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European Insurance and Occupational Pensions Authority

1855

Q&A

Question ID: 1855

Regulation Reference: (EU) No 2015/2450 - templates for the submission of information to the supervisory authorities

Article: 35

Template: S.08.01

Status: Final

Date of submission: 11 May 2019

Question

We have a question regarding the CIC for the OTC IRS SWAP through CCP (Central Clearing house). We representing this as XTD1. Would you also expect the first two letters of the CIC for the OTC IRS Swap through CCP? If not, what do you expect to see as the first two letters for the IRS Swap by CCP.

In the EIOPA logfiles S.08.01 and S.08.02 the field Counterparty Group is only applicable for Over-the-Counter (OTC) derivatives, not through exchange or CCP, isn't is. I left this field empty, as this is an OTC IRS Swap through CCP? Do you agree with this?

EIOPA answer

EIOPA confirms your interpretations to the 3 questions.