{
  "url": "https://openlegislation.uk/eu-regulation-2012-1247/annex",
  "json_url": "https://openlegislation.uk/eu-regulation-2012-1247/annex.json",
  "legislation": "eur/2012/1247",
  "legislation_title": "Commission Implementing Regulation (EU) No 1247/2012 of 19 December 2012 laying down implementing technical standards with regard to the format and frequency of trade reports to trade repositories according to Regulation (EU) No 648/2012 of the European Parliament and of the Council on OTC derivatives, central counterparties and trade repositories (Text with EEA relevance)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2012-1247",
  "path": "annex",
  "kind": "annex",
  "number": null,
  "heading": null,
  "text": "Table 1\nCounterparty Data\nDirective 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) ( OJ L 335, 17.12.2009, p. 1 ).\nDirective 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 2006/48/EC and 2006/49/EC ( OJ L 176, 27.6.2013, p. 338 ).\nDirective 2004/39/EC of the European Parliament and of the Council of 21 April 2004 on markets in financial instruments amending Council Directives 85/611/EEC and 93/6/EEC and Directive 2000/12/EC of the European Parliament and of the Council and repealing Council Directive 93/22/EEC ( OJ L 145, 30.4.2004, p. 1 ).\nDirective 2011/61/EU of the European Parliament and of the Council of 8 June 2011 on Alternative Investment Fund Managers and amending Directives 2003/41/EC and 2009/65/EC and Regulations (EC) No 1060/2009 and (EU) No 1095/2010 ( OJ L 174, 1.7.2011, p. 1 ).\nDirective 2003/41/EC of the European Parliament and of the Council of 3 June 2003 on the activities and supervision of institutions for occupational retirement provision ( OJ L 235, 23.9.2003, p. 10 ).\nDirective 2009/65/EC of the European Parliament and of the Council of 13 July 2009 on the coordination of laws, regulations and administrative provisions relating to undertakings for collective investment in transferable securities (UCITS) ( OJ L 302, 17.11.2009, p. 32 ).\nRegulation (EC) No 1893/2006 of the European Parliament and of the Council of 20 December 2006 establishing the statistical classification of economic activities NACE Revision 2 and amending Council Regulation (EEC) No 3037/90 as well as certain EC Regulations on specific statistical domains ( OJ L 393, 30.12.2006, p. 1 ).\nField\nFormat\nParties to the contract\n1\nReporting timestamp\nISO 8601 date in the format and Coordinated Universal Time (UTC) time format YYYY-MM-DDThh:mm:ssZ\n2\nReporting Counterparty ID\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code.\n3\nType of ID of the other Counterparty\n‘ LEI ’ for ISO 17442 Legal Entity Identifier (LEI)\n‘ CLC ’ for Client code\n4\nID of the other Counterparty\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code.\nClient code (up to 50 alphanumerical digits).\n5\nCountry of the other Counterparty\nISO 3166 – 2 character country code\n6\nCorporate sector of the reporting counterparty\nTaxonomy for Financial Counterparties:\nA = Assurance undertaking authorised in accordance with Directive 2009/138/EC of the European Parliament and of the Council\nC = Credit institution authorised in accordance with Directive 2013/36/EU of the European Parliament and of the Council\nF = Investment firm authorised in accordance with Directive 2004/39/EC of the European Parliament and of the Council\nI = Insurance undertaking authorised in accordance with Directive 2009/138/EC\nL = 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 Council\nO = Institution for occupational retirement provision within the meaning of Article 6(a) of Directive 2003/41/EC of the European Parliament and of the Council\nR = Reinsurance undertaking authorised in accordance with Directive 2009/138/EC\nU = 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 Council\nTaxonomy 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 Council\n1 = Agriculture, forestry and fishing\n2 = Mining and quarrying\n3 = Manufacturing\n4 = Electricity, gas, steam and air conditioning supply\n5 = Water supply, sewerage, waste management and remediation activities\n6 = Construction\n7 = Wholesale and retail trade, repair of motor vehicles and motorcycles\n8 = Transportation and storage\n9 = Accommodation and food service activities\n10 = Information and communication\n11 = Financial and insurance activities\n12 = Real estate activities\n13 = Professional, scientific and technical activities\n14 = Administrative and support service activities\n15 = Public administration and defence; compulsory social security\n16 = Education\n17 = Human health and social work activities\n18 = Arts, entertainment and recreation\n19 = Other service activities\n20 = Activities of households as employers; undifferentiated goods – and services –producing activities of households for own use\n21 = Activities of extraterritorial organisations and bodies\nWhere more than one activity is reported, list the codes in order of the relative importance of the corresponding activities, separating them with a ‘ - ’ .\nLeave blank in the case of CCPs and other type of counterparties in accordance with Article 1(5) of Regulation (EU) No 648/2012.\n7\nNature of the reporting counterparty\nF = Financial Counterparty\nN = Non-Financial Counterparty\nC = Central Counterparty\nO = Other\n8\nBroker ID\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code.\n9\nReport submitting entity ID\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code)\n10\nClearing member ID\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code\n11\nType of ID of the Beneficiary\n‘ LEI ’ for ISO 17442 Legal Entity Identifier (LEI)\n‘ CLC ’ for Client code\n12\nBeneficiary ID\nISO 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\n13\nTrading capacity\nP = Principal\nA = Agent\n14\nCounterparty side\nB = Buyer\nS = Seller\nPopulated in accordance with Article 3a\n15\nDirectly linked to commercial activity or treasury financing\nY = Yes\nN = No\n16\nClearing threshold\nY = Above the threshold\nN = Below the threshold\n17\nValue of contract\nUp to 20 numerical characters including decimals.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\nThe negative symbol, if populated, is not counted as a numerical character.\n18\nCurrency of the value\nISO 4217 Currency Code, 3 alphabetical characters\n19\nValuation timestamp\nISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ\n20\nValuation type\nM = Mark-to-market\nO = Mark-to-model\nC = CCP's valuation.\n21\nCollateralisation\nU = uncollateralised\nPC = partially collateralised\nOC = one way collateralised\nFC = fully collateralised\nPopulated in accordance with Article 3b\n22\nCollateral portfolio\nY = Yes\nN = No\n23\nCollateral portfolio code\nUp to 52 alphanumerical characters including four special characters: ‘ . - _. ’\nSpecial characters are not allowed at the beginning and at the end of the code. No space allowed.\n24\nInitial margin posted\nUp to 20 numerical characters including decimals.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\n25\nCurrency of the initial margin posted\nISO 4217 Currency Code, 3 alphabetical characters\n26\nVariation margin posted\nUp to 20 numerical characters including decimals.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\n27\nCurrency of the variation margins posted\nISO 4217 Currency Code, 3 alphabetical characters\n28\nInitial margin received\nUp to 20 numerical characters including decimals.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\n29\nCurrency of the initial margin received\nISO 4217 Currency Code, 3 alphabetical characters\n30\nVariation margin received\nUp to 20 numerical characters including decimals.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\n31\nCurrency of the variation margins received\nISO 4217 Currency Code, 3 alphabetical characters\n32\nExcess collateral posted\nUp to 20 numerical characters including decimals.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\n33\nCurrency of the excess collateral posted\nISO 4217 Currency Code, 3 alphabetical characters\n34\nExcess collateral received\nUp to 20 numerical characters including decimals.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\n35\nCurrency of the excess collateral received\nISO 4217 Currency Code, 3 alphabetical characters\nTable 2\nCommon Data\nField\nFormat\nApplicable types of derivative contracts\nSection 2a – Contract type\nAll contracts\n1\nContract type\nCD = Financial contracts for difference\nFR = Forward rate agreements\nFU = Futures\nFW = Forwards\nOP = Option\nSB = Spreadbet\nSW = Swap\nST = Swaption\nOT = Other\n2\nAsset class\nCO = Commodity and emission allowances\nCR = Credit\nCU = Currency\nEQ = Equity\nIR = Interest Rate\nSection 2b – Contract information\nAll contracts\n3\nProduct classification type\nC = CFI\n4\nProduct classification\nISO 10692 CFI, 6 characters alphabetical code\n5\nProduct identification type\nSpecify the applicable identification:\nI = ISIN\nA = AII\n6\nProduct identification\nFor product identifier type I: ISO 6166 ISIN 12 character alphanumerical code\nFor product identifier type A: Complete AII code\n7\nUnderlying identification type\nI = ISIN\nA = AII\nB = Basket\nX = Index\n8\nUnderlying identification\nFor underlying identification type I: ISO 6166 ISIN 12 character alphanumerical code\nFor underlying identification type A: complete AII code\nFor 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 ‘ - ’ .\nFor underlying identification type X: ISO 6166 ISIN if available, otherwise full name of the index as assigned by the index provider\n9\nNotional currency 1\nISO 4217 Currency Code, 3 alphabetical characters\n10\nNotional currency 2\nISO 4217 Currency Code, 3 alphabetical characters\n11\nDeliverable currency\nISO 4217 Currency Code, 3 alphabetical characters\nSection 2c – Details on the transaction\nAll contracts\n12\nTrade ID\nUp to 52 alphanumerical character code including four special characters: ‘ . - _. ’\nSpecial characters are not allowed at the beginning and at the end of the code. No space allowed.\n13\nReport tracking number\nAn alphanumeric field up to 52 characters\n14\nComplex trade component ID\nAn alphanumeric field up to 35 characters\n15\nVenue of execution\nISO 10383 Market Identifier Code (MIC), 4 alphanumerical characters, in accordance with Article 4(b).\n16\nCompression\nY = contract results from compression\nN = contract does not result from compression\n17\nPrice/rate\nUp to 20 numerical characters including decimals.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\nThe negative symbol, if populated, is not counted as a numerical character.\nIn case the price is reported in percent values, it should be expressed as percentage where 100 % is represented as ‘ 100 ’\n18\nPrice notation\nU = Units\nP = Percentage\nY = Yield\n19\nCurrency of price\nISO 4217 Currency Code, 3 alphabetic characters\n20\nNotional\nUp to 20 numerical characters including decimals.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\nThe negative symbol, if populated, is not counted as a numerical character.\n21\nPrice multiplier\nUp to 20 numerical characters including decimals.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\n22\nQuantity\nUp to 20 numerical characters including decimals.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\n23\nUp-front payment\nUp to 20 numerical characters including decimals.\nThe negative symbol to be used to indicate that the payment was made, not received.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\nThe negative symbol, if populated, is not counted as a numerical character.\n24\nDelivery type\nC = Cash\nP = Physical\nO = Optional for counterparty or when determined by a third party\n25\nExecution timestamp\nISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ\n26\nEffective date\nISO 8601 date in the format YYYY-MM-DD\n27\nMaturity date\nISO 8601 date in the format YYYY-MM-DD\n28\nTermination date\nISO 8601 date in the format YYYY-MM-DD\n29\nSettlement date\nISO 8601 date in the format YYYY-MM-DD\n30\nMaster Agreement type\nFree Text, field of up to 50 characters, identifying the name of the Master Agreement used, if any\n31\nMaster Agreement version\nISO 8601 date in the format YYYY\nSection 2d – Risk mitigation/Reporting\nAll contracts\n32\nConfirmation timestamp\nISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ\n33\nConfirmation means\nY = Non-electronically confirmed\nN = Non-confirmed\nE = Electronically confirmed\nSection 2e – Clearing\nAll contracts\n34\nClearing obligation\nY = Yes\nN = No\n35\nCleared\nY = Yes\nN = No\n36\nClearing timestamp\nISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ\n37\nCCP\nISO 17442 Legal Entity Identifier (LEI)\n20 alphanumerical character code\n38\nIntragroup\nY = Yes\nN = No\nSection 2f – Interest Rates\nInterest rate derivatives\n39\nFixed rate of leg 1\nUp to 10 numerical characters including decimals expressed as percentage where 100 % is represented as ‘ 100 ’ .\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\nThe negative symbol, if populated, is not counted as a numerical character.\n40\nFixed rate of leg 2\nUp to 10 numerical characters including decimals expressed as percentage where 100 % is represented as ‘ 100 ’ .\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\nThe negative symbol, if populated, is not counted as a numerical character.\n41\nFixed rate day count leg 1\nNumerator/Denominator where both Numerator and Denominator are numerical characters or alphabetic expression ‘ Actual ’ , e.g. 30/360 or Actual/365\n42\nFixed rate day count leg 2\nNumerator/Denominator where both Numerator and Denominator are numerical characters or alphabetic expression ‘ Actual ’ , e.g. 30/360 or Actual/365\n43\nFixed rate payment frequency leg 1 –time period\nTime period describing how often the counterparties exchange payments, whereby the following abbreviations apply:\nY = Year\nM = Month\nW = Week\nD = Day\n44\nFixed rate payment frequency leg 1 – multiplier\nInteger multiplier of the time period describing how often the counterparties exchange payments.\nUp to 3 numerical characters.\n45\nFixed rate payment frequency leg 2 – time period\nTime period describing how often the counterparties exchange payments, whereby the following abbreviations apply:\nY = Year\nM = Month\nW = Week\nD = Day\n46\nFixed rate payment frequency leg 2 – multiplier\nInteger multiplier of the time period describing how often the counterparties exchange payments.\nUp to 3 numerical characters.\n47\nFloating rate payment frequency leg 1 – time period\nTime period describing how often the counterparties exchange payments, whereby the following abbreviations apply:\nY = Year\nM = Month\nW = Week\nD = Day\n48\nFloating rate payment frequency leg 1 – multiplier\nInteger multiplier of the time period describing how often the counterparties exchange payments.\nUp to 3 numerical characters.\n49\nFloating rate payment frequency leg 2 – time period\nTime period describing how often the counterparties exchange payments, whereby the following abbreviations apply:\nY = Year\nM = Month\nW = Week\nD = Day\n50\nFloating rate payment frequency leg 2 – multiplier\nInteger multiplier of the time period describing how often the counterparties exchange payments.\nUp to 3 numerical characters.\n51\nFloating rate reset frequency leg 1 – time period\nTime period describing how often the counterparties reset the floating rate, whereby the following abbreviations apply:\nY = Year\nM = Month\nW = Week\nD = Day\n52\nFloating rate reset frequency leg 1 – multiplier\nInteger multiplier of the time period describing how often the counterparties reset the floating rate.\nUp to 3 numerical characters.\n53\nFloating rate reset frequency leg 2 – time period\nTime period describing how often the counterparties reset the floating rate, whereby the following abbreviations apply:\nY = Year\nM = Month\nW = Week\nD = Day\n54\nFloating rate reset frequency leg 2 – multiplier\nInteger multiplier of the time period describing how often the counterparties reset the floating rate.\nUp to 3 numerical characters.\n55\nFloating rate of leg 1\nThe name of the floating rate index\n‘ EONA ’ – EONIA\n‘ EONS ’ – EONIA SWAP\n‘ EURI ’ – EURIBOR\n‘ EUUS ’ – EURODOLLAR\n‘ EUCH ’ – EuroSwiss\n‘ GCFR ’ – GCF REPO\n‘ ISDA ’ – ISDAFIX\n‘ LIBI ’ – LIBID\n‘ LIBO ’ – LIBOR\n‘ MAAA ’ – Muni AAA\n‘ PFAN ’ – Pfandbriefe\n‘ TIBO ’ – TIBOR\n‘ STBO ’ – STIBOR\n‘ BBSW ’ – BBSW\n‘ JIBA ’ – JIBAR\n‘ BUBO ’ – BUBOR\n‘ CDOR ’ – CDOR\n‘ CIBO ’ – CIBOR\n‘ MOSP ’ – MOSPRIM\n‘ NIBO ’ – NIBOR\n‘ PRBO ’ – PRIBOR\n‘ TLBO ’ – TELBOR\n‘ WIBO ’ – WIBOR\n‘ TREA ’ – Treasury\n‘ SWAP ’ – SWAP\n‘ FUSW ’ – Future SWAP\nOr up to 25 alphanumerical characters if the reference rate is not included in the above list\n56\nFloating rate reference period leg 1 – time period\nTime period describing reference period, whereby the following abbreviations apply:\nY = Year\nM = Month\nW = Week\nD = Day\n57\nFloating rate reference period leg 1 – multiplier\nInteger multiplier of the time period describing the reference period.\nUp to 3 numerical characters.\n58\nFloating rate of leg 2\nThe name of the floating rate index\n‘ EONA ’ – EONIA\n‘ EONS ’ – EONIA SWAP\n‘ EURI ’ – EURIBOR\n‘ EUUS ’ – EURODOLLAR\n‘ EUCH ’ – EuroSwiss\n‘ GCFR ’ – GCF REPO\n‘ ISDA ’ – ISDAFIX\n‘ LIBI ’ – LIBID\n‘ LIBO ’ – LIBOR\n‘ MAAA ’ – Muni AAA\n‘ PFAN ’ – Pfandbriefe\n‘ TIBO ’ – TIBOR\n‘ STBO ’ – STIBOR\n‘ BBSW ’ – BBSW\n‘ JIBA ’ – JIBAR\n‘ BUBO ’ – BUBOR\n‘ CDOR ’ – CDOR\n‘ CIBO ’ – CIBOR\n‘ MOSP ’ – MOSPRIM\n‘ NIBO ’ – NIBOR\n‘ PRBO ’ – PRIBOR\n‘ TLBO ’ – TELBOR\n‘ WIBO ’ – WIBOR\n‘ TREA ’ – Treasury\n‘ SWAP ’ – SWAP\n‘ FUSW ’ – Future SWAP\nOr up to 25 alphanumerical characters if the reference rate is not included in the above list\n59\nFloating rate reference period leg 2 – time period\nTime period describing reference period, whereby the following abbreviations apply:\nY = Year\nM = Month\nW = Week\nD = Day\n60\nFloating rate reference period leg 2 – multiplier\nInteger multiplier of the time period describing the reference period.\nUp to 3 numerical characters.\nSection 2g – Foreign Exchange\nCurrency derivatives\n61\nDelivery currency 2\nISO 4217 Currency Code, 3 alphabetical character code\n62\nExchange rate 1\nUp to 10 numerical digits including decimals.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\nThe negative symbol, if populated, is not counted as a numerical character.\n63\nForward exchange rate\nUp to 10 numerical characters including decimals.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\nThe negative symbol, if populated, is not counted as a numerical character.\n64\nExchange rate basis\nTwo ISO 4217 currency codes separated by ‘ / ’ . First currency code shall indicate the base currency, and the second currency code shall indicate the quote currency.\nSection 2h – Commodities and emission allowances\nCommodity and emission allowance derivatives\nGeneral\n65\nCommodity base\nAG = Agricultural\nEN = Energy\nFR = Freights\nME = Metals\nIN = Index\nEV = Environmental\nEX = Exotic\nOT = Other\n66\nCommodity details\nAgricultural\nGO = Grains oilseeds\nDA = Dairy\nLI = Livestock\nFO = Forestry\nSO = Softs\nSF = Seafood\nOT = Other\nEnergy\nOI = Oil\nNG = Natural gas\nCO = Coal\nEL = Electricity\nIE = Inter-energy\nOT = Other\nFreights\nDR = Dry\nWT = Wet\nOT = Other\nMetals\nPR = Precious\nNP = Non-precious\nEnvironmental\nWE = Weather\nEM = Emissions\nOT = Other\nEnergy\n67\nDelivery point or zone\nEIC code, 16 character alphanumeric code\nRepeatable field.\n68\nInterconnection Point\nEIC code, 16 character alphanumeric code\n69\nLoad type\nBL = Base Load\nPL = Peak Load\nOP = Off-Peak\nBH = Hour/Block Hours\nSH = Shaped\nGD = Gas Day\nOT = Other\nRepeatable section of fields 70 – 77\n70\nLoad delivery intervals\nhh:mmZ\n71\nDelivery start date and time\nISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ\n72\nDelivery end date and time\nISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ\n73\nDuration\nN = Minutes\nH = Hour\nD = Day\nW = Week\nM = Month\nQ = Quarter\nS = Season\nY = Annual\nO = Other\n74\nDays of the week\nWD = Weekdays\nWN = Weekend\nMO = Monday\nTU = Tuesday\nWE = Wednesday\nTH = Thursday\nFR = Friday\nSA = Saturday\nSU = Sunday\nMultiple values separated by ‘ / ’ are permitted\n75\nDelivery capacity\nUp to 20 numerical digits including decimals\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\nThe negative symbol, if populated, is not counted as a numerical character.\n76\nQuantity Unit\nKW\nKWh/h\nKWh/d\nMW\nMWh/h\nMWh/d\nGW\nGWh/h\nGWh/d\nTherm/d\nKTherm/d\nMTherm/d\ncm/d\nmcm/d\n77\nPrice/time interval quantities\nUp to 20 numerical characters including decimals.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\nThe negative symbol, if populated, is not counted as a numerical character.\nSection 2i – Options\nContracts that contain an option\n78\nOption type\nP = Put\nC = Call\nO = where it cannot be determined whether it is a call or a put\n79\nOption exercise style\nA = American\nB = Bermudan\nE = European\nS = Asian\nMore than one value is allowed\n80\nStrike price (cap/floor rate)\nUp to 20 numerical characters including decimals.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\nThe negative symbol, if populated, is not counted as a numerical character.\nWhere the strike price is reported in percent values, it should be expressed as percentage where 100 % is represented as ‘ 100 ’\n81\nStrike price notation\nU = Units\nP = Percentage\nY = Yield\n82\nMaturity date of the underlying\nISO 8601 date in the format YYYY-MM-DD\nSection 2j – Credit derivatives\n83\nSeniority\nSNDB = Senior, such as Senior Unsecured Debt (Corporate/Financial), Foreign Currency Sovereign Debt (Government),\nSBOD = Subordinated, such as Subordinated or Lower Tier 2 Debt (Banks), Junior Subordinated or Upper Tier 2 Debt (Banks),\nOTHR = Other, such as Preference Shares or Tier 1 Capital (Banks) or other credit derivatives\n84\nReference entity\nISO 3166 – 2 character country code\nor\nISO 3166-2 – 2 character country code followed by dash ‘ - ’ and up to 3 alphanumeric character country subdivision code\nor\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code\n85\nFrequency of payment\nMNTH = Monthly\nQURT = Quarterly\nMIAN = Semi-annually\nYEAR = Yearly\n86\nThe calculation basis\nNumerator/Denominator where both, Numerator and Denominator are numerical characters or alphabetic expression ‘ Actual ’ , e.g. 30/360 or Actual/365\n87\nSeries\nInteger field up to 5 characters\n88\nVersion\nInteger field up to 5 characters\n89\nIndex factor\nUp to 10 numerical characters including decimals.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\n90\nTranche\nT = Tranched\nU = Untranched\n91\nAttachment point\nUp to 10 numerical characters including decimals expressed as a decimal fraction between 0 and 1.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\n92\nDetachment point\nUp to 10 numerical characters including decimals expressed as a decimal fraction between 0 and 1.\nThe decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.\nSection 2k – Modifications to the contract\n93\nAction type\nN = New\nM = Modify\nE = Error\nC = Early Termination\nR = Correction\nZ = Compression\nV = Valuation update\nP = Position component\n94\nLevel\nT = Trade\nP = Position",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [
    {
      "type": "F",
      "label": "F1",
      "text": "Substituted by Commission Implementing Regulation (EU) 2019/363 of 13 December 2018 laying down implementing technical standards with regard to the format and frequency of reports on the details of securities financing transactions (SFTs) to trade repositories in accordance with Regulation (EU) 2015/2365 of the European Parliament and of the Council and amending Commission Implementing Regulation (EU) No 1247/2012 with regard to the use of reporting codes in the reporting of derivative contracts (Text with EEA relevance)."
    },
    {
      "type": "footnote",
      "label": "f1",
      "text": "Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) ( OJ L 335, 17.12.2009, p. 1 )."
    },
    {
      "type": "footnote",
      "label": "f2",
      "text": "Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 2006/48/EC and 2006/49/EC ( OJ L 176, 27.6.2013, p. 338 )."
    },
    {
      "type": "footnote",
      "label": "f3",
      "text": "Directive 2004/39/EC of the European Parliament and of the Council of 21 April 2004 on markets in financial instruments amending Council Directives 85/611/EEC and 93/6/EEC and Directive 2000/12/EC of the European Parliament and of the Council and repealing Council Directive 93/22/EEC ( OJ L 145, 30.4.2004, p. 1 )."
    },
    {
      "type": "footnote",
      "label": "f4",
      "text": "Directive 2011/61/EU of the European Parliament and of the Council of 8 June 2011 on Alternative Investment Fund Managers and amending Directives 2003/41/EC and 2009/65/EC and Regulations (EC) No 1060/2009 and (EU) No 1095/2010 ( OJ L 174, 1.7.2011, p. 1 )."
    },
    {
      "type": "footnote",
      "label": "f5",
      "text": "Directive 2003/41/EC of the European Parliament and of the Council of 3 June 2003 on the activities and supervision of institutions for occupational retirement provision ( OJ L 235, 23.9.2003, p. 10 )."
    },
    {
      "type": "footnote",
      "label": "f6",
      "text": "Directive 2009/65/EC of the European Parliament and of the Council of 13 July 2009 on the coordination of laws, regulations and administrative provisions relating to undertakings for collective investment in transferable securities (UCITS) ( OJ L 302, 17.11.2009, p. 32 )."
    },
    {
      "type": "footnote",
      "label": "f7",
      "text": "Regulation (EC) No 1893/2006 of the European Parliament and of the Council of 20 December 2006 establishing the statistical classification of economic activities NACE Revision 2 and amending Council Regulation (EEC) No 3037/90 as well as certain EC Regulations on specific statistical domains ( OJ L 393, 30.12.2006, p. 1 )."
    }
  ],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2012/1247/annex",
    "retrieved_at": "2026-11-01T14:48:56.128908+00:00"
  },
  "licence": "Open Government Licence v3.0",
  "licence_url": "https://www.nationalarchives.gov.uk/doc/open-government-licence/version/3/",
  "attribution": "Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives."
}