How should an investor calculate the duration-adjusted net short positions on sovereign debt?

The DR (Commission Delegated Regulation regarding definitions, calculation of net short positions, covered sovereign CDS, notification thresholds, liquidity thresholds for suspending restrictions, significant falls in the value of financial instruments and adverse events (DR), adopted by EU Com on 5 July 2012 ) specifies in the Annex II part 2 para. 1 that positions should be calculated in “nominal value duration adjusted”. What duration definition should be used in the calculation?

Can a short position in sovereign debt be offset against an interest rate swap trade?
(For example, Sell 10 year German Bund and receive Fixed (pay floating) 10 year interest rate swap denominated in Euro)

What to do when a net short position that has already be notified is changing?

For the purpose of the reporting and disclosure of net short position in shares, what should be the approach to rounding a net short position expressed in percentage?