{
  "url": "https://openlegislation.uk/eu-regulation-2017-1093/annex-II",
  "json_url": "https://openlegislation.uk/eu-regulation-2017-1093/annex-II.json",
  "legislation": "eur/2017/1093",
  "legislation_title": "Commission Implementing Regulation (EU) 2017/1093 of 20 June 2017 laying down implementing technical standards with regard to the format of position reports by investment firms and market operators (Text with EEA relevance)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2017-1093",
  "path": "annex/II",
  "kind": "annex",
  "number": "II",
  "heading": "Format for daily Reports",
  "text": "Table 1\nSymbol table for Table 2\nCommission Delegated Regulation (EU) 2017/590 of 28 July 2016 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council with regard to regulatory technical standards for the reporting of transactions to competent authorities (OJ L 87, 31.3.2017, p. 449).\nRegulation (EU) No 600/2014 of the European Parliament and of the Council of 15 May 2014 on markets in financial instruments and amending Regulation (EU) No 648/2012 (OJ L 173, 12.6.2014, p. 84).\nSYMBOL\nDATA TYPE\nDEFINITION\n{ALPHANUM-n}\nUp to n alphanumerical characters\nFree text field.\n{DECIMAL-n/m}\nDecimal number of up to n digits in total of which up to m digits can be fraction digits\nNumerical field for both positive and negative values:\ndecimal separator is ‘.’ (full stop),\nnegative numbers are prefixed with ‘–’ (minus).\nWhere applicable, values are rounded and not truncated.\n{DATEFORMAT}\nISO 8601 date format\nDates shall be formatted in the following format:\nYYYY-MM-DD.\n{DATE_TIME_FORMAT}\nISO 8601 date and time format\nDate and time in the following format:\nYYYY-MM-DDThh:mm:ss.ddddddZ.\n‘YYYY’ is the year,\n‘MM’ is the month,\n‘DD’ is the day,\n‘T’ — means that the letter ‘T’ shall be used,\n‘hh’ is the hour,\n‘mm’ is the minute,\n‘ss.dddddd’ is the second and its fraction of a second,\nZ is UTC time.\nDates and times shall be reported in UTC.\n{ISIN}\n12 alphanumerical characters\nISIN code, as defined in ISO 6166\n{LEI}\n20 alphanumerical characters\nLegal entity identifier as defined in ISO 17442\n{MIC}\n4 alphanumerical characters\nMarket identifier as defined in ISO 10383\n{NATIONAL_ID}\n35 alphanumerical characters\nThe ID is that set out in Article 6 of the Commission Delegated Regulation (EU) 2017/590 on transaction reporting obligations under Article 26 of Regulation (EU) No 600/2014 of the European Parliament and of the Council and Annex II to that Regulation.\n{INTEGER-n}\nInteger number of up to n digits in total\nNumerical field for both positive and negative integer values.\nTable 2\nTables of fields to be reported for all positions across all maturities of all contracts for the purposes of Article 2\nCommission Delegated Regulation (EU) 2017/591 of 1 December 2016 supplementing Directive 2014/65/EU of the European Parliament and of the Council with regard to regulatory technical standards for the application of position limits to commodity derivatives (OJ L 87, 31.3.2017, p. 479).\nDirective 2014/65/EU of the European Parliament and of the Council of 15 May 2014 on markets in financial instruments and amending Directive 2002/92/EC and Directive 2011/61/EU (OJ L 173, 12.6.2014, p. 349).\nFIELD\nDETAILS TO BE REPORTED\nFORMAT FOR REPORTING\nDate and time of report submission\nField to be populated with the date and time on which the report is submitted.\n{DATE_TIME_FORMAT}\nReport reference number\nField to be populated with the unique identifier given by the submitter unambiguously identifying the report to both submitter and receiving competent authority.\n{ALPHANUM-52}\nDate of the trading day of the reported position\nField to be populated with the date on which the reported position is held at the close of the trading day on the relevant trading venue.\n{DATEFORMAT}\nReport status\nIndication as to whether the report is new or a previously submitted report is cancelled or amended.\nWhere a previously submitted report is cancelled or amended, a report which contains all the details of the original report and using the original Report Reference Number should be sent and the ‘Report status’ should be flagged as ‘CANC’.\nFor amendments a new report that contains all the details of the original report and using the original Report Reference Number with all necessary details amended should be sent and the ‘Report status’ should be flagged as ‘AMND’.\n‘NEWT’ New\n‘CANC’ Cancellation\n‘AMND’ Amendment\nReporting entity ID\nThe identifier of the reporting investment firm. Field to be populated with the Legal Entity Identifier code (LEI) for legal entities or {NATIONAL_ID} for natural persons not having an LEI.\n{LEI}\nor\n{NATIONAL_ID} — Natural persons\nPosition holder ID\nField to be populated with the Legal Entity Identifier code (LEI) for legal entities or {NATIONAL_ID} for natural persons not having an LEI. (Note: if the position is held as a proprietary position of the reporting firm, this field shall be identical to field ‘Reporting entity ID’).\n{LEI}\nor\n{NATIONAL_ID} — Natural persons\nEmail address of position holder\nEmail address for notifications of position-related matters.\n{ALPHANUM-256}\nUltimate parent entity ID\nField to be populated with the Legal Entity Identifier code (LEI) for legal entities or {NATIONAL_ID} for natural persons not having an LEI. Note: this field may be identical to field ‘Reporting entity ID’ or ‘Position holder ID’ if the ultimate parent entity holds its own positions, or makes its own reports.\n{LEI}\nor\n{NATIONAL_ID} — Natural persons\nEmail address of ultimate parent entity\nEmail address for correspondence in relation to aggregated positions.\n{ALPHANUM-256}\nParent of collective investment scheme status\nField to report on whether the position holder is a collective investment undertaking that makes investment decisions independently from its parent as set out by Article 4(2) of the Commission Delegated Regulation (EU) 2017/591.\n‘TRUE’ the position holder is a collective investment undertaking that makes independent investment decisions\n‘FALSE’ the position holder is not a collective investment undertaking that makes independent investment decisions\nIdentification code of contract traded on trading venues\nIdentifier of the commodity derivative, emission allowance or derivative thereof. See field ‘Trading venue identifier’ for treatment of OTC contracts that are economically equivalent to contracts that are traded on trading venues.\n{ISIN}\nVenue product code\nField to be populated with a unique and unambiguous alphanumeric identifier utilised by the trading venue grouping together contracts with different maturities and strike prices in the same product.\n{ALPHANUM-12}\nTrading venue identifier\nField to be populated with the ISO 10383 segment MIC for positions reported in respect of on-venue contracts. Where the segment MIC does not exist, use the operating MIC.\nUse MIC code ‘XXXX’ for off-venue positions in economically equivalent OTC contracts.\nUse MIC code ‘XOFF’ for listed derivatives or emission allowances traded off-exchange.\n{MIC}\nPosition type\nField to report whether the position is in either futures, options, emission allowances or derivatives thereof, commodity derivatives defined under point (c) of Article 4(1)(44) of Directive 2014/65/EU of the European Parliament and of the Council or any other contract type.\n‘OPTN’ Options, including separately tradable options on FUTR, SDRV or OTHR types, excluding products where the optionality is only an embedded element\n‘FUTR’ Futures\n‘EMIS’ Emission allowances and derivatives thereof\n‘SDRV’ Commodity derivatives defined under point (c) of Article 4(1)(44) of Directive 2014/65/EU\n‘OTHR’ any other contract type\nPosition maturity\nIndication of whether the maturity of the contract comprising the reported position relates to the spot month or to all other months. Note: separate reports are required for spot months and all other months.\n‘SPOT’ spot month, including all positions in position types EMIS and SRDV\n‘OTHR’ all other months\nPosition quantity\nField to be populated with the net position quantity held in the commodity derivative, emission allowances or derivatives thereof expressed either in lots, when the position limits are expressed in lots, or units of the underlying.\nThis field should be populated with a positive number for long positions and a negative number for short positions.\nIf the position is in commodity derivatives defined under point (c) of Article 4(1)(44) of Directive 2014/65/EU this field shall be populated with the number of units held.\n{DECIMAL-15/2}\nNotation of the position quantity\nThis field shall be populated with the units used to report the position quantity.\n‘LOTS’ if the position quantity is expressed in lots\n{ALPHANUM-25} a description of the units used if the position quantity is expressed in units of the underlying\n‘UNIT’ if the position quantity is expressed in units\nDelta equivalent position quantity\nIf the Position Type is ‘OPTN’ or an option on ‘EMIS’, then this field shall contain the delta-equivalent quantity of the position reported in the ‘Position Quantity’ field.\nThis field should be populated with a positive number for long calls and short puts and a negative number for long puts and short calls.\n{DECIMAL-15/2}\nIndicator of whether the position is risk reducing in relation to commercial activity\nField to report whether the position is risk reducing in accordance with Article 7 of Delegated Regulation (EU) 2017/591.\n‘TRUE’ the position is risk reducing\n‘FALSE’ the position is not risk reducing",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [
    {
      "type": "footnote",
      "label": "f1",
      "text": "Commission Delegated Regulation (EU) 2017/590 of 28 July 2016 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council with regard to regulatory technical standards for the reporting of transactions to competent authorities (OJ L 87, 31.3.2017, p. 449)."
    },
    {
      "type": "footnote",
      "label": "f2",
      "text": "Regulation (EU) No 600/2014 of the European Parliament and of the Council of 15 May 2014 on markets in financial instruments and amending Regulation (EU) No 648/2012 (OJ L 173, 12.6.2014, p. 84)."
    },
    {
      "type": "footnote",
      "label": "f3",
      "text": "Commission Delegated Regulation (EU) 2017/591 of 1 December 2016 supplementing Directive 2014/65/EU of the European Parliament and of the Council with regard to regulatory technical standards for the application of position limits to commodity derivatives (OJ L 87, 31.3.2017, p. 479)."
    },
    {
      "type": "footnote",
      "label": "f4",
      "text": "Directive 2014/65/EU of the European Parliament and of the Council of 15 May 2014 on markets in financial instruments and amending Directive 2002/92/EC and Directive 2011/61/EU (OJ L 173, 12.6.2014, p. 349)."
    }
  ],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2017/1093/annex/II",
    "retrieved_at": "2026-11-01T14:44:51.552827+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."
}