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

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

from 18 November 2021 to 24 January 2022

Details

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 www.esma.europa.eu 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.

2 RELATED DOCUMENTS
Documents available for this Consultation
DateReferenceTitleDocument
18/11/2021ESMA70-151-3396Consultation Paper on draft Guidelines on Methodology to value each contract prior to termination
18/11/2021ESMA91-372-1857 Response Form to the Consultation Paper on draft Guidelines on Methodology to value each contract prior to termination

Responses

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