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Status: Please note you should read all Brexit changes to the FCA Handbook and BTS alongside the main FCA transitional directions. Where these directions apply the 'standstill', firms have the choice between complying with the pre-IP completion day rules, or the post-IP completion day rules. To see a full list of Handbook modules affected, please see Annex B to the main FCA transitional directions.

You are viewing the version of the document as on 2021-01-01.

Status: In this content, we have included all amendments made by EU exit-related instruments up to end September 2020. There will be more amendments to be made later this year, further to the September QCP.

ANNEX Standards and formats of the submission of notifications to the Financial Conduct Authority according to Regulation (EU) No 596/2014

Table 1 Legend for Table 3

SYMBOL

DATA TYPE

DEFINITION

{ALPHANUM-n}

Up to n alphanumerical characters

Free text field.

{CFI_CODE}

6 characters

ISO 10962 CFI code.

{COUNTRYCODE_2}

2 alphanumerical characters

2-letter country code, as defined by ISO 3166-1 alpha-2 country code.

{CURRENCYCODE_3}

3 alphanumerical characters

3-letter currency code, as defined by ISO 4217 currency codes

{DATE_TIME_FORMAT}

ISO 8601 date and time format

  • Date and time in the following format:
  • YYYY-MM-DDThh:mm:ss.ddddddZ.
  • "YYYY" is the year;
  • "MM" is the month;
  • "DD" is the day;
  • "T" — means that the letter "T" shall be used
  • "hh" is the hour;
  • "mm" is the minute;
  • "ss.dddddd" is the second and its fraction of a second;
  • Z is UTC time.

Dates and times shall be reported in UTC.

{DATEFORMAT}

ISO 8601 date format

Dates shall be formatted by the following format:

YYYY-MM-DD.

{DECIMAL-n/m}

Decimal number of up to n digits in total of which up to m digits can be fraction digits

Numerical field for both positive and negative values.

  • decimal separator is "." (full stop);
  • negative numbers are prefixed with "-" (minus);

Values are rounded and not truncated.

{INDEX}

4 alphabetic characters

"EONA" — EONIA

"EONS" — EONIA SWAP

"EURI" — EURIBOR

"EUUS" — EURODOLLAR

"EUCH" — EuroSwiss

"GCFR" — GCF REPO

"ISDA" — ISDAFIX

"LIBI" — LIBID

"LIBO" — LIBOR

"MAAA" — Muni AAA

"PFAN" — Pfandbriefe

"TIBO" — TIBOR

"STBO" — STIBOR

"BBSW" — BBSW

"JIBA" — JIBAR

"BUBO" — BUBOR

"CDOR" — CDOR

"CIBO" — CIBOR

"MOSP" — MOSPRIM

"NIBO" — NIBOR

"PRBO" — PRIBOR

"TLBO" — TELBOR

"WIBO" — WIBOR

"TREA" — Treasury

"SWAP" — SWAP

"FUSW" — Future SWAP

{INTEGER-n}

Integer number of up to n digits in total

Numerical field for both positive and negative integer values.

{ISIN}

12 alphanumerical characters

ISIN code, as defined in ISO 6166.

{LEI}

20 alphanumerical characters

Legal entity identifier as defined in ISO 17442.

{MIC}

4 alphanumerical characters

Market identifier as defined in ISO 10383.

{FISN}

35 alphanumeric characters

FISN code as defined in ISO 18774.

Table 2 Classification of commodity and emission allowances derivatives for Table 3 (fields 35-37)

Base product

Sub product

Further sub product

"AGRI" — Agricultural

"GROS" — Grains and Oil Seeds

"FWHT" — Feed Wheat

"SOYB" — Soybeans

"CORN" — Maize

"RPSD" — Rapeseed

"RICE" — Rice

"OTHR" — Other

"SOFT" — Softs

"CCOA" — Cocoa

"ROBU" — Robusta Coffee

"WHSG" — White Sugar

"BRWN" — Raw Sugar

"OTHR" — Other

"POTA" — Potato

"OOLI" — Olive oil

"LAMP" — Lampante'

"DIRY" — Dairy

"FRST" — Forestry

"SEAF" — Seafood

"LSTK" — Livestock

"GRIN" — Grain

"MWHT" — Milling Wheat

"NRGY" — Energy

"ELEC" -Electricity

"BSLD" — Base load

"FITR" — Financial Transmission Rights

"PKLD" — Peak load

"OFFP" — Off-peak

"OTHR" — Other

"NGAS" — Natural Gas

"GASP" — GASPOOL

"LNGG" — LNG

"NBPG" — NBP

"NCGG" — NCG

"TTFG" — TTF

"OILP" — Oil

"BAKK" — Bakken

"BDSL" — Biodiesel

"BRNT" — Brent

"BRNX" — Brent NX

"CNDA" — Canadian

"COND" — Condensate

"DSEL" — Diesel

"DUBA" — Dubai

"ESPO" — ESPO

"ETHA" — Ethanol

"FUEL" — Fuel

"FOIL" — Fuel Oil

"GOIL" — Gasoil

"GSLN" — Gasoline

"HEAT" — Heating Oil

"JTFL" — Jet Fuel

"KERO" — Kerosene

"LLSO" — Light Louisiana Sweet (LLS)

"MARS" — Mars

"NAPH" — Naptha

"NGLO" — NGL

"TAPI" — Tapis

"URAL" — Urals

"WTIO" — WTI

"COAL" — Coal

"INRG" — Inter Energy

"RNNG" — Renewable energy

"LGHT" — Light ends

"DIST" — Distillates

"ENVR" — Environmental

"EMIS" — Emissions

"CERE" — CER

"ERUE" — ERU

"EUAE" — EUA

"EUAA" — EUAA

"OTHR" — Other

"WTHR" — Weather

"CRBR" — Carbon-related'

"FRGT" — "Freight"

"WETF" — Wet

"TNKR" -Tankers

"DRYF" — Dry

"DBCR" -Dry bulk carriers

"CSHP" — Container ships

"FRTL" — "Fertilizer"

"AMMO" — Ammonia

"DAPH" — DAP (Diammonium Phosphate)

"PTSH" — Potash

"SLPH" — Sulphur

"UREA" — Urea

"UAAN" — UAN (urea and ammonium nitrate)

"INDP" — Industrial products'

"CSTR" — Construction

"MFTG" — Manufacturing

"METL" — Metals'

"NPRM" — Non-Precious

"ALUM" — Aluminium

"ALUA" — Aluminium Alloy

"CBLT" — Cobalt

"COPR" — Copper

"IRON" — Iron ore

"LEAD" — Lead

"MOLY" — Molybdenum

"NASC" — NASAAC

"NICK" — Nickel

"STEL" — Steel

"TINN" — Tin

"ZINC" — Zinc

"OTHR" — Other

"PRME" — Precious

"GOLD" — Gold

"SLVR" — Silver

"PTNM" — Platinum

"PLDM" — Palladium

"OTHR" — Other

"MCEX" — Multi Commodity Exotic'

"PAPR" — Paper

"CBRD" — Containerboard

"NSPT" — Newsprint

"PULP" — Pulp

"RCVP" — Recovered paper

"POLY" — Polypropylene

"PLST" — Plastic

"INFL" — Inflation

"OEST" — Official economic statistics'

"OTHC" — Other C10 "as defined in Table 10.1 Section 10 of Annex III to Commission Delegated Regulation (EU) 2017/583 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council 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.

'DLVR" — Deliverable

"NDLV" — Non-deliverable

"OTHR" — Other

Table 3 Standards and formats to be used in the notifications to be submitted in accordance with Article 4(1) of Regulation (EU) No 596/2014

N.

FIELD

STANDARDS AND FORMATS TO BE USED FOR REPORTING

General Fields

1

Instrument identification code

{ISIN}

2

Instrument full name

{ALPHANUM-350}

3

Instrument classification

{CFI_CODE}

4

Commodities derivative indicator

"true" — Yes

"false" — No

Issuer related fields

5

Issuer or operator of the trading venue identifier

{LEI}

Venue related fields

6

Trading venue

{MIC}

7

Financial instrument short name

{FISN}

8

Request for admission to trading by issuer

"true" — Yes

"false" — No

9

Date of approval of the admission to trading

{DATE_TIME_FORMAT}

10

Date of request for admission to trading

{DATE_TIME_FORMAT}

11

Date of admission to trading or date of first trade

{DATE_TIME_FORMAT}

12

Termination date

{DATE_TIME_FORMAT}

Notional related fields

13

Notional currency 1

{CURRENCYCODE_3}

Bonds or other forms of securitised debt related fields

14

Total issued nominal amount

{DECIMAL-18/5}

15

Maturity date

{DATEFORMAT}

16

Currency of nominal value

{CURRENCYCODE_3}

17

Nominal value per unit/minimum traded value

{DECIMAL-18/5}

18

Fixed rate

{DECIMAL-11/10}

Expressed as a percentage (e.g. 7.0 means 7 % and 0.3 means 0,3 %)

19

Identifier of the index/benchmark of a floating rate bond

{ISIN}

20

Name of the index/benchmark of a floating rate bond

{INDEX}

Or

{ALPHANUM-25} — if the index name is not included in the {INDEX} list

21

Term of the index/benchmark of a floating rate bond.

{INTEGER-3}+"DAYS" — days

{INTEGER-3}+"WEEK" — weeks

{INTEGER-3}+"MNTH" — months

{INTEGER-3}+"YEAR" — years

22

Base Point Spread of the index/benchmark of a floating rate bond

{INTEGER-5}

23

Seniority of the bond

"SNDB" — Senior Debt

"MZZD" — Mezzanine

"SBOD" — Subordinated Debt

"JUND" — Junior Debt

Derivatives and Securitised Derivatives related fields

24

Expiry date

{DATEFORMAT}

25

Price multiplier

{DECIMAL-18/17}

26

Underlying instrument code

{ISIN}

27

Underlying issuer

{LEI}

28

Underlying index name

{INDEX}

Or

{ALPHANUM-25} — if the index name is not included in the {INDEX} list

29

Term of the underlying index

{INTEGER-3}+"DAYS" — days

{INTEGER-3}+"WEEK" — weeks

{INTEGER-3}+"MNTH" — months

{INTEGER-3}+"YEAR" — years

30

Option type

"PUTO" — Put

"CALL" — Call

"OTHR" — where it cannot be determined whether it is a call or a put

31

Strike price

{DECIMAL-18/13} in case the price is expressed as monetary value

{DECIMAL-11/10} in case the price is expressed as percentage or yield

{DECIMAL-18/17} in case the price is expressed as basis points

"PNDG" in case the price is not available

32

Strike price currency

{CURRENCYCODE_3}

33

Option exercise style

"EURO" — European

"AMER" — American

"ASIA" — Asian

"BERM" — Bermudan

"OTHR" — Any other type

34

Delivery type

"PHYS" — Physically Settled

"CASH" — Cash settled

"OPTN" — Optional for counterparty or when determined by a third party

Commodity and emission allowances derivatives

35

Base product

Only values in the "Base product" column of the classification of commodities and emission allowances derivatives table are allowed.

36

Sub product

Only values in the "Sub product" column of the classification of commodities and emission allowances derivatives table are allowed.

37

Further sub product

Only values in the "Further sub product" of the classification of commodities and emission allowances derivatives table are allowed.

38

Transaction type

"FUTR" — Futures

"OPTN" — Options

"TAPO" — TAPOS

"SWAP" — SWAPS

"MINI" — Minis

"OTCT" — OTC

"ORIT" — Outright

"CRCK" — Crack

"DIFF" — Differential

"OTHR" — Other

39

Final price type

"ARGM" — Argus/McCloskey

"BLTC" — Baltic

"EXOF" — Exchange

"GBCL" — GlobalCOAL

"IHSM" — IHS McCloskey

"PLAT" — Platts

"OTHR" — Other

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

    {INDEX}

    Or

    {ALPHANUM-25}- if the reference rate is not included in the {INDEX} list

    41

    IR Term of contract

    {INTEGER-3}+"DAYS" — days

    {INTEGER-3}+"WEEK" — weeks

    {INTEGER-3}+"MNTH" — months

    {INTEGER-3}+"YEAR" — years

    42

    Notional currency 2

    {CURRENCYCODE_3}

    43

    Fixed rate of leg 1

    {DECIMAL -11/10}

    Expressed as a percentage (e.g. 7.0 means 7 % and 0.3 means 0,3 %)

    44

    Fixed rate of leg 2

    {DECIMAL -11/10}

    Expressed as a percentage (e.g. 7.0 means 7 % and 0.3 means 0,3 %)

    45

    Floating rate of leg 2

    {INDEX}

    Or

    {ALPHANUM-25} — if the reference rate is not included in the {INDEX} list

    46

    IR Term of contract of leg 2

    {INTEGER-3}+"DAYS" — days

    {INTEGER-3}+"WEEK" — weeks

    {INTEGER-3}+"MNTH" — months

    {INTEGER-3}+"YEAR" — 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

    {CURRENCYCODE_3}

    48

    FX Type

    "FXCR" — FX Cross Rates

    "FXEM" — FX Emerging Markets

    "FXMJ" — FX Majors