On 5 November 2020, the European Securities and Markets Authority (ESMA) published its first set of Q&As relating to reporting under the Securities Financing Transactions Regulation (SFTR).

The Q&As cover the following topics:

  • Frequency of reports.
  • Reporting of settlement fails.
  • Reporting of repos initially collateralised on a per transaction basis and subsequently on a net exposure basis.
  • Reporting of trading venue for cleared and non-cleared SFTs.
  • Reporting of cash collateral or margin lending.