ESMA · ESMA_QA_934 Answer Published
Construction of Trade State Report
- Regulation
- Securities Financing Transactions Regulation (SFTR) Regulation (EU) 2015/2365- MDP
- Topic
- frequency of SFT reporting
- Submitted
- 2022-03-07
- Answered
- 2022-03-07
Question
How should TRs take into consideration the maturity date of SFTs transactions for the construction of the Trade State Report?
Answer
[ESMA74-362-893 SFTR Q&A 13] For the construction of the Trade State Report, TRs should ensure that SFTs should be included in the Trade State report up until the date to which their maturity date refers to, unless the SFTs have been terminated/errored before their maturity date. For example, an SFT concluded at T with a maturity date of T+1 should be included up until the Trade State Report of T+1.
This Q&A is published by European Securities and Markets Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.
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