Regulatory Alerts2021-11-17
Added · Updated
Guidelines on calculation of positions in SFTs by Trade Repositories
Trade Repositories must calculate and report positions in securities financing transactions using specific methodologies, including generating five separate position reports: overview, loan, collateral, margin, and reuse. Calculations must be updated daily based on the most recent trade state data, with position reports made available to authorities by Day T+2 UTC for events occurring on Day T. TRs are required to handle missing data by excluding certain dimensions from calculations, identify outliers separately, maintain calculation records for at least two years, and correct erroneous data promptly upon discovery.
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