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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.

ANNEX Table 1

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 to 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 of Section 10 of Annex III to Commission Delegated Regulation (EU) 2017/583

"OTHR" - Other

Table 3 Details to be reported as financial instrument reference data

N.

FIELD

CONTENT TO BE REPORTED

FORMAT AND STANDARDS TO BE USED FOR REPORTING

General Fields

1

Instrument identification code

Code used to identify the financial instrument.

{ISIN}

2

Instrument full name

Full name of the financial instrument.

{ALPHANUM-350}

3

Instrument classification

Taxonomy used to classify the financial instrument.

A complete and accurate CFI code shall be provided.

{CFI_CODE}

4

Commodities or emission allowance 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 or is a derivative relating to emission allowances referred to in paragraph 4 of Part 1 of Schedule 2 to the Regulated Activities Order.

"true" - Yes

"false" - No

Issuer related fields

5

Issuer or operator of the trading venue identifier

LEI of issuer or trading venue operator.

{LEI}

Venue related fields

6

Trading venue

Segment MIC for the trading venue or systematic internaliser, where available, otherwise operating MIC.

{MIC}

7

Financial instrument short name

Short name of financial instrument in accordance with ISO 18774.

{FISN}

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 its financial instrument on a trading venue.

"true"- Yes

"false" - No

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.

{DATE_TIME_FORMAT}

10

Date of request for admission to trading

Date and time of the request for admission to trading on the trading venue.

{DATE_TIME_FORMAT}

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.

{DATE_TIME_FORMAT}

12

Termination date

Where available, the date and time when the financial instrument ceases to be traded or to be admitted to trading on the trading venue.

{DATE_TIME_FORMAT}

Notional related fields

13

Notional currency 1

Currency in which the notional is denominated.

In the case of an interest rate or currency derivative contract, this will be the notional currency of leg 1 or the currency 1 of the pair.

In the case of swaptions where the underlying swap is single-currency, this will be the notional currency of the underlying swap. For swaptions where the underlying is multi-currency, this will be the notional currency of leg 1 of the swap.

{CURRENCYCODE_3}

Bonds or other forms of securitised debt related fields

14

Total issued nominal amount

Total issued nominal amount in monetary value.

{DECIMAL-18/5}

15

Maturity date

Date of maturity of the financial instrument.

Field applicable to debt instruments with defined maturity.

{DATEFORMAT}

16

Currency of nominal value

Currency of the nominal value for debt instruments.

{CURRENCYCODE_3}

17

Nominal value per unit/minimum traded value

Nominal value of each instrument. If not available, the minimum traded value shall be populated.

{DECIMAL-18/5}

18

Fixed rate

The fixed rate percentage of return on a Debt instrument when held until maturity date, expressed as a percentage.

{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

Where an identifier exists.

{ISIN}

20

Name of the index/benchmark of a floating rate bond

Where no identifier exists, name of the index.

{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.

Term of the index/benchmark of a floating rate bond. The term shall be expressed in days, weeks, months or years.

{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

Number of basis points above or below the index used to calculate a price

{INTEGER-5}

23

Seniority of the bond

Identify the type of bond: senior debt, mezzanine, subordinated or junior.

"SNDB" - Senior Debt

"MZZD" - Mezzanine

"SBOD" - Subordinated Debt

"JUND" - Junior Debt

Derivatives and Securitised Derivatives related fields

24

Expiry date

Expiry date of the financial instrument.

Field applicable to derivatives with a defined expiry date.

{DATEFORMAT}

25

Price multiplier

Number of units of the underlying instrument represented by a single derivative contract.

For a future or option on an index, the amount per index point.

For spreadbets the movement in the price of the underlying instrument on which the spreadbet is based.

{DECIMAL-18/17}

26

Underlying instrument code

ISIN code of the underlying instrument.

For ADRs, GDRs and similar instruments, the ISIN code of the financial instrument on which those instruments are based.

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

For derivatives or other instruments which have an underlying, the underlying instrument ISIN code, when the underlying is admitted to trading, or traded on a trading venue. Where the underlying is a stock dividend, then the ISIN code of the related share entitling the underlying dividend.

For Credit Default Swaps, the ISIN of the reference obligation shall be provided.

In case the underlying is an Index and has an ISIN, the ISIN code for that index.

Where the underlying is a basket, include the ISINs of each constituent of the basket that is admitted to trading or is traded on a trading venue. Fields 26 and 27 shall be reported as many times as necessary to list all instruments in the basket.

{ISIN}

27

Underlying issuer

In case the instrument is referring to an issuer, rather than to one single instrument, the LEI code of the Issuer.

{LEI}

28

Underlying index name

In case the underlying is an Index, the name of the index.

{INDEX}

Or

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

29

Term of the underlying index

In case the underlying is an index, the term of the index.

{INTEGER-3}+"DAYS" - days

{INTEGER-3}+"WEEK" - weeks

{INTEGER-3}+"MNTH" - months

{INTEGER-3}+"YEAR" - years

30

Option type

Indication as to whether the derivative contract is a call (right to purchase a specific underlying asset) or a put (right to sell a specific underlying asset) or whether it cannot be determined whether it is a call or a put at the time of execution. In case of swaptions it shall be:

  • "Put", in case of receiver swaption, in which the buyer has the right to enter into a swap as a fixed-rate receiver.
  • "Call", in case of payer swaption, in which the buyer has the right to enter into a swap as a fixed-rate payer.

In case of Caps and Floors it shall be:

  • "Put", in case of a Floor.
  • "Call", in case of a Cap. Field only applies to derivatives that are options or warrants.

"PUTO" - Put

"CALL" - Call

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

31

Strike price

Predetermined price at which the holder will have to buy or sell the underlying instrument, or an indication that the price cannot be determined at the time of execution.

Field applicable to options or warrants, where strike price can be determined at the time of execution.

Where price is currently not available but pending, the value shall be "PNDG".

Where strike price is not applicable the field shall not be populated.

{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

Currency of the strike price

{CURRENCYCODE_3}

33

Option exercise style

Indication as to whether the option may be exercised only at a fixed date (European and Asian style), a series of pre-specified dates (Bermudan) or at any time during the life of the contract (American style).

This field is only applicable for options, warrants and entitlement certificates.

"EURO" - European

"AMER" - American

"ASIA" - Asian

"BERM" - Bermudan

"OTHR" - Any other type

34

Delivery type

Indication as to whether the financial instrument is settled physically or in cash.

Where delivery type cannot be determined at time of execution, the value shall be "OPTL".

This field is only applicable for derivatives.

"PHYS" - Physically Settled

"CASH" - Cash settled

"OPTL" - Optional for counterparty or when determined by a third party

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.

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

36

Sub product

The Sub Product for the underlying asset class as specified in the classification of commodities and emission allowances derivatives table.

Field requires a Base product.

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

37

Further sub product

The Further sub product for the underlying asset class as specified in the classification of commodities and emission allowances derivatives table.

Field requires a Sub product.

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

38

Transaction type

Transaction type as specified by the trading venue

"FUTR" - Futures

"OPTN" - Options

"TAPO" - TAPOS

"SWAP" - SWAPS

"MINI" - Minis

"OTCT" - OTC

"ORIT" - Outright

"CRCK" - Crack

"DIFF" - Differential

"OTHR" - Other

39

Final price type

Final price type as specified by the trading venue

"ARGM" - Argus/McCloskey

"BLTC" - Baltic

"EXOF" - Exchange

"GBCL" - GlobalCOAL

"IHSM" - IHS McCloskey

"PLAT" - Platts

"OTHR" - Other

Interest rate derivatives

- The fields in this section shall only be populated for instruments that have non-financial instrument of type interest rates as underlying.

40

Reference rate

Name of the reference rate

{INDEX}

Or

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

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.

{INTEGER-3}+"DAYS" - days

{INTEGER-3}+"WEEK" - weeks

{INTEGER-3}+"MNTH" - months

{INTEGER-3}+"YEAR" - years

42

Notional currency 2

In the case of multi-currency or cross-currency swaps the currency in which leg 2 of the contract is denominated.

For swaptions where the underlying swap is multi-currency, the currency in which leg 2 of the swap is denominated.

{CURRENCYCODE_3}

43

Fixed rate of leg 1

An indication of the fixed rate of leg 1 used, if applicable.

{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

An indication of the fixed rate of leg 2 used, if applicable

{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

An indication of the interest rate used if applicable.

{INDEX}

Or

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

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.

{INTEGER-3}+"DAYS" - days

{INTEGER-3}+"WEEK" - weeks

{INTEGER-3}+"MNTH" - months

{INTEGER-3}+"YEAR" - years

Foreign exchange derivatives

- The fields in this section shall only be populated for instruments that have non-financial instrument of type foreign exchange as underlying.

47

Notional currency 2

Field shall be populated with the underlying currency 2 of the currency pair (the currency one will be populated in the notional currency 1 field 13).

{CURRENCYCODE_3}

48

FX Type

Type of underlying currency

"FXCR" - FX Cross Rates

"FXEM" - FX Emerging Markets

"FXMJ" - FX Majors