EBU Single Rulebook Q&A 13 October 2016 2016_2941 Annex V, Section 1: Market Benchmarking Portfolios. Definition of Portfolio 13 (FX)
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European Union · · · 13-10-2016
For consistency we will also use the EUR/USD ECB reference rate for the option in portfolio 13. Please confirm that this is appropriate. Portfolio 13 contains a EUR/USD FX forward and a EUR/USD FX option. While the forward refers to the EUR/USD ECB reference rate as of 13 October 2016, the option does not refer to any reference rate.
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