December 20, 2013

ESMA clarifies reporting of on-exchange derivatives under EMIR | Esma

As expected ESMA have reacted to the refusal of the one year delay to ETD reporting by publishing more information via their Q&A process. The updates to the document here ESMA clarifies reporting of on-exchange derivatives under EMIR | Esma cover the following topics:

  1. Calculation of the clearing threshold
  2. Risk Mitigation techniques for OTC derivative contracts not cleared by a CCP
  3. Portfolio Reconciliation
  4. Front-loading requirement for the clearing obligation
  5. Segregation and portability
  6. Transparency
  7. Reporting of outstanding positions following the entry into force of EMIR (Backloading)
  8. Reporting to TRs: Table of fields
  9. Collateral portfolio code
  10. Position level reporting
  11. Scope of reporting
  12. Which parties have to report
  13. How should give-ups be reported
  14. Do Partial executions have to be reported separately
  15. Trade ID and Transaction Reference Number
  16. How should time stamps be populated
  17. Who should report the value of collateral

If you thought you could ease up over Christmas, think again.  You can download the ESMA Q&A PDF here too.

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