
Article 1 
The information contained in a report under Article 9 of Regulation (EU) No 648/2012 shall be provided in the format specified in the Annex to this Regulation.
Article 2 
Where provided for in Article 11(2) of Regulation (EU) No 648/2012, mark to market or mark to model valuations of contracts reported to a trade repository shall be done on a daily basis. Any other reporting elements as provided for in the Annex to this Regulation and the Annex to the delegated act with regard to regulatory technical standards specifying the minimum details of the data to be reported to trade repositories pursuant to Article 9(5) of Regulation (EU) No 648/2012 shall be reported as they occur and taking into account the time limit foreseen under Article 9 of Regulation (EU) No 648/2012, notably as regards the conclusion, modification or termination of a contract.
Article 3 
A report shall use a legal entity identifier to identify:

((a)) a beneficiary which is a legal entity;
((b)) a broking entity;
((c)) a CCP;
((d)) a clearing member;
((e)) a counterparty which is a legal entity;
((f)) a submitting entity.
Article 3a 

1. The counterparty side to the derivative contract referred to in field 14 of Table 1 of the Annex shall be determined in accordance with paragraphs 2 to 10.
2. In the case of options and swaptions, the counterparty that holds the right to exercise the option shall be identified as the buyer and the counterparty that sells the option and receives a premium shall be identified as the seller.
3. In the case of futures and forwards other than futures and forwards relating to currencies, the counterparty buying the instrument shall be identified as the buyer and the counterparty selling the instrument shall be identified as the seller.
4. In the case of swaps related to securities, the counterparty that bears the risk of price movement of the underlying security and receives the security amount shall be identified as the buyer and the counterparty that pays the security amount shall be identified as the seller.
5. In the case of swaps related to interest rates or inflation indices, the counterparty paying the fixed rate shall be identified as the buyer and the counterparty receiving the fixed rate shall be identified as the seller. In the case of basis swaps, the counterparty that pays the spread shall be identified as the buyer and the counterparty that receives the spread shall be identified as the seller.
6. In the case of cross-currency swaps and swaps and forwards related to currencies, the counterparty receiving the currency which appears first when sorted alphabetically by International Organization for Standardization (ISO 4217) standard shall be identified as the buyer and the counterparty delivering that currency shall be identified as the seller.
7. In the case of swaps related to dividends, the counterparty receiving the equivalent actual dividend payments shall be identified as the buyer and the counterparty paying the dividend and receiving the fixed rate shall be identified as the seller.
8. With the exception of options and swaptions, in the case of derivative instruments for the transfer of credit risk, the counterparty buying the protection shall be identified as the buyer and the counterparty selling the protection shall be identified as the seller.
9. In the case of derivative contracts relating to commodities, the counterparty that receives the commodity specified in the report shall be identified as the buyer and the counterparty that delivers the commodity shall be identified as the seller.
10. In the case of forward-rate agreements, the counterparty paying the fixed rate shall be identified as the buyer and the counterparty receiving the fixed rate shall be identified as the seller.
Article 3b 

1. The type of collateralisation of the derivative contract referred to in Field 21 of Table 1 of the Annex shall be identified by the reporting counterparty in accordance with paragraphs 2 to 5.
2. Where no collateral agreement exists between the counterparties or where the collateral agreement between the counterparties stipulates that the reporting counterparty does not post neither initial margin nor variation margin with respect to the derivative contract, the type of collateralisation of the derivative contract shall be identified as uncollateralised;
3. Where the collateral agreement between the counterparties stipulates that the reporting counterparty only posts regularly variation margins with respect to the derivative contract, the type of collateralisation of the derivative contract shall be identified as partially collateralised;
4. Where the collateral agreement between the counterparties stipulates that the reporting counterparty posts the initial margin and regularly posts variation margins and that the other counterparty either posts only variation margins or does not post any margins with respect to the derivative contract, the type of collateralisation of the derivative contract shall be identified as one-way collateralised;
5. Where the collateral agreement between the counterparties stipulates that both counterparties post initial margin and regularly post variation margins with respect to the derivative contract, the type of collateralisation of the derivative contract shall be identified as fully collateralised.
Article 4 

1. A report shall specify a derivative on the basis of contract type and asset class in accordance with paragraphs 2 and 3.
2. The derivative shall be specified in Field 1 of Table 2 of the Annex as one of the following contract types:
(a) financial contract for difference;
(b) forward rate agreement;
(c) forward;
(d) future;
(e) option;
(f) spreadbet;
(g) swap;
(h) swaption;
(i) other.
3. The derivative shall be specified in Field 2 of Table 2 of the Annex as one of the following asset classes:
(a) commodities and emission allowances;
(b) credit;
(c) currency;
(d) equity;
(e) interest rate.
4. Where derivatives do not fall within one of the asset classes specified in paragraph 3, the counterparties shall specify in the report the asset class most closely resembling the derivative. Both counterparties shall specify the same asset class.
5. The derivative shall be identified in Field 6 of Table 2 of the Annex using the following, where available:
(a) an ISO 6166 International Securities Identification Number (ISIN) code or an Alternative Instrument Identifier code (AII), as applicable, until the date of application of the delegated act adopted by the Commission pursuant to Article 27(3) of Regulation (EU) No 600/2014 of the European Parliament and of the Council;
(b) an ISIN from the date of application of the delegated act adopted by the Commission pursuant to Article 27(3) of Regulation (EU) No 600/2014.Where an AII code is used, the complete AII code shall be used.
6. The complete AII code referred to in paragraph 5 shall be the result of the concatenation of the following six elements:
(a) ISO 10383 Market Identifier Code (MIC) of the trading venue where the derivative is traded, specified using 4 alphanumeric characters;
(b) code, which is assigned by the trading venue, uniquely associated with a particular underlying instrument and settlement type and other characteristics of the contract, specified using up to 12 alphanumeric characters;
(c) single character identifying whether the instrument is an option or a future, specified as ‘O’ where it is an option and as ‘F’ where it is a future;
(d) single character identifying whether the option is a put or a call, specified as ‘P’ where it is a put option and as ‘C’ where it is a call option; where the instrument has been identified as a future in accordance with point (c), it shall be specified as ‘F’;
(e) exercise date or maturity date of a derivative contract specified in ISO 8601 YYYY-MM-DD standard;
(f) the strike price of an option, specified using up to 19 digits including up to five decimals without any leading or trailing zeros. A decimal point shall be used as the decimal separator. Negative values are not allowed. Where the instrument is a future, the strike price shall be populated with zero.
7. The derivative shall be classified in Field 4 of Table 2 of the Annex using an ISO 10692 Classification of Financial Instrument (CFI) code.
8. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Article 4a 

1. A report shall be identified through a unique trade identifier agreed by the counterparties.
2. Where counterparties fail to agree on the entity responsible for generating the unique trade identifier to be assigned to the report, the counterparties shall determine the entity responsible for generating a unique trade identifier in accordance with the following:
(a) for centrally-executed and cleared trades, the unique trade identifier shall be generated at the point of clearing by the central counterparty (CCP) for the clearing member. Another unique trade identifier shall be generated by the clearing member for its counterparty;
(b) for centrally-executed but not centrally-cleared trades, the unique trade identifier shall be generated by the trading venue of execution for its member;
(c) for centrally-confirmed and cleared trades, the unique trade identifier shall be generated at the point of clearing by the CCP for the clearing member. Another unique trade identifier shall be generated by the clearing member for its counterparty;
(d) for trades that were centrally-confirmed by electronic means but were not centrally-cleared, the unique trade identifier shall be generated by the trade confirmation platform at the point of confirmation;
(e) for all trades other than those referred to in points (a) to (d), the following shall apply:
((i)) where financial counterparties trade with non-financial counterparties, the financial counterparties shall generate the unique trade identifier;
((ii)) where non-financial counterparties above the clearing threshold trade with non-financial counterparties below the clearing threshold, those non-financial counterparties above the clearing threshold shall generate the unique trade identifier;
((iii)) for all trades other than those referred to in points (i) and (ii), the seller shall generate the unique trade identifier.
3. The counterparty generating the unique trade identifier shall communicate that unique trade identifier to the other counterparty in a timely manner so that the latter is able to meet its reporting obligation.
Article 4b 
The venue of execution of the derivative contract shall be identified in Field 15 of Table 2 of the Annex as follows:

((a)) until the date of application of the delegated act adopted by the Commission pursuant to Article 27(3) of Regulation (EU) No 600/2014:

((i)) for a venue of execution inside the Union, the ISO 10383 Market Identifier Code (MIC) published on ESMA's website in the register set up on the basis of information provided by competent authorities pursuant to Article 13(2) of Commission Regulation (EC) No 1287/2006;
((ii)) for a venue of execution outside the Union, the ISO 10383 MIC included in the list of MIC codes maintained and updated by ISO and published at ISO web site;
((b)) from the date of application of the delegated act adopted by the Commission pursuant to Article 27(3) of Regulation (EU) No 600/2014, the ISO 10383 MIC.
Article 5 

1. Credit derivative and interest rate derivative contracts shall be reported:
(a) by 1 July 2013, where a trade repository for that particular derivative class has been registered under Article 55 of Regulation (EU) No 648/2012 before 1 April 2013;
(b) 90 days after the registration of a trade repository for a particular derivative class under Article 55 of Regulation (EU) No 648/2012, where there is no trade repository registered for that particular derivative class before or on 1 April 2013,;
(c) by 1 July 2015, where there is no trade repository registered for that particular derivative class under Article 55 of Regulation (EU) No 648/2012 by 1 July 2015. The reporting obligation shall commence on this date and contracts shall be reported to ESMA in accordance with Article 9(3) of that Regulation until a trade repository is registered for that particular derivative class.
2. Derivative contracts not referred to in paragraph 1 shall be reported:
(a) by 1 January 2014, where a trade repository for that particular derivative class has been registered under Article 55 of Regulation (EU) No 648/2012 before 1 October 2013;
(b) 90 days after the registration of a trade repository for a particular derivative class under Article 55 of Regulation (EU) No 648/2012, where there is no trade repository registered for that particular derivative class before or on 1 October 2013;
(c) by 1 July 2015, where there is no trade repository registered for that particular derivative class under Article 55 of Regulation (EU) No 648/2012 by 1 July 2015. The reporting obligation shall commence on this date and contracts shall be reported to ESMA in accordance with Article 9(3) of that Regulation until a trade repository is registered for that particular derivative class.
3. Those derivative contracts which were outstanding on 16 August 2012 and are still outstanding on the reporting start date shall be reported to a trade repository within 90 days of the reporting start date for a particular derivative class.
4. The following derivative contracts which are not outstanding on the commencement date for reporting for a particular derivative class shall be reported to a trade repository within five years of that date:
(a) derivative contracts that were entered into before 16 August 2012 and were still outstanding on 16 August 2012;
(b) derivative contracts that were entered into on or after 16 August 2012.
5. The reporting start date shall be extended by 180 days for the reporting of information referred to in Article 3 of the delegated act with regard to regulatory technical standards specifying the minimum details of the data to be reported to trade repositories pursuant to Article 9(5) of Regulation (EU) No 648/2012.
Article 6 
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.
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 