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Status: You are viewing the version of the handbook as on 2005-06-30.

SUP 17 Annex 2 Mandatory fields for reporting systems

R

1.

For the purposes of SUP 17.6.2 R (3), all the following are mandatory fields:

(1)

the firm's and each counterparty's identifying code, as required under 2;

(2)

the investment's identifying code if listed in 3 or a full description;

(3)

the date and time of the transaction;

(4)

the transaction size, price and currency;

(5)

whether the transaction is a purchase or sale;

(6)

whether the firm dealt as principal or agent;

(7)

the settlement due date;

(8)

the transaction's reference number;

(9)

any other mandatory fields required by the reporting system;

(10)

whether the transaction is a cancellation; and

(11)

in the case of a derivative transaction, the appropriate expiry date, strike price and, if appropriate, whether a put or a call.

2.

A firm must allocate to each counterparty an appropriate counterparty identifier code, using the following identifier codes:

(1)

the counterparty participant code identified on the transaction report from the relevant reporting system; or

(2)

where the counterparty is another firm , the FSA authorisation code or a BIC code, plus a sub-account code; or

(3)

in the case of any other counterparty, a unique root allocated specifically to that counterparty by the reporting firm, plus a sub account code.

If a firm's counterparty is acting for a disclosed principal (identified either by name or by a distinctive account indicator), the firm will need to allocate a counterparty identifier code which indicates the identity of the underlying principal. This code can use the root code of the immediate counterparty provided that it is coupled with a sub-account code identifying the scheme.

CC

Clearstream and Euroclear Common Codes

9 Numeric

CU

CUSIP

9 Alphanumeric

IS

ISIN

2 Alphabetic and 10 Alphanumeric

SE

SEDOL

7 Numeric

SV

SICOVAM

From 5 to 7 Numeric

TR

TRAX

1 Alphabetic and 6 Numeric

TS

TOKYO STOCK EXCHANGE

From 4 to 9 Numeric

When reporting on-exchangederivatives transactions (except through DRS), a market identifier code followed by the product mnemonic of that exchange will be acceptable.

Codes must be left justified when they are input.1