{
  "url": "https://openlegislation.uk/eu-regulation-2019-363/annex-I",
  "json_url": "https://openlegislation.uk/eu-regulation-2019-363/annex-I.json",
  "legislation": "eur/2019/363",
  "legislation_title": "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)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2019-363",
  "path": "annex/I",
  "kind": "annex",
  "number": "I",
  "heading": "Formats to be used for reports on the details of securities financing transactions, as referred to in Article 4(1) and (5) of Regulation (EU) 2015/2365",
  "text": "Table 1\nCounterparty Data\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 (OJ L 176, 27.6.2013, p. 338).\nCouncil Regulation (EU) No 1024/2013 of 15 October 2013 conferring specific tasks on the European Central Bank concerning policies relating to the prudential supervision of credit institutions (OJ L 287, 29.10.2013, p. 63).\nDirective 2014/65/EU of the European Parliament and of the Council of 15 May 2014 on markets in financial instruments (OJ L 173, 12.6.2014, p. 349).\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 2011/61/EU of the European Parliament and of the Council of 8 June 2011 on Alternative Investment Fund Managers (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).\nRegulation (EU) No 648/2012 of the European Parliament and of the Council of 4 July 2012 on OTC derivatives, central counterparties and trade repositories (OJ L 201, 27.7.2012, p. 1).\nRegulation (EU) No 909/2014 of the European Parliament and of the Council of 23 July 2014 on improving securities settlement in the European Union and on central securities depositories (OJ L 257, 28.8.2014, p. 1).\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 (OJ L 393, 30.12.2006, p. 1).\nNo\nField\nFormat\n1\nReporting timestamp\nISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ\n2\nReport submitting entity\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\n3\nReporting counterparty\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\n4\nNature of the reporting counterparty\n‘F’ - Financial counterparty\n‘N’ - Non-financial counterparty\n5\nSector of the reporting counterparty\nTaxonomy for Financial Counterparties:\n‘CDTI’ - Credit institution authorised in accordance with Directive 2013/36/EU of the European Parliament and of the Council or Council Regulation (EU) No 1024/2013 or a third-country entity which would require authorisation or registration in accordance with that legislative act\n‘INVF’ - Investment firm authorized in accordance with Directive 2014/65/EU of the European Parliament and of the Council or a third-country entity which would require authorisation or registration in accordance with that legislative act\n‘INUN’ - Insurance undertaking authorized in accordance with Directive 2009/138/EC of the European Parliament and of the Council (Solvency II) or a third-country entity which would require authorisation or registration in accordance with that legislative act\n‘AIFD’ - AIF managed by AIFMs authorized or registered in accordance with Directive 2011/61/EU of the European Parliament and of the Council or a third-country entity which would require authorisation or registration in accordance with that legislative act\n‘ORPI’ - Institution for occupational retirement provision authorized or registered in accordance with Directive 2003/41/EC of the European Parliament and of the Council or a third-country entity which would require authorisation or registration in accordance with that legislative act\n‘CCPS’ - Central counterparty authorized in accordance with Regulation (EU) No 648/2012 of the European Parliament and of the Council or a third-country entity which would require authorisation or registration in accordance with that legislative act\n‘REIN’ - Reinsurance undertaking authorized in accordance with Solvency II or a third-country entity which would require authorisation or registration in accordance with that legislative act\n‘CSDS’ - Central securities depository authorized in accordance with Regulation (EU) No 909/2014 of the European Parliament and of the Council or a third-country entity which would require authorisation or registration in accordance with that legislative act\n‘UCIT’ - UCITS and its management company, authorized in accordance with Directive 2009/65/EC of the European Parliament and of the Council or a third-country entity which would require authorisation or registration in accordance with that legislative act\nTaxonomy for Non-Financial Counterparties. The categories below correspond to the main sections of NACE classification as defined in Regulation (EC) No 1893/2006 of the European Parliament and of the Council\n‘A’ - Agriculture, forestry and fishing\n‘B’ - Mining and quarrying\n‘C’ - Manufacturing\n‘D’ - Electricity, gas, steam and air conditioning supply\n‘E’ - Water supply, sewerage, waste management and remediation activities\n‘F’ - Construction\n‘G’ - Wholesale and retail trade, repair of motor vehicles and motorcycles\n‘H’ - Transportation and storage\n‘I’ - Accommodation and food service activities\n‘J’ - Information and communication\n‘K’ - Financial and insurance activities\n‘L’ - Real estate activities\n‘M’ - Professional, scientific and technical activities\n‘N’ - Administrative and support service activities\n‘O’ - Public administration and defence; compulsory social security\n‘P’ - Education\n‘Q’ - Human health and social work activities\n‘R’ - Arts, entertainment and recreation\n‘S’ - Other service activities\n‘T’ - Activities of households as employers; undifferentiated goods – and services –producing activities of households for own use\n‘U’ - Activities of extraterritorial organizations and bodies\n6\nAdditional sector classification\n‘ETFT’ - ETF\n‘MMFT’ - MMF\n‘REIT’ - REIT\n‘OTHR’ – Other\n7\nBranch of the reporting counterparty\nISO 3166-1 alpha-2 country code 2 alphabetic characters.\n8\nBranch of the other counterparty\nISO 3166-1 alpha-2 country code 2 alphabetic characters.\n9\nCounterparty side\n‘TAKE’ - Collateral taker\n‘GIVE’ - Collateral provider\n10\nEntity responsible for the report\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\n11\nOther counterparty\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\nClient code (up to 50 alphanumeric characters).\n12\nCountry of the other Counterparty\nISO 3166-1 alpha-2 country code 2 alphabetic characters.\n13\nBeneficiary\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\nClient code (up to 50 alphanumeric characters).\n14\nTri-party agent\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\n15\nBroker\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\n16\nClearing member\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\n17\nCentral Securities Depository (‘CSD’) participant or indirect participant\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\n18\nAgent lender\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\nTable 2\nLoan and Collateral Data\nNo\nField\nFormat\n1\nUnique Trade Identifier (UTI)\nUp to 52 alphanumeric character code including four special characters:\nOnly upper-case alphabetic characters A–Z and the digits 0–9, inclusive in both cases, are allowed.\n2\nReport tracking number\nUp to 52 alphanumeric character code including four special characters:\nOnly upper-case alphabetic characters A–Z and the digits 0–9, inclusive in both cases, are allowed.\n3\nEvent date\nISO 8601 date in the format YYYY-MM-DD\n4\nType of SFT\n‘SLEB’ - securities or commodities lending or securities or commodities borrowing\n‘SBSC’ - buy-sell back transaction or sell-buy back transaction\n‘REPO’ - repurchase transaction\n‘MGLD’ - margin lending transaction\n5\nCleared\n‘true’\n‘false’\n6\nClearing timestamp\nISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ\n7\nCCP\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\n8\nTrading venue\nISO 10383 Market Identifier Code (MIC), 4 alphanumeric characters.\nWhere segmental MICs exist for a trading venue, the segmental MIC shall be used.\n9\nMaster agreement type\n‘MRAA’ - MRA\n‘GMRA’ – GMRA\n‘MSLA’ - MSLA\n‘GMSL’ - GMSLA\n‘ISDA’ - ISDA\n‘DERP’ - Deutscher Rahmenvertrag für Wertpapierpensionsgeschäfte\n‘CNBR’ - China Bond Repurchase Master Agreement,\n‘KRRA’ - Korea Financial Investment Association (KOFIA) Standard Repurchase Agreement\n‘CARA’ - Investment Industry Regulatory Organization of Canada (IIROC) Repurchase/Reverse Repurchase Transaction Agreement\n‘FRFB’ - Convention-Cadre Relative aux Operations de Pensions Livrees,\n‘CHRA’ -Swiss Master Repurchase Agreement\n‘DEMA’ - German Master Agreement\n‘JPBR’ - Japanese Master Agreement on the Transaction with Repurchase Agreement of the Bonds\n‘ESRA’ - Contrato Marco de compraventa y Reporto de valores\n‘OSLA’ - Overseas Securities Lending Agreement (OSLA)\n‘MEFI’ - Master Equity and Fixed Interest Stock Lending Agreement (MEFISLA)\n‘GESL’ - Gilt Edged Stock Lending Agreement (GESLA)\n‘KRSL’ - Korean Securities Lending Agreement (KOSLA)\n‘DERD’ - Deutscher Rahmenvertrag für Wertpapierdarlehen\n‘AUSL’ - Australian Masters Securities Lending Agreement (AMSLA)\n‘JPBL’ - Japanese Master Agreement on Lending Transaction of Bonds\n‘JPSL’ - Japanese Master Agreement on the Borrowing and Lending Transactions of Share Certificates\n‘BIAG’ - bilateral agreement\n‘CSDA’ - CSD bilateral agreement\nOr ‘OTHR’ if the master agreement type is not included in the above list\n10\nOther master agreement type\nUp to 50 alphanumeric characters.\n11\nMaster agreement version\nISO 8601 date in the format YYYY\n12\nExecution timestamp\nISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ\n13\nValue date (Start date)\nISO 8601 date in the format YYYY-MM-DD\n14\nMaturity date (End date)\nISO 8601 date in the format YYYY-MM-DD\n15\nTermination date\nISO 8601 date in the format YYYY-MM-DD\n16\nMinimum notice period\nInteger field up to 3 digits.\n17\nEarliest call-back date\nISO 8601 date in the format YYYY-MM-DD\n18\nGeneral collateral Indicator\n‘SPEC’ - specific collateral\n‘GENE’ - general collateral\n19\nDelivery By Value (‘DBV’) indicator\n‘true’\n‘false’\n20\nMethod used to provide collateral\n‘TTCA’- title transfer collateral arrangement\n‘SICA’- securities financial collateral arrangement\n‘SIUR’- securities financial collateral arrangement with the right of use\n21\nOpen term\n‘true’\n‘false’\n22\nTermination optionality\n‘EGRN’ - evergreen\n‘ETSB’ - extendable\n‘NOAP’ - non applicable\nIn the case of margin lending, the attributes listed in fields 23-34 shall be repeated and completed for each currency used in the margin loan.\n23\nFixed rate\nUp to 11 numeric characters including up to 10 decimals expressed as percentage where 100 % is represented as ‘100’.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n24\nDay count convention\nThe code representing day count convention:\n‘A001’ - IC30360ISDAor30360AmericanBasicRule\n‘A002’ - IC30365\n‘A003’ - IC30Actual\n‘A004’ - Actual360\n‘A005’ - Actual365Fixed\n‘A006’ - ActualActualICMA\n‘A007’ - IC30E360orEuroBondBasismodel1\n‘A008’ - ActualActualISDA\n‘A009’ - Actual365LorActuActubasisRule\n‘A010’ - ActualActualAFB\n‘A011’ - IC30360ICMAor30360basicrule\n‘A012’ - IC30E2360orEurobondbasismodel2\n‘A013’ - IC30E3360orEurobondbasismodel3\n‘A014’ - Actual365NL\nOr up to 35 alphanumeric characters if the day count convention is not included in the above list.\n25\nFloating rate\nThe code representing 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 alphanumeric characters if the reference rate is not included in the above list.\n26\nFloating rate reference period — time period\nTime period describing reference period, whereby the following abbreviations apply:\n‘YEAR’ - Year\n‘MNTH’ - Month\n‘WEEK’ - Week\n‘DAYS’ - Day\n27\nFloating rate reference period — multiplier\nInteger multiplier of the time period describing reference period of the floating rate.\nUp to 3 numeric characters.\n28\nFloating rate payment frequency — time period\nTime period describing how often the counterparties exchange payments, whereby the following abbreviations apply:\n‘YEAR’ - Year\n‘MNTH’ - Month\n‘WEEK’ - Week\n‘DAYS’ - Day\n29\nFloating rate payment frequency — multiplier\nInteger multiplier of the time period describing how often the counterparties exchange payments.\nUp to 3 numeric characters.\n30\nFloating rate reset frequency — time period\nTime period describing how often the counterparties reset the floating repo rate, whereby the following abbreviations apply:\n‘YEAR’ - Year\n‘MNTH’ - Month\n‘WEEK’ - Week\n‘DAYS’ - Day\n31\nFloating rate reset frequency — multiplier\nInteger multiplier of the time period describing how often the counterparties reset the floating repo rate.\nUp to 3 numeric characters.\n32\nSpread\nUp to 5 numeric characters.\n33\nMargin lending currency amount\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n34\nMargin lending currency\nISO 4217 Currency Code, 3 alphabetic characters.\nFields 35-36 shall be repeated and completed for each floating rate adjustment.\n35\nAdjusted rate\nUp to 11 numeric characters including up to 10 decimals expressed as percentage where 100 % is represented as ‘100’.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n36\nRate date\nISO 8601 date in the format YYYY-MM-DD\n37\nPrincipal amount on the value date\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n38\nPrincipal amount on the maturity date\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n39\nPrincipal amount currency\nISO 4217 Currency Code, 3 alphabetic characters.\n40\nType of asset\n‘SECU’ - Securities\n‘COMM’ - Commodities\n41\nSecurity identifier\nISO 6166 ISIN 12 character alphanumeric code.\n42\nClassification of a security\nISO 10692 CFI, 6 characters alphabetical code.\nWhere a commodity was lent or borrowed, the classification of that commodity shall be specified in fields 43, 44 and 45.\n43\nBase product\nOnly values in the ‘Base product’ column of the classification of commodities derivatives table are allowed.\n44\nSub — product\nOnly values in the ‘Sub — product’ column of the classification of commodities derivatives table are allowed.\n45\nFurther sub — product\nOnly values in the ‘Further sub — product’ of the classification of commodities derivatives table are allowed.\n46\nQuantity or nominal amount\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n47\nUnit of measure\n‘KILO’ - Kilogram, ‘PIEC’ - Piece, ‘TONS’ - Ton, ‘METR’ - Metre, ‘INCH’ - Inch, ‘YARD’ - Yard, ‘GBGA’ - GBGallon, ‘GRAM’ - Gram, ‘CMET’ - Centimetre, ‘SMET’ - SquareMetre, ‘FOOT’ - Foot, ‘MILE’ - Mile, ‘SQIN’ - SquareInch, ‘SQFO’ - SquareFoot, ‘SQMI’ - SquareMile, ‘GBOU’ - GBOunce, ‘USOU’ - USOunce, ‘GBPI’ - GBPint, ‘USPI’ - USPint, ‘GBQA’ - GBQuart, ‘USQA’ - USQuart, ‘USGA’ - USGallon, ‘MMET’ - Millimetre, ‘KMET’ - Kilometre, ‘SQYA’ - SquareYard, ‘ACRE’ - Acre, ‘ARES’ - Are, ‘SMIL’ - SquareMillimetre, ‘SCMT’ - SquareCentimetre, ‘HECT’ - Hectare, ‘SQKI’ - SquareKilometre, ‘MILI’ - MilliLitre, ‘CELI’ - Centilitre, ‘LITR’ - Litre, ‘PUND’ - Pound, ‘ALOW’ - Allowances, ‘ACCY’ - AmountOfCurrency, ‘BARL’ - Barrels, ‘BCUF’ - BillionCubicFeet, ‘BDFT’ - BoardFeet, ‘BUSL’ - Bushels, ‘CEER’ - CertifiedEmissionsReduction, ‘CLRT’ - ClimateReserveTonnes, ‘CBME’ - CubicMeters, ‘DAYS’ - Days, ‘DMET’ - DryMetricTons, ‘ENVC’ - EnvironmentalCredit, ‘ENVO’ - EnvironmentalOffset, ‘HUWG’ - Hundredweight, ‘KWDC’ - KilowattDayCapacity, ‘KWHO’ - KilowattHours, ‘KWHC’ - KilowattHoursCapacity, ‘KMOC’ - KilowattMinuteCapacity, ‘KWMC’ - KilowattMonthCapacity, ‘KWYC’ - KilowattYearCapacity, ‘MWDC’ - MegawattDayCapacity, ‘MWHO’ - MegawattHours, ‘MWHC’ - MegawattHoursCapacity, ‘MWMC’ - MegawattMinuteCapacity, ‘MMOC’ - MegawattMonthCapacity, ‘MWYC’ - MegawattYearCapacity, ‘TONE’ - MetricTons, ‘MIBA’ - MillionBarrels, ‘MBTU’ - OneMillionBTU, ‘OZTR’ - TroyOunces, ‘UCWT’ - USHundredweight, ‘IPNT’ - IndexPoint, ‘PWRD’ - PrincipalWithRelationToDebtInstrument, ‘DGEU’ - DieselGallonEquivalent, ‘GGEU’ - GasolineGallonEquivalent, ‘TOCD’ - TonsOfCarbonDioxide.\n48\nCurrency of nominal amount\nISO 4217 Currency Code, 3 alphabetic characters.\n49\nSecurity or commodity price\nUp to 18 numeric characters including up to 5 decimals in case the price is expressed units.\nUp to 11 numeric characters including up to 10 decimals in case the price is expressed as percentage or yield.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n50\nPrice currency\nISO 4217 Currency Code, 3 alphabetic characters.\n51\nSecurity quality\n‘INVG’ - Investment grade\n‘NIVG’ - Non-investment grade\n‘NOTR’ - Non-rated\n‘NOAP’ - Not applicable\n52\nMaturity of the security\nISO 8601 date in the format YYYY-MM-DD\n53\nJurisdiction of the issuer\nISO 3166-1 alpha-2 country code, 2 alphabetic characters.\n54\nLEI of the issuer\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\n55\nSecurity type\n‘GOVS’ - Government securities\n‘SUNS’ - Supra-nationals and agencies securities\n‘FIDE’ - Debt securities (including covered bonds) issued by banks and other financial institutions\n‘NFID’ - Corporate debt securities (including covered bonds) issued by non-financial institutions\n‘SEPR’ - Securitized products (including CDO, CMBS, ABCP)\n‘MEQU’ - Main index equities (including convertible bonds)\n‘OEQU’ - Other equities (including convertible bonds)\n‘OTHR’- Other assets (including shares in mutual funds)\n56\nLoan value\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n57\nMarket value\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n58\nFixed rebate rate\nUp to 11 numeric characters including up to 10 decimals expressed as percentage where 100 % is represented as ‘100’.\nThe negative symbol, if populated, shall not be counted as a numerical character.\n59\nFloating rebate rate\nThe code representing 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 alphanumeric characters if the reference rate is not included in the above list\n60\nFloating rebate rate reference period — time period\nTime period describing reference period, whereby the following abbreviations apply:\n‘YEAR’ - Year\n‘MNTH’ - Month\n‘WEEK’ - Week\n‘DAYS’ - Day\n61\nFloating rebate rate reference period — multiplier\nInteger multiplier of the time period describing reference period of the floating rebate rate.\nUp to 3 numeric characters.\n62\nFloating rebate rate payment frequency — time period\nTime period describing how often the counterparties exchange payments, whereby the following abbreviations apply:\n‘YEAR’ - Year\n‘MNTH’ - Month\n‘WEEK’ - Week\n‘DAYS’ - Day\n63\nFloating rebate rate payment frequency — multiplier\nInteger multiplier of the time period describing how often the counterparties exchange payments.\nUp to 3 numeric characters.\n64\nFloating rebate rate reset frequency — time period\nTime period describing how often the counterparties reset the floating rebate rate, whereby the following abbreviations apply:\n‘YEAR’ - Year\n‘MNTH’ - Month\n‘WEEK’ - Week\n‘DAYS’ - Day\n65\nFloating rebate rate reset frequency — multiplier\nInteger multiplier of the time period describing how often the counterparties reset the floating rebate rate.\nUp to 3 numeric characters.\n66\nSpread of the rebate rate\nUp to 5 numeric characters.\n67\nLending fee\nUp to 11 numeric characters including up to 10 decimals expressed as percentage where 100 % is represented as ‘100’.\n68\nExclusive arrangements\n‘true’\n‘false’\n69\nOutstanding margin loan\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n70\nBase currency of outstanding margin loan\nISO 4217 Currency Code, 3 alphabetic characters.\n71\nShort market value\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\nCollateral data\n72\nUncollateralised Securities Lending (‘SL’) flag\n‘true’\n‘false’\n73\nCollateralisation of net exposure\n‘true’\n‘false’\n74\nValue date of the collateral\nISO 8601 date in the format YYYY-MM-DD\nWhere specific collateral was used, fields 75 to 94 shall be repeated and completed for each component of collateral, where applicable.\n75\nType of collateral component\n‘SECU’ - Securities\n‘COMM’ - Commodities (only for repos, securities and commodities lending and borrowing and buy-sell backs)\n‘CASH’ - Cash\nWhere cash was used as collateral, this shall be specified in fields 76 and 77.\n76\nCash collateral amount\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n77\nCash collateral currency\nISO 4217 Currency Code, 3 alphabetic characters.\n78\nIdentification of a security used as collateral\nISO 6166 ISIN 12 character alphanumeric code.\n79\nClassification of a security used as collateral\nISO 10692 CFI, 6 characters alphabetical code.\nWhere a commodity was used as collateral, the classification of that commodity shall be specified in fields 80, 81 and 82.\n80\nBase product\nOnly values in the ‘Base product’ column of the classification of commodities derivatives table are allowed.\n81\nSub — product\nOnly values in the ‘Sub — product’ column of the classification of commodities derivatives table are allowed.\n82\nFurther sub — product\nOnly values in the ‘Further sub — product’ of the classification of commodities derivatives table are allowed.\n83\nCollateral quantity or nominal amount\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n84\nCollateral unit of measure\n‘KILO’ - Kilogram, ‘PIEC’ - Piece, ‘TONS’ - Ton, ‘METR’ - Metre, ‘INCH’ - Inch, ‘YARD’ - Yard, ‘GBGA’ - GBGallon, ‘GRAM’ - Gram, ‘CMET’ - Centimetre, ‘SMET’ - SquareMetre, ‘FOOT’ - Foot, ‘MILE’ - Mile, ‘SQIN’ - SquareInch, ‘SQFO’ - SquareFoot, ‘SQMI’ - SquareMile, ‘GBOU’ - GBOunce, ‘USOU’ - USOunce, ‘GBPI’ - GBPint, ‘USPI’ - USPint, ‘GBQA’ - GBQuart, ‘USQA’ - USQuart, ‘USGA’ - USGallon, ‘MMET’ - Millimetre, ‘KMET’ - Kilometre, ‘SQYA’ - SquareYard, ‘ACRE’ - Acre, ‘ARES’ - Are, ‘SMIL’ - SquareMillimetre, ‘SCMT’ - SquareCentimetre, ‘HECT’ - Hectare, ‘SQKI’ - SquareKilometre, ‘MILI’ - MilliLitre, ‘CELI’ - Centilitre, ‘LITR’ - Litre, ‘PUND’ - Pound, ‘ALOW’ - Allowances, ‘ACCY’ - AmountOfCurrency, ‘BARL’ - Barrels, ‘BCUF’ - BillionCubicFeet, ‘BDFT’ - BoardFeet, ‘BUSL’ - Bushels, ‘CEER’ - CertifiedEmissionsReduction, ‘CLRT’ - ClimateReserveTonnes, ‘CBME’ - CubicMeters, ‘DAYS’ - Days, ‘DMET’ - DryMetricTons, ‘ENVC’ - EnvironmentalCredit, ‘ENVO’ - EnvironmentalOffset, ‘HUWG’ - Hundredweight, ‘KWDC’ - KilowattDayCapacity, ‘KWHO’ - KilowattHours, ‘KWHC’ - KilowattHoursCapacity, ‘KMOC’ - KilowattMinuteCapacity, ‘KWMC’ - KilowattMonthCapacity, ‘KWYC’ - KilowattYearCapacity, ‘MWDC’ - MegawattDayCapacity, ‘MWHO’ - MegawattHours, ‘MWHC’ - MegawattHoursCapacity, ‘MWMC’ - MegawattMinuteCapacity, ‘MMOC’ - MegawattMonthCapacity, ‘MWYC’ - MegawattYearCapacity, ‘TONE’ - MetricTons, ‘MIBA’ - MillionBarrels, ‘MBTU’ - OneMillionBTU, ‘OZTR’ - TroyOunces, ‘UCWT’ - USHundredweight, ‘IPNT’ - IndexPoint, ‘PWRD’ - PrincipalWithRelationToDebtInstrument, ‘DGEU’ - DieselGallonEquivalent, ‘GGEU’ - GasolineGallonEquivalent, ‘TOCD’ - TonsOfCarbonDioxide.\n85\nCurrency of collateral nominal amount\nISO 4217 Currency Code, 3 alphabetic characters.\n86\nPrice currency\nISO 4217 Currency Code, 3 alphabetic characters.\n87\nPrice per unit\nUp to 18 numeric characters including up to 5 decimals in case the price is expressed in units.\nUp to 11 numeric characters including up to 10 decimals in case the price is expressed as percentage or yield.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n88\nCollateral market value\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n89\nHaircut or margin\nUp to 11 numeric characters including up to 10 decimals expressed as percentage where 100 % is represented as ‘100’.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n90\nCollateral quality\n‘INVG’ - Investment grade\n‘NIVG’ - Non-investment grade\n‘NOTR’ - Non-rated\n‘NOAP’ - Not applicable\n91\nMaturity date of the security\nISO 8601 date in the format YYYY-MM-DD\n92\nJurisdiction of the issuer\nISO 3166-1 alpha-2 country code, 2 alphabetic characters.\n93\nLEI of the issuer\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\n94\nCollateral type\n‘GOVS’ - Government securities\n‘SUNS’ - Supra-nationals and agencies securities\n‘FIDE’ - Debt securities (including covered bonds) issued by banks and other financial institutions\n‘NFID’ - Corporate debt securities (including covered bonds) issued by non-financial institutions\n‘SEPR’ - Securitized products (including CDO, CMBS, ABCP)\n‘MEQU’ - Main index equities (including convertible bonds)\n‘OEQU’ - Other equities (including convertible bonds)\n‘OTHR’- Other assets (including shares in mutual funds)\n95\nAvailability for collateral reuse\n‘true’\n‘false’\nField 96 shall be specified in the case where a collateral basket was used. The detailed allocation of collateral for SFTs transacted against a collateral pool shall be specified in fields 75 to 94 when available.\n96\nCollateral basket identifier\nISO 6166 ISIN 12 character alphanumeric code, or\n‘NTAV’\n97\nPortfolio code\n52 alphanumeric character code including four special characters:\n.- _.\nSpecial characters are not allowed at the beginning and at the end of the code. No space allowed.\n98\nAction type\n‘NEWT’ - New\n‘MODI’ - Modification\n‘VALU’ - Valuation\n‘COLU’ - Collateral update\n‘EROR’ - Error\n‘CORR’ - Correction\n‘ETRM’ - Termination/Early Termination\n‘POSC’ - Position component\n99\nLevel\n‘TCTN’ - Transaction\n‘PSTN’ - Position\nTable 3\nMargin Data\nNo\nField\nFormat\n1\nReporting timestamp\nISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ\n2\nEvent date\nISO 8601 date in the format YYYY-MM-DD\n3\nReport submitting entity\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\n4\nReporting Counterparty\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\n5\nEntity responsible for the report\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\n6\nOther counterparty\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\n7\nPortfolio code\n52 alphanumeric character code including four special characters:\n.- _.\nSpecial characters are not allowed at the beginning and at the end of the code. No space allowed.\n8\nInitial margin posted\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n9\nCurrency of the initial margin posted\nISO 4217 Currency Code, 3 alphabetic characters.\n10\nVariation margin posted\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n11\nCurrency of the variation margin posted\nISO 4217 Currency Code, 3 alphabetic characters.\n12\nInitial margin received\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n13\nCurrency of the initial margin received\nISO 4217 Currency Code, 3 alphabetic characters.\n14\nVariation margin received\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n15\nCurrency of the variation margin received\nISO 4217 Currency Code, 3 alphabetic characters.\n16\nExcess collateral posted\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n17\nCurrency of the excess collateral posted\nISO 4217 Currency Code, 3 alphabetic characters.\n18\nExcess collateral received\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n19\nCurrency of the excess collateral received\nISO 4217 Currency Code, 3 alphabetic characters.\n20\nAction type\n‘NEWT’ - New\n‘MARU’ - Margin update\n‘EROR’ - Error\n‘CORR’ - Correction\nTable 4\nRe-use, Cash Reinvestment and Funding Sources Data\nNo\nField\nFormat\n1\nReporting timestamp\nISO 8601 date in the format and UTC time format, i.e. YYYY-MM-DDThh:mm:ssZ\n2\nEvent date\nISO 8601 date in the format YYYY-MM-DD\n3\nReport submitting entity\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\n4\nReporting counterparty\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\n5\nEntity responsible for the report\nISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.\nField 6 shall be repeated and completed for each collateral component.\n6\nType of collateral component\n‘SECU’ - Securities\n‘CASH’ - Cash\nFields 7, 8, 9 and 10 shall be repeated and completed for each security.\n7\nCollateral component\nISO 6166 ISIN 12 character alphanumeric code.\n8\nValue of reused collateral\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n9\nEstimated reuse of collateral\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n10\nReused collateral currency\nISO 4217 Currency Code, 3 alphabetic characters.\n11\nReinvestment Rate\nUp to 11 numeric characters including up to 10 decimals expressed as percentage where 100 % is represented as ‘100’.\nFields 12, 13 and 14 shall be repeated and completed for each investment where cash collateral has been re-invested and in respect of each currency.\n12\nType of re-invested cash investment\n‘MMFT’ - registered money market fund\n‘OCMP’ - any other commingled pool\n‘REPM’ - the repo market\n‘SDPU’ - direct purchase of securities\n‘OTHR’ - other\n13\nRe-invested cash amount\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\n14\nRe-invested cash currency\nISO 4217 Currency Code, 3 alphabetic characters.\nIn the case of margin lending transactions, the counterparty shall repeat and complete fields 15, 16 and 17 for each funding source and shall provide the information in these fields at entity level.\n15\nFunding sources\n‘REPO’ - repos or BSB\n‘SECL’ - cash collateral from securities lending\n‘FREE’ - free credits\n‘CSHS’ - proceeds from customer short sales\n‘BSHS’ - proceeds from broker short sales\n‘UBOR’ - unsecured borrowing\n‘OTHR’ - other\n16\nMarket value of the funding sources\nUp to 18 numeric characters including up to 5 decimals.\nThe decimal mark is not counted as a numeric character.\nIf not possible, pro rata amount.\n17\nFunding sources currency\nISO 4217 Currency Code, 3 alphabetic characters.\n18\nAction type\n‘NEWT’ - New\n‘REUU’ - reuse update\n‘EROR’ - Error\n‘CORR’ - Correction\nTable 5\nClassification of commodities\nCommission Delegated Regulation (EU) 2017/583 of 14 July 2016 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council on markets in financial instruments 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 (OJ L 87, 31.3.2017, p. 229)\nBase product\nSub — product\nFurther sub — product\n‘AGRI’ - Agricultural\n‘GROS’ - Grains 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‘OTHR’ - Other\n‘DIRY’- Dairy\n‘FRST’ - Forestry\n‘SEAF’ - Seafood\n‘LSTK’ - Livestock\n‘GRIN’ - Grain\n‘MWHT’ - Milling Wheat\n‘OTHR’ - Other\n‘OTHR’ - Other\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‘OTHR’ - Other\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‘OTHR’ - Other\n‘COAL’- Coal\n‘INRG’ - Inter Energy\n‘RNNG’ - Renewable energy\n‘LGHT’ - Light ends\n‘DIST’ – Distillates\n‘OTHR’ - Other\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‘OTHR’ - Other\n‘FRGT’ -‘Freight’\n‘WETF’ - Wet\n‘TNKR’ –Tankers\n‘OTHR’ - Other\n‘DRYF’ - Dry\n‘DBCR’ - Dry bulk carriers\n‘OTHR’ - Other\n‘CSHP’ - Containerships\n‘OTHR’ - Other\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‘OTHR’ - Other\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‘OTHR’ - Other\n‘POLY’ - Polypropylene’\n‘PLST’ – Plastic\n‘OTHR’ - Other\n‘INFL’ - Inflation’\n‘OEST’ - Official economic statistics’\n‘OTHC’ - Other C10 ‘as defined in Table 10.1 Section 10 of Annex III to Commission Delegated Regulation (EU) 2017/583\n‘OTHR’ - Other",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [
    {
      "type": "footnote",
      "label": "f1",
      "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 (OJ L 176, 27.6.2013, p. 338)."
    },
    {
      "type": "footnote",
      "label": "f2",
      "text": "Council Regulation (EU) No 1024/2013 of 15 October 2013 conferring specific tasks on the European Central Bank concerning policies relating to the prudential supervision of credit institutions (OJ L 287, 29.10.2013, p. 63)."
    },
    {
      "type": "footnote",
      "label": "f3",
      "text": "Directive 2014/65/EU of the European Parliament and of the Council of 15 May 2014 on markets in financial instruments (OJ L 173, 12.6.2014, p. 349)."
    },
    {
      "type": "footnote",
      "label": "f4",
      "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": "f5",
      "text": "Directive 2011/61/EU of the European Parliament and of the Council of 8 June 2011 on Alternative Investment Fund Managers (OJ L 174, 1.7.2011, p. 1)."
    },
    {
      "type": "footnote",
      "label": "f6",
      "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": "f7",
      "text": "Regulation (EU) No 648/2012 of the European Parliament and of the Council of 4 July 2012 on OTC derivatives, central counterparties and trade repositories (OJ L 201, 27.7.2012, p. 1)."
    },
    {
      "type": "footnote",
      "label": "f8",
      "text": "Regulation (EU) No 909/2014 of the European Parliament and of the Council of 23 July 2014 on improving securities settlement in the European Union and on central securities depositories (OJ L 257, 28.8.2014, p. 1)."
    },
    {
      "type": "footnote",
      "label": "f9",
      "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": "f10",
      "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 (OJ L 393, 30.12.2006, p. 1)."
    },
    {
      "type": "footnote",
      "label": "f11",
      "text": "Commission Delegated Regulation (EU) 2017/583 of 14 July 2016 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council on markets in financial instruments 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 (OJ L 87, 31.3.2017, p. 229)"
    }
  ],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2019/363/annex/I",
    "retrieved_at": "2026-11-01T14:43:32.294267+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."
}