# Commission Implementing Regulation (EU) 2016/2070 of 14 September 2016 laying down implementing technical standards for templates, definitions and IT-solutions to be used by institutions when reporting to the European Banking Authority and to competent authorities in accordance with Article 78(2) of Directive 2013/36/EU of the European Parliament and of the Council (Text with EEA relevance), Division 47: Five-year mark to market (MtM) cross-currency EUR/USD SWAP. Receive USD and pay EUR.

Extent: E+W+S+N.I.

EUR: three-month EURIBOR, pay quarterly
USD: three-month USD LIBOR rate, receive quarterly
Notional EUR10 million adjusted on a quarterly basis
Roll convention and calendar: standard.
Effective date same as booking date.
Maturity: 19 September 2023 .
Base currency EUR;

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Source: https://www.legislation.gov.uk/eur/2016/2070/annex/V/division/2/division/3/division/47 (the official version)
Page: https://openlegislation.uk/eu-regulation-2016-2070/annex-V/division-2/division-3/division-47
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.