Question ID: 1594
Regulation Reference: (EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
Article: 35
Template: S.06.02
Status: Final
Date of submission: 18 Jul 2018
Question
In LOG-File for QRT S.06.02, there is the information for C0130 "Quantity", that this cell shall not be reported if item Par Amount (C0140) is reported.
With the new information from No 2015/2450, “the multiplication of “Quantity” by “Unit Solvency II price”, for assets where these two items are relevant (plus “Accrued interest” if applicable)”, it sounds like C0130 should be used for CI-Codes 1,2,5 and 6, too.
Is this what EIOPA means with this information?
EIOPA answer
EIOPA does not specify for each CIC codes what should exactly be used because there might be situations of instruments, like bonds, which in some cases will have unit price (and therefore a quantity) and on other cases will have notional amount/% of par-amount.
If for the instruments you are referring the quantity/unit price is the relevant measure, then EIOPA confirms that theseis are the cells to be reported regardless of the CIC.