| Base product | Sub product | Further sub product |
|---|---|---|
| ‘AGRI’ — Agricultural | ‘GROS’ — Grains and Oil Seeds |
|
| ‘SOFT’ — Softs |
| |
| ‘POTA’ — Potato | ||
| ‘OOLI’ — Olive oil | ‘LAMP’ — Lampante' | |
| ‘DIRY’ — Dairy | ||
| ‘FRST’ — Forestry | ||
| ‘SEAF’ — Seafood | ||
| ‘LSTK’ — Livestock | ||
| ‘GRIN’ — Grain | ‘MWHT’ — Milling Wheat | |
| ‘NRGY’ — 'Energy | ‘ELEC’ — Electricity |
|
| ‘NGAS’ — Natural Gas |
| |
| ‘OILP’ — Oil |
| |
|
| ||
| ‘ENVR’ — Environmental | ‘EMIS’ — Emissions |
|
|
| ||
| ‘FRGT’ — ‘Freight’ | ‘WETF’ — Wet | ‘TNKR’ — Tankers |
| ‘DRYF’ — Dry | ‘DBCR’ — Dry bulk carriers | |
| ‘CSHP’ — Containerships | ||
| ‘FRTL’ — ‘Fertilizer’ |
| |
| ‘INDP’ — Industrial products' |
| |
| ‘METL’ — Metals' | ‘NPRM’ — Non Precious |
|
| ‘PRME’ — Precious |
| |
| ‘MCEX’ — Multi Commodity Exotic' | ||
| ‘PAPR’ — Paper' |
| |
| ‘POLY’ — Polypropylene' | ‘PLST’ — Plastic | |
| ‘INFL’ — Inflation' | ||
| ‘OEST’ — Official economic statistics' | ||
| ‘OTHC’ — Other C10 'as defined in Table 10.1 Section ‘Other C10 derivatives’ of Annex III to Commission Delegated Regulation supplementing Regulation (EU) No 600/2014 with regard to regulatory technical standards on transparency requirements for trading venues and investment firms in respect of bonds, structured finance products, emission allowances and derivatives. |
| |
| ‘OTHR’ — Other |
| N. | Field | Content to be reported |
|---|---|---|
| General fields | ||
| 1 | Instrument identification code | Code used to identify the financial instrument. |
| 2 | Instrument full name | Full name of the financial instrument. |
| 3 | Instrument classification |
|
| 4 | Commodities derivative indicator | Indication as to whether the financial instrument falls within the definition of commodities derivative under Article 2(1)(30) of Regulation (EU) No 600/2014. |
| Issuer related fields | ||
| 5 | Issuer or operator of the trading venue identifier | LEI of issuer or trading venue operator. |
| Venue related fields | ||
| 6 | Trading venue | Segment MIC for the trading venue or systematic internaliser, where available, otherwise operating MIC. |
| 7 | Financial instrument short name | Short name of financial instrument in accordance with ISO 18774. |
| 8 | Request for admission to trading by issuer | Whether the issuer of the financial instrument has requested or approved the trading or admission to trading of their financial instruments on a trading venue. |
| 9 | Date of approval of the admission to trading | Date and time the issuer has approved admission to trading or trading in its financial instruments on a trading venue. |
| 10 | Date of request for admission to trading | Date and time of the request for admission to trading on the trading venue. |
| 11 | Date of admission to trading or date of first trade | Date and time of the admission to trading on the trading venue or the date and time when the instrument was first traded or an order or quote was first received by the trading venue. |
| 12 | Termination date |
|
| Notional related fields | ||
| 13 | Notional currency 1 |
|
| Bonds or other forms of securitised debt related fields | ||
| 14 | Total issued nominal amount | Total issued nominal amount in monetary value. |
| 15 | Maturity date |
|
| 16 | Currency of nominal value | Currency of the nominal value for debt instruments. |
| 17 | Nominal value per unit/minimum traded value | Nominal value of each instrument. If not available, the minimum traded value shall be populated. |
| 18 | Fixed rate | The fixed rate percentage of return on a Debt instrument when held until maturity date, expressed as a percentage. |
| 19 | Identifier of the index/benchmark of a floating rate bond | Where an identifier exists. |
| 20 | Name of the index/benchmark of a floating rate bond | Where no identifier exists, name of the index. |
| 21 | Term of the index/benchmark of a floating rate bond. | Term of the index/benchmark of a floating rate bond. The term shall be expressed in days, weeks, months or years. |
| 22 | Base Point Spread of the index/benchmark of a floating rate bond | Number of basis points above or below the index used to calculate a price. |
| 23 | Seniority of the bond | Identify the type of bond: senior debt, mezzanine, subordinated or junior. |
| Derivatives and Securitised Derivatives related fields | ||
| 24 | Expiry date | Expiry date of the financial instrument. Field only applies to derivatives with a defined expiry date. |
| 25 | Price multiplier |
|
| 26 | Underlying instrument code |
|
| 27 | Underlying issuer | In case the instrument is referring to an issuer, rather than to one single instrument, the LEI code of the Issuer. |
| 28 | Underlying index name | In case the underlying is an Index, the name of the index. |
| 29 | Term of the underlying index | In case the underlying is an Index, the term of the index. |
| 30 | Option type |
|
| 31 | Strike price |
|
| 32 | Strike price currency | Currency of the Strike Price. |
| 33 | Option exercise style |
|
| 34 | Delivery type |
|
| Commodity and emission allowances derivatives | ||
| 35 | Base product | Base product for the underlying asset class as specified in the classification of commodities and emission allowances derivatives table. |
| 36 | Sub product |
|
| 37 | Further sub product |
|
| 38 | Transaction type | Transaction type as specified by the trading venue. |
| 39 | Final price type | Final price type as specified by the trading venue. |
| Interest rate derivatives | ||
| — The fields in this section should only be populated for instruments that have non-financial instrument of type interest rates as underlying. | ||
| 40 | Reference rate | Name of the reference rate. |
| 41 | IR Term of contract | If the asset class is Interest Rates, this field states the term of the contract. The term shall be expressed in days, weeks, months or years. |
| 42 | Notional currency 2 |
|
| 43 | Fixed rate of leg 1 | An indication of the fixed rate of leg 1 used, if applicable. |
| 44 | Fixed rate of leg 2 | An indication of the fixed rate of leg 2 used, if applicable. |
| 45 | Floating rate of leg 2 | An indication of the interest rate used if applicable. |
| 46 | IR Term of contract of leg 2 | An indication of the reference period of the interest rate, which is set at predetermined intervals by reference to a market reference rate. The term shall be expressed in days, weeks, months or years. |
| Foreign exchange derivatives | ||
| — The fields in this section should only be populated for instruments that have non-financial instrument of type foreign exchange as underlying. | ||
| 47 | Notional currency 2 | Field should be populated with the underlying currency 2 of the currency pair (the currency one will be populated in the notional currency 1 field 13). |
| 48 | FX Type | Type of underlying currency. |