Question ID: 1453
Regulation Reference: (EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
Article: 35
Status: Final
Date of submission: 30 Jan 2018
Question
In regards to the Annex VI, for the CIC table I have two questions to ask :
1. Should we have to put XL,XT for OTC or can it be something else?
2. Do XL,XT take into account all OTC derivatives?
EIOPA answer
1. We confirm your interpretation that regarding Annex VI, Definitions of the CIC table from Commission Implementing regulation (EU) 2015/2450, XL,XT are to be used for OTC.
2. We confirm that XL,XT take into account all OTC derivatives.