ESMA_QA_933
22/03/2022
Subject Matter
Currency for the Overview and Margin reports (Guidelines on calculation of positions in SFTs by trade repositories)
    In the case of the Overview and Margin reports, how should TRs aggregate positions containing multiple currencies, irrespective of whether those currencies belong to the same or different currency buckets as per Guideline 15 of the “Guidelines on calculation of positions in SFTs by trade repositories”?
    Status: Question Published

    Additional Information

    Level 1 Regulation
    Securities Financing Transactions Regulation (SFTR) Regulation (EU) 2015/2365- MDP
    Topic
    Reporting at position level