53 109 210 474 476 7 13 30 55 111 210 474 474 8 13 31 55 110 210 474 474 9 13 32 55 110 210 474 474 10 13 33 55 110 210 474 474 11 14 34 56 110 210 474 474 12 14 35 56 110 210 474 474 13 15 35 56 110 210 474 474 14 15 35 56 110 210 474 474 15 15 35 56 110 210 474 474 16 16 35 56 110 210 474 474 17 17 35 56 110 210 474 474 18 18 35 56 110 210 474 474 19 19 35 56 110 210 474 474 20 19 35 56 110 210 474 474 21 21 35 56 110 210 474 474 22 22 35 56 110 210 474 474 22/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 23 23 35 56 110 210 474 474 24 24 35 56 110 210 474 474 25 24 35 56 110 210 474 474 26 25 35 56 110 210 474 474 27 26 35 56 110 210 474 474 28 27 35 56 110 210 474 474 29 28 35 56 110 210 474 474 30 28 35 56 110 210 474 474 2.2. Czech koruna Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 20 33 54 116 229 492 1 209 2 21 34 55 117 229 493 984 3 22 36 56 113 226 489 809 4 23 38 59 115 224 488 674 5 23 39 63 117 224 487 568 6 24 41 65 121 223 486 486 7 24 42 67 123 222 486 486 8 24 42 66 121 221 485 485 9 23 42 66 120 221 484 484 10 23 43 65 120 220 484 484 11 23 43 65 119 220 483 483 12 23 43 65 119 219 483 483 13 23 43 64 118 219 482 482 14 23 43 64 118 218 482 482 15 22 43 63 117 218 481 481 16 22 42 63 117 217 481 481 17 22 42 63 117 217 481 481 18 22 42 63 117 217 481 481 19 22 43 63 117 218 481 481 20 22 43 63 117 218 481 481 21 23 43 63 118 218 482 482 22 23 43 64 118 218 482 482 23 23 43 64 118 218 482 482 24 24 43 64 118 218 482 482 25 25 43 64 118 218 482 482 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 23/59EN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 26 26 43 63 118 218 482 482 27 26 43 63 117 218 481 481 28 27 43 63 117 218 481 481 29 28 43 63 117 218 481 481 30 29 43 63 117 218 481 481 2.3. Danish krone Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 6 19 40 102 214 478 1 185 2 6 19 40 102 214 478 964 3 7 21 42 98 211 474 793 4 9 23 45 101 210 474 660 5 10 26 49 104 210 474 557 6 11 28 53 108 210 474 476 7 12 30 55 111 210 474 474 8 12 31 55 110 210 474 474 9 13 32 55 110 210 474 474 10 13 33 55 110 210 474 474 11 14 34 55 110 210 474 474 12 14 34 56 110 210 474 474 13 14 35 56 110 210 474 474 14 15 35 56 110 210 474 474 15 15 35 56 110 210 474 474 16 16 35 56 110 210 474 474 17 17 35 56 110 210 474 474 18 18 35 56 110 210 474 474 19 19 35 56 110 210 474 474 20 19 35 56 110 210 474 474 21 21 35 56 110 210 474 474 22 22 35 56 110 210 474 474 23 23 35 56 110 210 474 474 24 24 35 56 110 210 474 474 25 24 35 56 110 210 474 474 26 25 35 56 110 210 474 474 27 26 35 56 110 210 474 474 28 27 35 56 110 210 474 474 24/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 29 28 35 56 110 210 474 474 30 28 35 56 110 210 474 474 2.4. Forint Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 78 91 112 174 287 550 1 258 2 75 88 109 171 284 547 1 024 3 79 93 113 169 283 546 842 4 78 93 114 170 280 543 701 5 78 94 117 172 278 542 591 6 78 94 119 175 277 540 540 7 77 95 120 176 275 539 539 8 76 95 119 174 274 538 538 9 76 95 118 173 273 537 537 10 74 93 116 170 271 534 534 11 72 92 114 168 269 532 532 12 71 92 113 167 268 531 531 13 71 92 112 166 267 530 530 14 71 92 112 166 267 530 530 15 71 92 112 166 267 530 530 16 70 91 111 166 266 530 530 17 70 91 111 165 266 529 529 18 70 90 111 165 265 529 529 19 69 90 110 164 265 528 528 20 69 89 110 164 264 528 528 21 68 89 109 163 264 527 527 22 67 88 108 162 263 526 526 23 66 87 107 161 262 525 525 24 65 86 106 160 261 524 524 25 64 85 105 159 260 523 523 26 63 84 104 158 259 522 522 27 62 83 103 157 258 521 521 28 61 82 102 156 257 520 520 29 60 81 101 155 256 519 519 30 59 80 100 154 255 518 518 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 25/59EN OJ L, 18.2.2026 2.5. Krona Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 9 22 43 106 218 481 1 183 2 11 24 45 107 220 483 963 3 13 27 48 104 217 481 792 4 15 30 51 107 217 480 660 5 17 33 56 111 217 480 557 6 18 35 59 115 217 480 480 7 19 37 61 117 217 480 480 8 19 37 61 116 216 480 480 9 19 37 61 116 216 480 480 10 19 38 61 115 216 479 479 11 19 39 61 115 216 479 479 12 20 40 61 115 216 479 479 13 20 41 61 115 216 479 479 14 20 41 61 116 216 479 479 15 21 41 62 116 216 480 480 16 21 41 62 116 216 480 480 17 21 42 62 116 217 480 480 18 21 42 62 116 217 480 480 19 22 42 63 117 217 481 481 20 22 43 63 117 218 481 481 21 23 43 63 118 218 482 482 22 23 43 64 118 218 482 482 23 23 44 64 118 219 482 482 24 24 44 64 118 219 482 482 25 24 44 64 118 219 482 482 26 25 44 64 118 219 482 482 27 26 43 64 118 218 482 482 28 27 43 64 118 218 482 482 29 28 43 64 118 218 482 482 30 28 43 63 118 218 482 482 2.6. Lev Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 5 18 39 101 214 477 1 184 2 5 18 39 101 214 477 964 26/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 3 6 20 41 97 210 474 793 4 8 23 44 100 210 473 660 5 9 25 49 103 210 473 557 6 10 27 52 108 210 473 475 7 12 29 54 110 210 473 473 8 12 30 54 109 210 473 473 9 12 31 54 109 210 473 473 10 12 32 55 109 210 473 473 11 13 33 55 109 210 473 473 12 13 34 55 109 209 473 473 13 14 34 55 109 209 473 473 14 14 34 55 109 209 473 473 15 15 34 55 109 209 473 473 16 16 34 55 109 209 473 473 17 17 34 55 109 209 473 473 18 18 34 55 109 209 473 473 19 19 34 55 109 209 473 473 20 19 34 55 109 209 473 473 21 21 34 55 109 209 473 473 22 22 34 55 109 210 473 473 23 23 35 55 109 210 473 473 24 24 35 55 109 210 473 473 25 24 35 55 109 210 473 473 26 25 35 55 109 210 473 473 27 26 35 55 109 210 473 473 28 27 35 55 109 210 473 473 29 28 35 55 109 210 473 473 30 28 35 55 109 210 473 473 2.7. Pound sterling Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 7 24 50 131 234 497 1 212 2 7 24 50 131 234 497 985 3 8 26 50 121 230 493 809 4 10 29 53 114 229 492 673 5 12 31 55 106 227 491 568 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 27/59EN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 6 14 34 58 102 226 490 490 7 16 36 60 97 225 489 489 8 18 38 59 91 224 488 488 9 20 44 62 87 223 487 487 10 20 44 60 85 223 486 486 11 19 43 60 86 222 485 485 12 19 43 60 88 221 485 485 13 19 43 61 88 221 484 484 14 19 44 61 88 220 483 483 15 19 44 61 88 219 483 483 16 19 44 61 88 218 482 482 17 19 44 61 88 218 481 481 18 19 44 61 88 217 481 481 19 20 44 61 88 217 481 481 20 21 44 61 88 217 481 481 21 22 44 61 88 217 481 481 22 22 44 61 88 217 481 481 23 23 44 61 88 217 480 480 24 24 44 61 88 216 480 480 25 25 44 61 88 215 479 479 26 26 44 61 88 215 478 478 27 26 44 61 88 214 478 478 28 27 44 61 88 214 477 477 29 28 44 61 88 213 477 477 30 29 44 61 88 213 476 476 2.8. Romanian leu Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 81 94 115 178 290 553 1 259 2 81 94 115 177 290 553 1 026 3 82 96 116 173 286 549 844 4 82 97 118 174 284 547 703 5 82 98 121 176 282 545 593 6 82 98 123 179 281 544 544 7 81 99 123 180 279 542 542 8 79 98 122 177 277 541 541 28/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 9 78 97 120 175 275 539 539 10 77 97 119 174 274 538 538 11 76 96 118 172 273 536 536 12 75 96 117 171 272 535 535 13 74 95 116 170 270 534 534 14 73 94 114 168 269 532 532 15 72 93 113 167 268 531 531 16 71 92 112 166 267 530 530 17 70 91 111 165 266 529 529 18 69 90 110 164 265 528 528 19 68 89 109 163 264 527 527 20 67 88 108 162 263 526 526 21 66 87 107 161 262 525 525 22 65 86 106 160 261 524 524 23 64 85 105 159 260 523 523 24 63 84 104 158 259 522 522 25 62 82 103 157 257 521 521 26 61 81 102 156 256 520 520 27 60 80 101 155 255 519 519 28 58 79 99 154 254 518 518 29 57 78 98 152 253 516 516 30 56 77 97 151 252 515 515 2.9. Zloty Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 54 67 88 151 263 526 1 208 2 54 67 88 151 263 526 986 3 56 70 90 147 260 523 813 4 57 72 93 149 259 522 678 5 57 73 96 151 257 521 573 6 57 74 99 154 256 520 520 7 57 75 100 156 255 519 519 8 56 75 99 154 254 518 518 9 55 74 98 152 253 516 516 10 55 74 97 151 252 515 515 11 55 75 97 151 251 515 515 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 29/59EN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 12 54 75 96 150 251 514 514 13 54 75 95 149 250 513 513 14 54 74 95 149 249 513 513 15 53 74 94 148 249 512 512 16 52 73 93 147 248 511 511 17 52 72 93 147 247 511 511 18 51 72 92 146 247 510 510 19 51 72 92 146 247 510 510 20 51 71 92 146 246 510 510 21 50 71 91 145 246 509 509 22 50 70 91 145 245 509 509 23 49 70 90 144 245 508 508 24 49 69 90 144 244 508 508 25 48 69 89 143 244 507 507 26 47 68 88 142 243 506 506 27 46 67 87 142 242 505 505 28 46 66 87 141 241 505 505 29 45 66 86 140 241 504 504 30 44 65 85 139 240 503 503 2.10. Króna Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 91 104 125 187 300 563 1 276 2 90 103 125 187 299 563 1 036 3 90 104 125 181 294 558 849 4 90 105 126 182 292 555 706 5 90 106 130 184 291 554 594 6 91 107 132 188 290 553 553 7 91 109 134 190 289 553 553 8 91 109 133 189 289 552 552 9 91 110 133 188 289 552 552 10 91 111 133 188 288 552 552 11 91 111 133 187 288 551 551 12 91 111 132 186 287 550 550 13 90 110 131 185 286 549 549 14 89 110 130 184 285 548 548 30/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 15 88 108 129 183 283 547 547 16 87 107 128 182 282 546 546 17 86 106 127 181 281 545 545 18 85 105 126 180 280 544 544 19 84 104 125 179 279 543 543 20 83 103 124 178 278 542 542 21 81 102 122 176 277 540 540 22 80 101 121 175 276 539 539 23 79 99 120 174 274 538 538 24 77 98 118 172 273 536 536 25 76 96 117 171 271 535 535 26 74 95 115 169 270 533 533 27 73 93 114 168 268 532 532 28 71 92 112 166 267 530 530 29 70 91 111 165 265 529 529 30 68 89 109 164 264 528 528 2.11. Norwegian krone Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 31 43 65 127 239 503 1 221 2 31 44 65 128 240 503 993 3 32 46 66 123 236 499 815 4 33 47 69 125 234 498 678 5 33 49 73 127 233 497 571 6 34 50 75 131 233 496 496 7 34 52 76 133 232 495 495 8 33 52 76 131 231 495 495 9 33 52 75 130 230 494 494 10 33 52 75 129 230 493 493 11 33 53 74 129 229 493 493 12 32 53 74 128 229 492 492 13 32 53 73 127 228 491 491 14 32 52 73 127 227 491 491 15 31 52 72 126 227 490 490 16 31 51 72 126 226 490 490 17 31 51 71 126 226 490 490 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 31/59EN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 18 30 51 71 125 226 489 489 19 30 51 71 125 226 489 489 20 30 51 71 125 226 489 489 21 30 51 71 126 226 490 490 22 30 51 71 125 226 489 489 23 30 51 71 125 226 489 489 24 30 51 71 125 226 489 489 25 30 50 71 125 225 489 489 26 29 50 70 125 225 488 488 27 29 50 70 124 225 488 488 28 29 49 70 124 224 488 488 29 29 49 69 124 224 488 488 30 29 49 69 123 224 487 487 2.12. Swiss franc Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 0 3 20 82 195 458 1 147 2 1 5 21 83 196 459 933 3 2 5 23 80 193 456 767 4 4 6 26 82 192 455 639 5 4 8 31 86 192 456 539 6 6 10 35 90 192 456 460 7 7 12 37 93 192 456 456 8 8 13 37 92 192 456 456 9 8 14 37 92 192 456 456 10 10 15 37 92 192 456 456 11 11 17 38 93 193 456 456 12 12 16 37 91 192 455 455 13 13 17 38 92 193 456 456 14 14 18 38 92 193 456 456 15 15 17 37 91 192 455 455 16 16 16 36 90 191 454 454 17 16 16 36 91 191 454 454 18 17 16 37 91 191 455 455 19 18 17 37 91 192 455 455 20 19 18 37 92 192 456 456 32/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 21 20 18 38 92 192 456 456 22 21 19 38 92 193 456 456 23 22 19 38 92 192 456 456 24 23 20 38 92 192 456 456 25 24 21 38 92 192 456 456 26 25 22 37 92 192 456 456 27 25 23 37 91 192 455 455 28 26 23 37 91 192 455 455 29 27 24 38 91 192 455 455 30 28 24 38 91 192 455 455 2.13. Australian dollar Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 42 55 76 138 251 514 1 222 2 42 55 76 139 251 514 995 3 44 57 78 134 248 511 818 4 44 59 80 137 246 510 681 5 45 61 85 139 245 509 574 6 46 63 87 143 245 508 508 7 46 64 89 145 244 508 508 8 46 64 88 144 244 507 507 9 45 64 88 142 243 506 506 10 45 65 87 142 242 506 506 11 45 65 87 141 242 505 505 12 45 65 86 141 241 505 505 13 45 65 86 140 241 504 504 14 45 65 85 140 240 504 504 15 44 65 85 139 240 503 503 16 43 64 84 139 239 503 503 17 43 64 84 138 239 502 502 18 43 63 84 138 238 502 502 19 42 63 83 137 238 501 501 20 42 63 83 137 238 501 501 21 42 63 83 137 238 501 501 22 41 62 82 137 237 501 501 23 41 61 82 136 237 500 500 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 33/59EN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 24 40 61 81 135 236 499 499 25 40 60 80 135 235 499 499 26 39 59 80 134 234 498 498 27 38 59 79 133 234 497 497 28 37 58 78 132 233 496 496 29 36 57 77 132 232 496 496 30 36 56 77 131 231 495 495 2.14. Canadian dollar Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 19 31 53 115 227 491 1 190 2 19 32 53 116 228 491 969 3 21 35 56 112 225 489 797 4 23 38 59 115 225 488 664 5 24 40 63 118 224 488 560 6 25 42 67 122 224 488 488 7 26 44 69 125 224 488 488 8 26 45 69 124 224 488 488 9 27 46 69 124 224 488 488 10 27 47 69 124 224 488 488 11 28 48 70 124 224 488 488 12 28 49 70 124 224 488 488 13 29 49 70 124 224 488 488 14 29 49 70 124 224 488 488 15 29 49 70 124 224 488 488 16 29 49 70 124 224 488 488 17 29 49 70 124 224 488 488 18 29 49 70 124 224 488 488 19 29 49 70 124 224 488 488 20 29 49 70 124 224 488 488 21 29 49 70 124 224 488 488 22 28 49 69 123 224 487 487 23 28 49 69 123 224 487 487 24 27 48 68 123 223 487 487 25 27 48 68 122 223 486 486 26 27 47 67 122 222 486 486 34/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 27 26 47 67 121 222 485 485 28 27 46 67 121 221 485 485 29 28 46 66 120 221 484 484 30 28 46 66 120 221 484 484 2.15. Colombian peso Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 85 98 119 181 294 557 1 335 2 91 104 125 188 300 563 1 102 3 95 109 130 186 299 562 914 4 98 112 134 190 299 563 764 5 101 117 141 195 302 565 646 6 104 121 145 201 303 566 566 7 106 124 148 205 304 567 567 8 107 126 150 205 305 569 569 9 109 128 151 206 306 570 570 10 110 129 152 206 307 570 570 11 110 130 152 206 306 570 570 12 110 130 151 205 306 569 569 13 109 129 150 204 305 568 568 14 108 128 149 203 303 567 567 15 106 127 147 201 302 565 565 16 105 125 146 200 300 564 564 17 103 124 144 199 299 562 562 18 102 123 143 197 298 561 561 19 101 121 141 196 296 560 560 20 99 120 140 194 295 558 558 21 97 118 138 193 293 557 557 22 96 116 137 191 291 555 555 23 94 115 135 189 290 553 553 24 92 113 133 187 288 551 551 25 90 111 131 185 286 549 549 26 88 109 129 184 284 548 548 27 87 107 128 182 282 546 546 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 35/59EN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 28 85 106 126 180 281 544 544 29 83 104 124 178 279 542 542 30 82 102 122 177 277 541 541 2.16. Hong Kong dollar Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 13 26 47 109 222 485 1 191 2 15 28 49 112 224 487 967 3 19 33 53 109 223 486 794 4 21 36 57 113 223 486 661 5 24 39 63 117 224 487 557 6 25 42 67 122 224 488 488 7 26 44 69 125 224 488 488 8 26 45 69 124 224 488 488 9 27 46 69 124 224 488 488 10 27 47 69 124 224 488 488 11 27 47 69 123 224 487 487 12 28 48 69 123 224 487 487 13 27 48 69 123 223 487 487 14 27 48 68 122 223 486 486 15 27 47 67 122 222 486 486 16 26 47 67 121 222 485 485 17 26 46 67 121 221 485 485 18 26 46 67 121 221 485 485 19 26 46 67 121 221 485 485 20 26 46 67 121 221 485 485 21 26 47 67 121 222 485 485 22 26 47 67 121 222 485 485 23 26 46 67 121 222 485 485 24 26 46 67 121 221 485 485 25 26 46 67 121 221 485 485 26 25 46 66 120 221 484 484 27 26 46 66 120 221 484 484 36/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 28 27 46 66 120 221 484 484 29 28 45 66 120 220 484 484 30 28 45 65 120 220 484 484 2.17. New Taiwan dollar Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 0 9 30 93 205 468 1 163 2 1 9 31 93 205 469 946 3 2 12 32 89 202 465 777 4 4 14 35 91 201 464 647 5 4 16 39 94 200 463 545 6 6 17 42 97 199 463 465 7 7 19 43 99 199 462 462 8 8 19 43 98 198 462 462 9 9 19 42 97 197 461 461 10 10 19 42 96 197 460 460 11 11 20 42 96 197 460 460 12 12 21 42 96 197 460 460 13 13 22 42 96 197 460 460 14 14 22 42 97 197 461 461 15 15 23 43 97 198 461 461 16 16 23 43 97 198 461 461 17 17 23 44 98 199 462 462 18 17 24 44 99 199 463 463 19 18 25 45 99 200 463 463 20 19 26 46 100 201 464 464 21 20 27 47 101 202 465 465 22 21 27 48 102 202 466 466 23 23 28 48 102 203 466 466 24 23 28 49 103 203 467 467 25 24 29 49 103 204 467 467 26 25 29 49 104 204 467 467 27 26 29 50 104 204 468 468 28 26 30 50 104 205 468 468 29 27 30 50 104 205 468 468 30 28 30 50 104 205 468 468 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 37/59EN OJ L, 18.2.2026 2.18. Renminbi-yuan Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 27 40 61 124 236 499 1 169 2 28 41 62 125 237 500 950 3 30 44 65 121 234 498 780 4 32 47 68 124 233 497 649 5 33 49 72 127 233 497 547 6 34 50 75 131 233 496 496 7 34 52 77 133 232 496 496 8 33 52 76 131 231 495 495 9 33 52 75 130 231 494 494 10 33 52 75 129 230 493 493 11 33 53 75 129 230 493 493 12 33 53 74 129 229 493 493 13 33 53 74 128 229 492 492 14 33 53 74 128 229 492 492 15 33 53 74 128 228 492 492 16 33 53 74 128 229 492 492 17 33 54 74 128 229 492 492 18 33 54 74 128 229 492 492 19 33 54 74 129 229 493 493 20 34 54 75 129 229 493 493 21 34 54 75 129 230 493 493 22 34 54 75 129 229 493 493 23 34 54 75 129 229 493 493 24 34 54 75 129 229 493 493 25 33 54 74 129 229 492 492 26 33 54 74 128 229 492 492 27 33 54 74 128 229 492 492 28 33 53 74 128 228 492 492 29 32 53 73 127 228 491 491 30 32 53 73 127 228 491 491 2.19. US dollar Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 7 24 46 95 227 490 1 210 2 7 24 46 95 227 490 982 38/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 3 9 28 49 92 225 488 807 4 12 33 53 91 225 488 672 5 16 38 58 94 225 489 566 6 18 41 62 92 226 489 489 7 19 44 62 88 226 489 489 8 18 43 62 88 226 490 490 9 19 45 64 91 226 490 490 10 21 48 66 94 226 489 489 11 23 50 68 96 226 489 489 12 24 52 69 97 226 489 489 13 26 54 69 98 226 489 489 14 26 55 70 98 226 489 489 15 26 55 70 98 226 489 489 16 26 55 70 98 226 489 489 17 26 55 70 98 226 489 489 18 26 55 70 98 226 489 489 19 26 55 70 98 226 489 489 20 26 55 70 98 226 490 490 21 26 55 70 98 226 490 490 22 26 55 70 98 226 490 490 23 26 55 70 98 226 489 489 24 26 55 70 98 226 489 489 25 26 55 70 98 225 489 489 26 26 55 70 98 225 489 489 27 26 55 70 98 225 488 488 28 27 55 70 98 224 488 488 29 28 55 70 98 224 487 487 30 29 55 70 98 224 487 487 2.20. Yen Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 0 4 11 74 186 449 1 164 2 1 5 11 73 185 449 949 3 2 5 12 68 181 445 781 4 4 6 14 70 180 443 650 5 4 7 18 73 179 443 548 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 39/59EN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 6 6 7 21 77 179 442 468 7 7 8 23 79 179 442 442 8 8 9 23 78 178 442 442 9 10 10 23 78 179 442 442 10 10 11 24 78 179 442 442 11 11 11 24 78 179 442 442 12 12 12 24 78 179 442 442 13 13 13 24 79 179 443 443 14 14 13 25 79 179 443 443 15 15 14 25 79 180 443 443 16 16 15 25 80 180 444 444 17 17 16 26 80 181 444 444 18 18 17 26 81 181 445 445 19 18 17 28 81 182 445 445 20 19 18 29 82 182 446 446 21 21 18 30 82 183 446 446 22 22 19 31 83 183 447 447 23 23 20 32 83 183 447 447 24 24 21 32 83 183 447 447 25 24 22 33 83 183 447 447 26 25 22 34 83 183 447 447 27 26 23 36 83 183 447 447 28 27 24 37 83 183 447 447 29 27 24 38 83 183 447 447 30 28 25 39 83 183 447 447 3. Other exposures 3.1. Euro Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 1 13 20 40 150 294 3 117 2 1 13 20 40 150 336 2 343 3 1 14 22 44 146 352 1 780 4 1 15 25 48 144 354 1 381 5 3 17 28 51 144 346 1 096 6 4 20 30 54 144 333 890 7 6 22 32 56 144 318 736 40/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 8 6 23 34 58 144 302 618 9 6 24 35 60 144 285 526 10 7 25 37 62 144 268 453 11 7 25 37 63 144 252 393 12 8 26 38 63 144 237 344 13 8 26 38 63 144 234 303 14 8 26 38 63 144 234 268 15 8 26 39 63 144 234 238 16 8 26 42 63 144 234 234 17 8 26 44 63 144 234 234 18 8 26 46 63 144 234 234 19 8 26 49 63 144 234 234 20 8 26 52 63 144 234 234 21 8 26 53 63 144 234 234 22 9 26 56 63 144 234 234 23 9 26 58 63 144 234 234 24 9 26 61 63 144 234 234 25 10 26 63 63 144 234 234 26 10 26 66 65 144 234 234 27 10 26 68 67 144 234 234 28 11 26 71 69 144 234 234 29 11 26 73 71 144 234 234 30 12 27 75 72 144 234 234 3.2. Czech koruna Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 15 27 34 53 164 300 3 185 2 16 28 35 54 165 343 2 394 3 16 28 37 59 161 359 1 819 4 15 29 39 62 158 360 1 410 5 16 30 41 64 157 353 1 120 6 17 32 43 66 156 340 908 7 17 34 44 67 156 324 751 8 17 34 45 69 155 308 631 9 17 34 46 71 155 290 537 10 17 35 47 72 154 273 462 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 41/59EN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 11 17 35 47 72 153 257 401 12 16 35 47 72 153 243 350 13 16 34 46 71 152 243 308 14 15 34 46 71 152 242 273 15 15 33 45 71 152 242 243 16 15 33 45 70 151 241 241 17 15 33 45 70 151 241 241 18 15 33 47 70 151 241 241 19 15 33 49 70 151 242 242 20 15 33 52 71 152 242 242 21 15 34 54 71 152 242 242 22 15 34 57 71 152 242 242 23 16 34 60 71 152 242 242 24 16 34 62 71 152 242 242 25 15 34 64 71 152 242 242 26 15 34 66 71 152 242 242 27 15 33 68 71 152 242 242 28 15 33 71 71 152 242 242 29 15 33 74 72 151 242 242 30 15 33 77 74 151 242 242 3.3. Danish krone Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 1 13 20 39 150 294 3 117 2 1 13 20 39 150 336 2 342 3 1 14 22 44 146 352 1 780 4 1 15 25 48 144 353 1 381 5 2 17 28 50 144 346 1 096 6 4 19 30 53 144 333 890 7 6 22 32 55 144 318 736 8 6 23 33 58 144 302 618 9 6 24 35 60 144 285 526 10 7 25 37 62 144 268 453 11 7 25 37 63 144 252 393 12 7 26 38 63 144 236 344 13 7 26 38 63 144 234 303 42/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 14 7 26 38 63 144 234 268 15 7 26 39 63 144 234 238 16 7 26 42 63 144 234 234 17 7 26 44 63 144 234 234 18 7 26 46 63 144 234 234 19 7 26 49 63 144 234 234 20 8 26 52 63 144 234 234 21 8 26 53 63 144 234 234 22 9 26 56 63 144 234 234 23 9 26 58 63 144 234 234 24 9 26 61 63 144 234 234 25 10 26 63 63 144 234 234 26 10 26 66 65 144 234 234 27 10 26 68 67 144 234 234 28 11 26 71 69 144 234 234 29 11 26 73 71 144 234 234 30 12 27 75 72 144 234 234 3.4. Forint Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 73 85 92 112 222 314 3 321 2 70 83 89 109 220 356 2 498 3 73 85 93 116 217 373 1 898 4 71 85 94 118 214 375 1 472 5 70 85 96 118 212 367 1 168 6 70 86 97 120 210 353 948 7 70 87 97 120 209 337 784 8 70 87 98 122 208 320 658 9 70 87 98 123 207 302 560 10 67 85 97 122 204 295 482 11 66 84 96 121 202 293 418 12 65 83 95 120 201 292 366 13 64 82 94 120 201 291 322 14 64 82 94 119 200 291 291 15 64 82 94 119 200 291 291 16 63 82 93 119 200 290 290 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 43/59EN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 17 63 81 93 119 200 290 290 18 63 81 93 118 199 289 289 19 62 80 92 118 198 289 289 20 62 80 92 117 198 288 288 21 61 79 91 116 197 288 288 22 60 78 90 116 196 287 287 23 59 77 89 115 196 286 286 24 58 76 88 114 195 285 285 25 57 75 87 113 194 284 284 26 56 74 86 112 193 283 283 27 55 73 85 111 192 282 282 28 54 72 84 110 190 281 281 29 53 71 83 109 189 280 280 30 52 70 82 108 188 279 279 3.5. Krona Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 5 17 23 43 154 294 3 112 2 6 18 25 45 155 336 2 340 3 7 20 28 50 152 352 1 778 4 8 22 31 55 151 353 1 380 5 9 24 35 57 151 346 1 096 6 11 26 37 60 151 333 889 7 12 28 39 62 150 318 736 8 12 29 40 64 150 302 618 9 12 30 41 66 150 285 526 10 12 30 42 68 149 268 453 11 13 31 43 68 149 252 393 12 13 31 43 69 149 240 344 13 13 31 43 69 150 240 302 14 13 32 43 69 150 240 268 15 13 32 44 69 150 240 240 16 13 32 44 69 150 240 240 17 14 32 44 69 150 241 241 18 14 32 46 70 151 241 241 19 14 33 49 70 151 241 241 44/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 20 15 33 52 71 151 242 242 21 15 34 53 71 152 242 242 22 16 34 56 71 152 242 242 23 16 34 58 71 152 243 243 24 16 34 61 71 152 243 243 25 16 34 63 71 152 243 243 26 16 34 66 71 152 243 243 27 16 34 68 71 152 242 242 28 16 34 71 71 152 242 242 29 15 34 73 71 152 242 242 30 15 34 75 72 152 242 242 3.6. Lev Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 0 12 19 39 149 294 3 115 2 0 12 19 39 149 336 2 341 3 1 13 21 44 145 352 1 779 4 1 14 24 47 143 353 1 380 5 2 16 27 50 143 346 1 095 6 3 19 30 53 143 333 889 7 5 21 31 55 143 318 735 8 5 22 33 57 143 302 618 9 6 23 34 59 143 285 526 10 6 24 36 61 143 268 452 11 6 25 37 62 143 252 393 12 7 25 37 62 143 236 343 13 7 25 37 62 143 233 302 14 7 25 37 62 143 233 268 15 7 25 39 62 143 233 238 16 7 25 42 62 143 233 233 17 7 25 44 62 143 233 233 18 7 25 46 62 143 233 233 19 7 25 49 62 143 233 233 20 8 25 52 62 143 233 233 21 8 25 53 62 143 233 233 22 9 25 56 62 143 234 234 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 45/59EN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 23 9 25 58 62 143 234 234 24 9 25 61 62 143 234 234 25 10 25 63 63 143 234 234 26 10 25 66 65 143 234 234 27 10 25 68 67 143 234 234 28 11 25 71 69 143 234 234 29 11 26 73 71 143 234 234 30 12 27 75 72 143 234 234 3.7. Pound sterling Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 0 10 21 44 169 301 3 192 2 0 10 21 44 169 343 2 396 3 1 11 23 48 165 359 1 819 4 1 13 26 54 162 360 1 410 5 1 16 29 57 161 352 1 119 6 2 19 33 59 160 339 908 7 4 22 37 60 159 324 751 8 7 25 38 60 158 307 631 9 9 31 43 59 157 290 537 10 12 34 43 59 156 273 462 11 11 34 43 59 155 257 401 12 10 33 43 59 155 245 351 13 9 32 44 60 154 245 309 14 9 32 44 60 154 244 273 15 9 32 45 60 153 243 243 16 9 32 45 60 152 242 242 17 9 32 45 60 151 242 242 18 9 32 48 60 151 241 241 19 9 32 49 60 151 241 241 20 9 32 52 60 151 241 241 21 10 32 54 60 151 241 241 22 10 32 57 60 151 241 241 23 10 32 60 60 150 241 241 24 10 33 62 62 150 240 240 25 10 33 65 64 149 239 239 46/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 26 10 33 67 66 149 239 239 27 11 33 70 68 148 238 238 28 11 33 72 70 147 238 238 29 11 33 74 72 147 237 237 30 12 33 77 74 146 237 237 3.8. Romanian leu Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 77 89 95 115 226 318 3 324 2 76 88 95 115 225 357 2 502 3 76 88 97 119 221 374 1 902 4 75 88 98 122 217 376 1 475 5 74 89 100 122 216 368 1 171 6 74 90 101 124 214 354 949 7 74 91 101 124 213 338 785 8 73 90 100 125 211 320 658 9 72 89 100 125 209 302 560 10 71 89 101 126 208 298 481 11 70 88 100 126 207 297 417 12 69 87 99 124 205 296 365 13 67 86 98 123 204 294 320 14 66 84 96 122 202 293 293 15 65 83 95 120 201 292 292 16 64 82 94 119 200 291 291 17 63 81 93 118 199 290 290 18 62 80 92 117 198 289 289 19 61 79 91 117 197 288 288 20 60 78 90 116 197 287 287 21 59 77 89 115 196 286 286 22 58 76 88 114 195 285 285 23 57 75 87 113 193 284 284 24 56 74 86 111 192 283 283 25 55 73 85 110 191 281 281 26 54 72 84 109 190 280 280 27 52 71 83 108 189 279 279 28 51 70 81 107 188 278 278 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 47/59EN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 29 50 68 80 106 187 277 277 30 49 67 79 105 186 276 276 3.9. Zloty Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 50 62 68 88 199 300 3 181 2 50 62 68 88 199 344 2 399 3 50 62 71 93 194 361 1 827 4 50 63 73 96 192 363 1 420 5 50 64 75 98 191 356 1 129 6 50 65 76 99 190 343 917 7 50 67 77 100 189 328 759 8 50 67 77 101 188 312 638 9 49 67 78 103 187 294 543 10 49 66 78 104 186 277 467 11 48 66 78 104 185 275 406 12 48 66 78 103 184 275 355 13 47 65 77 103 183 274 312 14 46 65 77 102 183 273 276 15 46 64 76 101 182 273 273 16 45 63 75 101 182 272 272 17 45 63 75 100 181 271 271 18 44 62 74 100 181 271 271 19 44 62 74 99 180 271 271 20 44 62 74 99 180 270 270 21 43 61 73 99 180 270 270 22 43 61 73 98 179 269 269 23 42 60 72 98 179 269 269 24 41 60 72 97 178 268 268 25 41 59 71 96 177 268 268 26 40 58 70 96 176 267 267 27 39 58 70 95 176 266 266 28 38 57 72 94 175 265 265 29 38 56 74 93 174 265 265 30 37 55 77 93 173 264 264 48/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 3.10. Króna Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 86 99 105 125 235 327 3 372 2 86 98 104 124 235 360 2 529 3 84 97 105 127 229 376 1 917 4 83 96 106 130 225 377 1 483 5 83 97 108 131 224 368 1 175 6 83 99 110 133 223 354 951 7 84 101 111 134 223 337 785 8 84 101 112 136 222 320 659 9 85 102 113 139 222 313 560 10 85 103 115 140 222 312 481 11 85 103 115 140 221 312 417 12 84 102 114 140 220 311 364 13 83 101 113 139 219 310 320 14 82 100 112 137 218 309 309 15 81 99 111 136 217 307 307 16 80 98 110 135 216 306 306 17 79 97 109 134 215 305 305 18 78 96 108 133 214 304 304 19 76 95 107 132 213 303 303 20 75 94 106 131 212 302 302 21 74 92 104 130 211 301 301 22 73 91 103 128 209 300 300 23 71 90 102 127 208 298 298 24 70 88 100 126 206 297 297 25 69 87 99 124 205 295 295 26 67 85 97 123 203 294 294 27 66 84 96 121 202 292 292 28 64 82 94 120 201 291 291 29 63 81 93 118 199 289 289 30 61 80 91 117 198 288 288 3.11. Norwegian krone Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 26 38 44 64 175 303 3 217 2 27 39 45 65 176 346 2 416 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 49/59EN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 3 26 39 47 69 171 362 1 833 4 25 39 49 72 168 362 1 420 5 26 40 51 74 167 354 1 126 6 26 42 53 76 166 341 913 7 27 44 54 77 166 325 754 8 27 44 54 79 165 308 633 9 27 44 55 80 164 291 539 10 26 44 56 82 163 274 463 11 26 44 56 82 163 257 402 12 26 44 56 81 162 253 351 13 25 43 55 81 162 252 309 14 25 43 55 80 161 251 273 15 24 42 54 80 161 251 251 16 24 42 54 79 160 250 250 17 23 42 54 79 160 250 250 18 23 41 53 79 160 250 250 19 23 41 53 79 160 250 250 20 23 41 53 79 160 250 250 21 23 42 54 79 160 250 250 22 23 41 57 79 160 250 250 23 23 41 59 79 159 250 250 24 23 41 61 78 159 250 250 25 23 41 63 78 159 249 249 26 22 41 66 78 159 249 249 27 22 40 68 77 158 249 249 28 22 40 71 77 158 248 248 29 21 40 73 77 158 248 248 30 21 39 77 77 157 248 248 3.12. Swiss franc Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 0 0 3 20 130 285 3 012 2 0 1 6 21 131 326 2 261 3 1 1 8 26 128 341 1 717 4 1 3 11 30 126 342 1 332 5 1 4 13 32 126 335 1 058 50/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 6 2 4 16 35 126 323 859 7 2 5 19 37 126 308 710 8 2 7 21 40 126 292 597 9 3 7 24 42 126 276 508 10 4 9 26 44 126 259 437 11 4 9 28 46 127 244 380 12 4 10 31 45 126 229 332 13 4 11 33 45 126 217 292 14 5 12 35 45 126 217 259 15 6 13 38 44 125 216 230 16 6 14 41 44 125 215 215 17 6 15 42 46 125 215 215 18 6 15 45 49 125 215 215 19 7 17 47 50 125 216 216 20 7 17 49 53 126 216 216 21 7 19 52 54 126 216 216 22 9 19 54 56 126 217 217 23 9 20 57 57 126 216 216 24 9 21 59 60 127 216 216 25 10 22 61 62 128 216 216 26 10 23 63 63 129 216 216 27 10 24 66 65 130 216 216 28 11 24 68 67 131 216 216 29 11 25 70 69 132 216 216 30 11 26 73 70 134 216 216 3.13. Australian dollar Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 37 49 56 76 186 303 3 219 2 38 50 56 76 187 346 2 422 3 37 50 58 81 182 363 1 839 4 37 51 61 84 180 364 1 426 5 38 52 63 86 179 356 1 132 6 39 54 65 88 178 343 918 7 40 56 66 89 178 328 759 8 39 56 67 91 177 311 638 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 51/59EN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 9 39 57 68 93 177 293 542 10 39 57 69 94 176 276 467 11 39 57 69 94 175 266 405 12 38 57 68 94 175 265 354 13 38 56 68 93 174 265 312 14 37 56 67 93 174 264 276 15 37 55 67 92 173 264 264 16 36 55 66 92 173 263 263 17 36 54 66 92 172 263 263 18 36 54 66 91 172 262 262 19 35 53 65 91 172 262 262 20 35 53 65 91 171 262 262 21 35 53 65 90 171 262 262 22 34 53 64 90 171 261 261 23 34 52 64 89 170 261 261 24 33 51 63 89 169 260 260 25 32 51 65 88 169 259 259 26 32 50 67 87 168 258 258 27 31 49 70 86 167 258 258 28 30 48 72 86 166 257 257 29 29 48 74 85 166 256 256 30 29 47 77 84 165 255 255 3.14. Canadian dollar Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 14 26 32 52 163 295 3 132 2 15 27 33 53 164 338 2 355 3 15 28 36 59 160 354 1 790 4 16 29 39 62 158 355 1 388 5 17 31 42 65 158 348 1 102 6 18 33 44 68 158 335 895 7 20 36 46 69 158 320 740 8 20 37 47 72 158 303 622 9 20 38 49 74 158 287 529 10 21 39 51 76 158 270 455 11 21 39 51 77 158 253 395 52/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 12 21 40 52 77 158 248 346 13 22 40 52 77 158 248 304 14 22 40 52 77 158 248 269 15 22 40 52 77 158 248 248 16 21 40 52 77 158 248 248 17 21 40 52 77 158 248 248 18 21 40 52 77 158 248 248 19 21 40 52 77 158 248 248 20 22 40 52 77 158 248 248 21 21 40 54 77 158 248 248 22 21 39 56 77 158 248 248 23 21 39 58 76 157 248 248 24 20 39 61 76 157 247 247 25 20 38 63 75 156 247 247 26 19 38 66 75 156 246 246 27 19 37 68 74 155 246 246 28 19 37 71 74 155 245 245 29 18 36 73 74 155 245 245 30 18 36 75 73 154 245 245 3.15. Colombian peso Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 80 93 99 119 230 330 3 536 2 87 99 105 125 236 383 2 701 3 89 102 110 132 234 405 2 070 4 90 104 114 137 233 408 1 611 5 94 108 119 142 235 401 1 280 6 97 112 123 146 237 386 1 038 7 99 116 126 149 238 369 857 8 101 118 128 153 239 350 719 9 102 120 131 156 240 330 611 10 103 121 133 158 240 331 524 11 103 122 134 159 240 330 454 12 103 121 133 158 239 330 396 13 102 120 132 157 238 329 348 14 100 119 131 156 237 327 327 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 53/59EN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 15 99 117 129 155 235 326 326 16 98 116 128 153 234 324 324 17 96 115 126 152 233 323 323 18 95 113 125 150 231 322 322 19 93 112 123 149 230 320 320 20 92 110 122 147 228 319 319 21 90 109 120 146 227 317 317 22 89 107 119 144 225 315 315 23 87 105 117 142 223 314 314 24 85 103 115 141 221 312 312 25 83 101 113 139 220 310 310 26 81 100 111 137 218 308 308 27 80 98 110 135 216 306 306 28 78 96 108 133 214 305 305 29 76 94 106 132 212 303 303 30 74 93 105 130 211 301 301 3.16. Hong Kong dollar Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 8 21 27 47 157 295 3 133 2 11 23 29 49 160 337 2 350 3 13 25 33 56 157 353 1 784 4 14 28 37 61 157 354 1 383 5 16 30 41 64 157 346 1 098 6 18 33 44 67 158 333 891 7 20 36 46 69 158 318 737 8 20 37 48 72 158 302 619 9 20 38 49 74 158 285 527 10 21 39 50 76 158 268 453 11 21 39 51 77 158 252 393 12 21 39 51 76 157 248 344 13 20 39 51 76 157 247 303 14 20 38 50 75 156 247 268 15 19 38 50 75 156 246 246 16 19 37 49 74 155 246 246 17 19 37 49 74 155 245 245 54/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 18 18 37 49 74 155 245 245 19 18 37 49 74 155 245 245 20 19 37 52 74 155 245 245 21 19 37 53 74 155 246 246 22 19 37 56 74 155 246 246 23 19 37 58 74 155 246 246 24 19 37 61 74 155 245 245 25 18 37 63 74 155 245 245 26 18 36 66 74 155 245 245 27 18 36 68 74 154 245 245 28 18 36 71 73 154 245 245 29 18 36 73 73 154 244 244 30 17 36 75 73 154 244 244 3.17. New Taiwan dollar Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 0 4 10 30 141 289 3 057 2 0 4 10 30 141 330 2 295 3 1 5 13 35 137 345 1 742 4 1 5 15 39 134 346 1 350 5 1 7 18 40 134 338 1 071 6 2 8 19 43 133 326 869 7 2 10 21 44 132 311 718 8 2 11 21 45 132 294 603 9 3 11 24 47 131 278 513 10 4 11 26 49 130 261 441 11 4 12 28 49 130 246 383 12 4 12 31 49 130 230 335 13 5 12 34 50 130 221 295 14 5 13 36 50 131 221 261 15 6 13 38 50 131 222 232 16 6 14 41 51 131 222 222 17 6 15 43 51 132 223 223 18 6 15 45 52 133 223 223 19 7 17 48 53 134 224 224 20 7 17 50 54 134 225 225 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 55/59EN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 21 8 19 52 54 135 226 226 22 9 19 54 57 136 226 226 23 9 20 57 58 136 227 227 24 9 21 59 60 137 227 227 25 10 22 62 62 137 228 228 26 10 23 64 64 138 228 228 27 10 24 67 65 138 228 228 28 11 25 69 67 138 229 229 29 11 26 72 69 138 229 229 30 11 26 74 71 139 229 229 3.18. Renminbi-yuan Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 23 35 41 61 172 290 3 071 2 24 36 42 62 173 331 2 305 3 24 37 45 67 169 347 1 749 4 24 38 48 71 167 348 1 356 5 25 40 51 73 167 340 1 076 6 26 42 53 76 166 327 873 7 27 44 54 77 166 312 721 8 27 44 54 79 165 296 606 9 27 44 55 81 164 279 515 10 27 45 56 82 164 263 443 11 26 45 57 82 163 254 385 12 26 44 56 82 163 253 337 13 26 44 56 82 162 253 297 14 26 44 56 81 162 253 263 15 26 44 56 81 162 252 252 16 26 44 56 81 162 252 252 17 26 44 56 81 162 253 253 18 26 44 56 82 163 253 253 19 26 45 56 82 163 253 253 20 27 45 57 82 163 253 253 21 27 45 57 82 163 253 253 22 27 45 57 82 163 253 253 23 27 45 57 82 163 253 253 56/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 24 26 45 60 82 163 253 253 25 26 45 62 82 163 253 253 26 26 44 65 82 162 253 253 27 26 44 67 81 162 253 253 28 25 44 69 81 162 252 252 29 25 43 72 81 162 252 252 30 25 43 74 80 161 252 252 3.19. US dollar Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 0 14 25 49 163 300 3 186 2 0 14 25 49 163 342 2 390 3 1 17 28 54 160 358 1 814 4 2 20 31 59 158 359 1 406 5 4 23 36 65 159 351 1 116 6 6 27 39 67 159 339 905 7 9 31 42 70 160 323 749 8 11 35 46 73 160 306 629 9 13 38 50 76 160 289 535 10 15 40 52 77 160 272 460 11 16 41 53 78 160 256 400 12 16 43 54 79 160 250 350 13 17 44 55 80 160 250 308 14 18 45 56 80 159 250 272 15 18 45 56 80 159 250 250 16 18 45 56 80 159 250 250 17 18 45 56 80 159 250 250 18 18 45 56 80 159 250 250 19 18 45 56 80 159 250 250 20 18 45 56 80 160 250 250 21 18 45 56 80 160 250 250 22 18 45 57 80 160 250 250 23 18 45 60 80 160 250 250 24 18 45 62 80 159 250 250 25 18 45 64 80 159 249 249 26 18 45 66 80 159 249 249 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 57/59EN OJ L, 18.2.2026 Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 27 18 45 68 80 158 249 249 28 18 45 71 80 158 248 248 29 18 45 74 80 158 248 248 30 18 45 77 80 157 248 248 3.20. Yen Credit Credit Credit Credit Credit Credit Credit Duration (in quality step quality step quality step quality step quality step quality step quality step years) 0 1 2 3 4 5 6 1 0 0 4 11 122 289 3 059 2 0 1 6 13 121 331 2 302 3 1 1 8 15 116 347 1 750 4 1 3 11 18 113 348 1 358 5 1 4 14 21 113 341 1 078 6 2 5 17 23 112 328 875 7 2 6 19 26 112 313 724 8 2 7 21 27 112 297 608 9 4 7 24 30 112 281 518 10 4 9 27 32 112 264 446 11 4 9 29 35 112 248 387 12 4 10 31 37 113 233 339 13 5 11 34 39 113 219 298 14 5 12 36 41 113 205 264 15 6 13 39 43 113 204 235 16 6 14 41 45 114 204 210 17 6 15 43 48 116 205 205 18 6 16 46 49 118 205 205 19 7 17 48 51 120 206 206 20 8 17 50 53 122 206 206 21 8 19 53 55 124 207 207 22 9 19 56 57 126 207 207 23 9 21 58 59 128 207 207 24 9 21 60 60 129 207 207 25 10 22 62 63 131 207 207 26 10 23 65 65 132 207 207 27 10 24 67 67 133 207 207 28 11 25 70 68 134 207 207 29 11 26 72 70 136 207 207 30 12 27 74 72 136 207 207 58/59 ELI: http://data.europa.eu/eli/reg_impl/2026/349/ojEN OJ L, 18.2.2026 ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure Currency National insurance market Volatility adjustment (in bps) Euro Austria 14 Euro Belgium 14 Euro Croatia 14 Euro Cyprus 14 Euro Estonia 14 Euro Finland 14 Euro France 14 Euro Germany 14 Euro Greece 14 Euro Ireland 14 Euro Italy 14 Euro Latvia 14 Euro Lithuania 14 Euro Luxembourg 14 Euro Malta 14 Euro Netherlands 14 Euro Portugal 14 Euro Slovakia 14 Euro Slovenia 14 Euro Spain 14 Czech koruna Czechia 16 Danish krone Denmark 18 Forint Hungary 7 Krona Sweden – 1 Lev Bulgaria 2 Pound sterling United Kingdom 35 Romanian leu Romania 2 Zloty Poland 6 Króna Iceland 36 Norwegian krone Norway 30 Swiss franc Liechtenstein – 4 Swiss franc Switzerland – 4 Australian dollar Australia 26 Canadian dollar Canada 13 Renminbi-yuan China – 2 Hong Kong dollar Hong Kong 1 US dollar United States 37 Yen Japan 11 ELI: http://data.europa.eu/eli/reg_impl/2026/349/oj 59/59

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