Commission Implementing Regulation (EU) 2026/2041: Technical Information for Calculating Technical Provisions and Basic Own Funds under Directive 2009/138/EC (Reporting 30 June 2026 - 29 September 2026) — EIOPA — EU

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Document 32026R2041

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Commission Implementing Regulation (EU) 2026/2041 of 11 September 2026 laying down rules for the application of Directive 2009/138/EC of the European Parliament and of the Council as regards technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2026 until 29 September 2026

C/2026/6234

OJ L, 2026/2041, 14.9.2026, ELI: http://data.europa.eu/eli/reg_impl/2026/2041/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)

ELI: http://data.europa.eu/eli/reg_impl/2026/2041/oj

Language 1

Language 2

Language 3

Official Journal of the European Union

L series

2026/2041

14.9.2026

COMMISSION IMPLEMENTING REGULATION (EU) 2026/2041

of 11 September 2026

laying down rules for the application of Directive 2009/138/EC of the European Parliament and of the Council as regards technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2026 until 29 September 2026

(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 6 July 2026, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2026 market data. That information was published on 3 July 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 set out in this Regulation.

(5)

To provide legal certainty, 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 2026 until 29 September 2026.
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 to this Regulation;

(b)

the fundamental spreads for the calculation of the matching adjustment set out in Annex II to this Regulation;

(c)

for each relevant national insurance market, the volatility adjustments set out in Annex III to this Regulation.

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 2026.

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

Done at Brussels, 11 September 2026.

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

Pound sterling

2,592 %

3,935 %

2,582 %

5,074 %

2,033 %

3,986 %

2,607 %

3,990 %

2,597 %

4,973 %

2,165 %

4,020 %

2,612 %

4,004 %

2,602 %

4,916 %

2,242 %

4,020 %

2,610 %

4,011 %

2,600 %

4,889 %

2,312 %

4,038 %

2,628 %

4,019 %

2,618 %

4,879 %

2,381 %

4,074 %

2,659 %

4,033 %

2,649 %

4,879 %

2,448 %

4,121 %

2,701 %

4,052 %

2,691 %

4,893 %

2,510 %

4,179 %

2,745 %

4,075 %

2,735 %

4,906 %

2,567 %

4,243 %

2,784 %

4,104 %

2,774 %

4,924 %

2,619 %

4,310 %

2,850 %

4,137 %

2,840 %

4,945 %

2,666 %

4,378 %

2,870 %

4,176 %

2,860 %

4,967 %

2,710 %

4,446 %

2,911 %

4,214 %

2,901 %

4,988 %

2,749 %

4,508 %

2,952 %

4,249 %

2,942 %

5,009 %

2,784 %

4,568 %

2,985 %

4,277 %

2,975 %

5,024 %

2,816 %

4,626 %

3,033 %

4,297 %

3,023 %

5,040 %

2,845 %

4,678 %

3,068 %

4,308 %

3,058 %

5,049 %

2,871 %

4,724 %

3,087 %

4,311 %

3,077 %

5,052 %

2,895 %

4,765 %

3,095 %

4,308 %

3,085 %

5,050 %

2,916 %

4,801 %

3,098 %

4,300 %

3,087 %

5,045 %

2,935 %

4,832 %

3,098 %

4,289 %

3,088 %

5,036 %

2,953 %

4,859 %

3,098 %

4,276 %

3,088 %

5,025 %

2,969 %

4,880 %

3,100 %

4,261 %

3,090 %

5,013 %

2,984 %

4,898 %

3,101 %

4,244 %

3,091 %

4,999 %

2,997 %

4,911 %

3,103 %

4,226 %

3,094 %

4,985 %

3,010 %

4,920 %

3,105 %

4,208 %

3,096 %

4,970 %

3,021 %

4,925 %

3,108 %

4,189 %

3,099 %

4,954 %

3,032 %

4,925 %

3,111 %

4,170 %

3,101 %

4,939 %

3,042 %

4,923 %

3,113 %

4,151 %

3,104 %

4,923 %

3,051 %

4,918 %

3,116 %

4,133 %

3,107 %

4,908 %

3,059 %

4,910 %

3,119 %

4,114 %

3,110 %

4,892 %

3,067 %

4,900 %

3,122 %

4,096 %

3,114 %

4,877 %

3,075 %

4,889 %

3,125 %

4,078 %

3,117 %

4,862 %

3,082 %

4,875 %

3,128 %

4,060 %

3,120 %

4,848 %

3,089 %

4,861 %

3,131 %

4,043 %

3,123 %

4,833 %

3,095 %

4,844 %

3,134 %

4,027 %

3,126 %

4,819 %

3,101 %

4,826 %

3,137 %

4,010 %

3,129 %

4,806 %

3,106 %

4,806 %

3,139 %

3,995 %

3,132 %

4,793 %

3,111 %

4,785 %

3,142 %

3,979 %

3,135 %

4,780 %

3,116 %

4,762 %

3,145 %

3,965 %

3,138 %

4,767 %

3,121 %

4,738 %

3,148 %

3,950 %

3,141 %

4,755 %

3,125 %

4,712 %

3,150 %

3,937 %

3,144 %

4,744 %

3,130 %

4,685 %

3,153 %

3,923 %

3,146 %

4,733 %

3,134 %

4,657 %

3,156 %

3,910 %

3,149 %

4,722 %

3,138 %

4,628 %

3,158 %

3,898 %

3,152 %

4,711 %

3,141 %

4,599 %

3,160 %

3,886 %

3,154 %

4,701 %

3,145 %

4,570 %

3,163 %

3,874 %

3,157 %

4,691 %

3,148 %

4,541 %

3,165 %

3,863 %

3,159 %

4,681 %

3,151 %

4,512 %

3,167 %

3,852 %

3,162 %

4,672 %

3,155 %

4,485 %

3,170 %

3,841 %

3,164 %

4,663 %

3,157 %

4,458 %

3,172 %

3,831 %

3,166 %

4,655 %

3,160 %

4,432 %

3,174 %

3,821 %

3,168 %

4,646 %

3,163 %

4,408 %

3,176 %

3,812 %

3,171 %

4,638 %

3,166 %

4,384 %

3,178 %

3,802 %

3,173 %

4,630 %

3,168 %

4,362 %

3,180 %

3,793 %

3,175 %

4,623 %

3,171 %

4,340 %

3,182 %

3,785 %

3,177 %

4,615 %

3,173 %

4,319 %

3,184 %

3,776 %

3,179 %

4,608 %

3,175 %

4,300 %

3,185 %

3,768 %

3,181 %

4,601 %

3,177 %

4,281 %

3,187 %

3,760 %

3,182 %

4,595 %

3,180 %

4,262 %

3,189 %

3,753 %

3,184 %

4,588 %

3,182 %

4,245 %

3,191 %

3,745 %

3,186 %

4,582 %

3,184 %

4,228 %

3,192 %

3,738 %

3,188 %

4,576 %

3,186 %

4,211 %

3,194 %

3,731 %

3,189 %

4,570 %

3,187 %

4,196 %

3,195 %

3,725 %

3,191 %

4,564 %

3,189 %

4,181 %

3,197 %

3,718 %

3,192 %

4,558 %

3,191 %

4,166 %

3,198 %

3,712 %

3,194 %

4,553 %

3,193 %

4,152 %

3,200 %

3,706 %

3,196 %

4,548 %

3,194 %

4,138 %

3,201 %

3,700 %

3,197 %

4,543 %

3,196 %

4,125 %

3,203 %

3,694 %

3,198 %

4,538 %

3,197 %

4,112 %

3,204 %

3,688 %

3,200 %

4,533 %

3,199 %

4,100 %

3,205 %

3,683 %

3,201 %

4,528 %

3,200 %

4,088 %

3,206 %

3,677 %

3,202 %

4,523 %

3,202 %

4,076 %

3,208 %

3,672 %

3,204 %

4,519 %

3,203 %

4,065 %

3,209 %

3,667 %

3,205 %

4,515 %

3,204 %

4,054 %

3,210 %

3,662 %

3,206 %

4,510 %

3,206 %

4,043 %

3,211 %

3,657 %

3,207 %

4,506 %

3,207 %

4,033 %

3,212 %

3,653 %

3,209 %

4,502 %

3,208 %

4,023 %

3,213 %

3,648 %

3,210 %

4,498 %

3,209 %

4,013 %

3,215 %

3,644 %

3,211 %

4,495 %

3,210 %

4,004 %

3,216 %

3,639 %

3,212 %

4,491 %

3,212 %

3,995 %

3,217 %

3,635 %

3,213 %

4,487 %

3,213 %

3,986 %

3,218 %

3,631 %

3,214 %

4,484 %

3,214 %

3,977 %

3,219 %

3,627 %

3,215 %

4,480 %

3,215 %

3,969 %

3,220 %

3,623 %

3,216 %

4,477 %

3,216 %

3,960 %

3,220 %

3,619 %

3,217 %

4,474 %

3,217 %

3,952 %

3,221 %

3,615 %

3,218 %

4,470 %

3,218 %

3,944 %

3,222 %

3,612 %

3,219 %

4,467 %

3,219 %

3,937 %

3,223 %

3,608 %

3,220 %

4,464 %

3,220 %

3,929 %

3,224 %

3,605 %

3,221 %

4,461 %

3,221 %

3,922 %

3,225 %

3,601 %

3,222 %

4,458 %

3,222 %

3,915 %

3,226 %

3,598 %

3,223 %

4,455 %

3,222 %

3,908 %

3,226 %

3,595 %

3,223 %

4,453 %

3,223 %

3,901 %

3,227 %

3,591 %

3,224 %

4,450 %

3,224 %

3,894 %

3,228 %

3,588 %

3,225 %

4,447 %

3,225 %

3,888 %

3,229 %

3,585 %

3,226 %

4,445 %

3,226 %

3,881 %

3,230 %

3,582 %

3,227 %

4,442 %

3,226 %

3,875 %

3,230 %

3,579 %

3,227 %

4,439 %

3,227 %

3,869 %

3,231 %

3,576 %

3,228 %

4,437 %

3,228 %

3,863 %

3,232 %

3,573 %

3,229 %

4,435 %

3,229 %

3,857 %

3,232 %

3,571 %

3,230 %

4,432 %

3,229 %

3,852 %

100

3,233 %

3,568 %

3,230 %

4,430 %

3,230 %

3,846 %

101

3,234 %

3,565 %

3,231 %

4,428 %

3,231 %

3,841 %

102

3,234 %

3,563 %

3,232 %

4,425 %

3,232 %

3,835 %

103

3,235 %

3,560 %

3,232 %

4,423 %

3,232 %

3,830 %

104

3,236 %

3,558 %

3,233 %

4,421 %

3,233 %

3,825 %

105

3,236 %

3,555 %

3,234 %

4,419 %

3,233 %

3,820 %

106

3,237 %

3,553 %

3,234 %

4,417 %

3,234 %

3,815 %

107

3,237 %

3,550 %

3,235 %

4,415 %

3,235 %

3,810 %

108

3,238 %

3,548 %

3,235 %

4,413 %

3,235 %

3,805 %

109

3,239 %

3,546 %

3,236 %

4,411 %

3,236 %

3,800 %

110

3,239 %

3,544 %

3,237 %

4,409 %

3,236 %

3,796 %

111

3,240 %

3,541 %

3,237 %

4,407 %

3,237 %

3,791 %

112

3,240 %

3,539 %

3,238 %

4,405 %

3,238 %

3,787 %

113

3,241 %

3,537 %

3,238 %

4,403 %

3,238 %

3,783 %

114

3,241 %

3,535 %

3,239 %

4,402 %

3,239 %

3,778 %

115

3,242 %

3,533 %

3,239 %

4,400 %

3,239 %

3,774 %

116

3,242 %

3,531 %

3,240 %

4,398 %

3,240 %

3,770 %

117

3,243 %

3,529 %

3,240 %

4,396 %

3,240 %

3,766 %

118

3,243 %

3,527 %

3,241 %

4,395 %

3,241 %

3,762 %

119

3,244 %

3,525 %

3,241 %

4,393 %

3,241 %

3,758 %

120

3,244 %

3,523 %

3,242 %

4,392 %

3,242 %

3,754 %

121

3,245 %

3,521 %

3,242 %

4,390 %

3,242 %

3,751 %

122

3,245 %

3,520 %

3,243 %

4,388 %

3,243 %

3,747 %

123

3,245 %

3,518 %

3,243 %

4,387 %

3,243 %

3,743 %

124

3,246 %

3,516 %

3,244 %

4,385 %

3,244 %

3,740 %

125

3,246 %

3,514 %

3,244 %

4,384 %

3,244 %

3,736 %

126

3,247 %

3,513 %

3,245 %

4,382 %

3,245 %

3,733 %

127

3,247 %

3,511 %

3,245 %

4,381 %

3,245 %

3,729 %

128

3,248 %

3,509 %

3,245 %

4,380 %

3,245 %

3,726 %

129

3,248 %

3,508 %

3,246 %

4,378 %

3,246 %

3,722 %

130

3,248 %

3,506 %

3,246 %

4,377 %

3,246 %

3,719 %

131

3,249 %

3,505 %

3,247 %

4,375 %

3,247 %

3,716 %

132

3,249 %

3,503 %

3,247 %

4,374 %

3,247 %

3,713 %

133

3,250 %

3,501 %

3,247 %

4,373 %

3,247 %

3,710 %

134

3,250 %

3,500 %

3,248 %

4,372 %

3,248 %

3,707 %

135

3,250 %

3,498 %

3,248 %

4,370 %

3,248 %

3,704 %

136

3,251 %

3,497 %

3,249 %

4,369 %

3,249 %

3,701 %

137

3,251 %

3,496 %

3,249 %

4,368 %

3,249 %

3,698 %

138

3,251 %

3,494 %

3,249 %

4,367 %

3,249 %

3,695 %

139

3,252 %

3,493 %

3,250 %

4,365 %

3,250 %

3,692 %

140

3,252 %

3,491 %

3,250 %

4,364 %

3,250 %

3,689 %

141

3,252 %

3,490 %

3,250 %

4,363 %

3,250 %

3,686 %

142

3,253 %

3,489 %

3,251 %

4,362 %

3,251 %

3,684 %

143

3,253 %

3,487 %

3,251 %

4,361 %

3,251 %

3,681 %

144

3,253 %

3,486 %

3,251 %

4,360 %

3,251 %

3,678 %

145

3,254 %

3,485 %

3,252 %

4,358 %

3,252 %

3,676 %

146

3,254 %

3,483 %

3,252 %

4,357 %

3,252 %

3,673 %

147

3,254 %

3,482 %

3,252 %

4,356 %

3,252 %

3,671 %

148

3,255 %

3,481 %

3,253 %

4,355 %

3,253 %

3,668 %

149

3,255 %

3,480 %

3,253 %

4,354 %

3,253 %

3,666 %

150

3,255 %

3,479 %

3,253 %

4,353 %

3,253 %

3,663 %

Term to maturity (in years)

Romanian leu

Zloty

Króna

Norwegian krone

Swiss franc

Australian dollar

6,092 %

3,688 %

8,058 %

4,863 %

0,012 %

4,713 %

6,214 %

3,929 %

7,811 %

4,765 %

0,087 %

4,593 %

6,282 %

4,151 %

7,568 %

4,614 %

0,147 %

4,518 %

6,341 %

4,371 %

7,373 %

4,471 %

0,202 %

4,520 %

6,391 %

4,574 %

7,203 %

4,360 %

0,258 %

4,521 %

6,438 %

4,756 %

7,044 %

4,286 %

0,317 %

4,560 %

6,490 %

4,921 %

6,893 %

4,235 %

0,375 %

4,608 %

6,532 %

5,057 %

6,751 %

4,196 %

0,430 %

4,662 %

6,581 %

5,171 %

6,616 %

4,163 %

0,484 %

4,734 %

6,619 %

5,265 %

6,488 %

4,134 %

0,538 %

4,760 %

6,626 %

5,325 %

6,368 %

4,107 %

0,594 %

4,815 %

6,607 %

5,356 %

6,254 %

4,081 %

0,650 %

4,878 %

6,568 %

5,365 %

6,146 %

4,057 %

0,705 %

4,914 %

6,517 %

5,359 %

6,043 %

4,033 %

0,758 %

4,930 %

6,455 %

5,340 %

5,945 %

4,010 %

0,810 %

4,941 %

6,388 %

5,314 %

5,852 %

3,989 %

0,860 %

4,953 %

6,316 %

5,281 %

5,763 %

3,968 %

0,907 %

4,966 %

6,241 %

5,244 %

5,679 %

3,948 %

0,953 %

4,978 %

6,165 %

5,204 %

5,599 %

3,929 %

0,997 %

4,987 %

6,089 %

5,161 %

5,523 %

3,911 %

1,039 %

4,992 %

6,013 %

5,118 %

5,450 %

3,894 %

1,078 %

4,992 %

5,938 %

5,074 %

5,381 %

3,877 %

1,116 %

4,987 %

5,865 %

5,030 %

5,315 %

3,861 %

1,152 %

4,978 %

5,793 %

4,987 %

5,252 %

3,846 %

1,187 %

4,964 %

5,724 %

4,944 %

5,192 %

3,831 %

1,220 %

4,948 %

5,656 %

4,901 %

5,135 %

3,817 %

1,251 %

4,929 %

5,591 %

4,860 %

5,081 %

3,804 %

1,281 %

4,907 %

5,528 %

4,820 %

5,029 %

3,791 %

1,310 %

4,883 %

5,467 %

4,781 %

4,980 %

3,778 %

1,337 %

4,858 %

5,408 %

4,743 %

4,933 %

3,766 %

1,363 %

4,832 %

5,352 %

4,706 %

4,888 %

3,755 %

1,388 %

4,805 %

5,298 %

4,671 %

4,845 %

3,744 %

1,412 %

4,777 %

5,246 %

4,637 %

4,804 %

3,733 %

1,435 %

4,750 %

5,196 %

4,604 %

4,765 %

3,723 %

1,456 %

4,722 %

5,148 %

4,572 %

4,727 %

3,713 %

1,477 %

4,695 %

5,102 %

4,542 %

4,692 %

3,704 %

1,497 %

4,668 %

5,058 %

4,512 %

4,657 %

3,695 %

1,516 %

4,641 %

5,016 %

4,484 %

4,624 %

3,686 %

1,535 %

4,614 %

4,975 %

4,457 %

4,593 %

3,678 %

1,552 %

4,588 %

4,936 %

4,430 %

4,563 %

3,670 %

1,569 %

4,563 %

4,899 %

4,405 %

4,534 %

3,662 %

1,585 %

4,538 %

4,863 %

4,381 %

4,506 %

3,654 %

1,601 %

4,514 %

4,828 %

4,357 %

4,480 %

3,647 %

1,616 %

4,490 %

4,795 %

4,335 %

4,454 %

3,640 %

1,630 %

4,467 %

4,763 %

4,313 %

4,430 %

3,633 %

1,644 %

4,444 %

4,733 %

4,292 %

4,406 %

3,627 %

1,658 %

4,423 %

4,703 %

4,272 %

4,383 %

3,620 %

1,670 %

4,401 %

4,675 %

4,253 %

4,361 %

3,614 %

1,683 %

4,381 %

4,647 %

4,234 %

4,340 %

3,608 %

1,695 %

4,361 %

4,621 %

4,216 %

4,320 %

3,603 %

1,706 %

4,341 %

4,596 %

4,199 %

4,301 %

3,597 %

1,717 %

4,322 %

4,571 %

4,182 %

4,282 %

3,592 %

1,728 %

4,304 %

4,547 %

4,165 %

4,264 %

3,587 %

1,739 %

4,286 %

4,525 %

4,150 %

4,246 %

3,582 %

1,749 %

4,269 %

4,503 %

4,135 %

4,229 %

3,577 %

1,758 %

4,253 %

4,481 %

4,120 %

4,213 %

3,572 %

1,768 %

4,236 %

4,461 %

4,106 %

4,197 %

3,568 %

1,777 %

4,221 %

4,441 %

4,092 %

4,182 %

3,563 %

1,786 %

4,205 %

4,422 %

4,079 %

4,167 %

3,559 %

1,794 %

4,191 %

4,403 %

4,066 %

4,153 %

3,555 %

1,802 %

4,176 %

4,385 %

4,054 %

4,139 %

3,551 %

1,810 %

4,162 %

4,368 %

4,042 %

4,125 %

3,547 %

1,818 %

4,149 %

4,351 %

4,030 %

4,112 %

3,543 %

1,825 %

4,136 %

4,334 %

4,018 %

4,100 %

3,539 %

1,833 %

4,123 %

4,318 %

4,007 %

4,087 %

3,536 %

1,840 %

4,110 %

4,303 %

3,997 %

4,075 %

3,532 %

1,847 %

4,098 %

4,288 %

3,986 %

4,064 %

3,529 %

1,853 %

4,087 %

4,273 %

3,976 %

4,053 %

3,526 %

1,860 %

4,075 %

4,259 %

3,967 %

4,042 %

3,522 %

1,866 %

4,064 %

4,246 %

3,957 %

4,031 %

3,519 %

1,872 %

4,053 %

4,232 %

3,948 %

4,021 %

3,516 %

1,878 %

4,043 %

4,219 %

3,939 %

4,011 %

3,513 %

1,884 %

4,033 %

4,207 %

3,930 %

4,001 %

3,511 %

1,890 %

4,023 %

4,194 %

3,922 %

3,992 %

3,508 %

1,895 %

4,013 %

4,182 %

3,913 %

3,983 %

3,505 %

1,901 %

4,003 %

4,171 %

3,905 %

3,974 %

3,502 %

1,906 %

3,994 %

4,160 %

3,897 %

3,965 %

3,500 %

1,911 %

3,985 %

4,148 %

3,890 %

3,956 %

3,497 %

1,916 %

3,976 %

4,138 %

3,882 %

3,948 %

3,495 %

1,921 %

3,968 %

4,127 %

3,875 %

3,940 %

3,492 %

1,925 %

3,960 %

4,117 %

3,868 %

3,932 %

3,490 %

1,930 %

3,951 %

4,107 %

3,861 %

3,924 %

3,488 %

1,934 %

3,944 %

4,097 %

3,854 %

3,917 %

3,485 %

1,939 %

3,936 %

4,088 %

3,848 %

3,909 %

3,483 %

1,943 %

3,928 %

4,078 %

3,841 %

3,902 %

3,481 %

1,947 %

3,921 %

4,069 %

3,835 %

3,895 %

3,479 %

1,951 %

3,914 %

4,060 %

3,829 %

3,888 %

3,477 %

1,955 %

3,907 %

4,052 %

3,823 %

3,882 %

3,475 %

1,959 %

3,900 %

4,043 %

3,817 %

3,875 %

3,473 %

1,963 %

3,893 %

4,035 %

3,811 %

3,869 %

3,471 %

1,967 %

3,886 %

4,027 %

3,805 %

3,862 %

3,469 %

1,970 %

3,880 %

4,019 %

3,800 %

3,856 %

3,467 %

1,974 %

3,874 %

4,011 %

3,794 %

3,850 %

3,466 %

1,977 %

3,867 %

4,004 %

3,789 %

3,844 %

3,464 %

1,981 %

3,861 %

3,996 %

3,784 %

3,839 %

3,462 %

1,984 %

3,855 %

3,989 %

3,779 %

3,833 %

3,460 %

1,988 %

3,850 %

3,982 %

3,774 %

3,828 %

3,459 %

1,991 %

3,844 %

3,975 %

3,769 %

3,822 %

3,457 %

1,994 %

3,838 %

3,968 %

3,764 %

3,817 %

3,456 %

1,997 %

3,833 %

100

3,961 %

3,760 %

3,812 %

3,454 %

2,000 %

3,828 %

101

3,955 %

3,755 %

3,807 %

3,453 %

2,003 %

3,822 %

102

3,948 %

3,751 %

3,802 %

3,451 %

2,006 %

3,817 %

103

3,942 %

3,746 %

3,797 %

3,450 %

2,009 %

3,812 %

104

3,936 %

3,742 %

3,792 %

3,448 %

2,012 %

3,807 %

105

3,930 %

3,738 %

3,787 %

3,447 %

2,014 %

3,802 %

106

3,924 %

3,734 %

3,783 %

3,445 %

2,017 %

3,798 %

107

3,918 %

3,730 %

3,778 %

3,444 %

2,020 %

3,793 %

108

3,912 %

3,726 %

3,774 %

3,443 %

2,022 %

3,788 %

109

3,907 %

3,722 %

3,769 %

3,441 %

2,025 %

3,784 %

110

3,901 %

3,718 %

3,765 %

3,440 %

2,027 %

3,780 %

111

3,896 %

3,714 %

3,761 %

3,439 %

2,030 %

3,775 %

112

3,890 %

3,710 %

3,757 %

3,438 %

2,032 %

3,771 %

113

3,885 %

3,707 %

3,753 %

3,436 %

2,034 %

3,767 %

114

3,880 %

3,703 %

3,749 %

3,435 %

2,037 %

3,763 %

115

3,875 %

3,700 %

3,745 %

3,434 %

2,039 %

3,759 %

116

3,870 %

3,696 %

3,741 %

3,433 %

2,041 %

3,755 %

117

3,865 %

3,693 %

3,737 %

3,432 %

2,044 %

3,751 %

118

3,860 %

3,690 %

3,733 %

3,431 %

2,046 %

3,747 %

119

3,855 %

3,686 %

3,730 %

3,429 %

2,048 %

3,743 %

120

3,851 %

3,683 %

3,726 %

3,428 %

2,050 %

3,740 %

121

3,846 %

3,680 %

3,723 %

3,427 %

2,052 %

3,736 %

122

3,842 %

3,677 %

3,719 %

3,426 %

2,054 %

3,732 %

123

3,837 %

3,674 %

3,716 %

3,425 %

2,056 %

3,729 %

124

3,833 %

3,671 %

3,712 %

3,424 %

2,058 %

3,725 %

125

3,829 %

3,668 %

3,709 %

3,423 %

2,060 %

3,722 %

126

3,824 %

3,665 %

3,706 %

3,422 %

2,062 %

3,719 %

127

3,820 %

3,662 %

3,703 %

3,421 %

2,064 %

3,715 %

128

3,816 %

3,659 %

3,700 %

3,420 %

2,066 %

3,712 %

129

3,812 %

3,656 %

3,696 %

3,419 %

2,067 %

3,709 %

130

3,808 %

3,654 %

3,693 %

3,419 %

2,069 %

3,706 %

131

3,804 %

3,651 %

3,690 %

3,418 %

2,071 %

3,703 %

132

3,801 %

3,648 %

3,687 %

3,417 %

2,073 %

3,700 %

133

3,797 %

3,646 %

3,684 %

3,416 %

2,074 %

3,696 %

134

3,793 %

3,643 %

3,682 %

3,415 %

2,076 %

3,694 %

135

3,789 %

3,640 %

3,679 %

3,414 %

2,078 %

3,691 %

136

3,786 %

3,638 %

3,676 %

3,413 %

2,079 %

3,688 %

137

3,782 %

3,635 %

3,673 %

3,412 %

2,081 %

3,685 %

138

3,779 %

3,633 %

3,671 %

3,412 %

2,082 %

3,682 %

139

3,775 %

3,631 %

3,668 %

3,411 %

2,084 %

3,679 %

140

3,772 %

3,628 %

3,665 %

3,410 %

2,086 %

3,677 %

141

3,769 %

3,626 %

3,663 %

3,409 %

2,087 %

3,674 %

142

3,765 %

3,624 %

3,660 %

3,408 %

2,089 %

3,671 %

143

3,762 %

3,621 %

3,658 %

3,408 %

2,090 %

3,669 %

144

3,759 %

3,619 %

3,655 %

3,407 %

2,092 %

3,666 %

145

3,756 %

3,617 %

3,653 %

3,406 %

2,093 %

3,664 %

146

3,752 %

3,615 %

3,650 %

3,406 %

2,094 %

3,661 %

147

3,749 %

3,613 %

3,648 %

3,405 %

2,096 %

3,659 %

148

3,746 %

3,610 %

3,645 %

3,404 %

2,097 %

3,656 %

149

3,743 %

3,608 %

3,643 %

3,403 %

2,099 %

3,654 %

150

3,740 %

3,606 %

3,641 %

3,403 %

2,100 %

3,651 %

Term to maturity (in years)

Canadian dollar

Colombian peso

Hong Kong dollar

New Taiwan dollar

Renminbi-yuan

US dollar

2,487 %

12,355 %

3,085 %

1,072 %

1,084 %

4,020 %

2,667 %

12,067 %

3,121 %

1,116 %

1,095 %

4,010 %

2,771 %

11,859 %

3,063 %

1,150 %

1,105 %

3,953 %

2,831 %

11,722 %

3,028 %

1,181 %

1,135 %

3,922 %

2,875 %

11,630 %

3,021 %

1,209 %

1,166 %

3,917 %

2,932 %

11,587 %

3,032 %

1,232 %

1,185 %

3,930 %

2,998 %

11,542 %

3,054 %

1,254 %

1,203 %

3,951 %

3,063 %

11,508 %

3,082 %

1,271 %

1,230 %

3,978 %

3,125 %

11,478 %

3,113 %

1,287 %

1,270 %

4,010 %

3,180 %

11,461 %

3,147 %

1,301 %

1,324 %

4,045 %

3,228 %

11,411 %

3,182 %

1,328 %

1,393 %

4,082 %

3,270 %

11,323 %

3,217 %

1,366 %

1,470 %

4,120 %

3,306 %

11,208 %

3,249 %

1,411 %

1,552 %

4,157 %

3,339 %

11,073 %

3,278 %

1,459 %

1,635 %

4,191 %

3,367 %

10,924 %

3,303 %

1,510 %

1,718 %

4,222 %

3,393 %

10,765 %

3,323 %

1,561 %

1,799 %

4,248 %

3,416 %

10,599 %

3,339 %

1,612 %

1,878 %

4,270 %

3,436 %

10,430 %

3,353 %

1,662 %

1,955 %

4,287 %

3,455 %

10,259 %

3,364 %

1,711 %

2,029 %

4,299 %

3,471 %

10,088 %

3,372 %

1,759 %

2,099 %

4,307 %

3,485 %

9,919 %

3,380 %

1,805 %

2,167 %

4,310 %

3,498 %

9,752 %

3,385 %

1,849 %

2,232 %

4,308 %

3,509 %

9,590 %

3,390 %

1,892 %

2,294 %

4,303 %

3,519 %

9,431 %

3,394 %

1,933 %

2,352 %

4,295 %

3,528 %

9,278 %

3,397 %

1,973 %

2,409 %

4,284 %

3,535 %

9,129 %

3,399 %

2,011 %

2,462 %

4,271 %

3,541 %

8,985 %

3,400 %

2,047 %

2,513 %

4,255 %

3,546 %

8,847 %

3,401 %

2,082 %

2,562 %

4,239 %

3,549 %

8,714 %

3,402 %

2,115 %

2,609 %

4,221 %

3,552 %

8,586 %

3,402 %

2,147 %

2,653 %

4,204 %

3,554 %

8,464 %

3,402 %

2,178 %

2,695 %

4,186 %

3,554 %

8,347 %

3,402 %

2,207 %

2,736 %

4,169 %

3,554 %

8,234 %

3,402 %

2,235 %

2,774 %

4,151 %

3,554 %

8,127 %

3,401 %

2,262 %

2,811 %

4,134 %

3,553 %

8,024 %

3,400 %

2,287 %

2,846 %

4,118 %

3,551 %

7,925 %

3,400 %

2,312 %

2,880 %

4,101 %

3,550 %

7,830 %

3,399 %

2,336 %

2,912 %

4,085 %

3,547 %

7,740 %

3,398 %

2,358 %

2,943 %

4,070 %

3,545 %

7,654 %

3,397 %

2,380 %

2,972 %

4,055 %

3,542 %

7,571 %

3,395 %

2,401 %

3,001 %

4,040 %

3,540 %

7,491 %

3,394 %

2,421 %

3,028 %

4,025 %

3,537 %

7,415 %

3,393 %

2,440 %

3,054 %

4,011 %

3,534 %

7,342 %

3,392 %

2,459 %

3,079 %

3,997 %

3,531 %

7,272 %

3,391 %

2,477 %

3,103 %

3,984 %

3,528 %

7,205 %

3,389 %

2,494 %

3,126 %

3,971 %

3,525 %

7,141 %

3,388 %

2,510 %

3,148 %

3,959 %

3,522 %

7,079 %

3,387 %

2,526 %

3,170 %

3,946 %

3,518 %

7,019 %

3,386 %

2,541 %

3,190 %

3,935 %

3,515 %

6,962 %

3,384 %

2,556 %

3,210 %

3,923 %

3,512 %

6,907 %

3,383 %

2,570 %

3,229 %

3,912 %

3,509 %

6,854 %

3,382 %

2,584 %

3,248 %

3,901 %

3,506 %

6,803 %

3,381 %

2,597 %

3,265 %

3,891 %

3,503 %

6,754 %

3,380 %

2,610 %

3,282 %

3,880 %

3,500 %

6,707 %

3,378 %

2,623 %

3,299 %

3,870 %

3,497 %

6,661 %

3,377 %

2,635 %

3,315 %

3,861 %

3,494 %

6,617 %

3,376 %

2,646 %

3,330 %

3,851 %

3,491 %

6,574 %

3,375 %

2,657 %

3,345 %

3,842 %

3,489 %

6,533 %

3,374 %

2,668 %

3,360 %

3,834 %

3,486 %

6,494 %

3,373 %

2,679 %

3,374 %

3,825 %

3,483 %

6,455 %

3,372 %

2,689 %

3,387 %

3,817 %

3,481 %

6,418 %

3,371 %

2,699 %

3,400 %

3,809 %

3,478 %

6,382 %

3,370 %

2,708 %

3,413 %

3,801 %

3,476 %

6,347 %

3,369 %

2,717 %

3,425 %

3,793 %

3,473 %

6,313 %

3,368 %

2,726 %

3,437 %

3,786 %

3,471 %

6,281 %

3,367 %

2,735 %

3,449 %

3,778 %

3,468 %

6,249 %

3,366 %

2,743 %

3,460 %

3,771 %

3,466 %

6,218 %

3,365 %

2,752 %

3,471 %

3,765 %

3,464 %

6,188 %

3,364 %

2,760 %

3,482 %

3,758 %

3,462 %

6,159 %

3,364 %

2,767 %

3,492 %

3,751 %

3,459 %

6,131 %

3,363 %

2,775 %

3,502 %

3,745 %

3,457 %

6,103 %

3,362 %

2,782 %

3,512 %

3,739 %

3,455 %

6,077 %

3,361 %

2,789 %

3,521 %

3,733 %

3,453 %

6,051 %

3,360 %

2,796 %

3,531 %

3,727 %

3,451 %

6,026 %

3,360 %

2,803 %

3,540 %

3,721 %

3,449 %

6,001 %

3,359 %

2,810 %

3,548 %

3,716 %

3,447 %

5,977 %

3,358 %

2,816 %

3,557 %

3,711 %

3,446 %

5,954 %

3,357 %

2,822 %

3,565 %

3,705 %

3,444 %

5,931 %

3,357 %

2,828 %

3,573 %

3,700 %

3,442 %

5,909 %

3,356 %

2,834 %

3,581 %

3,695 %

3,440 %

5,888 %

3,355 %

2,840 %

3,589 %

3,690 %

3,439 %

5,867 %

3,355 %

2,846 %

3,596 %

3,685 %

3,437 %

5,846 %

3,354 %

2,851 %

3,604 %

3,681 %

3,435 %

5,826 %

3,353 %

2,857 %

3,611 %

3,676 %

3,434 %

5,807 %

3,353 %

2,862 %

3,618 %

3,672 %

3,432 %

5,788 %

3,352 %

2,867 %

3,625 %

3,667 %

3,431 %

5,769 %

3,352 %

2,872 %

3,631 %

3,663 %

3,429 %

5,751 %

3,351 %

2,877 %

3,638 %

3,659 %

3,428 %

5,733 %

3,350 %

2,882 %

3,644 %

3,655 %

3,426 %

5,716 %

3,350 %

2,886 %

3,650 %

3,651 %

3,425 %

5,699 %

3,349 %

2,891 %

3,656 %

3,647 %

3,424 %

5,682 %

3,349 %

2,895 %

3,662 %

3,643 %

3,422 %

5,666 %

3,348 %

2,900 %

3,668 %

3,640 %

3,421 %

5,650 %

3,348 %

2,904 %

3,674 %

3,636 %

3,420 %

5,635 %

3,347 %

2,908 %

3,680 %

3,632 %

3,419 %

5,619 %

3,347 %

2,912 %

3,685 %

3,629 %

3,417 %

5,605 %

3,346 %

2,917 %

3,690 %

3,625 %

3,416 %

5,590 %

3,346 %

2,920 %

3,696 %

3,622 %

3,415 %

5,576 %

3,345 %

2,924 %

3,701 %

3,619 %

3,414 %

5,562 %

3,345 %

2,928 %

3,706 %

3,616 %

100

3,413 %

5,548 %

3,344 %

2,932 %

3,711 %

3,612 %

101

3,412 %

5,535 %

3,344 %

2,935 %

3,715 %

3,609 %

102

3,410 %

5,521 %

3,344 %

2,939 %

3,720 %

3,606 %

103

3,409 %

5,509 %

3,343 %

2,943 %

3,725 %

3,603 %

104

3,408 %

5,496 %

3,343 %

2,946 %

3,729 %

3,600 %

105

3,407 %

5,483 %

3,342 %

2,949 %

3,734 %

3,598 %

106

3,406 %

5,471 %

3,342 %

2,953 %

3,738 %

3,595 %

107

3,405 %

5,459 %

3,342 %

2,956 %

3,743 %

3,592 %

108

3,404 %

5,448 %

3,341 %

2,959 %

3,747 %

3,589 %

109

3,403 %

5,436 %

3,341 %

2,962 %

3,751 %

3,587 %

110

3,402 %

5,425 %

3,340 %

2,965 %

3,755 %

3,584 %

111

3,402 %

5,414 %

3,340 %

2,968 %

3,759 %

3,581 %

112

3,401 %

5,403 %

3,340 %

2,971 %

3,763 %

3,579 %

113

3,400 %

5,392 %

3,339 %

2,974 %

3,767 %

3,576 %

114

3,399 %

5,382 %

3,339 %

2,977 %

3,771 %

3,574 %

115

3,398 %

5,371 %

3,339 %

2,980 %

3,774 %

3,572 %

116

3,397 %

5,361 %

3,338 %

2,983 %

3,778 %

3,569 %

117

3,396 %

5,351 %

3,338 %

2,985 %

3,782 %

3,567 %

118

3,396 %

5,341 %

3,338 %

2,988 %

3,785 %

3,565 %

119

3,395 %

5,332 %

3,337 %

2,990 %

3,789 %

3,563 %

120

3,394 %

5,322 %

3,337 %

2,993 %

3,792 %

3,560 %

121

3,393 %

5,313 %

3,337 %

2,996 %

3,795 %

3,558 %

122

3,392 %

5,304 %

3,336 %

2,998 %

3,799 %

3,556 %

123

3,392 %

5,295 %

3,336 %

3,001 %

3,802 %

3,554 %

124

3,391 %

5,286 %

3,336 %

3,003 %

3,805 %

3,552 %

125

3,390 %

5,277 %

3,336 %

3,005 %

3,808 %

3,550 %

126

3,389 %

5,268 %

3,335 %

3,008 %

3,811 %

3,548 %

127

3,389 %

5,260 %

3,335 %

3,010 %

3,814 %

3,546 %

128

3,388 %

5,252 %

3,335 %

3,012 %

3,817 %

3,544 %

129

3,387 %

5,243 %

3,334 %

3,014 %

3,820 %

3,542 %

130

3,387 %

5,235 %

3,334 %

3,017 %

3,823 %

3,540 %

131

3,386 %

5,227 %

3,334 %

3,019 %

3,826 %

3,538 %

132

3,385 %

5,220 %

3,334 %

3,021 %

3,829 %

3,537 %

133

3,385 %

5,212 %

3,333 %

3,023 %

3,832 %

3,535 %

134

3,384 %

5,204 %

3,333 %

3,025 %

3,835 %

3,533 %

135

3,384 %

5,197 %

3,333 %

3,027 %

3,837 %

3,531 %

136

3,383 %

5,190 %

3,333 %

3,029 %

3,840 %

3,530 %

137

3,382 %

5,182 %

3,332 %

3,031 %

3,843 %

3,528 %

138

3,382 %

5,175 %

3,332 %

3,033 %

3,845 %

3,526 %

139

3,381 %

5,168 %

3,332 %

3,035 %

3,848 %

3,525 %

140

3,381 %

5,161 %

3,332 %

3,037 %

3,850 %

3,523 %

141

3,380 %

5,154 %

3,332 %

3,039 %

3,853 %

3,522 %

142

3,379 %

5,148 %

3,331 %

3,041 %

3,855 %

3,520 %

143

3,379 %

5,141 %

3,331 %

3,042 %

3,858 %

3,518 %

144

3,378 %

5,134 %

3,331 %

3,044 %

3,860 %

3,517 %

145

3,378 %

5,128 %

3,331 %

3,046 %

3,862 %

3,515 %

146

3,377 %

5,121 %

3,330 %

3,048 %

3,865 %

3,514 %

147

3,377 %

5,115 %

3,330 %

3,049 %

3,867 %

3,512 %

148

3,376 %

5,109 %

3,330 %

3,051 %

3,869 %

3,511 %

149

3,376 %

5,103 %

3,330 %

3,053 %

3,871 %

3,510 %

150

3,375 %

5,097 %

3,330 %

3,054 %

3,874 %

3,508 %

Term to maturity (in years)

Yen

1,178 %

1,412 %

1,604 %

1,772 %

1,925 %

2,067 %

2,201 %

2,328 %

2,449 %

2,564 %

2,674 %

2,777 %

2,874 %

2,964 %

3,048 %

3,124 %

3,194 %

3,257 %

3,314 %

3,364 %

3,408 %

3,446 %

3,479 %

3,508 %

3,533 %

3,554 %

3,572 %

3,587 %

3,598 %

3,608 %

3,614 %

3,618 %

3,621 %

3,622 %

3,621 %

3,620 %

3,617 %

3,614 %

3,611 %

3,607 %

3,602 %

3,597 %

3,592 %

3,587 %

3,582 %

3,576 %

3,571 %

3,565 %

3,560 %

3,554 %

3,549 %

3,544 %

3,538 %

3,533 %

3,528 %

3,523 %

3,518 %

3,513 %

3,508 %

3,504 %

3,499 %

3,495 %

3,491 %

3,486 %

3,482 %

3,478 %

3,474 %

3,470 %

3,467 %

3,463 %

3,459 %

3,456 %

3,453 %

3,449 %

3,446 %

3,443 %

3,440 %

3,437 %

3,434 %

3,431 %

3,428 %

3,425 %

3,423 %

3,420 %

3,417 %

3,415 %

3,412 %

3,410 %

3,408 %

3,405 %

3,403 %

3,401 %

3,399 %

3,397 %

3,395 %

3,393 %

3,391 %

3,389 %

3,387 %

100

3,385 %

101

3,383 %

102

3,381 %

103

3,380 %

104

3,378 %

105

3,376 %

106

3,374 %

107

3,373 %

108

3,371 %

109

3,370 %

110

3,368 %

111

3,367 %

112

3,365 %

113

3,364 %

114

3,362 %

115

3,361 %

116

3,359 %

117

3,358 %

118

3,357 %

119

3,355 %

120

3,354 %

121

3,353 %

122

3,352 %

123

3,350 %

124

3,349 %

125

3,348 %

126

3,347 %

127

3,346 %

128

3,344 %

129

3,343 %

130

3,342 %

131

3,341 %

132

3,340 %

133

3,339 %

134

3,338 %

135

3,337 %

136

3,336 %

137

3,335 %

138

3,334 %

139

3,333 %

140

3,332 %

141

3,331 %

142

3,330 %

143

3,329 %

144

3,328 %

145

3,328 %

146

3,327 %

147

3,326 %

148

3,325 %

149

3,324 %

150

3,323 %

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

304

192

172

152

141

139

138

141

143

145

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

100

212

471

1 216

100

212

471

985

209

468

807

208

468

669

103

208

468

563

107

208

468

480

110

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

109

208

468

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

115

226

486

1 241

115

227

487

1 006

111

224

483

824

114

222

482

684

116

221

481

575

120

221

480

490

122

220

480

120

219

479

119

219

478

119

218

478

118

218

477

118

217

477

117

217

476

117

216

476

116

216

475

116

215

475

116

215

475

116

215

475

116

215

475

116

216

475

117

216

476

117

216

476

117

216

476

117

216

476

117

216

476

117

216

476

117

216

475

116

216

475

116

216

475

116

215

475

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

100

212

471

1 216

100

212

471

985

209

468

807

208

467

669

103

208

467

563

107

208

467

480

110

208

467

109

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

108

208

467

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

111

172

284

543

1 263

108

169

281

540

1 022

112

168

280

539

836

114

169

277

537

694

117

170

275

535

583

119

173

274

534

119

174

273

532

118

173

272

531

118

171

271

530

115

169

268

528

114

167

266

526

113

166

265

525

112

165

265

524

112

165

264

524

112

165

264

524

111

164

264

523

111

164

263

523

110

164

263

523

110

163

262

522

109

163

262

522

109

162

261

521

108

161

260

520

107

160

260

519

106

159

259

518

105

158

258

517

104

157

257

516

103

156

255

515

102

155

254

514

101

154

253

513

100

153

252

512

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

104

215

475

1 206

105

217

476

978

102

215

474

802

106

214

474

666

109

214

474

560

114

214

474

478

116

214

474

115

214

473

114

214

473

114

213

473

114

213

473

114

213

473

114

213

473

114

213

473

114

214

473

114

214

473

115

214

474

115

214

474

115

215

474

116

215

475

116

216

475

117

216

475

117

216

476

117

216

476

117

216

476

117

216

476

117

216

476

117

216

475

116

216

475

116

216

475

2.6. 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

129

231

491

1 242

129

231

491

1 007

119

228

487

825

112

226

486

684

105

225

485

576

101

224

484

490

223

483

222

482

221

481

220

480

220

479

219

479

218

478

218

477

217

477

216

476

216

475

215

475

215

475

215

475

215

475

215

475

215

474

214

474

213

473

213

472

212

472

212

471

211

471

211

470

2.7. 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

114

176

287

547

1 282

114

175

287

546

1 040

116

171

283

543

853

118

173

281

541

708

121

174

279

539

596

123

177

278

538

123

178

276

536

122

176

275

534

120

174

273

533

119

173

272

532

118

171

271

530

117

170

269

529

115

169

268

528

114

167

267

526

113

166

265

525

112

165

264

524

111

164

263

523

110

163

262

522

109

162

261

521

108

161

261

520

107

160

260

519

106

159

259

518

105

158

257

517

104

157

256

516

103

156

255

515

101

155

254

514

100

154

253

512

152

252

511

151

251

510

150

249

509

2.8. 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

148

260

519

1 237

148

260

520

1 005

145

257

516

825

147

256

515

686

149

255

514

578

153

254

513

154

253

512

153

252

511

151

250

510

150

250

509

150

249

508

149

248

508

148

247

507

148

247

507

147

246

506

146

246

505

146

245

505

145

245

504

145

244

504

145

244

504

144

244

503

144

243

503

143

242

502

143

242

501

142

241

501

141

240

500

140

240

499

140

239

498

139

238

498

138

237

497

2.9. 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

186

297

557

1 319

103

124

185

297

556

1 066

104

124

180

292

551

871

105

126

181

289

549

721

106

129

183

288

548

605

107

132

186

287

547

109

133

188

286

546

109

133

187

286

546

110

133

186

286

545

110

133

186

286

545

111

132

186

285

545

111

131

185

284

544

110

130

184

283

542

109

129

182

282

541

108

128

181

281

540

107

127

180

279

539

106

126

179

278

538

105

125

178

277

537

104

124

177

276

536

103

123

176

275

535

101

122

175

274

534

100

120

173

273

532

119

172

271

531

117

171

270

529

116

169

268

528

114

168

267

527

113

166

265

525

111

165

264

524

110

163

263

522

109

162

261

521

2.10. 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

125

237

496

1 259

126

238

497

1 019

122

234

493

833

123

232

492

690

126

231

491

579

130

230

490

493

131

230

489

130

229

488

129

228

488

128

227

487

128

227

486

127

226

486

126

226

485

126

225

485

125

225

484

125

224

484

124

224

483

124

224

483

124

223

483

124

224

483

124

224

483

124

224

483

124

223

483

124

223

483

124

223

483

123

223

482

123

222

482

123

222

482

122

222

481

122

221

481

2.11. 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

192

451

1 169

193

452

947

190

449

776

189

449

644

189

449

542

189

449

462

189

449

189

449

189

449

189

449

190

450

189

449

190

450

190

449

189

448

188

448

188

448

189

448

189

449

189

449

190

449

190

449

190

449

190

449

189

449

189

449

189

449

189

449

189

449

189

449

2.12. 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

136

248

508

1 256

137

248

508

1 016

133

245

504

831

135

244

503

690

138

243

503

580

142

242

502

144

242

501

142

241

501

141

240

500

140

240

500

140

239

499

139

239

498

139

238

498

138

238

497

138

237

497

137

237

496

137

236

496

137

236

496

136

236

495

136

235

495

136

235

495

135

235

494

135

234

494

134

233

493

134

233

492

133

232

492

132

231

491

131

230

490

130

230

489

130

229

489

2.13. 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

113

225

484

1 214

114

225

485

986

111

223

482

808

113

222

482

671

117

222

481

565

121

222

481

124

222

481

123

222

481

122

222

481

122

222

481

123

222

481

123

222

481

123

222

481

123

222

481

123

222

481

122

222

481

122

222

481

122

222

481

122

222

481

123

222

481

122

222

481

122

221

481

122

221

481

121

221

480

121

220

480

120

220

479

120

219

479

120

219

478

119

218

478

119

218

478

2.14. 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

100

120

181

293

553

1 402

106

126

188

299

559

1 133

111

131

186

298

558

927

114

135

190

299

558

768

103

119

142

196

301

560

645

105

122

147

201

302

562

108

125

150

205

303

563

109

127

151

205

304

564

110

129

152

206

305

565

111

130

153

206

306

565

111

131

153

206

305

565

111

131

152

205

305

564

110

131

151

204

303

563

109

129

150

203

302

562

107

128

148

201

301

560

106

127

147

200

299

559

105

125

145

198

298

557

103

124

144

197

296

556

102

122

142

196

295

554

100

121

141

194

293

553

119

139

192

292

551

117

137

191

290

550

115

136

189

288

548

114

134

187

286

546

112

132

185

284

544

110

130

183

283

542

108

128

181

281

540

106

126

180

279

539

105

125

178

277

537

103

123

176

276

535

2.15. 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

108

219

479

1 226

110

222

481

993

108

220

480

813

112

220

480

674

116

221

481

567

121

222

481

483

123

222

481

123

222

481

122

222

481

122

221

481

122

221

481

122

221

481

121

221

480

121

220

480

120

220

479

120

219

479

120

219

478

119

219

478

119

219

478

120

219

479

120

219

479

120

219

479

120

219

479

120

219

478

119

219

478

119

218

478

119

218

478

119

218

478

119

218

477

118

218

477

2.16. 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

202

462

1 188

203

462

963

199

459

789

198

458

655

197

457

551

197

456

469

196

456

195

455

195

454

194

454

194

454

194

454

194

454

194

454

195

454

195

455

196

455

197

456

197

457

198

458

100

199

459

100

200

459

101

200

460

101

201

460

102

201

461

102

201

461

102

202

461

103

202

462

103

202

462

103

202

462

2.17. 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

121

233

492

1 189

122

234

493

963

119

231

490

788

122

230

490

654

125

230

490

550

129

229

489

131

229

489

129

228

488

128

227

487

127

227

487

127

226

486

127

226

486

126

226

485

126

225

485

126

225

485

126

225

485

126

226

485

127

226

486

127

226

486

127

226

486

127

227

486

127

227

486

127

226

486

127

226

486

127

226

486

127

226

486

126

226

485

126

225

485

126

225

485

126

225

484

2.18. 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

225

484

1 243

225

484

1 007

223

482

824

223

482

683

223

483

575

224

483

489

224

483

224

483

224

483

224

483

224

483

224

483

224

483

223

483

223

483

223

483

223

483

223

483

223

483

224

483

224

483

224

483

224

483

223

483

223

483

223

482

222

482

222

482

222

481

221

481

2.19. 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

184

443

1 190

183

443

967

179

439

793

178

437

659

177

437

556

177

436

474

177

436

176

436

176

436

177

436

177

436

177

437

177

437

177

437

178

438

178

438

179

438

179

439

180

439

180

440

181

440

181

441

181

441

182

441

182

441

182

441

181

441

181

441

181

441

181

441

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

149

296

3 115

149

338

2 341

145

354

1 778

143

354

1 379

143

347

1 095

143

334

889

143

318

735

143

302

618

143

285

526

143

268

452

143

252

393

143

236

344

143

233

302

143

233

268

143

233

238

143

233

143

233

143

233

143

233

143

233

143

233

143

233

143

233

143

233

143

233

143

233

143

233

143

233

143

233

143

233

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

163

302

3 183

164

345

2 394

159

361

1 819

157

362

1 411

156

354

1 120

155

341

909

155

325

751

154

308

631

153

291

537

153

274

462

152

257

401

152

242

351

151

241

309

151

241

273

150

241

243

150

240

150

240

150

240

150

240

150

241

151

241

151

241

151

241

151

241

151

241

151

241

151

241

150

241

150

240

150

240

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

148

296

3 114

148

338

2 341

144

354

1 778

142

354

1 379

142

346

1 095

142

334

889

142

318

735

142

302

618

142

285

526

142

268

452

142

252

393

142

236

343

142

233

302

142

233

268

142

233

238

142

233

142

233

142

233

142

233

142

233

142

233

142

233

142

233

142

233

142

233

142

233

142

233

142

233

142

233

142

233

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

111

220

312

3 241

108

218

350

2 434

115

216

366

1 848

117

212

367

1 433

118

210

359

1 137

119

209

345

922

120

207

329

762

121

206

312

640

123

206

296

545

122

203

293

468

121

201

291

407

120

200

290

355

119

199

289

313

119

199

289

119

199

289

119

198

289

118

198

288

118

198

288

117

197

287

117

197

287

116

196

286

115

195

285

114

194

284

113

193

283

112

192

282

111

191

281

110

190

280

109

189

279

108

188

278

107

187

277

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

152

294

3 087

154

336

2 323

150

352

1 766

149

353

1 371

149

345

1 089

149

332

884

149

317

732

149

301

615

148

284

523

148

267

450

148

251

391

148

238

342

148

238

301

148

238

267

148

239

148

239

149

239

149

239

149

240

150

240

150

240

151

241

151

241

151

241

151

241

151

241

151

241

151

241

150

241

150

240

3.6. 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

168

302

3 185

168

345

2 396

164

361

1 820

161

362

1 411

160

354

1 121

159

341

910

158

326

752

157

309

632

156

291

538

155

274

463

154

258

402

154

244

352

153

243

310

152

243

274

152

242

244

151

241

150

240

150

240

150

240

150

240

150

240

150

240

149

239

149

239

148

238

148

238

147

237

146

237

146

236

145

236

3.7. 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

114

224

315

3 293

114

223

356

2 481

118

219

373

1 886

121

216

374

1 464

100

122

214

366

1 162

101

124

213

353

943

101

124

211

337

780

100

124

209

319

655

100

125

208

302

558

101

126

207

297

480

100

125

205

296

416

124

204

294

364

123

203

293

320

121

201

291

120

200

290

119

199

289

118

198

288

117

197

287

116

196

286

115

195

285

114

194

284

113

193

283

112

192

282

111

191

281

110

190

280

109

189

279

108

188

278

106

186

277

105

185

275

104

184

274

3.8. 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

196

301

3 170

197

345

2 390

193

362

1 820

190

363

1 415

189

356

1 126

188

344

915

100

187

328

758

101

186

312

637

103

185

295

543

103

184

277

467

104

184

274

406

103

183

273

355

102

182

272

312

102

182

272

276

101

181

271

100

180

270

100

180

270

179

269

179

269

179

269

178

268

178

268

177

267

177

267

176

266

175

265

174

264

174

264

173

263

172

262

3.9. 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

124

234

326

3 394

104

124

233

365

2 548

105

127

228

381

1 931

106

129

224

381

1 494

108

130

223

372

1 183

109

132

222

357

958

101

111

134

221

340

790

101

112

136

221

322

663

102

113

138

221

311

563

103

114

139

220

310

483

103

114

140

220

310

418

102

114

139

219

309

365

101

113

138

218

308

321

100

112

137

216

307

110

135

215

305

109

134

214

304

108

133

213

303

107

132

212

302

106

131

211

301

105

130

210

300

104

129

209

299

103

128

207

298

101

126

206

296

100

125

205

295

123

203

293

122

202

292

120

200

290

119

199

289

117

197

287

116

196

286

3.10. 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

174

306

3 230

174

349

2 426

170

365

1 840

167

365

1 425

166

356

1 129

165

343

915

164

326

756

163

309

635

163

292

540

162

274

464

162

257

402

161

251

352

160

250

309

160

250

274

159

249

159

249

158

249

158

248

158

248

158

248

158

249

158

248

158

248

158

248

158

248

157

247

157

247

157

247

156

247

156

246

3.11. 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

128

285

2 987

129

325

2 245

126

341

1 706

124

342

1 324

124

334

1 052

124

322

854

124

307

707

124

291

594

124

275

506

124

259

435

125

243

378

124

228

331

125

215

291

124

215

258

124

214

230

123

213

123

213

123

213

124

214

124

214

124

215

124

215

124

215

125

214

125

214

127

214

128

214

129

214

130

214

131

214

3.12. 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

185

306

3 222

185

348

2 420

181

364

1 836

178

365

1 424

178

357

1 130

177

344

917

176

328

758

176

311

637

175

293

542

175

276

467

174

264

405

173

264

354

173

263

312

172

263

276

172

262

171

262

171

261

171

261

170

261

170

260

170

260

169

260

169

259

168

258

167

258

167

257

166

256

165

255

164

255

164

254

3.13. 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

161

296

3 110

162

338

2 342

159

354

1 781

157

355

1 382

157

348

1 098

156

335

891

156

320

737

156

303

620

156

286

528

156

269

454

157

253

394

157

247

345

157

247

304

157

247

269

157

247

156

247

156

247

156

247

156

247

157

247

156

247

156

246

156

246

155

245

155

245

154

245

154

244

153

244

153

243

153

243

3.14. 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

101

120

230

340

3 621

100

107

126

236

387

2 721

103

112

134

234

404

2 064

106

115

139

233

405

1 598

110

121

143

236

395

1 266

114

124

147

237

381

1 026

101

117

127

150

238

363

847

102

119

130

154

239

344

710

104

121

132

157

240

330

604

105

123

134

160

240

330

519

105

123

135

160

240

330

450

104

123

134

159

239

330

393

103

122

133

158

238

328

345

102

120

132

157

237

327

100

119

130

155

235

326

117

129

154

234

324

116

128

153

232

323

114

126

151

231

321

113

125

150

230

320

111

123

148

228

318

110

121

146

226

317

108

120

145

225

315

106

118

143

223

313

104

116

141

221

311

102

114

139

219

309

101

112

137

217

307

111

136

215

306

109

134

214

304

107

132

212

302

105

130

210

300

3.15. 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

156

299

3 140

158

341

2 361

156

356

1 792

155

357

1 389

156

349

1 103

156

336

895

156

320

740

156

304

621

156

286

529

156

270

455

156

253

395

156

246

346

155

245

304

155

245

269

154

244

154

244

154

244

153

244

153

244

154

244

154

244

154

244

154

244

154

244

153

244

153

243

153

243

153

243

152

243

152

242

3.16. 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

139

290

3 039

139

331

2 284

135

346

1 735

133

347

1 346

132

339

1 069

131

326

868

131

311

718

130

295

603

129

278

513

129

262

442

129

246

383

129

231

335

129

219

295

129

219

261

130

220

233

130

220

131

221

131

221

132

222

133

223

134

224

134

225

135

225

135

226

136

226

136

226

136

227

137

227

137

227

137

227

3.17. 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

169

290

3 040

170

331

2 284

167

346

1 734

165

347

1 345

165

339

1 069

164

326

867

164

311

717

163

295

603

162

278

513

162

262

442

161

251

384

161

251

336

160

251

296

160

250

262

160

250

160

250

160

251

161

251

161

251

161

251

161

251

161

251

161

251

161

251

161

251

161

251

160

251

160

250

160

250

160

250

3.18. 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

161

303

3 187

161

345

2 396

158

361

1 819

157

362

1 410

158

353

1 119

158

340

908

158

325

751

158

308

631

158

290

537

158

273

462

158

257

401

158

248

350

158

248

309

158

248

273

158

248

158

248

158

248

158

248

158

248

158

249

158

249

158

249

158

248

158

248

158

248

157

248

157

247

157

247

156

246

156

246

3.19. 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

120

290

3 044

120

332

2 293

115

348

1 746

112

350

1 356

112

342

1 079

111

330

877

111

315

726

111

299

611

111

283

520

111

266

448

111

250

389

112

235

341

112

221

300

112

207

266

113

203

237

113

203

212

115

204

118

204

119

205

122

205

123

206

126

206

127

206

128

206

130

206

131

206

133

206

134

206

135

206

135

206

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

Bulgaria

Euro

Cyprus

Euro

Croatia

Euro

Estonia

Euro

Finland

Euro

France

Euro

Germany

Euro

Greece

Euro

Ireland

Euro

Italy

Euro

Lithuania

Euro

Latvia

Euro

Luxembourg

Euro

Malta

Euro

Netherlands

Euro

Portugal

Euro

Slovakia

Euro

Slovenia

Euro

Spain

Czech koruna

Czechia

Danish krone

Denmark

Forint

Hungary

Krona

Sweden

–3

Pound sterling

United Kingdom

Romanian leu

Romania

Zloty

Poland

Króna

Iceland

Norwegian krone

Norway

Swiss franc

Liechtenstein

–3

Swiss franc

Switzerland

–3

Australian dollar

Australia

Canadian dollar

Canada

Renminbi-yuan

China

–5

Hong Kong dollar

Hong Kong

US dollar

United States

Yen

Japan

ELI: http://data.europa.eu/eli/reg_impl/2026/2041/oj

ISSN 1977-0677 (electronic edition)

Top

Commission Implementing Regulation (EU) 2026/2041: Technical Information for Calculating Technical Provisions and Basic Own Funds under Directive 2009/138/EC (Reporting 30 June 2026 - 29 September 2026)

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