(Article 31(4) of Regulation (EU) No 600/2014)
1. For the purposes of Article 31(2) of Regulation (EU) No 600/2014 investment firms and market operators shall make the following information public through an APA for each portfolio compression cycle:
(a) a list of derivatives submitted for inclusion in the portfolio compression,
(b) a list of derivatives replacing the terminated derivatives,
(c) a list of derivatives changed or terminated as a result of the portfolio compression,
(d) the number of derivatives and their value expressed in terms of notional amount.
The information referred to in the first subparagraph shall be disaggregated per type of derivative and per currency.
2. Investment firms and market operators shall make public the information referred to in paragraph 1 as close to real-time as is technically possible and no later than the close of the following business day after a compression proposal becomes legally binding in accordance with the agreement referred to in Art
…