OpenLegislation

Division FXF1

United Kingdom

Original text. Later amendments are not shown.

  1. 38Division 38
  2. 39Division 39
  3. 40Division 40
  4. 41Division 41
  5. 42Division 42
  6. 43Division 43
  7. 44Division 44
  8. 45Division 45
  9. 46Division 46
  10. 47Five-year mark to market (MtM) cross-currency EUR/USD SWAP. Receive USD and pay EUR.

Annotations

Textual amendments

F1

Substituted by Commission Implementing Regulation (EU) 2019/439 of 15 February 2019 amending Implementing Regulation (EU) 2016/2070 as regards benchmark portfolios, reporting templates and reporting instructions to be applied in the Union for the reporting referred to in Article 78(2) of Directive 2013/36/EU of the European Parliament and of the Council (Text with EEA relevance).

Notes on Division 2

Footnotes

f1

Use a number of 100 contracts, where applicable (refer to the portfolio definitions in section 3), uniformly for the purpose of calculating IMV.