mifid/mifir reporting field comparison · prepared by the investment association from...

Prepared by The Investment Association from ESMA/2014/1570 - Errors and Omissions Excepted - 1 -

MiFID/MiFIR REPORTING FIELD COMPARISON

MiFIR (PER ESMA CP 2014/1570) MiFID I

FIELD DETAILS TO BE REPORTED FORMAT TO BE REPORTED FIELD DETAILS TO BE REPORTED FORMAT TO BE REPORTED

1 Reporting entity identification code type

Type of code used to identify the entity executing the transaction

Legal entity : the word “LEI”

or

non-legal entity: ISO 3166-1 alpha-2 country code (2 letter country code) +

the letters “NI” (National Identifier)

or

+ the letters “PN” (Passport Number)

or

+ the letters “CN” (Concatenated Number)

2 Reporting entity identification code

Code used to identify the entity executing the transaction.

For legal entities: legal entity identifier

or

For non-legal entities: see Annex II for details

Legal Entity Identifier: 20 alphanumerical characters

or


National Identification Code up to 50 alphanumerical characters

or

+Passport Number up to 50 alphanumerical characters

or

+ a concatenated code of 18 alphanumerical characters in the format YYYYMMDDXXXXXXXXXX

1 Reporting Firm Identification

A unique code to identify the firm which executed the transaction.

This code should be the firm reference number of the firm or the Swift Bank Identifier Code (BIC).

BIC

FRN

3 Submitting entity identification code type

Type of code used to identify the entity submitting the transaction report to the competent authority


or



or


or


4 Submitting entity identification code

Code used to identify the entity submitting the transaction report to the competent authority

Legal Entity Identifier: 20 alphanumerical characters Or



or

+ Passport Number up to 50 alphanumerical characters

or


See Buyer/Seller Details below (Fields 5 - 24)

4 Buy/Sell Indicator Identifies whether the transaction was a buy

or sell from the perspective of the reporting

MiFID investment firm.

Buy

Sell

20 Counterparty Identification of the counterparty to the

transaction. That identification shall consist of:

BIC

FRN

otherwise, proprietary




- where the counterparty is a MiFID

investment firm, a unique code for that firm,

to be determined by the FCA; or

- where the counterparty is a regulated market

or MTF or an entity acting as its central

counterparty, the unique harmonised

identification code for that market, MTF or

entity acting as central counterparty, as

specified in the list published by the

competent authority of the home Member

State of that entity in accordance with Article

13(2).

The FCA has determined that where an firm

reference number or a Swift Bank

Identification Code (BIC) exists for the

counterparty, one of these codes must be

used, or in the case that a counterparty has

neither an firm reference number or a BIC, a

unique internal code allocated by the reporting

firm must be used and that unique internal

code must be used consistently across all

instrument types and platforms for that

counterparty.

24 Customer/Client

Identification

This field contains the identification of the

client or customer on whose behalf the

reporting firm was acting.

For agency transactions a customer/client

identifier is required to identify the client on

whose behalf the transaction has been

conducted. Where an firm reference number

or a Swift Bank Identification Code (BIC)

exists, one of these codes must be used or, in

the case that a customer/client has neither an

firm reference number or a BIC, a unique

internal code allocated by the reporting firm

must be used and that unique internal code

must be used consistently across all

instrument types and platforms for that

counterparty.

BIC

FRN

otherwise, proprietary

Buyer details

5 Buyer identification code type

Type of code used to identify the acquirer of the legal title to the financial instrument.


or



or


or


or

'INTERNAL': I

or

Anonymous order book without central counterparty: M




6 Buyer identification code Code used to identify the acquirer of the legal

title to the financial instrument

Legal Entity Identifier: 20 alphanumerical

characters or

non-legal entity ISO 3166-1 alpha-2 country code (2 letter country code) +


or


or


or

Where buyer code type is I, the word 'INTERNAL'

or

Where buyer code type is M, ISO 10383 segment MIC (4 characters)

7 Country of the branch for the buyer

Where the buyer is a client, this field should identify the country of the branch of the investment firm having the primary relationship with the client as set out in Article 13(2).

Where no branch was involved in the transaction or the primary relationship is held by the investment firm rather than the branch this should be populated with the country code of the investment firm.

Where the buyer is not a client this field shall not be populated

ISO 3166-1 alpha-2 country code (2 letter country code)

The fields below are only applicable where the buyer is a natural person

8 Buyer - first name (s) Full first name of the buyer Up to 100 alphanumerical digits

9 Buyer – surname (s) Full surname(s) of the buyer Up to 100 alphanumerical digits

10 Buyer – date of birth Date of birth of the buyer ISO 8601 date format:

YYYY-MM-DD

11 Buyer - country of residence

Country of residence of the buyer ISO 3166-1 alpha-2 country code (2 letter country code)

12 Buyer - post code Post code of the buyer Up to 50 alphanumerical characters

13 Buy decision maker code type

Type of code used to identify the person who makes the decision to acquire the financial instrument where different from the buyer - person with power of attorney or the person acting under a discretionary mandate


or

non-legal entity: ISO 3166-1 alpha-2 country code (2 letter country code)

+


or


or


14 Buy decision maker code Code used to identify the person who makes the decision to acquire the financial instrument where different from the buyer - person with power of attorney or the person acting under a discretionary mandate

Legal Entity Identifier: 20 alphanumerical characters or





National Identification Code up to 50

alphanumerical characters

or


or


The fields below are only applicable where the decision maker is a natural person and where different from the buyer

15 Buy decision maker - First Name

Full first name of the decision maker for the buyer

Up to 100 alphanumerical digits

16 Buy decision maker - Surname

Full surname(s) of the decision maker for the buyer

Up to 100 alphanumerical digits

17 Buy decision maker - Date of birth

Date of birth of the decision maker for the buyer

ISO 8601 date format:

YYYY-MM-DD

18 Buy decision maker - Country of residence

Country of residence of the decision maker for the buyer


19 Buy decision maker - Post code

Post code of the decision maker for the buyer Up to 50 alphanumerical characters

Seller details

20 Seller identification code type

Type of code used to identify the disposer of the title to the financial instrument


or

non-legal entity: ISO 3166-1 alpha-2 country code (2 letter country code)+


or


or

+ the letters “CN” (Concatenated Number) or 'INTERNAL': I or Anonymous order book without central counterparty: M

21 Seller identification code Code used to identify the disposer of the title to the financial instrument




or


or


or

Where seller code type is I, the word 'INTERNAL'

or

Where seller code type is M, ISO 10383 segment MIC (4 characters)

22 Country of branch for the seller

Where the seller is a client, this field should identify the country of the branch of the investment firm having the primary





relationship with the client as set out in Article

13(2).

Where no branch was involved in the transaction or the primary relationship is held by the investment firm rather than the branch this should be populated with the country code of the investment firm.

Where the seller is not a client this field should not be populated

The fields below are only applicable where the seller is a natural person

23 Seller - First Name Full first name of the seller Up to 100 characters

24 Seller - Surname Full surname(s) of the seller Up to 100 characters

25 Seller - Date of birth Date of birth of the seller ISO 8601 date format:

YYYY-MM-DD

26 Seller - Country of residence

Country of residence of the seller ISO 3166-1 alpha-2 country code (2 letter country code)

27 Seller - Post code Post code of the seller Up to 50 alphanumerical characters

28 Sell decision maker code type

Type of code used to identify the entity who makes the decision to dispose of the financial instrument where different from the seller - entity with power of attorney or the entity acting under a discretionary mandate


or



or


or


29 Sell decision maker code Code used to identify the entity who makes the decision to dispose of the financial instrument where different from the seller - entity with power of attorney or the entity acting under a discretionary mandate




or


or


The fields below are only applicable where the decision maker is a natural person and where different from the seller

30 Sell decision maker - First Name

Full first name of the decision maker for the seller

Up to 100 characters

31 Sell decision maker - Surname

Full surname(s) of the decision maker for the seller

Up to 100 characters

32 Sell decision maker - Date of birth

Date of birth of the decision maker for the seller

ISO 8601 date format:

YYYY-MM-DD

33 Sell decision maker - Country of residence

Country of residence of the decision maker for the seller


34 Sell decision maker - Post code or ZIP code

Post code or Zip code of the decision maker for the seller

Up to 50 alphanumerical characters

Transmission




35 Transmission of order(s)

indicator

Indication as to whether the transaction

results from an order transmitted by the reporting firm on behalf of a client to a third party where the conditions for transmission set out in Article 4 were not satisfied

Transmission of order(s): Y

No transmission of order(s): N

36 Seller transmitting the order identification code type

Type of code used to identify the seller transmitting the order to the reporting firm where the conditions for transmission set out in Article 4 were satisfied


or



or


or


37 Seller transmitting the order identification code

Code used to identify the seller transmitting the order to the reporting firm where the conditions for transmission set out in Article 4 were satisfied

Legal Entity Identifier: 20 alphanumerical characters

or


+


or


or


38 Buyer transmitting the order identification code type

Type of code used to identify the buyer transmitting the order to the reporting firm where the conditions for transmission set out in Article 4 were satisfied.


or


+


or


or


39 Buyer transmitting the order identification code

Code used to identify the buyer transmitting the order to the reporting firm where the conditions for transmission set out in Article 4 were satisfied




or


or


Transaction details

40 Trading day Date when the transaction was executed. ISO 8601 date format: 2 Trading Day The trading day on which the transaction was executed.

ARM-determined




For OTC transactions, the date when the

parties agree the content of the following fields: quantity, quantity notation, price, price notation, currencies 1 and 2, price multiplier, instrument identification, instrument classification and underlying instrument, where applicable

YYYY-MM-DD

UTC time

41 Trading time Time when the transaction was executed.

For OTC transactions, the time when the parties agree the content of the following fields: quantity, quantity notation, price, price notation, currencies 1 and 2, price multiplier, instrument identification, instrument classification and underlying instrument, where applicable.

ISO 8601 time format

hh:mm:ss.0Z

where the number of zeros after the ‘seconds’ is determined by the Article 50 MiFID II requirements UTC time

3 Trading Time The time at which the transaction was executed, reported in London local time.

The time should be specified in hours, minutes and seconds (hhmmss). Where it is not possible to input seconds, '00' may be entered in this field.

hh:mm:ss

42 Trading capacity Capacity in which the reporting firm executed the transaction as defined in Article 1

Principal: P

Matched principal: M

Agent: A

5 Trading Capacity Identifies whether the firm executed the transaction

- on its own account (either on its own behalf or on behalf of a client) (that is as principal);

- for the account and on behalf of a client (that is as agent);

- where the firm has executed a transaction in an agency cross capacity (that is where the firm has acted as agent for both the selling and the buying counterparties) and the firm has chosen to submit a single report to the FCA representing both of these transactions this field should be used to indicate that the firm has executed the transaction in such a capacity.

Where a firm has executed a transaction in an agency cross capacity, it may submit two reports rather than a single report, in which case this field should indicate that the firm is acting on behalf of a client.

- where the firm has executed a transaction in a principal cross capacity (that is where the firm has simultaneously executed a buy and sell transaction as principal in a single product at the same price and quantity) and the firm has chosen to submit a single report to the FCA representing both of these transactions this field should be used to indicate that the firm has executed the transaction in such a capacity.

Where a firm has executed a transaction in a principal cross capacity, and prefers to submit two reports rather than a single report, this field should indicate that the firm is acting on its own account.

P = principal

C = principal cross

A = agency

X = agency cross

43 Quantity Number of units of the financial instrument, the nominal value of bonds or number of lots on derivative contracts in the transaction

Up to 20 numerical digits with a decimal separator

No negative or nil values

Where applicable, values should be rounded and not truncated

For spread bets, the quantity shall be the monetary value wagered per point movement in the ultimate underlying financial instrument

18 Quantity The number of units of the financial instruments, the nominal value of bonds, or the number of derivative contracts included in the transaction.

44 Quantity Notation Indication as to whether the quantity reported is expressed in number of units, in nominal value or in monetary value

Number of units: U

Nominal value: N

Monetary value: V

19 Quantity notation An indication as to whether the quantity is the number of units of financial instruments, the




nominal value of bonds, or the number of

derivative contracts.

Firms do not need to complete this field since the FCA already has access to this information.

45 Price Traded price of the transaction excluding, where applicable, commission and accrued interest unless the instrument is traded with a dirty price

In the case of option contracts, it is the premium of the derivative contract per underlying security or index

In the case of spread bets it should be the reference price of the underlying instrument.

Where no price is available, a default value shall be used

If the agreed price is zero a price of zero

should be used.


Where price reported in monetary terms, it shall be provided in the major currency unit

Where applicable, values should be rounded and not truncated

16 Unit Price The price per security or derivative contract excluding commission and (where relevant) accrued interest. In the case of a debt instrument, the price may be expressed either in terms of currency or as a percentage.

Major currency unit

46 Price notation Indication as to whether the price and the strike price is expressed in monetary value, in percentage or in yield

Monetary value: M

Percentage: P

Yield: Y

Where no price is available, the price notation shall be populated with N

17 Price Notation The currency in which the price is expressed. If, in the case of a bond or other form of securitized debt, the price is expressed as a percentage, that percentage shall be included.

The ISO 4217 currency code must be used. The major currency must be used (e.g. pounds rather than pence). If the price is expressed as a percentage of nominal value then the ISO 4217 currency code of the nominal value must be used.

ISO 3-alpha currency code

47 Currency 1 Currency in which the price is expressed (where price notation is M) or in which the quantity is expressed (where quantity notation is V)

ISO 4217 Currency Code, 3 alphabetical characters

48 Currency 2 Currency in which the reference price of the ultimate underlying instrument is expressed (where applicable)


49 Price multiplier Number of units of the underlying instrument

represented by a single derivative contract

Up to 10 numerical digits with a decimal

separator

In case of non-derivative financial instruments: 1

15 Price Multiplier The number of units of the financial

instrument in question which are contained in a trading lot; for example, the number of derivatives or securities represented by one contract.

This field is only mandatory where the transaction involves an OTC derivative.

50 Consideration Total monetary value of the transaction based on settlement values - excluding commission and accrued interest, except where these are included in the price.

The information reported in the price, price notation, currency 1, currency 2, quantity, quantity notation, and price multiplier should be consistent with the value in this field.

Where there is a zero price the consideration should be zero.


51 Venue Identification of the venue where the transaction was executed

MiFID trading venue or non-EEA valid trading market: ISO 10383 segment MIC (4 characters)

For financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is executed over-the-counter: XOFF

For financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is executed on a Systematic Internaliser (SI): ISO 10383 MIC (four characters) for that SI

21 Venue Identification Identification of the venue where the transaction was executed. That identification shall consist in:

- where the venue is a trading venue: its unique harmonised identification code,

Where the venue is a regulated market, prescribed market or an MTF (or, where appropriate, an equivalent venue outside the EEA), the four character Swift Market Identifier Code ISO 10383 must be used. However, where the venue has been identified as a systematic internaliser, a Swift Bank Identification Code (BIC) should be used.

MIC

otherwise "XOFF"

"XXXX" for OTD derivatives




Where an investment firm does not know it is

trading with another investment firm acting as a SI: XOFF For financial instruments where the underlying is a financial instrument admitted to trading or traded on a trading venue and where the transaction on the main financial instrument is executed over-the-counter: XXXX For financial instruments traded on a non-EEA valid trading venue for which a valid MIC is not assigned: NEEA

- where the transaction is made off market or

the subject of the transaction is an OTC derivative this should be made clear.

52 Country of the branch whose market membership was used for executing the transaction

The ISO 3166 two character country code shall be used to identify the country of the branch of the reporting firm whose market membership was used to execute the transaction.

Where the market membership of the investment firm rather than that of the branch was used this should be populated with the country code of the investment firm.

Where the transaction was not executed on a trading venue this field should not be populated


Instrument details

53 Instrument identification code type

Code type used to identify the financial instrument

I = ISIN, A = AII 7 Instrument code type The code type used to report the instrument.

Where the subject of the transaction is a financial instrument admitted to trading on a market this field should indicate whether that financial instrument has been identified using an ISO 6166 ISIN or, where the ISIN is not the industry method of identification for that market, a code assigned to that financial instrument by that market.

"ISIN"

"Aii"

54 Instrument identification code

Code used to identify the financial instrument Where Instrument identification code type is I, ISO 6166 ISIN

Where Instrument identification code type is A, AII venue + Exchange Product Code (16 alphanumerical characters)

6 Instrument Identification This shall consist of:

- a unique code, decided by the FCA, identifying the financial instrument which is the subject of the transaction;

The unique code should be an ISO 6166 ISIN. This code must always be used for, but is not limited to, reporting transactions in warrants.

or, if the financial instrument in question does not have a unique identification code, the report must include the name of the instrument or, in the case of a derivative contract; the characteristics of the derivative.

The FCA considers that where the financial instrument in question (which includes derivatives) is admitted to trading on a market where the ISO 6166 ISIN is not the industry method of identification, it will be sufficient to insert in this field the code assigned to the instrument by that market.

- or, in the case of an OTC derivative, the characteristics of the OTC derivative.

Where an OTC derivative is the subject of the transaction a full description of the OTC derivative should be provided.

ISIN

Aii

otherwise name

otherwise description

55 Instrument classification type

Taxonomy type used to classify the financial instrument

C = ISO 10962 CFI code




56 Instrument classification Taxonomy used to classify the financial

instrument

ISO 10962 CFI code 10 Instrument Type The harmonised classification of the financial

instrument that is the subject of the transaction.

This field is only mandatory when the transaction involves an OTC derivative or a financial instrument admitted to trading on a market where the ISIN is not the industry method of identification. This field must be used to indicate the instrument type of the underlying financial instrument, e.g. equity, bond, index, or other.

A = equity

?

12 Derivative Type The harmonised description of the derivative type.

This field is only mandatory when the transaction involves an OTC derivative or a financial instrument admitted to trading on a market where the ISIN is not the industry method of identification, and must indicate the derivative type, e.g. option, future, contract for difference (other than a contract for difference on an equity option), contract for difference on an equity option, complex derivative, warrant, spreadbet (other than a spreadbet on an equity option), spreadbet on an equity option, credit default swap or other swap.

O = option

F = future

W = warrant

X = spread bet

D = CFD

Z = CDS

S = other swap

Q= spread bet on option on equity

Y = CFD on option on equity

K = complex derivative

57 Ultimate underlying instrument identification

code type

Code type used to identify the ultimate underlying

I = ISIN, A = AII, L = LEI, C = Country Code, N=Index Name

9 Underlying instrument identification code type

The code type used to report the underlying instrument.

Firms do not need to complete this field since the FCA already has access to this information.

58 Ultimate underlying instrument code

ISIN code of the Ultimate Underlying

For ADR’s, GDR’s and similar instruments, the code of the instrument on which the instruments is based.

For Convertible bonds, the code of the instrument in which the bond can be converted.

For derivatives or other instruments which have an underlying, the ultimate underlying instrument code, when the ultimate underlying is admitted to trading, or traded on a trading venue.

In case the instrument is referring to an issuer, rather than to one single instrument, the LEI code of the Issuer, or the country code, in case the issuer is a Government, state or municipal.

In case the underlying or the ultimate underlying is an Index, the ISIN code for that index, or when the index does not have an ISIN, the name of the Index.

When the underlying is a basket, all the identifying code for each constituent of the basket that is admitted to trading or is traded on a trading venue.

ISO 6166 ISIN Code

or AII code

or ISO 17442 LEI Code

or ISO 3166-1 alpha-2 country code (2 letter country code)

or 25 alphanumerical characters for the Index Name

8 Underlying Instrument Identification

The instrument identification applicable to the security that is the underlying asset in a derivative contract as well as the transferable

security included within article 4(1)(18(c)) of MiFID.

This field is only mandatory when the transaction involves an OTC derivative and the underlying is a single equity or single debt financial instrument admitted to trading on a regulated market or prescribed market.

ISIN

59 Put/call identifier Indication as to whether the derivative contract is a call or a put.

P = Put

C= Call

13 Put/Call Specification whether an option or any other financial instrument is a put or call.

This field is only mandatory when (i) the transaction involves an OTC derivative or a financial instrument admitted to trading on a market where the ISIN is not the industry

P = put

C = call




method of identification; and (ii) the derivative type is option, warrant, spreadbet on an equity option or contract for difference on an equity option. Where the financial instrument is a spreadbet on an equity option or a contract for difference on an equity option this field should be used to indicate the put/call status of the equity option.

60 Strike price Strike price of an option or warrant. Up to 10 numerical digits with a decimal separator

Where strike price reported in monetary terms (strike price notation: M), it shall be provided in the major currency unit

14 Strike Price The strike price of an option or other financial instrument.

This field is only mandatory when (i) the transaction involves an OTC derivative or a financial instrument admitted to trading on a market where the ISIN is not the industry method of identification; and (ii) the derivative type is option, warrant, spreadbet on an equity option or contract for difference on an equity option. Where the financial instrument is a spreadbet on an equity option or a contract for difference on an equity option this field should be used to indicate the strike price of the equity option.

Major currency unit

61 Option style (exercise) Indication 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).

E = European

S = Asian

B = Bermudan

A = American

62 Maturity date Original date of expiry of the reported financial instrument.

ISO 8601 date in the format

YYYY-MM-DD

11 Maturity Date The maturity date of a bond or other form of securitized debt, or the exercise date/maturity date of a derivative contract.

This field is only mandatory when the transaction involves an OTC derivative or a financial instrument admitted to trading on a market where the ISIN is not the industry method of identification. Where the derivative type is spreadbet on an equity option or contract for difference on an equity option, this field must be used to indicate the expiry of the option.

ARM-determined

Other relevant information

63 Result of the exercise Indication as to whether the reported transaction results from an option, warrant, convertible bond or other financial instrument having been exercised

Exercise: Y

No exercise: N

64 Delivery type Indication as to whether the transaction is settled physically or in cash

Physically settled: P

Cash settled: C

Optional for counterparty or when determined by a third party : O

65 Up-front payment Monetary value of any up-front payment received or paid by the seller


Where 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

66 Up-front payment currency

Currency in which the up-front payment is expressed


67 Modification of the contract

Indication as to whether a increase or decrease of notional has taken place

Increase: I

Decrease: D




68 Trader identification code

type (investment decision)

Code type used to identify the person or the

committee within the reporting firm responsible for the execution.

ISO 3166-1 alpha-2 country code (2 letter

country code)+ the letters “NI” (National Identifier) or + the letters “PN” (Passport Number) or + the letters “CN” (Concatenated Number) or In case of a formal committee: COM

69 Trader identification code (investment decision)

Code used to identify the person or the committee within the reporting firm who is responsible for the investment decision

If the investment decision was made by a formal committee within the investment firm, this field shall be populated with a unique code starting with the prefix “COM” as defined in Article 7(2) of this Regulation.

ISO 3166-1 alpha-2 country code (2 letter country code) +


or


or

+ a concatenated code of 18 alphanumerical characters in the format

YYYYMMDDXXXXXXXXXX

or

a code up to 50 alphanumerical digits starting with the prefix “COM”

70 Country of branch for trader (investment decision)

The ISO 3166 two character country code shall be used to identify the country of the branch of the reporting firm for the person or committee responsible for the investment decision, as set out in Article 13(2).

Where the person or committee responsible for the investment decision was not a person or committee for a branch but a person or committee of the investment firm this should be populated with the country code of the investment firm.


71 Trader identification code type (execution)

Code type used to identify the person within the reporting firm responsible for the execution

ISO 3166-1 alpha-2 country code (2 letter country code)+


or


or


72 Trader identification code (execution)

Code used to identify the person within the reporting firm responsible for the execution

ISO 3166-1 alpha-2 country code (2 letter country code) +


or


or


73 Country of branch for trader (execution)

The ISO 3166-1 two character country code shall be used to identify the country of the branch for the person responsible for the execution of the transaction, as set out in Article 12(2).

Where no branch was involved in the execution of the transaction, this should be populated with the country code of the investment firm.





74 Algorithm identification

code (investment decision)

Code used to identify the algorithm within the

reporting firm responsible for the investment decision (Article 8 of this Regulation)

Up to 50 alphanumerical characters

75 Algorithm identification code (execution)

Code used to identify the algorithm within the reporting firm responsible for the execution (Article 8 of this Regulation)

Up to 50 alphanumerical

76 Waiver indicator Indication as to whether the transaction was executed under a pre-trade waiver in accordance with Articles 4 and 9 of MiFIR

For all instruments:

‘L’ = Large in scale

For equity instruments:

‘R’ = Reference price transaction

‘N’ = Negotiated transactions in liquid financial instruments

‘O’ = Negotiated transactions in illiquid financial instruments

‘P’ = Negotiated transactions subject to conditions other than the current market price of that equity financial instrument.

For non-equity instruments:

‘S’ = Above specific size transaction

‘I’ = Illiquid instrument transaction

77 Short selling indicator Indication as to whether the seller is conducting a short sale as defined in Article 2(1)(b) of Regulation (EU) 236/2012 where the seller is the investment firm or a client of the investment firm and whether the transaction was carried out in a market making or primary dealer capacity under an exemption in Article 17 of Regulation (EU) 236/2012

Where the seller is not the investment firm or a client of the investment this field will not be

applicable.

Short sale with no exemption: Y

Short sale with exemption: E

No short sale: N

78 OTC post-trade indicator Indicator as to the type of transaction in accordance with Articles 20(3)(a) and 21(5)(a) of Regulation (EU) 600/2014

79 Commodity derivative indicator

Indication as to whether the transaction reduces risk in an objectively measurable way in accordance with Article 57 of Directive 2014/65/EU

Y: the transaction reduces the risk in an objectively measurable way.

N: the transaction does not reduce the risk in an objectively measurable way.

80 Transaction Reference Number

Unique identification number, internal to the reporting firm, for each transaction report

For transactions executed directly on a trading venue, this number shall be generated by trading venues and disseminated to both the buyer and the seller parties who shall persist it in transaction reporting.

Up to 52 alphanumerical characters. 22 Transaction Reference Number

A unique identification number for the transaction provided by the MiFID investment firm or a third party reporting on its behalf

Proprietary

81 Report status Indication as to whether the transaction report is new or a cancellation

New: N

Cancellation: C

23 Cancellation Flag An indication as to whether the transaction was cancelled.

mifid/mifir reporting field comparison · prepared by the investment association from...

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