Risk Free Rate (RFR)

In the "EIOPA-BoS-20/771 : Technical documentation of the methodology to derive EIOPA’s risk-free interest rate term structures" (16 December 2020) , section 4.C, Table 5 (ie pag. 31/135 of the aforementioned document) it is stated that the currently used interest rate swaps tenors used in the derivation of the risk-free rate term structures for GBP are 1-10Y,15Y,20Y,30Y and 50Y while in Annex 14.E (History of relevant financial instruments, pag 100-102/135 ) the GBP curve seems still based on 1-10Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y swap from the date of publication of this technical document (16 December 2020) to the 31st of March 2021 . Am I correct to assume that the details in table 5, for GBP, will be the new tenors used from the 1st of April 2021 onwards while the Swap tenors highlighted in the Annex 14E will still be used till (and including) the 31st of March 2021? Thanks for your support

We would like further clarification on the GBP Swap tenors to use to independently replicate the EIOPA Solvency II curves at EndMar2021. We want therefore to confirm that we need to use the information present in the Annex 14.E for EndMarch2021 and to use the tenors shown in Table5 from EndApril2021 onwards