EBU Single Rulebook Q&A 7 October 2015 2015_2380 EBA Final Draft Implementing Technical Standards on benchmark portfolios - question on the trade templates
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European Union · · · 07-10-2015
This question is relating to the EBA Final Draft Implementing Technical Standards on benchmark portfolio / Annex V Market Benchmark portfolios and trade 1.27. It is requested to "Short index put on ITraxx Euorpe Crossover series 21". We'd like to confirm 2 items - series 21 is the offrun contract, is it correct to book an off run contract?
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