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1 min readWarningEIOPA taxonomy 2.10.0Updated 11 November 2026

Open derivatives: a check on its values (S.08.01, EIOPA rule BV806)

A warning on the open derivatives template (S.08.01), in the quarterly solo (QRS), quarterly group (QRG), quarterly branch (QRB), annual solo (ARS), annual group (ARG) and annual branch (ARB) returns.

It applies to 2.8.2 returns too, the release for the 2026 returns, and Line4 Check runs it there as well.

Check your file for this rule

The rule in plain words

The Items "Swap outflow amount" or "Swap inflow amount" in Open Derivatives (S.08.01) should be reported for Swaps (CIC = ##D1, ##D2, ##D3, ##F3 and ##F4)

The headline gives only the template and the kind of check, because the rule is too long to say in a headline. The plain words above say all of it.

EIOPA writes it out as separate checks, one for each table or return it covers. Line4 Check runs two of them (BV806-1 and BV806-2), and a failure names the one that failed.

This is a warning. It does not stop the return on its own, but your supervisor may ask you to explain it. It runs only when your filing indicators mark S.08.01 as reported.

The cells it reads

Open derivatives: information on positions held (S.08.01.01.01)

Columns

  • C0200Swap outflow amount
  • C0210Swap inflow amount

Open derivatives: information on derivatives (S.08.01.01.02)

Column

  • C0380CIC

Open derivatives: information on positions held (S.08.01.04.01)

Columns

  • C0200Swap outflow amount
  • C0210Swap inflow amount

Open derivatives: information on derivatives (S.08.01.04.02)

Column

  • C0380CIC

Which returns it applies to

Line4 Check runs it on quarterly solo (QRS), quarterly group (QRG), quarterly branch (QRB), annual solo (ARS), annual group (ARG) and annual branch (ARB) returns on EIOPA taxonomy 2.10.0. EIOPA applies it to quarterly group (QRG), annual group (ARG), annual ECB solo (AES), quarterly ECB solo (QES), quarterly ECB branch (QEB), annual ECB branch (AEB), quarterly solo (QRS), quarterly branch (QRB), annual solo (ARS) and annual branch (ARB) returns, as a warning.

EIOPA’s own words and formula

In EIOPA’s list of validations, word for word:

The Items "Swap outflow amount" or "Swap inflow amount" in S.08.01 - Open Derivatives should be reported for Swaps (CIC = ##D1, ##D2, ##D3, ##F3 and ##F4).
Show the formulaShow

EIOPA's formula, for BV806-2. Cells are written as {t: table, r: row, c: column}.

not(isNull({t: S.08.01.01.01, c: C0200, z: Z0001})) or not(isNull({t: S.08.01.01.01, c: C0210, z: Z0001}))

BV806-1:

not(isNull({t: S.08.01.04.01, c: C0200, z: Z0001})) or not(isNull({t: S.08.01.04.01, c: C0210, z: Z0001}))

Every Solvency II rule on S.08.01

Checks like this one, run at the point of submission, are the first step to real-time supervision. Line4 builds SupTech software for financial regulators that runs checks like these as each return arrives.