{
  "url": "https://openlegislation.uk/eu-regulation-2012-1249/annex",
  "json_url": "https://openlegislation.uk/eu-regulation-2012-1249/annex.json",
  "legislation": "eur/2012/1249",
  "legislation_title": "Commission Implementing Regulation (EU) No 1249/2012 of 19 December 2012 laying down implementing technical standards with regard to the format of the records to be maintained by central counterparties 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-2012-1249",
  "path": "annex",
  "kind": "annex",
  "number": null,
  "heading": null,
  "text": "Tables of fields to be recorded as referred to in Article 1\nTable 1\nRecords of transactions processed\nField\nFormat\nDescription\n1\nReporting timestamp\nISO 8601 date format / UTC time format.\nDate and time of reporting.\n2\nPrice/rate\nUp to 20 numerical digits in the format xxxx,yyyyy.\nThe price per security or derivative contract excluding commission and (where relevant) accrued interest. In the case of a debt instrument, the price may be expressed either in terms of currency or as a percentage.\n2a\nPrice notation\nE.g. ISO 4217 Currency Code, 3 alphabetical digits, percentage.\nThe manner in which the price is expressed.\n3\nNotional Currency\nISO 4217 Currency Code, 3 alphabetical digits.\nThe currency in which the price is expressed. If, in the case of a bond or other form of securitised debt, the price is expressed as a percentage, that percentage shall be included.\n3a\nDeliverable currency\nISO 4217 Currency Code, 3 alphabetical digits.\nThe currency to be delivered.\n4\nQuantity\nUp to 10 numerical digits.\nThe number of units of the financial instruments, the nominal value of bonds, or the number of derivative contracts included in the transaction.\n5\nQuantity notation\nUp to 10 numerical digits.\nAn indication as to whether the quantity is the number of units of financial instruments, the nominal value of bonds or the number of derivative contracts.\n6\nCCP side\nB=Buyer / S=Seller.\n7\nProduct ID\nInterim taxonomy in accordance with the information in Article 4 of Regulation (EC) xx/2012 [draft ITS on format and frequency of trade reports to trade repositories], ISIN or a unique product identifier (UPI).\nThe contract shall be identified by using a product identifier, where available.\n8\nClearing member ID\nLegal Entity Identifier (LEI) (20 alphanumerical digits), interim entity identifier (20 alphanumerical digits), BIC (11 alphanumerical digits) or client code (50 alphanumerical digits).\nIn case the reporting counterparty is not a clearing member, its clearing member shall be identified in this field by a unique code. In case of an individual, a client code, as assigned by the CCP, shall be used.\n9\nBeneficiary ID\nLegal Entity Identifier (LEI) (20 alphanumerical digits), interim entity identifier (20 alphanumerical digits), BIC (11 alphanumerical digits) or client code (50 alphanumerical digits).\nIf the beneficiary of the contract is not a C/P to this contract it has to be identified by a unique code or, in case of individuals, by a client code as assigned by the legal entity used by the individual.\n10\nParty that transferred the contract (in case of give-up)\nLegal Entity Identifier (LEI) (20 alphanumerical digits), interim entity identifier (20 alphanumerical digits), BIC (11 alphanumerical digits) or client code (50 alphanumerical digits).\n11\nVenue of execution\nISO 10383 Market Identifier Code (MIC) where relevant, XOFF for listed derivatives that are traded off-exchange or XXXX for OTC derivatives.\nIdentification of the venue where the transaction was executed. In case of a contract concluded OTC, it has to be identified whether the respective instrument is admitted to trading but traded OTC or not admitted to trading and traded OTC.\n12\nDate of interposition\nISO 8601 date format.\nThe day on which the interposition of the CCP in the contract was executed.\n13\nTime of interposition\nUTC time format.\nThe time at which the interposition of the CCP in the contract was executed, reported in the local time of the competent authority to which the transaction will be reported, and the basis in which the transaction is reported expressed as Coordinated Universal Time (UTC) +/- hours.\n14\nDate of termination of the contract\nISO 8601 date format.\nThe day on which the termination of the contract occurred.\n15\nTime of termination of the contract\nUTC time format.\nThe time at which the termination of the contract occurred, reported in the local time of the competent authority to which the transaction will be reported, and the basis in which the transaction is reported expressed as Coordinated Universal Time (UTC) +/- hours.\n16\nDelivery type\nC = cash, P = physical, O = optional for counterparty.\nWhether the contract is settled physically or in cash.\n17\nSettlement date\nISO 8601 date format.\nThe day on which the settlement or the buy-in of the contract is executed. If more than one, further fields may be identified.\n18\nTime of settlement or of buy-in in the contract\nUTC time format.\nThe time at which the settlement or the buy-in of the contract is executed, reported in the local time of the competent authority to which the transaction will be reported, and the basis in which the transaction is reported expressed as Coordinated Universal Time (UTC) +/- hours.\nDetails on the original terms of the contracts cleared, to be provided to the extent they are applicable\n19\nDate\nISO 8601 date format.\nThe day on which the contract was originally concluded.\n20\nTime\nUTC time format.\nThe time at which the original contract was originally concluded, reported in the local time of the competent authority to which the transaction will be reported, and the basis in which the transaction is reported expressed as Coordinated Universal Time (UTC) +/- hours.\n21\nProduct ID\nInterim taxonomy in accordance with the information in Article 4 of Regulation (EC) xx/2012 [draft ITS on format and frequency of trade reports to trade repositories], ISIN or a unique product identifier (UPI).\nThe contract shall be identified by using a unique product identifier where available.\n22\nUnderlying\nA unique product identifier, ISIN (12 alphanumerical digits and CFI (6 alphanumerical digits). Legal Entity Identifier (LEI) (20 alphanumerical digits), interim entity identifier (20 alphanumerical digits), B= Basket, or I=Index.\nThe instrument identification applicable to the security that is the underlying asset in a derivative contract as well as the transferable security falling within Article 4(1)(18)(c) of Directive 2004/39/EC.\n23\nDerivative type (in case of derivative contract)\nThe harmonised description of the derivative type should be done according to one of the top level categories as provided by a uniform internationally accepted standard for financial instrument classification.\n24\nInclusion of the instrument in the ESMA register of contracts subject to the clearing obligation (in case of derivative contract)\nY=Yes / N=No.\nOther information to be provided to the extent they are applicable\n25\nIdentification of the interoperable CCP clearing one leg of the transaction\nLegal Entity Identifier (LEI) (20 alphanumerical digits), interim entity identifier (20 alphanumerical digits), BIC (11 alphanumerical digits) or client code (50 alphanumerical digits).\nTable 2\nPosition records\nField\nFormat\n1\nClearing member ID\nLegal Entity Identifier (LEI), interim entity identifier or BIC\n2\nBeneficiary ID\nLegal Entity Identifier (LEI), interim entity identifier, BIC or Client Code\n3\nInteroperable CCP maintaining the position\nLegal Entity Identifier (LEI), interim entity identifier, BIC or Client Code\n4\nSign of the position\nB=Buyer / S=Seller\n5\nValue of the position\nUp to 10 numerical digits (xxxx,yy).\n6\nPrice at which the contracts are valued\nUp to 10 numerical digits (xxxx,yy).\n7\nCurrency\nISO Currency Code.\n8\nOther relevant information\nFree Text\n9\nAmount of margins called by the CCP\nUp to 10 numerical digits (xxxx,yy).\n10\nAmount of default fund contributions called by the CCP\nUp to 10 numerical digits (xxxx,yy).\n11\nAmount of other financial resources called by the CCP\nUp to 10 numerical digits (xxxx,yy).\n12A\nAmount of margins posted by the Clearing Member with reference to client account A\nUp to 10 numerical digits (xxxx,yy).\n13A\nAmount of default fund contributions posted by the Clearing Member with reference to client account A\nUp to 10 numerical digits (xxxx,yy).\n14A\nAmount of other financial resources posted by the Clearing Member with reference to client account A\nUp to 10 numerical digits (xxxx,yy).\n15B\nAmount of margins posted by the Clearing Member with reference to client account B\nUp to 10 numerical digits (xxxx,yy).\n16B\nAmount of default fund contributions posted by the Clearing Member with reference to client account B\nUp to 10 numerical digits (xxxx,yy).\n17B\nAmount of other financial resources posted by the Clearing Member with reference to client account B\nUp to 10 numerical digits (xxxx,yy).\nTable 3\nBusiness records\nField\nFormat\nDescription\n1\nOrganisational charts\nFree text\nBoard and relevant committees, clearing unit, risk management unit, and all other relevant units or divisions.\nShareholders or members that have qualifying holdings (fields to be added for each of the relevant shareholder/member)\n2\nType\nS=Shareholder / M=member.\n3\nType of qualified holding\nD=direct / I=indirect.\n4\nType of entity\nN=natural person / L=legal person.\n5\nAmount of the holding\nUp to 10 numerical digits (xxxx,yyyyy).\nOther documents\n6\nPolicies, procedures, processes required under organisational requirements\nDocuments\n7\nMinutes of Board meetings, meeting of sub-committees (if applicable) and of Senior Management Committees (if applicable)\nDocuments\n8\nMinutes of meetings of the risk committee\nDocuments\n9\nMinutes of consultation group with clearing members and clients (if any)\nDocuments\n10\nReports of internal and external audit, risk management, compliance and consultant\nDocuments\n11\nBusiness continuity policy and disaster recovery plan\nDocuments\n12\nLiquidity plan and daily liquidity reports\nDocuments\n13\nDocuments reflecting all assets and liabilities and capital accounts\nDocuments\n14\nComplaints received\nFree text\nFor each complaint: information on complaint’s name, address and account number; date of receiving the complaint; names of all persons identified in the complaint; description of the nature of the complaint; disposition of the complaint; date at which the complaint was resolved.\n15\nInformation on interruption of services or dysfunction\nFree text\nInformation on any interruption of services or dysfunction, including a detailed report on the timing, effects and remedial actions.\n16\nResults of back and stress test performed\nFree text\n17\nWritten communications with competent Authorities, ESMA and the relevant members of the ESCB\nDocuments\n18\nLegal opinions received in accordance with organisational requirements\nDocuments\n19\nInteroperability arrangements with other CCPs (where applicable)\nDocuments\n20\nList of all clearing members (Article 17 of Regulation (EU) No XXX/2012)\nFree text / Document\nList in accordance with Article 17 of Regulation (EU) No XXX/2012.\n21\nInformation required by Article 17 of Regulation (EU) No XXX/2012\nFree text / Documents\nLaw and Rules governing (i) the access to the CCP, (ii) the contracts concluded by the CCP with clearing members and, where practicable, clients, (iii) the contracts that the CCP accepts for clearing, (iv) any interoperability arrangements, (v) the use of collateral and default fund contributions, including the liquidation of positions and collateral and the extent to which collateral is protected against third party claims (level of segregation).\n22\nDevelopment on new initiative processes\nFree text\nIn case of the provision of new services.",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2012/1249/annex",
    "retrieved_at": "2026-11-01T14:48:56.044552+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."
}