Derivatives Reporting System Regulation 2011 - 2011 Dmv

Original Language Title: Derivate-Meldesystemverordnung 2011 – DMV 2011

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267. Regulation of the Financial Markets Authority (FMA) on the type of electronic transmission of the reporting of derivatives (Derivate-MeldesystemOrdinance 2011-DMV 2011)

Due to § 152 of the Investment Fund Act-InvFG 2011, BGBl. I n ° 77, shall be assigned:

Transmission

§ 1. (1) The management companies shall have the reporting rates in accordance with the 4. Derivatives-Risk calculation and reporting regulation, BGBl. II No 266/2011, to be sent to the e-mail address "derivate@fma.gv.at".

(2) The acceptance of the reporting rates by the FMA does not confirm the receipt of the acknowledgement. In the event of false reports, the notification file will be returned to the management company. For this purpose, the FMA shall be notified by the management company of an e-mail address, unless such an address has already been disclosed. Any changes to this address must be reported immediately.

Reporting format

§ 2. (1) The reporting rates shall be transmitted in the Comma-Separated Values (CSV) format with a line-point as a list separator to the e-mail address referred to in § 1. The entire notification of a management company must be made in a file (file). In the first line of the reporting file, the name and the bank code of the management company, separated by a line item, shall be reported as follows:

1.

Name of the management company, max. 150 digits, alphanumeric;

2.

Bank code of the management company, max. 5 digits, numerical.

(2) Each investment fund shall be subject to its own reporting line. In this line of notification, the following data shall be given in the specified order:

1.

International Securities Identification Number (ISIN) of the investment fund, max. 12 characters, alphanumerical;

2.

Name of investment fund, max. 100 characters, alphanumerical;

3.

Risk statement in percent, max. 3 digits, numeric;

4.

Maximum risk indication of the reporting period in percent, max. 3 digits, numerical;

5.

Application of the relative VaR-Approach, a position, "J"/"j" or "j", respectively. "N"/"n";

6.

Application of the absolute VaR-Approach, a position, "J"/"j" or "j", respectively. "N"/"n";

7.

Special investment limits according to the fund regulations, max. 300 digits, alphanumerical;

The separator between the fields is a stroke point. At the end of each investment fund, a Carriage Return/Line Feed (CRLF) follows. A Pretty Good Privacy (PGP) encryption is available to the management companies.

(3) In the case of blank messages, only ISIN, the name of the investment fund and the risk statement shall be transmitted.

Entry into force and external force

§ 3. (1) This Regulation shall enter into force on 1 September 2011 and shall be applied for the first time to notifications of 30 September 2011.

(2) The Regulation of the Financial Markets Authority (FMA) on the type of electronic transmission of the notification of derivatives (derivative reporting system regulation), BGBl. II No 239/2005, as amended by the BGBl Regulation. II No 170/2008, with the expiry of 31 August 2011.

Ettl Pribil