ESMA_QA_933

Status: ✅ Answer Published

Link to ESMA Q&A tool: https://www.esma.europa.eu/publications-data/questions-answers/933

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Regulatory Context

Regulation : SFTR

Level 1 Regulation: Securities Financing Transactions Regulation (SFTR) Regulation (EU) 2015/2365- MDP

Level 2 Regulation: No information available

Level 3 Regulation: No information available

Topic: Reporting at position level

Subject Matter: Currency for the Overview and Margin reports (Guidelines on calculation of positions in SFTs by trade repositories)

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Question

Submission Date: 22 March 2022

In the case of the Overview and Margin reports, how should TRs aggregate positions containing multiple currencies, irrespective of whether those currencies belong to the same or different currency buckets as per Guideline 15 of the “Guidelines on calculation of positions in SFTs by trade repositories”?

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ESMA Answer

Answer Date: 22-03-2022

[ESMA 74-362-893 SFTR Q&A 12] For the Overview and Margin reports, TRs should calculate and express the aggregate positions in SFTs in their EUR equivalent value, irrespective of whether a position captures SFTs featuring the same or different currencies.

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