1. EIOPA shall lay down and publish for each relevant currency the following technical information at least on a quarterly basis:

(a) a relevant risk-free interest rate term structure to calculate the best estimate referred to in Article 77(2), without any matching adjustment or volatility adjustment;

(aa) for the purpose of the disclosures pursuant to Article 51(8), a relevant risk-free interest rate term structure without any matching adjustment or volatility adjustment and determined without the application of the phasing-in mechanism for the extrapolation as set out in Article 77a(2);

(ab) the set of scenarios to be used for the prudent deterministic valuation of the best estimate for life obligations pursuant to Article 77(8);

(b) for each relevant duration, credit quality and asset class a fundamental spread for the calculation of the matching adjustment referred to in Article 77c(1)(b);

(c) for each relevant currency and national insurance market, a risk-corrected spread as referred to in Article 77d(3) and (4) respectively;