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Version status: Applicable | Document consolidation status: Updated to reflect all known changes
Version date: 1 November 2012 - onwards
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Article 10 Method of calculation of net short positions in relation to shares

1. For the purposes of calculating the net short position in shares pursuant to Article 3(4) of Regulation (EU) No 236/2012, the delta-adjusted model for shares set out in Annex II shall be used.

2. Any calculations by a natural or legal person of a long and short position in relation to the same shares shall use the same methods.

3. The calculation of net short positions shall take into account transactions in all financial instruments, whether on or outside a trading venue, that confer a financial advantage in the event of a change in price or value of the share.

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