Q&A · ESMA
Interest Rate Swaps reporting
Answered
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Interest rate swaps with the same expiry date, tenor (field 41) and other reference data share an ISIN, so a forward-starting swap can have the same ISIN as a spot-starting one; a different tenor or expiry means a different ISIN, as ESMA's examples show.
Details
| Reference | ESMA_QA_1696 |
|---|---|
| Issuer | ESMA |
| Published | 26 Sept 2018 |
| Answered | 26 Sept 2018 |
| Submitted | 26 Sept 2018 |
| 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 16.1 |
Provisions it relates to
- Article 27 MiFIR · Obligation to supply financial instrument reference dataInferred · 85%
- MiFIR (whole act)Explicit reference