February 06, 2018

ESMA published the responses received to its consultation on position calculation under the European Market Infrastructure Regulation (EMIR). The consultation ran from November 17, 2017 to January 15, 2018.

The eight published responses are from four trade repositories and institutions, including Deutsche Bundesbank, National Bank of Belgium, London Stock Exchange Group, and Association of the Luxembourg Fund Industry. The consultation paper included draft guidelines on the calculation of derivative positions by trade repositories authorized in the EU under the EMIR. The guidelines will provide specific information on the aggregation of certain data fields and how those should be calculated by trade repositories prior to the provision of the data to the national competent authorities, including timing of calculations, scope of the data used in calculations, and calculation methodologies. The guidelines will also ensure consistency in relation to collateral calculations for derivative positions.


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Keywords: Europe, EU, Securities, Trade Repositories, OTC Derivatives, Position Calculation, Responses to Consultation, EMIR, ESMA

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