EBU Single Rulebook Q&A 13 October 2016 2016_2940 Annex V, Section 1: Market Benchmarking Portfolios. Definition of Portfolio 10 (IR)
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European Union · · · 13-10-2016
We will use 16 October 2018 as start date for the swap and thus 14 October 2018 as maturity of the option. Please confirm that these dates are appropriate. In the definition for Portfolio 10 the option expiry date is 14 October 2018 and the maturity date of the swap is 13 October 2028.
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