Document ID: chunk:federal_register_of_legislation:F2024C01137:reg:80
Version: federal_register_of_legislation:F2024C01137
Segment Type: reg
Provision Reference: reg 80
Character Range: 209645–212070

80                                                                         Custom basket code                               Where the UPI that is reported for Unique product identifier (item 2 above) is a UPI which identifies that the underlier is a custom basket:                                                                                                                                                                                                                                                                                             An alphanumeric code of not more than 72 characters.                                                                                                                        (a)     For a unique code, the LEI of the entity assigning the Custom basket code followed by a unique identifier of not more than 52 characters; or
                                                                                                                               1.      the unique code assigned by the structurer of the custom basket (the structurer) to link its constituents; or
                                                                                                                               2.      if the structurer is not the Reporting Entity and the Reporting Entity does not receive the unique code from the structurer in sufficient time to enable the Reporting Entity to report that code in accordance with Rule 2.2.3:                                                                                                                                                                                                                                                                                                                                                                          (b)     where there is no unique code, the value B.
                                                                                                                                     1.        a unique code assigned by the Reporting Entity; or
                                                                                                                                     2.      if the Reporting Entity has not entered into, in the twelve months ending on the preceding quarter day, more than twenty OTC Derivatives that require the reporting of a Custom basket code, the value B.