Page 51 - 期货和衍生品行业监管动态（2022年7月）

期货和衍生品行业监管动态

 the expansion of the maturities in scope of the CO for the OIS class
referencing SOFR (USD); and

 for the DTO – the introduction of certain classes of OIS referencing

€STR (EUR), which have shown a substantial increase in liquidity over the last

months.

In November 2021, ESMA published a first set of technical standards on the

COand DTO amending the respective scopes of these two obligations in view of the

benchmark transition, which entered into force in May 2022.

Next steps

Stakeholders, in particular counterparties of OTC derivatives transactions which

are subject to the clearing obligation or the derivative trading obligation as well as

from CCPs and Trading Venues, are invited to respond to this consultation by 30
September 2022.

https://www.esma.europa.eu/press-news/esma-news/esma-reviews-clearing-and-deriv

atives-trading-obligations

18. 欧洲证券与市场管理局关于每周持仓报告中的第三国交易对手方分类的解

释 （2022 年 7 月 12 日）

欧洲证券与市场管理局（ESMA，欧盟证券市场的监管者）发布了一份关于

第三国交易对手方分类的意见，阐明了应当如何在《欧盟金融工具市场指引 II》

（MiFID II）规定的商品衍生品和碳排放配额衍生品每周持仓报告中，对第三国

金融实体进行分类。

意见指出，就每周持仓报告制度的目的而言，为了提高报告的质量和一致性，

第三国金融实体应按其在欧盟境内设立时的分类进行分类。

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