2026R0305_EN.I

ANNEX I - Subcategories for EUR Fixed-to-float

Info

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Article 11 – Entry into force ⬅️ | ➡️ Article II – Counterparty information

Table 1

Subcategories for EUR Fixed-to-float

Trade size (in EUR million)

Maturity

[0-25M] [0-5Y] Table 2

Subcategories for EUR OIS

Trade size (in EUR million)

Maturity

[0-25M] [0-1Y] Table 3

Subcategories for EUR FRA

Trade size (in EUR million)

Maturity

[0-75M] [0-6M] Table 4

Subcategories for PLN Fixed-to-float

Trade size (in PLN million)

Maturity

Any trade size

Any maturity

Table 5

Subcategories for PLN FRA

Trade size (in PLN million)

Maturity

Any trade size

Any maturity

Table 6

Classes of derivatives for EUR STIR

Execution

Underlying

Reference index

Settlement currency

Settlement currency type

Optionality

EU or third-country exchange 3-month interest rate

Euribor

EUR

Single currency

Excluded

EU or third-country exchange 3-month interest rate

€STR

EUR

Single currency

Excluded

Table 7

Subcategories for EUR STIR referencing Euribor

Trade size (in EUR million)

Maturity

Any trade size

[0-6M] Table 8

Subcategories for EUR STIR referencing €STR

Trade size (in EUR million)

Maturity

Any trade size

[0-6M]# Table 1 in anx_I

	Trade size (in EUR million)
Maturity	[0-25M]
[0-5Y]
(5Y-10Y]
(10Y-15Y]
(15Y+]

Table 2 in anx_I

	Trade size (in EUR million)
Maturity	[0-25M]
[0-1Y]
(1Y-2Y]
(2Y-5Y]
(5Y+]

Table 3 in anx_I

	Trade size (in EUR million)
Maturity	[0-75M]
[0-6M]
(6M-12M]
(12M-18M]
(18M+]

Table 4 in anx_I

	Trade size (in PLN million)
Maturity	Any trade size
Any maturity

Table 5 in anx_I

	Trade size (in PLN million)
Maturity	Any trade size
Any maturity

Table 6 in anx_I

Execution	Underlying	Reference index	Settlement currency	Settlement currency type	Optionality
EU or third-country exchange	3-month interest rate	Euribor	EUR	Single currency	Excluded
EU or third-country exchange	3-month interest rate	€STR	EUR	Single currency	Excluded

Table 7 in anx_I

	Trade size (in EUR million)
Maturity	Any trade size
[0-6M]
(6M-12M]
(12M-24M]
(24M+]

Table 8 in anx_I

	Trade size (in EUR million)
Maturity	Any trade size
[0-6M]
(6M-12M]
(12M-24M]
(24M+]

Table 1 in anx_II

	Field	Details to reported
1	Reporting date	Date of the submission of the report to the competent authority
2	Counterparty subject to the AAR	The Legal Entity Identifier (LEI) of the counterparty to a derivative transaction who is fulfilling its reporting obligation via the report concerned.In the case of an allocated derivative transaction executed by a fund manager on behalf of a fund, the fund and not the fund manager shall be reported as the counterparty.
3	Nature of the counterparty	Indicate whether the counterparty is a CCP, a financial counterparty, or a non-financial counterparty, as defined in Article 2, points (1), (8) and (9), respectively, of Regulation (EU) No 648/2012, or an entity as referred to in Article 1, point (5), of that Regulation.
4	Entities within the group	A list of the Legal Entity Identifiers (LEIs) of the entities within the group.
5	Ultimate parent entity	The Legal Entity Identifier (LEI) of the Ultimate Parent Entity of the group.
6	Clearing member	The Legal Entity Identifier (LEI) of the clearing member.

Table 2 in anx_II

	Field	Details to be reported	Total
1	Gross Notional Amount outstanding of the aggregate month-end average position for the previous 12 months in the categories of derivatives contracts cleared under Article 7a(6) of Regulation (EU) No 648/2012	The aggregate sum of the notional amount of leg 1 and, where applicable, the notional amount of leg 2, for the derivatives in scope of this reporting, as referred to in Article 5 of Commission Delegated Regulation (EU) 2022/1855(1)
2	Dimension 1 – Breakdown total by category of derivative	EUR OTC IRD	PLN OTC IRD
3	Dimension 2 – Breakdown by CCP (EU/Tier 2/Tier 1) (reporting at CCP LEI level)	CCP1	CCP2
(1)Commission Delegated Regulation (EU) 2022/1855 of 10 June 2022 supplementing Regulation (EU) No 648/2012 of the European Parliament and of the Council with regard to regulatory technical standards specifying the minimum details of the data to be reported to trade repositories and the type of reports to be used (OJ L 262, 7.10.2022, p. 1, ELI: http://data.europa.eu/eli/reg_del/2022/1855/oj).

Table 1 in anx_III

Reference period
Clearing service of substantial systemic importance under Article 25(2c)	Authorised CCP under Article 14
	Trade size (in EUR million)
Maturity	[0-25M]
[0-5Y]
(5Y-10Y]
(10Y-15Y]
(15Y+]

Table 2 in anx_III

Reference period
Clearing service of substantial systemic importance under Article 25(2c)	Authorised CCP under Article 14
	Trade size (in EUR million)
Maturity	[0-25M]
[0-1Y]
(1Y-2Y]
(2Y-5Y]
(5Y+]

Table 3 in anx_III

Reference period
Clearing service of substantial systemic importance under Article 25(2c)	Authorised CCP under Article 14
	Trade size (in EUR million)
Maturity	[0-75M]
[0-6M]
(6M-12M]
(12M-18M]
(18M+]

Table 4 in anx_III

Clearing service of substantial systemic importance under Article 25(2c)	Authorised CCP under Article 14
	Trade size (in PL million)
Maturity	Any trade size
Any maturity

Table 5 in anx_III

Clearing service of substantial systemic importance under Article 25(2c)	Authorised CCP under Article 14
	Trade size (in PL million)
Maturity	Any trade size
Any maturity

Table 6 in anx_III

Reference period
Clearing service of substantial systemic importance under Article 25(2c)	Authorised CCP under Article 14
	Trade size (in EUR million)
Maturity	Any trade size
[0-6M]
(6M-12M]
(12M-24M]
(24M+]

Table 7 in anx_III

Reference period
Clearing service of substantial systemic importance under Article 25(2c)	Authorised CCP under Article 14
	Trade size (in EUR million)
Maturity	Any trade size
[0-6M]
(6M-12M]
(12M-24M]
(24M+]