ESMA_QA_1547
04/09/2019
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Subject Matter
Price Multiplier for electricity derivative contracts
How should the field “Price Multiplier” (field 25 of Table 3 of the Annex of RTS 23) be populated for electricity derivative contracts?
ESMA Answer
04-09-2019

[ESMA 70-872942901-36 Commodity derivatives Q&A, Q&A 7.1]

When reporting an electricity derivative contract, i.e. where Base product (field 35 of Table 3 of the Annex of RTS 23) is equal to “NRGY” and Sub product (Field 36 of Table 3 of the Annex of RTS 23) is equal to “ELEC”, a trading venue should report a value in MWh which is equal to the number of relevant hours of delivery during the delivery period, multiplied by the lot size in MW.

Status: Answer Published

Additional Information

Level 1 Regulation
Markets in Financial Instruments Directive II (MiFID II) Directive 2014/65/EU- Secondary Markets
Topic
Position reporting