Q&A · ESMA
Base Point Spread of the index/benchmark of a floating rate bond
Answered
Read the official text on the ESMA website(opens in a new tab)AI-generated Summary
Where a reference data field cannot hold the full value, it should be rounded to the nearest integer; a base point spread of 0.5 is reported as 1.
Details
| Reference | ESMA_QA_1688 |
|---|---|
| Issuer | ESMA |
| Published | 2 Feb 2017 |
| Answered | 2 Feb 2017 |
| Submitted | 2 Feb 2017 |
| ESMA topics | ESMA70-1861941480-56 Questions and Answers on MiFIR reporting |
| Earlier Q&A document | ESMA 70-1861941480-56 MiFIR data reporting Q&A, Q&A 8.1 |
Provisions it relates to
- Article 27 MiFIR · Obligation to supply financial instrument reference dataInferred · 80%
- MiFIR (whole act)Explicit reference