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+] |