ESA Joint Committee · priips-37 Final

Annex II, paragraph 10 of the Delegated Regulation shows sub intervals to use for funds with pricing frequencies of daily, weekly or monthly, but not what to apply for those funds with other pricing f

Regulation
PRIIPs
Answered
2021-12-17
Answer provided by
ESAs (EBA, ESMA, EIOPA)
⚠

Joint Committee Q&As are published in consolidated PDF documents without explicit question/answer delimiters. Section boundaries below are identified automatically and may occasionally be imprecise.

Question

Annex II, paragraph 10 of the Delegated Regulation shows sub intervals to use for funds with pricing frequencies of daily, weekly or monthly, but not what to apply for those funds with other pricing frequencies, e.g. bi-weekly or bi-monthly. Should the sub intervals for weekly apply to any frequency less than daily and the sub intervals for monthly apply to any frequency less than weekly, in a similar manner to the data history requirements for the MRM?

Answer

The sub interval “daily prices” only applies to daily prices. The sub interval “weekly” applies to any interval that is at least weekly but is less frequent than daily. The sub interval “monthly” applies to any interval that is at least monthly but is less frequent than weekly.

This Q&A is published by ESA Joint Committee (EBA, ESMA, EIOPA) and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.

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