In this act Annex III of 3
ANNEX III
Financial servicesLevel 2RTSEMIRIn forceOfficial source
Reporting for the representativeness obligation
[To be completed with the number of trades per sub-category per class of derivative contracts and per applicable reference period]
Table 1
Subcategories for EUR Fixed-to-float
| Reference period | |||||||
| Clearing service of substantial systemic importance under Article 25(2c) | Authorised CCP under Article 14 | ||||||
| Trade size (in EUR million) | Trade size (in EUR million) | ||||||
| Maturity | [0-25M] | (25M-50M] | (50M+] | Maturity | [0-25M] | (25M-50M] | (50M+] |
| [0-5Y] | [0-5Y] | ||||||
| (5Y-10Y] | (5Y-10Y] | ||||||
| (10Y-15Y] | (10Y-15Y] | ||||||
| (15Y+] | (15Y+] | ||||||
Table 2
Subcategories for EUR OIS
| Reference period | |||||||
| Clearing service of substantial systemic importance under Article 25(2c) | Authorised CCP under Article 14 | ||||||
| Trade size (in EUR million) | Trade size (in EUR million) | ||||||
| Maturity | [0-25M] | (25M-100M] | (100M+] | Maturity | [0-25M] | (25M-100M] | (100M+] |
| [0-1Y] | [0-1Y] | ||||||
| (1Y-2Y] | (1Y-2Y] | ||||||
| (2Y-5Y] | (2Y-5Y] | ||||||
| (5Y+] | (5Y+] | ||||||
Table 3
Subcategories for EUR FRA
| Reference period | |||||||
| Clearing service of substantial systemic importance under Article 25(2c) | Authorised CCP under Article 14 | ||||||
| Trade size (in EUR million) | Trade size (in EUR million) | ||||||
| Maturity | [0-75M] | (75M-200M] | (200M+] | Maturity | [0-75M] | (75M-200M] | (200M+] |
| [0-6M] | [0-6M] | ||||||
| (6M-12M] | (6M-12M] | ||||||
| (12M-18M] | (12M-18M] | ||||||
| (18M+] | (18M+] | ||||||
Table 4
Subcategories for PLN Fixed-to-float
| Clearing service of substantial systemic importance under Article 25(2c) | Authorised CCP under Article 14 | ||
| Trade size (in PL million) | Trade size (in PL million) | ||
| Maturity | Any trade size | Maturity | Any trade size |
| Any maturity | Any maturity | ||
Table 5
Subcategories for PLN FRA
| Clearing service of substantial systemic importance under Article 25(2c) | Authorised CCP under Article 14 | ||
| Trade size (in PL million) | Trade size (in PL million) | ||
| Maturity | Any trade size | Maturity | Any trade size |
| Any maturity | Any maturity | ||
Table 6
Subcategories for EUR STIR referencing Euribor
| Reference period | ||||
| Clearing service of substantial systemic importance under Article 25(2c) | Authorised CCP under Article 14 | |||
| Trade size (in EUR million) | Trade size (in EUR million) | |||
| Maturity | Any trade size | Maturity | Any trade size | |
| [0-6M] | [0-6M] | |||
| (6M-12M] | (6M-12M] | |||
| (12M-24M] | (12M-24M] | |||
| (24M+] | (24M+] | |||
Table 7
Subcategories for EUR STIR referencing €STR
| Reference period | ||||
| Clearing service of substantial systemic importance under Article 25(2c) | Authorised CCP under Article 14 | |||
| Trade size (in EUR million) | Trade size (in EUR million) | |||
| Maturity | Any trade size | Maturity | Any trade size | |
| [0-6M] | [0-6M] | |||
| (6M-12M] | (6M-12M] | |||
| (12M-24M] | (12M-24M] | |||
| (24M+] | (24M+] | |||