SYMBOL

DATA TYPE

DEFINITION

{ALPHANUM-n}

Up to n alphanumerical characters

Free text field

{DECIMAL-n/m}

Decimal number of up to n digits, of which up to m digits can be fraction digits

Numerical field for both positive and negative values:

1.  decimal separator is ‘.’ (full stop);

2.  the number may be prefixed with ‘-’ (minus) to indicate negative numbers.

Where applicable, values shall be rounded and not truncated.

{COUNTRYCODE_2}

2 alphanumerical characters

2-letter country code, as defined by ISO 3166-1 alpha-2 country code

{CURRENCYCODE_3}

3 alphanumerical characters

3-letter currency code, as defined by ISO 4217 currency codes

{DATEFORMAT}

ISO 8601 date format

Dates shall be presented in the following format:

YYYY-MM-DD

{ISIN}

12 alphanumerical characters

ISIN code, as defined in ISO 6166

{LEI}

20 alphanumerical characters

Legal entity identifier as defined in ISO 17442

{MIC}

4 alphanumerical characters

Market identifier as defined in ISO 10383

{EIC}

16 alphanumerical characters

an EIC code pertaining to a delivery point within or outside the European Union

{INDEX}

4 alphabetic characters

‘EONA’ — EONIA

‘EONS’ — EONIA SWAP

‘EURI’ — EURIBOR

‘EUUS’ — EURODOLLAR

‘EUCH’ — EuroSwiss

‘GCFR’ — GCF REPO

‘ISDA’ — ISDAFIX

‘LIBI’ — LIBID

‘LIBO’ — LIBOR

‘MAAA’ — Muni AAA

‘PFAN’ — Pfandbriefe

‘TIBO’ — TIBOR

‘STBO’ — STIBOR

‘BBSW’ — BBSW

‘JIBA’ — JIBAR

‘BUBO’ — BUBOR

‘CDOR’ — CDOR

‘CIBO’ — CIBOR

‘MOSP’ — MOSPRIM

‘NIBO’ — NIBOR

‘PRBO’ — PRIBOR

‘TLBO’ — TELBOR

‘WIBO’ — WIBOR

‘TREA’ — Treasury

‘SWAP’ — SWAP

‘FUSW’ — Future SWAP

#

FIELD

DETAILS TO BE REPORTED

FORMAT FOR REPORTING

1

Instrument identification code

Code used to identify the financial instrument

{ISIN}

2

Instrument full name

Full name of the financial instrument

{ALPHANUM-350}

3

MiFIR identifier

Identification of non-equity financial instruments:

Securitised derivatives as defined in Table 4.1 in Section 4 of Annex III

Structured Finance Products (SFPs) as defined in Article 2(1)(28) of Regulation (EU) No 600/2014

Bonds (for all bonds except ETCs and ETNs) as defined in Article 4(1)(44)(b) of Directive 2014/65/EU

ETCs as defined in Article 4(1)(44)(b) of Directive 2014/65/EU and further specified in Table 2.4 of Section 2 of Annex III

ETNs as defined in Article 4(1)(44)(b) of Directive 2014/65/EU and further specified in Table 2.4 of Section 2 of Annex III

Emission allowances as defined in Table 12.1 of Section 12 of Annex III

Derivative as defined in Annex I, Section C (4) to (10) of Directive 2014/65/EU

Non-equity financial instruments:

‘SDRV’ — Securitised derivatives

‘SFPS’ — Structured Finance Products (SFPs)

‘BOND’ — Bonds

‘ETCS’ — ETCs

‘ETNS’ — ETNs

‘EMAL’ — Emission Allowances

‘DERV’ — Derivative

4

Asset class of the underlying

To be populated when the MiFIR identifier is a securitised derivative or a derivative.

‘INTR’ — Interest rate

‘EQUI’ — Equity

‘COMM’ — Commodity

‘CRDT’ — Credit

‘CURR’ — Currency

‘EMAL’ — Emission Allowances

‘OCTN’ — Other C10

5

Contract type

To be populated when the MiFIR identifier is a derivative.

‘OPTN’ — Options

‘FUTR’ — Futures (including — Forward Freight Agreements (FFAs))

‘FRAS’ — Forward Rate Agreement (FRA)

‘FORW’ — Forwards

‘SWAP’ — Swaps

‘PSWP’ — Portfolio Swaps

‘SWPT’ — Swaptions

‘OPTS’ — Option on a swap

‘FONS’ — Futures on a swap

‘FWOS’ — Forwards on a swap

‘SPDB’ — Spread betting ‘CFDS’ — CFD

‘OTHR’ — Other

6

Reporting day

Day for which the reference data is provided

{DATEFORMAT}

7

Trading venue

Segment MIC for the trading venue, where available, otherwise operating MIC.

{MIC}

8

Maturity

Defined maturity of the financial instrument. Field applicable for the asset classes of bonds, Interest rate derivatives, equity derivatives, commodity derivatives, foreign exchange derivatives, credit derivatives C10 derivatives and derivatives on emission allowances.

{DATEFORMAT}

9

Bond type

Bond type as specified in Table 2.2 of Section 2 of Annex III. To be populated only when the MiFIR identifier is equal to bonds.

‘EUSB’ — Sovereign Bond

‘OEPB’ — Other Public Bond

‘CVTB’ — Convertible Bond

‘CVDB’ — Covered Bond

‘CRPB’ — Corporate Bond

‘OTHR’ — Other

10

Issuance date

Date on which a bond is issued and begins to accrue interest.

{DATEFORMAT}

11

Emissions Allowances sub type

Emissions Allowances

‘CERE’ — CER

‘ERUE’ — ERU

‘EUAE’ — EUA

‘EUAA’ — EUAA

‘OTHR’ — Other

12

Specification of the size related to the freight sub-type

To be populated when the base product specified in field 35 in Table 2 of the Annex in Delegated Regulation (EU) 2017/585 is equal to freight.

For dry freight:

‘CAPE’ — Capesize

‘PNMX’ — Panamax

‘SPMX’ — Supramax

‘HAND’ — Handysize

For wet freight:

‘CLAN’ — Clean

‘DRTY’ — Dirty

{ALPHANUM-4} otherwise

13

Specific route or time charter average

To be populated when the base product specified in field 35 in Table 2 of the Annex in Delegated Regulation (EU) 2017/585 is equal to freight.

For wet freight:

‘TD7’ — TD7

‘TD8’ — TD8

‘TD17’ — TD17

‘TD19’ — TD19

‘TD20’ — TD20

‘BLPG1’ — BLPG1

‘TD3C’ — TD3C

‘TC2’ — TC2

‘TC2_37’ — TC2_37

‘TD3’ — TD3

‘TC5’ — TC5

‘TC6’ — TC6

‘TC7’ — TC7

‘TC9’ — TC9

‘TC12’ — TC12

‘TC14’ — TC14

‘TC15’ — TC15

For dry freight:

‘4TC’ — 4TC

‘5TC’ — 5TC

‘6TC’ — 6TC

‘10TC’ — 10TC

‘C3’ — C3

‘C5’ — C5

‘C7’ — C7

‘P1A’ — P1A

‘P2A’ — P2A

‘P3A’ — P3A

‘P1E’ — P1E

‘P2E’ — P2E

‘P3E’— P3E

{ALPHANUM-6} otherwise

14

Delivery/cash settlement location

To be populated when the base product specified in field 35 in Table 2 of the Annex in Delegated Regulation (EU) 2017/585 is equal to energy.

{EIC} for electricity or natural gas

‘OTHR’ — Other

15

Notional currency

Currency in which the notional is denominated.

{CURRENCYCODE_3}

16

Underlying type

To be populated for contract type different from swaps, swaptions, futures on a swap and forwards on a swap with one of the following alternatives

***********************************************************

To be populated for the contract types of swaps, swaptions, options on a swap, futures on a swap and forwards on a swap with regard to the underlying swap with one of the following alternatives

‘BOND’ — Bond

‘BNDF’ — Bond Futures ‘INTR’ — Interest rate

‘IFUT’ — Interest rate Futures

*****************************

‘FFMC’ — FLOAT TO FLOAT MULTI-CURRENCY SWAPS

‘XFMC’ — FIXED TO FLOAT MULTI-CURRENCY SWAPS

‘XXMC’ — FIXED TO FIXED MULTI-CURRENCY SWAPS

‘OSMC’ — OIS MULTI-CURRENCY SWAPS

‘IFMC’ — INFLATION MULTI- CURRENCY SWAPS

‘FFSC’ — FLOAT TO FLOAT SINGLE-CURRENCY SWAPS

‘XFSC’ — FIXED TO FLOAT SINGLE-CURRENCY SWAPS

‘XXSC’ — FIXED TO FIXED SINGLE-CURRENCY SWAPS

‘OSSC’ — OIS SINGLE-CUR- RENCY SWAPS

‘IFSC’ — INFLATION SINGLE- CURRENCY SWAPS

17

Issuer of the underlying bond

To be populated when the underlying type is a bond or a bond future with the legal entity identifier code (LEI) of the issuer of the direct or ultimate underlying bond.

{LEI}

18

Maturity date of the underlying bond

To be populated with the date of the defined maturity of the underlying bond.

{DATEFORMAT}

19

Issuance date of the under- lying bond

To be populated with the issuance date of the underlying bond.

{DATEFORMAT}

20

Notional currency of the swaption

To be populated for swaptions only.

{CURRENCYCODE_3}

21

Maturity of the underlying swap

To be populated for swaptions, options on swaps, futures on swaps and for- wards on a swap only.

{DATEFORMAT}

22

Inflation index ISIN code/ISIN code of the underlying bond

In case of swaptions on one of the following underlying swap types: inflation single currency swap, futures/forwards on inflation single currency swap, inflation multi-currency swap, futures/forwards on inflation multi-currency swap; whenever the inflation index has an ISIN, the field has to be populated with the ISIN code for that index.

**********************************************************

In case of Bond Options/ Options on a bond option/ Options on a bond future, the field has to be populated with the ISIN code of the ultimate underlying bond.

{ISIN}

*****************

{ISIN}

23

Inflation index name

To be populated with standardised name of the index in case of swaptions on one of the following underlying swap types: inflation single currency swap, futures/forwards on inflation single currency swap, inflation multi-currency swap, futures/ forwards on inflation multi-currency swap.

{ALPHANUM-25}

24

Reference rate

Name of the reference rate.

{INDEX}

or

{ALPHANUM-25}- if the reference rate is not included in the {INDEX} list

25

Term of the underlying interest rate

This field states the term of the interest rate underlying the contract. The term shall be expressed in days, weeks, months or years.

Starting with the largest term unit (years) and working downwards, if the term of the interest rate is an integer number, such standard term shall be populated in this field.

{INTEGER-3}+‘DAYS’ — days

{INTEGER-3}+‘WEEK’ — weeks

{INTEGER-3}+‘MNTH’ — months

{INTEGER-3}+‘YEAR’ — years

26

Contract sub-type

To be populated so as to differentiate deliverable and non-deliverable forwards, options and swaps as defined in Table 8.1 of Section 8 of Annex III.

‘DLVB’ — Deliverable

‘NDLV’ — Non-deliverable

27

Underlying type

To be populated when the MiFIR identifier is a derivative, the asset class of the underlying is equity and the sub-asset class is neither swaps nor portfolio swaps.

‘STIX’ — Stock Index

‘SHRS’ — Share/Stock

‘DIVI’ — Dividend Index

‘DVSE’ — Stock dividend

‘BSKT’ — Basket of shares resulting from a corporate action

‘ETFS’ — ETFs

‘VOLI’ — Volatility Index

‘OTHR’ — Other (including depositary receipts, certificates and other equity like financial instrument)

*******************************************

To be populated when the MiFIR identifier is a derivative, the asset class of the underlying is equity, the sub-asset class is either swaps or portfolio swaps and the segmentation criterion 2 as defined in Table 6.1 of Section 6 of Annex III is a single name.

*************

‘SHRS’ — Share/Stock

‘DVSE’ — Stock dividend

‘ETFS’ — ETFs

‘OTHR’ — Other (including depositary receipts, certificates and other equity like financial instrument)

*******************************************

To be populated when the MiFIR identifier is a derivative, the asset class of the underlying is equity, the sub-asset class is either swaps or portfolio swaps and the segmentation criterion 2 as defined in Table 6.1 of Section 6 of Annex III is an index.

*************

‘STIX’ — Stock Index

‘DIVI’ — Dividend Index

‘VOLI’ — Volatility Index

‘OTHR’ — Other

*******************************************

To be populated when the MiFIR identifier is a derivative, the asset class of the underlying is equity, the sub-asset class is either swaps or portfolio swaps and the segmentation criterion 2 as defined in Table 6.1 of Section 6 of Annex III is a basket.

*************

‘BSKT’ — Basket

28

Parameter

To be populated when the MiFIR identifier is a derivative, the asset class of the underlying is equity and the sub-asset class is one of the following: swaps, portfolio swaps.

‘PRBP’ — Price return basic performance parameter

‘PRDV’ — Parameter return dividend

‘PRVA’ — Parameter return variance

‘PRVO’ — Parameter return volatility

29

Underlying type

To be populated when the MiFIR identifier is a derivative and ‘the contract type is equal to contract for difference or spread betting

‘CURR’ — Currency

‘EQUI’ — Equity

‘BOND’ — Bonds

‘FTEQ’ — Futures/Forward on an equity

‘OPEQ’ — Options on an equity

‘COMM’ — Commodity

‘EMAL’ — Emission Allowances

‘OTHR’ — Other

30

Notional currency 1

Currency 1 of the underlying currency pair. This field is applicable when the underlying type is currency.

{CURRENCYCODE_3}

31

Notional currency 2

Currency 2 of the underlying currency pair. This field is applicable when the underlying type is currency.

{CURRENCYCODE_3}

32

ISIN code of the underlying credit default swap

To be populated for derivatives on a credit default swaps with the ISIN code of the underlying swap.

{ISIN}

33

Underlying Index code

To be populated for derivatives on a CDS index with the ISIN code of the index.

{ISIN}

34

Underlying Index name

To be populated for derivatives on a CDS index with the standardised name of the index.

{ALPHANUM-25}

35

Series

The series number of the composition of the index if applicable.

To be populated for a CDS Index or a derivative on a CDS Index with the series of the CDS Index.

{DECIMAL-18/17}

36

Version

A new version of a series is issued if one of the constituents defaults and the index has to be re-weighted to account for the new number of total constituents within the index.

To be populated for a CDS Index or a derivative on a CDS Index with the version of the CDS Index.

{DECIMAL-18/17}

37

Roll months

All months when the roll is expected as established by the index provider for a given year. Field shall be repeated for each month in the roll.

To be populated for a CDS Index or a derivative on a CDS Index.

‘01’, ‘02’, ‘03’, ‘04’, ‘05’, ‘06’,

‘07’, ‘08’, ‘09’, ‘10’, ‘11’, ‘12’

38

Next roll date

To be populated in the case of a CDS Index or a derivative on a CDS Index with the next roll date of the index as established by the index provider.

{DATEFORMAT}

39

Issuer of sovereign and public type

To be populated when the reference entity of a single name CDS or a derivative on single name CDS is a sovereign issuer as defined in Table 9.1 Section 9 of Annex III.

‘TRUE’ — the reference entity is an issuer of sovereign and public type

‘FALSE’ — the reference entity is not an issuer of sovereign and public type

40

Reference obligation

To be populated for a derivative on a single name credit de- fault swap with the ISIN of the reference obligation.

{ISIN}

41

Reference entity

To be populated with the reference entity of a single name CDS or a derivative on single name CDS.

{COUNTRYCODE_2}

or

ISO 3166-2 — 2 character country code followed by dash ‘-’ and up to 3 alphanumeric character country subdivision code

or

{LEI}

42

Notional currency

Currency in which the notional is denominated.

{CURRENCYCODE_3}

43

Emission Allowances derivative sub type

To be populated when variable #3 ‘MiFIR identifier’ is ‘DERV’-derivative and variable #4 ‘asset class of the underlying’ is ‘EMAL’-emission allowance

‘CERE’ — CER

‘ERUE’ —ERU

‘EUAE’ — EUA

‘EUAA’ —EUAA

‘OTHR’ — Other