{
  "url": "https://openlegislation.uk/eu-regulation-2018-708/annex",
  "json_url": "https://openlegislation.uk/eu-regulation-2018-708/annex.json",
  "legislation": "eur/2018/708",
  "legislation_title": "Commission Implementing Regulation (EU) 2018/708 of 17 April 2018 laying down implementing technical standards with regard to the template to be used by managers of money market funds when reporting to competent authorities as stipulated by Article 37 of Regulation (EU) 2017/1131 of the European Parliament and of the Council (Text with EEA relevance)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2018-708",
  "path": "annex",
  "kind": "annex",
  "number": null,
  "heading": "Reporting template for managers of Money Market Funds (MMFs)",
  "text": "Except where otherwise specified, all figures shall be filled in at sub-fund level\nRegulation (EU) 2017/1131 of the European Parliament and of the Council of 14 June 2017 on money market funds\nCommission Delegated Regulation (EU) 2015/61 of 10 October 2014 to supplement Regulation (EU) No 575/2013 of the European Parliament and the Council with regard to liquidity coverage requirement for Credit Institutions (OJ L 11, 17.1.2015, p. 1).\nFinancial derivative identification in EMIR\nThe currency of the notional amount. In the case of an interest rate derivative contract, this will be the notional currency of leg 1.\nThe currency of the notional amount. In the case of an interest rate derivative contract, this will be the notional currency of leg 2.\nIf the MMF receives as collateral different assets within the meaning of Article 15(6) of Regulation (EU) 2017/1131, the outcome should be reported for each asset.\nDirective 2014/65/EU of the European Parliament and of the Council of 15 May 2014 on markets in financial instruments and amending Directive 2002/92/EC and Directive 2011/61/EU\nItem\nData type\nReported data\n(A)\nAPPLICABLE TO ALL MMFS\n(1)\nGeneral characteristics, identification of the MMF and the manager of that MMF\n(A.1.1)\nReporting period\n(A.1.2)\nNational code of the MMF as provided by the competent authority of the MMF\n(A.1.3)\nLEI of the MMF\nISO 17442 Legal Entity Identifier 20 alphanumerical character code (LEI)\n(A.1.4)\nECB code (MFI ID code) of the MMF\n(A.1.5)\nName of the MMF\n(A.1.6)\nIndicate if the MMF is a UCITS or an AIF\nUCITS\nAIF\n(A.1.7)\nIndicate if the MMF is marketed solely through employee saving schemes governed by national law and which have natural persons as investors (in accordance with Art 16(5) of the Regulation (EU) 2017/1131\n(Yes/No)\n(A.1.8)\nDomicile of the MMF\nISO 3166 — Country code\n(A.1.9)\nMember State where the MMF is authorised\nISO 3166 — Country code\n(A.1.10)\nMember States where the MMF is marketed\nList of Countries (ISO 3166 — Country code)\n(A.1.11)\nInception date of the MMF\nISO 8601 date in the format YYYY-MM-DD\n(A.1.12)\nBase currency of the MMF\nISO 4217 Currency Code, 3 alphabetical characters\n(A.1.13)\nNational code of the manager of the MMF as provided by the competent authority of the MMF\n(A.1.14)\nNational code of the manager of the MMF as provided by the competent authority of the manager of the MMF\n(A.1.15)\nLEI of the manager of the MMF\nISO 17442 LEI 20 alphanumerical character code\n(A.1.16)\nECB code (MFI ID code) of the manager of the MMF\n(A.1.17)\nName of the manager of the MMF\n(A.1.18)\nCountry where the manager of the MMF is authorized\n(A.1.19)\nLEI of the depositary of the MMF\nISO 17442 LEI 20 alphanumerical character code\n(A.1.20)\nNational code of the depositary of the MMF\n(A.1.21)\nLegal name of the depositary of the MMF\n(2)\nType of the MMF\n(A.2.1)\nMMF type [Select one]\nShort-term VNAV MMF\nShort-term Public debt CNAV MMF\nShort-term LVNAV MMF\nStandard VNAV MMF\n(3)\nOther characteristics of the MMF\na)\nMaster/feeder information (MMF marketed solely through employee savings scheme governed by national law and which has natural persons as investors)\n(A.3.1)\nIf the MMF complies with the conditions of Article 16(5) of Regulation (EU) 2017/1131, indicate whether the MMF is a master or a feeder fund [Select one]\nMaster\nFeeder\nIf the MMF is a feeder:\n(A.3.2)\nLEI of the master of the MMF\nISO 17442 LEI 20 alphanumerical character code\n(A.3.3)\nNational code of the master of the MMF\n(A.3.4)\nLegal name of the master of the MMF\nb)\nInformation on share classes\n(A.3.5)\nIndicate whether the MMF has share classes\n(Yes/No)\n(A.3.6)\nWhere the MMF has share classes, state the single ISIN of the different share classes\nISO 6166 ISIN 12 character alphanumerical code\n(A.3.7)\nWhere the MMF has share classes, state the currency of the different share classes\nISO4217 Currency Code, 3 alphabetical characters\nc)\nInformation on preceding fund or liquidation (one-off reporting)\nIf the MMF has been merged with another fund, please indicate:\n(A.3.8)\nDate of merger.\nISO 8601 date in the format YYYY-MM-DD\nif the MMF is being liquidated, please indicate:\n(A.3.9)\nDate of liquidation.\nISO 8601 date in the format YYYY-MM-DD\n(4)\nPortfolio indicators of the MMF\na)\nTotal value of assets (for the purpose of the reporting template under the MMF Regulation, it is considered that the total value of assets equals the NAV – please see below field A.4.1)\nb)\nNAV (subfund level – not share class)\n(A.4.1)\nNet asset value of the MMF (subfund level)\n(EUR) (if the base currency is not in EUR the exchange ratio used shall be the rate most recently set by the European Central Bank)\n(A.4.2)\nNet asset value of the MMF\n(in base currency)\nc)\nWAM\n(A.4.3)\nWeighted Average Maturity of the MMF calculated as set out in Article 2(19) of Regulation (EU) 2017/1131.\n(days)\nd)\nWAL\n(A.4.4)\nWeighted Average Life of the MMF calculated as set out in Articles 2(20), 24(1)(b), 25(1)(b) of Regulation (EU) 2017/1131.\n(days)\ne)\nLiquidity indicators\nPortfolio Liquidity Profile\n(A.4.5)\n% of assets qualifying for the daily liquidity buffer (daily maturing assets as defined under Articles 24 and 25 of Regulation (EU) 2017/1131)\n%\n(A.4.6)\n% of assets qualifying for the weekly liquidity buffer (weekly maturing assets as defined under Articles 24 and 25 of Regulation (EU) 2017/1131)\n%\n(A.4.7)\nPortfolio liquidity profile\nPercentage of portfolio capable of being liquidated that fall within each period\nPeriod\n1 day or less\n2-7 days\n8-30 days\nabove 30 days\nf)\nYield\n(A.4.8)\nCumulative returns\n%\nRange\nYTD\n1 month\n3 months\n1 year\n3 years\n5 years\n(A.4.9)\nCalendar year performance (net return) of the most representative share class\n%\nRange\nYear N-1\nYear N-2\nYear N-3\n(A.4.10)\nMonthly portfolio volatility and Monthly portfolio volatility of the shadow NAV (when applicable)\n%\nRange\n1 year\n2 years\n3 years\n(5)\nStress tests of the MMF\na)\nResults of the stress tests of the MMF\n(A.5.1)\nResults of the liquidity stress tests of the MMF conducted within the reporting period as set out in Art 28(1) of Regulation (EU) 2017/1131 and the corresponding ESMA guidelines on stress tests scenarios\n(A.5.2)\nResults of the credit stress tests of the MMF conducted within the reporting period as set out in Art 28(1) of Regulation (EU) 2017/1131 and the corresponding ESMA guidelines on stress tests scenarios\n(A.5.3)\nResults of the FX rate stress tests of the MMF conducted within the reporting period as set out in Art 28(1) of Regulation (EU) 2017/1131 and the corresponding ESMA guidelines on stress tests scenarios\n(A.5.4)\nResults of the Interest rate stress tests of the MMF conducted within the reporting period as set out in Art 28(1) of Regulation (EU) 2017/1131 and the corresponding ESMA guidelines on stress tests scenarios\n(A.5.5)\nResults of stress test on the level of redemption of the MMF conducted within the reporting period as set out in Art 28(1) of Regulation (EU) 2017/1131 and the corresponding ESMA guidelines on stress tests scenarios\n(A.5.6)\nResults of stress test of the MMF on the spread among indices to which interest rate of portfolio securities are tied conducted within the reporting period as set out in Art 28(1) of Regulation (EU) 2017/1131 and the corresponding ESMA guidelines on stress tests scenarios\n(A.5.7)\nResults of the macro stress test of the MMF conducted within the reporting period as set out in Art 28(1) of Regulation (EU) 2017/1131 and the corresponding ESMA guidelines on stress tests scenarios\n(A.5.8)\nResults of the multivariate stress test of the MMF conducted within the reporting period as set out in Art 28(1) of Regulation (EU) 2017/1131 and the corresponding ESMA guidelines on stress tests scenarios\n(A.5.9)\nIn the case of CNAV and LVNAV MMFs, indicate the results of the stress tests mentioned in the fields A.5.1 to A.5.8 in terms of difference between the constant NAV per unit or share and the NAV per unit or share\nb)\nProposed action plan (where applicable)\n(A.5.10)\nIndicate the proposed action plan as set out in Art 28(4) of Regulation (EU) 2017/1131\nFree text\n(6)\nInformation on the assets held in the portfolio of the MMF\na)\nMoney market instruments, eligible securitisations and asset backed commercial papers\nThe below fields A.6 shall be completed using a line-by-line reporting template\n(A.6.1)\nType of the Money market instrument, eligible securitisations and asset backed commercial papers [Select one or several]\nIndicate the type of money market instruments, eligible securitisations and asset backed commercial papers\nMoney market instruments under Article 10 of Regulation (EU) 2017/1131\nSecuritisations referred to in Article 13 of Commission Delegated Regulation (EU) 2015/61\nABCPs as referred to in Art 11(1)(b) of Regulation (EU) 2017/1131\nA simple, transparent and standardised securitisation or ABCP as referred to in Art 11(1)(c) of Regulation (EU) 2017/1131\nIf the type of asset is a money market instrument, complete the fields A.6.2 to A.6.20\n(A.6.2)\nAsset description of the money market instrument\n(A.6.3)\nISIN of the money market instrument\nISO 6166 ISIN 12 character alphanumerical code\n(A.6.4)\nCFI (if available, and if the ISIN is not available) of the money market instrument\nISO 10692 CFI, 6 characters alphabetical code\n(A.6.5)\nLEI of the issuer\nISO 17442 LEI 20 alphanumerical character code\n(A.6.6)\nName of the issuer\n(A.6.7)\nIssuer category\nThe issuer categories shall be selected among the corresponding ones [Select one]\nSovereign (EU)\nSovereign (non-EU)\nEU Central Bank\nNon EU Central Bank\nRegional\nLocal\nNational Public body\nEU Public body (except National Public body)\nNon EU Public body\nSupranational Public body (EU)\nSupranational Public body (other than EU)\nCredit institution\nOther financial corporations\nNon-financial corporations\n(A.6.8)\nCountry of the issuer of the money market instrument\nISO 3166 — Country code\n(A.6.9)\nMaturity date of the money market instrument\nISO 8601 date in the format YYYY-MM-DD\n(A.6.10)\nCurrency of the money market instrument\n(ISO 4217 Currency Code, 3 alphabetical characters)\n(A.6.11)\nQuantity of the money market instrument\n(A.6.12)\nClean price of the money market instrument\n(in EUR) (if the base currency is not in EUR the exchange ratio used shall be the rate most recently set by the European Central Bank)\n(A.6.13)\nClean Price of the money market instrument\n(in base currency)\n(A.6.14)\nAccrued interests\n(A.6.15)\nAccrued interests\n(in base currency, if A.6.14 is in EUR)\n(A.6.16)\nTotal market value of the money market instrument\n(in EUR) (if the base currency is not in EUR the exchange ratio used shall be the rate most recently set by the European Central Bank)\n(A.6.17)\nTotal market value of the money market instrument\n(in base currency)\n(A.6.18)\nMethod used to price the money market instrument\nmark to market\nmark-to-model\namortised cost\n(A.6.19)\nIndicate whether the outcome of the internal credit assessment procedure is favourable or unfavourable\n(favourable/unfavourable)\n(A.6.20)\nProvide the next interest rate reset date (as mentioned in Art 10(2) of Regulation (EU) 2017/1131)\nISO 8601 date in the format YYYY-MM-DD\nIf the type of asset is an eligible securitisation or asset backed commercial paper, complete the fields A.6.21 to A.6.37\n(A.6.21)\nAsset description of the eligible securitisation or asset backed commercial paper\n(A.6.22)\nISIN of the eligible securitisation or asset backed commercial paper\nISO 6166 ISIN 12 character alphanumerical code\n(A.6.23)\nCountry of the sponsor of the eligible securitisation and asset backed commercial paper\nISO 3166 — Country code\n(A.6.24)\nLEI of the sponsor\nISO 17442 LEI 20 alphanumerical character code\n(A.6.25)\nName of the sponsor\n(A.6.26)\nThe type of underlying\nTrade receivables\nConsumer loans\nLeasing\nCredit card receivables\nLoans to corporates or SME\nResidential Mortgage\nCommercial Mortgage\nOther assets\n(A.6.27)\nMaturity date\nISO 8601 date in the format YYYY-MM-DD\n(A.6.28)\nCurrency\n(ISO 4217 Currency Code, 3 alphabetical characters)\n(A.6.29)\nQuantity\n(A.6.30)\nClean price\n(in EUR) (if the base currency is not in EUR the exchange ratio used shall be the rate most recently set by the European Central Bank)\n(A.6.31)\nClean Price\n(in base currency)\n(A.6.32)\nAccrued interests\n(A.6.33)\nAccrued interests\n(in base currency, if A.6.30 is in EUR)\n(A.6.34)\nTotal market value\n(in EUR) (if the base currency is not in EUR the exchange ratio used shall be the rate most recently set by the European Central Bank)\n(A.6.35)\nTotal market value\n(in base currency)\n(A.6.36)\nMethod used to price the eligible securitisations or asset backed commercial paper\nmark to market\nmark-to-model\namortised cost\n(A.6.37)\nWhether the outcome of the internal credit assessment procedure is favourable/unfavourable\n(favourable/unfavourable)\nb)\nOther assets\n(A.6.38)\nType of the Other assets [Select one]\nThe type of other assets shall be selected among the assets listed in Article 9 of Regulation (EU) 2017/1131\nDeposits with credit institutions as referred to in Article 12 of Regulation (EU) 2017/1131\nReverse repurchase agreements as referred to in Article 15 of Regulation (EU) 2017/1131\nRepurchase agreements as referred to in Article 14 of Regulation (EU) 2017/1131\nUnits or shares of other MMFs as referred to in Article 16 of Regulation (EU) 2017/1131\nFinancial derivative instruments as referred to in Article 13 of Regulation (EU) 2017/1131 of which:\nFinancial derivative instruments dealt in on a regulated market (and specify if it falls under Article 50(1)(a), (b) or (c) of Directive 2009/65/EC)\nFinancial derivative instruments dealt over-the-counter\nAncillary liquid assets (in accordance with Article 50(2) of Directive 2009/65/EC)\nIf the type of other asset is a financial derivative instrument, complete the fields A.6.39 to A.6.60\n(A.6.39)\nContract type of derivative contract\n(A.6.40)\nISIN of the financial derivative instrument\nISO 6166 ISIN 12 character alphanumerical code\n(A.6.41)\nUPI of the financial derivative instrument (if the ISIN is not available)\n(A.6.42)\nFISN (Financial Instrument Short Name) of the financial derivative instrument\nISO 18774\n(A.6.43)\nCFI code (if available and if the ISIN is not available) of the financial derivative instrument\nISO 10692 CFI, 6 characters alphabetical code\n(A.6.44)\nType of derivative instrument set out in Article 13(a) of Regulation (EU) 2017/1131 [select one]\ninterest rate\ncurrencies\nindices of interest rates\nindices of currencies\n(A.6.45)\nName of the underlying\n(A.6.46)\nUnderlying identification type\nI = ISIN\nX = Index\n(A.6.47)\nUnderlying identification\nFor underlying identification type I: ISO 6166 ISIN 12 character alphanumerical code\nFor underlying identification type X: ISO 6166 ISIN 12 character alphanumerical code if available, otherwise full name of the index as assigned by the index provider\n(A.6.48)\nNotional currency 1\nISO 4217 Currency Code\n(A.6.49)\nNotional currency 2\nISO 4217 Currency Code\n(A.6.50)\nCountry of the financial derivative instrument\nISO 3166 — Country code\n(A.6.51)\nMaturity date of the financial derivative instrument\nISO 8601 date in the format YYYY-MM-DD\n(A.6.52)\nExposure of the financial derivative instrument\n(in EUR) (if the base currency is not in EUR the exchange ratio used shall be the rate most recently set by the European Central Bank)\n(A.6.53)\nExposure of the financial derivative instrument\n(in base currency)\n(A.6.54)\nMarket value of the financial derivative instrument\n(in EUR) (if the base currency is not in EUR the exchange ratio used shall be the rate most recently set by the European Central Bank)\n(A.6.55)\nMarket value of the financial derivative instrument\n(in base currency)\n(A.6.56)\nMarket value of the collateral received (in relation to the financial derivative instrument)\n(in EUR) (if the base currency is not in EUR the exchange ratio used shall be the rate most recently set by the European Central Bank)\n(A.6.57)\nMarket value of the collateral received (in relation to the financial derivative instrument)\n(in base currency)\n(A.6.58)\nProvide the next interest rate reset date (as mentioned in Art 10(2) of Regulation (EU) 2017/1131)\nISO 8601 date in the format YYYY-MM-DD\n(A.6.59)\nName of the Counterparty\n(A.6.60)\nLEI of the Counterparty\nISO 17442 LEI 20 alphanumerical character code\nIf the type of other asset is a unit or share of other MMF, complete the fields A.6.61 to A.6.71\n(A.6.61)\nAsset description of the unit or share of other MMF\n(A.6.62)\nISIN of the unit or share of other MMF\nISO 6166 ISIN 12 character alphanumerical code\n(A.6.63)\nLEI (if the ISIN is not available) of the unit or share of other MMF\n(A.6.64)\nCFI code (if available and if the ISIN is not available) of the unit or share of other MMF\nISO 10692 CFI, 6 characters alphabetical code\n(A.6.65)\nCurrency\n(ISO 4217 Currency Code, 3 alphabetical characters)\n(A.6.66)\nCountry of the unit or share of other MMF\nISO 3166 — Country code\n(A.6.67)\nMarket value of the unit or share of other MMF\n(in EUR) (if the base currency is not in EUR the exchange ratio used shall be the rate most recently set by the European Central Bank)\n(A.6.68)\nMarket value of unit or share of other MMF\n(in base currency)\n(A.6.69)\nQuantity\n(A.6.70)\nPrice of the unit or share of other MMF (NAV per unit or share of other MMF)\n(in EUR) (if the base currency is not in EUR the exchange ratio used shall be the rate most recently set by the European Central Bank)\n(A.6.71)\nPrice of the unit or share of other MMF (NAV per unit or share of other MMF)\n(in base currency)\nIf the type of other asset is a deposit or ancillary liquid assets, complete the fields A.6.72 to A.6.81\n(A.6.72)\nAsset description of the deposit or ancillary liquid assets\n(A.6.73)\nISIN of the deposit or ancillary liquid assets\nISO 6166 ISIN 12 character alphanumerical code\n(A.6.74)\nCFI (if available and if the ISIN is not available) of the deposit or ancillary liquid assets\nISO 10692 CFI, 6 characters alphabetical code\n(A.6.75)\nCountry of the deposit or ancillary liquid assets\nISO 3166 — Country code\n(A.6.76)\nName of the counterparty\n(A.6.77)\nLEI of the counterparty\nISO 17442 LEI 20 alphanumerical character code\n(A.6.78)\nMaturity date of the deposit or ancillary liquid assets\nISO 8601 date in the format YYYY-MM-DD\n(A.6.79)\nCurrency\n(ISO 4217 Currency Code, 3 alphabetical characters)\n(A.6.80)\nExposure of the deposit or ancillary liquid assets\n(in EUR) (if the base currency is not in EUR the exchange ratio used shall be the rate most recently set by the European Central Bank)\n(A.6.81)\nExposure of the deposit or ancillary liquid assets\n(in base currency)\nIf the type of other asset is a repurchase agreement or a reverse repurchase agreement assets, complete the fields A.6.82 to A.6.99\n(A.6.82)\nAsset description of the repurchase agreement or a reverse repurchase agreement\n(A.6.83)\nISIN of the repurchase agreement or a reverse repurchase agreement\nISO 6166 ISIN 12 character alphanumerical code\n(A.6.84)\nCFI (if available and if the ISIN is not available) of the repurchase agreement or a reverse repurchase agreement\nISO 10692 CFI, 6 characters alphabetical code\n(A.6.85)\nCountry of the repurchase agreement or a reverse repurchase agreement\nISO 3166 — Country code\n(A.6.86)\nCounterparty category\nThe counterparty category shall be selected among the following ones (please see Art 20(2)(e) of Regulation (EU) 2017/1131) [Select one]\nSovereign (EU)\nSovereign (non-EU)\nEU Central Bank\nNon EU Central Bank\nRegional\nLocal\nNational Public body\nEU Public body (except National Public body)\nNon-EU Public body\nSupranational Public body (EU)\nSupranational Public body (other than EU)\nCredit institution\nOther financial corporations\nNon-financial corporations\n(A.6.87)\nLEI of the counterparty\nISO 17442 LEI 20 alphanumerical character code\n(A.6.88)\nName of the counterparty\n(A.6.89)\nMaturity date of the repurchase agreement or a reverse repurchase agreement\nISO 8601 date in the format YYYY-MM-DD\n(A.6.90)\nCurrency\n(ISO 4217 Currency Code, 3 alphabetical characters)\n(A.6.91)\nExposure of the repurchase agreement or a reverse repurchase agreement (in the case of reverse repurchase agreement, this is the amount of cash provided to the counterparty)\n(in EUR) (if the base currency is not in EUR the exchange ratio used shall be the rate most recently set by the European Central Bank)\n(A.6.92)\nExposure of the repurchase agreement or a reverse repurchase agreement (in the case of reverse repurchase agreement, this is the amount of cash provided to the counterparty)\n(in base currency)\n(A.6.93)\nMarket value of the collateral received (in relation to the repurchase agreement or a reverse repurchase agreement) (the amount of cash received by the MMF as part of repurchase agreements (as referred to in Article 14(d) of Regulation (EU) 2017/1131)\n(in EUR) (if the base currency is not in EUR the exchange ratio used shall be the rate most recently set by the European Central Bank)\n(A.6.94)\nMarket value of the collateral received (in relation to the repurchase agreement or a reverse repurchase agreement) (the amount of cash received by the MMF as part of repurchase agreements (as referred to in Art 14(d) of Regulation (EU) 2017/1131)\n(in base currency)\n(A.6.95)\nWhether the outcome of the internal credit assessment procedure is favourable or unfavourable (for the different liquid transferable securities or (other) money market instruments received as part of a reverse repurchase agreement as referred to in Article 15(6) of Regulation (EU) 2017/1131)\n(favourable/unfavourable)\nIn the context of the reverse repurchase agreements and assets referred to in Article 15 of Regulation (EU) 2017/1131 that were received by the MMF, please indicate:\n(A.6.96)\nISIN of these different assets\nISO 6166 ISIN 12 character alphanumerical code\n(A.6.97)\nMarket value of these different assets\n(in EUR) (if the base currency is not in EUR the exchange ratio used shall be the rate most recently set by the European Central Bank)\n(A.6.98)\nMarket value of these different assets\n(in base currency)\n(A.6.99)\nIn the context of the reverse repurchase agreements, whether there are any assets as referred to in Article 15(6) of Regulation (EU) 2017/1131 that were received by the MMF\n(Yes/No)\n(7)\nInformation on the liabilities of the MMF\na)\ninformation on the investors – investor concentration\n(A.7.1)\nSpecify the approximate percentage of the MMF's equity that is beneficially owned by the five beneficial owners that have the largest equity interest in the MMF, as a percentage of NAV of the MMF. Look-through to the ultimate beneficial owners where known or possible\n% (of NAV)\nb)\ninformation on the investors – breakdown of investor concentration\n(A.7.2)\nSpecify the breakdown of investor concentration by status of investors (estimate if no precise information available): 1) Professional clients (as defined in Article 4(1)(10) of Directive 2014/65/EU of the European Parliament and of the Council (MiFID 2)) 2) retail clients (as defined in Article 4(1)(11) of Directive 2014/65/EU (MiFID 2))\n—\nProfessional clients (as defined in in Article 4(1)(10) of Directive 2014/65/EU (MiFID 2))\n% (of NAV)\n—\nRetail clients (as defined in Article 4(1)(11) of Directive 2014/65/EU (MiFID 2))\n% (of NAV)\nc)\ninformation on the investors – geographical breakdown\n(A.7.3)\nProvide the breakdown of the ownership of units/shares in the MMF by investor group. Look-through to the ultimate beneficial owners where known or possible.\n(% of NAV)\nNon-financial corporations\nBanks\nInsurance corporations\nOther financial institutions\nPension plans/funds\nGeneral government\nOther collective investment undertakings\nHouseholds\nUnknown\n(A.7.4)\nSpecify the geographical breakdown of investors by country (estimate if no precise information available)\nCountry\n(% of NAV, Country — ISO 3166 — 2 character)\nd)\nInformation on investors — subscription and redemption activity\nInvestor redemptions\n(A.7.5)\nState the frequency of investor redemptions. If multiple classes of shares or units, report for the largest share or unit class by NAV. [Select one]\nDaily\nWeekly\nMonthly\nBimonthly\nOther\nNo redemption rights\n(A.7.6)\nWhat is the notice period required by investors for redemptions in days\nDays\n(A.7.7)\nAs at the reporting date, what percentage of the MMFs NAV is subject to the following arrangements:\nGates\n% of NAV\nSuspension of dealing\n% of NAV\nLiquidity fees\n% of NAV\nOther arrangements for managing illiquid assets\nType of arrangement\n% of NAV\n(A.7.8)\nNet Asset Value of the MMF over the reporting period\n(in EUR, including the impact of subscriptions and redemptions) (at the last day of the month)\nJanuary\nFebruary\nMarch\nApril\nMay\nJune\nJuly\nAugust\nSeptember\nOctober\nNovember\nDecember\n(A.7.9)\nSubscriptions over the reporting period\n(in EUR)\nJanuary\nFebruary\nMarch\nApril\nMay\nJune\nJuly\nAugust\nSeptember\nOctober\nNovember\nDecember\n(A.7.10)\nRedemptions over the reported period\n(in EUR)\nJanuary\nFebruary\nMarch\nApril\nMay\nJune\nJuly\nAugust\nSeptember\nOctober\nNovember\nDecember\n(A.7.11)\nPayments to investors\n(in EUR)\nJanuary\nFebruary\nMarch\nApril\nMay\nJune\nJuly\nAugust\nSeptember\nOctober\nNovember\nDecember\n(A.7.12)\nExchange rate\nJanuary\nFebruary\nMarch\nApril\nMay\nJune\nJuly\nAugust\nSeptember\nOctober\nNovember\nDecember",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [
    {
      "type": "footnote",
      "label": "f1",
      "text": "Regulation (EU) 2017/1131 of the European Parliament and of the Council of 14 June 2017 on money market funds"
    },
    {
      "type": "footnote",
      "label": "f2",
      "text": "Commission Delegated Regulation (EU) 2015/61 of 10 October 2014 to supplement Regulation (EU) No 575/2013 of the European Parliament and the Council with regard to liquidity coverage requirement for Credit Institutions (OJ L 11, 17.1.2015, p. 1)."
    },
    {
      "type": "footnote",
      "label": "f3",
      "text": "Financial derivative identification in EMIR"
    },
    {
      "type": "footnote",
      "label": "f4",
      "text": "The currency of the notional amount. In the case of an interest rate derivative contract, this will be the notional currency of leg 1."
    },
    {
      "type": "footnote",
      "label": "f5",
      "text": "The currency of the notional amount. In the case of an interest rate derivative contract, this will be the notional currency of leg 2."
    },
    {
      "type": "footnote",
      "label": "f6",
      "text": "If the MMF receives as collateral different assets within the meaning of Article 15(6) of Regulation (EU) 2017/1131, the outcome should be reported for each asset."
    },
    {
      "type": "footnote",
      "label": "f7",
      "text": "Directive 2014/65/EU of the European Parliament and of the Council of 15 May 2014 on markets in financial instruments and amending Directive 2002/92/EC and Directive 2011/61/EU"
    }
  ],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2018/708/annex",
    "retrieved_at": "2026-10-31T17:48:43.373458+00:00"
  },
  "licence": "Open Government Licence v3.0",
  "licence_url": "https://www.nationalarchives.gov.uk/doc/open-government-licence/version/3/",
  "attribution": "Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives."
}