How is the position quantity field reported for contracts that relate to delivery of the same underlying over different periods of time?

How should clients of investment firms inform their intermediaries of the nature of each of their positions (hedge or speculation)? Should that information be provided for each position or could clients indicate to their intermediaries that, except if they explain otherwise, all their positions should be deemed for hedging or non-hedging purposes?

Where there is a chain of investment firms that have to comply with commodity position reporting obligations, who has to report to the trading venue or NCA?

How should the spot month be defined for contracts where there are daily, weekly, quarterly and calendar as well as monthly variants of the same contract?

What date should be populated in RTS 23Annex Table 3 Field 11 (Date of admission to trading or date of first trade) where the actual date is still unknown and the issuer makes the request for admission to trading (Field 8)?