ESMA_QA_1542

Status: ✅ Answer Published

Link to ESMA Q&A tool: https://www.esma.europa.eu/publications-data/questions-answers/1542

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Regulatory Context

Regulation : MIF2

Level 1 Regulation: Markets in Financial Instruments Directive II (MiFID II) Directive 2014/65/EU- Secondary Markets

Level 2 Regulation: No information available

Level 3 Regulation: No information available

Topic: Position reporting

Subject Matter: Position reporting

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Question

Submission Date: 15 December 2017

How should the position in the spot month and other months be reported for contracts where there are daily or weekly as well as monthly contracts?

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ESMA Answer

Answer Date: 15-12-2017

[ESMA 70-872942901-36 Commodity derivatives Q&A, Q&A 4.20] Positions in daily or weekly contracts whose delivery period is completely included in the spot month should be reported as spot month positions (‘SPOT’). Positions in weekly contracts whose delivery period is not completely included in the spot month, i.e. weekly contracts that straddle the spot month and other months, should be reported as other months’ positions (‘OTHR’). Positions in quarterly or annual contracts whose delivery period straddles the spot month and other months should also be reported as other months’ positions (‘OTHR’).

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This document was automatically extracted from the ESMA EMIR Q&A database.