Commission Implementing Regulation (EU) No 1247/2012Show full title

ANNEX

Table 1

Counterparty Data

	Field	Format
	Parties to the contract
1	Reporting timestamp	ISO 8601 date format / UTC time format.
2	Counterparty ID	Legal Entity Identifier (LEI) (20 alphanumerical digits), interim entity identifier (20 alphanumerical digits), BIC (11 alphanumerical digits) or a client code (50 alphanumerical digits).
3	ID of the other Counterparty	Legal Entity Identifier (LEI) (20 alphanumerical digits), interim entity identifier (20 alphanumerical digits), BIC (11 alphanumerical digits) or a client code (50 alphanumerical digits).
4	Name of the counterparty	100 alphanumerical digits or blank in case of coverage by Legal Entity Identifier (LEI).
5	Domicile of the counterparty	500 alphanumerical digits or blank in case of coverage by Legal Entity Identifier (LEI).
6	Corporate sector of the counterparty	Taxonomy: A = Assurance undertaking authorised in accordance with Directive 2002/83/EC; C = Credit institution authorised in accordance with Directive 2006/48/EC; F = Investment firm in accordance with Directive 2004/39/EC; I = Insurance undertaking authorised in accordance with Directive 73/239/EEC; L = Alternative investment fund managed by AIFMs authorised or registered in accordance with Directive 2011/61/EU; O = Institution for occupational retirement provision within the meaning of Article 6(a) of Directive 2003/41/EC; R = Reinsurance undertaking authorised in accordance with Directive 2005/68/EC; U = UCITS and its management company, authorised in accordance with Directive 2009/65/EC; or blank in case of coverage by Legal Entity Identifier (LEI) or in case of non-financial counterparties.
7	Financial or non-financial nature of the counterparty	F=Financial Counterparty, N=Non-Financial Counterparty.
8	Broker ID	Legal Entity Identifier (LEI) (20 alphanumerical digits), interim entity identifier (20 alphanumerical digits), BIC (11 alphanumerical digits) or a client code (50 alphanumerical digits).
9	Reporting entity ID	Legal Entity Identifier (LEI) (20 alphanumerical digits), interim entity identifier (20 alphanumerical digits), BIC (11 alphanumerical digits) or a client code (50 alphanumerical digits).
10	Clearing member ID	Legal Entity Identifier (LEI) (20 alphanumerical digits), interim entity identifier (20 alphanumerical digits), BIC (11 alphanumerical digits) or a client code (50 alphanumerical digits).
11	Beneficiary ID	Legal Entity Identifier (LEI) (20 alphanumerical digits), interim entity identifier (20 alphanumerical digits), BIC (11 alphanumerical digits) or a client code (50 alphanumerical digits).
12	Trading capacity	P=Principal, A=Agent.
13	Counterparty side	B=Buyer, S=Seller.
14	Trade with non-EEA counterparty	Y=Yes, N=No.
15	Directly linked to commercial activity or treasury financing	Y=Yes, N=No.
16	Clearing threshold	Y=Above, N=Below.
17	Mark to market value of contract	Up to 20 numerical digits in the format xxxx,yyyyy.
18	Currency of mark to market value of the contract	ISO 4217 Currency Code, 3 alphabetical digits.
19	Valuation date	ISO 8601 date format.
20	Valuation time	UTC time format.
21	Valuation type	M=mark to market / O=mark to model.
22	Collateralisation	U=uncollateralised, PC= partially collateralised, OC=one way collateralised or FC=fully collateralised.
23	Collateral portfolio	Y=Yes, N=No.
24	Collateral portfolio code	Up to 10 numerical digits.
25	Value of the collateral	Specify the value the total amount of collateral posted; up to 20 numerical digits in the format xxxx,yyyyy.
26	Currency of the collateral value	Specify the currency of field 25; ISO 4217 Currency Code, 3 alphabetical digits.

Table 2

Common Data

	Field	Format	Applicable types of derivative contract
	Section 2a - Contract type		All contracts
1	Taxonomy used	Identify the taxonomy used: U = Product Identifier [endorsed in Europe] E = Interim taxonomy
2	Product ID 1	For taxonomy = U: Product Identifier (UPI), to be defined For taxonomy = I: ISIN or AII, 12 digits alphanumerical code For taxonomy = E: Derivative class: CO = Commodity CR = Credit CU = Currency EQ = Equity IR = Interest Rate OT = Other
3	Product ID 2	For taxonomy = U Blank For taxonomy = I CFI, 6 characters alphabetical code For taxonomy = E: Derivative type: CD = Contracts for difference FR = Forward rate agreements FU = Futures FW = Forwards OP = Option SW = Swap OT = Other
4	Underlying	ISIN (12 alphanumerical digits); LEI (20 alphanumerical digits); Interim entity identifier (20 alphanumerical digits); UPI (to be defined); B = Basket; I = Index.
5	Notional currency 1	ISO 4217 Currency Code, 3 alphabetical digits.
6	Notional currency 2	ISO 4217 Currency Code, 3 alphabetical digits.
7	Deliverable currency	ISO 4217 Currency Code, 3 alphabetical digits.
	Section 2b - Details on the transaction		All contracts
8	Trade ID	Up to 52 alphanumerical digits.
9	Transaction reference number	An alphanumeric field up to 40 characters
10	Venue of execution	ISO 10383 Market Identifier Code (MIC), 4 digits alphabetical. Where relevant, XOFF for listed derivatives that are traded off-exchange or XXXX for OTC derivatives.
11	Compression	Y = if the contract results from compression; N= if the contract does not result from compression.
12	Price / rate	Up to 20 numerical digits in the format xxxx,yyyyy.
13	Price notation	E.g. ISO 4217 Currency Code, 3 alphabetical digits, percentage.
14	Notional amount	Up to 20 numerical digits in the format xxxx,yyyyy.
15	Price multiplier	Up to 10 numerical digits.
16	Quantity	Up to 10 numerical digits.
17	Up-front payment	Up to 10 numerical digits in the format xxxx,yyyyy for payments made by the reporting counterparty and in the format xxxx,yyyyy for payments received by the reporting counterparty.
18	Delivery type	C=Cash, P=Physical, O=Optional for counterparty.
19	Execution timestamp	ISO 8601 date format / UTC time format.
20	Effective date	ISO 8601 date format.
21	Maturity date	ISO 8601 date format.
22	Termination date	ISO 8601 date format.
23	Settlement date	ISO 8601 date format.
24	Master Agreement type	Free Text, field of up to 50 characters, identifying the name of the Master Agreement used, if any.
25	Master Agreement version	Year, xxxx.
	Section 2c - Risk mitigation / Reporting		All contracts
26	Confirmation timestamp	ISO 8601 date format, UTC time format.
27	Confirmation means	Y=Non-electronically confirmed, N=Non-confirmed, E=Electronically confirmed.
	Section 2d - Clearing		All contracts
28	Clearing obligation	Y=Yes, N=No.
29	Cleared	Y=Yes, N=No.
30	Clearing timestamp	ISO 8601 date format / UTC time format.
31	CCP ID	Legal Entity Identifier (LEI) (20 alphanumerical digits) or, if not available, interim entity identifier (20 alphanumerical digits) or, if not available, BIC (11 alphanumerical digits).
32	Intragroup	Y=Yes, N=No.
	Section 2e - Interest Rates		Interest rate derivatives
33	Fixed rate of leg 1	Numerical digits in the format xxxx,yyyyy.
34	Fixed rate of leg 2	Numerical digits in the format xxxx,yyyyy.
35	Fixed rate day count	Actual/365, 30B/360 or Other.
36	Fixed leg payment frequency	An integer multiplier of a time period describing how often the counterparties exchange payments, e.g. 10D, 3M, 5Y.
37	Floating rate payment frequency	An integer multiplier of a time period describing how often the counterparties exchange payments, e.g. 10D, 3M, 5Y.
38	Floating rate reset frequency	D = An integer multiplier of a time period describing how often the counterparties exchange payments, e.g. 10D, 3M, 5Y.
39	Floating rate of leg 1	The name of the floating rate index, e.g. 3M Euribor.
40	Floating rate of leg 2	The name of the floating rate index, e.g. 3M Euribor.
	Section 2f – Foreign Exchange		Currency derivatives
41	Currency 2	ISO 4217 Currency Code, 3 alphabetical digits.
42	Exchange rate 1	Up to 10 numerical digits in the format xxxx,yyyyy.
43	Forward exchange rate	Up to 10 numerical digits in the format xxxx,yyyyy.
44	Exchange rate basis	E.g. EUR/USD or USD/EUR.
	Section 2g - Commodities	If a UPI is reported and contains all the information below, this is not required unless to be reported according to Regulation (EU) No 1227/2011.	Commodity derivatives
General
45	Commodity base	AG = Agricultural EN = Energy FR = Freights ME = Metals IN = Index EV = Environmental EX = Exotic
46	Commodity details	Agricultural GO = Grains oilseeds DA = Dairy LI = Livestock FO = Forestry SO = Softs Energy OI = Oil NG = Natural gas CO = Coal EL = Electricity IE = Inter-energy Metals PR = Precious NP = Non-precious Environmental WE = Weather EM = Emissions
Energy
47	Delivery point or zone	EIC code, 16 character alphanumeric code.
48	Interconnection Point	Free text, field of up to 50 characters.
49	Load type	Repeatable section of fields 50-54 to identify the product delivery profile which correspond to the delivery periods of a day; BL = Base Load PL = Peak Load OP = Off-Peak BH = Block Hours OT = Other
50	Delivery start date and time	ISO 8601 date format / UTC time format.
51	Delivery end date and time	ISO 8601 date format / UTC time format.
52	Contract capacity	Free text, field of up to 50 characters.
53	Quantity Unit	10 numerical digits in the format xxxx,yyyyy.
54	Price/time interval quantities	10 numerical digits in the format xxxx,yyyyy.
	Section 2h - Options		Contracts that contain an option
55	Option type	P=Put, C=Call.
56	Option style (exercise)	A=American, B=Bermudan, E=European, S=Asian.
57	Strike price (cap/floor rate)	Up to 10 Numerical digits in the format xxxx,yyyyy.
	Section 2i - Modifications to the contract		All contracts
58	Action type	N = New M = Modify E = Error, C = Cancel, Z = Compression, V = Valuation update, O = Other.
59	Details of action type	Free text, field of up to 50 characters.