UK FCA Derivatives Use Report

UK authorised fund managers or UK management companies of an EEA UCITS scheme are required to complete returns to the FCA providing data on the use of derivatives in UCITS schemes.

COLL 6.12.3R(2) requires an authorised fund manager or a UK UCITS management company of an EEA UCITS scheme to report at least annually on their use of derivatives, their underlying risks, any relevant quantitative limits and methods for estimating risks.

COLL 6.12.3AR sets out that this information must be submitted within 30 business days of 31 October using the standardised template form FSA042.