EIOPA · 117
117
- Regulation
- Guidelines on submission of information to NCAs (Preparatory phase)
- Article
- 35
- Submitted
- 2015-01-27
- Answered
- 2019-10-31
Question
We have following questions regarding template S.08.02:
1. Could you, please, clarify what is meant by reference price for futures in cell A21 (Trigger value)? Does the reference price mean agreed future price?
2. Could you, please, clarify if the cell A17 (Premium paid/received to date) is also applicable for futures? If yes, should the aquisition price of the futures be reported?
3. Could you, please, clarify if the cell A31 (Unwind trigger of contract) is applicable only for credit derivatives?
Answer
1. It is the price agreed for the future transaction.2. No, it is only applicable for options and swaps. 3. Cell A31 is applicable to all types of contracts, including credit derivatives
This Q&A is published by European Insurance and Occupational Pensions Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.
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