# L_2016153EN.01001301.xml

| 10.6.2016 | EN | Official Journal of the European Union | L 153/13 |
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10.6.2016

EN

Official Journal of the European Union

L 153/13

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COMMISSION DELEGATED REGULATION (EU) 2016/909

of 1 March 2016

supplementing Regulation (EU) No 596/2014 of the European Parliament and of the Council with regard to regulatory technical standards for the content of notifications to be submitted to competent authorities and the compilation, publication and maintenance of the list of notifications

(Text with EEA relevance)

THE EUROPEAN COMMISSION,

Having regard to the Treaty on the Functioning of the European Union,

Having regard to Regulation (EU) No 596/2014 of the European Parliament and of the Council of 16 April 2014 on market abuse (market abuse regulation) and repealing Directive 2003/6/EC of the European Parliament and of the Council and Commission Directives 2003/124/EC, 2003/125/EC and 2004/72/EC (1), and in particular the third subparagraph of Article 4(4) thereof,

Whereas:

| (1) | Commission Delegated Regulation to be adopted in accordance with the third subparagraph of Article 27(3) of Regulation (EU) No 600/2014 of the European Parliament and of the Council (2) requires ongoing submissions of identifying reference data for financial instruments admitted to trading. By contrast, Article 4 of Regulation (EU) No 596/2014 requires trading venues to notify their competent authorities only once of details of financial instruments which are the subject of a request for admission to trading, admitted to trading or traded and once subsequently where a financial instrument ceases to be traded or admitted to trading. Subject to the foregoing difference in reporting obligations under Regulation (EU) No 596/2014 and the aforementioned Delegated Regulation, the reporting obligations under this Regulation should be aligned with the reporting obligations under the aforementioned Delegated Regulation so as to reduce the administrative burden for entities subject to such obligations. |
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(1)

Commission Delegated Regulation to be adopted in accordance with the third subparagraph of Article 27(3) of Regulation (EU) No 600/2014 of the European Parliament and of the Council (2) requires ongoing submissions of identifying reference data for financial instruments admitted to trading. By contrast, Article 4 of Regulation (EU) No 596/2014 requires trading venues to notify their competent authorities only once of details of financial instruments which are the subject of a request for admission to trading, admitted to trading or traded and once subsequently where a financial instrument ceases to be traded or admitted to trading. Subject to the foregoing difference in reporting obligations under Regulation (EU) No 596/2014 and the aforementioned Delegated Regulation, the reporting obligations under this Regulation should be aligned with the reporting obligations under the aforementioned Delegated Regulation so as to reduce the administrative burden for entities subject to such obligations.

| (2) | In order to enable effective and efficient use of the list of notifications of financial instruments, trading venues should provide complete and accurate notifications of financial instruments. For the same reasons, competent authorities should monitor and assess notifications of financial instruments received from trading venues for completeness and accuracy and promptly inform them of any incompleteness or inaccuracy identified. Likewise, the European Securities and Markets Authority (ESMA) should monitor and assess the completeness and accuracy of notifications received from competent authorities and promptly inform them of any incompleteness or inaccuracy identified. |
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(2)

In order to enable effective and efficient use of the list of notifications of financial instruments, trading venues should provide complete and accurate notifications of financial instruments. For the same reasons, competent authorities should monitor and assess notifications of financial instruments received from trading venues for completeness and accuracy and promptly inform them of any incompleteness or inaccuracy identified. Likewise, the European Securities and Markets Authority (ESMA) should monitor and assess the completeness and accuracy of notifications received from competent authorities and promptly inform them of any incompleteness or inaccuracy identified.

| (3) | The list of notifications of financial instruments should be published by ESMA in an electronic, machine-readable and downloadable form in order to facilitate efficient use and exchange of the data. |
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(3)

The list of notifications of financial instruments should be published by ESMA in an electronic, machine-readable and downloadable form in order to facilitate efficient use and exchange of the data.

| (4) | This Regulation is based on the draft regulatory technical standards submitted by the ESMA to the Commission. ESMA has conducted open public consultations on the draft regulatory technical standards on which this Regulation is based, analysed the potential related costs and benefits and requested the opinion of the Securities and Markets Stakeholder Group established by Article 37 of Regulation (EU) No 1095/2010 of the European Parliament and of the Council (3). |
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(4)

This Regulation is based on the draft regulatory technical standards submitted by the ESMA to the Commission. ESMA has conducted open public consultations on the draft regulatory technical standards on which this Regulation is based, analysed the potential related costs and benefits and requested the opinion of the Securities and Markets Stakeholder Group established by Article 37 of Regulation (EU) No 1095/2010 of the European Parliament and of the Council (3).

| (5) | In order to ensure the smooth functioning of the financial markets, it is necessary that this Regulation enters into force as a matter of urgency and that the provisions laid down in this Regulation apply from the same date as those laid down in Regulation (EU) No 596/2014, |
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(5)

In order to ensure the smooth functioning of the financial markets, it is necessary that this Regulation enters into force as a matter of urgency and that the provisions laid down in this Regulation apply from the same date as those laid down in Regulation (EU) No 596/2014,

HAS ADOPTED THIS REGULATION:

Article 1

Notifications of financial instruments pursuant to Article 4(1) of Regulation (EU) No 596/2014 shall include all details referred to in Table 2 of the Annex to this Regulation that pertain to the financial instruments concerned.

Article 2

1.   Competent authorities shall monitor and assess, using automated processes, whether the notifications received pursuant to Article 4(1) of Regulation (EU) No 596/2014 comply with the requirements under Article 1 of this Regulation and Article 2 of Commission Implementing Regulation (EU) 2016/378 (4).

2.   Trading venue operators shall be informed using automated processes without delay of any incompleteness in the received notifications and of any failure to deliver the notifications before the deadline specified in Article 1 of Implementing Regulation (EU) 2016/378.

3.   Competent authorities shall, using automated processes, transmit complete and accurate notifications of financial instruments to ESMA pursuant to Article 1.

On the day following receipt of the notifications of financial instruments in accordance with Article 4(2) of Regulation (EU) No 596/2014, ESMA shall, using automated processes, consolidate the notifications received from each competent authority.

4.   ESMA shall, using automated processes, monitor and assess whether the notifications received from competent authorities are complete and accurate and comply with the applicable standards and formats specified in Table 3 of the Annex to Implementing Regulation (EU) 2016/378.

5.   ESMA shall, using automated processes, without delay inform the competent authorities concerned of any incompleteness in the transmitted notifications and of any failure to deliver notifications before the deadline specified in Article 1(3) of Implementing Regulation (EU) 2016/378.

6.   ESMA shall, using automated processes, publish the complete list of notifications in an electronic, downloadable and machine readable form on its website.

Article 3

This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.

It shall apply from 3 July 2016.

This Regulation shall be binding in its entirety and directly applicable in all Member States.

Done at Brussels, 1 March 2016.

For the Commission

The President

Jean-Claude JUNCKER

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(1)  
  OJ L 173, 12.6.2014, p. 1.

1

(2)  Regulation (EU) No 600/2014 of the European Parliament and of the Council of 15 May 2014 on markets in financial instruments and amending Regulation (EU) No 648/2012 (OJ L 173, 12.6.2014, p. 84).

2

(3)  Regulation (EU) No 1095/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Securities and Markets Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/77/EC (OJ L 331, 15.12.2010, p. 84).

3

(4)  Commission Implementing Regulation (EU) 2016/378 of 11 March 2016 laying down implementing technical standards with regard to the timing, format and template of the submission of notifications to competent authorities according to Regulation (EU) No 596/2014 of the European Parliament and of the Council (OJ L 72, 17.3.2016, p. 1).

4

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ANNEX

Notifications of financial instruments pursuant to Article 4(1) of Regulation (EU) No 596/2014

Table 1

Classification of commodity and emission allowances derivatives for Table 2 (fields 35-37)

| Base product | Sub product | Further sub product |
| --- | --- | --- |
| ‘AGRI’ — Agricultural | ‘GROS’ — Grains and Oil Seeds | ‘FWHT’ — Feed Wheat
  ‘SOYB’ — Soybeans
  ‘CORN’ — Maize
  ‘RPSD’ — Rapeseed
  ‘RICE’ — Rice
  ‘OTHR’ — Other |
| ‘SOFT’ — Softs | ‘CCOA’ — Cocoa
  ‘ROBU’ — Robusta Coffee
  ‘WHSG’ — White Sugar
  ‘BRWN’ — Raw sugar
  ‘OTHR’ — Other |
| ‘POTA’ — Potato | |
| ‘OOLI’ — Olive oil | ‘LAMP’ — Lampante' |
| ‘DIRY’ — Dairy | |
| ‘FRST’ — Forestry | |
| ‘SEAF’ — Seafood | |
| ‘LSTK’ — Livestock | |
| ‘GRIN’ — Grain | ‘MWHT’ — Milling Wheat |
| ‘NRGY’ — 'Energy | ‘ELEC’ — Electricity | ‘BSLD’ — Base load
  ‘FITR’ — Financial Transmission Rights
  ‘PKLD’ — Peak load
  ‘OFFP’ — Off-peak
  ‘OTHR’ — Other |
| ‘NGAS’ — Natural Gas | ‘GASP’ — GASPOOL
  ‘LNGG’ — LNG
  ‘NBPG’ — NBP
  ‘NCGG’ — NCG
  ‘TTFG’ — TTF |
| ‘OILP’ — Oil | ‘BAKK’ — Bakken
  ‘BDSL’ — Biodiesel
  ‘BRNT’ — Brent
  ‘BRNX’ — Brent NX
  ‘CNDA’ — Canadian
  ‘COND’ — Condensate
  ‘DSEL’ — Diesel
  ‘DUBA’ — Dubai
  ‘ESPO’ — ESPO
  ‘ETHA’ — Ethanol
  ‘FUEL’ — Fuel
  ‘FOIL’ — Fuel Oil
  ‘GOIL’ — Gasoil
  ‘GSLN’ — Gasoline
  ‘HEAT’ — Heating Oil
  ‘JTFL’ — Jet Fuel
  ‘KERO’ — Kerosene
  ‘LLSO’ — Light Louisiana Sweet (LLS)
  ‘MARS’ — Mars
  ‘NAPH’ — Naptha
  ‘NGLO’ — NGL
  ‘TAPI’ — Tapis
  ‘URAL’ — Urals
  ‘WTIO’ — WTI |
| ‘COAL’ — Coal
  ‘INRG’ — Inter Energy
  ‘RNNG’ — Renewable energy
  ‘LGHT’ — Light ends
  ‘DIST’ — Distillates | |
| ‘ENVR’ — Environmental | ‘EMIS’ — Emissions | ‘CERE’ — CER
  ‘ERUE’ — ERU
  ‘EUAE’ — EUA
  ‘EUAA’ — EUAA
  ‘OTHR’ — Other |
| ‘WTHR’ — Weather
  ‘CRBR’ — Carbon related' | |
| ‘FRGT’ — ‘Freight’ | ‘WETF’ — Wet | ‘TNKR’ — Tankers |
| ‘DRYF’ — Dry | ‘DBCR’ — Dry bulk carriers |
| ‘CSHP’ — Containerships | |
| ‘FRTL’ — ‘Fertilizer’ | ‘AMMO’ — Ammonia
  ‘DAPH’ — DAP (Diammonium Phosphate)
  ‘PTSH’ — Potash
  ‘SLPH’ — Sulphur
  ‘UREA’ — Urea
  ‘UAAN’ — UAN (urea and ammonium nitrate) | |
| ‘INDP’ — Industrial products' | ‘CSTR’ — Construction
  ‘MFTG’ — Manufacturing | |
| ‘METL’ — Metals' | ‘NPRM’ — Non Precious | ‘ALUM’ — Aluminium
  ‘ALUA’ — Aluminium Alloy
  ‘CBLT’ — Cobalt
  ‘COPR’ — Copper
  ‘IRON’ — Iron ore
  ‘LEAD’ — Lead
  ‘MOLY’ — Molybdenum
  ‘NASC’ — NASAAC
  ‘NICK’ — Nickel
  ‘STEL’ — Steel
  ‘TINN’ — Tin
  ‘ZINC’ — Zinc
  ‘OTHR’ — Other |
| ‘PRME’ — Precious | ‘GOLD’ — Gold
  ‘SLVR’ — Silver
  ‘PTNM’ — Platinum
  ‘PLDM’ — Palladium
  ‘OTHR’ — Other |
| ‘MCEX’ — Multi Commodity Exotic' | | |
| ‘PAPR’ — Paper' | ‘CBRD’ — Containerboard
  ‘NSPT’ — Newsprint
  ‘PULP’ — Pulp
  ‘RCVP’ — Recovered paper | |
| ‘POLY’ — Polypropylene' | ‘PLST’ — Plastic | |
| ‘INFL’ — Inflation' | | |
| ‘OEST’ — Official economic statistics' | | |
| ‘OTHC’ — Other C10 'as defined in Table 10.1 Section ‘Other C10 derivatives’ of Annex III to Commission Delegated Regulation supplementing Regulation (EU) No 600/2014 with regard to regulatory technical standards on transparency requirements for trading venues and investment firms in respect of bonds, structured finance products, emission allowances and derivatives. | ‘DLVR’ — Deliverable
  ‘NDLV’ — Non-deliverable | |
| ‘OTHR’ — Other | | |

Base product

Sub product

Further sub product

‘AGRI’ — Agricultural

‘GROS’ — Grains and Oil Seeds

‘FWHT’ — Feed Wheat

‘SOYB’ — Soybeans

‘CORN’ — Maize

‘RPSD’ — Rapeseed

‘RICE’ — Rice

‘OTHR’ — Other

‘SOFT’ — Softs

‘CCOA’ — Cocoa

‘ROBU’ — Robusta Coffee

‘WHSG’ — White Sugar

‘BRWN’ — Raw sugar

‘OTHR’ — Other

‘POTA’ — Potato

‘OOLI’ — Olive oil

‘LAMP’ — Lampante'

‘DIRY’ — Dairy

‘FRST’ — Forestry

‘SEAF’ — Seafood

‘LSTK’ — Livestock

‘GRIN’ — Grain

‘MWHT’ — Milling Wheat

‘NRGY’ — 'Energy

‘ELEC’ — Electricity

‘BSLD’ — Base load

‘FITR’ — Financial Transmission Rights

‘PKLD’ — Peak load

‘OFFP’ — Off-peak

‘OTHR’ — Other

‘NGAS’ — Natural Gas

‘GASP’ — GASPOOL

‘LNGG’ — LNG

‘NBPG’ — NBP

‘NCGG’ — NCG

‘TTFG’ — TTF

‘OILP’ — Oil

‘BAKK’ — Bakken

‘BDSL’ — Biodiesel

‘BRNT’ — Brent

‘BRNX’ — Brent NX

‘CNDA’ — Canadian

‘COND’ — Condensate

‘DSEL’ — Diesel

‘DUBA’ — Dubai

‘ESPO’ — ESPO

‘ETHA’ — Ethanol

‘FUEL’ — Fuel

‘FOIL’ — Fuel Oil

‘GOIL’ — Gasoil

‘GSLN’ — Gasoline

‘HEAT’ — Heating Oil

‘JTFL’ — Jet Fuel

‘KERO’ — Kerosene

‘LLSO’ — Light Louisiana Sweet (LLS)

‘MARS’ — Mars

‘NAPH’ — Naptha

‘NGLO’ — NGL

‘TAPI’ — Tapis

‘URAL’ — Urals

‘WTIO’ — WTI

‘COAL’ — Coal

‘INRG’ — Inter Energy

‘RNNG’ — Renewable energy

‘LGHT’ — Light ends

‘DIST’ — Distillates

‘ENVR’ — Environmental

‘EMIS’ — Emissions

‘CERE’ — CER

‘ERUE’ — ERU

‘EUAE’ — EUA

‘EUAA’ — EUAA

‘OTHR’ — Other

‘WTHR’ — Weather

‘CRBR’ — Carbon related'

‘FRGT’ — ‘Freight’

‘WETF’ — Wet

‘TNKR’ — Tankers

‘DRYF’ — Dry

‘DBCR’ — Dry bulk carriers

‘CSHP’ — Containerships

‘FRTL’ — ‘Fertilizer’

‘AMMO’ — Ammonia

‘DAPH’ — DAP (Diammonium Phosphate)

‘PTSH’ — Potash

‘SLPH’ — Sulphur

‘UREA’ — Urea

‘UAAN’ — UAN (urea and ammonium nitrate)

‘INDP’ — Industrial products'

‘CSTR’ — Construction

‘MFTG’ — Manufacturing

‘METL’ — Metals'

‘NPRM’ — Non Precious

‘ALUM’ — Aluminium

‘ALUA’ — Aluminium Alloy

‘CBLT’ — Cobalt

‘COPR’ — Copper

‘IRON’ — Iron ore

‘LEAD’ — Lead

‘MOLY’ — Molybdenum

‘NASC’ — NASAAC

‘NICK’ — Nickel

‘STEL’ — Steel

‘TINN’ — Tin

‘ZINC’ — Zinc

‘OTHR’ — Other

‘PRME’ — Precious

‘GOLD’ — Gold

‘SLVR’ — Silver

‘PTNM’ — Platinum

‘PLDM’ — Palladium

‘OTHR’ — Other

‘MCEX’ — Multi Commodity Exotic'

‘PAPR’ — Paper'

‘CBRD’ — Containerboard

‘NSPT’ — Newsprint

‘PULP’ — Pulp

‘RCVP’ — Recovered paper

‘POLY’ — Polypropylene'

‘PLST’ — Plastic

‘INFL’ — Inflation'

‘OEST’ — Official economic statistics'

‘OTHC’ — Other C10 'as defined in Table 10.1 Section ‘Other C10 derivatives’ of Annex III to Commission Delegated Regulation supplementing Regulation (EU) No 600/2014 with regard to regulatory technical standards on transparency requirements for trading venues and investment firms in respect of bonds, structured finance products, emission allowances and derivatives.

‘DLVR’ — Deliverable

‘NDLV’ — Non-deliverable

‘OTHR’ — Other

Table 2

Content of the notifications to be submitted to competent authorities in accordance with Article 4(1) of Regulation (EU) No 596/2014

| N. | Field | Content to be reported |
| --- | --- | --- |
| General fields |
| 1 | Instrument identification code | Code used to identify the financial instrument. |
| 2 | Instrument full name | Full name of the financial instrument. |
| 3 | Instrument classification | Taxonomy used to classify the financial instrument.
  A complete and accurate CFI code shall be provided. |
| 4 | Commodities derivative indicator | Indication as to whether the financial instrument falls within the definition of commodities derivative under Article 2(1)(30) of Regulation (EU) No 600/2014. |
| Issuer related fields |
| 5 | Issuer or operator of the trading venue identifier | LEI of issuer or trading venue operator. |
| Venue related fields |
| 6 | Trading venue | Segment MIC for the trading venue or systematic internaliser, where available, otherwise operating MIC. |
| 7 | Financial instrument short name | Short name of financial instrument in accordance with ISO 18774. |
| 8 | Request for admission to trading by issuer | Whether the issuer of the financial instrument has requested or approved the trading or admission to trading of their financial instruments on a trading venue. |
| 9 | Date of approval of the admission to trading | Date and time the issuer has approved admission to trading or trading in its financial instruments on a trading venue. |
| 10 | Date of request for admission to trading | Date and time of the request for admission to trading on the trading venue. |
| 11 | Date of admission to trading or date of first trade | Date and time of the admission to trading on the trading venue or the date and time when the instrument was first traded or an order or quote was first received by the trading venue. |
| 12 | Termination date | Date and time when the financial instrument ceases to be traded or to be admitted to trading on the trading venue.
  Where this date and time is unavailable, the field shall not be populated. |
| Notional related fields |
| 13 | Notional currency 1 | Currency in which the notional is denominated.
  In the case of an interest rate or currency derivative contract, this will be the notional currency of leg 1 or the currency 1 of the pair.
  In the case of swaptions where the underlying swap is single-currency, this will be the notional currency of the underlying swap. For swaptions where the underlying is multi-currency, this will be the notional currency of leg 1 of the swap. |
| Bonds or other forms of securitised debt related fields |
| 14 | Total issued nominal amount | Total issued nominal amount in monetary value. |
| 15 | Maturity date | Date of maturity of the reported financial instrument.
  Field applies to debt instruments with defined maturity. |
| 16 | Currency of nominal value | Currency of the nominal value for debt instruments. |
| 17 | Nominal value per unit/minimum traded value | Nominal value of each instrument. If not available, the minimum traded value shall be populated. |
| 18 | Fixed rate | The fixed rate percentage of return on a Debt instrument when held until maturity date, expressed as a percentage. |
| 19 | Identifier of the index/benchmark of a floating rate bond | Where an identifier exists. |
| 20 | Name of the index/benchmark of a floating rate bond | Where no identifier exists, name of the index. |
| 21 | Term of the index/benchmark of a floating rate bond. | Term of the index/benchmark of a floating rate bond. The term shall be expressed in days, weeks, months or years. |
| 22 | Base Point Spread of the index/benchmark of a floating rate bond | Number of basis points above or below the index used to calculate a price. |
| 23 | Seniority of the bond | Identify the type of bond: senior debt, mezzanine, subordinated or junior. |
| Derivatives and Securitised Derivatives related fields |
| 24 | Expiry date | Expiry date of the financial instrument. Field only applies to derivatives with a defined expiry date. |
| 25 | Price multiplier | Number of units of the underlying instrument represented by a single derivative contract.
  For a future or option on an index, the amount per index point.
  For spreadbets the movement in the price of the underlying instrument on which the spreadbet is based. |
| 26 | Underlying instrument code | ISIN code of the underlying instrument.
  For ADRs, GDRs and similar instruments, the ISIN code of the financial instrument on which those instruments are based.
  For Convertible bonds, the ISIN code of the instrument in which the bond can be converted.
  For derivatives or other instruments which have an underlying, the underlying instrument ISIN code, when the underlying is admitted to trading, or traded on a trading venue. When the underlying is a stock dividend, then the instrument code of the related share entitling the underlying dividends.
  For Credit Default Swaps, the ISIN of the reference obligation should be provided.
  In case the underlying is an Index and has an ISIN, the ISIN code for that index.
  When the underlying is a basket, include the ISINs of each constituent of the basket that is admitted to trading or is traded on a trading venue. Hence, fields 26 and 27 shall be reported as many times as necessary to list all instruments in the basket. |
| 27 | Underlying issuer | In case the instrument is referring to an issuer, rather than to one single instrument, the LEI code of the Issuer. |
| 28 | Underlying index name | In case the underlying is an Index, the name of the index. |
| 29 | Term of the underlying index | In case the underlying is an Index, the term of the index. |
| 30 | Option type | Indication as to whether the derivative contract is a call (right to purchase a specific underlying asset) or a put (right to sell a specific underlying asset) or whether it cannot be determined whether it is a call or a put at the time of execution. In case of swaptions it shall be:






  — | ‘Put’, in case of receiver swaption, in which the buyer has the right to enter into a swap as a fixed-rate receiver. |

N.

Field

Content to be reported

General fields

1

Instrument identification code

Code used to identify the financial instrument.

2

Instrument full name

Full name of the financial instrument.

3

Instrument classification

Taxonomy used to classify the financial instrument.

A complete and accurate CFI code shall be provided.

4

Commodities derivative indicator

Indication as to whether the financial instrument falls within the definition of commodities derivative under Article 2(1)(30) of Regulation (EU) No 600/2014.

Issuer related fields

5

Issuer or operator of the trading venue identifier

LEI of issuer or trading venue operator.

Venue related fields

6

Trading venue

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

7

Financial instrument short name

Short name of financial instrument in accordance with ISO 18774.

8

Request for admission to trading by issuer

Whether the issuer of the financial instrument has requested or approved the trading or admission to trading of their financial instruments on a trading venue.

9

Date of approval of the admission to trading

Date and time the issuer has approved admission to trading or trading in its financial instruments on a trading venue.

10

Date of request for admission to trading

Date and time of the request for admission to trading on the trading venue.

11

Date of admission to trading or date of first trade

Date and time of the admission to trading on the trading venue or the date and time when the instrument was first traded or an order or quote was first received by the trading venue.

12

Termination date

Date and time when the financial instrument ceases to be traded or to be admitted to trading on the trading venue.

Where this date and time is unavailable, the field shall not be populated.

Notional related fields

13

Notional currency 1

Currency in which the notional is denominated.

In the case of an interest rate or currency derivative contract, this will be the notional currency of leg 1 or the currency 1 of the pair.

In the case of swaptions where the underlying swap is single-currency, this will be the notional currency of the underlying swap. For swaptions where the underlying is multi-currency, this will be the notional currency of leg 1 of the swap.

Bonds or other forms of securitised debt related fields

14

Total issued nominal amount

Total issued nominal amount in monetary value.

15

Maturity date

Date of maturity of the reported financial instrument.

Field applies to debt instruments with defined maturity.

16

Currency of nominal value

Currency of the nominal value for debt instruments.

17

Nominal value per unit/minimum traded value

Nominal value of each instrument. If not available, the minimum traded value shall be populated.

18

Fixed rate

The fixed rate percentage of return on a Debt instrument when held until maturity date, expressed as a percentage.

19

Identifier of the index/benchmark of a floating rate bond

Where an identifier exists.

20

Name of the index/benchmark of a floating rate bond

Where no identifier exists, name of the index.

21

Term of the index/benchmark of a floating rate bond.

Term of the index/benchmark of a floating rate bond. The term shall be expressed in days, weeks, months or years.

22

Base Point Spread of the index/benchmark of a floating rate bond

Number of basis points above or below the index used to calculate a price.

23

Seniority of the bond

Identify the type of bond: senior debt, mezzanine, subordinated or junior.

Derivatives and Securitised Derivatives related fields

24

Expiry date

Expiry date of the financial instrument. Field only applies to derivatives with a defined expiry date.

25

Price multiplier

Number of units of the underlying instrument represented by a single derivative contract.

For a future or option on an index, the amount per index point.

For spreadbets the movement in the price of the underlying instrument on which the spreadbet is based.

26

Underlying instrument code

ISIN code of the underlying instrument.

For ADRs, GDRs and similar instruments, the ISIN code of the financial instrument on which those instruments are based.

For Convertible bonds, the ISIN code of the instrument in which the bond can be converted.

For derivatives or other instruments which have an underlying, the underlying instrument ISIN code, when the underlying is admitted to trading, or traded on a trading venue. When the underlying is a stock dividend, then the instrument code of the related share entitling the underlying dividends.

For Credit Default Swaps, the ISIN of the reference obligation should be provided.

In case the underlying is an Index and has an ISIN, the ISIN code for that index.

When the underlying is a basket, include the ISINs of each constituent of the basket that is admitted to trading or is traded on a trading venue. Hence, fields 26 and 27 shall be reported as many times as necessary to list all instruments in the basket.

27

Underlying issuer

In case the instrument is referring to an issuer, rather than to one single instrument, the LEI code of the Issuer.

28

Underlying index name

In case the underlying is an Index, the name of the index.

29

Term of the underlying index

In case the underlying is an Index, the term of the index.

30

Option type

Indication as to whether the derivative contract is a call (right to purchase a specific underlying asset) or a put (right to sell a specific underlying asset) or whether it cannot be determined whether it is a call or a put at the time of execution. In case of swaptions it shall be:

—

‘Put’, in case of receiver swaption, in which the buyer has the right to enter into a swap as a fixed-rate receiver.

| — | ‘Call’, in case of payer swaption, in which the buyer has the right to enter into a swap as a fixed-rate payer. |
| --- | --- |

—

‘Call’, in case of payer swaption, in which the buyer has the right to enter into a swap as a fixed-rate payer.

In case of Caps and Floors it shall be:

| — | ‘Put’, in case of a Floor. |
| --- | --- |

—

‘Put’, in case of a Floor.

| — | ‘Call’, in case of a Cap. |
| --- | --- |

—

‘Call’, in case of a Cap.

Field only applies to derivatives that are options or warrants.

31

Strike price

Predetermined price at which the holder will have to buy or sell the underlying instrument, or an indication that the price cannot be determined at the time of execution.

Field only applies to options or warrants, where strike price can be determined at the time of execution.

Where price is currently not available but pending, the value shall be ‘PNDG’.

Where strike price is not applicable the field shall not be populated.

32

Strike price currency

Currency of the Strike Price.

33

Option exercise style

Indication as to whether the option may be exercised only at a fixed date (European, and Asian style), a series of pre-specified dates (Bermudan) or at any time during the life of the contract (American style).

This field is only applicable for options, warrants and entitlement certificates.

34

Delivery type

Indication as to whether the financial instrument is settled physically or in cash.

Where delivery type cannot be determined at time of execution, the value shall be ‘OPTL’.

This field is only applicable for derivatives.

Commodity and emission allowances derivatives

35

Base product

Base product for the underlying asset class as specified in the classification of commodities and emission allowances derivatives table.

36

Sub product

The Sub Product for the underlying asset class as specified in the classification of commodities and emission allowances derivatives table.

Field requires a Base product.

37

Further sub product

The Further sub product for the underlying asset class as specified in the classification of commodities and emission allowances derivatives table.

Field requires a Sub product.

38

Transaction type

Transaction type as specified by the trading venue.

39

Final price type

Final price type as specified by the trading venue.

Interest rate derivatives

| — | The fields in this section should only be populated for instruments that have non-financial instrument of type interest rates as underlying. |
| --- | --- |

—

The fields in this section should only be populated for instruments that have non-financial instrument of type interest rates as underlying.

40

Reference rate

Name of the reference rate.

41

IR Term of contract

If the asset class is Interest Rates, this field states the term of the contract. The term shall be expressed in days, weeks, months or years.

42

Notional currency 2

In the case of multi-currency or cross-currency swaps the currency in which leg 2 of the contract is denominated.

For swaptions where the underlying swap is multi-currency, the currency in which leg 2 of the swap is denominated.

43

Fixed rate of leg 1

An indication of the fixed rate of leg 1 used, if applicable.

44

Fixed rate of leg 2

An indication of the fixed rate of leg 2 used, if applicable.

45

Floating rate of leg 2

An indication of the interest rate used if applicable.

46

IR Term of contract of leg 2

An indication of the reference period of the interest rate, which is set at predetermined intervals by reference to a market reference rate. The term shall be expressed in days, weeks, months or years.

Foreign exchange derivatives

| — | The fields in this section should only be populated for instruments that have non-financial instrument of type foreign exchange as underlying. |
| --- | --- |

—

The fields in this section should only be populated for instruments that have non-financial instrument of type foreign exchange as underlying.

47

Notional currency 2

Field should be populated with the underlying currency 2 of the currency pair (the currency one will be populated in the notional currency 1 field 13).

48

FX Type

Type of underlying currency.

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