Portfolio 1.10 - the portfolio references Bloomberg code eusv0210 curncy but then also states that “strike price is based on the IRS rate as per #9”. Market convention would suggest using the 2y 10y forward swap rate, unless the intention is to create a non-ATM option. Which of these should be used? Portfolio 1.13 - Should firms take the forward such that the notional of EUR is based on the forward FX rate (as opposed to spot FX rate) as of 15 October 2015? The wording just refers to “EUR/USD ECB reference rate”. General instructions: The instructions require [in Annex 5, section “Common instruction”, paragraph (b)] that the valuation of each portfolio shall be made at 4:30 pm London time. For a number of portfolios this is impractical. Indeed marking of some portfolios are usually done at the end of day of the relevant market. Marking at 4:30 London time would constitute for those portfolio an intra-day price which might be arduous to derive. This would typically be the case for : - FX instruments which are usually marked at NY COB - Commodities - CRM trades are marked at the end of their respective markets Therefore, we would suggest that the cutoff time is changed for some portfolio to be aligned with market conventions. Can you confirm whether this convention can be used?