Derivative type
European Union Electricity Market Glossary

 


 

  

Article 4(1) of the Implementing Regulation No 1247/2012 as amended by the Commission Implementing Regulation of 19.10.2016 governing the "specification, identification, and classification of derivatives" for the purposes of EMIR reporting mandates that the EMIR report specifies a derivative on the basis of the contract type and the the asset class.

 

 

Article 4(2) of the Commission Implementing Regulation No 1247/2012 of 19 December 2012 laying down implementing technical standards with regard to the format and frequency of trade reports to trade repositories as amended by the Commission Implementing Regulation of 19.10.2016

 

The derivative shall be specified in Field 1 of Table 2 of the Annex as one of the following contract types:

 

(a) financial contract for difference;

 

(b) forward rate agreement;

 

(c) forward;

 

(d) future;

 

(e) option;

 

(f) spreadbet;

 

(g) swap;

 

(h) swaption;

 

(i) other.

 

 

 

 

Contract types

 

Field 1 in the Table 2 (Common data) in the wording stipulated in the Annex to the Implementing Regulation No 1247/2012 as amended by the Commission Implementing Regulation of 19.10.2016

 

CD = Financial contracts for difference

 

FR = Forward rate agreements

 

FU = Futures

 

FW = Forwards

 

OP = Option

 

SB = Spreadbet

 

SW = Swap

 

ST = Swaption

 

OT = Other

 

 

 

 

Documentation

 

 

Commission Implementing Regulation No 1247/2012 of 19 December 2012 laying down implementing technical standards with regard to the format and frequency of trade reports to trade repositories

 

Commission Implementing Regulation (EU) 2017/105 of 19 October 2016 amending Implementing Regulation (EU) No 1247/2012 laying down implementing technical standards with regard to the format and frequency of trade reports to trade repositories according to Regulation (EU) No 648/2012 of the European Parliament and of the Council on OTC derivatives, central counterparties and trade repositories

 

Commission Delegated Regulation (EU) No 148/2013 of 19 December 2012 supplementing Regulation (EU) No 648/2012 of the European Parliament and of the Council on OTC deriva­tives, central counterparties and trade repositories with regard to regulatory technical standards on the minimum details of the data to be reported to trade repositories

 

Commission Delegated Regulation (EU) 2017/104 of 19 October 2016 amending Delegated Regulation (EU) No 148/2013 supplementing Regulation (EU) No 648/2012 of the European Parliament and of the Council on OTC derivatives, central counterparties and trade repositories with regard to regulatory technical standards on the minimum details of the data to be reported to trade repositories

 

 

 

 

Last Updated on Saturday, 13 May 2017 13:42
 

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