Question
The specification for portfolio 20 includes shorting EUR 1 million per single-name 5-year CDS on 10 companies including ‘Unilever’. Should Unilever NV or Unilever PLC be used?
Background on the question
Section 1.1: Non-correlation trading portfolios
Answer
For the purposes of the benchmarking exercise 2018 (end-2017 data), specifically for the purposes of portfolio 20 of section 1 of Annex V to the Draft ITS on benchmarking for the 2018 exercise, Unilever NV (ISIN: NL0000009355) shall be used. 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. The text of the Implementing Regulation may differ from the text of the draft ITS to which this Q&A refers.