{"release":{"id":"a4f2a0495fe55b47323883f82977a9b34ab66171ec9623e39925d3a7045b6c81","published":"2026-11-01T16:41:30Z","pinned":false},"limits":{"coverage":{"history":"current_only","held_since":"2026-10-26","gaps":[],"covered":["2025/1003 — Delegated act — OTC derivatives identifying reference data to be used [in force] L2"],"not_covered":["national guidance","court decisions"]},"freshness":{"release_id":"a4f2a0495fe55b47323883f82977a9b34ab66171ec9623e39925d3a7045b6c81","release_published":"2026-11-01T16:41:30Z","checked_at":"2026-10-26","checked_against":"EUR-Lex"},"truncation":null,"failures":[],"incomplete":[]},"page":{"path":"/mifir/level-2/delegated-acts/2025-1003-commission-delegated-regulation-eu-2025-1003-of-24/annexes/annex","url":"https://www.headlesslaw.com/mifir/level-2/delegated-acts/2025-1003-commission-delegated-regulation-eu-2025-1003-of-24/annexes/annex","title":"ANNEX","family":"l2_unit_view","work_id":"spaces/mifir/level-2/delegated-acts/2025-1003-commission-delegated-regulation-eu-2025-1003-of-24","view_of":"/mifir/level-2/delegated-acts/2025-1003-commission-delegated-regulation-eu-2025-1003-of-24","status":"in_force","force_status":"in_force","date_state":"current","requested_date":null,"as_of":"2026-11-01","applies_from":null,"application":null,"version_label":"Commission Delegated Regulation (EU) 2025/1003, OJ L, 2025/1003, 22.5.2025","check":{"against":"EUR-Lex","on":"2026-10-26"},"check_result":"matched","official_url":"https://eur-lex.europa.eu/eli/reg_del/2025/1003/oj/eng","valid_from":"2025-06-11","valid_until":null,"content_id":"8abe6bebc64956a5","versions":["2025-06-11"],"version_url":"https://www.headlesslaw.com/mifir/level-2/delegated-acts/2025-1003-commission-delegated-regulation-eu-2025-1003-of-24/annexes/annex/versions/2026-10-26","revision_url":"https://www.headlesslaw.com/mifir/level-2/delegated-acts/2025-1003-commission-delegated-regulation-eu-2025-1003-of-24/annexes/annex/versions/2026-10-26/rev/8abe6bebc64956a5","versions_url":"https://www.headlesslaw.com/mifir/level-2/delegated-acts/2025-1003-commission-delegated-regulation-eu-2025-1003-of-24/annexes/annex/versions","relations_url":"https://www.headlesslaw.com/mifir/level-2/delegated-acts/2025-1003-commission-delegated-regulation-eu-2025-1003-of-24/annexes/annex/relations","act_url":"https://www.headlesslaw.com/mifir/level-2/delegated-acts/2025-1003-commission-delegated-regulation-eu-2025-1003-of-24#annex","source_line":"Commission Delegated Regulation (EU) 2025/1003 · binding · OJ L, 2025/1003, 22.5.2025 · dated 24 Jan 2025 [in force]","attribution":{"prepared_by":"European Commission","published_by":"Publications Office of the EU","published_in":"Official Journal of the European Union","document_type":"delegated_regulation","legal_nature":"binding_adopted","addressees":"not stated in the document","dates":{"document_date":"2025-01-24","published_on":"2025-05-22","entry_into_force":"2025-06-11","locators":{"document_date":"CELLAR 32025R1003 work_date_document","published_on":"CELLAR 32025R1003 official-journal-act_date_publication","entry_into_force":"CELLAR 32025R1003 resource_legal_date_entry-into-force (earliest)"}},"adoption":null},"context":{"act":{"work_id":"spaces/mifir/level-2/delegated-acts/2025-1003-commission-delegated-regulation-eu-2025-1003-of-24","path":"/mifir/level-2/delegated-acts/2025-1003-commission-delegated-regulation-eu-2025-1003-of-24","name":"Commission Delegated Regulation (EU) 2025/1003","number":"2025/1003","celex":"32025R1003","title_official":"COMMISSION DELEGATED REGULATION (EU) 2025/1003 of 24 January 2025 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council as regards OTC derivatives identifying reference data to be used for the purposes of the transparency requirements laid down in Article 8a(2) and Articles 10 and 21 (Text with EEA relevance)","document_date":"2025-01-24"},"position":{"kind":"annex","key":"annex","index":1,"articles":2,"annexes":1},"prev":{"path":"/mifir/level-2/delegated-acts/2025-1003-commission-delegated-regulation-eu-2025-1003-of-24/articles/2","key":"2","title":"Article 2 — Entry into force and application"},"next":null,"act_anchor":"#annex"}},"provenance":{"official_url":"https://eur-lex.europa.eu/eli/reg_del/2025/1003/oj/eng","check":{"result":"matched","checked_at":"2026-10-26","against":"EUR-Lex"},"repo_path":"spaces/mifir/level-2/delegated-acts/2025-1003-commission-delegated-regulation-eu-2025-1003-of-24.md","unit_text_sha256":"0b5f53b92d8e55509ae312317fb51c2267cb00e666cfbe1730ce68f5405bf1c1","note":"the unit is a byte-exact part of the act page, whose check record covers it"},"unit":{"locator":"spaces/mifir/level-2/delegated-acts/2025-1003-commission-delegated-regulation-eu-2025-1003-of-24/annex","kind":"annex","key":"annex","heading":"ANNEX","text":"## ANNEX\n\nANNEX\nTable 1\nIdentifying reference data for OTC interest rate swaps subject to the transparency requirements laid down in Article 8a(2), and Articles 10 and 21 of Regulation (EU) No 600/2014\n\n<!-- lint: table-cell-ok — verbatim annex reporting-template grid from the source regulation -->\n|  | Identifying reference data | Instructions |\n|---|---|---|\n| 1 | Asset class | To determine whether an OTC derivative is referencing a rate, credit, foreign exchange rates, equities, commodities, or other non-standard asset classes. |\n| 2 | Instrument type | To determine whether an OTC derivative is a swap, an option, or a forward. |\n| 3 | Underlying asset type | To determine whether an OTC interest rate swap is a fixed-for-floating, a fixed-for-fixed, or a floating-to-floating (basis) swap. |\n| 4 | Notional currency | To determine whether an OTC interest rate swap is denominated in any of the four currencies referred to in Article 8a(2) of Regulation (EU) No 600/2014 and to identify the relevant currency. |\n| 5 | Delivery type | To determine whether an OTC interest rate swap is deliverable (physical) or non-deliverable (cash). |\n| 6 | Notional schedule | To determine whether the swap has a constant, accreting, amortising or customised notional schedule. |\n| 7 | Underlying reference rate | To identify the rate and the term of the rate that the OTC interest rate swap references. |\n| 8 | Standard business terms associated with the underlying reference rate | To identify the standard business terms associated with each of the underlying reference rates. Table 2 specifies standard business terms for the reference rates for OTC interest rate swaps subject to the transparency requirements laid down in Article 8a(2), and Articles 10 and 21 of Regulation (EU) No 600/2014. |\n| 9 | Contractual term | To determine whether the contractual term of an OTC interest rate swap is one of the full whole year term within the scope of Article 8a(2) of Regulation (EU) No 600/2014. In case an OTC interest rate swap is concluded for a full whole year term, to determine the term of the contract expressed as an integer and the applicable time-period unit. |\n| 10 | Effective Date Offset | To determine whether an OTC interest rate swap is spot (usually two business days after conclusion) or forward starting (any other agreed starting date). |\n| 11 | Roll Convention | To determine whether an OTC interest swap uses the calendar, the IMM or any other (non-standard) roll convention. |\n\nTable 2\nStandard business terms for the reference rates for OTC interest rate swaps subject to the transparency requirements laid down in Article 8a(2), and Articles 10 and 21 of Regulation (EU) No 600/2014\n\n<!-- lint: table-cell-ok — verbatim annex reporting-template grid from the source regulation -->\n| Reference Rate Family | EUR-EURIBOR |  | EUR-EuroSTR |  | USD-SOFR |  | GBP-SONIA |  | JPY-TONA |  |\n|---|---|---|---|---|---|---|---|---|---|---|\n| Business Day Adjustment Convention | Modified Following |  | Modified Following |  | Modified Following |  | Modified Following |  | Modified Following |  |\n| Fixed Day Count Convention | 30360 (ISDA) |  | Act360 |  | Act360 |  | Act365.FIXED |  | Act365.FIXED |  |\n| Fixed Payment Frequency | Annual |  | Annual |  | Annual |  | Annual |  | Annual |  |\n| Floating Day Count Convention | Act360 |  | Act360 |  | Act360 |  | Act365.FIXED |  | Act365.FIXED |  |\n| Floating Payment Frequency | Semi (6M RR)/Quart (3M RR) |  | Annual |  | Annual |  | Annual |  | Annual |  |\n| Fixing Lag | 2BD |  | 0BD |  | 0BD |  | 0BD |  | 0BD |  |\n| Fixing Calendar | EUTA |  | EUTA |  | USGS |  | GBLO |  | JPTO |  |\n| Payment Calendar | EUTA |  | EUTA |  | USNY |  | GBLO |  | JPTO |  |\n| Additional Payments | NONE |  | NONE |  | NONE |  | NONE |  | NONE |  |\n| Roll Convention | STD | IMM | STD | IMM | STD | IMM | STD | IMM | STD | IMM |\n| Effective Date Offset | 2BD | Next | 2BD | Next | 2BD | Next | 0BD | Next | 2BD | Next |\n\n","marks":[],"text_hash":"0b5f53b92d8e55509ae312317fb51c2267cb00e666cfbe1730ce68f5405bf1c1","revision":1}}