Document ID: chunk:federal_register_of_legislation:F2024C01137:reg:47
Version: federal_register_of_legislation:F2024C01137
Segment Type: reg
Provision Reference: reg 47
Character Range: 137915–143348

47                                                                         Price                                            The price taken from the trade confirmation of the Reportable Transaction, not including fees, taxes or commissions.                                                                                                                                                                                                                                                                                                                     This data element must be:                                                                                                                                                Any numeric value.
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       (a) reported as a monetary amount; or
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       (b) reported as a decimal.
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     If Price notation (item 46 above) is reported as 1, a number of not more than 18 numerals, with no more than 13 numerals after the decimal point.
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     If Price notation (item 46 above) is reported as 3, a number of not more than 11 numerals, with no more than 10 numerals after the decimal point.
                                                                                                                            This data element is required for OTC Derivatives:
                                                                                                                               1.      that are contracts for difference (other than foreign exchange derivatives);
                                                                                                                               2.      that are commodity derivatives or equity derivatives where:
                                                                                                                                 1.        the UPI that is reported is for an instrument type that is a forward; or
                                                                                                                                 2.      the UPI that is reported is for an instrument type that is a swap and the OTC Derivative includes a term that is, or is equivalent to, a fixed price or initial price; or
                                                                                                                               1.      where a value is not reported for all of the following: Fixed rate—Leg 1 (item 50 below), Fixed rate—Leg 2 (item 51 below), Spread—Leg 1 (item 53 below), Spread—Leg 2 (item 55 below), Strike price (item 59 below), Option premium amount (item 61 below) and Exchange rate (item 64 below), and, for OTC Derivatives that are credit derivatives, a value of UFRO is not reported for Other payment type (item 75 below).
                                                                                                                             Note: The items referred to in (c) above are items where one or more of them is required to be reported for options, interest rate swaps, forward rate agreements, commodity basis swaps, credit default swaps, credit total return swaps, foreign exchange derivatives and similar products. Where at least one of the items is reported, this item Price is not reported.