Consultation Paper on draft Guidelines on Methodology to value each contract prior to termination

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Type of event

ESMA invites comments on all matters in this paper and in particular on the specific questions summarised in Annex 3. Comments are most helpful if they:

  1. respond to the question stated;
  2. indicate the specific question to which the comment relates;
  3. contain a clear rationale; and
  4. describe any alternatives ESMA should consider.

ESMA will consider all comments received by 24 January 2022.

All contributions should be submitted online at under the heading ‘Your input - Consultations’.

Publication of responses

All contributions received will be published following the close of the consultation, unless you request otherwise. Please clearly and prominently indicate in your submission any part you do not wish to be publicly disclosed. A standard confidentiality statement in an email message will not be treated as a request for non-disclosure. A confidential response may be requested from us in accordance with ESMA’s rules on access to documents. We may consult you if we receive such a request. Any decision we make not to disclose the response is reviewable by ESMA’s Board of Appeal and the European Ombudsman.

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Central Counterparty (CCP) Eurex Clearing
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Central Counterparty (CCP) European Association of CCP Clearing Houses
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Banking Futures Industry Association and International Swaps and Derivatives Association
  • 122569
Central Counterparty (CCP) World Federation of Exchanges
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Central Counterparty (CCP) The London Stock Exchange Group
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Central Counterparty (CCP) CCP12
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