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  1. Questions and Answers on MiFID II and MiFIR commodity derivatives topics (ESMA70-872942901-36) (updated 23 September 2022)
  2. 4 Position reporting [Last update: 23/09/2022]
  3. Question 20 How should the position in the spot month and other months be reported for contracts where there are daily or weekly as well as monthly contracts? [Last update: 15/12/2017]
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Version date: 15 December 2017 - onwards

Question 20 How should the position in the spot month and other months be reported for contracts where there are daily or weekly as well as monthly contracts? [Last update: 15/12/2017]

Art. 58 of MiFID II

How should the position in the spot month and other months be reported for contracts where there are daily or weekly as well as monthly contracts?

Answer 20

Positions in daily or weekly contracts whose delivery period is completely included in the spot month should be reported as spot month positions ('SPOT').

Positions in weekly contracts whose delivery period is not completely included in the spot month, i.e. weekly contracts that straddle the spot month and other months, should be reported as other months' positions ('OTHR').

Positions in quarterly or annual contracts whose delivery period straddles the spot month and other months should also be reported as other months' positions ('OTHR').

Comparing proposed amendment...
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