Question ID: 444
Regulation Reference: (EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
Article: 35
Template: S.06.03
Status: Final
Date of submission: 17 Dec 2015
Question
We are a financial data provider.
Among other things we collect and supply to our clients all the data concerning Solvency II, in particular the data required for the filling of QRTs.
My question concerns QRT S.06.03 (Collective Investment Undertakings – look-through approach).
Are derivatives (CIC categories from A to F) included in asset category “Other Investments” (code 11 - field C0060)?
EIOPA answer
According to the Instructions (copied below) derivatives should be reported according to the classes A to F in C0030.
Identify the assets categories, receivables and derivatives within the collective investment undertaking. One of the options in the following closed list shall be used:
1 – Government bonds
2 – Corporate bonds
3L – Listed equity
3X – Unlisted equity
4 – Collective Investment Undertakings
5 – Structured notes
6 – Collateralised securities
7 – Cash and deposits
8 – Mortgages and loans
9 – Properties
0 – Other investments (including receivables)
A – Futures
B – Call Options
C – Put Options
D – Swaps
E – Forwards
F – Credit derivatives
L – Liabilities.