R  Option

Whether the report contains one of :

• a derivative contract for the first time, in which case it will be identified as ‘new’;
• a modification to the terms or details of a previously reported derivative contract, but not a correction of a report, in which case it will be identified as ‘modify’. This includes an update to a previous report that is showing a position in order to reflect new trades included in that position.;
• a cancellation of a wrongly submitted entire report in case the contract never came into existence or was not subject to Regulation (EU) No 648/ 2012 reporting requirements but was reported to a Trade Repository by mistake, in which case, it will be identified as ‘error’;
• an early termination of an existing contract, in which case it will be identified as ‘early termination’;
• a previously submitted report contains erroneous data fields, in which case the report correcting the erroneous data fields of the previous report shall be identified as ‘correction’;
• a compression of the reported contract, in which case it will be identified as ‘compression’;
• an update of a contract valuation or collateral, in which case it will be identified as ‘valuation update’;
• a derivative contract that is to be reported as a new trade and also included in a separate position report on the same day, in which case it will be identified as a ‘position component’. This value will be equivalent to reporting a new trade followed by an update to that report showing it as compressed.

Special characters are not allowed at the beginning and at the end of the code. No space allowed.

Identifier, internal to the reporting firm to identify and link all the reports related to the same derivative contract composed of a combination of derivative contracts. The code must be unique at the level of the counterparty to the group of transaction reports resulting from the derivative contract. Field applicable only when a firm executes a derivative contract composed of two or more derivatives contract and where this contract cannot be adequately reported in a single report. TODO: Only capital letters allowed

 A unique number for the group of reports which relate to the same execution of a derivative contract

A unique number of the basic unit of the firm's hierarchy where risk monitored and controlled

The venue of execution of the derivative contract shall be identified by a unique code for this venue. Where a contract was concluded OTC and the respective instrument is admitted to trading or traded on a trading venue, MIC code ‘ XOFF’ shall be used. Where a contract was concluded OTC and the respective instrument is not admitted to trading or traded on a trading venue, MIC code ‘XXXX’ shall be used.

Identify whether the contract results from a compression operation as defined in Article 2(1)(47) of Regulation (EU) No 600/2014.

Up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numerical character. In case the price is reported in percent values, it should be expressed as percentage where 100% is represented as “100” "999999999999999.99999" is accepted when the actual value is not available.

The manner in which the price is expressed

The currency in which the Price / rate is denominated ISO 4217 Currency Code, 3 alphabetic characters

The reference amount from which contractual payments are determined. In case of partial terminations, amortisations and in case of contracts where the notional, due to the characteristics of the contract, varies over time, it shall reflect the remaining notional after the change took place.

Up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented with a dot. Negative values are allowed only when field 1.33 is populated with CO. The negative symbol, if populated, is not counted as a numerical character.

The number of units of the financial instrument which are contained in a trading lot; for example, the number of derivatives represented by the contract Up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.

Number of contracts included in the report. For spread bets, the quantity shall be the monetary value wagered per point movement in the direct underlying financial instrument. Up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.

Amount of any up-front payment the reporting counterparty made or received. Up to 20 numerical characters including decimals. The negative symbol to be used to indicate that the payment was made, not received. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numerical character.

Indicates whether the contract is settled physically or in cash

• C = Cash
• P = Physical
• O = Optional for counterparty or when determined by a third party

Date and time when the contract was executed. ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ

Date when obligations under the contract come into effect. ISO 8601 date in the format YYYY-MM-DD

Original date of expiry of the reported contract. An early termination shall not be reported in this field. ISO 8601 date in the format YYYY-MM-DD

Termination date in the case of an early termination of the reported contract. ISO 8601 date in the format YYYY-MM-DD

Date of settlement of the underlying. If more than one, further fields may be used. ISO 8601 date in the format YYYY-MM-DD

Reference to any master agreement, if existent (e.g. ISDA Master Agreement; Master Power Purchase and Sale Agreement; International ForEx Master Agreement; European Master Agreement or any local Master Agreements).Free Text, field of up to 50 characters, identifying the name of the Master Agreement used, if any

Reference to the year of the master agreement version used for the reported trade, if applicable (e.g. 1992, 2002, etc.)ISO 8601 date in the format YYYY

The type of relevant product classification

• C = CFI
• U = UPI

For products identified through International Securities Identification Number (ISIN) or Alternative Instrument Identifier (AII), Classification of Financial Instrument (CFI) code shall be specified. For products for which ISIN or AII are not available, endorsed Unique Product Identifier (UPI) shall be specified. Until UPI is endorsed those products shall be classified with CFI code.ISO 10692 CFI, 6 characters alphabetical code Endorsed UPI

The type of relevant product identificationSpecify the applicable identification:

The product shall be identified through ISIN or AII. AII shall be used if a product is traded in a trading venue classified as AII in the register published on ESMA's website and set up on the basis of information provided by competent authorities pursuant to Article 13(2) of Commission Regulation (EC) No 1287/2006 as it had effect in EU law before exit day. AII shall only be used until 3 January 2018. For product identifier type I: ISO 6166 ISIN 12 character alphanumerical code For product identifier type A: Complete AII code in accordance with Article 4(6)

The type of relevant underlying identifier

The direct underlying shall be identified by using a unique identification for this underlying based on its type. AII shall only be used until 3 January 2018. For Credit Default Swaps, the ISIN of the reference obligation should be provided. In case of baskets composed, among others, of financial instruments traded in a trading venue, only financial instruments traded in a trading venue shall be specified. For underlying identification type I: ISO 6166 ISIN 12 character alphanumerical code For underlying identification type A: complete AII code in accordance with Article 4(6) For underlying identification type U: UPI For underlying identification type B: all individual components identification through ISO 6166 ISIN or complete AII code in accordance with Article 4(6). Identifiers of individual components shall be separated with a dash “-“. For underlying identification type X: ISO 6166 ISIN if available, otherwise full name of the index as assigned by the index provider

The currency of the notional amount. In the case of an interest rate or currency derivative contract, this will be the notional currency of leg 1.ISO 4217 Currency Code, 3 alphabetical characters

The other currency of the notional amount. In the case of an interest rate or currency derivative contract, this will be the notional currency of leg 2.ISO 4217 Currency Code, 3 alphabetical characters

The currency to be deliveredISO 4217 Currency Code, 3 alphabetical characters

Unique code identifying the booking counterparty of the contract. ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code.

Type of the code used to identify the other Counterparty“LEI” for ISO 17442 Legal Entity Identifier (LEI) “CLC” for Client code

Unique code identifying the other counterparty of the contract. This field shall be filled from the perspective of the reporting counterparty. In case of a private individual a client code shall be used in a consistent manner. ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code. Client code (up to 50 alphanumerical digits).

The code of country where the registered office of the other counterparty is located or country of residence in case that the other counterparty is a natural person.ISO 3166 - 2 character country code

Nature of the booking counterparty's company activities. If the Booking Counterparty is a Financial Counterparty, this field shall contain all necessary codes included in the Taxonomy for Financial Counterparties and applying to that Counterparty. If the Booking Counterparty is a Non-Financial Counterparty, this field shall contain all necessary codes included in the Taxonomy for Non-Financial Counterparties and applying to that Counterparty. Where more than one activity is reported, the codes shall be populated in order of the relative importance of the corresponding activities.

Taxonomy for Financial Counterparties :

• C = Credit institution which is a CRR firm (within the definition in Article 4(1)(2A) of the Capital Requirements Regulation)
• F = Investment firm within the meaning given in Article 2(1A) of the MIFIR which:
  1. has its registered office or head office in the United Kingdom;
  2. has permission under Part 4A of FSMA to carry on regulated activities relating to investment services and activities (as defined in Article 2(1)(2) of the MIFIR) in the United Kingdom;
  3. would require authorisation under Directive 2014/65/EU (as it had effect immediately before exit day) if it had its registered office (or if it does not have a registered office, its head offices) in an EEA state; and
  4. is not a firm which has permission under Part 4A of the FSMA to carry on regulated activities as an exempt investment firm, within the meaning of regulation 8 of the Financial Services and Markets Act 2000 (Markets in Financial Instruments) Regulations 2017;
• I = Insurance undertaking as defined in section 417 of the FSMA
• L = AIF (within the definition in regulation 3 of the Alternative Investment Fund Managers Regulations 2013) AIFMs (within the definition in regulation 4 of those Regulations) authorised or registered in accordance with those regulations
• O = Institution for occupational retirement provision within the meaning of section 1(1) of the Pension Schemes Act 1993
• R = Reinsurance undertaking as defined in section 417 of the FSMA
• U = UK UCITS (within the definition in section 237(3) of the FSMA) and its management company (within the definition in section 237(2) of the FSMA) Taxonomy for Non-Financial Counterparties. The following categories correspond to the main sections of Statistical Classification of economics activities in the European Community (NACE) as defined in Regulation

(EC) No 1893/2006 of the European Parliament and of the Council:

• 1 = Agriculture, forestry and fishing
• 2 = Mining and quarrying
• 3 = Manufacturing
• 4 = Electricity, gas, steam and air conditioning supply
• 5 = Water supply, sewerage, waste management and remediation activities
• 6 = Construction
• 7 = Wholesale and retail trade, repair of motor vehicles and motorcycles
• 8 = Transportation and storage
• 9 = Accommodation and food service activities
• 10 = Information and communication
• 11 = Financial and insurance activities
• 12 = Real estate activities
• 13 = Professional, scientific and technical activities
• 14 = Administrative and support service activities
• 15 = Public administration and defence; compulsory social security
• 16 = Education
• 17 = Human health and social work activities
• 18 = Arts, entertainment and recreation
• 19 = Other service activities
• 20 = Activities of households as employers; undifferentiated goods – and services –producing activities of households for own use
• 21 = Activities of extraterritorial organisations and bodies

Where more than one activity is reported, list the codes in order of the relative importance of the corresponding activities, separating them with -. Leave blank in the case of CCPs and other type of counterparties in accordance with Article 1 (5) of Regulation (EU) No 648/2012.

Indicate if the booking counterparty is a CCP, a financial, non-financial counterparty or other type of counterparty in accordance with point 5 of Article 1 or points 1, 8 and 9 of Article 2 of Regulation (EU) No 648/2012 of the European Parliament and of the Council.

• F = Financial Counterparty
• N = Non-Financial Counterparty
• C = Central Counterparty
• O = Other

Mark to market valuation of the contract, or mark to model valuation where applicable under Article 11(2) of Regulation (EU) No 648/2012. The CCP’s valuation to be used for a cleared tradeUp to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numerical character.

The currency used for the valuation of the contract. ISO 4217 Currency Code, 3 alphabetical characters

Date and time of the last valuation. For mark-to-market valuation the date and time of publishing of reference prices shall be reported. ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ

Indicate whether valuation was performed mark to market, mark to model or provided by the

• CCPM = Mark-to-market
• O = Mark-to-model
• C = CCP’s valuation.

Indicate whether a collateral agreement between the counterparties exists.

• U = uncollateralised
• PC = partially collateralised
• OC = one way collateralised
• FC = fully collateralised Populated in accordance with Article 3b

Whether the collateralisation was performed on a portfolio basis. Portfolio means the collateral calculated on the basis of net positions resulting from a set of contracts, rather than per trade.

• Y = Yes
• N = No

If collateral is reported on a portfolio basis, the portfolio should be identified by a unique code determined by the reporting counterpartyUp to 52 alphanumerical characters including four special characters : . - _. Special characters are not allowed at the beginning and at the end of the code. No space allowed.

Value of the initial margin posted by the reporting counterparty to the other counterparty. Where initial margin is posted on a portfolio basis, this field should include the overall value of initial margin posted for the portfolio. Up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.

Specify the currency of the initial margin posted. ISO 4217 Currency Code, 3 alphabetical characters

Value of the variation margin posted, including cash settled, by the reporting counterparty to the other counterparty. Where variation margin is posted on a portfolio basis, this field should include the overall value of variation margin posted for the portfolio.Up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.

Specify the currency of variation margin posted. ISO 4217 Currency Code, 3 alphabetical characters

Value of the initial margin received by the reporting counterparty from the other counterparty. Where initial margin is received on a portfolio basis, this field should include the overall value of initial margin received for the portfolio. Up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.

Specify the currency of the initial margin receivedISO 4217 Currency Code, 3 alphabetical characters

Value of the variation margin received, including cash settled, by the reporting counterparty from the other counterparty. Where variation margin is received on a portfolio basis, this field should include the overall value of variation margin received for the portfolio. Up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.

Specify the currency of the variation margin received. ISO 4217 Currency Code, 3 alphabetical characters

Value of collateral posted in excess of the required collateral Up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.

Specify the currency of the excess collateral posted ISO 4217 Currency Code, 3 alphabetical characters

Value of collateral received in excess of the required collateral. Up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.

Specify the currency of the excess collateral received ISO 4217 Currency Code, 3 alphabetical characters

Indicates, whether clearing has taken place

• Y = Yes
• N = No