In this act Annex I of 3
ANNEX I
Financial servicesLevel 2RTSEMIRIn forceOfficial source
Classes of derivatives and relevant subcategories for the representativeness obligation
Table 1
Subcategories for EUR Fixed-to-float
| Trade size (in EUR million) | |||
| Maturity | [0-25M] | (25M-50M] | (50M+] |
| [0-5Y] | |||
| (5Y-10Y] | |||
| (10Y-15Y] | |||
| (15Y+] | |||
Table 2
Subcategories for EUR OIS
| Trade size (in EUR million) | |||
| Maturity | [0-25M] | (25M-100M] | (100M+] |
| [0-1Y] | |||
| (1Y-2Y] | |||
| (2Y-5Y] | |||
| (5Y+] | |||
Table 3
Subcategories for EUR FRA
| Trade size (in EUR million) | |||
| Maturity | [0-75M] | (75M-200M] | (200M+] |
| [0-6M] | |||
| (6M-12M] | |||
| (12M-18M] | |||
| (18M+] | |||
Table 4
Subcategories for PLN Fixed-to-float
| Trade size (in PLN million) | |
| Maturity | Any trade size |
| Any maturity |
Table 5
Subcategories for PLN FRA
| Trade size (in PLN million) | |
| Maturity | Any trade size |
| Any maturity |
Table 6
Classes of derivatives for EUR STIR
| Execution | Underlying | Reference index | Settlement currency | Settlement currency type | Optionality |
|---|---|---|---|---|---|
| EU or third-country exchange | 3-month interest rate | Euribor | EUR | Single currency | Excluded |
| EU or third-country exchange | 3-month interest rate | €STR | EUR | Single currency | Excluded |
Table 7
Subcategories for EUR STIR referencing Euribor
| Trade size (in EUR million) | |
| Maturity | Any trade size |
| [0-6M] | |
| (6M-12M] | |
| (12M-24M] | |
| (24M+] |
Table 8
Subcategories for EUR STIR referencing €STR
| Trade size (in EUR million) | |
| Maturity | Any trade size |
| [0-6M] | |
| (6M-12M] | |
| (12M-24M] | |
| (24M+] |