{
  "url": "https://openlegislation.uk/eu-regulation-2016-909/annex",
  "json_url": "https://openlegislation.uk/eu-regulation-2016-909/annex.json",
  "legislation": "eur/2016/909",
  "legislation_title": "Commission Delegated Regulation (EU) 2016/909 of 1 March 2016 supplementing Regulation (EU) No 596/2014 of the European Parliament and of the Council with regard to regulatory technical standards for the content of notifications to be submitted to competent authorities and the compilation, publication and maintenance of the list of notifications (Text with EEA relevance)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2016-909",
  "path": "annex",
  "kind": "annex",
  "number": null,
  "heading": "Notifications of financial instruments pursuant to Article 4(1) of Regulation (EU) No 596/2014",
  "text": "Table 1\nClassification of commodity and emission allowances derivatives for Table 2 (fields 35-37)\nBase product\nSub product\nFurther sub product\n‘AGRI’ — Agricultural\n‘GROS’ — Grains and Oil Seeds\n‘FWHT’ — Feed Wheat\n‘SOYB’ — Soybeans\n‘CORN’ — Maize\n‘RPSD’ — Rapeseed\n‘RICE’ — Rice\n‘OTHR’ — Other\n‘SOFT’ — Softs\n‘CCOA’ — Cocoa\n‘ROBU’ — Robusta Coffee\n‘WHSG’ — White Sugar\n‘BRWN’ — Raw sugar\n‘OTHR’ — Other\n‘POTA’ — Potato\n‘OOLI’ — Olive oil\n‘LAMP’ — Lampante'\n‘DIRY’ — Dairy\n‘FRST’ — Forestry\n‘SEAF’ — Seafood\n‘LSTK’ — Livestock\n‘GRIN’ — Grain\n‘MWHT’ — Milling Wheat\n‘NRGY’ — 'Energy\n‘ELEC’ — Electricity\n‘BSLD’ — Base load\n‘FITR’ — Financial Transmission Rights\n‘PKLD’ — Peak load\n‘OFFP’ — Off-peak\n‘OTHR’ — Other\n‘NGAS’ — Natural Gas\n‘GASP’ — GASPOOL\n‘LNGG’ — LNG\n‘NBPG’ — NBP\n‘NCGG’ — NCG\n‘TTFG’ — TTF\n‘OILP’ — Oil\n‘BAKK’ — Bakken\n‘BDSL’ — Biodiesel\n‘BRNT’ — Brent\n‘BRNX’ — Brent NX\n‘CNDA’ — Canadian\n‘COND’ — Condensate\n‘DSEL’ — Diesel\n‘DUBA’ — Dubai\n‘ESPO’ — ESPO\n‘ETHA’ — Ethanol\n‘FUEL’ — Fuel\n‘FOIL’ — Fuel Oil\n‘GOIL’ — Gasoil\n‘GSLN’ — Gasoline\n‘HEAT’ — Heating Oil\n‘JTFL’ — Jet Fuel\n‘KERO’ — Kerosene\n‘LLSO’ — Light Louisiana Sweet (LLS)\n‘MARS’ — Mars\n‘NAPH’ — Naptha\n‘NGLO’ — NGL\n‘TAPI’ — Tapis\n‘URAL’ — Urals\n‘WTIO’ — WTI\n‘COAL’ — Coal\n‘INRG’ — Inter Energy\n‘RNNG’ — Renewable energy\n‘LGHT’ — Light ends\n‘DIST’ — Distillates\n‘ENVR’ — Environmental\n‘EMIS’ — Emissions\n‘CERE’ — CER\n‘ERUE’ — ERU\n‘EUAE’ — EUA\n‘EUAA’ — EUAA\n‘OTHR’ — Other\n‘WTHR’ — Weather\n‘CRBR’ — Carbon related'\n‘FRGT’ — ‘Freight’\n‘WETF’ — Wet\n‘TNKR’ — Tankers\n‘DRYF’ — Dry\n‘DBCR’ — Dry bulk carriers\n‘CSHP’ — Containerships\n‘FRTL’ — ‘Fertilizer’\n‘AMMO’ — Ammonia\n‘DAPH’ — DAP (Diammonium Phosphate)\n‘PTSH’ — Potash\n‘SLPH’ — Sulphur\n‘UREA’ — Urea\n‘UAAN’ — UAN (urea and ammonium nitrate)\n‘INDP’ — Industrial products'\n‘CSTR’ — Construction\n‘MFTG’ — Manufacturing\n‘METL’ — Metals'\n‘NPRM’ — Non Precious\n‘ALUM’ — Aluminium\n‘ALUA’ — Aluminium Alloy\n‘CBLT’ — Cobalt\n‘COPR’ — Copper\n‘IRON’ — Iron ore\n‘LEAD’ — Lead\n‘MOLY’ — Molybdenum\n‘NASC’ — NASAAC\n‘NICK’ — Nickel\n‘STEL’ — Steel\n‘TINN’ — Tin\n‘ZINC’ — Zinc\n‘OTHR’ — Other\n‘PRME’ — Precious\n‘GOLD’ — Gold\n‘SLVR’ — Silver\n‘PTNM’ — Platinum\n‘PLDM’ — Palladium\n‘OTHR’ — Other\n‘MCEX’ — Multi Commodity Exotic'\n‘PAPR’ — Paper'\n‘CBRD’ — Containerboard\n‘NSPT’ — Newsprint\n‘PULP’ — Pulp\n‘RCVP’ — Recovered paper\n‘POLY’ — Polypropylene'\n‘PLST’ — Plastic\n‘INFL’ — Inflation'\n‘OEST’ — Official economic statistics'\n‘OTHC’ — Other C10 'as defined in Table 10.1 Section ‘Other C10 derivatives’ of Annex III to Commission Delegated Regulation supplementing Regulation (EU) No 600/2014 with regard to regulatory technical standards on transparency requirements for trading venues and investment firms in respect of bonds, structured finance products, emission allowances and derivatives.\n‘DLVR’ — Deliverable\n‘NDLV’ — Non-deliverable\n‘OTHR’ — Other\nTable 2\nContent of the notifications to be submitted to competent authorities in accordance with Article 4(1) of Regulation (EU) No 596/2014\nN.\nField\nContent to be reported\nGeneral fields\n1\nInstrument identification code\nCode used to identify the financial instrument.\n2\nInstrument full name\nFull name of the financial instrument.\n3\nInstrument classification\nTaxonomy used to classify the financial instrument.\nA complete and accurate CFI code shall be provided.\n4\nCommodities derivative indicator\nIndication as to whether the financial instrument falls within the definition of commodities derivative under Article 2(1)(30) of Regulation (EU) No 600/2014.\nIssuer related fields\n5\nIssuer or operator of the trading venue identifier\nLEI of issuer or trading venue operator.\nVenue related fields\n6\nTrading venue\nSegment MIC for the trading venue or systematic internaliser, where available, otherwise operating MIC.\n7\nFinancial instrument short name\nShort name of financial instrument in accordance with ISO 18774.\n8\nRequest for admission to trading by issuer\nWhether the issuer of the financial instrument has requested or approved the trading or admission to trading of their financial instruments on a trading venue.\n9\nDate of approval of the admission to trading\nDate and time the issuer has approved admission to trading or trading in its financial instruments on a trading venue.\n10\nDate of request for admission to trading\nDate and time of the request for admission to trading on the trading venue.\n11\nDate of admission to trading or date of first trade\nDate and time of the admission to trading on the trading venue or the date and time when the instrument was first traded or an order or quote was first received by the trading venue.\n12\nTermination date\nDate and time when the financial instrument ceases to be traded or to be admitted to trading on the trading venue.\nWhere this date and time is unavailable, the field shall not be populated.\nNotional related fields\n13\nNotional currency 1\nCurrency in which the notional is denominated.\nIn the case of an interest rate or currency derivative contract, this will be the notional currency of leg 1 or the currency 1 of the pair.\nIn the case of swaptions where the underlying swap is single-currency, this will be the notional currency of the underlying swap. For swaptions where the underlying is multi-currency, this will be the notional currency of leg 1 of the swap.\nBonds or other forms of securitised debt related fields\n14\nTotal issued nominal amount\nTotal issued nominal amount in monetary value.\n15\nMaturity date\nDate of maturity of the reported financial instrument.\nField applies to debt instruments with defined maturity.\n16\nCurrency of nominal value\nCurrency of the nominal value for debt instruments.\n17\nNominal value per unit/minimum traded value\nNominal value of each instrument. If not available, the minimum traded value shall be populated.\n18\nFixed rate\nThe fixed rate percentage of return on a Debt instrument when held until maturity date, expressed as a percentage.\n19\nIdentifier of the index/benchmark of a floating rate bond\nWhere an identifier exists.\n20\nName of the index/benchmark of a floating rate bond\nWhere no identifier exists, name of the index.\n21\nTerm of the index/benchmark of a floating rate bond.\nTerm of the index/benchmark of a floating rate bond. The term shall be expressed in days, weeks, months or years.\n22\nBase Point Spread of the index/benchmark of a floating rate bond\nNumber of basis points above or below the index used to calculate a price.\n23\nSeniority of the bond\nIdentify the type of bond: senior debt, mezzanine, subordinated or junior.\nDerivatives and Securitised Derivatives related fields\n24\nExpiry date\nExpiry date of the financial instrument. Field only applies to derivatives with a defined expiry date.\n25\nPrice multiplier\nNumber of units of the underlying instrument represented by a single derivative contract.\nFor a future or option on an index, the amount per index point.\nFor spreadbets the movement in the price of the underlying instrument on which the spreadbet is based.\n26\nUnderlying instrument code\nISIN code of the underlying instrument.\nFor ADRs, GDRs and similar instruments, the ISIN code of the financial instrument on which those instruments are based.\nFor Convertible bonds, the ISIN code of the instrument in which the bond can be converted.\nFor derivatives or other instruments which have an underlying, the underlying instrument ISIN code, when the underlying is admitted to trading, or traded on a trading venue. When the underlying is a stock dividend, then the instrument code of the related share entitling the underlying dividends.\nFor Credit Default Swaps, the ISIN of the reference obligation should be provided.\nIn case the underlying is an Index and has an ISIN, the ISIN code for that index.\nWhen the underlying is a basket, include the ISINs of each constituent of the basket that is admitted to trading or is traded on a trading venue. Hence, fields 26 and 27 shall be reported as many times as necessary to list all instruments in the basket.\n27\nUnderlying issuer\nIn case the instrument is referring to an issuer, rather than to one single instrument, the LEI code of the Issuer.\n28\nUnderlying index name\nIn case the underlying is an Index, the name of the index.\n29\nTerm of the underlying index\nIn case the underlying is an Index, the term of the index.\n30\nOption type\nIndication as to whether the derivative contract is a call (right to purchase a specific underlying asset) or a put (right to sell a specific underlying asset) or whether it cannot be determined whether it is a call or a put at the time of execution. In case of swaptions it shall be:\n‘Put’, in case of receiver swaption, in which the buyer has the right to enter into a swap as a fixed-rate receiver.\n‘Call’, in case of payer swaption, in which the buyer has the right to enter into a swap as a fixed-rate payer.\nIn case of Caps and Floors it shall be:\n‘Put’, in case of a Floor.\n‘Call’, in case of a Cap.\nField only applies to derivatives that are options or warrants.\n31\nStrike price\nPredetermined price at which the holder will have to buy or sell the underlying instrument, or an indication that the price cannot be determined at the time of execution.\nField only applies to options or warrants, where strike price can be determined at the time of execution.\nWhere price is currently not available but pending, the value shall be ‘PNDG’.\nWhere strike price is not applicable the field shall not be populated.\n32\nStrike price currency\nCurrency of the Strike Price.\n33\nOption exercise style\nIndication as to whether the option may be exercised only at a fixed date (European, and Asian style), a series of pre-specified dates (Bermudan) or at any time during the life of the contract (American style).\nThis field is only applicable for options, warrants and entitlement certificates.\n34\nDelivery type\nIndication as to whether the financial instrument is settled physically or in cash.\nWhere delivery type cannot be determined at time of execution, the value shall be ‘OPTL’.\nThis field is only applicable for derivatives.\nCommodity and emission allowances derivatives\n35\nBase product\nBase product for the underlying asset class as specified in the classification of commodities and emission allowances derivatives table.\n36\nSub product\nThe Sub Product for the underlying asset class as specified in the classification of commodities and emission allowances derivatives table.\nField requires a Base product.\n37\nFurther sub product\nThe Further sub product for the underlying asset class as specified in the classification of commodities and emission allowances derivatives table.\nField requires a Sub product.\n38\nTransaction type\nTransaction type as specified by the trading venue.\n39\nFinal price type\nFinal price type as specified by the trading venue.\nInterest rate derivatives\n— The fields in this section should only be populated for instruments that have non-financial instrument of type interest rates as underlying.\n40\nReference rate\nName of the reference rate.\n41\nIR Term of contract\nIf the asset class is Interest Rates, this field states the term of the contract. The term shall be expressed in days, weeks, months or years.\n42\nNotional currency 2\nIn the case of multi-currency or cross-currency swaps the currency in which leg 2 of the contract is denominated.\nFor swaptions where the underlying swap is multi-currency, the currency in which leg 2 of the swap is denominated.\n43\nFixed rate of leg 1\nAn indication of the fixed rate of leg 1 used, if applicable.\n44\nFixed rate of leg 2\nAn indication of the fixed rate of leg 2 used, if applicable.\n45\nFloating rate of leg 2\nAn indication of the interest rate used if applicable.\n46\nIR Term of contract of leg 2\nAn indication of the reference period of the interest rate, which is set at predetermined intervals by reference to a market reference rate. The term shall be expressed in days, weeks, months or years.\nForeign exchange derivatives\n— The fields in this section should only be populated for instruments that have non-financial instrument of type foreign exchange as underlying.\n47\nNotional currency 2\nField should be populated with the underlying currency 2 of the currency pair (the currency one will be populated in the notional currency 1 field 13).\n48\nFX Type\nType of underlying currency.",
  "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/2016/909/annex",
    "retrieved_at": "2026-11-01T14:45:47.740581+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."
}