Reporting Templates

For future derivative contracts trigger value, both in S.08.01 (C0390) and S08.02 (C0330), is the price of the future meaning the price at which the contract traded at origination and it does not change through time. Therefore the trigger value for the same derivative contract should be the same independently on whether the position is still open, in which case it has to be reported in S.08.01 at reporting date, or whether the position has been closed during the last quarter, in which case it has to be reported in S.08.02.