Description of data | Definition | Alternative reporting option (if any) and additional qualifications |
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Transaction identifier | The internal unique transaction identifier used by the reporting agent for each transaction. | The transaction identifier is unique for any transaction reported on a given reporting date for any money market segment. |
Reporting date | The date on which the data are submitted to the ECB or the NCB. | |
Electronic time stamp | The time at which a transaction is concluded or booked. | |
Counterparty code | An identification code used to recognise the counterparty of the reporting agent for the reported transaction. | Where transactions are conducted via a central clearing counterparty (CCP), the CCP legal entity identifier (LEI) must be provided.
Where transactions are undertaken with non-financial corporations, OFIs, insurance corporations, pension funds, general government, and central banks and for any other reported transaction for which the counterparty LEI is not provided, the counterparty class must be provided.
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Counterparty code ID | An attribute specifying the type of individual counterparty code transmitted. | To be used in all circumstances. An individual counterparty code will be provided. |
Counterparty location | International Organisation for Standardisation (ISO) country code of the country in which the counterparty is incorporated. | Mandatory if the individual counterparty code is not provided. Otherwise optional. |
Trade date | The date on which the parties enter into the reported financial transaction. | |
Settlement date | The date on which the cash is lent by the lender to the borrower or on which the purchase of a debt instrument settles. | In the case of call accounts and other unsecured borrowing/lending redeemable at notice, the date on which the deposit is rolled over (i.e. on which it would have been paid back if it had been called/not rolled over). |
Maturity date | The date on which the cash is due to be repaid by the borrower to the lender or on which a debt instrument matures and is due to be paid back. | In the case of callable instruments the final maturity date must be provided. In the case of puttable instruments the first date on which the put option can be exercised must be provided. In the case of call accounts and other unsecured borrowing/lending redeemable at notice the first date on which the instrument may be redeemed. |
First call/put date | The first date on which the call/put option can be exercised. | To be reported only for callable/puttable instruments with a first call/put option date. |
Call/put notice period | For callable/puttable instruments, the number of calendar days that the holder of the option has to notify the holder/issuer of the instrument prior to the date on which the option can be exercised. For deposits redeemable at notice, the number of calendar days that the deposit holder has to notify the borrower prior to the date on which the deposit can be redeemed. | To be reported only for callable/puttable instruments with a notice period and for deposits redeemable with a pre-agreed notice period. |
Call/put | Flag to identify whether the instrument has a call or put option. | |
Transaction sign | The transaction sign allows it to be known whether the cash reported under the transaction nominal amount is borrowed or lent. | |
Transaction nominal amount | The cash amount lent or borrowed on deposits. In the case of debt securities, it is the nominal amount of the security issued/purchased. | |
Transaction price | The price at which the security is issued, i.e. the ratio in percentage terms between the initial cash proceeds and the nominal amount. | To be reported as 100 for unsecured deposits. |
Instrument type | To be used to identify the instrument via which the borrowing/lending takes place e.g. via unsecured deposits, other unsecured short term fixed rate debt instruments, other unsecured short term variable rate debt instruments, asset-backed commercial paper, etc. | |
Type of rate | To be used to identify whether the instrument has a fixed or floating rate. | |
Deal rate | The interest rate (expressed in accordance with the ACT/360 money market convention) at which the deposit was effected and at which the cash amount lent is remunerated. In the case of debt instruments, this is the effective interest rate (expressed in accordance with the ACT/360 money market convention) at which the instrument was issued/purchased. | To be reported for fixed rate instruments only. |
Reference rate | The underlying reference rate on the basis of which the periodic interest payments are calculated. | To be reported for floating rate instruments only. |
Spread | The number of basis points added to (if positive) or deducted from (if negative) the underlying reference rate to calculate the actual interest rate applicable for a given period. | To be reported for floating rate instruments only. |