{
  "url": "https://openlegislation.uk/eu-regulation-2017-590/annex-I",
  "json_url": "https://openlegislation.uk/eu-regulation-2017-590/annex-I.json",
  "legislation": "eur/2017/590",
  "legislation_title": "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 (Text with EEA relevance)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2017-590",
  "path": "annex/I",
  "kind": "annex",
  "number": "I",
  "heading": null,
  "text": "Table 1\nLegend for Table 2\nSYMBOL\nDATA TYPE\nDEFINITION\n{ALPHANUM-n}\nUp to n alphanumerical characters\nFree text field.\n{CFI_CODE}\n6 characters\nISO 10962 CFI code\n{COUNTRYCODE_2}\n2 alphanumerical characters\n2 letter country code, as defined by ISO 3166-1 alpha-2 country code\n{CURRENCYCODE_3}\n3 alphanumerical characters\n3 letter currency code, as defined by ISO 4217 currency codes\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{DATEFORMAT}\nISO 8601 date format\nDates shall be formatted in the following format:\nYYYY-MM-DD.\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);\nValues are rounded and not truncated.\n{INDEX}\n4 alphabetic characters\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\n{INTEGER-n}\nInteger number of up to n digits in total\nNumerical field for both positive and negative integer values.\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 identifier is derived in accordance with Article 6 and the Table of Annex II.\nTable 2\nDetails to be reported in transaction reports\nAll fields are mandatory, unless stated otherwise.\nCommission Delegated Regulation (EU) 2017/580 of 24 June 2016 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council with regard to regulatory technical standards for the maintenance of relevant data relating to orders in financial instruments (see page 193 of this Official Journal).\nCommission Delegated Regulation (EU) 2017/574 of 7 June 2016 supplementing Directive 2014/65/EU of the European Parliament and of the Council with regard to regulatory technical standards for the level of accuracy of business clocks (see page 148 of this Official Journal).\nN\nFIELD\nCONTENT TO BE REPORTED\nFORMAT AND STANDARDS TO BE USED FOR REPORTING\n1\nReport status\nIndication as to whether the transaction report is new or a cancellation.\n‘NEWT’ – New\n‘CANC’ – Cancellation\n2\nTransaction Reference Number\nIdentification number that is unique to the executing firm for each transaction report.\nWhere, pursuant to Article 26(5) of Regulation (EU) No 600/2014, a trading venue submits a transaction report on behalf of a firm that is not subject to Regulation (EU) No 600/2014, the trading venue shall populate this field with a number that has been internally generated by the trading venue and that is unique for each transaction report submitted by the trading venue.\n{ALPHANUM-52}\n3\nTrading venue transaction identification code\nThis is a number generated by trading venues and disseminated to both the buying and the selling parties in accordance with Article 12 of Commission Delegated Regulation (EU) 2017/580.\nThis field is only required for the market side of a transaction executed on a trading venue.\n{ALPHANUM-52}\n4\nExecuting entity identification code\nCode used to identify the entity executing the transaction.\n{LEI}\n5\nInvestment Firm covered by Directive 2014/65/EU\nIndicates whether the entity identified in field 4 is an investment firm covered by Article 4(1) of Directive 2014/65/EU.\n‘true’- yes\n‘false’- no\n6\nSubmitting entity identification code\nCode used to identify the entity submitting the transaction report to the competent authority in accordance with Article 26(7) of Regulation (EU) No 600/2014.\nWhere the report is submitted by the executing firm directly to the competent authority, it shall be populated with the LEI of the executing firm (where the executing firm is a legal entity).\nWhere the report is submitted by a trading venue, it shall be populated with the LEI of the operator of the trading venue.\nWhere the report is submitted by an ARM, it shall be populated with the LEI of the ARM.\n{LEI}\nBuyer details\nFor joint accounts fields 7-11 shall be repeated for each buyer.\nWhere the transaction is for a transmitted order that has met the conditions for transmission set out in Article 4, the information in fields 7-15 shall be populated by the receiving firm in the receiving firm's report with the information received from the transmitting firm.\nWhere the transmission is for a transmitted order that has not met the conditions for transmission set out in Article 4 the receiving firm shall treat the transmitting firm as the buyer.\n7\nBuyer identification code\nCode used to identify the acquirer of the financial instrument.\nWhere the acquirer is a legal entity, the LEI code of the acquirer shall be used.\nWhere the acquirer is a non-legal entity, the identifier specified in Article 6 shall be used.\nWhere the transaction was executed on a trading venue or on an organised trading platform outside of the Union that utilises a central counterparty (CCP) and where the identity of the acquirer is not disclosed, the LEI code of the CCP shall be used.\nWhere the transaction was executed on a trading venue or on an organised trading platform outside of the Union that does not utilise a CCP and where the identity of the acquirer is not disclosed, the MIC code of the trading venue or of the organised trading platform outside of the Union shall be used.\nWhere the acquirer is an investment firm acting as a systematic internaliser (SI), the LEI code of the SI shall be used.\n‘INTC’ shall be used to designate an aggregate client account within the investment firm in order to report a transfer into or out of that account with an associated allocation to the individual client(s) out of or into that account respectively.\nIn case of options and swaptions, the buyer shall be the counterparty that holds the right to exercise the option and the seller shall be the counterparty that sells the option and receives a premium.\nIn case of futures and forwards other than futures and forwards relating to currencies, the buyer shall be the counterparty buying the instrument and the seller the counterparty selling the instrument.\nIn the case of swaps relating to securities, the buyer shall be the counterparty that gets the risk of price movement of the underlying security and receives the security amount. The seller shall be the counterparty paying the security amount.\nIn the case of swaps related to interest rates or inflation indices, the buyer shall be the counterparty paying the fixed rate. The seller shall be the counterparty receiving the fixed rate. In case of basis swaps (float-to-float interest rate swaps), the buyer shall be the counterparty that pays the spread and the seller the counterparty that receives the spread.\nIn the case of swaps and forwards related to currencies and of cross currency swaps, the buyer shall be the counterparty receiving the currency which is first when sorted alphabetically by ISO 4217 standard and the seller shall be the counterparty delivering this currency.\nIn the case of swap related to dividends, the buyer shall be the counterparty receiving the equivalent actual dividend payments. The seller is the counterparty paying the dividend and receiving the fixed rate.\nIn the case of derivative instruments for the transfer of credit risk except options and swaptions, the buyer shall be the counterparty buying the protection. The seller is the counterparty selling the protection.\nIn case of derivative contract related to commodities, the buyer shall be the counterparty that receives the commodity specified in the report and the seller the counterparty delivering this commodity.\nIn case of forward rate agreements, the buyer shall be the counterparty paying the fixed rate and the seller the counterparty receiving the fixed rate.\nFor an increase in notional, the buyer shall be the same as the acquirer of the financial instrument in the original transaction and the seller shall be the same as the disposer of the financial instrument in the original transaction.\nFor a decrease in notional the buyer shall be the same as the disposer of the financial instrument in the original transaction and the seller shall be the same as the acquirer of the financial instrument in the original transaction.\n{LEI}\n{MIC}\n{NATIONAL_ID}\n‘INTC’\nAdditional details\nField 8-15 are only applicable if the buyer is a client\nFields 9-11 are only applicable if the buyer is a natural person\n8\nCountry of the branch for the buyer\nWhere the acquirer is a client, this field shall identify the country of the branch that received the order from the client or made an investment decision for a client in accordance with a discretionary mandate given to it by the client as required by Article 14(3).\nWhere this activity was not conducted by a branch this shall be populated with the country code of the home Member State of the investment firm or the country code of the country where the investment firm has established its head office or registered office (in the case of third country firms).\nWhere the transaction is for a transmitted order that has met the conditions for transmission set out in Article 4, this field shall be populated using the information received from the transmitting firm.\n{COUNTRYCODE_2}\n9\nBuyer – first name(s)\nFull first name(s) of the buyer. In case of more than one first name, all names shall be included in this field separated by a comma.\n{ALPHANUM-140}\n10\nBuyer – surname(s)\nFull surname(s) of the buyer. In case of more than one surname, all surnames shall be included in this field separated by a comma.\n{ALPHANUM-140}\n11\nBuyer – date of birth\nDate of birth of the buyer\n{DATEFORMAT}\nBuyer decision maker\nFields 12-15 are only applicable if the decision maker acts under a power of representation\n12\nBuyer decision maker code\nCode used to identify the person who makes the decision to acquire the financial instrument.\nWhere the decision is made by an investment firm, this field shall be populated with the identity of the investment firm rather than the individual making the investment decision.\nWhere the decision maker is a legal entity, the LEI code of the decision maker shall be used.\nWhere the decision maker is a non-legal entity, the identifier specified in Article 6 shall be used.\n{LEI}\n{NATIONAL_ID}\nBuyer decision maker details\nFields 13-15 are only applicable if the decision maker is a natural person\n13\nBuy decision maker – First Name(s)\nFull first name(s) of the decision maker for the buyer. In case of more than one first name, all names shall be included in this field separated by a comma\n{ALPHANUM-140}\n14\nBuy decision maker – Surname(s)\nFull surname(s) of the decision maker for the buyer. In case of more than one surname, all surnames shall be included in this field separated by a comma\n{ALPHANUM-140}\n15\nBuy decision maker – Date of birth\nDate of birth of the decision maker for the buyer\n{DATEFORMAT}\nSeller details and decision maker\nFor joint accounts fields 16-20 shall be repeated for each seller.\nWhere the transaction for a seller is for a transmitted order that has met the conditions for transmission set out in Article 4, the information in fields 16-24 shall be populated by the receiving firm in the receiving firm's report from the information received from the transmitting firm.\nWhere the transmission is for a transmitted order that has not met the conditions for transmission set out in Article 4, the receiving firm shall treat the transmitting firm as the seller.\n16\nSeller identification code\nCode used to identify the disposer of the financial instrument.\nWhere the disposer is a legal entity, the LEI code of the disposer shall be used.\nWhere the disposer is a non-legal entity, the identifier specified in Article 6 shall be used.\nWhere the transaction was executed on a trading venue or on an organised trading platform outside of the Union that utilises a CCP and where the identity of the disposer is not disclosed, the LEI code of the CCP shall be used.\nWhere the transaction was executed on a trading venue or on an organised trading platform outside of the Union that does not utilise a CCP and where the identity of the disposer is not disclosed, the MIC code of the trading venue or of the organised trading platform outside of the Union shall be used.\nWhere the disposer is an investment firm acting as a SI, the LEI code of the SI shall be used\n‘INTC’ shall be used to designate an aggregate client account within the investment firm in order to report a transfer into or out of that account with an associated allocation to the individual client(s) out of or into that account respectively.\nIn case of options and swaptions, the buyer shall be the counterparty that holds the right to exercise the option and the seller shall be the counterparty that sells the option and receives a premium.\nIn case of futures and forwards other than futures and forwards relating to currencies, the buyer shall be the counterparty buying the instrument and the seller the counterparty selling the instrument.\nIn the case of swaps relating to securities, the buyer shall be the counterparty that gets the risk of price movement of the underlying security and receives the security amount. The seller shall be the counterparty paying the security amount.\nIn the case of swaps related to interest rates or inflation indices, the buyer shall be the counterparty paying the fixed rate. The seller shall be the counterparty receiving the fixed rate. In case of basis swaps (float-to-float interest rate swaps), the buyer shall be the counterparty that pays the spread and the seller the counterparty that receives the spread.\nIn the case of swaps and forwards related to currencies and of cross currency swaps, the buyer shall be the counterparty receiving the currency which is first when sorted alphabetically by ISO 4217 standard and the seller shall be the counterparty delivering this currency.\nIn the case of swap related to dividends, the buyer shall be the counterparty receiving the equivalent actual dividend payments. The seller is the counterparty paying the dividend and receiving the fixed rate.\nIn the case of derivative instruments for the transfer of credit risk except options and swaptions, the buyer shall be the counterparty buying the protection. The seller is the counterparty selling the protection.\nIn case of derivative contracts related to commodities, the buyer shall be the counterparty that receives the commodity specified in the report and the seller the counterparty delivering this commodity.\nIn case of forward rate agreements, the buyer shall be the counterparty paying the fixed rate and the seller the counterparty receiving the fixed rate.\nFor an increase in notional, the seller shall be the same as the disposer in the original transaction.\nFor a decrease in notional the seller shall be the same as the acquirer of the financial instrument in the original transaction.\n{LEI}\n{MIC}\n{NATIONAL_ID}\n‘INTC’\n17-24\nFields 17-24 mirror all buyer related fields numbered 8-15 (buyer details and decision maker) for the seller.\nTransmission details\nFields 26 and 27 shall only be populated for transaction reports by a receiving firm where all the conditions for transmission in Article 4 have been met.\nWhere a firm acts both as a receiving firm and a transmitting firm it shall populate field 25 to indicate that it is a transmitting firm and shall populate fields 26 and 27 from its perspective as a receiving firm.\n25\nTransmission of order indicator\n‘true’ shall be populated by the transmitting firm within the transmitting firm's report where the conditions for transmission specified in Article 4 were not satisfied\n‘false’ – in all other circumstances\n‘true’\n‘false’\n26\nTransmitting firm identification code for the buyer\nCode used to identify the firm transmitting the order\nThis shall be populated by the receiving firm within the receiving firm's report with the identification code provided by the transmitting firm.\n{LEI}\n27\nTransmitting firm identification code for the seller\nCode used to identify the firm transmitting the order.\nThis shall be populated by the receiving firm within the receiving firm's report with the identification code provided by the transmitting firm\n{LEI}\nTransaction details\n28\nTrading date time\nDate and time when the transaction was executed.\nFor transactions executed on a trading venue, the level of granularity shall be in accordance with the requirements set out in Article of Commission Delegated Regulation (EU) 2017/574.\nFor transactions not executed on a trading venue, the date and time shall be when the parties agree the content of the following fields: quantity, price, currencies in fields 31, 34 and 44, instrument identification code, instrument classification and underlying instrument code, where applicable. For transactions not executed on a trading venue the time reported shall be at least to the nearest second.\nWhere the transaction results from an order transmitted by the executing firm on behalf of a client to a third party where the conditions for transmission set out in Article 4 were not satisfied, this shall be the date and time of the transaction rather than the time of the order transmission.\n{DATE_TIME_FORMAT}\n29\nTrading capacity\nIndication of whether the transaction results from the executing firm carrying out matched principal trading under Article 4(1)(38) of Directive 2014/65/EU or dealing on own account under Article 4(1)(6) of Directive 2014/65/EU.\nWhere the transaction does not result from the executing firm carrying out matched principal trading or dealing on own account, the field shall indicate that the transaction was carried out under any other capacity.\n‘DEAL’ – Dealing on own account\n‘MTCH’ – Matched principal\n‘AOTC’ – Any other capacity\n30\nQuantity\nThe number of units of the financial instrument, or the number of derivative contracts in the transaction.\nThe nominal or monetary value of the financial instrument.\nFor spread bets, the quantity shall be the monetary value wagered per point movement in the underlying financial instrument.\nFor credit default swaps, the quantity shall be the notional amount for which the protection is acquired or disposed of.\nFor increase or decrease in notional amount derivative contracts, the number shall reflect the absolute value of the change and shall be expressed as a positive number.\nThe information reported in this field shall be consistent with the values provided in fields 33 and 46.\n{DECIMAL-18/17} in case the quantity is expressed as number of units\n{DECIMAL-18/5} in case the quantity is expressed as monetary or nominal value\n31\nQuantity currency\nCurrency in which the quantity is expressed.\nOnly applicable if quantity is expressed as nominal or monetary value.\n{CURRENCYCODE_3}\n32\nDerivative notional increase/decrease\nIndication as to whether the transaction is an increase or decrease of notional of a derivative contract.\nField only applies when there is change in notional for a derivative contract.\n‘INCR’ – Increase\n‘DECR’ – Decrease\n33\nPrice\nTraded price of the transaction excluding, where applicable, commission and accrued interest.\nIn the case of option contracts, it shall be the premium of the derivative contract per underlying or index point.\nIn the case of spread bets it shall be the reference price of the underlying instrument.\nFor credit default swaps (CDS) it shall be the coupon in basis points.\nWhere price is reported in monetary terms, it shall be provided in the major currency unit.\nWhere price is currently not available but pending, the value shall be ‘PNDG’\nWhere price is not applicable the value shall be ‘NOAP’\nThe information reported in this field shall be consistent with the values provided in fields 30 and 46.\n{DECIMAL-18/13} in case the price is expressed as monetary value\n{DECIMAL-11/10} in case the price is expressed as percentage or yield\n{DECIMAL-18/17} in case the price is expressed as basis points\n‘PNDG’ in case the price is not available\n‘NOAP’ in case the price is not applicable\n34\nPrice Currency\nCurrency in which the price is expressed (applicable if the price is expressed as monetary value).\n{CURRENCYCODE_3}\n35\nNet amount\nThe net amount of the transaction means the cash amount which is paid by the buyer of the debt instrument upon the settlement of the transaction. This cash amount equals to: (clean price * nominal value)+any accrued coupons. As a result, the net amount of the transaction excludes any commission or other fees charged to the buyer of the debt instrument.\nField only applies when the financial instrument is debt.\n{DECIMAL-18/5}\n36\nVenue\nIdentification of the venue where the transaction was executed.\nUse the ISO 10383 segment MIC for transactions executed on a trading venue, Systematic Internaliser (SI) or organised trading platform outside of the Union. Where the segment MIC does not exist, use the operating MIC.\nUse MIC code ‘XOFF’ for financial instruments admitted to trading, or traded on a trading venue or for which a request for admission was made, where the transaction on that financial instrument is not executed on a trading venue, SI or organised trading platform outside of the Union, or where an investment firm does not know it is trading with another investment firm acting as an SI.\nUse MIC code ‘XXXX’ for financial instruments that are not admitted to trading or traded on a trading venue or for which no request for admission has been made and that are not traded on an organised trading platform outside of the Union but where the underlying is admitted to trading or traded on a trading venue.\n{MIC}\n37\nCountry of the branch membership\nCode used to identify the country of a branch of the investment firm whose market membership was used to execute the transaction.\nWhere a branch's market membership was not used, this field shall be populated with the country code of the home Member State of the investment firm or the country code of the country where the firm has established its head office or registered office (in the case of third country firms).\nThis field shall only be populated for the market side of a transaction executed on a trading venue or on an organised trading platform outside of the Union.\n{COUNTRYCODE_2}\n38\nUp-front payment\nMonetary value of any up-front payment received or paid by the seller.\nWhere the seller receives the up-front payment, the value populated is positive. Where the seller pays the up-front payment, the value populated is negative.\n{DECIMAL-18/5}\n39\nUp-front payment currency\nCurrency of the up-front payment.\n{CURRENCYCODE_3}\n40\nComplex trade component id\nIdentifier, internal to the reporting firm to identify all the reports related to the same execution of a combination of financial instruments in accordance with Article 12. The code must be unique at the level of the firm for the group of reports related to the execution.\nField only applies when the conditions specified in Article 12 apply.\n{ALPHANUM-35}\nInstrument details\n41\nInstrument identification code\nCode used to identify the financial instrument\nThis field applies to financial instruments for which a request for admission to trading has been made, that are admitted to trading or traded on a trading venue or on a systematic internaliser. It also applies to financial instruments which have an ISIN and are traded on organised trading platform outside of the Union where the underlying is a financial instrument traded on a trading venue.\n{ISIN}\nFields 42-56 are not applicable where:\ntransactions are executed on a trading venue or with an investment firm acting as a SI; or\nfield 41 is populated with an ISIN that exists on the reference data list from ESMA\n42\nInstrument full name\nFull name of the financial instrument\n{ALPHANUM-350}\n43\nInstrument classification\nTaxonomy used to classify the financial instrument\nA complete and accurate CFI code shall be provided.\n{CFI_CODE}\n44\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.\n{CURRENCYCODE_3}\n45\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\n{CURRENCYCODE_3}\n46\nPrice multiplier\nNumber of units of the underlying instrument represented by a single derivative contract.\nMonetary value covered by a single swap contract where the quantity field indicates the number of swap contracts in the transaction. For 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.\nThe information reported in this field shall be consistent with the values provided in fields 30 and 33.\n{DECIMAL-18/17}\n47\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. Where the underlying is a stock dividend, then ISIN code of the related share entitling the underlying dividend.\nFor Credit Default Swaps, the ISIN of the reference obligation shall be provided.\nIn case the underlying is an Index and has an ISIN, the ISIN code for that index.\nWhere the underlying is a basket, include the ISIN of each constituent of the basket that is admitted to trading or is traded on a trading venue. Field 47 shall be reported as many times as necessary to list all reportable instruments in the basket.\n{ISIN}\n48\nUnderlying index name\nWhen the underlying is an index, the name of the Index.\n{INDEX}\nOr\n{ALPHANUM-25} – if the index name is not included in the {INDEX} list\n49\nTerm of the underlying index\nIn case the underlying is an index, the term of the index.\n{INTEGER-3}+‘DAYS’ – days\n{INTEGER-3}+‘WEEK’ – weeks\n{INTEGER-3} – ‘MNTH’ – months\n{INTEGER-3}+‘YEAR’ – years\n50\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.\nIn case of swaptions it shall be:\n‘PUTO’, 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‘PUTO’, in case of a Floor.\n‘Call’, in case of a Cap.\nField only applies to derivatives that are options or warrants.\n‘PUTO’ – Put\n‘CALL’ – Call\n‘OTHR’ – where it cannot be determined whether it is a call or a put\n51\nStrike price\nPre-determined 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 an option or warrant 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.\n{DECIMAL-18/13} in case the price is expressed as monetary value\n{DECIMAL-11/10} in case the price is expressed as percentage or yield\n{DECIMAL-18/17} in case the price is expressed as basis points\n‘PNDG’ in case the price is not available\n52\nStrike price currency\nCurrency of the strike price\n{CURRENCYCODE_3}\n53\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.\n‘EURO’ – European\n‘AMER’ – American\n‘ASIA’ – Asian\n‘BERM’ – Bermudan\n‘OTHR’ – Any other type\n54\nMaturity date\nDate of maturity of the financial instrument.\nField only applies to debt instruments with defined maturity.\n{DATEFORMAT}\n55\nExpiry date\nExpiry date of the financial instrument. Field only applies to derivatives with a defined expiry date.\n{DATEFORMAT}\n56\nDelivery type\nIndication as to whether the transaction is settled physically or in cash.\nWhere delivery type cannot be determined at time of execution, the value shall be ‘OPTL’\nThe field is only applicable for derivatives.\n‘PHYS’ – Physically settled\n‘CASH’ – Cash settled\n‘OPTL’ – Optional for counterparty or when determined by a third party\nTrader, algorithms, waivers and indicators\n57\nInvestment decision within firm\nCode used to identify the person or algorithm within the investment firm who is responsible for the investment decision.\nFor natural persons, the identifier specified in Article 6 shall be used\nIf the investment decision was made by an algorithm, the field shall be populated as set out in Article 8.\nField only applies for investment decision within the firm.\nWhere the transaction is for a transmitted order that has met the conditions for transmission set out in Article 4, this field shall be populated by the receiving firm within the receiving firm's report using the information received from the transmitting firm.\n{NATIONAL_ID} – Natural persons\n{ALPHANUM-50} – Algorithms\n58\nCountry of the branch supervising the person responsible for the investment decision\nCode used to identify the country of the branch of the investment firm for the person responsible for the investment decision, as set out in Article 14(3)(b).\nWhere the person responsible for the investment decision was not supervised by a branch, this field shall be populated with the country code of the home Member State of the investment firm or the country code of the country where the firm has established its head office or registered office (in the case of third country firms).\nWhere the transaction is for a transmitted order that has met the conditions for transmission set out in Article 4, this field shall be populated by the receiving firm within the receiving firm's report using the information received from the transmitting firm.\nThis field is not applicable when the investment decision was made by an algorithm\n{COUNTRYCODE_2}\n59\nExecution within firm\nCode used to identify the person or algorithm within the investment firm who is responsible for the execution.\nFor natural persons, the identifier specified in Article 6 shall be used. If the execution was made by an algorithm, the field shall be populated as set out in Article 9.\n{NATIONAL_ID} – Natural persons\n{ALPHANUM-50} – Algorithms\n60\nCountry of the branch supervising the person responsible for the execution\nCode used to identify the country of the branch of the investment firm for the person responsible for the execution of the transaction, as set out in Article 14(3)(c).\nWhere the person responsible was not supervised by a branch, this field shall be populated with the country code of the home Member State of the investment firm, or the country code of the country where the firm has established its head office or registered office (in the case of third country firms)\nThis field is not applicable when the execution was made by an algorithm\n{COUNTRYCODE_2}\n61\nWaiver indicator\nIndication as to whether the transaction was executed under a pre-trade waiver in accordance with Articles 4 and 9 of Regulation (EU) No 600/2014.\nFor equity instruments:\n‘RFPT’ = Reference price transaction\n‘NLIQ’ = Negotiated transactions in liquid financial instruments\n‘OILQ’ = Negotiated transactions in illiquid financial instruments\n‘PRIC’ = Negotiated transactions subject to conditions other than the current market price of that equity financial instrument.\nFor non-equity instruments:\n‘SIZE’ = Above specific size transaction\n‘ILQD’ = Illiquid instrument transaction\nThis field shall only be populated for the market side of a transaction executed under a waiver on a trading venue.\nPopulate one or more of the following flags:\n‘RFPT’ – Reference price\n‘NLIQ’ – Negotiated (liquid)\n‘OILQ’ – Negotiated (illiquid)\n‘PRIC’ – Negotiated (conditions)\n‘SIZE’ – Above specified size\n‘ILQD’ – Illiquid instrument\n62\nShort selling indicator\nA short sale concluded by an investment firm on its own behalf or on behalf of a client, as described in Article 11.\nWhen an investment firm executes a transaction on behalf of a client who is selling and the investment firm, acting on a best effort basis, cannot determine whether it is a short sale transaction, this field shall be populated with ‘UNDI’\nWhere the transaction is for a transmitted order that has met the conditions for transmission set out in Article 4 of this Regulation, this field shall be populated by the receiving firm in the receiving firm's reports using the information received from the transmitting firm.\nThis field is only applicable when, the instrument is covered by Regulation (EU) No 236/2012, and the seller is the investment firm or a client of the investment firm.\n‘SESH’ – Short sale with no exemption\n‘SSEX’ – Short sale with exemption\n‘SELL’ – No short sale\n‘UNDI’ – Information not available\n63\nOTC post-trade indicator\nIndicator as to the type of transaction in accordance with Articles 20(3)(a) and 21(5)(a) of Regulation (EU) No 600/2014.\nFor all instruments:\n‘BENC’ = Benchmark transactions\n‘ACTX’ = Agency cross transactions\n‘LRGS’ = Post-trade large-in-scale transactions\n‘ILQD’ = Illiquid instrument transaction\n‘SIZE’ = Above specific size transaction\n‘CANC’ = Cancellations\n‘AMND’ = Amendments\nFor equity instruments:\n‘SDIV’ = Special dividend transactions\n‘RPRI’ = Transactions which have received price improvement\n‘DUPL’= Duplicative trade reports\n‘TNCP’ = Transactions not contributing to the price discovery process for the purposes of Article 23 of Regulation (EU) No 600/2014\nFor non-equity instruments:\n‘TPAC’ = Package transaction\n‘XFPH’ = Exchange for Physical transaction\nPopulate one or more of the following flags:\n‘BENC’ – Benchmark\n‘ACTX’ – Agency cross\n‘LRGS’ – Large in scale\n‘ILQD’ – Illiquid instrument\n‘SIZE’ – Above specified size\n‘CANC’ – Cancellations\n‘AMND’ – Amendments\n‘SDIV’ – Special dividend\n‘RPRI’ – Price improvement\n‘DUPL’ – Duplicative\n‘TNCP’ – Not contributing to the price discovery process\n‘TPAC’ – Package\n‘XFPH’ – Exchange for Physical\n64\nCommodity derivative indicator\nIndication as to whether the transaction reduces risk in an objectively measurable way in accordance with Article 57 of Directive 2014/65/EU.\nWhere the transaction is for a transmitted order that has met the conditions for transmission set out in Article 4, this field shall be populated by the receiving firm in the receiving firm's reports using the information received from the transmitting firm. This field is only applicable for commodity derivative transactions.\n‘true’ – yes\n‘false’ – no\n65\nSecurities financing transaction indicator\n‘true’ shall be populated where the transaction falls within the scope of activity but is exempted from reporting under Regulation (EU) 2015/2365.\n‘false’ otherwise.\ntrue – yes\nfalse – no",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [
    {
      "type": "footnote",
      "label": "f1",
      "text": "Commission Delegated Regulation (EU) 2017/580 of 24 June 2016 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council with regard to regulatory technical standards for the maintenance of relevant data relating to orders in financial instruments (see page 193 of this Official Journal)."
    },
    {
      "type": "footnote",
      "label": "f2",
      "text": "Commission Delegated Regulation (EU) 2017/574 of 7 June 2016 supplementing Directive 2014/65/EU of the European Parliament and of the Council with regard to regulatory technical standards for the level of accuracy of business clocks (see page 148 of this Official Journal)."
    }
  ],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2017/590/annex/I",
    "retrieved_at": "2026-11-01T14:45:04.804661+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."
}