(3) | Tables 3 and 4 are replaced by the following: ‘Table 3 List of details for the purpose of post-trade transparency Table 4 List of flags for the purpose of post-trade transparency Field num | Field identifier | Description and details to be published | Type of execution or publication venue | Format to be populated as specified in Table 2 | 1 | Trading date and time | Date and time when the transaction was executed. For transactions executed on a trading venue, the level of granularity shall be in accordance with the requirements set out in Article 12 of Delegated Regulation (EU) 2025/1155. For transactions not executed on a trading venue, the date and time when the parties agree on the content of the following fields: quantity, price, currencies, as specified in fields 31, 34 and 44 of Table 2 of Annex I to Delegated Regulation (EU) 2017/590, instrument identification code, instrument classification and underlying instrument code, where applicable. For transactions not executed on a trading venue the time reported shall be granular to at least the nearest second. Where the transaction results from an order transmitted by the executing firm on behalf of a client to a third party where the conditions for transmission set out in Article 4 of Delegated Regulation (EU) 2017/590 were not satisfied, the date and time of the transaction rather than the time of the order transmission. | Regulated Market (RM), Multilateral Trading Facility (MTF), Organised Trading Facility (OTF) Approved Publication Arrangement (APA) | {DATE_TIME_FORMAT} | 2 | Instrument identification code | Code used to identify the financial instrument | RM, MTF, APA | {ISIN} | 3 | Price | Traded price of the transaction excluding, where applicable, commission and accrued interest. Where the price is reported in monetary terms, it shall be provided in the major currency unit. Where the price is not available but pending (“PNDG”) or not applicable (“NOAP”), this field shall not be populated. | RM, MTF, APA | {DECIMAL-18/13} in case the price is expressed as monetary value {DECIMAL-11/10} in case the price is expressed as percentage or yield {DECIMAL-18/17} when the price is expressed as basis points in the case of certificates and other equity-like financial instruments | 4 | Missing Price | Where the price is not available but pending, the value shall be “PNDG”. Where the price is not applicable, the value shall be “NOAP”. | RM, MTF APA | “PNDG” in case the price is not available “NOAP” in case the price is not applicable | 5 | Price currency | Major currency unit in which the price is expressed (applicable where the price is expressed as monetary value). | RM, MTF APA | {CURRENCYCODE_3} | 6 | Price notation | Indication as to whether the price is expressed in monetary value, in percentage, or in yield. | RM, MTF APA | “MONE” – Monetary value in the case of equity and equity-like financial instruments “PERC” – Percentage in the case of certificates and other equity-like financial instruments “YIEL” – Yield in the case of certificates and other equity-like financial instruments “BAPO” – Basis points in the case of certificates and other equity-like financial instruments | 7 | Quantity | Number of units of the financial instruments. The nominal or monetary value of the financial instrument. | RM, MTF, APA | {DECIMAL-18/17} in case the quantity is expressed as number of units {DECIMAL-18/5} in case the quantity is expressed as monetary or nominal value | 8 | Venue of execution | Identification of the venue where the transaction was executed. Use the ISO 10383 segment MIC for transactions executed on an EU trading venue Where the segment MIC does not exist, use the operating MIC. Use “SINT” for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is executed on a Systematic Internaliser. Use MIC code “XOFF” for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is neither executed on an EU trading venue nor executed on a systematic internaliser. Where the transaction is executed on an organised trading platform outside of the Union, the population of the field “Third-country trading venue of execution” shall be required, in addition to the MIC code “XOFF”. | RM, MTF, APA | {MIC} – EU trading venues or “SINT” – systematic internaliser “XOFF” – otherwise | 9 | Third-country trading venue of execution | Identification of the third-country trading venue where the transaction was executed. Use the ISO 10383 segment MIC. Where the segment MIC does not exist, use the operating MIC. Where the transaction is not executed on a third-country trading venue, this field shall not be populated. | APA | {MIC} | 10 | Trading system | Type of trading system on which the transaction was executed. Where the field “Venue of execution” is populated with “SINT” or “XOFF”, this field shall not be populated. | RM, MTF | “CLOB” – central limit order book trading systems. A continuous order book trading system as referred to in Table 1 of Annex I and a trading system combining elements of a continuous order book trading as referred to in Table 1 of Annex I and of a periodic auction trading system as referred to in Table 1 of Annex I. “QDTS” – quote driven trading systems as referred to in Table 1 of Annex I. “PATS” – periodic auction trading systems as referred to in Table 1 of Annex I. “RFQT” – request for quote trading systems as referred to in Table 1 of Annex I. “HYBR” – hybrid trading systems as referred to in Table 1 of Annex I. A trading system combining elements of a continuous order book trading as referred to in Table 1 of Annex I and of a periodic auction trading system as referred to in Table 1 of Annex I shall not be considered a hybrid system but a CLOB. “OTHR” – for any other trading system as referred to in Table 1 of Annex I. | 11 | Publication date and time | Date and time when the transaction was published by a trading venue or APA. For transactions executed on a trading venue, the level of granularity shall be in accordance with the requirements set out in Article 12 of Delegated Regulation (EU) 2025/1155. For transactions not executed on a trading venue, the date and time shall be granular to at least the nearest second. | RM, MTF, APA | {DATE_TIME_FORMAT} | 12 | Venue of Publication | Code used to identify the trading venue or APA publishing the transaction. | RM, MTF, APA | {MIC} | 13 | Transaction identification code | Alphanumerical code assigned by trading venues (pursuant to Article 12 of Delegated Regulation (EU) 2017/580) and APAs and used in any subsequent reference to the specific trade. The transaction identification code shall be unique, consistent and persistent per ISO 10383 segment MIC and per trading day. Where the trading venue does not use segment MICs, the transaction identification code shall be unique, consistent and persistent per operating MIC per trading day. Where the APA does not use MICs, the transaction identification code shall be unique, consistent and persistent per 4-character code used to identify the APA per trading day. The components of the transaction identification code shall not disclose the identity of the counterparties to the transaction for which the code is maintained. | RM, MTF, APA | {ALPHANUM-52} | 14 | Flags | One or multiple fields shall be populated with the applicable flags referred to in Table 4 of Annex Ι. Where none of the specified circumstances apply, the transaction shall be published without a flag. Where a combination of flags is possible and reported in one field, the flags shall be reported separated by commas. | RM, MTF, APA | As per Table 4 of Annex I |
Flag | Name | Type of execution or publication venue | Description | “BENC” | Benchmark transactions flag | RM, MTF APA | Transactions executed in reference to a price that is calculated over multiple time instances according to a given benchmark, such as volume-weighted average price or time-weighted average price. | “NPFT” | Non-price forming transactions flag | RM, MTF | Non-price forming transactions as set out in Article 2(5) of Delegated Regulation (EU) 2017/590. | “PORT” | Portfolio transactions flag | RM, MTF APA | Transactions in five or more different financial instruments where those transactions are traded at the same time by the same client and as a single lot against a specific reference price. | “CONT” | Contingent transactions flag | RM, MTF APA | Transactions that are contingent on the purchase, sale, creation or redemption of a derivative contract or other financial instrument where all the components of the trade are meant to be executed as a single lot. | “SDIV” | Special dividend transaction flag | RM, MTF APA | Transactions that are either: executed during the ex-dividend period where the dividend or other form of distribution accrues to the buyer instead of the seller; or executed during the cum-dividend period where the dividend or other form of distribution accrues to the seller instead of the buyer. | “LRGS” | Post-trade large in scale transaction flag | RM, MTF APA | Transactions that are large in scale compared with normal market size for which deferred publication is permitted under Article 15. | “RFPT” | Reference price transaction flag | RM, MTF | Transactions which are executed under systems operating in accordance with Article 4(1), point (a), of Regulation (EU) No 600/2014. | “NLIQ” | Negotiated transaction in liquid financial instruments flag | RM, MTF | Transactions executed in accordance with Article 4(1), point (b)(i), of Regulation (EU) No 600/2014. | “OILQ” | Negotiated transaction in illiquid financial instruments flag | RM, MTF | Transactions executed in accordance with Article 4(1), point (b)(ii), of Regulation (EU) No 600/2014. | “PRIC” | Negotiated transaction subject to conditions other than the current market price flag | RM, MTF | Transactions executed in accordance with Article 4(1), point (b)(iii), of Regulation (EU) No 600/2014 and as set out in Article 6 of this Regulation. | “ALGO” | Algorithmic transaction flag | RM, MTF | Transactions executed as a result of an investment firm engaging in algorithmic trading as defined in Article 4(1), point (39), of Directive 2014/65/EU. | “CANC” | Cancellation flag | RM, MTF APA | Where a previously published transaction is cancelled | “AMND” | Amendment flag | RM, MTF APA | Where a previously published transaction is amended’ |
|