Regulation Dictionary

Regulation Field ID Name Category Reg Ref. Location Datatype Flags Purpose
MiFID II 1 Client first name (s) 1

{ALPHANUM-140}

Order Recordkeeping

EMIR 648 Currency of the variation margins received Table 1 - Counterparty Data 31

{CURRENCYCODE_3}

Transaction Reporting

MiFID II 3 Client identification code 3

[Flags]

{LEI}

{NATIONAL_ID}

'AGGR'

'PNAL'

Order Recordkeeping

MiFID II 4 Name(s) of person acting on behalf of the client 4

{ALPHANUM-140}

Order Recordkeeping

MiFID II 5 Surname(s) of person acting on behalf of the client 5

{ALPHANUM-140}

Order Recordkeeping

MiFID II 6 Investment decision within firm 6

{ALPHANUM-50}

{NATIONAL_ID}

Order Recordkeeping

MiFID II 7 Initial order designation 7

{ALPHANUM-50}

Order Recordkeeping

MiFID II 9 Financial instrument identification code 9

{ISIN}

Order Recordkeeping

MiFID II 10 Price 10

{DECIMAL-11/10}

{DECIMAL-18/13}

[Flags]

'PNDG'

Order Recordkeeping

MiFID II 11 Price notation 11

[Flags]

'MONE'

'PERC'

'YIEL'

Order Recordkeeping

MiFID II 12 Price multiplier 12

{DECIMAL-18/17}

[Flags]

'1'

Order Recordkeeping

MiFID II 13 Price currency 13

{CURRENCYCODE_3}

Order Recordkeeping

MiFID II 14 Currency of leg 2 14

{CURRENCYCODE_3}

Order Recordkeeping

MiFID II 15 Underlying instrument code 15

{ISIN}

Order Recordkeeping

MiFID II 16 Option type 16

[Flags]

'CALL'

‘OTHR’

'PUTO'

Order Recordkeeping

EMIR 666 Quantity Table 2 - Common Data 22

{NUMERIC-20}

Transaction Reporting

EMIR 679 Cleared Table 2 - Common Data 35

{BOOLEAN}

Transaction Reporting

MiFID II 17 Strike price 17

{DECIMAL-11/10}

{DECIMAL-18/13}

[Flags]

'PNDG'

Order Recordkeeping

MiFID II 18 Strike price currency 18

{CURRENCYCODE_3}

Order Recordkeeping

MiFID II 19 Up-front payment 19

{DECIMAL-18/5}

Order Recordkeeping

MiFID II 20 Delivery type 20

[Flags]

‘CASH'

‘OPTL’

‘PHYS’

Order Recordkeeping

MiFID II 21 Option exercise style 21

[Flags]

‘AMER’

‘ASIA’

‘BERM’

‘EURO'

‘OTHR’

Order Recordkeeping

MiFID II 22 Maturity date 22

{DATEFORMAT}

Order Recordkeeping

MiFID II 23 Expiry date 23

{DATEFORMAT}

Order Recordkeeping

MiFID II 24 Quantity currency 24

{CURRENCYCODE_3}

Order Recordkeeping

MiFID II 25 Quantity notation 25

[Flags]

'MONE'

‘NOML’

‘UNIT’

Order Recordkeeping

MiFID II 26 Initial quantity 26

{DECIMAL-18/17}

{DECIMAL-18/5}

Order Recordkeeping

MiFID II 27 Date and time 27

{DATE_TIME_ FORMAT}

Order Recordkeeping

MiFID II 28 Additional information from the client 28

Free text

Order Recordkeeping

MiFID II 29 The trading capacity 2

[Flags]

‘AOTC’

‘DEAL’

‘MTCH’

Order Recordkeeping

MiFID II 30 Liquidity provision activity 3

{BOOLEAN}

Order Recordkeeping

MiFID II 31 Execution within firm 4

{ALPHANUM-50}

{NATIONAL_ID}

Order Recordkeeping

MiFID II 32 The identification code of the order submitted to the trading venue or another investment firm 5

{ALPHANUM-50}

Order Recordkeeping

MiFID II 33 The identification code of the order assigned by another investment firm or trading venue to whom the order was submitted 6

{ALPHANUM-50}

Order Recordkeeping

MiFID II 34 Order receiver identification code 7

{LEI}

{MIC}

Order Recordkeeping

MiFID II 35 Order type 8

{ALPHANUM-50}

Order Recordkeeping

EMIR 649 Excess collateral posted Table 1 - Counterparty Data 32

{NUMERIC-20}

Transaction Reporting

EMIR 667 Up-front payment Table 2 - Common Data 23

{NUMERIC-20}

Transaction Reporting

EMIR 705 Delivery currency 2 Table 2 - Common Data 61

{CURRENCYCODE_3}

Transaction Reporting

MiFID II 36 Limit price 9

{DECIMAL-11/10}

{DECIMAL-18/13}

Order Recordkeeping

MiFID II 37 Additional limit price 12

{DECIMAL-11/10}

{DECIMAL-18/13}

Order Recordkeeping

MiFID II 38 Stop price 13

{DECIMAL-11/10}

{DECIMAL-18/13}

Order Recordkeeping

MiFID II 39 Pegged limit price 14

{DECIMAL-11/10}

{DECIMAL-18/13}

Order Recordkeeping

MiFID II 40 Remaining quantity including hidden 15

{DECIMAL-18/13}

{DECIMAL-18/17}

Order Recordkeeping

MiFID II 41 Displayed quantity 16

{DECIMAL-18/13}

{DECIMAL-18/17}

Order Recordkeeping

MiFID II 42 Traded quantity 17

{DECIMAL-18/13}

{DECIMAL-18/17}

Order Recordkeeping

MiFID II 43 Minimum Acceptable Quantity (MAQ) 18

{DECIMAL-18/13}

{DECIMAL-18/17}

Order Recordkeeping

MiFID II 44 Minimum executable size (MES) 19

{DECIMAL-18/13}

{DECIMAL-18/17}

Order Recordkeeping

MiFID II 45 MES first execution only 20

{BOOLEAN}

Order Recordkeeping

MiFID II 47 Self-Execution Prevention 22

{BOOLEAN}

Order Recordkeeping

MiFID II 48 Date and time (submission of order) 23

{DATE_TIME_ FORMAT}

Order Recordkeeping

MiFID II 49 Date and time (receipt of order) 24

{DATE_TIME_ FORMAT}

Order Recordkeeping

MiFID II 50 Sequence number 25

{INTEGER-50}

Order Recordkeeping

MiFID II 51 New order, order modification, order cancellation, order rejections, partial or full execution 26

{ALPHANUM-4}

[Flags]

‘CAME’

‘CAMO’

‘CHME’

‘CHMO’

‘EXPI’

'FILL'

‘NEWO’

‘PARF’

‘REMA’

‘REME’

‘REMH’

'REMO'

‘TRIG’

Order Recordkeeping

MiFID II 46 Passive only indicator 21

{BOOLEAN}

Order Recordkeeping

MiFID II 350 Termination date Venue related fields 12

{DATE_TIME_ FORMAT}

Provision of reference data to competent authorities

MiFID II 370 Strike price currency Derivatives and Securitised Derivatives related fields 32

{CURRENCYCODE_3}

Provision of reference data to competent authorities

EMIR 668 Delivery type Table 2 - Common Data 24

{DELIVERY_TYPE}

Transaction Reporting

MiFID II 53 Waiver indicator 28

[Flags]

‘ILQD’

‘LRGS'

‘NLIQ’

‘OILQ’

‘PRIC’

'RFPT’

‘SIZE’

Order Recordkeeping

MiFID II 54 Routing Strategy 29

{ALPHANUM-50}

Order Recordkeeping

MiFID II 55 Trading venue transaction identification code 30

{ALPHANUM-52}

Order Recordkeeping

MiFID II 56 Validity period 31

{ALPHANUM-4}

[Flags]

‘DAYV’

‘FOKV’

‘GADV’

‘GASV’

‘GATV'

‘GTCV’

‘GTDV’

‘GTSV’

‘GTTV'

‘IOCV’

Order Recordkeeping

MiFID II 57 Order restriction 32

{ALPHANUM-4}

[Flags]

‘SESR’

‘VFAR’

‘VFCR’

Order Recordkeeping

MiFID II 58 Validity period and time 33

{DATE_TIME_ FORMAT}

Order Recordkeeping

MiFID II 59 Aggregated order 34

{BOOLEAN}

Order Recordkeeping

MiFID II 60 Additional information relating to the outgoing order 35

Free text

Order Recordkeeping

MiFID II 61 Price Currency 10

{CURRENCYCODE_3}

Order Recordkeeping

MiFID II 62 Buy-Sell indicator 1

[Flags]

‘BUYI’

‘SELL’

Order Recordkeeping

MiFID II 63 Trading date and time None

{DATE_TIME_ FORMAT}

Post-Trade Transparency

MiFID II 64 Instrument identification code type None

[Flags]

{ISIN}

'ISIN'

‘OTHR’

Post-Trade Transparency

MiFID II 338 Average percentage quote presence 4(b)

Not Specified

Quality of Execution

MiFID II 67 Venue of execution None

[Flags]

{MIC}

'SINT'

'XOFF'

Post-Trade Transparency

MiFID II 70 Notation of the quantity in measurement unit None

{ALPHANUM-25}

[Flags]

'TOCD'

Post-Trade Transparency

MiFID II 71 Quantity None

{DECIMAL-18/17}

Post-Trade Transparency

MiFID II 73 Notional currency None

{CURRENCYCODE_3}

Post-Trade Transparency

MiFID II 74 Reference period None

Reference Period

Post-Trade Transparency

MiFID II 78 Transaction Identification Code None

{ALPHANUM-52}

Post-Trade Transparency

MiFID II 79 Transaction to be cleared None

{BOOLEAN}

Post-Trade Transparency

MiFID II 83 Asset class of the underlying 4

[Flags]

'COMM'

'CRDT'

'CURR'

'EQUI'

'INTR'

Reference data for the purpose of transparency calculations

MiFID II 84 Contract type 5

[Flags]

'CFDS'

'FFAS'

'FONS'

'FORW'

'FRAS'

'FUTR'

'FWOS'

'OPTN'

‘OTHR’

'PSWP'

'SPDB'

'SWAP'

'SWPT'

Reference data for the purpose of transparency calculations

MiFID II 85 Trading Venue Venue related fields 6

{MIC}

Reference data for the purpose of transparency calculations

MiFID II 72 Notional amount None

{DECIMAL-18/5}

Post-Trade Transparency

MiFID II 75 Type None

[Flags]

'CERE'

'ERUE'

'EUAA'

'EUAE'

‘OTHR’

Post-Trade Transparency

MiFID II 68 Price notation None

[Flags]

'BAPO'

'MONE'

'PERC'

'YIEL'

Post-Trade Transparency

MiFID II 307 Mean amount of time between acceptance of quote and execution 1(a)

Not Specified

Quality of Execution

MiFID II 86 Bond type Bonds (all bond types except ETCs and ETNs) 7

[Flags]

'CRPB'

'CVDB'

'CVTB'

'EUSB'

'OEPB'

‘OTHR’

Reference data for the purpose of transparency calculations

MiFID II 87 Issuance date Bonds (all bond types except ETCs and ETNs) 8

{DATEFORMAT}

Reference data for the purpose of transparency calculations

MiFID II 88 Emissions Allowances sub type Emission Allowances 9

[Flags]

'CERE'

'ERUE'

'EUAA'

'EUAE'

‘OTHR’

Reference data for the purpose of transparency calculations

MiFID II 89 Maturity Derivatives related fields 10

{DATEFORMAT}

Reference data for the purpose of transparency calculations

MiFID II 90 Specification of the size related to the freight sub- type 11

{ALPHANUM-25}

Reference data for the purpose of transparency calculations

MiFID II 91 Specific route or time charter average Commodity derivatives 12

{ALPHANUM-25}

Reference data for the purpose of transparency calculations

MiFID II 92 Delivery/ cash settlement location Commodity derivatives 13

{ALPHANUM-25}

Reference data for the purpose of transparency calculations

MiFID II 80 Instrument identification code 1

{ISIN}

Reference data for the purpose of transparency calculations

MiFID II 81 Instrument full name 2

{ALPHANUM-350}

Reference data for the purpose of transparency calculations

MiFID II 82 MiFIR identifier 3

[Flags]

'BOND'

'DERV'

'EMAL'

'ETCS'

'ETNS'

'SDRV'

'SFPS'

Reference data for the purpose of transparency calculations

MiFID II 339 Instrument identification code General Fields 1

{ISIN}

Provision of reference data to competent authorities

MiFID II 353 Maturity date Bonds or other forms of securitised debt related fields 15

{DATEFORMAT}

Provision of reference data to competent authorities

MiFID II 376 Transaction Type Commodity Derivatives 38

[Flags]

'CRCK'

'DIFF'

'FUTR'

'MINI'

'OPTN'

'ORIT'

'OTCT'

‘OTHR’

'SWAP'

'TAPO'

Provision of reference data to competent authorities

MiFID II 416 Order type Section H – Type of order 22

{ALPHANUM-50}

Order Recordkeeping

MiFID II 94 Underlying type Interest rate derivatives 15

[Flags]

'BNDF'

'BOND'

'FFMC'

'FFSC'

'IFMC'

'IFSC'

'INTR'

'OSMC'

'OSSC'

‘OTHR’

'XFMC'

'XFSC'

'XXMC'

'XXSC'

Reference data for the purpose of transparency calculations

MiFID II 95 Issuer of the underlying bond Interest rate derivatives 16

{LEI}

Reference data for the purpose of transparency calculations

MiFID II 96 Maturity date of the underlying bond Interest rate derivatives 17

{DATEFORMAT}

Reference data for the purpose of transparency calculations

MiFID II 97 Notional currency of the swaption Interest rate derivatives 18

{CURRENCYCODE_3}

Reference data for the purpose of transparency calculations

MiFID II 98 Maturity of the underlying swap Interest rate derivatives 19

{DATEFORMAT}

Reference data for the purpose of transparency calculations

MiFID II 99 Inflation index ISIN code Interest rate derivatives 20

{ISIN}

Reference data for the purpose of transparency calculations

MiFID II 100 Inflation index name Interest rate derivatives 21

{ALPHANUM-25}

Reference data for the purpose of transparency calculations

MiFID II 101 Reference rate Interest rate derivatives 22

{ALPHANUM-25}

{INDEX}

Reference data for the purpose of transparency calculations

MiFID II 102 IR Term of contract Interest rate derivatives 23

{INTEGER-3}

Reference data for the purpose of transparency calculations

MiFID II 103 Contract sub-type Foreign exchange derivatives 24

[Flags]

'DLVB'

'NDLV'

Reference data for the purpose of transparency calculations

MiFID II 104 Underlying type Equity derivatives 25

[Flags]

Reference data for the purpose of transparency calculations

MiFID II 105 Parameter Equity derivatives 26

[Flags]

'PRBP'

'PRDV'

'PRVA'

'PRVO'

Reference data for the purpose of transparency calculations

MiFID II 106 Underlying type Contracts for difference 27

[Flags]

'BOND'

'COMM'

'CURR'

'EQUI'

'FTEQ'

'OPEQ'

‘OTHR’

Reference data for the purpose of transparency calculations

MiFID II 107 Notional currency 1 Contracts for difference 28

{CURRENCYCODE_3}

Reference data for the purpose of transparency calculations

MiFID II 108 Notional currency 2 Contracts for difference 29

{CURRENCYCODE_3}

Reference data for the purpose of transparency calculations

MiFID II 109 ISIN code of the underlying credit default swap Credit derivatives 30

{ISIN}

Reference data for the purpose of transparency calculations

MiFID II 110 Underlying Index code Credit derivatives 31

{ISIN}

Reference data for the purpose of transparency calculations

MiFID II 111 Underlying Index name Credit derivatives 32

{ALPHANUM-25}

Reference data for the purpose of transparency calculations

MiFID II 93 Notional currency 14

{CURRENCYCODE_3}

Reference data for the purpose of transparency calculations

MiFID II 112 Series Credit derivatives 33

{DECIMAL-18/17}

Reference data for the purpose of transparency calculations

MiFID II 113 Version Credit derivatives 34

{DECIMAL-18/17}

Reference data for the purpose of transparency calculations

MiFID II 114 Roll months Credit derivatives 35

[Flags]

'01'

'02'

'03'

'04'

'05'

'06'

'07'

'08'

'09'

'10'

'11'

'12'

Reference data for the purpose of transparency calculations

MiFID II 115 Next roll date Credit derivatives 36

{DATEFORMAT}

Reference data for the purpose of transparency calculations

MiFID II 116 Issuer of sovereign and public type Credit derivatives 37

{BOOLEAN}

Reference data for the purpose of transparency calculations

MiFID II 117 Reference obligation Credit derivatives 38

{ISIN}

Reference data for the purpose of transparency calculations

MiFID II 118 Reference entity Credit derivatives 39

{COUNTRYCODE_2}

{ISO 3166-2 Country}-{ALPHANUM-3}

{LEI}

Reference data for the purpose of transparency calculations

MiFID II 119 Notional currency Credit derivatives 40

{CURRENCYCODE_3}

Reference data for the purpose of transparency calculations

MiFID II 120 Report status 1

[Flags]

'CANC'

'NEWT'

Transaction Reporting

MiFID II 121 Transaction Reference Number 2

{ALPHANUM-52}

Transaction Reporting

MiFID II 122 Trading venue transaction identification code 3

{ALPHANUM-52}

Transaction Reporting

MiFID II 123 Executing entity identification code 4

{LEI}

Transaction Reporting

MiFID II 125 Submitting entity identification code 6

{LEI}

Transaction Reporting

MiFID II 340 Instrument full name General Fields 2

{ALPHANUM-350}

Provision of reference data to competent authorities

MiFID II 377 Final Price Type Commodity Derivatives 39

[Flags]

'ARGM'

'BLTC'

'EXOF'

'GBCL’

'IHSM'

‘OTHR’

'PLAT'

Provision of reference data to competent authorities

MiFID II 131 Buyer decision maker code Buyer decision maker 12

{LEI}

{NATIONAL_ID}

Transaction Reporting

MiFID II 124 Investment Firm covered by Directive 2004/39/EC or Directive 2014/65/EU 5

{BOOLEAN}

Transaction Reporting

MiFID II 130 Buyer - date of birth Buyer details 11

{DATEFORMAT}

Transaction Reporting

MiFID II 447 Post-Trade Transparency flags

[Flags]

'ACTX'

'AMND'

'BENC'

'CANC'

‘COAF’

‘DATF’

‘FULA’

'FULF'

'FULJ'

'FULV'

‘FWAF’

'IDAF'

‘ILQD’

'LMTF'

‘LRGS'

'NPFT'

‘SIZE’

'TPAC'

'VOLO'

‘VOLW’

'XFPH'

Post-Trade Transparency

MiFID II 133 Buy decision maker – Surname(s) Buyer decision maker 14

{ALPHANUM-140}

Transaction Reporting

MiFID II 308 Median amount of time between acceptance of quote and execution 1(a)

Not Specified

Quality of Execution

MiFID II 341 Instrument classification General Fields 3

{CFI_CODE}

Provision of reference data to competent authorities

EMIR 650 Currency of the excess collateral posted Table 1 - Counterparty Data 33

{CURRENCYCODE_3}

Transaction Reporting

MiFID II 139 Trading date time Transaction details 28

{DATE_TIME_ FORMAT}

Transaction Reporting

MiFID II 140 Trading capacity Transaction details 29

[Flags]

‘AOTC’

‘DEAL’

‘MTCH’

Transaction Reporting

MiFID II 142 Quantity Transaction details 30

{DECIMAL-18/17}

{DECIMAL-18/5}

Transaction Reporting

MiFID II 143 Quantity currency Transaction details 31

{CURRENCYCODE_3}

Transaction Reporting

MiFID II 144 Derivative notional increase/decrease Transaction details 32

[Flags]

'DECR'

'INCR'

Transaction Reporting

MiFID II 145 Price 33

{DECIMAL-11/10}

{DECIMAL-18/13}

[Flags]

'PNDG'

Transaction Reporting

MiFID II 146 Price Currency Transaction details 34

{CURRENCYCODE_3}

Transaction Reporting

MiFID II 147 Net amount Transaction details 35

{DECIMAL-18/5}

Transaction Reporting

MiFID II 148 Venue Transaction details 36

{MIC}

Transaction Reporting

MiFID II 138 Transmitting identification code for the seller Transmission details 27

{LEI}

Transaction Reporting

MiFID II 354 Currency of nominal value Bonds or other forms of securitised debt related fields 16

{CURRENCYCODE_3}

Provision of reference data to competent authorities

MiFID II 365 Underlying issuer Derivatives and Securitised Derivatives related fields 27

{LEI}

Provision of reference data to competent authorities

MiFID II 378 Reference rate Interest rate derivatives 40

{ALPHANUM-25}

{INDEX}

Provision of reference data to competent authorities

MiFID II 149 Country of the branch membership Transaction details 37

{COUNTRYCODE_2}

Transaction Reporting

MiFID II 150 Up-front payment Transaction details 38

{DECIMAL-18/5}

Transaction Reporting

MiFID II 151 Up-front payment currency Transaction details 39

{CURRENCYCODE_3}

Transaction Reporting

MiFID II 152 Complex trade component id 40

{ALPHANUM-35}

Transaction Reporting

MiFID II 153 Instrument identification code Instrument details 41

{ISIN}

Transaction Reporting

MiFID II 309 Mean amount of time between RFQ and quote provision 1(b)

Not Specified

Quality of Execution

MiFID II 342 Commodities derivative indicator General Fields 4

{BOOLEAN}

Provision of reference data to competent authorities

MiFID II 355 Nominal value per unit/minimum traded value Bonds or other forms of securitised debt related fields 17

{DECIMAL-18/5}

Provision of reference data to competent authorities

MiFID II 160 Underlying index name ISIN alternatives 48

{ALPHANUM-25}

{INDEX}

Transaction Reporting

MiFID II 161 Term of the underlying index ISIN alternatives 49

{INTEGER-3}

Transaction Reporting

MiFID II 163 Strike price ISIN alternatives 51

{DECIMAL-11/10}

{DECIMAL-18/13}

[Flags]

'PNDG'

Transaction Reporting

MiFID II 164 Strike price currency ISIN alternatives 52

{CURRENCYCODE_3}

Transaction Reporting

MiFID II 165 Option exercise style ISIN alternatives 53

[Flags]

‘AMER’

‘ASIA’

‘BERM’

‘EURO'

‘OTHR’

Transaction Reporting

MiFID II 166 Maturity date ISIN alternatives 54

{DATEFORMAT}

Transaction Reporting

MiFID II 167 Expiry date ISIN alternatives 55

{DATEFORMAT}

Transaction Reporting

MiFID II 168 Delivery type ISIN alternatives 56

[Flags]

‘CASH'

‘OPTL’

‘PHYS’

Transaction Reporting

MiFID II 157 Notional currency 2 ISIN alternatives 45

{CURRENCYCODE_3}

Transaction Reporting

MiFID II 180 Name of any relevant person acting on behalf of the client 2

Not Specified

Order Recordkeeping

MiFID II 169 Investment decision within firm Trader, algorithms, waivers and indicators 57

{ALPHANUM-50}

{NATIONAL_ID}

Transaction Reporting

EMIR 651 Excess collateral received Table 1 - Counterparty Data 34

{NUMERIC-20}

Transaction Reporting

MiFID II 170 Country of the branch responsible for the person making the investment decision Trader, algorithms, waivers and indicators 58

{COUNTRYCODE_2}

Transaction Reporting

MiFID II 171 Execution within firm 59

{ALPHANUM-50}

{NATIONAL_ID}

Transaction Reporting

MiFID II 172 Country of the branch supervising the person responsible for the execution Trader, algorithms, waivers and indicators 60

{COUNTRYCODE_2}

Transaction Reporting

MiFID II 174 Short selling indicator 62

[Flags]

'NTAV'

‘SELL’

'SESH'

‘SSEX’

Transaction Reporting

MiFID II 176 Commodity derivative indicator Trader, algorithms, waivers and indicators 64

{BOOLEAN}

Transaction Reporting

MiFID II 177 Securities financing transaction indicator Trader, algorithms, waivers and indicators 65

{BOOLEAN}

Transaction Reporting

MiFID II 52 Short selling indicator 27

[Flags]

‘SELL’

‘SSEX’

‘SSHO’

Order Recordkeeping

MiFID II 386 FX Type Foreign exchange derivatives 48

[Flags]

‘FOKV’

'FXCR'

'FXEM'

'FXMJ'

Provision of reference data to competent authorities

MiFID II 178 Name of the client 1

Not Specified

Order Recordkeeping

MiFID II 179 Designation of the client None

Not Specified

Order Recordkeeping

MiFID II 181 Designation of any relevant person acting on behalf of the client None

Not Specified

Order Recordkeeping

MiFID II 182 A designation to identify the trader (Trader ID) responsible within the investment firm for the investment decision 3

Not Specified

Order Recordkeeping

MiFID II 183 A designation to identify the algorithm (Algo ID) responsible within the investment firm for the investment decision 4

Not Specified

Order Recordkeeping

MiFID II 184 B/S indicator 5

Not Specified

Order Recordkeeping

MiFID II 185 Instrument identification 6

Not Specified

Order Recordkeeping

MiFID II 186 Unit price 7

Not Specified

Order Recordkeeping

MiFID II 187 Price notation None

Not Specified

Order Recordkeeping

MiFID II 188 Price 8

Not Specified

Order Recordkeeping

MiFID II 189 Price multiplier 9

Not Specified

Order Recordkeeping

MiFID II 190 Currency 1 10

Not Specified

Order Recordkeeping

MiFID II 191 Currency 2 11

Not Specified

Order Recordkeeping

MiFID II 192 Initial quantity 12

Not Specified

Order Recordkeeping

MiFID II 193 Quantity notation None

Not Specified

Order Recordkeeping

MiFID II 194 Validity period 13

Not Specified

Order Recordkeeping

MiFID II 195 Type of the order 14

Not Specified

Order Recordkeeping

MiFID II 196 Any other details, conditions and particular instructions from the client 15

Not Specified

Order Recordkeeping

MiFID II 197 Time of receipt of order or decision to deal 16

Not Specified

Order Recordkeeping

MiFID II 199 designation of the client None

Not Specified

Order Recordkeeping

MiFID II 200 A designation to identify the algorithm (Algo ID) responsible within the investment firm for the investment decision None

Not Specified

Order Recordkeeping

MiFID II 201 a designation to identify the Algo (Ago ID) responsible within the investment firm for the investment decision 4

Not Specified

Order Recordkeeping

MiFID II 202 Transaction reference number 5

Not Specified

Order Recordkeeping

MiFID II 203 A designation to identify the order (Order ID) 6

Not Specified

Order Recordkeeping

MiFID II 204 the identification code of the order assigned by the trading venue upon receipt of the order None

Not Specified

Order Recordkeeping

MiFID II 205 Aggregated Order ID 8

Not Specified

Order Recordkeeping

MiFID II 206 The segment MIC code of the trading venue to which the order has been submitted 9

Not Specified

Order Recordkeeping

MiFID II 207 The name of the person to whom the order was transmitted 10

Not Specified

Order Recordkeeping

MiFID II 208 Other designation of the person to whom the order was transmitted None

Not Specified

Order Recordkeeping

MiFID II 209 Designation to identify the Seller 11

Not Specified

Order Recordkeeping

MiFID II 210 Designation to identify the Buyer None

Not Specified

Order Recordkeeping

MiFID II 211 the trading capacity 12

Not Specified

Order Recordkeeping

MiFID II 212 A designation to identify the Trader (Trader ID) responsible for the execution 13

Not Specified

Order Recordkeeping

MiFID II 213 a designation to identify the Algo (Algo ID) responsible for the execution 14

Not Specified

Order Recordkeeping

MiFID II 214 B/S indicator 15

Not Specified

Order Recordkeeping

MiFID II 215 Instrument identification 16

Not Specified

Order Recordkeeping

MiFID II 217 Put/Call identifier 18

[Flags]

Not Specified

Order Recordkeeping

MiFID II 218 Strike price 19

Not Specified

Order Recordkeeping

MiFID II 219 Up-front payment 20

Not Specified

Order Recordkeeping

MiFID II 220 Delivery type 21

Not Specified

Order Recordkeeping

MiFID II 221 Option style 22

Not Specified

Order Recordkeeping

MiFID II 222 Maturity date 23

Not Specified

Order Recordkeeping

MiFID II 223 Unit price 24

Not Specified

Order Recordkeeping

MiFID II 224 Price notation None

Not Specified

Order Recordkeeping

MiFID II 225 Price 25

Not Specified

Order Recordkeeping

MiFID II 226 Price multiplier 26

Not Specified

Order Recordkeeping

MiFID II 227 Currency 1 27

Not Specified

Order Recordkeeping

MiFID II 228 Remaining quantity 29

Not Specified

Order Recordkeeping

MiFID II 229 Modified quantity 30

Not Specified

Order Recordkeeping

MiFID II 230 executed quantity 31

Not Specified

Order Recordkeeping

MiFID II 231 The date and exact time of submission of the order or decision to deal 32

Not Specified

Order Recordkeeping

MiFID II 216 Ultimate underlying 17

Not Specified

Order Recordkeeping

MiFID II 343 Issuer or operator of the trading venue identifier Issuer related fields 5

{LEI}

Provision of reference data to competent authorities

MiFID II 232 the date and exact time of any message that is transmitted to and received from the trading venue in relation to any events 33

Not Specified

Order Recordkeeping

MiFID II 233 The date and exact time any message that is transmitted to and received from another investment firm in relation to any events 34

Not Specified

Order Recordkeeping

MiFID II 234 Any message that is transmitted to and received from the trading venue in relation to orders placed by the investment firm 35

Not Specified

Order Recordkeeping

MiFID II 235 Any other details and conditions that was submitted to and received from another investment firm in relation with the order 36

Not Specified

Order Recordkeeping

MiFID II 236 Sequence number 37

Not Specified

Order Recordkeeping

MiFID II 237 Short selling flag 38

Not Specified

Order Recordkeeping

MiFID II 238 SSR exemption flag 39

Not Specified

Order Recordkeeping

MiFID II 239 Waiver flag 40

Not Specified

Order Recordkeeping

EMIR 652 Currency of the excess collateral received Table 1 - Counterparty Data 35

{CURRENCYCODE_3}

Transaction Reporting

EMIR 669 Execution timestamp Table 2 - Common Data 25

{DATE_TIME_ FORMAT}

Transaction Reporting

EMIR 696 Floating rate reset frequency leg 1 — multiplier Table 2 - Common Data 52

{INTEGER-3}

Transaction Reporting

MiFID II 240 Top 5 Instrument Classification Retail & Professional Clients None

Not Specified

Top 5 Venues

MiFID II 242 Venue identifier Retail & Professional Clients None

{LEI}

{MIC}

Top 5 Venues

MiFID II 241 Venue name Retail & Professional Clients None

Not Specified

Top 5 Venues

MiFID II 244 Proportion of orders executed as percentage of total in that class Retail Clients & Professional Clients & All Executed Client Orders None

Not Specified

Top 5 Venues

MiFID II 356 Fixed rate Bonds or other forms of securitised debt related fields 18

{DECIMAL-11/10}

Provision of reference data to competent authorities

MiFID II 248 Percentage of aggressive orders Retail Clients & Professional Clients None

Not Specified

Top 5 Venues

MiFID II 246 Percentage of directed orders Retail & Professional Clients None

Not Specified

Top 5 Venues

MiFID II 243 Proportion of volume traded as a percentage of total in that class Retail Clients & Professional Clients & All Executed Client Orders None

Not Specified

Top 5 Venues

MiFID II 247 Notification if <1 average trade per business day in the previous year Retail Clients & Professional Clients & All Executed Client Orders None

{BOOLEAN}

Top 5 Venues

MiFID II 245 Percentage of passive orders Retail & Professional Clients None

Not Specified

Top 5 Venues

MiFID II 129 Buyer - surname(s) Buyer details 10

{ALPHANUM-140}

Transaction Reporting

MiFID II 254 Nature of outages 1(e)

Not Specified

Quality of Execution

MiFID II 257 Nature of scheduled auctions 1(f)

Not Specified

Quality of Execution

MiFID II 261 Percentage value of failed transactions 1(h)

Not Specified

Quality of Execution

MiFID II 256 Average duration of outages 1(e)

Not Specified

Quality of Execution

MiFID II 259 Average duration of scheduled auctions 1(f)

Not Specified

Quality of Execution

MiFID II 258 Number of scheduled auctions 1(f)

Not Specified

Quality of Execution

MiFID II 249 Summary of analysis and conclusions 4

Free text

Top 5 Venues

MiFID II 268 Price multiplier For financial instruments that do not have identifiers 2(b)(i)

Not Specified

Quality of Execution

MiFID II 267 Currency of the underlying instrument For financial instruments that do not have identifiers 2(b)(i)

Not Specified

Quality of Execution

MiFID II 344 Trading venue identifier Venue related fields 6

{MIC}

Provision of reference data to competent authorities

MiFID II 357 Identifier of the index/benchmark of a floating rate bond Bonds or other forms of securitised debt related fields 19

{ISIN}

Provision of reference data to competent authorities

MiFID II 388 Instrument identification code

{ISIN}

Post-Trade Transparency

MiFID II 198 name of the client 1

Not Specified

Order Recordkeeping

MiFID II 77 Venue of publication None

{MIC}

Post-Trade Transparency

MiFID II 76 Publication Date and Time None

{DATE_TIME_ FORMAT}

Post-Trade Transparency

MiFID II 274 Quantity in measurement unit None

{DECIMAL-18/17}

Post-Trade Transparency

MiFID II 251 Venue identifier of the execution venue 1(a)

{LEI}

{MIC}

Quality of Execution

MiFID II 250 Name of the execution venue 1(a)

Not Specified

Quality of Execution

MiFID II 253 date of the trading day 1(d)

{DATEFORMAT}

Quality of Execution

MiFID II 260 Number of failed transactions 1(g)

Not Specified

Quality of Execution

MiFID II 272 Name of the market segment 1(c)

Not Specified

Quality of Execution

MiFID II 273 Market segment identifier 1(c)

{MIC}

Quality of Execution

MiFID II 264 Instrument classification 2(a,b)(ii)

{CFI_CODE}

Quality of Execution

MiFID II 262 Name of financial instrument 2(a,b)(i)

Not Specified

Quality of Execution

MiFID II 265 Currency 2(ab)(iii)

{CURRENCYCODE_3}

Quality of Execution

MiFID II 263 Financial instrument identifier For financial instruments that have identifiers 2(a)(i)

{ISIN}

Quality of Execution

MiFID II 271 Delivery type For financial instruments that do not have identifiers 2(b)(i)

Not Specified

Quality of Execution

MiFID II 270 Quantity notation For financial instruments that do not have identifiers 2(b)(i)

Not Specified

Quality of Execution

MiFID II 269 Price notation For financial instruments that do not have identifiers 2(b)(i)

Not Specified

Quality of Execution

MiFID II 65 Instrument identification code None

{ISIN}

Post-Trade Transparency

MiFID II 128 Buyer - first name(s) Buyer details 9

{ALPHANUM-140}

Transaction Reporting

MiFID II 154 Instrument full name ISIN alternatives 42

{ALPHANUM-350}

Transaction Reporting

MiFID II 155 Instrument classification ISIN alternatives 43

{CFI_CODE}

Transaction Reporting

MiFID II 156 Notional currency 1 ISIN alternatives 44

{CURRENCYCODE_3}

Transaction Reporting

MiFID II 310 Median amount of time between RFQ and quote provision 1(b)

Not Specified

Quality of Execution

MiFID II 345 Financial instrument short name Venue related fields 7

{FISN}

Provision of reference data to competent authorities

MiFID II 285 total value during time window Intra-day information 1(a)(iii)

Not Specified

Quality of Execution

MiFID II 158 Price multiplier ISIN alternatives 46

{DECIMAL-18/17}

Transaction Reporting

MiFID II 159 Underlying instrument code ISIN alternatives 47

{ISIN}

Transaction Reporting

MiFID II 162 Option type ISIN alternatives 50

[Flags]

'CALL'

‘OTHR’

'PUTO'

Transaction Reporting

MiFID II 136 Transmission of order indicator Transmission details 25

{BOOLEAN}

Transaction Reporting

MiFID II 137 Transmitting firm identification code for the buyer Transmission details 26

{LEI}

Transaction Reporting

EMIR 670 Effective date Table 2 - Common Data 26

{DATEFORMAT}

Transaction Reporting

EMIR 690 Fixed rate payment frequency leg 2 – multiplier Table 2 - Common Data 46

{INTEGER-3}

Transaction Reporting

MiFID II 311 Best bid price 1(a)

Not Specified

Quality of Execution

MiFID II 278 Seller - surname(s) Seller details 19

{ALPHANUM-140}

Transaction Reporting

MiFID II 283 Sell decision maker - Date of birth Seller decision maker 24

{DATEFORMAT}

Transaction Reporting

MiFID II 346 Request for admission to trading by issuer Venue related fields 8

{BOOLEAN}

Provision of reference data to competent authorities

MiFID II 360 Base Point Spread of the index/benchmark of a floating rate bond Bonds or other forms of securitised debt related fields 22

{INTEGER-5}

Provision of reference data to competent authorities

MiFID II 135 Seller identification code Seller details and decision maker 16

[Flags]

{LEI}

{MIC}

{NATIONAL_ID}

'INTC'

Transaction Reporting

MiFID II 127 Country of the branch for the buyer Buyer details 8

{COUNTRYCODE_2}

Transaction Reporting

MiFID II 132 Buy decision maker - First Name(s) Buyer decision maker 13

{ALPHANUM-140}

Transaction Reporting

EMIR 671 Maturity date Table 2 - Common Data 27

{DATEFORMAT}

Transaction Reporting

MiFID II 134 Buy decision maker - Date of birth Buyer decision maker 15

{DATEFORMAT}

Transaction Reporting

MiFID II 312 Best offer price 1(a)

Not Specified

Quality of Execution

MiFID II 347 Date of approval of the admission to trading Venue related fields 9

{DATE_TIME_ FORMAT}

Provision of reference data to competent authorities

MiFID II 323 Median time between order or quote receipt and execution 2(g)

Not Specified

Quality of Execution

MiFID II 358 Name of the index/benchmark of a floating rate bond Bonds or other forms of securitised debt related fields 20

{ALPHANUM-25}

{INDEX}

Provision of reference data to competent authorities

MiFID II 361 Seniority of the bond Bonds or other forms of securitised debt related fields 23

[Flags]

'JUND'

'MZZD'

'SBOD'

'SNDB'

Provision of reference data to competent authorities

MiFID II 313 Volume at best offer price 1(a)

Not Specified

Quality of Execution

MiFID II 348 Date of request for admission to trading Venue related fields 10

{DATE_TIME_ FORMAT}

Provision of reference data to competent authorities

MiFID II 276 Country of the branch for the seller Seller details 17

{COUNTRYCODE_2}

Transaction Reporting

MiFID II 277 Seller - first name(s) Seller details 18

{ALPHANUM-140}

Transaction Reporting

MiFID II 362 Expiry date Derivatives and Securitised Derivatives related fields 24

{DATEFORMAT}

Provision of reference data to competent authorities

MiFID II 69 Price Currency

{CURRENCYCODE_3}

Post-Trade Transparency

EMIR 672 Termination date Table 2 - Common Data 28

{DATEFORMAT}

Transaction Reporting

EMIR 678 Clearing obligation Table 2 - Common Data 34

{BOOLEAN}

Transaction Reporting

MiFID II 279 Seller - date of birth Seller details 20

{DATEFORMAT}

Transaction Reporting

MiFID II 280 Seller decision maker code Seller decision maker 21

{LEI}

{NATIONAL_ID}

Transaction Reporting

MiFID II 281 Sell decision maker - First Name(s) Seller decision maker 22

{ALPHANUM-140}

Transaction Reporting

MiFID II 282 Sell decision maker – Surname(s) Seller decision maker 23

{ALPHANUM-140}

Transaction Reporting

MiFID II 314 Volume at best bid price 1(a)

Not Specified

Quality of Execution

MiFID II 349 Date of admission to trading or date of first trade Venue related fields 11

{DATE_TIME_ FORMAT}

Provision of reference data to competent authorities

MiFID II 352 Total issued nominal amount Bonds or other forms of securitised debt related fields 14

{DECIMAL-18/5}

Provision of reference data to competent authorities

MiFID II 363 Price multiplier Derivatives and Securitised Derivatives related fields 25

{DECIMAL-18/17}

Provision of reference data to competent authorities

MiFID II 366 Underlying index name Derivatives and Securitised Derivatives related fields 28

{ALPHANUM-25}

{INDEX}

Provision of reference data to competent authorities

MiFID II 293 Best offer of first transaction after time window Intra-day information 1(a)(x)

Not Specified

Quality of Execution

MiFID II 295 Simple daily average transaction price Daily information 1(b)(i)

Not Specified

Quality of Execution

EMIR 673 Settlement date Table 2 - Common Data 29

{DATEFORMAT}

Transaction Reporting

EMIR 680 Clearing timestamp Table 2 - Common Data 36

{DATE_TIME_ FORMAT}

Transaction Reporting

EMIR 692 Floating rate payment frequency leg 1 – multiplier Table 2 - Common Data 48

{INTEGER-3}

Transaction Reporting

MiFID II 296 Volume-weighted average transaction price Daily information 1(b)(i)

Not Specified

Quality of Execution

MiFID II 287 Execution time of first transaction after time window Intra-day information 1(a)(vi)

Not Specified

Quality of Execution

MiFID II 289 Trading System of first transaction after time window Intra-day information 1(a)(viii)

Not Specified

Quality of Execution

MiFID II 288 Size of first transaction after time window Intra-day information 1(a)(vii)

Not Specified

Quality of Execution

MiFID II 291 Trading Platform of first transaction after time window Intra-day information 1(a)(ix)

Not Specified

Quality of Execution

MiFID II 294 Reference Price of first transaction after time window Intra-day information 1(a)(x)

Not Specified

Quality of Execution

MiFID II 292 Best bid of first transaction after time window Intra-day information 1(a)(x)

Not Specified

Quality of Execution

MiFID II 299 Number of received orders or RFQs (a)

Not Specified

Quality of Execution

MiFID II 301 Value of executed transactions (b)

Not Specified

Quality of Execution

MiFID II 300 Number of executed transactions (b)

Not Specified

Quality of Execution

MiFID II 302 Number of cancelled or withdrawn orders or RFQs (c)

Not Specified

Quality of Execution

MiFID II 303 Number of orders or RFQs received that were modified (d)

Not Specified

Quality of Execution

MiFID II 304 Median daily transaction size (e)

Not Specified

Quality of Execution

MiFID II 306 Median daily order or RFQ size (f)

Not Specified

Quality of Execution

MiFID II 305 Number of designated market makers (g)

Not Specified

Quality of Execution

MiFID II 252 country of location of the competent authority 1(b)

Not Specified

Quality of Execution

MiFID II 298 Lowest executed daily price Daily information 1(b)(iiI)

Not Specified

Quality of Execution

MiFID II 290 Trading Mode of first transaction after time window Intra-day Information 1(a)(viii)

Not Specified

Quality of Execution

MiFID II 255 Number of outages 1(e)

Not Specified

Quality of Execution

MiFID II 297 Highest executed daily price Daily information 1(b)(ii)

Not Specified

Quality of Execution

MiFID II 284 Average price during time window Intra-day information 1(a)(i,ii)

Not Specified

Quality of Execution

MiFID II 317 Average volume at best bid and offer 2(b)

Not Specified

Quality of Execution

MiFID II 286 Price of first transaction after time window Intra-day information 1(a)(iv,v)

Not Specified

Quality of Execution

EMIR 681 CCP Table 2 - Common Data 37

{LEI}

Transaction Reporting

MiFID II 318 Average spread at best bid and offer 2(c)

Not Specified

Quality of Execution

MiFID II 321 Average book depth for 3 price increments 2(f)

Not Specified

Quality of Execution

MiFID II 326 Number of Immediate or Cancel orders that got zero fill 2(j)

Not Specified

Quality of Execution

MiFID II 327 Number of Large In Scale transactions executed 2(k)

Not Specified

Quality of Execution

MiFID II 333 Nature of trading suspensions due to venue decision 2(n)

Not Specified

Quality of Execution

MiFID II 316 Average effective spread 2(a)

Not Specified

Quality of Execution

MiFID II 330 Value of non-held non-LIS transactions executed 2(l)

Not Specified

Quality of Execution

MiFID II 332 Average duration of trading interruptions due to volatility auction or circuit breaker 2(m)

Not Specified

Quality of Execution

MiFID II 334 Number of trading suspensions due to venue decision 2(n)

Not Specified

Quality of Execution

EMIR 682 Intragroup Table 2 - Common Data 38

{BOOLEAN}

Transaction Reporting

MiFID II 315 book depth for three price increments 1(b)

Not Specified

Quality of Execution

MiFID II 319 Number of cancellations at best bid and offer 2(d)

Not Specified

Quality of Execution

MiFID II 320 Number of modifications at best bid and offer 2(e)

Not Specified

Quality of Execution

MiFID II 324 Average speed of execution for passive orders 2(h)

Not Specified

Quality of Execution

MiFID II 322 Mean time between order or quote receipt and execution 2(g)

Not Specified

Quality of Execution

MiFID II 325 Number of Fill or Kill orders that failed 2(i)

Not Specified

Quality of Execution

MiFID II 328 Value of Large In Scale transactions executed 2(k)

Not Specified

Quality of Execution

MiFID II 329 Number of non-held non-LIS transactions executed 2(l)

Not Specified

Quality of Execution

EMIR 658 Complex trade component ID Table 2 - Common Data 14

{ALPHANUM-35}

Transaction Reporting

MiFID II 331 Number of trading interruptions due to volatility auction or circuit breaker 2(m)

Not Specified

Quality of Execution

MiFID II 335 Average duration of trading suspensions due to venue decision 2(n)

Not Specified

Quality of Execution

MiFID II 337 Average duration of 15 minute+ periods with no bids/offers 4(a)

Not Specified

Quality of Execution

MiFID II 336 Number of 15 minute+ periods with no bids/offers 4(a)

Not Specified

Quality of Execution

MiFID II 351 Notional currency 1 Notional related fields 13

{CURRENCYCODE_3}

Provision of reference data to competent authorities

MiFID II 359 Term of the index/benchmark of a floating rate bond. Bonds or other forms of securitised debt related fields 21

{INTEGER-3}

Provision of reference data to competent authorities

MiFID II 364 Underlying instrument code Derivatives and Securitised Derivatives related fields 26

{ISIN}

Provision of reference data to competent authorities

MiFID II 367 Term of the underlying index Derivatives and Securitised Derivatives related fields 29

{INDEX}

Provision of reference data to competent authorities

MiFID II 368 Option type Derivatives and Securitised Derivatives related fields 30

[Flags]

'CALL'

‘OTHR’

'PUTO'

Provision of reference data to competent authorities

MiFID II 369 Strike price Derivatives and Securitised Derivatives related fields 31

{DECIMAL-11/10}

{DECIMAL-18/13}

[Flags]

'PNDG'

Provision of reference data to competent authorities

MiFID II 371 Option exercise style Derivatives and Securitised Derivatives related fields 33

[Flags]

‘AMER’

‘ASIA’

‘BERM’

‘EURO'

‘OTHR’

Provision of reference data to competent authorities

MiFID II 372 Delivery type Derivatives and Securitised Derivatives related fields 34

[Flags]

‘CASH'

‘OPTL’

‘PHYS’

Provision of reference data to competent authorities

MiFID II 373 Base product Commodity derivatives 35

[Flags]

'AGRI'

'ENVR’

'FRGT'

'FRTL’

'INDP'

'INFL'

'MCEX'

'METL’

'NRGY'

'OEST’

'OTHC'

‘OTHR’

'PAPR'

'POLY'

Provision of reference data to competent authorities

MiFID II 374 Sub product Commodity derivatives 36

[Flags]

Provision of reference data to competent authorities

MiFID II 375 Further sub product Commodity derivatives 37

[Flags]

Provision of reference data to competent authorities

MiFID II 379 IR Term of contract Interest rate derivatives 41

{INTEGER-3}

Provision of reference data to competent authorities

MiFID II 380 Notional currency 2 Interest rate derivatives 42

{CURRENCYCODE_3}

Provision of reference data to competent authorities

MiFID II 381 Fixed rate of leg 1 Interest rate derivatives 43

{DECIMAL-11/10}

Provision of reference data to competent authorities

MiFID II 382 Fixed rate of leg 2 Interest rate derivatives 44

{DECIMAL-11/10}

Provision of reference data to competent authorities

MiFID II 383 Floating rate of leg 2 Interest rate derivatives 45

{ALPHANUM-25}

{INDEX}

Provision of reference data to competent authorities

MiFID II 384 IR Term of contract of leg 2 Interest rate derivatives 46

{INTEGER-3}

Provision of reference data to competent authorities

MiFID II 385 Notional currency 2 Foreign exchange derivatives 47

{CURRENCYCODE_3}

Provision of reference data to competent authorities

MiFID II 173 Waiver indicator Trader, algorithms, waivers and indicators 61

[Flags]

‘ILQD’

‘LRGS'

‘NLIQ’

‘OILQ’

‘PRIC’

'RFPT’

‘SIZE’

Transaction Reporting

MiFID II 8 Buy-Sell indicator 8

[Flags]

‘BUYI’

‘SELL’

Order Recordkeeping

MiFID II 387 Trading date and time

{DATE_TIME_ FORMAT}

Post-Trade Transparency

MiFID II 389 Quantity

{DECIMAL-18/17}

{DECIMAL-18/5}

Post-Trade Transparency

MiFID II 390 Venue of execution

[Flags]

{MIC}

'SINT'

Post-Trade Transparency

EMIR 659 Venue of execution Table 2 - Common Data 15

{MIC}

Transaction Reporting

MiFID II 66 Price

{DECIMAL-11/10}

{DECIMAL-18/13}

{DECIMAL-18/17}

[Flags]

'PNDG'

Post-Trade Transparency

MiFID II 391 Price -

{DECIMAL-11/10}

{DECIMAL-18/13}

[Flags]

'PNDG'

Post-Trade Transparency

MiFID II 403 Date and Time Section C – Date and time 9

{DATE_TIME_ FORMAT}

Order Recordkeeping

MiFID II 412 Financial instruments identification code Section F – Identification of the order 18

{ISIN}

Order Recordkeeping

MiFID II 433 Displayed quantity Section J – Order instructions 38

{DECIMAL-18/17}

{DECIMAL-18/5}

Order Recordkeeping

MiFID II 392 Publication date and time

{DATE_TIME_ FORMAT}

Post-Trade Transparency

MiFID II 393 Venue of Publication

{ALPHANUM-4}

{MIC}

Post-Trade Transparency

MiFID II 394 Transaction identification code

{ALPHANUM-52}

Post-Trade Transparency

MiFID II 395 Identification of the entity which submitted the order Section A - Identification of the relevant parties 1

{LEI}

Order Recordkeeping

MiFID II 396 Direct Electronic Access (DEA) Section A - Identification of the relevant parties 2

{BOOLEAN}

Order Recordkeeping

MiFID II 397 Client identification code Section A - Identification of the relevant parties 3

[Flags]

{LEI}

{NATIONAL_ID}

'AGGR'

'PNAL'

Order Recordkeeping

MiFID II 398 Investment decision within firm Section A - Identification of the relevant parties 4

{ALPHANUM-50}

{NATIONAL_ID}

Order Recordkeeping

EMIR 660 Compression Table 2 - Common Data 16

{BOOLEAN}

Transaction Reporting

EMIR 685 Fixed rate day count leg 1 Table 2 - Common Data 41

{DAYCOUNT_2}

Transaction Reporting

MiFID II 399 Execution within firm Section A - Identification of the relevant parties 5

{ALPHANUM-50}

{NATIONAL_ID}

Order Recordkeeping

MiFID II 400 Non-executing broker Section A - Identification of the relevant parties 6

{LEI}

Order Recordkeeping

MiFID II 401 Trading capacity Section B - Trading capacity and liquidity provision 7

[Flags]

‘AOTC’

‘DEAL’

‘MTCH’

Order Recordkeeping

MiFID II 402 Liquidity provision activity Section B - Trading capacity and liquidity provision 8

{BOOLEAN}

Order Recordkeeping

MiFID II 411 Order book code Section F – Identification of the order 17

{ALPHANUM-20}

Order Recordkeeping

MiFID II 413 Date of receipt Section F – Identification of the order 19

{DATEFORMAT}

Order Recordkeeping

MiFID II 420 Stop price Section I – Prices 26

{DECIMAL-11/10}

{DECIMAL-18/13}

Order Recordkeeping

MiFID II 404 Validity period Section D - Validity period and order restrictions 10

{ALPHANUM-4}

[Flags]

'FIKI'

‘FOKV’

‘GADT’

‘GAFD’

‘GAFT’

'GDAY'

'GTCA'

‘GTDT’

‘GTHD’

‘GTHT’

'IOCA'

Order Recordkeeping

MiFID II 405 Order restriction Section D - Validity period and order restrictions 11

{ALPHANUM-4}

[Flags]

‘SESR’

‘VFAR’

‘VFCR’

Order Recordkeeping

MiFID II 406 Validity period date and time Section D - Validity period and order restrictions 12

{DATE_TIME_ FORMAT}

Order Recordkeeping

MiFID II 407 Priority time stamp Section E – Priority and sequence number 13

{DATE_TIME_ FORMAT}

Order Recordkeeping

MiFID II 408 Priority size Section E – Priority and sequence number 14

{INTEGER-20}

Order Recordkeeping

MiFID II 409 Sequence number Section E – Priority and sequence number 15

{INTEGER-50}

Order Recordkeeping

MiFID II 410 Segment MIC code Section F – Identification of the order 16

{MIC}

Order Recordkeeping

MiFID II 414 Order identification code Section F – Identification of the order 20

{ALPHANUM-50}

Order Recordkeeping

MiFID II 415 New order, order modification, order cancellation, order rejections, partial or full execution Section G – Events affecting the order 21

{ALPHANUM-4}

[Flags]

‘CAME’

‘CAMO’

‘CHME’

‘CHMO’

‘EXPI’

'FILL'

‘NEWO’

‘PARF’

‘REMA’

‘REME’

‘REMH’

'REMO'

‘TRIG’

Order Recordkeeping

MiFID II 418 Limit price Section I – Prices 24

{DECIMAL-11/10}

{DECIMAL-18/13}

Order Recordkeeping

MiFID II 419 Additional limit Price Section I – Prices 25

{DECIMAL-11/10}

{DECIMAL-18/13}

Order Recordkeeping

MiFID II 425 Price notation Section I – Prices 31

[Flags]

'MONE'

'PERC'

'YIEL'

Order Recordkeeping

MiFID II 442 Routing Strategy Section J – Order instructions 47

{ALPHANUM-50}

Order Recordkeeping

MiFID II 421 Pegged limit price Section I – Prices 27

{DECIMAL-11/10}

{DECIMAL-18/13}

Order Recordkeeping

MiFID II 422 Transaction price Section I – Prices 28

{DECIMAL-11/10}

{DECIMAL-18/13}

Order Recordkeeping

MiFID II 423 Price currency Section I – Prices 29

{CURRENCYCODE_3}

Order Recordkeeping

MiFID II 424 Currency of leg 2 Section I – Prices 30

{CURRENCYCODE_3}

Order Recordkeeping

MiFID II 417 Order type classification Section H – Type of order 23

[Flags]

'LMTO'

'STOP'

Order Recordkeeping

MiFID II 426 Buy-sell indicator Section J – Order instructions 32

[Flags]

‘BUYI’

‘SELL’

Order Recordkeeping

MiFID II 427 Order status Section J – Order instructions 33

[Flags]

'ACTI'

'FIRM'

'IMPL'

'INAC'

'INDI'

'ROUT'

Order Recordkeeping

MiFID II 429 Quantity notation Section J – Order instructions 34

[Flags]

'MONE'

‘NOML’

‘UNIT’

Order Recordkeeping

MiFID II 430 Quantity currency Section J – Order instructions 35

{CURRENCYCODE_3}

Order Recordkeeping

EMIR 661 Price/rate Table 2 - Common Data 17

{NUMERIC-20}

Transaction Reporting

EMIR 675 Master Agreement version Table 2 - Common Data 31

{YEAR}

Transaction Reporting

MiFID II 431 Initial quantity Section J – Order instructions 36

{DECIMAL-18/17}

{DECIMAL-18/5}

Order Recordkeeping

MiFID II 432 Remaining quantity including hidden Section J – Order instructions 37

{DECIMAL-18/17}

{DECIMAL-18/5}

Order Recordkeeping

MiFID II 434 Traded quantity Section J – Order instructions 39

{DECIMAL-18/17}

{DECIMAL-18/5}

Order Recordkeeping

MiFID II 435 Minimum Acceptable Quantity (MAQ) Section J – Order instructions 40

{DECIMAL-18/17}

{DECIMAL-18/5}

Order Recordkeeping

MiFID II 436 Minimum executable size (MES) Section J – Order instructions 41

{DECIMAL-18/17}

{DECIMAL-18/5}

Order Recordkeeping

MiFID II 437 MES first execution only Section J – Order instructions 42

{BOOLEAN}

Order Recordkeeping

MiFID II 438 Passive only indicator Section J – Order instructions 43

{BOOLEAN}

Order Recordkeeping

MiFID II 439 Passive or aggressive indicator Section J – Order instructions 44

[Flags]

'AGRE'

'PASV'

Order Recordkeeping

MiFID II 440 Self-Execution Prevention Section J – Order instructions 45

{BOOLEAN}

Order Recordkeeping

MiFID II 441 Strategy Linked Order identification Section J – Order instructions 46

{ALPHANUM-50}

Order Recordkeeping

MiFID II 443 Trading venue transaction identification code Section J – Order instructions 48

{ALPHANUM-52}

Order Recordkeeping

MiFID II 444 Trading phases Section K – Trading phases, indicative auction price and volume 49

{ALPHANUM-50}

Order Recordkeeping

MiFID II 445 Indicative auction price Section K – Trading phases, indicative auction price and volume 50

{DECIMAL-11/10}

{DECIMAL-18/5}

Order Recordkeeping

MiFID II 446 Indicative auction volume Section K – Trading phases, indicative auction price and volume 51

{DECIMAL-18/17}

{DECIMAL-18/5}

Order Recordkeeping

MiFID II 175 OTC post-trade indicator Trader, algorithms, waivers and indicators 63

[Flags]

'ACTX'

'ALGO'

'AMND'

'BENC'

'CANC'

'DUPL'

‘ILQD’

‘LRGS'

‘NLIQ’

'NPFT'

‘OILQ’

‘PRIC’

'RFPT'

'RPRI'

'SDIV'

‘SIZE’

'TNCP'

'TPAC'

'XFPH'

Transaction Reporting

EMIR 640 Underlying identification Table 2 - Common Data 8

{AII}

{ISIN}

{UPI}

Transaction Reporting

EMIR 662 Price notation Table 2 - Common Data 18

{PRICE_NOTATION}

Transaction Reporting

MiFID II 126 Buyer identification code Buyer details 7

[Flags]

{LEI}

{MIC}

{NATIONAL_ID}

'INTC'

Transaction Reporting

MiFID II 448 cost description - execution fees (a)(i)

Not Specified

Quality of Execution

MiFID II 449 cost description - fees for the submission, modification or cancellation of orders or quotes withdrawals (a)(ii)

Not Specified

Quality of Execution

MiFID II 450 cost description - fees related to market data access and use of terminals (a)(iii)

Not Specified

Quality of Execution

MiFID II 451 cost description - clearing and settlement fees and any other fees paid to third parties involved in the execution of the order (a)(iv)

Not Specified

Quality of Execution

MiFID II 452 cost description - rebates, discounts, other payments to users of execution venue (b)

Not Specified

Quality of Execution

MiFID II 453 cost description - non-monetary benefits for users of execution venue (c)

Not Specified

Quality of Execution

EMIR 653 Notional currency Table 2 - Common Data 9

{CURRENCYCODE_3}

Transaction Reporting

MiFID II 454 cost description - taxes and levies (d)

Not Specified

Quality of Execution

MiFID II 455 link to website with further cost information (e)

Not Specified

Quality of Execution

MiFID II 456 rebates, discounts, non-monetary benefits as percentage of total traded value (f)

Not Specified

Quality of Execution

MiFID II 457 total value of costs excluding rebates, discounts, non-monetary benefits as percentage of total traded value (g)

Not Specified

Quality of Execution

MiFID II 459 Securities Financing Transaction Indicator

Not Specified

Top 5 Venues

MiFID II 458 failed (voided) transaction

Not Specified

Quality of Execution

MiFID II 460 Transmission of order indicator Answer 7

Not Specified

Top 5 Venues

MiFID II 2 Client surname (s) 2

{ALPHANUM-140}

Order Recordkeeping

SFTR 464 Nature of the reporting counterparty Table 1 - Counterparty Data 4

[Flags]

'F'

'N'

Transaction Reporting

SFTR 462 Reporting timestamp Table 1 - Counterparty Data 1

{DATE_TIME_ FORMAT}

Transaction Reporting

SFTR 489 Master agreement version Table 2 - Loan and Collateral Data 11

{DATEFORMAT}

{YEAR}

Transaction Reporting

SFTR 461 Report submitting entity Table 1 - Counterparty Data 2

{LEI}

Transaction Reporting

SFTR 490 Execution timestamp Table 2 - Loan and Collateral Data 12

{DATE_TIME_ FORMAT}

Transaction Reporting

SFTR 491 Value date (Start Date) Table 2 - Loan and Collateral Data 13

{DATEFORMAT}

Transaction Reporting

SFTR 493 Termination date Table 2 - Loan and Collateral Data 15

{DATEFORMAT}

Transaction Reporting

SFTR 517 Security identifier Table 2 - Loan and Collateral Data 41

{ISIN}

Transaction Reporting

SFTR 519 Base Product Table 2 - Loan and Collateral Data 43

{ALPHANUM-4}

Transaction Reporting

EMIR 654 Notional currency 2 Table 2 - Common Data 10

{CURRENCYCODE_3}

Transaction Reporting

EMIR 663 Currency of price Table 2 - Common Data 19

{CURRENCYCODE_3}

Transaction Reporting

EMIR 676 Confirmation timestamp Table 2 - Common Data 32

{DATE_TIME_ FORMAT}

Transaction Reporting

SFTR 467 Branch of the reporting counterparty Table 1 - Counterparty Data 7

{COUNTRYCODE_2}

{LEI}

Transaction Reporting

SFTR 466 Additional sector classification Table 1 - Counterparty Data 6

[Flags]

'AIF'

'ETF'

'MMF'

‘OTHR’

'REIT'

Transaction Reporting

SFTR 480 Report tracking number Table 2 - Loan and Collateral Data 2

{ALPHANUM-52}

Transaction Reporting

SFTR 468 Branch of the other counterparty Table 1 - Counterparty Data 8

{COUNTRYCODE_2}

{LEI}

Transaction Reporting

SFTR 469 Counterparty side Table 1 - Counterparty Data 9

[Flags]

'GIVE'

'TAKE'

Transaction Reporting

SFTR 471 Other counterparty Table 1 - Counterparty Data 11

{LEI}

Transaction Reporting

SFTR 472 Country of the other counterparty Table 1 - Counterparty Data 12

{COUNTRYCODE_2}

Transaction Reporting

SFTR 473 Beneficiary Table 1 - Counterparty Data 13

{ALPHANUM-50}

{LEI}

Transaction Reporting

SFTR 474 Tri-party agent Table 1 - Counterparty Data 14

{LEI}

Transaction Reporting

SFTR 475 Broker Table 1 - Counterparty Data 15

{LEI}

Transaction Reporting

SFTR 476 Clearing member Table 1 - Counterparty Data 16

{LEI}

Transaction Reporting

SFTR 477 CSD participant or indirect participant Table 1 - Counterparty Data 17

{LEI}

Transaction Reporting

SFTR 478 Agent lender Table 1 - Counterparty Data 18

{LEI}

Transaction Reporting

SFTR 479 Unique Transaction Identifier (UTI) Table 2 - Loan and Collateral Data 1

{ALPHANUM-52}

Transaction Reporting

SFTR 481 Event date Table 2 - Loan and Collateral Data 3

{DATEFORMAT}

Transaction Reporting

SFTR 482 Type of SFT Table 2 - Loan and Collateral Data 4

{SFT_TYPE}

Transaction Reporting

SFTR 483 Cleared Table 2 - Loan and Collateral Data 5

{BOOLEAN}

Transaction Reporting

SFTR 484 Clearing timestamp Table 2 - Loan and Collateral Data 6

{DATE_TIME_ FORMAT}

Transaction Reporting

SFTR 485 CCP Table 2 - Loan and Collateral Data 7

{LEI}

Transaction Reporting

SFTR 486 Trading venue Table 2 - Loan and Collateral Data 8

{MIC}

Transaction Reporting

SFTR 487 Master agreement type Table 2 - Loan and Collateral Data 9

{MASTER_AGREEMENT}

Transaction Reporting

SFTR 488 Other master agreement Table 2 - Loan and Collateral Data 10

{ALPHANUM-50}

Transaction Reporting

EMIR 655 Deliverable currency Table 2 - Common Data 11

{CURRENCYCODE_3}

Transaction Reporting

SFTR 502 Floating rate reference period - time period Table 2 - Loan and Collateral Data 26

[Flags]

Transaction Reporting

SFTR 503 Floating rate reference period - multiplier Table 2 - Loan and Collateral Data 27

{INTEGER-3}

Transaction Reporting

SFTR 465 Sector of the reporting counterparty Table 1 - Counterparty Data 5

[Flags]

{NACE}

'AIFD'

'CCPS'

'CDTI'

'CSDS'

'INUN'

'INVF'

'ORPI'

'REIN'

'UCIT'

Transaction Reporting

SFTR 470 Entity responsible for the report Table 1 - Counterparty Data 10

{LEI}

Transaction Reporting

SFTR 492 Maturity Date (End date) Table 2 - Loan and Collateral Data 14

{DATEFORMAT}

Transaction Reporting

SFTR 494 Minimum notice period Table 2 - Loan and Collateral Data 16

{INTEGER-3}

Transaction Reporting

SFTR 495 Earliest call-back date Table 2 - Loan and Collateral Data 17

{DATEFORMAT}

Transaction Reporting

SFTR 496 General collateral indicator Table 2 - Loan and Collateral Data 18

{ALPHANUM-4}

'GENE'

'SPEC'

Transaction Reporting

SFTR 497 DBV indicator Table 2 - Loan and Collateral Data 19

{BOOLEAN}

Transaction Reporting

SFTR 498 Method used to provide collateral Table 2 - Loan and Collateral Data 20

[Flags]

'SICA'

'SIUR'

'TTCA'

Transaction Reporting

SFTR 499 Open Term Table 2 - Loan and Collateral Data 21

{BOOLEAN}

Transaction Reporting

SFTR 500 Termination optionality Table 2 - Loan and Collateral Data 22

[Flags]

'EGRN'

'ETSB'

Transaction Reporting

SFTR 501 Fixed rate Table 2 - Loan and Collateral Data 23

{DECIMAL-11/10}

Transaction Reporting

SFTR 505 Floating rate payment frequency - multiplier Table 2 - Loan and Collateral Data 29

{INTEGER-3}

Transaction Reporting

SFTR 508 Spread Table 2 - Loan and Collateral Data 32

{INTEGER-5}

Transaction Reporting

SFTR 507 Floating rate reset frequency - multiplier Table 2 - Loan and Collateral Data 31

{INTEGER-3}

Transaction Reporting

SFTR 509 Margin lending currency amount Table 2 - Loan and Collateral Data 33

{DECIMAL-18/5}

Transaction Reporting

SFTR 510 Margin lending currency Table 2 - Loan and Collateral Data 34

{CURRENCYCODE_3}

Transaction Reporting

SFTR 511 Adjusted rate Table 2 - Loan and Collateral Data 35

{DECIMAL-11/10}

Transaction Reporting

SFTR 512 Rate date Table 2 - Loan and Collateral Data 36

{DATEFORMAT}

Transaction Reporting

SFTR 513 Principal amount on value date Table 2 - Loan and Collateral Data 37

{DECIMAL-18/5}

Transaction Reporting

SFTR 514 Principal amount on maturity date Table 2 - Loan and Collateral Data 38

{DECIMAL-18/5}

Transaction Reporting

SFTR 515 Principal amount currency Table 2 - Loan and Collateral Data 39

{CURRENCYCODE_3}

Transaction Reporting

SFTR 516 Type of asset Table 2 - Loan and Collateral Data 40

[Flags]

'COMM'

'SECU'

Transaction Reporting

SFTR 518 Classification of a security Table 2 - Loan and Collateral Data 42

{CFI_CODE}

Transaction Reporting

SFTR 520 Floating rate Table 2 - Loan and Collateral Data 25

{ALPHANUM-25}

{INDEX}

Transaction Reporting

SFTR 521 Day count convention Table 2 - Loan and Collateral Data 24

{DAYCOUNT}

Transaction Reporting

SFTR 522 Quantity or nominal amount Table 2 - Loan and Collateral Data 46

{DECIMAL-18/5}

Transaction Reporting

SFTR 523 Currency of nominal amount Table 2 - Loan and Collateral Data 48

{CURRENCYCODE_3}

Transaction Reporting

SFTR 525 Price currency Table 2 - Loan and Collateral Data 50

{CURRENCYCODE_3}

Transaction Reporting

SFTR 526 Security quality Table 2 - Loan and Collateral Data 51

[Flags]

'INVG'

'NIVG'

'NOTR'

Transaction Reporting

SFTR 524 Commodity or security price Table 2 - Loan and Collateral Data 49

{DECIMAL-18/5}

Transaction Reporting

SFTR 527 Maturity of the security Table 2 - Loan and Collateral Data 52

{DATEFORMAT}

Transaction Reporting

SFTR 528 Juristiction of the issuer Table 2 - Loan and Collateral Data 53

{COUNTRYCODE_2}

Transaction Reporting

SFTR 529 LEI of the issuer Table 2 - Loan and Collateral Data 54

{LEI}

Transaction Reporting

SFTR 530 Security Type Table 2 - Loan and Collateral Data 55

{SECURITY_TYPE}

Transaction Reporting

SFTR 531 Loan value Table 2 - Loan and Collateral Data 56

{DECIMAL-18/5}

Transaction Reporting

SFTR 532 Market value Table 2 - Loan and Collateral Data 57

{DECIMAL-18/5}

Transaction Reporting

SFTR 533 Fixed rebate rate Table 2 - Loan and Collateral Data 58

{DECIMAL-11/10}

Transaction Reporting

SFTR 534 Floating rebate rate Table 2 - Loan and Collateral Data 59

{INDEX}

Transaction Reporting

SFTR 535 Floating rebate rate reference period - time period Table 2 - Loan and Collateral Data 60

{TIME_PERIOD}

Transaction Reporting

SFTR 536 Floating rebate rate reference period - multiplier Table 2 - Loan and Collateral Data 61

{INTEGER-3}

Transaction Reporting

SFTR 537 Floating rebate rate payment frequency - time period Table 2 - Loan and Collateral Data 62

{TIME_PERIOD}

Transaction Reporting

SFTR 538 Floating rebate rate payment frequency - multiplier Table 2 - Loan and Collateral Data 63

{INTEGER-3}

Transaction Reporting

SFTR 539 Floating rebate rate reset frequency - time period Table 2 - Loan and Collateral Data 64

{TIME_PERIOD}

Transaction Reporting

SFTR 540 Floating rebate rate reset frequency - multiplier Table 2 - Loan and Collateral Data 65

{INTEGER-3}

Transaction Reporting

SFTR 541 Spread of the rebate rate Table 2 - Loan and Collateral Data 66

{INTEGER-5}

Transaction Reporting

SFTR 542 Lending fee Table 2 - Loan and Collateral Data 67

{DECIMAL-11/10}

Transaction Reporting

SFTR 543 Exclusive arrangements Table 2 - Loan and Collateral Data 68

{BOOLEAN}

Transaction Reporting

SFTR 544 Outstanding margin loan Table 2 - Loan and Collateral Data 69

{DECIMAL-18/5}

Transaction Reporting

SFTR 545 Base currency of outstanding margin loan Table 2 - Loan and Collateral Data 70

{CURRENCYCODE_3}

Transaction Reporting

SFTR 546 Short market value Table 2 - Loan and Collateral Data 71

{DECIMAL-18/5}

Transaction Reporting

SFTR 547 Uncollateralised SL flag Table 2 - Loan and Collateral Data 72

{BOOLEAN}

Transaction Reporting

SFTR 548 Collateralisation of net exposure Table 2 - Loan and Collateral Data 73

{BOOLEAN}

Transaction Reporting

SFTR 549 Value date of the collateral Table 2 - Loan and Collateral Data 74

{DATEFORMAT}

Transaction Reporting

SFTR 550 Type of collateral component Table 2 - Loan and Collateral Data 75

[Flags]

‘CASH'

'COMM'

'SECU'

Transaction Reporting

SFTR 551 Cash collateral amount Table 2 - Loan and Collateral Data 76

{DECIMAL-18/5}

Transaction Reporting

SFTR 552 Cash collateral currency Table 2 - Loan and Collateral Data 77

{CURRENCYCODE_3}

Transaction Reporting

SFTR 553 Identification of a security used as collateral Table 2 - Loan and Collateral Data 78

{ISIN}

Transaction Reporting

SFTR 554 Classification of a security used as collateral Table 2 - Loan and Collateral Data 79

{CFI_CODE}

Transaction Reporting

SFTR 555 Collateral quantity or nominal amount Table 2 - Loan and Collateral Data 83

{DECIMAL-18/5}

Transaction Reporting

SFTR 556 Currency of collateral nominal amount Table 2 - Loan and Collateral Data 85

{CURRENCYCODE_3}

Transaction Reporting

SFTR 557 Price currency Table 2 - Loan and Collateral Data 86

{CURRENCYCODE_3}

Transaction Reporting

SFTR 558 Price per unit Table 2 - Loan and Collateral Data 87

{DECIMAL-18/5}

Transaction Reporting

SFTR 559 Collateral market value Table 2 - Loan and Collateral Data 88

{DECIMAL-18/5}

Transaction Reporting

SFTR 560 Haircut or margin Table 2 - Loan and Collateral Data 89

{DECIMAL-11/10}

Transaction Reporting

SFTR 561 Collateral quality Table 2 - Loan and Collateral Data 90

[Flags]

'INVG'

'NIVG'

'NOAP'

'NOTR'

Transaction Reporting

SFTR 562 Maturity of the security Table 2 - Loan and Collateral Data 91

{DATEFORMAT}

Transaction Reporting

SFTR 563 Jurisdiction of the issuer Table 2 - Loan and Collateral Data 92

{COUNTRYCODE_2}

Transaction Reporting

SFTR 564 LEI of the issuer Table 2 - Loan and Collateral Data 93

{LEI}

Transaction Reporting

SFTR 565 Collateral type Table 2 - Loan and Collateral Data 94

{SECURITY_TYPE}

Transaction Reporting

SFTR 566 Availability for collateral reuse Table 2 - Loan and Collateral Data 95

{BOOLEAN}

Transaction Reporting

SFTR 568 Portfolio code Table 2 - Loan and Collateral Data 97

{ALPHANUM-52}

Transaction Reporting

SFTR 567 Collateral basket identifier Table 2 - Loan and Collateral Data 96

[Flags]

{ISIN}

'NTAV'

Transaction Reporting

SFTR 569 Action type Table 2 - Loan and Collateral Data 98

{ACTION_TYPE}

Transaction Reporting

SFTR 570 Level Table 2 - Loan and Collateral Data 99

[Flags]

'PSTN'

'TCTN'

Transaction Reporting

SFTR 571 Reporting timestamp Table 3 - Margin Data 1

{DATE_TIME_ FORMAT}

Transaction Reporting

SFTR 506 Floating rate reset frequency - time period Table 2 - Loan and Collateral Data 30

{TIME_PERIOD}

Transaction Reporting

SFTR 572 Event date Table 3 - Margin Data 2

{DATEFORMAT}

Transaction Reporting

SFTR 573 Report submitting entity Table 3 - Margin Data 3

{LEI}

Transaction Reporting

SFTR 574 Reporting counterparty Table 3 - Margin Data 4

{LEI}

Transaction Reporting

SFTR 600 Reinvestment rate Table 4 - Re-use, Cash Reinvestment and Funding Sources Data 10

{DECIMAL-11/10}

Transaction Reporting

SFTR 575 Entity responsible for the report Table 3 - Margin Data 5

{LEI}

Transaction Reporting

SFTR 576 Other counterparty Table 3 - Margin Data 6

{LEI}

Transaction Reporting

SFTR 577 Portfolio code Table 3 - Margin Data 7

{ALPHANUM-52}

Transaction Reporting

SFTR 463 Reporting counterparty Table 1 - Counterparty Data 3

{LEI}

Transaction Reporting

SFTR 578 Initial margin posted Table 3 - Margin Data 8

{DECIMAL-18/5}

Transaction Reporting

SFTR 579 Currency of the initial margin posted Table 3 - Margin Data 9

{CURRENCYCODE_3}

Transaction Reporting

SFTR 580 Variation margin posted Table 3 - Margin Data 10

{DECIMAL-18/5}

Transaction Reporting

SFTR 581 Currency of the variation margins posted Table 3 - Margin Data 11

{CURRENCYCODE_3}

Transaction Reporting

SFTR 582 Initial margin received Table 3 - Margin Data 12

{DECIMAL-18/5}

Transaction Reporting

SFTR 583 Currency of the initial margin received Table 3 - Margin Data 13

{CURRENCYCODE_3}

Transaction Reporting

SFTR 584 Variation margin received Table 3 - Margin Data 14

{DECIMAL-18/5}

Transaction Reporting

SFTR 585 Currency of the variation margins received Table 3 - Margin Data 15

{CURRENCYCODE_3}

Transaction Reporting

SFTR 586 Excess collateral posted Table 3 - Margin Data 16

{DECIMAL-18/5}

Transaction Reporting

SFTR 587 Currency of the excess collateral posted Table 3 - Margin Data 17

{CURRENCYCODE_3}

Transaction Reporting

SFTR 588 Excess collateral received Table 3 - Margin Data 18

{DECIMAL-18/5}

Transaction Reporting

SFTR 589 Currency of the excess collateral received Table 3 - Margin Data 19

{CURRENCYCODE_3}

Transaction Reporting

SFTR 591 Reporting timestamp Table 4 - Re-use, Cash Reinvestment and Funding Sources Data 1

{DATE_TIME_ FORMAT}

Transaction Reporting

SFTR 592 Event date Table 4 - Re-use, Cash Reinvestment and Funding Sources Data 2

{DATEFORMAT}

Transaction Reporting

SFTR 593 Report submitting entity Table 4 - Re-use, Cash Reinvestment and Funding Sources Data. 3

{LEI}

Transaction Reporting

SFTR 594 Reporting counterparty Table 4 - Re-use, Cash Reinvestment and Funding Sources Data 4

{LEI}

Transaction Reporting

SFTR 595 Entity responsible for the report Table 4 - Re-use, Cash Reinvestment and Funding Sources Data 5

{LEI}

Transaction Reporting

SFTR 596 Type of collateral component Table 4 - Re-use, Cash Reinvestment and Funding Sources Data 6

[Flags]

‘CASH'

'COMM'

'SECU'

Transaction Reporting

SFTR 597 Collateral component Table 4 - Re-use, Cash Reinvestment and Funding Sources Data 7

{ISIN}

Transaction Reporting

SFTR 598 Value of reused collateral Table 4 - Re-use, Cash Reinvestment and Funding Sources Data 8

{DECIMAL-18/5}

Transaction Reporting

SFTR 599 Estimated reuse of collateral Table 4 - Re-use, Cash Reinvestment and Funding Sources Data 9

{DECIMAL-18/5}

Transaction Reporting

SFTR 602 Re-invested cash amount Table 4 - Re-use, Cash Reinvestment and Funding Sources Data 12

{DECIMAL-18/5}

Transaction Reporting

SFTR 601 Re-invested cash Table 4 - Re-use, Cash Reinvestment and Funding Sources Data 11

{CASH_REINV_TYPE}

Transaction Reporting

SFTR 603 Re-invested cash currency Table 4 - Re-use, Cash Reinvestment and Funding Sources Data 13

{CURRENCYCODE_3}

Transaction Reporting

EMIR 626 Valuation timestamp Table 1 - Counterparty Data 19

{DATE_TIME_ FORMAT}

Transaction Reporting

SFTR 604 Funding sources Table 4 - Re-use, Cash Reinvestment and Funding Sources Data 14

{FUNDING_SOURCES}

Transaction Reporting

SFTR 605 Market value of the funding sources Table 4 - Re-use, Cash Reinvestment and Funding Sources Data 15

{DECIMAL-18/5}

Transaction Reporting

SFTR 606 Action type Table 4 - Re-use, Cash Reinvestment and Funding Sources Data 16

{ACTION_TYPE_REUSE}

Transaction Reporting

EMIR 624 Currency of the value Table 1 - Counterparty Data 18

{CURRENCYCODE_3}

Transaction Reporting

EMIR 622 Clearing threshold Table 1 - Counterparty Data 16

{BOOLEAN}

Transaction Reporting

EMIR 619 Counterparty side Table 1 - Counterparty Data 14

[Flags]

'B'

'S'

Transaction Reporting

EMIR 618 Trading capacity Table 1 - Counterparty Data 13

[Flags]

'A'

'P'

Transaction Reporting

EMIR 617 Beneficiary ID Table 1 - Counterparty Data 12

{ALPHANUM-50}

{LEI}

Transaction Reporting

EMIR 609 ID of the other Counterparty Table 1 - Counterparty Data 4

{LEI}

Transaction Reporting

EMIR 616 Clearing member Table 1 - Counterparty Data 10

{LEI}

Transaction Reporting

EMIR 615 Report submitting entity ID Table 1 - Counterparty Data 9

{LEI}

Transaction Reporting

EMIR 614 Broker ID Table 1 - Counterparty Data 8

{LEI}

Transaction Reporting

EMIR 613 Financial or non-financial nature of the counterparty Table 1 - Counterparty Data 7

[Flags]

'C'

'F'

'N'

'O'

Transaction Reporting

EMIR 610 Country of the other Counterparty Table 1 - Counterparty Data 5

{COUNTRYCODE_2}

Transaction Reporting

EMIR 608 Reporting Counterparty ID Table 1 - Counterparty Data 2

{LEI}

Transaction Reporting

EMIR 656 Trade ID Table 2 - Common Data 12

{UTI}

Transaction Reporting

EMIR 664 Notional Table 2 - Common Data 20

{NUMERIC-20}

Transaction Reporting

EMIR 688 Fixed rate payment frequency leg 1 – multiplier Table 2 - Common Data 44

{INTEGER-3}

Transaction Reporting

EMIR 694 Floating rate payment frequency leg 2 – multiplier Table 2 - Common Data 50

{INTEGER-3}

Transaction Reporting

EMIR 698 Floating rate reset frequency leg 2 — multiplier Table 2 - Common Data 54

{INTEGER-3}

Transaction Reporting

EMIR 701 Floating rate reference period leg 1 — multiplier Table 2 - Common Data 57

{INTEGER-3}

Transaction Reporting

EMIR 700 Floating rate reference period leg 1 — time period Table 2 - Common Data 56

{TIME_PERIOD_2}

Transaction Reporting

EMIR 607 Reporting timestamp Table 1 - Counterparty Data 1

{DATE_TIME_ FORMAT}

Transaction Reporting

EMIR 702 Floating rate of leg 2 Table 2 - Common Data 58

{INDEX}

Transaction Reporting

EMIR 630 Collateral portfolio code Table 1 - Counterparty Data 23

{ALPHANUM-52}

Transaction Reporting

EMIR 642 Type of ID of the Beneficiary Table 1 - Counterparty Data 11

[Flags]

'CLC'

'LEI'

Transaction Reporting

EMIR 629 Collateral portfolio Table 1 - Counterparty Data 22

{BOOLEAN}

Transaction Reporting

EMIR 628 Collaterisation Table 1 - Counterparty Data 21

{COLLATERALISATION}

Transaction Reporting

EMIR 627 Valuation type Table 1 - Counterparty Data 20

{VALUATION_TYPE}

Transaction Reporting

EMIR 623 Value of contract Table 1 - Counterparty Data 17

{NUMERIC-20}

Transaction Reporting

EMIR 621 Directly linked to commercial activity or treasury financing Table 1 - Counterparty Data 15

{BOOLEAN}

Transaction Reporting

EMIR 612 Corporate sector of the counterparty Table 1 - Counterparty Data 6

{NACE}

{SECTOR}

Transaction Reporting

EMIR 633 Contract type Table 2 - Common Data 1

{CONTRACT_TYPE}

Transaction Reporting

EMIR 634 Asset class Table 2 - Common Data 2

{ASSET_CLASS}

Transaction Reporting

EMIR 635 Product classification type Table 2 - Common Data 3

{PRODUCT_CLASSIFICATION_TYPE}

Transaction Reporting

EMIR 636 Product classification Table 2 - Common Data 4

{AII}

{CFI_CODE}

{ISIN}

{UPI}

Transaction Reporting

EMIR 637 Product identification type Table 2 - Common Data 5

{PRODUCT_CLASSIFICATION_TYPE}

Transaction Reporting

EMIR 638 Product identification Table 2 - Common Data 6

{AII}

{ISIN}

Transaction Reporting

EMIR 657 Report tracking number Table 2 - Common Data 13

{ALPHANUM-52}

Transaction Reporting

EMIR 665 Price multiplier Table 2 - Common Data 21

{NUMERIC-20}

Transaction Reporting

EMIR 643 Variation margin posted Table 1 - Counterparty Data 26

{NUMERIC-20}

Transaction Reporting

EMIR 644 Currency of the variation margins posted Table 1 - Counterparty Data 27

{CURRENCYCODE_3}

Transaction Reporting

EMIR 645 Initial margin received Table 1 - Counterparty Data 28

{NUMERIC-20}

Transaction Reporting

EMIR 646 Currency of the initial margin received Table 1 - Counterparty Data 29

{CURRENCYCODE_3}

Transaction Reporting

EMIR 647 Variation margin received Table 1 - Counterparty Data 30

{NUMERIC-20}

Transaction Reporting

EMIR 641 Type of ID of the other Counterparty Table 1 - Counterparty Data 3

[Flags]

'CLC'

'LEI'

Transaction Reporting

EMIR 632 Currency of the initial margin posted Table 1 - Counterparty Data 25

{CURRENCYCODE_3}

Transaction Reporting

EMIR 631 Initial margin posted Table 1 - Counterparty Data 24

{NUMERIC-20}

Transaction Reporting

EMIR 695 Floating rate reset frequency leg 1 — time period Table 2 - Common Data 51

{TIME_PERIOD_2}

Transaction Reporting

EMIR 699 Floating rate of leg 1 Table 2 - Common Data 55

{INDEX}

Transaction Reporting

EMIR 639 Underlying identification type Table 2 - Common Data 7

{UNDERLYING_IDENTIFICATION_TYPE}

Transaction Reporting

EMIR 704 Floating rate reference period leg 2 — multiplier Table 2 - Common Data 60

{INTEGER-3}

Transaction Reporting

EMIR 687 Fixed rate payment frequency leg 1 – time period Table 2 - Common Data 43

{TIME_PERIOD_2}

Transaction Reporting

EMIR 689 Fixed rate payment frequency leg 2 – time period Table 2 - Common Data 45

{TIME_PERIOD_2}

Transaction Reporting

EMIR 691 Floating rate payment frequency leg 1 – time period Table 2 - Common Data 47

{TIME_PERIOD_2}

Transaction Reporting

EMIR 693 Floating rate payment frequency leg 2 – time period Table 2 - Common Data 49

{TIME_PERIOD_2}

Transaction Reporting

EMIR 703 Floating rate reference period leg 2 — time period Table 2 - Common Data 59

{TIME_PERIOD_2}

Transaction Reporting

EMIR 706 Exchange rate 1 Table 2 - Common Data 62

{NUMERIC-10}

Transaction Reporting

EMIR 707 Forward exchange rate Table 2 - Common Data 63

{NUMERIC-10}

Transaction Reporting

EMIR 712 Interconnection point Table 2 - Common Data 68

{EIC}

Transaction Reporting

EMIR 709 Commodity base Type 2 - Common Data 65

{COMMODITY_BASE_1}

Transaction Reporting

EMIR 710 Commodity details Table 2 - Common Data 66

{COMMODITY_DETAILS}

Transaction Reporting

EMIR 711 Delivery point or zone Table 2 - Common Data 67

{EIC}

Transaction Reporting

EMIR 714 Load delivery intervals Table 2 - Common Data 70

{TIME_INTERVAL}

Transaction Reporting

EMIR 715 Delivery start date and time Table 2 - Common Data 71

{DATE_TIME_ FORMAT}

Transaction Reporting

EMIR 721 Price/time interval quantities Table 2 - Common Data 77

{NUMERIC-20}

Transaction Reporting

EMIR 724 Strike price (cap/floor rate) Table 2 - Common Data 80

{NUMERIC-20}

Transaction Reporting

EMIR 726 Maturity date of the underlying Table 2 - Common Data 82

{DATEFORMAT}

Transaction Reporting

EMIR 728 Reference entity Table 2 - Common Data 84

{ISO 3166-2 Country}-{ALPHANUM-3}

{LEI}

Transaction Reporting

EMIR 731 Series Table 2 - Common Data 87

{INTEGER-5}

Transaction Reporting

EMIR 732 Version Table 2 - Common Data 88

{INTEGER-5}

Transaction Reporting

EMIR 735 Attachment point Table 2 - Common Data 91

{NUMERIC-10}

Transaction Reporting

EMIR 674 Master Agreement type Table 2 - Common Data 30

Free text

Transaction Reporting

EMIR 683 Fixed rate of leg 1 Table 2 - Common Data 39

{NUMERIC-10}

Transaction Reporting

EMIR 684 Fixed rate of leg Table 2 - Common Data 40

{NUMERIC-10}

Transaction Reporting

EMIR 686 Fixed rate day count leg 2 Table 2 - Common Data 42

{DAYCOUNT_2}

Transaction Reporting

EMIR 697 Floating rate reset frequency leg 2 — time period Table 2 - Common Data 53

{TIME_PERIOD_2}

Transaction Reporting

EMIR 708 Exchange rate basis Table 2 - Common Data 64

{CURRENCYCODE_3}

Transaction Reporting

EMIR 716 Delivery end date and time Table 2 - Common Data 72

{DATE_TIME_ FORMAT}

Transaction Reporting

EMIR 718 Days of the week Table 2 - Common Data 74

{DAYS_OF_WEEK}

Transaction Reporting

EMIR 713 Load type Table 2 - Common Data 69

{LOAD_TYPE}

Transaction Reporting

EMIR 717 Duration Table 2 - Common Data 73

{TIME_PERIOD_3}

Transaction Reporting

EMIR 719 Delivery capacity Table 2 - Common Data 75

{NUMERIC-20}

Transaction Reporting

EMIR 720 Quantity unit Table 2 - Common Data 76

{QUANTITY_UNIT}

Transaction Reporting

EMIR 723 Option exercise style Table 2 - Common Data 79

[Flags]

{OPTION_EXERCISE_STYLE}

Transaction Reporting

EMIR 725 Strike price notation Table 2 - Common Data 81

{PRICE_NOTATION}

Transaction Reporting

EMIR 727 Seniority Table 2 - Common Data 83

{SENIORITY}

Transaction Reporting

EMIR 734 Tranche Table 2 - Common Data 90

{TRANCHE_STATUS}

Transaction Reporting

EMIR 730 The calculation basis Table 2 - Common Data 86

{DAYCOUNT_2}

Transaction Reporting

EMIR 733 Index factor Table 2 - Common Data 89

{NUMERIC-10}

Transaction Reporting

EMIR 736 Detachment point Table 2 - Common Data 92

{NUMERIC-10}

Transaction Reporting

EMIR 729 Frequency of payment Table 2 - Common Data 85

{COUPON_FREQUENCY}

Transaction Reporting

EMIR 738 Level Table 2 - Common Data 94

{REPORT_LEVEL}

'PSTN'

Transaction Reporting

EMIR 677 Confirmation means Table 2 - Common Data 33

{CONFIRMATION_MEANS}

Transaction Reporting

EMIR 722 Option type Table 2 - Common Data 78

{OPTION_TYPE}

Transaction Reporting

SFTR 741 Further sub - product Table 2 - Loan and Collateral Data 82

{COMMODITY_FURTHER_SUB_PRODUCT}

Transaction Reporting

SFTR 590 Action type Table 3 - Margin Data 20

{ACTION_TYPE_MARGIN_DATA}

Transaction Reporting

EMIR 737 Action type Table 2 - Common Data 93

{ACTION_TYPE_2}

Transaction Reporting

SFTR 742 Collateral unit of measure Table 2 - Loan and Collateral Data 84

{MEASUREMENT_UNIT}

Transaction Reporting

SFTR 504 Floating rate payment frequency - time period Table 2 - Loan and Collateral Data 28

{TIME_PERIOD}

Transaction Reporting

SFTR 739 Base Product Table 2 - Loan and Collateral Data 80

{COMMODITY_BASE_1}

Transaction Reporting

SFTR 740 Sub - product Table 2 - Loan and Collateral Data 81

{COMMODITY_SUB}

Transaction Reporting