EBU Single Rulebook Q&A 3 March 2020 2020_5154 Reporting of cash flows related to ‘forward starting’ transactions in the C 66.00 maturity ladder template

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European Union · · · 04-12-2020

What are the exact requirements for the reporting of cash flows related to ‘forward starting’ transaction (transactions already agreed and valid as of the reporting date, yet producing both start and end cash flows in the future) in C 66.00 maturity ladder template? Would it be possible to report the start leg and end leg of a forward starting transaction in the same row?

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