ANNEX I
Table 1
List of fields for reporting purposes
Field Identifier | Description |
Reporting firm identification | A unique code to identify the firm which executed the transaction. |
Trading day | The trading day on which the transaction was executed. |
Trading time | The time at which the transaction was executed, reported in the local time of the competent authority to which the transaction will be reported, and the basis in which the transaction is reported expressed as Coordinated Universal Time (UTC) +/- hours. |
Buy/sell indicator | Identifies whether the transaction was a buy or sell from the perspective of the reporting investment firm or, in the case of a report to a client, of the client. |
Trading capacity | Identifies whether the firm executed the transaction: on its own account (either on its own behalf or on behalf of a client), for the account, and on behalf, of a client. |
Instrument identification | This shall consist of: a unique code, to be decided by the competent authority (if any) to which the report is made identifying the financial instrument which is the subject of the transaction, if the financial instrument in question does not have a unique identification code, the report must include the name of the instrument or, in the case of a derivative contract, the characteristics of the contract. |
Instrument code type | The code type used to report the instrument. |
Underlying instrument identification | The instrument identification applicable to the security that is the underlying asset in a derivative contract as well as the transferable security falling within Article 4(1)(18)(c) of Directive 2004/39/EC. |
Underlying instrument identification code type | The code type used to report the underlying instrument. |
Instrument type | The harmonised classification of the financial instrument that is the subject of the transaction. The description must at least indicate whether the instrument belongs to one of the top level categories as provided by a uniform internationally accepted standard for financial instrument classification. |
Maturity date | The maturity date of a bond or other form of securitised debt, or the exercise date/maturity date of a derivative contract. |
Derivative type | The harmonised description of the derivative type should be done according to one of the top level categories as provided by a uniform internationally accepted standard for financial instrument classification. |
Put/call | Specification whether an option or any other financial instrument is a put or a call. |
Strike price | The strike price of an option or other financial instrument. |
Price multiplier | The number of units of the financial instrument in question which are contained in a trading lot; for example, the number of derivatives or securities represented by one contract. |
Unit price | The price per security or derivative contract excluding commission and (where relevant) accrued interest. In the case of a debt instrument, the price may be expressed either in terms of currency or as a percentage. |
Price notation | The currency in which the price is expressed. If, in the case of a bond or other form of securitised debt, the price is expressed as a percentage, that percentage shall be included. |
Quantity | The number of units of the financial instruments, the nominal value of bonds, or the number of derivative contracts included in the transaction. |
Quantity notation | An indication as to whether the quantity is the number of units of financial instruments, the nominal value of bonds or the number of derivative contracts. |
Counterparty | Identification of the counterparty to the transaction. That identification shall consist of: where the counterparty is an investment firm, a unique code for that firm, to be determined by the competent authority (if any) to which the report is made, where the counterparty is a regulated market or MTF or an entity acting as its central counterparty, the unique harmonised identification code for that market, MTF or entity acting as central counterparty, as specified in the list published by the competent authority of the home Member State of that entity in accordance with Article 13(2), where the counterparty is not an investment firm, a regulated market, an MTF or an entity acting as central counterparty, it should be identified as ‘customer/client’ of the investment firm which executed the transaction. |
Venue identification | Identification of the venue where the transaction was executed. That identification shall consist in: where the venue is a trading venue: its unique harmonised identification code, otherwise: the code ‘OTC’. |
Transaction reference number | A unique identification number for the transaction provided by the investment firm or a third party reporting on its behalf. |
Cancellation flag | An indication as to whether the transaction was cancelled. |
Table 2
Further details for use of competent authorities
Field Identifier | Description |
Reporting firm identification | If a unique code as referred to in Table 1 of Annex I is not sufficient to identify the counterparty, competent authorities should develop adequate measures that ensure the identification of the counterparty. |
Instrument identification | The unique code, agreed between all the competent authorities, applicable to the financial instrument in question shall be used. |
Counterparty | If a unique code, or unique harmonised identification code as referred to in Table 1 of Annex 1 is not sufficient to identify the counterparty, competent authorities should develop adequate measures that ensure the identification of the counterparty. |