Commission Implementing Regulation (EU) 2025/1794 laying down technical information for Solvency II reporting

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Document 32025R1794

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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

C/2025/5938

OJ L, 2025/1794, 9.9.2025, ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj (BG, ES, CS, DA, DE, ET, EL, EN, FR, GA, HR, IT, LV, LT, HU, MT, NL, PL, PT, RO, SK, SL, FI, SV)

In force

ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj

Language 1

Language 2

Language 3

Official Journal 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

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.
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

( 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 ).

ANNEX I

Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Lev

1,902 %

3,390 %

1,892 %

6,007 %

1,726 %

1,852 %

1,903 %

3,421 %

1,893 %

6,117 %

1,790 %

1,853 %

1,995 %

3,462 %

1,985 %

6,245 %

1,879 %

1,945 %

2,091 %

3,499 %

2,081 %

6,359 %

1,974 %

2,041 %

2,170 %

3,541 %

2,160 %

6,477 %

2,068 %

2,120 %

2,253 %

3,591 %

2,243 %

6,589 %

2,160 %

2,202 %

2,331 %

3,645 %

2,321 %

6,697 %

2,246 %

2,281 %

2,403 %

3,698 %

2,393 %

6,803 %

2,325 %

2,353 %

2,469 %

3,746 %

2,459 %

6,894 %

2,396 %

2,419 %

2,520 %

3,789 %

2,510 %

6,977 %

2,461 %

2,470 %

2,571 %

3,826 %

2,561 %

7,054 %

2,520 %

2,521 %

2,629 %

3,857 %

2,618 %

7,122 %

2,573 %

2,578 %

2,667 %

3,882 %

2,657 %

7,181 %

2,621 %

2,616 %

2,696 %

3,901 %

2,686 %

7,233 %

2,664 %

2,645 %

2,717 %

3,914 %

2,707 %

7,270 %

2,702 %

2,666 %

2,730 %

3,922 %

2,720 %

7,283 %

2,737 %

2,679 %

2,737 %

3,925 %

2,727 %

7,275 %

2,768 %

2,686 %

2,741 %

3,924 %

2,731 %

7,250 %

2,796 %

2,690 %

2,745 %

3,920 %

2,735 %

7,214 %

2,822 %

2,694 %

2,749 %

3,915 %

2,739 %

7,168 %

2,845 %

2,698 %

2,755 %

3,907 %

2,744 %

7,115 %

2,866 %

2,704 %

2,761 %

3,899 %

2,751 %

7,058 %

2,886 %

2,712 %

2,769 %

3,890 %

2,759 %

6,997 %

2,904 %

2,720 %

2,778 %

3,880 %

2,768 %

6,934 %

2,920 %

2,730 %

2,787 %

3,869 %

2,778 %

6,871 %

2,935 %

2,740 %

2,796 %

3,858 %

2,787 %

6,806 %

2,949 %

2,750 %

2,806 %

3,847 %

2,797 %

6,742 %

2,962 %

2,761 %

2,816 %

3,836 %

2,807 %

6,679 %

2,974 %

2,772 %

2,825 %

3,825 %

2,817 %

6,617 %

2,985 %

2,783 %

2,835 %

3,814 %

2,827 %

6,556 %

2,996 %

2,793 %

2,845 %

3,804 %

2,837 %

6,497 %

3,005 %

2,804 %

2,854 %

3,793 %

2,846 %

6,440 %

3,015 %

2,814 %

2,864 %

3,782 %

2,856 %

6,384 %

3,023 %

2,825 %

2,873 %

3,772 %

2,865 %

6,330 %

3,031 %

2,835 %

2,882 %

3,762 %

2,874 %

6,278 %

3,039 %

2,845 %

2,890 %

3,752 %

2,883 %

6,227 %

3,046 %

2,854 %

2,899 %

3,743 %

2,892 %

6,179 %

3,053 %

2,864 %

2,907 %

3,734 %

2,900 %

6,132 %

3,060 %

2,873 %

2,915 %

3,725 %

2,909 %

6,087 %

3,066 %

2,881 %

2,923 %

3,716 %

2,917 %

6,043 %

3,072 %

2,890 %

2,931 %

3,707 %

2,924 %

6,001 %

3,077 %

2,898 %

2,938 %

3,699 %

2,932 %

5,961 %

3,082 %

2,907 %

2,945 %

3,691 %

2,939 %

5,922 %

3,087 %

2,914 %

2,952 %

3,683 %

2,946 %

5,885 %

3,092 %

2,922 %

2,959 %

3,676 %

2,953 %

5,849 %

3,097 %

2,929 %

2,966 %

3,669 %

2,960 %

5,815 %

3,101 %

2,936 %

2,972 %

3,662 %

2,966 %

5,782 %

3,106 %

2,943 %

2,978 %

3,655 %

2,972 %

5,750 %

3,110 %

2,950 %

2,984 %

3,648 %

2,978 %

5,719 %

3,113 %

2,957 %

2,990 %

3,642 %

2,984 %

5,689 %

3,117 %

2,963 %

2,995 %

3,636 %

2,990 %

5,660 %

3,121 %

2,969 %

3,001 %

3,630 %

2,996 %

5,633 %

3,124 %

2,975 %

3,006 %

3,624 %

3,001 %

5,606 %

3,128 %

2,981 %

3,011 %

3,618 %

3,006 %

5,580 %

3,131 %

2,986 %

3,016 %

3,613 %

3,011 %

5,555 %

3,134 %

2,992 %

3,021 %

3,607 %

3,016 %

5,531 %

3,137 %

2,997 %

3,025 %

3,602 %

3,021 %

5,508 %

3,140 %

3,002 %

3,030 %

3,597 %

3,025 %

5,486 %

3,142 %

3,007 %

3,034 %

3,592 %

3,030 %

5,464 %

3,145 %

3,011 %

3,038 %

3,588 %

3,034 %

5,443 %

3,148 %

3,016 %

3,043 %

3,583 %

3,038 %

5,423 %

3,150 %

3,021 %

3,047 %

3,579 %

3,042 %

5,403 %

3,153 %

3,025 %

3,051 %

3,574 %

3,046 %

5,384 %

3,155 %

3,029 %

3,054 %

3,570 %

3,050 %

5,365 %

3,157 %

3,033 %

3,058 %

3,566 %

3,054 %

5,348 %

3,159 %

3,037 %

3,062 %

3,562 %

3,057 %

5,330 %

3,161 %

3,041 %

3,065 %

3,558 %

3,061 %

5,313 %

3,164 %

3,045 %

3,068 %

3,555 %

3,064 %

5,297 %

3,166 %

3,049 %

3,072 %

3,551 %

3,068 %

5,281 %

3,168 %

3,052 %

3,075 %

3,547 %

3,071 %

5,265 %

3,169 %

3,056 %

3,078 %

3,544 %

3,074 %

5,250 %

3,171 %

3,059 %

3,081 %

3,541 %

3,077 %

5,236 %

3,173 %

3,062 %

3,084 %

3,537 %

3,080 %

5,222 %

3,175 %

3,066 %

3,087 %

3,534 %

3,083 %

5,208 %

3,176 %

3,069 %

3,090 %

3,531 %

3,086 %

5,194 %

3,178 %

3,072 %

3,092 %

3,528 %

3,089 %

5,181 %

3,180 %

3,075 %

3,095 %

3,525 %

3,092 %

5,168 %

3,181 %

3,078 %

3,098 %

3,522 %

3,094 %

5,156 %

3,183 %

3,080 %

3,100 %

3,520 %

3,097 %

5,144 %

3,184 %

3,083 %

3,103 %

3,517 %

3,099 %

5,132 %

3,186 %

3,086 %

3,105 %

3,514 %

3,102 %

5,120 %

3,187 %

3,088 %

3,107 %

3,512 %

3,104 %

5,109 %

3,188 %

3,091 %

3,110 %

3,509 %

3,106 %

5,098 %

3,190 %

3,094 %

3,112 %

3,507 %

3,109 %

5,087 %

3,191 %

3,096 %

3,114 %

3,504 %

3,111 %

5,077 %

3,192 %

3,098 %

3,116 %

3,502 %

3,113 %

5,067 %

3,194 %

3,101 %

3,118 %

3,499 %

3,115 %

5,057 %

3,195 %

3,103 %

3,120 %

3,497 %

3,117 %

5,047 %

3,196 %

3,105 %

3,122 %

3,495 %

3,119 %

5,037 %

3,197 %

3,107 %

3,124 %

3,493 %

3,121 %

5,028 %

3,198 %

3,110 %

3,126 %

3,491 %

3,123 %

5,019 %

3,200 %

3,112 %

3,128 %

3,489 %

3,125 %

5,010 %

3,201 %

3,114 %

3,130 %

3,487 %

3,127 %

5,001 %

3,202 %

3,116 %

3,132 %

3,485 %

3,129 %

4,993 %

3,203 %

3,118 %

3,134 %

3,483 %

3,131 %

4,984 %

3,204 %

3,120 %

3,135 %

3,481 %

3,133 %

4,976 %

3,205 %

3,121 %

3,137 %

3,479 %

3,134 %

4,968 %

3,206 %

3,123 %

3,139 %

3,477 %

3,136 %

4,960 %

3,207 %

3,125 %

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 %

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 %

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 (in years)

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

Swiss franc

3,798 %

7,024 %

4,287 %

7,650 %

3,809 %

–0,148 %

3,617 %

7,184 %

4,432 %

7,494 %

3,764 %

–0,131 %

3,592 %

7,300 %

4,549 %

7,370 %

3,700 %

–0,050 %

3,616 %

7,361 %

4,680 %

7,254 %

3,649 %

0,049 %

3,663 %

7,396 %

4,833 %

7,158 %

3,623 %

0,145 %

3,727 %

7,404 %

4,990 %

7,080 %

3,623 %

0,234 %

3,801 %

7,388 %

5,141 %

7,015 %

3,636 %

0,316 %

3,880 %

7,359 %

5,281 %

6,959 %

3,652 %

0,393 %

3,959 %

7,306 %

5,395 %

6,899 %

3,668 %

0,466 %

4,036 %

7,243 %

5,487 %

6,827 %

3,680 %

0,536 %

4,112 %

7,167 %

5,544 %

6,744 %

3,688 %

0,602 %

4,185 %

7,080 %

5,570 %

6,656 %

3,691 %

0,666 %

4,252 %

6,986 %

5,575 %

6,565 %

3,691 %

0,727 %

4,312 %

6,889 %

5,563 %

6,472 %

3,690 %

0,785 %

4,365 %

6,789 %

5,539 %

6,379 %

3,687 %

0,839 %

4,411 %

6,690 %

5,507 %

6,286 %

3,682 %

0,891 %

4,451 %

6,590 %

5,469 %

6,196 %

3,677 %

0,941 %

4,485 %

6,492 %

5,426 %

6,107 %

3,671 %

0,987 %

4,514 %

6,396 %

5,380 %

6,021 %

3,665 %

1,031 %

4,538 %

6,303 %

5,333 %

5,937 %

3,659 %

1,073 %

4,558 %

6,212 %

5,284 %

5,857 %

3,652 %

1,113 %

4,573 %

6,124 %

5,235 %

5,779 %

3,645 %

1,151 %

4,585 %

6,040 %

5,186 %

5,704 %

3,638 %

1,187 %

4,592 %

5,958 %

5,138 %

5,632 %

3,631 %

1,221 %

4,596 %

5,879 %

5,090 %

5,563 %

3,625 %

1,253 %

4,597 %

5,804 %

5,043 %

5,496 %

3,618 %

1,284 %

4,594 %

5,731 %

4,998 %

5,433 %

3,611 %

1,313 %

4,588 %

5,662 %

4,953 %

5,372 %

3,605 %

1,341 %

4,580 %

5,595 %

4,911 %

5,313 %

3,598 %

1,368 %

4,569 %

5,531 %

4,869 %

5,258 %

3,592 %

1,393 %

4,556 %

5,470 %

4,829 %

5,204 %

3,586 %

1,417 %

4,541 %

5,412 %

4,790 %

5,153 %

3,580 %

1,441 %

4,524 %

5,356 %

4,752 %

5,104 %

3,574 %

1,463 %

4,505 %

5,302 %

4,716 %

5,057 %

3,568 %

1,484 %

4,484 %

5,251 %

4,682 %

5,012 %

3,563 %

1,504 %

4,462 %

5,202 %

4,648 %

4,969 %

3,557 %

1,523 %

4,438 %

5,155 %

4,616 %

4,928 %

3,552 %

1,542 %

4,413 %

5,109 %

4,585 %

4,889 %

3,547 %

1,560 %

4,387 %

5,066 %

4,555 %

4,851 %

3,542 %

1,577 %

4,359 %

5,025 %

4,527 %

4,815 %

3,537 %

1,593 %

4,329 %

4,985 %

4,499 %

4,780 %

3,533 %

1,609 %

4,300 %

4,947 %

4,473 %

4,747 %

3,528 %

1,624 %

4,269 %

4,910 %

4,447 %

4,715 %

3,524 %

1,639 %

4,239 %

4,875 %

4,423 %

4,684 %

3,519 %

1,652 %

4,210 %

4,841 %

4,399 %

4,654 %

3,515 %

1,666 %

4,181 %

4,809 %

4,376 %

4,626 %

3,511 %

1,679 %

4,153 %

4,778 %

4,354 %

4,599 %

3,508 %

1,691 %

4,126 %

4,748 %

4,333 %

4,572 %

3,504 %

1,703 %

4,101 %

4,719 %

4,313 %

4,547 %

3,500 %

1,715 %

4,077 %

4,691 %

4,293 %

4,523 %

3,497 %

1,726 %

4,054 %

4,664 %

4,274 %

4,499 %

3,493 %

1,737 %

4,034 %

4,638 %

4,256 %

4,477 %

3,490 %

1,747 %

4,014 %

4,613 %

4,238 %

4,455 %

3,487 %

1,757 %

3,996 %

4,589 %

4,221 %

4,434 %

3,483 %

1,767 %

3,979 %

4,566 %

4,205 %

4,413 %

3,480 %

1,776 %

3,962 %

4,544 %

4,189 %

4,394 %

3,477 %

1,785 %

3,947 %

4,522 %

4,173 %

4,375 %

3,475 %

1,794 %

3,933 %

4,501 %

4,159 %

4,356 %

3,472 %

1,802 %

3,919 %

4,481 %

4,144 %

4,338 %

3,469 %

1,811 %

3,906 %

4,461 %

4,130 %

4,321 %

3,466 %

1,819 %

3,894 %

4,442 %

4,117 %

4,305 %

3,464 %

1,826 %

3,882 %

4,424 %

4,104 %

4,288 %

3,461 %

1,834 %

3,871 %

4,406 %

4,091 %

4,273 %

3,459 %

1,841 %

3,860 %

4,389 %

4,079 %

4,258 %

3,457 %

1,848 %

3,850 %

4,372 %

4,067 %

4,243 %

3,454 %

1,855 %

3,840 %

4,356 %

4,055 %

4,229 %

3,452 %

1,862 %

3,831 %

4,340 %

4,044 %

4,215 %

3,450 %

1,868 %

3,822 %

4,325 %

4,033 %

4,201 %

3,448 %

1,874 %

3,813 %

4,310 %

4,022 %

4,188 %

3,446 %

1,880 %

3,805 %

4,295 %

4,012 %

4,176 %

3,444 %

1,886 %

3,797 %

4,281 %

4,002 %

4,163 %

3,442 %

1,892 %

3,789 %

4,268 %

3,992 %

4,151 %

3,440 %

1,898 %

3,782 %

4,254 %

3,983 %

4,140 %

3,438 %

1,903 %

3,775 %

4,242 %

3,974 %

4,128 %

3,436 %

1,908 %

3,768 %

4,229 %

3,965 %

4,117 %

3,434 %

1,914 %

3,761 %

4,217 %

3,956 %

4,106 %

3,433 %

1,919 %

3,755 %

4,205 %

3,947 %

4,096 %

3,431 %

1,924 %

3,749 %

4,193 %

3,939 %

4,086 %

3,429 %

1,928 %

3,743 %

4,182 %

3,931 %

4,076 %

3,428 %

1,933 %

3,737 %

4,171 %

3,923 %

4,066 %

3,426 %

1,938 %

3,731 %

4,160 %

3,915 %

4,056 %

3,425 %

1,942 %

3,726 %

4,149 %

3,908 %

4,047 %

3,423 %

1,946 %

3,720 %

4,139 %

3,900 %

4,038 %

3,422 %

1,951 %

3,715 %

4,129 %

3,893 %

4,029 %

3,420 %

1,955 %

3,710 %

4,119 %

3,886 %

4,021 %

3,419 %

1,959 %

3,705 %

4,110 %

3,880 %

4,012 %

3,417 %

1,963 %

3,700 %

4,100 %

3,873 %

4,004 %

3,416 %

1,967 %

3,695 %

4,091 %

3,866 %

3,996 %

3,415 %

1,970 %

3,691 %

4,082 %

3,860 %

3,988 %

3,413 %

1,974 %

3,686 %

4,074 %

3,854 %

3,981 %

3,412 %

1,978 %

3,682 %

4,065 %

3,848 %

3,973 %

3,411 %

1,981 %

3,678 %

4,057 %

3,842 %

3,966 %

3,410 %

1,985 %

3,674 %

4,049 %

3,836 %

3,959 %

3,409 %

1,988 %

3,669 %

4,041 %

3,830 %

3,952 %

3,407 %

1,991 %

3,665 %

4,033 %

3,824 %

3,945 %

3,406 %

1,995 %

3,662 %

4,025 %

3,819 %

3,938 %

3,405 %

1,998 %

3,658 %

4,018 %

3,814 %

3,931 %

3,404 %

2,001 %

3,654 %

4,010 %

3,808 %

3,925 %

3,403 %

2,004 %

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 %

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 (in years)

Australian dollar

Canadian dollar

Colombian peso

Hong Kong dollar

New Taiwan dollar

Renminbi-yuan

3,371 %

2,518 %

7,904 %

2,218 %

0,905 %

1,195 %

3,243 %

2,482 %

9,124 %

2,239 %

0,941 %

1,139 %

3,278 %

2,525 %

10,041 %

2,254 %

0,976 %

1,135 %

3,364 %

2,576 %

10,695 %

2,277 %

1,003 %

1,140 %

3,469 %

2,639 %

11,160 %

2,318 %

1,028 %

1,150 %

3,580 %

2,722 %

11,501 %

2,376 %

1,050 %

1,145 %

3,699 %

2,811 %

11,795 %

2,441 %

1,070 %

1,140 %

3,808 %

2,896 %

12,029 %

2,507 %

1,088 %

1,147 %

3,906 %

2,972 %

12,239 %

2,569 %

1,106 %

1,171 %

3,991 %

3,034 %

12,433 %

2,624 %

1,121 %

1,214 %

4,063 %

3,082 %

12,550 %

2,674 %

1,150 %

1,276 %

4,126 %

3,119 %

12,593 %

2,717 %

1,191 %

1,350 %

4,179 %

3,148 %

12,578 %

2,755 %

1,240 %

1,431 %

4,224 %

3,170 %

12,518 %

2,789 %

1,293 %

1,514 %

4,263 %

3,188 %

12,423 %

2,818 %

1,349 %

1,599 %

4,297 %

3,201 %

12,299 %

2,845 %

1,405 %

1,682 %

4,324 %

3,211 %

12,155 %

2,868 %

1,461 %

1,764 %

4,346 %

3,219 %

11,994 %

2,889 %

1,516 %

1,843 %

4,360 %

3,226 %

11,821 %

2,908 %

1,570 %

1,920 %

4,367 %

3,230 %

11,640 %

2,925 %

1,623 %

1,994 %

4,367 %

3,234 %

11,455 %

2,941 %

1,673 %

2,065 %

4,360 %

3,237 %

11,266 %

2,955 %

1,722 %

2,132 %

4,350 %

3,239 %

11,077 %

2,968 %

1,769 %

2,197 %

4,336 %

3,240 %

10,890 %

2,981 %

1,814 %

2,259 %

4,321 %

3,241 %

10,704 %

2,992 %

1,858 %

2,318 %

4,304 %

3,242 %

10,523 %

3,002 %

1,899 %

2,374 %

4,287 %

3,242 %

10,346 %

3,012 %

1,939 %

2,428 %

4,269 %

3,243 %

10,173 %

3,021 %

1,977 %

2,479 %

4,250 %

3,243 %

10,006 %

3,030 %

2,014 %

2,528 %

4,232 %

3,243 %

9,845 %

3,038 %

2,048 %

2,574 %

4,214 %

3,244 %

9,690 %

3,045 %

2,082 %

2,619 %

4,196 %

3,244 %

9,540 %

3,052 %

2,114 %

2,661 %

4,178 %

3,245 %

9,396 %

3,059 %

2,144 %

2,702 %

4,160 %

3,245 %

9,258 %

3,066 %

2,174 %

2,741 %

4,143 %

3,246 %

9,125 %

3,072 %

2,202 %

2,778 %

4,126 %

3,246 %

8,998 %

3,077 %

2,229 %

2,813 %

4,109 %

3,247 %

8,876 %

3,083 %

2,254 %

2,847 %

4,093 %

3,247 %

8,759 %

3,088 %

2,279 %

2,879 %

4,078 %

3,248 %

8,648 %

3,093 %

2,303 %

2,911 %

4,062 %

3,249 %

8,540 %

3,098 %

2,325 %

2,940 %

4,047 %

3,249 %

8,438 %

3,102 %

2,347 %

2,969 %

4,033 %

3,250 %

8,339 %

3,107 %

2,368 %

2,996 %

4,019 %

3,250 %

8,245 %

3,111 %

2,388 %

3,023 %

4,005 %

3,251 %

8,154 %

3,115 %

2,408 %

3,048 %

3,991 %

3,252 %

8,067 %

3,118 %

2,426 %

3,072 %

3,978 %

3,252 %

7,984 %

3,122 %

2,444 %

3,095 %

3,966 %

3,253 %

7,904 %

3,126 %

2,462 %

3,118 %

3,954 %

3,253 %

7,827 %

3,129 %

2,478 %

3,140 %

3,942 %

3,254 %

7,753 %

3,132 %

2,494 %

3,160 %

3,930 %

3,254 %

7,682 %

3,135 %

2,510 %

3,180 %

3,919 %

3,255 %

7,613 %

3,138 %

2,525 %

3,200 %

3,908 %

3,256 %

7,547 %

3,141 %

2,539 %

3,218 %

3,898 %

3,256 %

7,484 %

3,144 %

2,553 %

3,236 %

3,887 %

3,257 %

7,423 %

3,147 %

2,566 %

3,254 %

3,877 %

3,257 %

7,364 %

3,150 %

2,579 %

3,271 %

3,868 %

3,258 %

7,307 %

3,152 %

2,592 %

3,287 %

3,858 %

3,258 %

7,252 %

3,155 %

2,604 %

3,303 %

3,849 %

3,259 %

7,199 %

3,157 %

2,616 %

3,318 %

3,840 %

3,259 %

7,147 %

3,159 %

2,627 %

3,332 %

3,832 %

3,260 %

7,098 %

3,161 %

2,638 %

3,347 %

3,824 %

3,260 %

7,050 %

3,164 %

2,649 %

3,360 %

3,815 %

3,261 %

7,003 %

3,166 %

2,659 %

3,374 %

3,808 %

3,261 %

6,958 %

3,168 %

2,669 %

3,387 %

3,800 %

3,262 %

6,915 %

3,170 %

2,679 %

3,399 %

3,792 %

3,262 %

6,873 %

3,172 %

2,688 %

3,411 %

3,785 %

3,263 %

6,832 %

3,174 %

2,697 %

3,423 %

3,778 %

3,263 %

6,792 %

3,175 %

2,706 %

3,435 %

3,771 %

3,264 %

6,753 %

3,177 %

2,715 %

3,446 %

3,765 %

3,264 %

6,716 %

3,179 %

2,723 %

3,457 %

3,758 %

3,264 %

6,680 %

3,181 %

2,731 %

3,467 %

3,752 %

3,265 %

6,644 %

3,182 %

2,739 %

3,477 %

3,746 %

3,265 %

6,610 %

3,184 %

2,747 %

3,487 %

3,740 %

3,266 %

6,577 %

3,185 %

2,755 %

3,497 %

3,734 %

3,266 %

6,544 %

3,187 %

2,762 %

3,507 %

3,728 %

3,266 %

6,513 %

3,188 %

2,769 %

3,516 %

3,723 %

3,267 %

6,482 %

3,190 %

2,776 %

3,525 %

3,717 %

3,267 %

6,452 %

3,191 %

2,783 %

3,533 %

3,712 %

3,268 %

6,423 %

3,192 %

2,789 %

3,542 %

3,707 %

3,268 %

6,394 %

3,194 %

2,796 %

3,550 %

3,702 %

3,268 %

6,367 %

3,195 %

2,802 %

3,558 %

3,697 %

3,269 %

6,340 %

3,196 %

2,808 %

3,566 %

3,692 %

3,269 %

6,313 %

3,198 %

2,814 %

3,574 %

3,687 %

3,269 %

6,288 %

3,199 %

2,820 %

3,581 %

3,683 %

3,270 %

6,262 %

3,200 %

2,826 %

3,589 %

3,678 %

3,270 %

6,238 %

3,201 %

2,831 %

3,596 %

3,674 %

3,270 %

6,214 %

3,202 %

2,837 %

3,603 %

3,670 %

3,271 %

6,191 %

3,203 %

2,842 %

3,610 %

3,665 %

3,271 %

6,168 %

3,204 %

2,847 %

3,616 %

3,661 %

3,271 %

6,146 %

3,205 %

2,852 %

3,623 %

3,657 %

3,272 %

6,124 %

3,207 %

2,857 %

3,629 %

3,653 %

3,272 %

6,102 %

3,208 %

2,862 %

3,636 %

3,649 %

3,272 %

6,082 %

3,209 %

2,867 %

3,642 %

3,646 %

3,272 %

6,061 %

3,209 %

2,871 %

3,648 %

3,642 %

3,273 %

6,041 %

3,210 %

2,876 %

3,653 %

3,638 %

3,273 %

6,022 %

3,211 %

2,880 %

3,659 %

3,635 %

3,273 %

6,002 %

3,212 %

2,885 %

3,665 %

3,632 %

3,273 %

5,984 %

3,213 %

2,889 %

3,670 %

3,628 %

3,274 %

5,965 %

3,214 %

2,893 %

3,676 %

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 %

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 %

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 (in years)

US dollar

Yen

3,872 %

0,609 %

3,490 %

0,729 %

3,401 %

0,802 %

3,396 %

0,858 %

3,430 %

0,908 %

3,485 %

0,961 %

3,545 %

1,021 %

3,605 %

1,085 %

3,664 %

1,154 %

3,722 %

1,229 %

3,778 %

1,307 %

3,831 %

1,388 %

3,878 %

1,471 %

3,920 %

1,554 %

3,955 %

1,638 %

3,985 %

1,720 %

4,008 %

1,799 %

4,025 %

1,874 %

4,037 %

1,943 %

4,044 %

2,005 %

4,045 %

2,061 %

4,042 %

2,110 %

4,035 %

2,153 %

4,024 %

2,193 %

4,010 %

2,229 %

3,994 %

2,261 %

3,976 %

2,291 %

3,958 %

2,319 %

3,939 %

2,345 %

3,921 %

2,369 %

3,904 %

2,392 %

3,887 %

2,413 %

3,872 %

2,434 %

3,857 %

2,454 %

3,843 %

2,472 %

3,830 %

2,490 %

3,817 %

2,507 %

3,805 %

2,523 %

3,794 %

2,538 %

3,783 %

2,553 %

3,772 %

2,567 %

3,762 %

2,581 %

3,752 %

2,594 %

3,743 %

2,607 %

3,734 %

2,619 %

3,725 %

2,630 %

3,717 %

2,641 %

3,709 %

2,652 %

3,701 %

2,663 %

3,694 %

2,673 %

3,687 %

2,682 %

3,680 %

2,692 %

3,673 %

2,701 %

3,667 %

2,709 %

3,661 %

2,718 %

3,655 %

2,726 %

3,649 %

2,734 %

3,643 %

2,741 %

3,638 %

2,749 %

3,632 %

2,756 %

3,627 %

2,763 %

3,622 %

2,770 %

3,617 %

2,776 %

3,612 %

2,783 %

3,608 %

2,789 %

3,603 %

2,795 %

3,599 %

2,801 %

3,595 %

2,806 %

3,591 %

2,812 %

3,587 %

2,817 %

3,583 %

2,822 %

3,579 %

2,828 %

3,575 %

2,833 %

3,572 %

2,837 %

3,568 %

2,842 %

3,565 %

2,847 %

3,561 %

2,851 %

3,558 %

2,856 %

3,555 %

2,860 %

3,552 %

2,864 %

3,549 %

2,868 %

3,546 %

2,872 %

3,543 %

2,876 %

3,540 %

2,880 %

3,537 %

2,883 %

3,535 %

2,887 %

3,532 %

2,891 %

3,529 %

2,894 %

3,527 %

2,897 %

3,524 %

2,901 %

3,522 %

2,904 %

3,519 %

2,907 %

3,517 %

2,910 %

3,515 %

2,913 %

3,513 %

2,916 %

3,510 %

2,919 %

3,508 %

2,922 %

3,506 %

2,925 %

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 %

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 %

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.

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 years)

Austria

Belgium

Bulgaria

Croatia

Czechia

Cyprus

Denmark

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

318

200

179

158

146

144

142

146

148

150

Duration (in years)

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Poland

Duration (in years)

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

Duration (in years)

Iceland

Liechtenstein

Norway

Switzerland

Australia

Canada

China

Duration (in years)

Colombia

Hong Kong

Japan

Taiwan

United States

Exposures to financial institutions

2.1. Euro

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

104

217

485

1 182

104

217

485

961

100

214

481

790

102

213

481

658

106

213

481

555

110

213

481

112

213

481

112

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

111

213

481

2.2. Czech koruna

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

117

231

498

1 209

118

232

499

983

114

228

496

808

116

227

494

672

118

226

494

567

122

225

493

124

224

492

122

224

491

121

223

491

121

223

490

120

222

490

120

221

489

119

221

489

119

220

488

118

220

488

118

220

487

118

220

487

118

220

487

118

220

487

118

220

488

119

220

488

119

221

488

119

221

488

119

221

488

119

220

488

119

220

488

118

220

488

118

220

488

118

220

488

118

220

488

2.3. Danish krone

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

104

217

485

1 182

104

217

485

961

214

481

790

102

213

481

658

105

213

480

554

110

213

480

112

213

480

112

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

111

213

480

2.4. Forint

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

113

176

289

557

1 257

110

173

287

554

1 024

114

171

285

553

842

115

172

283

550

702

118

173

281

548

592

120

176

279

547

120

177

278

545

119

175

277

544

118

174

276

544

116

171

273

541

114

169

271

539

113

168

270

538

112

167

269

537

112

167

269

537

112

167

269

536

111

166

268

536

111

166

268

536

111

166

268

535

110

165

267

535

110

165

266

534

109

164

266

534

108

163

265

533

107

162

264

532

106

161

263

531

105

160

262

530

104

159

261

529

103

158

260

528

102

157

259

527

101

156

258

526

100

155

257

525

2.5. Krona

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

108

221

488

1 179

109

222

490

959

106

220

488

788

109

220

487

656

112

220

487

554

117

220

487

119

219

487

118

219

487

117

219

486

117

218

486

117

218

486

117

218

486

117

219

486

117

219

486

117

219

487

117

219

487

117

219

487

118

219

487

118

220

488

118

220

488

119

221

488

119

221

489

119

221

489

119

221

489

119

221

489

119

221

489

119

221

489

119

221

489

119

221

489

119

221

488

2.6. Lev

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

103

216

484

1 181

103

216

484

960

213

481

789

101

212

480

657

105

212

480

554

109

212

480

112

212

480

111

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

110

212

480

2.7. Pound sterling

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

133

236

504

1 217

133

236

504

987

122

233

500

810

115

231

499

674

107

230

498

568

102

229

496

228

495

227

494

226

493

225

493

224

492

223

491

223

490

222

490

221

489

220

488

220

487

219

487

219

487

220

487

220

487

219

487

219

486

218

486

218

485

217

485

216

484

216

484

215

483

215

483

2.8. Romanian leu

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

116

179

293

560

1 276

115

179

292

560

1 040

117

174

288

556

856

118

175

286

554

712

121

177

284

552

600

123

180

283

551

124

181

281

549

122

178

279

547

120

176

278

545

119

175

277

544

118

173

275

543

117

172

274

542

116

171

272

540

114

169

271

539

113

168

270

538

112

167

269

537

111

166

268

536

110

165

267

535

109

164

266

534

108

163

265

533

107

162

264

532

106

161

263

531

105

160

262

530

104

159

261

529

103

158

260

528

102

157

259

526

101

156

258

525

100

155

256

524

154

255

523

152

254

522

2.9. Zloty

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

153

266

534

1 225

153

266

534

998

148

263

530

821

150

261

529

684

153

260

528

577

156

259

526

100

157

258

525

155

257

524

154

255

523

152

254

522

152

254

521

151

253

521

150

252

520

150

252

519

149

251

519

148

250

518

148

250

518

148

249

517

147

249

517

147

249

516

147

248

516

146

248

516

146

247

515

145

247

514

144

246

514

143

245

513

143

244

512

142

244

511

141

243

511

140

242

510

2.10. Króna

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

104

125

189

302

570

1 288

103

125

189

302

569

1 046

104

125

183

297

564

858

105

127

184

294

562

713

106

130

186

293

561

600

108

133

189

292

560

109

134

191

292

560

110

134

190

291

559

110

134

189

291

559

111

134

189

291

559

112

134

189

291

558

111

133

188

290

557

111

132

187

289

556

110

131

186

288

555

109

129

185

286

554

108

128

184

285

553

107

127

182

284

552

106

126

181

283

551

105

125

180

282

550

104

124

179

281

549

102

123

178

280

548

101

122

177

279

546

100

120

175

277

545

119

174

276

543

117

172

274

542

116

171

273

540

114

169

271

539

113

168

270

538

111

167

268

536

110

165

267

535

2.11. Norwegian krone

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

128

242

509

1 217

129

242

510

989

124

239

506

812

126

237

504

675

129

236

504

568

132

235

503

134

234

502

132

234

501

131

233

501

130

232

500

130

232

499

129

231

499

129

230

498

128

230

498

128

229

497

127

229

497

127

229

496

127

228

496

127

228

496

127

228

496

127

229

496

127

228

496

126

228

496

126

228

496

126

228

496

126

228

495

125

227

495

125

227

495

125

227

494

124

226

494

2.12. Swiss franc

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

198

465

1 145

198

466

931

196

463

765

195

463

637

195

463

537

195

463

195

463

195

463

195

463

195

463

196

464

195

463

196

463

195

463

194

462

194

461

194

462

194

462

194

462

195

463

195

463

195

463

195

463

195

463

195

463

195

463

195

462

195

462

195

462

195

462

2.13. Australian dollar

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

140

253

521

1 209

141

254

521

981

136

250

518

806

138

249

517

671

141

248

516

566

145

248

515

147

247

515

145

246

514

144

246

513

143

245

513

143

244

512

142

244

511

141

243

511

141

243

510

140

242

510

140

242

509

139

241

509

139

241

509

139

240

508

139

240

508

138

240

508

138

240

507

137

239

507

136

238

506

136

238

505

135

237

505

134

236

504

133

235

503

133

235

502

132

234

502

2.14. Canadian dollar

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

117

230

497

1 193

117

231

498

970

114

228

496

797

116

227

495

663

120

227

495

559

124

227

495

126

227

495

126

227

495

125

227

495

125

227

495

125

227

495

125

227

495

125

227

495

125

227

495

125

227

495

125

227

495

125

227

495

125

227

495

125

227

495

125

227

495

125

227

495

125

227

494

124

226

494

124

226

493

123

225

493

123

225

492

122

224

492

122

224

492

122

223

491

121

223

491

2.15. Colombian peso

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

119

183

296

563

1 292

103

125

188

302

569

1 066

108

129

186

301

568

885

111

133

190

301

568

742

100

116

140

195

303

571

628

103

119

144

201

304

572

105

122

147

205

305

573

106

124

149

205

306

574

107

126

150

206

307

575

108

128

151

206

308

576

109

129

151

206

308

575

108

129

150

205

307

575

107

128

149

204

306

573

106

127

148

203

304

572

105

126

146

201

303

571

103

124

145

200

302

569

102

123

143

198

300

568

101

121

142

197

299

567

120

141

196

297

565

119

139

194

296

564

117

138

193

294

562

115

136

191

293

560

114

134

189

291

559

112

132

187

289

557

110

130

186

287

555

108

129

184

286

553

106

127

182

284

552

105

125

180

282

550

103

123

179

280

548

101

122

177

279

546

2.16. Hong Kong dollar

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

111

224

492

1 188

113

227

494

966

111

225

493

793

115

226

493

660

119

226

494

556

124

227

495

126

227

495

126

227

495

125

227

495

125

227

495

125

227

494

125

226

494

124

226

494

123

225

493

123

225

493

122

224

492

122

224

492

122

224

492

122

224

492

122

224

492

122

224

492

122

224

492

122

224

492

122

224

492

122

224

492

122

224

491

122

223

491

121

223

491

121

223

491

121

223

490

2.17. New Taiwan dollar

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

208

475

1 164

208

476

946

205

472

778

203

471

647

203

470

545

202

470

101

201

469

100

201

468

200

468

199

467

199

467

199

467

200

467

200

468

200

468

201

468

201

469

100

202

470

101

203

470

102

204

471

103

204

472

103

205

473

104

206

473

104

206

474

105

206

474

105

207

474

105

207

475

105

207

475

106

207

475

106

208

475

2.18. Renminbi-yuan

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

126

239

507

1 169

127

240

508

950

123

237

505

780

126

237

504

649

129

236

504

546

133

236

504

135

235

503

133

234

502

132

234

501

131

233

501

131

233

500

130

232

500

130

232

500

130

232

499

130

232

499

130

232

499

130

232

499

130

232

500

130

232

500

131

232

500

131

232

500

131

232

500

131

232

500

130

232

500

130

232

500

130

232

499

130

231

499

129

231

499

129

231

499

129

231

498

2.19. US dollar

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

229

497

1 218

229

497

986

227

495

809

227

495

672

228

496

567

228

496

228

496

229

496

228

496

228

496

228

496

228

496

228

496

228

496

228

496

228

496

228

496

228

496

228

496

228

496

229

496

229

496

228

496

228

496

228

496

228

495

227

495

227

495

226

494

226

494

2.20. Yen

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

189

456

1 159

188

455

943

184

451

775

182

450

645

181

449

544

181

449

464

181

448

181

448

181

448

181

449

181

449

181

449

181

449

182

449

182

450

182

450

183

450

183

451

184

452

184

452

185

453

185

453

185

453

186

453

186

453

186

453

185

453

185

453

185

453

185

453

Other exposures

3.1. Euro

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

152

293

3 109

152

335

2 334

147

351

1 772

145

352

1 375

145

344

1 091

145

332

886

145

317

732

145

300

615

145

284

524

145

267

451

145

251

391

145

236

342

145

236

301

145

236

267

145

236

237

145

236

145

236

145

236

145

236

145

236

145

236

145

236

145

236

145

236

145

236

145

236

145

236

145

236

145

236

145

236

3.2. Czech koruna

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

165

300

3 184

166

343

2 392

162

359

1 816

159

360

1 408

158

352

1 117

158

339

906

157

323

749

156

307

629

156

289

535

155

272

460

154

256

399

154

245

349

153

244

307

153

244

272

153

243

152

243

152

243

152

243

152

243

153

243

153

244

153

244

153

244

153

244

153

244

153

244

153

244

153

243

152

243

152

243

3.3. Danish krone

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

151

293

3 108

151

335

2 333

147

351

1 772

145

352

1 374

145

344

1 091

145

332

886

145

317

732

145

300

615

145

284

524

145

267

450

145

251

391

145

236

342

145

236

301

145

236

266

145

236

237

145

236

145

236

145

236

145

236

145

236

145

236

145

236

145

236

145

236

145

236

145

236

145

236

145

236

145

236

145

236

3.4. Forint

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

112

224

316

3 319

109

221

356

2 498

116

219

374

1 899

118

215

375

1 473

119

213

367

1 169

120

212

354

949

121

210

338

785

122

209

321

659

124

208

303

561

123

205

296

482

121

203

294

419

120

202

293

366

120

202

292

322

120

201

292

119

201

292

119

201

292

119

200

291

118

200

291

118

199

290

117

199

290

116

198

289

116

197

288

115

197

287

114

196

286

113

195

285

112

194

284

111

193

283

110

191

282

109

190

281

108

189

280

3.5. Krona

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

155

293

3 100

157

334

2 329

154

350

1 769

152

351

1 372

152

344

1 089

152

331

884

152

316

731

152

300

614

151

283

523

151

267

450

151

251

391

151

242

342

151

242

301

151

242

266

151

242

151

242

152

242

152

243

152

243

153

244

153

244

153

244

154

244

154

244

154

244

154

244

153

244

153

244

153

244

153

244

3.6. Lev

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

151

293

3 106

151

335

2 332

147

351

1 771

144

352

1 374

144

344

1 090

144

332

885

144

316

732

144

300

615

144

283

523

144

267

450

144

251

391

144

235

342

144

235

301

144

235

266

144

235

237

144

235

144

235

144

235

144

235

144

235

144

235

144

235

145

235

145

235

145

235

145

235

145

235

145

235

145

235

145

235

3.7. Pound sterling

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

171

302

3 205

171

344

2 402

166

360

1 822

163

360

1 412

162

352

1 120

161

340

909

160

324

751

159

307

631

158

290

537

157

273

462

157

257

401

156

247

351

155

246

309

155

245

273

154

245

153

244

152

243

152

243

152

242

152

243

152

243

152

242

151

242

151

241

150

241

149

240

149

240

148

239

148

239

147

238

3.8. Romanian leu

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

115

227

320

3 371

115

227

362

2 540

119

222

379

1 931

122

219

380

1 497

100

122

217

372

1 187

101

124

215

358

962

101

124

214

342

795

100

125

212

324

667

100

126

210

306

566

100

126

209

300

486

100

126

208

298

422

124

206

297

368

123

205

296

323

122

204

294

121

202

293

119

201

292

119

200

291

118

199

290

117

199

289

116

198

288

115

197

288

114

196

287

113

195

285

112

193

284

111

192

283

109

191

282

108

190

281

107

189

280

106

188

279

105

187

278

3.9. Zloty

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

201

304

3 230

201

348

2 431

196

364

1 847

194

366

1 433

192

358

1 138

100

191

346

924

101

190

330

765

102

189

313

643

103

188

296

547

104

187

279

471

104

186

277

409

104

185

276

357

103

185

275

314

102

184

275

278

102

184

274

101

183

274

100

182

273

100

182

273

100

181

272

181

272

181

272

180

271

180

271

179

270

178

269

178

268

177

268

176

267

175

266

175

266

3.10. Króna

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

105

125

237

329

3 404

104

125

236

363

2 556

105

128

230

380

1 937

106

130

227

380

1 499

108

131

226

372

1 187

110

133

225

357

961

101

111

135

224

341

793

102

112

137

224

323

665

102

114

139

224

315

565

103

115

141

224

314

485

103

115

141

223

314

420

102

114

140

222

313

367

101

113

139

221

312

322

100

112

138

220

311

111

137

219

310

110

136

218

309

109

135

217

308

108

134

216

306

107

133

215

305

106

132

214

304

105

131

212

303

103

129

211

302

102

128

210

300

101

126

208

299

125

207

298

123

205

296

122

204

295

120

202

293

119

201

292

118

199

290

3.11. Norwegian krone

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

176

302

3 205

177

344

2 407

172

360

1 825

169

361

1 413

168

352

1 120

168

339

908

167

324

750

166

307

630

165

289

536

165

272

461

164

256

400

163

254

349

163

254

307

162

253

272

162

253

161

252

161

252

161

252

161

252

161

252

161

252

161

252

161

252

161

251

160

251

160

251

160

250

159

250

159

250

159

250

3.12. Swiss franc

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

132

284

3 006

133

325

2 256

129

340

1 713

127

341

1 328

127

334

1 055

127

322

856

128

307

708

128

291

595

128

275

507

127

259

436

128

243

379

127

228

331

128

219

292

128

219

258

127

218

230

126

217

126

217

126

217

127

218

127

218

128

218

128

219

128

218

128

218

128

218

128

218

130

218

131

218

132

218

134

218

3.13. Australian dollar

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

188

300

3 183

188

342

2 387

184

358

1 812

181

359

1 405

181

351

1 116

180

339

905

179

323

749

179

307

629

178

290

536

177

273

461

177

268

400

176

267

350

176

266

308

175

266

273

175

265

174

265

174

264

173

264

173

264

173

264

172

263

172

263

171

262

171

262

170

261

169

260

168

259

168

259

167

258

166

257

3.14. Canadian dollar

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

164

296

3 140

165

338

2 356

162

354

1 789

160

355

1 387

159

347

1 101

159

334

893

159

319

739

159

303

621

159

286

528

159

269

454

159

253

394

159

250

345

159

250

304

159

250

269

159

250

159

250

159

250

159

250

159

250

159

250

159

250

159

250

159

249

158

249

158

248

157

248

157

248

156

247

156

247

156

246

3.15. Colombian peso

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

119

230

323

3 418

104

124

236

371

2 607

101

109

132

234

393

1 999

103

113

136

233

397

1 560

107

118

141

235

390

1 243

111

122

145

237

378

1 011

114

124

148

238

362

838

116

127

152

239

344

705

101

118

130

155

240

331

600

102

120

132

157

240

331

517

102

120

132

158

240

331

449

101

120

132

158

239

330

392

100

119

131

156

238

329

345

117

129

155

237

328

116

128

154

236

326

114

126

152

234

325

113

125

151

233

324

112

124

150

231

322

110

122

148

230

321

109

121

147

228

319

107

119

145

227

318

106

118

143

225

316

104

116

142

223

314

102

114

140

222

312

100

112

138

220

311

110

136

218

309

109

134

216

307

107

133

215

305

105

131

213

304

104

129

211

302

3.16. Hong Kong dollar

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

159

295

3 125

161

337

2 346

159

352

1 781

158

353

1 380

159

345

1 095

159

333

888

159

317

735

159

301

617

159

284

525

159

268

452

159

251

392

159

250

343

158

249

302

158

249

267

157

248

157

247

156

247

156

247

156

247

157

247

157

247

157

247

157

247

156

247

156

247

156

247

156

247

156

246

155

246

155

246

3.17. New Taiwan dollar

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

142

289

3 059

143

330

2 296

138

346

1 743

136

346

1 351

135

339

1 072

134

326

869

134

311

719

133

295

603

132

278

513

132

262

441

132

246

383

132

230

335

132

223

295

132

223

261

133

223

232

133

224

134

224

134

225

135

226

136

227

137

228

137

228

138

229

138

229

139

230

139

230

139

230

140

230

140

231

140

231

3.18. Renminbi-yuan

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

174

290

3 073

175

331

2 305

171

347

1 748

169

347

1 355

169

339

1 075

168

327

871

168

311

720

167

295

605

166

278

514

166

262

442

165

256

384

165

255

336

164

255

296

164

255

262

164

255

164

255

164

255

164

255

165

255

165

256

165

256

165

256

165

256

165

255

164

255

164

255

164

255

164

254

163

254

163

254

3.19. US dollar

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

164

302

3 209

164

343

2 399

161

359

1 818

160

359

1 409

160

351

1 117

161

339

906

161

323

749

161

306

629

161

289

535

161

272

460

161

256

400

161

252

349

161

252

308

161

252

272

161

252

160

251

161

251

161

251

161

251

161

252

161

252

161

252

161

252

161

251

160

251

160

251

160

250

159

250

159

250

159

249

3.20. Yen

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

123

288

3 044

122

329

2 287

117

345

1 737

114

345

1 347

114

338

1 069

113

325

867

113

311

717

113

294

603

113

278

513

113

262

441

113

246

383

114

231

335

114

216

295

114

205

262

114

205

233

115

205

208

115

206

117

207

119

207

121

208

123

208

125

208

126

209

127

209

129

209

130

209

132

209

133

209

134

208

135

208

ANNEX III

Volatility adjustment to the relevant risk-free interest rate term structure

Currency

National insurance market

Volatility adjustment (in bps)

Euro

Austria

Euro

Belgium

Euro

Croatia

Euro

Cyprus

Euro

Estonia

Euro

Finland

Euro

France

Euro

Germany

Euro

Greece

Euro

Ireland

Euro

Italy

Euro

Latvia

Euro

Lithuania

Euro

Luxembourg

Euro

Malta

Euro

Netherlands

Euro

Portugal

Euro

Slovakia

Euro

Slovenia

Euro

Spain

Czech koruna

Czechia

Danish krone

Denmark

Forint

Hungary

Krona

Sweden

Lev

Bulgaria

Pound sterling

United Kingdom

Romanian leu

Romania

Zloty

Poland

Króna

Iceland

Norwegian krone

Norway

Swiss franc

Liechtenstein

–4

Swiss franc

Switzerland

–4

Australian dollar

Australia

Canadian dollar

Canada

Renminbi-yuan

China

–1

Hong Kong dollar

Hong Kong

US dollar

United States

Yen

Japan

ELI: http://data.europa.eu/eli/reg_impl/2025/1794/oj

ISSN 1977-0677 (electronic edition)

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