ANNEX III
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+] | |||