Question
1cFor portfolio 1.28, should the scheduled termination dates be 5 years (i.e. December 2020) rather than 4 years 1d and the answer was 1cThe scheduled termination date is 20/12/2020 1d. However, Section 2.7 of Annex V refers to scheduled termination date of 20December 2019. Should the termination date be December 2020?
Answer
Portfolio 1.28 of Annex V of Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on benchmarking) is a Buy Quanto CDS where the scheduled termination date to be used is 20 December 2020. DISCLAIMER: The present Q&A on Supervisory reporting is provisional. It will be reviewed after the Implementing Regulation is in force and published in the Official Journal, which may differ from the text of the draft ITS to which this Q&A relates.