
Article 1 
The details of an SFT in a report to be submitted pursuant to Article 4(1) of Regulation (EU) 2015/2365 shall be provided in accordance with the standards and formats specified in Tables 1 to 5 of Annex I. That report shall be provided in a common electronic and machine-readable form and in a common XML template in accordance with the ISO 20022 methodology.
Article 2 

1. The report referred to in Article 1 shall use an ISO 17442 legal entity identifier (‘LEI’) code to identify the following:
(a) a beneficiary which is a legal entity;
(b) a broking entity;
(c) a central counterparty (‘CCP’) authorised in accordance with Regulation (EU) No 648/2012;
(d) a clearing member;
(e) an agent lender;
(f) a central securities depository (‘CSD’) participant;
(g) a counterparty which is a legal entity;
(h) a tri-party agent;
(i) a report submitting entity;
(j) an issuer of a security which was lent, borrowed or provided as collateral in a SFT.
2. A counterparty to an SFT shall ensure that the reference data related to its ISO 17442 LEI code is renewed in accordance with the terms of any of the accredited Local Operating Units of the Global LEI System.
3. Where an SFT is concluded through a branch of a counterparty, the report referred to in Article 1 shall use the code specified in Field 7 and in Field 8 of Table 1 of Annex I to identify that branch of a counterparty.
Article 3 

1. A report shall be identified through a unique trade identifier (‘UTI’) agreed by the counterparties in accordance with the format specified in Field 1 of Table 2 of Annex I.
2. Where counterparties fail to agree on the entity responsible for generating UTI to be assigned to the report, the counterparties shall determine the entity responsible for generating a UTI in accordance with the following:
(a) for centrally-executed and cleared SFTs, the UTI shall be generated at the point of clearing by the CCP for the clearing member. Another UTI shall be generated by the clearing member for its counterparty;
(b) for centrally-executed but not centrally-cleared SFTs, the UTI shall be generated by the trading venue of execution for its member;
(c) for centrally-confirmed and cleared SFTs, the UTI shall be generated by the CCP for the clearing member at the point of clearing. Another UTI shall be generated by the clearing member for its counterparty;
(d) for SFTs that were centrally-confirmed by electronic means but were not centrally-cleared, the UTI shall be generated by the trade confirmation platform at the point of confirmation;
(e) for all SFTs other than those referred to in points (a) to (d), the following shall apply:
((i)) where financial counterparties conclude an SFT with non-financial counterparties, the financial counterparties shall generate the UTI;
((ii)) for all securities lending or borrowing transactions other than those referred to in point (i), the collateral provider as referred to in Article 4 shall generate the UTI;
((iii)) for all SFTs other than those referred to in points (i) and (ii), the collateral taker as referred to in Article 4 shall generate the UTI.
3. The counterparty generating the UTI shall communicate that UTI to the other counterparty in a timely manner so that the latter is able to meet its reporting obligation.
Article 4 

1. The counterparty side to the SFT referred to in Field 9 of Table 1 of Annex I shall be identified in accordance with paragraphs 2 to 4.
2. In the case of repurchase transactions, buy-sell back transactions and sell-buy back transactions, the counterparty that buys securities, commodities, or guaranteed rights relating to title to securities or commodities in the opening or spot leg of the trade and agrees to sell them at a specified price on a future date in the closing or forward leg of the trade, shall be identified as the collateral taker in Field 9 of Table 1 of Annex I. The counterparty that sells those securities, commodities, or guaranteed rights shall be identified as the collateral provider in Field 9 of Table 1 of Annex I.
3. In the case of securities or commodities borrowing transactions and securities or commodities lending transactions, the counterparty that lends the securities or commodities on condition that the borrower will return equivalent securities or commodities on a future date or at the request of the transferor, shall be identified as the collateral taker in Field 9 of Table 1 of Annex I. The counterparty that borrows those securities or commodities shall be identified as the collateral provider in Field 9 of Table 1 of Annex I.
4. In the case of margin lending transactions, the borrower, that is the counterparty to which credit is extended in exchange for collateral, shall be identified as the collateral provider in Field 9 of Table 1 of Annex I. The lender, that is the counterparty that provides the credit in exchange for collateral, shall be identified as the collateral taker in Field 9 of Table 1 of Annex I.
Article 5 

1. All reports of the details of an SFT specified under Article 1(2) of Commission Delegated Regulation (EU) 2019/356 be provided in the chronological order in which the reported events occurred.
2. A counterparty to a margin lending transaction shall report the details of the outstanding margin loan as they stand at the end of each day, where there is a net cash debit in base currency or where a counterparty's short market value is positive.
3. A counterparty to an outstanding SFT shall report any modification of the details relating to the collateral data in Fields 75 to 94 of Table 2 of Annex I with action type ‘Collateral update’. The counterparty shall report those modified details as they stand at the end of each day until it reports the termination of the SFT, or it reports the SFT with action type ‘Error’, or until the SFT reaches its maturity date, whichever is the earlier.
4. A counterparty to an outstanding SFT shall report any modification of the end-of-day market value of the securities lent or borrowed in Field 57 of Table 2 of Annex I with action type ‘Valuation update’. The counterparty shall report that modified market value as it stands at the end of each day until it reports the termination of the SFT, or it reports the SFT with action type ‘Error’, or until the SFT reaches its maturity date.
5. A counterparty shall report any modification of the total amount of margin posted or received for all cleared SFTs as it stands at the end of the day in Fields 8 to 19 of Table 3 of Annex I with action type ‘Margin update’ after it has first reported the total amount of margin posted or received with action type ‘New’.
6. A counterparty shall report any modification of the value of reused collateral, reinvested cash and the funding sources with action type ‘Reuse update’ as it stands at the end of the day in Fields 8 to 14 of Table 4 of Annex I after it has reported the relevant values with action type ‘New’.
Article 6 
Implementing Regulation (EU) No 1247/2012 is amended as follows:

((1)) Article 4 is amended as follows:

((a)) paragraph 7 is replaced by the following:
'The derivative shall be classified in Field 4 of Table 2 of the Annex using an ISO 10692 Classification of Financial Instrument (CFI) code.';
((b)) paragraphs 8 and 9 are deleted.
((2)) In Article 4a, paragraph 1 is replaced by the following:
'
1. A report shall be identified through a unique trade identifier agreed by the counterparties.';
((3)) The Annex is replaced by the text set out in Annex II to this Regulation.
Article 7 
This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union.
This Regulation shall be binding in its entirety and directly applicable in all Member States.Done at Brussels, 13 December 2018.
For the Commission
The President
Jean-Claude JUNCKER
ANNEX I
No Field Format
1 Reporting timestamp ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ
2 Report submitting entity ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
3 Reporting counterparty ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
4 Nature of the reporting counterparty ‘F’ - Financial counterparty‘N’ - Non-financial counterparty
5 Sector of the reporting counterparty Taxonomy for Financial Counterparties:‘CDTI’ - Credit institution authorised in accordance with Directive 2013/36/EU of the European Parliament and of the Council or Council Regulation (EU) No 1024/2013 or a third-country entity which would require authorisation or registration in accordance with that legislative act‘INVF’ - Investment firm authorized in accordance with Directive 2014/65/EU of the European Parliament and of the Council or a third-country entity which would require authorisation or registration in accordance with that legislative act‘INUN’ - Insurance undertaking authorized in accordance with Directive 2009/138/EC of the European Parliament and of the Council (Solvency II) or a third-country entity which would require authorisation or registration in accordance with that legislative act‘AIFD’ - AIF managed by AIFMs authorized or registered in accordance with Directive 2011/61/EU of the European Parliament and of the Council or a third-country entity which would require authorisation or registration in accordance with that legislative act‘ORPI’ - Institution for occupational retirement provision authorized or registered in accordance with Directive 2003/41/EC of the European Parliament and of the Council or a third-country entity which would require authorisation or registration in accordance with that legislative act‘CCPS’ - Central counterparty authorized in accordance with Regulation (EU) No 648/2012 of the European Parliament and of the Council or a third-country entity which would require authorisation or registration in accordance with that legislative act‘REIN’ - Reinsurance undertaking authorized in accordance with Solvency II or a third-country entity which would require authorisation or registration in accordance with that legislative act‘CSDS’ - Central securities depository authorized in accordance with Regulation (EU) No 909/2014 of the European Parliament and of the Council or a third-country entity which would require authorisation or registration in accordance with that legislative act‘UCIT’ - UCITS and its management company, authorized in accordance with Directive 2009/65/EC of the European Parliament and of the Council or a third-country entity which would require authorisation or registration in accordance with that legislative actTaxonomy for Non-Financial Counterparties. The categories below correspond to the main sections of NACE classification as defined in Regulation (EC) No 1893/2006 of the European Parliament and of the Council‘A’ - Agriculture, forestry and fishing‘B’ - Mining and quarrying‘C’ - Manufacturing‘D’ - Electricity, gas, steam and air conditioning supply‘E’ - Water supply, sewerage, waste management and remediation activities‘F’ - Construction‘G’ - Wholesale and retail trade, repair of motor vehicles and motorcycles‘H’ - Transportation and storage‘I’ - Accommodation and food service activities‘J’ - Information and communication‘K’ - Financial and insurance activities‘L’ - Real estate activities‘M’ - Professional, scientific and technical activities‘N’ - Administrative and support service activities‘O’ - Public administration and defence; compulsory social security‘P’ - Education‘Q’ - Human health and social work activities‘R’ - Arts, entertainment and recreation‘S’ - Other service activities‘T’ - Activities of households as employers; undifferentiated goods – and services –producing activities of households for own use‘U’ - Activities of extraterritorial organizations and bodies
6 Additional sector classification ‘ETFT’ - ETF‘MMFT’ - MMF‘REIT’ - REIT‘OTHR’ – Other
7 Branch of the reporting counterparty ISO 3166-1 alpha-2 country code 2 alphabetic characters.
8 Branch of the other counterparty ISO 3166-1 alpha-2 country code 2 alphabetic characters.
9 Counterparty side ‘TAKE’ - Collateral taker‘GIVE’ - Collateral provider
10 Entity responsible for the report ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
11 Other counterparty ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.Client code (up to 50 alphanumeric characters).
12 Country of the other Counterparty ISO 3166-1 alpha-2 country code 2 alphabetic characters.
13 Beneficiary ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.Client code (up to 50 alphanumeric characters).
14 Tri-party agent ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
15 Broker ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
16 Clearing member ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
17 Central Securities Depository (‘CSD’) participant or indirect participant ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
18 Agent lender ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.










No Field Format
1 Unique Trade Identifier (UTI) Up to 52 alphanumeric character code including four special characters:Only upper-case alphabetic characters A–Z and the digits 0–9, inclusive in both cases, are allowed.
2 Report tracking number Up to 52 alphanumeric character code including four special characters:Only upper-case alphabetic characters A–Z and the digits 0–9, inclusive in both cases, are allowed.
3 Event date ISO 8601 date in the format YYYY-MM-DD
4 Type of SFT ‘SLEB’ - securities or commodities lending or securities or commodities borrowing‘SBSC’ - buy-sell back transaction or sell-buy back transaction‘REPO’ - repurchase transaction‘MGLD’ - margin lending transaction
5 Cleared ‘true’‘false’
6 Clearing timestamp ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ
7 CCP ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
8 Trading venue ISO 10383 Market Identifier Code (MIC), 4 alphanumeric characters.Where segmental MICs exist for a trading venue, the segmental MIC shall be used.
9 Master agreement type ‘MRAA’ - MRA‘GMRA’ – GMRA‘MSLA’ - MSLA‘GMSL’ - GMSLA‘ISDA’ - ISDA‘DERP’ - Deutscher Rahmenvertrag für Wertpapierpensionsgeschäfte‘CNBR’ - China Bond Repurchase Master Agreement,‘KRRA’ - Korea Financial Investment Association (KOFIA) Standard Repurchase Agreement‘CARA’ - Investment Industry Regulatory Organization of Canada (IIROC) Repurchase/Reverse Repurchase Transaction Agreement‘FRFB’ - Convention-Cadre Relative aux Operations de Pensions Livrees,‘CHRA’ -Swiss Master Repurchase Agreement‘DEMA’ - German Master Agreement‘JPBR’ - Japanese Master Agreement on the Transaction with Repurchase Agreement of the Bonds‘ESRA’ - Contrato Marco de compraventa y Reporto de valores‘OSLA’ - Overseas Securities Lending Agreement (OSLA)‘MEFI’ - Master Equity and Fixed Interest Stock Lending Agreement (MEFISLA)‘GESL’ - Gilt Edged Stock Lending Agreement (GESLA)‘KRSL’ - Korean Securities Lending Agreement (KOSLA)‘DERD’ - Deutscher Rahmenvertrag für Wertpapierdarlehen‘AUSL’ - Australian Masters Securities Lending Agreement (AMSLA)‘JPBL’ - Japanese Master Agreement on Lending Transaction of Bonds‘JPSL’ - Japanese Master Agreement on the Borrowing and Lending Transactions of Share Certificates‘BIAG’ - bilateral agreement‘CSDA’ - CSD bilateral agreementOr ‘OTHR’ if the master agreement type is not included in the above list
10 Other master agreement type Up to 50 alphanumeric characters.
11 Master agreement version ISO 8601 date in the format YYYY
12 Execution timestamp ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ
13 Value date (Start date) ISO 8601 date in the format YYYY-MM-DD
14 Maturity date (End date) ISO 8601 date in the format YYYY-MM-DD
15 Termination date ISO 8601 date in the format YYYY-MM-DD
16 Minimum notice period Integer field up to 3 digits.
17 Earliest call-back date ISO 8601 date in the format YYYY-MM-DD
18 General collateral Indicator ‘SPEC’ - specific collateral‘GENE’ - general collateral
19 Delivery By Value (‘DBV’) indicator ‘true’‘false’
20 Method used to provide collateral ‘TTCA’- title transfer collateral arrangement‘SICA’- securities financial collateral arrangement‘SIUR’- securities financial collateral arrangement with the right of use
21 Open term ‘true’‘false’
22 Termination optionality ‘EGRN’ - evergreen‘ETSB’ - extendable‘NOAP’ - non applicable
In the case of margin lending, the attributes listed in fields 23-34 shall be repeated and completed for each currency used in the margin loan.
23 Fixed rate Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100 % is represented as ‘100’.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
24 Day count convention The code representing day count convention:‘A001’ - IC30360ISDAor30360AmericanBasicRule‘A002’ - IC30365‘A003’ - IC30Actual‘A004’ - Actual360‘A005’ - Actual365Fixed‘A006’ - ActualActualICMA‘A007’ - IC30E360orEuroBondBasismodel1‘A008’ - ActualActualISDA‘A009’ - Actual365LorActuActubasisRule‘A010’ - ActualActualAFB‘A011’ - IC30360ICMAor30360basicrule‘A012’ - IC30E2360orEurobondbasismodel2‘A013’ - IC30E3360orEurobondbasismodel3‘A014’ - Actual365NLOr up to 35 alphanumeric characters if the day count convention is not included in the above list.
25 Floating rate The code representing the floating rate index‘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 SWAPOr up to 25 alphanumeric characters if the reference rate is not included in the above list.
26 Floating rate reference period — time period Time period describing reference period, whereby the following abbreviations apply:‘YEAR’ - Year‘MNTH’ - Month‘WEEK’ - Week‘DAYS’ - Day
27 Floating rate reference period — multiplier Integer multiplier of the time period describing reference period of the floating rate.Up to 3 numeric characters.
28 Floating rate payment frequency — time period Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply:‘YEAR’ - Year‘MNTH’ - Month‘WEEK’ - Week‘DAYS’ - Day
29 Floating rate payment frequency — multiplier Integer multiplier of the time period describing how often the counterparties exchange payments.Up to 3 numeric characters.
30 Floating rate reset frequency — time period Time period describing how often the counterparties reset the floating repo rate, whereby the following abbreviations apply:‘YEAR’ - Year‘MNTH’ - Month‘WEEK’ - Week‘DAYS’ - Day
31 Floating rate reset frequency — multiplier Integer multiplier of the time period describing how often the counterparties reset the floating repo rate.Up to 3 numeric characters.
32 Spread Up to 5 numeric characters.
33 Margin lending currency amount Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
34 Margin lending currency ISO 4217 Currency Code, 3 alphabetic characters.
Fields 35-36 shall be repeated and completed for each floating rate adjustment.
35 Adjusted rate Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100 % is represented as ‘100’.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
36 Rate date ISO 8601 date in the format YYYY-MM-DD
37 Principal amount on the value date Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
38 Principal amount on the maturity date Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
39 Principal amount currency ISO 4217 Currency Code, 3 alphabetic characters.
40 Type of asset ‘SECU’ - Securities‘COMM’ - Commodities
41 Security identifier ISO 6166 ISIN 12 character alphanumeric code.
42 Classification of a security ISO 10692 CFI, 6 characters alphabetical code.
Where a commodity was lent or borrowed, the classification of that commodity shall be specified in fields 43, 44 and 45.
43 Base product Only values in the ‘Base product’ column of the classification of commodities derivatives table are allowed.
44 Sub — product Only values in the ‘Sub — product’ column of the classification of commodities derivatives table are allowed.
45 Further sub — product Only values in the ‘Further sub — product’ of the classification of commodities derivatives table are allowed.
46 Quantity or nominal amount Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
47 Unit of measure ‘KILO’ - Kilogram, ‘PIEC’ - Piece, ‘TONS’ - Ton, ‘METR’ - Metre, ‘INCH’ - Inch, ‘YARD’ - Yard, ‘GBGA’ - GBGallon, ‘GRAM’ - Gram, ‘CMET’ - Centimetre, ‘SMET’ - SquareMetre, ‘FOOT’ - Foot, ‘MILE’ - Mile, ‘SQIN’ - SquareInch, ‘SQFO’ - SquareFoot, ‘SQMI’ - SquareMile, ‘GBOU’ - GBOunce, ‘USOU’ - USOunce, ‘GBPI’ - GBPint, ‘USPI’ - USPint, ‘GBQA’ - GBQuart, ‘USQA’ - USQuart, ‘USGA’ - USGallon, ‘MMET’ - Millimetre, ‘KMET’ - Kilometre, ‘SQYA’ - SquareYard, ‘ACRE’ - Acre, ‘ARES’ - Are, ‘SMIL’ - SquareMillimetre, ‘SCMT’ - SquareCentimetre, ‘HECT’ - Hectare, ‘SQKI’ - SquareKilometre, ‘MILI’ - MilliLitre, ‘CELI’ - Centilitre, ‘LITR’ - Litre, ‘PUND’ - Pound, ‘ALOW’ - Allowances, ‘ACCY’ - AmountOfCurrency, ‘BARL’ - Barrels, ‘BCUF’ - BillionCubicFeet, ‘BDFT’ - BoardFeet, ‘BUSL’ - Bushels, ‘CEER’ - CertifiedEmissionsReduction, ‘CLRT’ - ClimateReserveTonnes, ‘CBME’ - CubicMeters, ‘DAYS’ - Days, ‘DMET’ - DryMetricTons, ‘ENVC’ - EnvironmentalCredit, ‘ENVO’ - EnvironmentalOffset, ‘HUWG’ - Hundredweight, ‘KWDC’ - KilowattDayCapacity, ‘KWHO’ - KilowattHours, ‘KWHC’ - KilowattHoursCapacity, ‘KMOC’ - KilowattMinuteCapacity, ‘KWMC’ - KilowattMonthCapacity, ‘KWYC’ - KilowattYearCapacity, ‘MWDC’ - MegawattDayCapacity, ‘MWHO’ - MegawattHours, ‘MWHC’ - MegawattHoursCapacity, ‘MWMC’ - MegawattMinuteCapacity, ‘MMOC’ - MegawattMonthCapacity, ‘MWYC’ - MegawattYearCapacity, ‘TONE’ - MetricTons, ‘MIBA’ - MillionBarrels, ‘MBTU’ - OneMillionBTU, ‘OZTR’ - TroyOunces, ‘UCWT’ - USHundredweight, ‘IPNT’ - IndexPoint, ‘PWRD’ - PrincipalWithRelationToDebtInstrument, ‘DGEU’ - DieselGallonEquivalent, ‘GGEU’ - GasolineGallonEquivalent, ‘TOCD’ - TonsOfCarbonDioxide.
48 Currency of nominal amount ISO 4217 Currency Code, 3 alphabetic characters.
49 Security or commodity price Up to 18 numeric characters including up to 5 decimals in case the price is expressed units.Up to 11 numeric characters including up to 10 decimals in case the price is expressed as percentage or yield.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
50 Price currency ISO 4217 Currency Code, 3 alphabetic characters.
51 Security quality ‘INVG’ - Investment grade‘NIVG’ - Non-investment grade‘NOTR’ - Non-rated‘NOAP’ - Not applicable
52 Maturity of the security ISO 8601 date in the format YYYY-MM-DD
53 Jurisdiction of the issuer ISO 3166-1 alpha-2 country code, 2 alphabetic characters.
54 LEI of the issuer ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
55 Security type ‘GOVS’ - Government securities‘SUNS’ - Supra-nationals and agencies securities‘FIDE’ - Debt securities (including covered bonds) issued by banks and other financial institutions‘NFID’ - Corporate debt securities (including covered bonds) issued by non-financial institutions‘SEPR’ - Securitized products (including CDO, CMBS, ABCP)‘MEQU’ - Main index equities (including convertible bonds)‘OEQU’ - Other equities (including convertible bonds)‘OTHR’- Other assets (including shares in mutual funds)
56 Loan value Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
57 Market value Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
58 Fixed rebate rate Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100 % is represented as ‘100’.The negative symbol, if populated, shall not be counted as a numerical character.
59 Floating rebate rate The code representing the floating rate index‘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 SWAPOr up to 25 alphanumeric characters if the reference rate is not included in the above list
60 Floating rebate rate reference period — time period Time period describing reference period, whereby the following abbreviations apply:‘YEAR’ - Year‘MNTH’ - Month‘WEEK’ - Week‘DAYS’ - Day
61 Floating rebate rate reference period — multiplier Integer multiplier of the time period describing reference period of the floating rebate rate.Up to 3 numeric characters.
62 Floating rebate rate payment frequency — time period Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply:‘YEAR’ - Year‘MNTH’ - Month‘WEEK’ - Week‘DAYS’ - Day
63 Floating rebate rate payment frequency — multiplier Integer multiplier of the time period describing how often the counterparties exchange payments.Up to 3 numeric characters.
64 Floating rebate rate reset frequency — time period Time period describing how often the counterparties reset the floating rebate rate, whereby the following abbreviations apply:‘YEAR’ - Year‘MNTH’ - Month‘WEEK’ - Week‘DAYS’ - Day
65 Floating rebate rate reset frequency — multiplier Integer multiplier of the time period describing how often the counterparties reset the floating rebate rate.Up to 3 numeric characters.
66 Spread of the rebate rate Up to 5 numeric characters.
67 Lending fee Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100 % is represented as ‘100’.
68 Exclusive arrangements ‘true’‘false’
69 Outstanding margin loan Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
70 Base currency of outstanding margin loan ISO 4217 Currency Code, 3 alphabetic characters.
71 Short market value Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
Collateral data
72 Uncollateralised Securities Lending (‘SL’) flag ‘true’‘false’
73 Collateralisation of net exposure ‘true’‘false’
74 Value date of the collateral ISO 8601 date in the format YYYY-MM-DD
Where specific collateral was used, fields 75 to 94 shall be repeated and completed for each component of collateral, where applicable.
75 Type of collateral component ‘SECU’ - Securities‘COMM’ - Commodities (only for repos, securities and commodities lending and borrowing and buy-sell backs)‘CASH’ - Cash
Where cash was used as collateral, this shall be specified in fields 76 and 77.
76 Cash collateral amount Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
77 Cash collateral currency ISO 4217 Currency Code, 3 alphabetic characters.
78 Identification of a security used as collateral ISO 6166 ISIN 12 character alphanumeric code.
79 Classification of a security used as collateral ISO 10692 CFI, 6 characters alphabetical code.
Where a commodity was used as collateral, the classification of that commodity shall be specified in fields 80, 81 and 82.
80 Base product Only values in the ‘Base product’ column of the classification of commodities derivatives table are allowed.
81 Sub — product Only values in the ‘Sub — product’ column of the classification of commodities derivatives table are allowed.
82 Further sub — product Only values in the ‘Further sub — product’ of the classification of commodities derivatives table are allowed.
83 Collateral quantity or nominal amount Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
84 Collateral unit of measure ‘KILO’ - Kilogram, ‘PIEC’ - Piece, ‘TONS’ - Ton, ‘METR’ - Metre, ‘INCH’ - Inch, ‘YARD’ - Yard, ‘GBGA’ - GBGallon, ‘GRAM’ - Gram, ‘CMET’ - Centimetre, ‘SMET’ - SquareMetre, ‘FOOT’ - Foot, ‘MILE’ - Mile, ‘SQIN’ - SquareInch, ‘SQFO’ - SquareFoot, ‘SQMI’ - SquareMile, ‘GBOU’ - GBOunce, ‘USOU’ - USOunce, ‘GBPI’ - GBPint, ‘USPI’ - USPint, ‘GBQA’ - GBQuart, ‘USQA’ - USQuart, ‘USGA’ - USGallon, ‘MMET’ - Millimetre, ‘KMET’ - Kilometre, ‘SQYA’ - SquareYard, ‘ACRE’ - Acre, ‘ARES’ - Are, ‘SMIL’ - SquareMillimetre, ‘SCMT’ - SquareCentimetre, ‘HECT’ - Hectare, ‘SQKI’ - SquareKilometre, ‘MILI’ - MilliLitre, ‘CELI’ - Centilitre, ‘LITR’ - Litre, ‘PUND’ - Pound, ‘ALOW’ - Allowances, ‘ACCY’ - AmountOfCurrency, ‘BARL’ - Barrels, ‘BCUF’ - BillionCubicFeet, ‘BDFT’ - BoardFeet, ‘BUSL’ - Bushels, ‘CEER’ - CertifiedEmissionsReduction, ‘CLRT’ - ClimateReserveTonnes, ‘CBME’ - CubicMeters, ‘DAYS’ - Days, ‘DMET’ - DryMetricTons, ‘ENVC’ - EnvironmentalCredit, ‘ENVO’ - EnvironmentalOffset, ‘HUWG’ - Hundredweight, ‘KWDC’ - KilowattDayCapacity, ‘KWHO’ - KilowattHours, ‘KWHC’ - KilowattHoursCapacity, ‘KMOC’ - KilowattMinuteCapacity, ‘KWMC’ - KilowattMonthCapacity, ‘KWYC’ - KilowattYearCapacity, ‘MWDC’ - MegawattDayCapacity, ‘MWHO’ - MegawattHours, ‘MWHC’ - MegawattHoursCapacity, ‘MWMC’ - MegawattMinuteCapacity, ‘MMOC’ - MegawattMonthCapacity, ‘MWYC’ - MegawattYearCapacity, ‘TONE’ - MetricTons, ‘MIBA’ - MillionBarrels, ‘MBTU’ - OneMillionBTU, ‘OZTR’ - TroyOunces, ‘UCWT’ - USHundredweight, ‘IPNT’ - IndexPoint, ‘PWRD’ - PrincipalWithRelationToDebtInstrument, ‘DGEU’ - DieselGallonEquivalent, ‘GGEU’ - GasolineGallonEquivalent, ‘TOCD’ - TonsOfCarbonDioxide.
85 Currency of collateral nominal amount ISO 4217 Currency Code, 3 alphabetic characters.
86 Price currency ISO 4217 Currency Code, 3 alphabetic characters.
87 Price per unit Up to 18 numeric characters including up to 5 decimals in case the price is expressed in units.Up to 11 numeric characters including up to 10 decimals in case the price is expressed as percentage or yield.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
88 Collateral market value Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
89 Haircut or margin Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100 % is represented as ‘100’.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
90 Collateral quality ‘INVG’ - Investment grade‘NIVG’ - Non-investment grade‘NOTR’ - Non-rated‘NOAP’ - Not applicable
91 Maturity date of the security ISO 8601 date in the format YYYY-MM-DD
92 Jurisdiction of the issuer ISO 3166-1 alpha-2 country code, 2 alphabetic characters.
93 LEI of the issuer ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
94 Collateral type ‘GOVS’ - Government securities‘SUNS’ - Supra-nationals and agencies securities‘FIDE’ - Debt securities (including covered bonds) issued by banks and other financial institutions‘NFID’ - Corporate debt securities (including covered bonds) issued by non-financial institutions‘SEPR’ - Securitized products (including CDO, CMBS, ABCP)‘MEQU’ - Main index equities (including convertible bonds)‘OEQU’ - Other equities (including convertible bonds)‘OTHR’- Other assets (including shares in mutual funds)
95 Availability for collateral reuse ‘true’‘false’
Field 96 shall be specified in the case where a collateral basket was used. The detailed allocation of collateral for SFTs transacted against a collateral pool shall be specified in fields 75 to 94 when available.
96 Collateral basket identifier ISO 6166 ISIN 12 character alphanumeric code, or‘NTAV’
97 Portfolio code 52 alphanumeric character code including four special characters:.- _.Special characters are not allowed at the beginning and at the end of the code. No space allowed.
98 Action type ‘NEWT’ - New‘MODI’ - Modification‘VALU’ - Valuation‘COLU’ - Collateral update‘EROR’ - Error‘CORR’ - Correction‘ETRM’ - Termination/Early Termination‘POSC’ - Position component
99 Level ‘TCTN’ - Transaction‘PSTN’ - Position
No Field Format
1 Reporting timestamp ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ
2 Event date ISO 8601 date in the format YYYY-MM-DD
3 Report submitting entity ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
4 Reporting Counterparty ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
5 Entity responsible for the report ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
6 Other counterparty ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
7 Portfolio code 52 alphanumeric character code including four special characters:.- _.Special characters are not allowed at the beginning and at the end of the code. No space allowed.
8 Initial margin posted Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
9 Currency of the initial margin posted ISO 4217 Currency Code, 3 alphabetic characters.
10 Variation margin posted Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
11 Currency of the variation margin posted ISO 4217 Currency Code, 3 alphabetic characters.
12 Initial margin received Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
13 Currency of the initial margin received ISO 4217 Currency Code, 3 alphabetic characters.
14 Variation margin received Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
15 Currency of the variation margin received ISO 4217 Currency Code, 3 alphabetic characters.
16 Excess collateral posted Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
17 Currency of the excess collateral posted ISO 4217 Currency Code, 3 alphabetic characters.
18 Excess collateral received Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
19 Currency of the excess collateral received ISO 4217 Currency Code, 3 alphabetic characters.
20 Action type ‘NEWT’ - New‘MARU’ - Margin update‘EROR’ - Error‘CORR’ - Correction
No Field Format
1 Reporting timestamp ISO 8601 date in the format and UTC time format, i.e. YYYY-MM-DDThh:mm:ssZ
2 Event date ISO 8601 date in the format YYYY-MM-DD
3 Report submitting entity ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
4 Reporting counterparty ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
5 Entity responsible for the report ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
Field 6 shall be repeated and completed for each collateral component.
6 Type of collateral component ‘SECU’ - Securities‘CASH’ - Cash
Fields 7, 8, 9 and 10 shall be repeated and completed for each security.
7 Collateral component ISO 6166 ISIN 12 character alphanumeric code.
8 Value of reused collateral Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
9 Estimated reuse of collateral Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
10 Reused collateral currency ISO 4217 Currency Code, 3 alphabetic characters.
11 Reinvestment Rate Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100 % is represented as ‘100’.
Fields 12, 13 and 14 shall be repeated and completed for each investment where cash collateral has been re-invested and in respect of each currency.
12 Type of re-invested cash investment ‘MMFT’ - registered money market fund‘OCMP’ - any other commingled pool‘REPM’ - the repo market‘SDPU’ - direct purchase of securities‘OTHR’ - other
13 Re-invested cash amount Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.
14 Re-invested cash currency ISO 4217 Currency Code, 3 alphabetic characters.
In the case of margin lending transactions, the counterparty shall repeat and complete fields 15, 16 and 17 for each funding source and shall provide the information in these fields at entity level.
15 Funding sources ‘REPO’ - repos or BSB‘SECL’ - cash collateral from securities lending‘FREE’ - free credits‘CSHS’ - proceeds from customer short sales‘BSHS’ - proceeds from broker short sales‘UBOR’ - unsecured borrowing‘OTHR’ - other
16 Market value of the funding sources Up to 18 numeric characters including up to 5 decimals.The decimal mark is not counted as a numeric character.If not possible, pro rata amount.
17 Funding sources currency ISO 4217 Currency Code, 3 alphabetic characters.
18 Action type ‘NEWT’ - New‘REUU’ - reuse update‘EROR’ - Error‘CORR’ - Correction
Base product Sub — product Further sub — product
‘AGRI’ - Agricultural ‘GROS’ - Grains 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’‘OTHR’ - Other
‘DIRY’- Dairy 
‘FRST’ - Forestry 
‘SEAF’ - Seafood 
‘LSTK’ - Livestock 
‘GRIN’ - Grain ‘MWHT’ - Milling Wheat‘OTHR’ - Other
‘OTHR’ - Other 
‘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‘OTHR’ - Other
‘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‘OTHR’ - Other
‘COAL’- Coal‘INRG’ - Inter Energy‘RNNG’ - Renewable energy‘LGHT’ - Light ends‘DIST’ – Distillates‘OTHR’ - Other 
‘ENVR’ - Environmental ‘EMIS’ - Emissions ‘CERE’ - CER‘ERUE’ - ERU‘EUAE’ - EUA‘EUAA’ – EUAA‘OTHR’-Other
‘WTHR’ - Weather‘CRBR’ - Carbon related’‘OTHR’ - Other 
‘FRGT’ -‘Freight’ ‘WETF’ - Wet ‘TNKR’ –Tankers‘OTHR’ - Other
‘DRYF’ - Dry ‘DBCR’ - Dry bulk carriers‘OTHR’ - Other
‘CSHP’ - Containerships 
‘OTHR’ - Other 
‘FRTL’ -‘Fertilizer’ ‘AMMO’ - Ammonia‘DAPH’ - DAP (Diammonium Phosphate)‘PTSH’ - Potash‘SLPH’ - Sulphur‘UREA’ - Urea‘UAAN’ - UAN (urea and ammonium nitrate)‘OTHR’ - Other 
‘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‘OTHR’ - Other 
‘POLY’ - Polypropylene’ ‘PLST’ – Plastic‘OTHR’ - Other 
‘INFL’ - Inflation’  
‘OEST’ - Official economic statistics’  
‘OTHC’ - Other C10 ‘as defined in Table 10.1 Section 10 of Annex III to Commission Delegated Regulation (EU) 2017/583  
‘OTHR’ - Other  

ANNEX II

The Annex to Implementing Regulation (EU) No 1247/2012 is replaced by the text below.
'
ANNEX 
 Field Format
Parties to the contract
1 Reporting timestamp ISO 8601 date in the format and Coordinated Universal Time (UTC) time format YYYY-MM-DDThh:mm:ssZ
2 Reporting Counterparty ID ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code.
3 Type of ID of the other Counterparty ‘LEI’ for ISO 17442 Legal Entity Identifier (LEI)‘CLC’ for Client code
4 ID of the other Counterparty ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code.Client code (up to 50 alphanumerical digits).
5 Country of the other Counterparty ISO 3166 – 2 character country code
6 Corporate sector of the reporting counterparty Taxonomy for Financial Counterparties:A = Assurance undertaking authorised in accordance with Directive 2009/138/EC of the European Parliament and of the CouncilC = Credit institution authorised in accordance with Directive 2013/36/EU of the European Parliament and of the CouncilF = Investment firm authorised in accordance with Directive 2004/39/EC of the European Parliament and of the CouncilI = Insurance undertaking authorised in accordance with Directive 2009/138/ECL = Alternative investment fund managed by Alternative Investment Fund Managers (AIFMs) authorised or registered in accordance with Directive 2011/61/EU of the European Parliament and of the CouncilO = Institution for occupational retirement provision within the meaning of Article 6(a) of Directive 2003/41/EC of the European Parliament and of the CouncilR = Reinsurance undertaking authorised in accordance with Directive 2009/138/ECU = Undertakings for the Collective Investment in Transferable Securities (UCITS)and its management company, authorised in accordance with Directive 2009/65/EC of the European Parliament and of the CouncilTaxonomy for Non-Financial Counterparties. The following categories correspond to the main sections of Statistical classification of economic activities in the European Community (NACE) as defined in Regulation (EC) No 1893/2006 of the European Parliament and of the Council1 = Agriculture, forestry and fishing2 = Mining and quarrying3 = Manufacturing4 = Electricity, gas, steam and air conditioning supply5 = Water supply, sewerage, waste management and remediation activities6 = Construction7 = Wholesale and retail trade, repair of motor vehicles and motorcycles8 = Transportation and storage9 = Accommodation and food service activities10 = Information and communication11 = Financial and insurance activities12 = Real estate activities13 = Professional, scientific and technical activities14 = Administrative and support service activities15 = Public administration and defence; compulsory social security16 = Education17 = Human health and social work activities18 = Arts, entertainment and recreation19 = Other service activities20 = Activities of households as employers; undifferentiated goods – and services –producing activities of households for own use21 = Activities of extraterritorial organisations and bodiesWhere more than one activity is reported, list the codes in order of the relative importance of the corresponding activities, separating them with a ‘-’.Leave blank in the case of CCPs and other type of counterparties in accordance with Article 1(5) of Regulation (EU) No 648/2012.
7 Nature of the reporting counterparty F = Financial CounterpartyN = Non-Financial CounterpartyC = Central CounterpartyO = Other
8 Broker ID ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code.
9 Report submitting entity ID ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code)
10 Clearing member ID ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code
11 Type of ID of the Beneficiary ‘LEI’ for ISO 17442 Legal Entity Identifier (LEI)‘CLC’ for Client code
12 Beneficiary ID ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code or up to 50 alphanumerical character client code in the case where the client is not eligible for a Legal Entity Identifier
13 Trading capacity P = PrincipalA = Agent
14 Counterparty side B = BuyerS = SellerPopulated in accordance with Article 3a
15 Directly linked to commercial activity or treasury financing Y = YesN = No
16 Clearing threshold Y = Above the thresholdN = Below the threshold
17 Value of contract Up to 20 numerical characters including decimals.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.The negative symbol, if populated, is not counted as a numerical character.
18 Currency of the value ISO 4217 Currency Code, 3 alphabetical characters
19 Valuation timestamp ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ
20 Valuation type M = Mark-to-marketO = Mark-to-modelC = CCP's valuation.
21 Collateralisation U = uncollateralisedPC = partially collateralisedOC = one way collateralisedFC = fully collateralisedPopulated in accordance with Article 3b
22 Collateral portfolio Y = YesN = No
23 Collateral portfolio code Up to 52 alphanumerical characters including four special characters: ‘. - _.’Special characters are not allowed at the beginning and at the end of the code. No space allowed.
24 Initial margin posted Up to 20 numerical characters including decimals.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.
25 Currency of the initial margin posted ISO 4217 Currency Code, 3 alphabetical characters
26 Variation margin posted Up to 20 numerical characters including decimals.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.
27 Currency of the variation margins posted ISO 4217 Currency Code, 3 alphabetical characters
28 Initial margin received Up to 20 numerical characters including decimals.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.
29 Currency of the initial margin received ISO 4217 Currency Code, 3 alphabetical characters
30 Variation margin received Up to 20 numerical characters including decimals.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.
31 Currency of the variation margins received ISO 4217 Currency Code, 3 alphabetical characters
32 Excess collateral posted Up to 20 numerical characters including decimals.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.
33 Currency of the excess collateral posted ISO 4217 Currency Code, 3 alphabetical characters
34 Excess collateral received Up to 20 numerical characters including decimals.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.
35 Currency of the excess collateral received ISO 4217 Currency Code, 3 alphabetical characters







 Field Format Applicable types of derivative contracts
 Section 2a – Contract type  All contracts
1 Contract type CD = Financial contracts for differenceFR = Forward rate agreementsFU = FuturesFW = ForwardsOP = OptionSB = SpreadbetSW = SwapST = SwaptionOT = Other 
2 Asset class CO = Commodity and emission allowancesCR = CreditCU = CurrencyEQ = EquityIR = Interest Rate 
 Section 2b – Contract information  All contracts
3 Product classification type C = CFI 
4 Product classification ISO 10692 CFI, 6 characters alphabetical code 
5 Product identification type Specify the applicable identification:I = ISINA = AII 
6 Product identification For product identifier type I: ISO 6166 ISIN 12 character alphanumerical codeFor product identifier type A: Complete AII code 
7 Underlying identification type I = ISINA = AIIB = BasketX = Index 
8 Underlying identification For underlying identification type I: ISO 6166 ISIN 12 character alphanumerical codeFor underlying identification type A: complete AII codeFor underlying identification type B: all individual components identification through ISO 6166 ISIN or complete AII code. Identifiers of individual components shall be separated with a dash ‘-’.For underlying identification type X: ISO 6166 ISIN if available, otherwise full name of the index as assigned by the index provider 
9 Notional currency 1 ISO 4217 Currency Code, 3 alphabetical characters 
10 Notional currency 2 ISO 4217 Currency Code, 3 alphabetical characters 
11 Deliverable currency ISO 4217 Currency Code, 3 alphabetical characters 
 Section 2c – Details on the transaction  All contracts
12 Trade ID Up to 52 alphanumerical character code including four special characters:‘. - _.’Special characters are not allowed at the beginning and at the end of the code. No space allowed. 
13 Report tracking number An alphanumeric field up to 52 characters 
14 Complex trade component ID An alphanumeric field up to 35 characters 
15 Venue of execution ISO 10383 Market Identifier Code (MIC), 4 alphanumerical characters, in accordance with Article 4(b). 
16 Compression Y = contract results from compressionN = contract does not result from compression 
17 Price/rate Up to 20 numerical characters including decimals.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.The negative symbol, if populated, is not counted as a numerical character.In case the price is reported in percent values, it should be expressed as percentage where 100 % is represented as ‘100’ 
18 Price notation U = UnitsP = PercentageY = Yield 
19 Currency of price ISO 4217 Currency Code, 3 alphabetic characters 
20 Notional Up to 20 numerical characters including decimals.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.The negative symbol, if populated, is not counted as a numerical character. 
21 Price multiplier Up to 20 numerical characters including decimals.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. 
22 Quantity Up to 20 numerical characters including decimals.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. 
23 Up-front payment Up to 20 numerical characters including decimals.The negative symbol to be used to indicate that the payment was made, not received.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.The negative symbol, if populated, is not counted as a numerical character. 
24 Delivery type C = CashP = PhysicalO = Optional for counterparty or when determined by a third party 
25 Execution timestamp ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ 
26 Effective date ISO 8601 date in the format YYYY-MM-DD 
27 Maturity date ISO 8601 date in the format YYYY-MM-DD 
28 Termination date ISO 8601 date in the format YYYY-MM-DD 
29 Settlement date ISO 8601 date in the format YYYY-MM-DD 
30 Master Agreement type Free Text, field of up to 50 characters, identifying the name of the Master Agreement used, if any 
31 Master Agreement version ISO 8601 date in the format YYYY 
 Section 2d – Risk mitigation/Reporting  All contracts
32 Confirmation timestamp ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ 
33 Confirmation means Y = Non-electronically confirmedN = Non-confirmedE = Electronically confirmed 
 Section 2e – Clearing  All contracts
34 Clearing obligation Y = YesN = No 
35 Cleared Y = YesN = No 
36 Clearing timestamp ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ 
37 CCP ISO 17442 Legal Entity Identifier (LEI)20 alphanumerical character code 
38 Intragroup Y = YesN = No 
 Section 2f – Interest Rates  Interest rate derivatives
39 Fixed rate of leg 1 Up to 10 numerical characters including decimals expressed as percentage where 100 % is represented as ‘100’.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.The negative symbol, if populated, is not counted as a numerical character. 
40 Fixed rate of leg 2 Up to 10 numerical characters including decimals expressed as percentage where 100 % is represented as ‘100’.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.The negative symbol, if populated, is not counted as a numerical character. 
41 Fixed rate day count leg 1 Numerator/Denominator where both Numerator and Denominator are numerical characters or alphabetic expression ‘Actual’, e.g. 30/360 or Actual/365 
42 Fixed rate day count leg 2 Numerator/Denominator where both Numerator and Denominator are numerical characters or alphabetic expression ‘Actual’, e.g. 30/360 or Actual/365 
43 Fixed rate payment frequency leg 1 –time period Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply:Y = YearM = MonthW = WeekD = Day 
44 Fixed rate payment frequency leg 1 – multiplier Integer multiplier of the time period describing how often the counterparties exchange payments.Up to 3 numerical characters. 
45 Fixed rate payment frequency leg 2 – time period Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply:Y = YearM = MonthW = WeekD = Day 
46 Fixed rate payment frequency leg 2 – multiplier Integer multiplier of the time period describing how often the counterparties exchange payments.Up to 3 numerical characters. 
47 Floating rate payment frequency leg 1 – time period Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply:Y = YearM = MonthW = WeekD = Day 
48 Floating rate payment frequency leg 1 – multiplier Integer multiplier of the time period describing how often the counterparties exchange payments.Up to 3 numerical characters. 
49 Floating rate payment frequency leg 2 – time period Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply:Y = YearM = MonthW = WeekD = Day 
50 Floating rate payment frequency leg 2 – multiplier Integer multiplier of the time period describing how often the counterparties exchange payments.Up to 3 numerical characters. 
51 Floating rate reset frequency leg 1 – time period Time period describing how often the counterparties reset the floating rate, whereby the following abbreviations apply:Y = YearM = MonthW = WeekD = Day 
52 Floating rate reset frequency leg 1 – multiplier Integer multiplier of the time period describing how often the counterparties reset the floating rate.Up to 3 numerical characters. 
53 Floating rate reset frequency leg 2 – time period Time period describing how often the counterparties reset the floating rate, whereby the following abbreviations apply:Y = YearM = MonthW = WeekD = Day 
54 Floating rate reset frequency leg 2 – multiplier Integer multiplier of the time period describing how often the counterparties reset the floating rate.Up to 3 numerical characters. 
55 Floating rate of leg 1 The name of the floating rate index‘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 SWAPOr up to 25 alphanumerical characters if the reference rate is not included in the above list 
56 Floating rate reference period leg 1 – time period Time period describing reference period, whereby the following abbreviations apply:Y = YearM = MonthW = WeekD = Day 
57 Floating rate reference period leg 1 – multiplier Integer multiplier of the time period describing the reference period.Up to 3 numerical characters. 
58 Floating rate of leg 2 The name of the floating rate index‘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 SWAPOr up to 25 alphanumerical characters if the reference rate is not included in the above list 
59 Floating rate reference period leg 2 – time period Time period describing reference period, whereby the following abbreviations apply:Y = YearM = MonthW = WeekD = Day 
60 Floating rate reference period leg 2 – multiplier Integer multiplier of the time period describing the reference period.Up to 3 numerical characters. 
 Section 2g – Foreign Exchange  Currency derivatives
61 Delivery currency 2 ISO 4217 Currency Code, 3 alphabetical character code 
62 Exchange rate 1 Up to 10 numerical digits including decimals.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.The negative symbol, if populated, is not counted as a numerical character. 
63 Forward exchange rate Up to 10 numerical characters including decimals.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.The negative symbol, if populated, is not counted as a numerical character. 
64 Exchange rate basis Two ISO 4217 currency codes separated by ‘/’. First currency code shall indicate the base currency, and the second currency code shall indicate the quote currency. 
 Section 2h – Commodities and emission allowances  Commodity and emission allowance derivatives
General
65 Commodity base AG = AgriculturalEN = EnergyFR = FreightsME = MetalsIN = IndexEV = EnvironmentalEX = ExoticOT = Other 
66 Commodity details 
GO = Grains oilseeds

DA = Dairy

LI = Livestock

FO = Forestry

SO = Softs

SF = Seafood

OT = Other

OI = Oil

NG = Natural gas

CO = Coal

EL = Electricity

IE = Inter-energy

OT = Other

DR = Dry

WT = Wet

OT = Other

PR = Precious

NP = Non-precious

WE = Weather

EM = Emissions

OT = Other
 
Energy
67 Delivery point or zone EIC code, 16 character alphanumeric codeRepeatable field. 
68 Interconnection Point EIC code, 16 character alphanumeric code 
69 Load type BL = Base LoadPL = Peak LoadOP = Off-PeakBH = Hour/Block HoursSH = ShapedGD = Gas DayOT = Other 
 Repeatable section of fields 70 – 77  
70 Load delivery intervals hh:mmZ 
71 Delivery start date and time ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ 
72 Delivery end date and time ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ 
73 Duration N = MinutesH = HourD = DayW = WeekM = MonthQ = QuarterS = SeasonY = AnnualO = Other 
74 Days of the week WD = WeekdaysWN = WeekendMO = MondayTU = TuesdayWE = WednesdayTH = ThursdayFR = FridaySA = SaturdaySU = SundayMultiple values separated by ‘/’ are permitted 
75 Delivery capacity Up to 20 numerical digits including decimalsThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.The negative symbol, if populated, is not counted as a numerical character. 
76 Quantity Unit KWKWh/hKWh/dMWMWh/hMWh/dGWGWh/hGWh/dTherm/dKTherm/dMTherm/dcm/dmcm/d 
77 Price/time interval quantities Up to 20 numerical characters including decimals.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.The negative symbol, if populated, is not counted as a numerical character. 
 Section 2i – Options  Contracts that contain an option
78 Option type P = PutC = CallO = where it cannot be determined whether it is a call or a put 
79 Option exercise style A = AmericanB = BermudanE = EuropeanS = AsianMore than one value is allowed 
80 Strike price (cap/floor rate) Up to 20 numerical characters including decimals.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.The negative symbol, if populated, is not counted as a numerical character.Where the strike price is reported in percent values, it should be expressed as percentage where 100 % is represented as ‘100’ 
81 Strike price notation U = UnitsP = PercentageY = Yield 
82 Maturity date of the underlying ISO 8601 date in the format YYYY-MM-DD 
 Section 2j – Credit derivatives  
83 Seniority SNDB = Senior, such as Senior Unsecured Debt (Corporate/Financial), Foreign Currency Sovereign Debt (Government),SBOD = Subordinated, such as Subordinated or Lower Tier 2 Debt (Banks), Junior Subordinated or Upper Tier 2 Debt (Banks),OTHR = Other, such as Preference Shares or Tier 1 Capital (Banks) or other credit derivatives 
84 Reference entity ISO 3166 – 2 character country codeorISO 3166-2 – 2 character country code followed by dash ‘-’ and up to 3 alphanumeric character country subdivision codeorISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code 
85 Frequency of payment MNTH = MonthlyQURT = QuarterlyMIAN = Semi-annuallyYEAR = Yearly 
86 The calculation basis Numerator/Denominator where both, Numerator and Denominator are numerical characters or alphabetic expression ‘Actual’, e.g. 30/360 or Actual/365 
87 Series Integer field up to 5 characters 
88 Version Integer field up to 5 characters 
89 Index factor Up to 10 numerical characters including decimals.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. 
90 Tranche T = TranchedU = Untranched 
91 Attachment point Up to 10 numerical characters including decimals expressed as a decimal fraction between 0 and 1.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. 
92 Detachment point Up to 10 numerical characters including decimals expressed as a decimal fraction between 0 and 1.The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. 
 Section 2k – Modifications to the contract  
93 Action type N = NewM = ModifyE = ErrorC = Early TerminationR = CorrectionZ = CompressionV = Valuation updateP = Position component 
94 Level T = TradeP = Position '
