Annex I Format for the Commitment of Trader Reports Table 1 Commitment of Trader Reports {Name of Trading Venue} {Trading Venue Identifier} {Date to the Weekly Report refers} {Date of Publication} {Name of Commodity Derivative Contract, Emission Allowance or Derivative thereof } {Venue product code} {Report status} Notion of the position quantity unit Firms or credit Funds Financial Operators with under Number of positions Risk Reducing directly related to commercial activities Other Total Changes since the previous report (+/-) Risk Reducing directly related to commercial activities Other Total Percentage of the total open interest Risk Reducing directly related to commercial activities Other Total Number of Persons holding Total
Table 2 Symbol table for Table 3 SYMBOL DATA TYPE DEFINITION {ALPHANUM-n} Up to n alphanumerical characters Free text field. {DECIMAL-n/m} Decimal number of up to n digits in of which up to m digits can be fraction digits Numerical field for both positive and negative values: - decimal separator is '.' (full stop); - negative numbers are prefixed with ‘-‘ (minus). Where applicable, values are rounded and not truncated. {DATEFORMAT} ISO 8601 date format Dates shall be formatted in the following format: {DATE_TIME_FO RMAT} ISO 8601 date and time format - Date and time in the following format: YYYY-MM- DDThh:mm:ss.ddddddZ. - ‘YYYY’ is the year; - ‘MM’ is the month; - ‘DD’ is the day; - ‘T’ – means that the letter ‘T’ shall be used - ‘hh’ is the hour; - ‘mm’ is the minute; - ‘ss.dddddd’ is the second and
- Z is UTC time. Dates and times shall be reported in UTC. {MIC} 4 alphanumerical characters Market identifier as defined in ISO 10383 {INTEGER-n} Integer number of up to n digits in total Numerical field for both positive and negative integer values.
Table 3 Tables of fields to be reported as referred to in Article 1 DETAILS TO BE REPORTED FORMAT FOR REPORTING Name of Trading Venue to be populated with the full name of the trading venue. {ALPHANUM-350} Trading Venue Identifier Field to be populated with the ISO 10383 segment MIC of the trading venue. Where the segment MIC does not exist, use the operating MIC. {MIC} Date to which the Weekly Report refers Field to be populated with the date corresponding to the Friday of the calendar week on which the position is held. {DATEFORMAT} Date of Publication Field to be populated with the date on which the report is published on the trading venue’s website. {DATE_TIME_FORMAT} Name of Commodity Derivative Contract, Emission Allowance and Derivative thereof Field to be populated with the name of the commodity derivative contract, emission allowance and derivative thereof identified by the venue product code. {ALPHANUM-350}
Percentage of the total open interest Field to be populated with the percentage of the total open interest represented by the position. {DECIMAL-5/2} Number of Persons holding a position in each category Field to be populated with the number of persons holding a position in the related category. If the number of persons holding a position in the related category is below the number specified in [insert reference to Commission Delegated Act in respect of Article 58(6) MiFID II], the field shall be populated with '.' (full stop). {INTEGER-7} or {ALPHANUM-1} if the field has to be populated with ‘’ (full stop). Annex II Format for Position Reports by investment firms 1 Symbol table for Table 2 SYMBOL DATA TYPE DEFINITION {ALPHANUM-n} Up to n alphanumerical characters Free text field.
{DECIMAL-n/m} Decimal number of up to n digits in total of which up to m digits can be fraction digits Numerical for both positive and negative values: - decimal separator is '.' (full stop); - negative numbers are prefixed with ‘-‘ (minus). Where applicable, values are rounded and not truncated. {DATEFORMAT} ISO 8601 date format Dates shall be formatted in the following format: {DATE_TIME_FO RMAT} ISO 8601 date and time format - Date and time in the following format: YYYY-MM- DDThh:mm:ss.ddddddZ. - ‘YYYY’ is the year; - ‘MM’ is the month; - ‘DD’ is the day; - ‘T’ – means that the letter ‘T’ shall be used - ‘hh’ is the hour; - ‘mm’ is the minute - ‘ss.dddddd’ is the second and its fraction of a second; - Z is UTC time. Dates and times shall be reported in UTC. {ISIN} 12 alphanumerical characters ISIN code, as defined in ISO 6166 {LEI} 20 alphanumerical characters Legal entity identifier as defined in ISO 17442
Table 2 Tables of fields to be reported as referred to in Article 2 FIELD DETAILS TO BE REPORTED FORMAT FOR REPORTING Date of report submission Field to be populated with the date and time on which the report is submitted. {DATE_TIME_FORMAT} Report reference number Field to be populated with the unique identifier given by the submitter unambiguously identifying the report to both, submitter and receiving competent authority. {ALPHANUM-52} Date of the trading day of the reported position Field to be populated with the date on which the reported position is held at the close of the trading day on the relevant trading venue. {DATEFORMAT} Report status Indication as to whether the report is new or a previously submitted report is cancelled or amended. Where a previously submitted report is cancelled, a new report which contains all the details of the original report should be sent and the‘Report status’ should be flagged as ‘CANC’. ‘NEWT' - New ‘CANC’ – Cancellation ‘AMND’ – Amendment