ESMA_QA_934

Status: ✅ Answer Published

Link to ESMA Q&A tool: https://www.esma.europa.eu/publications-data/questions-answers/934

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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: frequency of SFT reporting

Subject Matter: Construction of Trade State Report

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Question

Submission Date: 07 March 2022

How should TRs take into consideration the maturity date of SFTs transactions for the construction of the Trade State Report?

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ESMA Answer

Answer Date: 07-03-2022

[ESMA74-362-893 SFTR Q&A 13] For the construction of the Trade State Report, TRs should ensure that SFTs should be included in the Trade State report up until the date to which their maturity date refers to, unless the SFTs have been terminated/errored before their maturity date. For example, an SFT concluded at T with a maturity date of T+1 should be included up until the Trade State Report of T+1.

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