ANNEX I - Reasons for rejection of a derivative report
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Reasons for rejection of a derivative report
Rejection categories
Reason
Schema
—
the derivative has been rejected, because of non-compliant schema.
Permission
—
the derivative has been rejected, because the report submitting entity is not permissioned to report on behalf of the reporting counterparty or the entity responsible for reporting.
Logical
—
the derivative has been rejected, because the action type for the derivative is not logically correct.
Business
—
the derivative is rejected, because the derivative is not complying with one or more content validations.
Table 2
Section
Field
Reconciliation tolerance
Reconciliation start date
1
Parties to the derivative
Reporting timestamp
NA
NA
2
Parties to the derivative
Report submitting entity ID
NA
NA
3
Parties to the derivative
Entity responsible for reporting
NA
NA
4
Parties to the derivative
Counterparty 1 (Reporting counterparty)
Same as field 9 in this table
Start date of the reporting obligation
5
Parties to the derivative
Nature of counterparty 1
NA
NA
6
Parties to the derivative
Corporate sector of counterparty 1
NA
NA
7
Parties to the derivative
Clearing threshold of counterparty 1
NA
NA
8
Parties to the derivative
Counterparty 2 identifier type
NA
NA
9
Parties to the derivative
Counterparty 2
Same as field 4 in this table
Start date of the reporting obligation
10
Parties to the derivative
Country of counterparty 2
NA
NA
11
Parties to the derivative
Nature of counterparty 2
NA
NA
12
Parties to the derivative
Corporate sector of counterparty 2
NA
NA
13
Parties to the derivative
Clearing threshold of counterparty 2
NA
NA
14
Parties to the derivative
Reporting obligation of counterparty 2
NA
NA
15
Parties to the derivative
Broker ID
NA
NA
16
Parties to the derivative
Clearing member
NA
NA
17
Parties to the derivative
Direction
Opposite
Start date of the reporting obligation
18
Parties to the derivative
Direction of leg 1
Opposite
Start date of the reporting obligation
19
Parties to the derivative
Direction of leg 2
Opposite
Start date of the reporting obligation
20
Parties to the derivative
Directly linked to commercial activity or treasury financing
NA
NA
1
Section 2a - Identifiers and links
UTI
No
Start date of the reporting obligation
2
Section 2a - Identifiers and links
Report tracking number
No
Start date of the reporting obligation
3
Section 2a - Identifiers and links
Prior UTI (for one-to-one and one-to-many relations between transactions)
No
Two years after the start date of the reporting obligation
4
Section 2a - Identifiers and links
Subsequent position UTI
No
Two years after the start date of the reporting obligation
5
Section 2a - Identifiers and links
Post Trade Risk Reduction (PTRR) ID
NA
NA
6
Section 2a - Identifiers and links
Package identifier
NA
NA
7
Section 2b – Contract information
International Securities Identification Number (ISIN)
No
Start date of the reporting obligation
8
Section 2b – Contract information
Unique product identifier (UPI)
No
Start date of the reporting obligation
9
Section 2b – Contract information
Product classification
No
Start date of the reporting obligation
10
Section 2b – Contract information
Contract type
No
Start date of the reporting obligation
11
Section 2b – Contract information
Asset class
No
Start date of the reporting obligation
12
Section 2b – Contract information
Derivative based on crypto-assets
No
Two years from the start date of the reporting obligation
13
Section 2b – Contract information
Underlying identification type
No
Start date of the reporting obligation
14
Section 2b – Contract information
Underlying identification
No
Start date of the reporting obligation
15
Section 2b – Contract information
Indicator of the underlying index
Yes
Two years from the start date of the reporting obligation
16
Section 2b – Contract information
Name of the underlying index
Yes
Two years from the start date of the reporting obligation
17
Section 2b – Contract information
Custom basket code
No
Two years from the start date of the reporting obligation
18
Section 2b – Contract information
Identifier of the basket’s constituents
Yes
Two years from the start date of the reporting obligation
19
Section 2b – Contract information
Settlement currency 1
No
Two years from the start date of the reporting obligation
20
Section 2b – Contract information
Settlement currency 2
No
Two years from the start date of the reporting obligation
21
Section 2c – Valuation
Valuation amount
Yes
Two years from the start date of the reporting obligation
22
Section 2c – Valuation
Valuation currency
No
Two years from the start date of the reporting obligation
23
Section 2c – Valuation
Valuation timestamp
NA
NA
24
Section 2c – Valuation
Valuation method
No
Two years from the start date of the reporting obligation
25
Section 2c – Valuation
Delta
Yes
Two years from the start date of the reporting obligation
26
Section 2d - Collateral
Collateral portfolio indicator
NA
NA
27
Section 2d - Collateral
Collateral portfolio code
NA
NA
28
Section 2e - Risk mitigation / Reporting
Confirmation timestamp
Yes
Start date of the reporting obligation
29
Section 2e - Risk mitigation / Reporting
Confirmed
No
Start date of the reporting obligation
30
Section 2f - Clearing
Clearing obligation
Yes
Start date of the reporting obligation
31
Section 2f - Clearing
Cleared
No
Start date of the reporting obligation
32
Section 2f - Clearing
Clearing timestamp
Yes
Start date of the reporting obligation
33
Section 2f - Clearing
Central counterparty
No
Start date of the reporting obligation
34
Section 2g - Details on the transaction
Master Agreement type
Yes
Start date of the reporting obligation
35
Section 2g - Details on the transaction
Other master agreement type
NA
NA
36
Section 2g - Details on the transaction
Master Agreement version
No
Start date of the reporting obligation
37
Section 2g - Details on the transaction
Intragroup
No
Start date of the reporting obligation
38
Section 2g - Details on the transaction
PTRR
No
Start date of the reporting obligation
39
Section 2g - Details on the transaction
Type of PTRR technique
No
Start date of the reporting obligation
40
Section 2g - Details on the transaction
PTRR service provider
No
Start date of the reporting obligation
41
Section 2g - Details on the transaction
Venue of execution
No
Start date of the reporting obligation
42
Section 2c - Details on the transaction
Execution timestamp
Yes
Start date of the reporting obligation
43
Section 2c - Details on the transaction
Effective date
No
Start date of the reporting obligation
44
Section 2c - Details on the transaction
Expiration date
No
Start date of the reporting obligation
45
Section 2c - Details on the transaction
Early termination date
No
Start date of the reporting obligation
46
Section 2c - Details on the transaction
Final contractual settlement date
No
Start date of the reporting obligation
47
Section 2c - Details on the transaction
Delivery type
No
Start date of the reporting obligation
48
Section 2g - Details on the transaction
Price
Yes
Start date of the reporting obligation
49
Section 2g - Details on the transaction
Price currency
No
Start date of the reporting obligation
50
Section 2g - Details on the transaction
Unadjusted effective date of the price
No
Two years from the start date of the reporting obligation
51
Section 2g - Details on the transaction
Unadjusted end date of the price
No
Two years from the start date of the reporting obligation
52
Section 2g - Details on the transaction
Price in effect between the unadjusted effective date and the end date
Yes
Two years from the start date of the reporting obligation
53
Section 2g - Details on the transaction
Package transaction price
Yes
Two years from the start date of the reporting obligation
54
Section 2g - Details on the transaction
Package transaction price currency
No
Two years from the start date of the reporting obligation
55
Section 2g - Details on the transaction
Notional amount of leg 1
Yes
Start date of the reporting obligation
56
Section 2g - Details on the transaction
Notional currency 1
No
Start date of the reporting obligation
57
Section 2g - Details on the transaction
Effective date of the notional amount of leg 1
No
Start date of the reporting obligation
58
Section 2g - Details on the transaction
End date of the notional amount of leg 1
No
Start date of the reporting obligation
59
Section 2g - Details on the transaction
Notional amount in effect on associated effective date of leg 1
Yes
Start date of the reporting obligation
60
Section 2g - Details on the transaction
Total notional quantity of leg 1
Yes
Start date of the reporting obligation
61
Section 2g - Details on the transaction
Effective date of the notional quantity of leg 1
No
Start date of the reporting obligation
62
Section 2g - Details on the transaction
End date of the notional quantity of leg 1
No
Start date of the reporting obligation
63
Section 2g - Details on the transaction
Notional quantity in effect on associated effective date of leg 1
Yes
Start date of the reporting obligation
64
Section 2g - Details on the transaction
Notional amount of leg 2
Yes
Start date of the reporting obligation
65
Section 2g - Details on the transaction
Notional currency 2
No
Start date of the reporting obligation
66
Section 2g - Details on the transaction
Effective date of the notional amount of leg 2
No
Start date of the reporting obligation
67
Section 2g - Details on the transaction
End date of the notional amount of leg 2
No
Start date of the reporting obligation
68
Section 2g - Details on the transaction
Notional amount in effect on associated effective date of leg 2
Yes
Start date of the reporting obligation
69
Section 2g - Details on the transaction
Total notional quantity of leg 2
Yes
Start date of the reporting obligation
70
Section 2g - Details on the transaction
Effective date of the notional quantity of leg 2
No
Start date of the reporting obligation
71
Section 2g - Details on the transaction
End date of the notional quantity of leg 2
No
Start date of the reporting obligation
72
Section 2g - Details on the transaction
Notional quantity in effect on associated effective date of leg 2
Yes
Start date of the reporting obligation
73
Section 2g - Details on the transaction
Other payment type
No
Two years from the start date of the reporting obligation
74
Section 2g - Details on the transaction
Other payment amount
Yes
Two years from the start date of the reporting obligation
75
Section 2g - Details on the transaction
Other payment currency
No
Two years from the start date of the reporting obligation
76
Section 2g - Details on the transaction
Other payment date
No
Two years from the start date of the reporting obligation
77
Section 2g - Details on the transaction
Other payment payer
Yes
Two years from the start date of the reporting obligation
78
Section 2g - Details on the transaction
Other payment receiver
Yes
Two years from the start date of the reporting obligation
79
Section 2h - Interest Rates
Fixed rate of leg 1 or coupon
Yes
Start date of the reporting obligation
80
Section 2h - Interest Rates
Fixed rate or coupon day count convention leg 1
No
Start date of the reporting obligation
81
Section 2h - Interest Rates
Fixed rate or coupon payment frequency period leg 1
No
Start date of the reporting obligation
82
Section 2h - Interest Rates
Fixed rate or coupon payment frequency period multiplier leg 1
No
Start date of the reporting obligation
83
Section 2h - Interest Rates
Identifier of the floating rate of leg 1
No
Start date of the reporting obligation
84
Section 2h - Interest Rates
Indicator of the floating rate of leg 1
No
Start date of the reporting obligation
85
Section 2h - Interest Rates
Name of the floating rate of leg 1
NA
NA
86
Section 2h - Interest Rates
Floating rate day count convention of leg 1
No
Start date of the reporting obligation
87
Section 2h - Interest Rates
Floating rate payment frequency period of leg 1
No
Start date of the reporting obligation
88
Section 2h - Interest Rates
Floating rate payment frequency period multiplier of leg 1
No
Start date of the reporting obligation
89
Section 2h - Interest Rates
Floating rate reference period of leg 1 – time period
No
Start date of the reporting obligation
90
Section 2h - Interest Rates
Floating rate reference period of leg 1 – multiplier
No
Start date of the reporting obligation
91
Section 2h - Interest Rates
Floating rate reset frequency period of leg 1
No
Start date of the reporting obligation
92
Section 2h - Interest Rates
Floating rate reset frequency multiplier of leg 1
No
Start date of the reporting obligation
93
Section 2h - Interest Rates
Spread of leg 1
Yes
Two years from the start date of the reporting obligation
94
Section 2h - Interest Rates
Spread currency of leg 1
No
Two years from the start date of the reporting obligation
95
Section 2h - Interest Rates
Fixed rate of leg 2
Yes
Start date of the reporting obligation
96
Section 2h - Interest Rates
Fixed rate day count convention leg 2
No
Start date of the reporting obligation
97
Section 2h - Interest Rates
Fixed rate payment frequency period leg 2
No
Start date of the reporting obligation
98
Section 2h - Interest Rates
Fixed rate payment frequency period multiplier leg 2
No
Start date of the reporting obligation
99
Section 2h - Interest Rates
Identifier of the floating rate of leg 2
No
Start date of the reporting obligation
100
Section 2h - Interest Rates
Indicator of the floating rate of leg 2
No
Start date of the reporting obligation
101
Section 2h - Interest Rates
Name of the floating rate of leg 2
NA
NA
102
Section 2h - Interest Rates
Floating rate day count convention of leg 2
No
Start date of the reporting obligation
103
Section 2h - Interest Rates
Floating rate payment frequency period of leg 2
No
Start date of the reporting obligation
104
Section 2h - Interest Rates
Floating rate payment frequency period multiplier of leg 2
No
Start date of the reporting obligation
105
Section 2h - Interest Rates
Floating rate reference period of leg 2 – time period
No
Start date of the reporting obligation
106
Section 2h - Interest Rates
Floating rate reference period of leg 2 – multiplier
No
Start date of the reporting obligation
107
Section 2h - Interest Rates
Floating rate reset frequency period of leg 2
No
Start date of the reporting obligation
108
Section 2h - Interest Rates
Floating rate reset frequency multiplier of leg 2
No
Start date of the reporting obligation
109
Section 2h - Interest Rates
Spread of leg 2
Yes
Two years from the start date of the reporting obligation
110
Section 2h - Interest Rates
Spread currency of leg 2
No
Two years from the start date of the reporting obligation
111
Section 2h - Interest Rates
Package transaction spread
Yes
Two years from the start date of the reporting obligation
112
Section 2h - Interest Rates
Package transaction spread currency
No
Two years from the start date of the reporting obligation
113
Section 2i – Foreign Exchange
Exchange rate 1
Yes
Two years from the start date of the reporting obligation
114
Section 2i – Foreign Exchange
Forward exchange rate
Yes
Two years from the start date of the reporting obligation
115
Section 2i – Foreign Exchange
Exchange rate basis
No
Two years from the start date of the reporting obligation
116
Section 2j - Commodities and emission allowances (General)
Base product
No
Two years from the start date of the reporting obligation
117
Section 2j - Commodities and emission allowances (General)
Sub-product
No
Two years from the start date of the reporting obligation
118
Section 2j - Commodities and emission allowances (General)
Further sub-product
No
Two years from the start date of the reporting obligation
119
Section 2k - Commodities and emission allowances (Energy)
Delivery point or zone
No
Two years from the start date of the reporting obligation
120
Section 2k - Commodities and emission allowances (Energy)
Interconnection Point
No
Two years from the start date of the reporting obligation
121
Section 2k - Commodities and emission allowances (Energy)
Load type
No
Two years from the start date of the reporting obligation
122
Section 2k - Commodities and emission allowances (Energy)
Delivery interval start time
Yes
Two years from the start date of the reporting obligation
123
Section 2k - Commodities and emission allowances (Energy)
Delivery interval end time
Yes
Two years from the start date of the reporting obligation
124
Section 2k - Commodities and emission allowances (Energy)
Delivery start date
No
Two years from the start date of the reporting obligation
125
Section 2k - Commodities and emission allowances (Energy)
Delivery end date
No
Two years from the start date of the reporting obligation
126
Section 2k - Commodities and emission allowances (Energy)
Duration
No
Two years from the start date of the reporting obligation
127
Section 2k - Commodities and emission allowances (Energy)
Days of the week
No
Two years from the start date of the reporting obligation
128
Section 2k - Commodities and emission allowances (Energy)
Delivery capacity
Yes
Two years from the start date of the reporting obligation
129
Section 2k - Commodities and emission allowances (Energy)
Quantity Unit
No
Two years from the start date of the reporting obligation
130
Section 2k - Commodities and emission allowances (Energy)
Price/time interval quantity
Yes
Two years from the start date of the reporting obligation
131
Section 2k - Commodities and emission allowances (Energy)
Currency of the price/time interval quantity
No
Two years from the start date of the reporting obligation
132
Section 2l - Options
Option type
No
Start date of the reporting obligation
133
Section 2l - Options
Option style
No
Start date of the reporting obligation
134
Section 2l - Options
Strike price
Yes
Two years from the start date of the reporting obligation
135
Section 2l - Options
Effective date of the strike price
No
Two years from the start date of the reporting obligation
136
Section 2l - Options
End date of the strike price
No
Two years from the start date of the reporting obligation
137
Section 2l - Options
Strike price in effect on associated effective date
Yes
Two years from the start date of the reporting obligation
138
Section 2l - Options
Strike price currency/currency pair
No
Two years from the start date of the reporting obligation
139
Section 2l - Options
Option premium amount
Yes
Two years from the start date of the reporting obligation
140
Section 2l - Options
Option premium currency
No
Two years from the start date of the reporting obligation
141
Section 2l - Options
Option premium payment date
No
Two years from the start date of the reporting obligation
142
Section 2i - Options
Maturity date of the underlying
No
Start date of the reporting obligation
143
Section 2m – Credit derivatives
Seniority
No
Start date of the reporting obligation
144
Section 2m – Credit derivatives
Reference entity
No
Start date of the reporting obligation
145
Section 2m – Credit derivatives
Series
No
Two years from the start date of the reporting obligation
146
Section 2m – Credit derivatives
Version
No
Two years from the start date of the reporting obligation
147
Section 2m – Credit derivatives
Index factor
Yes
Start date of the reporting obligation
148
Section 2m – Credit derivatives
Tranche
No
Start date of the reporting obligation
149
Section 2m – Credit derivatives
Credit Default Swap (CDS) index attachment point
Yes
Two years from the start date of the reporting obligation
150
Section 2m – Credit derivatives
CDS index detachment point
Yes
Two years from the start date of the reporting obligation
151
Section 2n - Modifications to the derivative
Action type
NA
NA
152
Section 2n - Modifications to the derivative
Event type
NA
NA
153
Section 2n - Modifications to the derivative
Event date
NA
NA
154
Section 2n - Modifications to the derivative
Level
No
Start date of the reporting obligation
Table 3
Reconciliation categories
Allowable values
Reporting requirement for both counterparties
Yes/No
Reporting type
Single-sided/dual-sided
Pairing
Paired/unpaired
Reconciliation
Reconciled/not reconciled
Valuation reconciliation
Reconciled/not reconciled
Revived
Yes/No
Further modifications
| Rejection categories | Reason |
|---|---|
| Schema | —the derivative has been rejected, because of non-compliant schema. |
| — | the derivative has been rejected, because of non-compliant schema. |
| Permission | —the derivative has been rejected, because the report submitting entity is not permissioned to report on behalf of the reporting counterparty or the entity responsible for reporting. |
| — | the derivative has been rejected, because the report submitting entity is not permissioned to report on behalf of the reporting counterparty or the entity responsible for reporting. |
| Logical | —the derivative has been rejected, because the action type for the derivative is not logically correct. |
| — | the derivative has been rejected, because the action type for the derivative is not logically correct. |
| Business | —the derivative is rejected, because the derivative is not complying with one or more content validations. |
| — | the derivative is rejected, because the derivative is not complying with one or more content validations. |
Table 2 in anx_1
| — | the derivative has been rejected, because of non-compliant schema. |
|---|
Table 3 in anx_1
| — | the derivative has been rejected, because the report submitting entity is not permissioned to report on behalf of the reporting counterparty or the entity responsible for reporting. |
|---|
Table 4 in anx_1
| — | the derivative has been rejected, because the action type for the derivative is not logically correct. |
|---|
Table 5 in anx_1
| — | the derivative is rejected, because the derivative is not complying with one or more content validations. |
|---|
Table 6 in anx_1
| Section | Field | Reconciliation tolerance | Reconciliation start date | |
|---|---|---|---|---|
| 1 | Parties to the derivative | Reporting timestamp | NA | NA |
| 2 | Parties to the derivative | Report submitting entity ID | NA | NA |
| 3 | Parties to the derivative | Entity responsible for reporting | NA | NA |
| 4 | Parties to the derivative | Counterparty 1 (Reporting counterparty) | Same as field 9 in this table | Start date of the reporting obligation |
| 5 | Parties to the derivative | Nature of counterparty 1 | NA | NA |
| 6 | Parties to the derivative | Corporate sector of counterparty 1 | NA | NA |
| 7 | Parties to the derivative | Clearing threshold of counterparty 1 | NA | NA |
| 8 | Parties to the derivative | Counterparty 2 identifier type | NA | NA |
| 9 | Parties to the derivative | Counterparty 2 | Same as field 4 in this table | Start date of the reporting obligation |
| 10 | Parties to the derivative | Country of counterparty 2 | NA | NA |
| 11 | Parties to the derivative | Nature of counterparty 2 | NA | NA |
| 12 | Parties to the derivative | Corporate sector of counterparty 2 | NA | NA |
| 13 | Parties to the derivative | Clearing threshold of counterparty 2 | NA | NA |
| 14 | Parties to the derivative | Reporting obligation of counterparty 2 | NA | NA |
| 15 | Parties to the derivative | Broker ID | NA | NA |
| 16 | Parties to the derivative | Clearing member | NA | NA |
| 17 | Parties to the derivative | Direction | Opposite | Start date of the reporting obligation |
| 18 | Parties to the derivative | Direction of leg 1 | Opposite | Start date of the reporting obligation |
| 19 | Parties to the derivative | Direction of leg 2 | Opposite | Start date of the reporting obligation |
| 20 | Parties to the derivative | Directly linked to commercial activity or treasury financing | NA | NA |
| 1 | Section 2a - Identifiers and links | UTI | No | Start date of the reporting obligation |
| 2 | Section 2a - Identifiers and links | Report tracking number | No | Start date of the reporting obligation |
| 3 | Section 2a - Identifiers and links | Prior UTI (for one-to-one and one-to-many relations between transactions) | No | Two years after the start date of the reporting obligation |
| 4 | Section 2a - Identifiers and links | Subsequent position UTI | No | Two years after the start date of the reporting obligation |
| 5 | Section 2a - Identifiers and links | Post Trade Risk Reduction (PTRR) ID | NA | NA |
| 6 | Section 2a - Identifiers and links | Package identifier | NA | NA |
| 7 | Section 2b – Contract information | International Securities Identification Number (ISIN) | No | Start date of the reporting obligation |
| 8 | Section 2b – Contract information | Unique product identifier (UPI) | No | Start date of the reporting obligation |
| 9 | Section 2b – Contract information | Product classification | No | Start date of the reporting obligation |
| 10 | Section 2b – Contract information | Contract type | No | Start date of the reporting obligation |
| 11 | Section 2b – Contract information | Asset class | No | Start date of the reporting obligation |
| 12 | Section 2b – Contract information | Derivative based on crypto-assets | No | Two years from the start date of the reporting obligation |
| 13 | Section 2b – Contract information | Underlying identification type | No | Start date of the reporting obligation |
| 14 | Section 2b – Contract information | Underlying identification | No | Start date of the reporting obligation |
| 15 | Section 2b – Contract information | Indicator of the underlying index | Yes | Two years from the start date of the reporting obligation |
| 16 | Section 2b – Contract information | Name of the underlying index | Yes | Two years from the start date of the reporting obligation |
| 17 | Section 2b – Contract information | Custom basket code | No | Two years from the start date of the reporting obligation |
| 18 | Section 2b – Contract information | Identifier of the basket’s constituents | Yes | Two years from the start date of the reporting obligation |
| 19 | Section 2b – Contract information | Settlement currency 1 | No | Two years from the start date of the reporting obligation |
| 20 | Section 2b – Contract information | Settlement currency 2 | No | Two years from the start date of the reporting obligation |
| 21 | Section 2c – Valuation | Valuation amount | Yes | Two years from the start date of the reporting obligation |
| 22 | Section 2c – Valuation | Valuation currency | No | Two years from the start date of the reporting obligation |
| 23 | Section 2c – Valuation | Valuation timestamp | NA | NA |
| 24 | Section 2c – Valuation | Valuation method | No | Two years from the start date of the reporting obligation |
| 25 | Section 2c – Valuation | Delta | Yes | Two years from the start date of the reporting obligation |
| 26 | Section 2d - Collateral | Collateral portfolio indicator | NA | NA |
| 27 | Section 2d - Collateral | Collateral portfolio code | NA | NA |
| 28 | Section 2e - Risk mitigation / Reporting | Confirmation timestamp | Yes | Start date of the reporting obligation |
| 29 | Section 2e - Risk mitigation / Reporting | Confirmed | No | Start date of the reporting obligation |
| 30 | Section 2f - Clearing | Clearing obligation | Yes | Start date of the reporting obligation |
| 31 | Section 2f - Clearing | Cleared | No | Start date of the reporting obligation |
| 32 | Section 2f - Clearing | Clearing timestamp | Yes | Start date of the reporting obligation |
| 33 | Section 2f - Clearing | Central counterparty | No | Start date of the reporting obligation |
| 34 | Section 2g - Details on the transaction | Master Agreement type | Yes | Start date of the reporting obligation |
| 35 | Section 2g - Details on the transaction | Other master agreement type | NA | NA |
| 36 | Section 2g - Details on the transaction | Master Agreement version | No | Start date of the reporting obligation |
| 37 | Section 2g - Details on the transaction | Intragroup | No | Start date of the reporting obligation |
| 38 | Section 2g - Details on the transaction | PTRR | No | Start date of the reporting obligation |
| 39 | Section 2g - Details on the transaction | Type of PTRR technique | No | Start date of the reporting obligation |
| 40 | Section 2g - Details on the transaction | PTRR service provider | No | Start date of the reporting obligation |
| 41 | Section 2g - Details on the transaction | Venue of execution | No | Start date of the reporting obligation |
| 42 | Section 2c - Details on the transaction | Execution timestamp | Yes | Start date of the reporting obligation |
| 43 | Section 2c - Details on the transaction | Effective date | No | Start date of the reporting obligation |
| 44 | Section 2c - Details on the transaction | Expiration date | No | Start date of the reporting obligation |
| 45 | Section 2c - Details on the transaction | Early termination date | No | Start date of the reporting obligation |
| 46 | Section 2c - Details on the transaction | Final contractual settlement date | No | Start date of the reporting obligation |
| 47 | Section 2c - Details on the transaction | Delivery type | No | Start date of the reporting obligation |
| 48 | Section 2g - Details on the transaction | Price | Yes | Start date of the reporting obligation |
| 49 | Section 2g - Details on the transaction | Price currency | No | Start date of the reporting obligation |
| 50 | Section 2g - Details on the transaction | Unadjusted effective date of the price | No | Two years from the start date of the reporting obligation |
| 51 | Section 2g - Details on the transaction | Unadjusted end date of the price | No | Two years from the start date of the reporting obligation |
| 52 | Section 2g - Details on the transaction | Price in effect between the unadjusted effective date and the end date | Yes | Two years from the start date of the reporting obligation |
| 53 | Section 2g - Details on the transaction | Package transaction price | Yes | Two years from the start date of the reporting obligation |
| 54 | Section 2g - Details on the transaction | Package transaction price currency | No | Two years from the start date of the reporting obligation |
| 55 | Section 2g - Details on the transaction | Notional amount of leg 1 | Yes | Start date of the reporting obligation |
| 56 | Section 2g - Details on the transaction | Notional currency 1 | No | Start date of the reporting obligation |
| 57 | Section 2g - Details on the transaction | Effective date of the notional amount of leg 1 | No | Start date of the reporting obligation |
| 58 | Section 2g - Details on the transaction | End date of the notional amount of leg 1 | No | Start date of the reporting obligation |
| 59 | Section 2g - Details on the transaction | Notional amount in effect on associated effective date of leg 1 | Yes | Start date of the reporting obligation |
| 60 | Section 2g - Details on the transaction | Total notional quantity of leg 1 | Yes | Start date of the reporting obligation |
| 61 | Section 2g - Details on the transaction | Effective date of the notional quantity of leg 1 | No | Start date of the reporting obligation |
| 62 | Section 2g - Details on the transaction | End date of the notional quantity of leg 1 | No | Start date of the reporting obligation |
| 63 | Section 2g - Details on the transaction | Notional quantity in effect on associated effective date of leg 1 | Yes | Start date of the reporting obligation |
| 64 | Section 2g - Details on the transaction | Notional amount of leg 2 | Yes | Start date of the reporting obligation |
| 65 | Section 2g - Details on the transaction | Notional currency 2 | No | Start date of the reporting obligation |
| 66 | Section 2g - Details on the transaction | Effective date of the notional amount of leg 2 | No | Start date of the reporting obligation |
| 67 | Section 2g - Details on the transaction | End date of the notional amount of leg 2 | No | Start date of the reporting obligation |
| 68 | Section 2g - Details on the transaction | Notional amount in effect on associated effective date of leg 2 | Yes | Start date of the reporting obligation |
| 69 | Section 2g - Details on the transaction | Total notional quantity of leg 2 | Yes | Start date of the reporting obligation |
| 70 | Section 2g - Details on the transaction | Effective date of the notional quantity of leg 2 | No | Start date of the reporting obligation |
| 71 | Section 2g - Details on the transaction | End date of the notional quantity of leg 2 | No | Start date of the reporting obligation |
| 72 | Section 2g - Details on the transaction | Notional quantity in effect on associated effective date of leg 2 | Yes | Start date of the reporting obligation |
| 73 | Section 2g - Details on the transaction | Other payment type | No | Two years from the start date of the reporting obligation |
| 74 | Section 2g - Details on the transaction | Other payment amount | Yes | Two years from the start date of the reporting obligation |
| 75 | Section 2g - Details on the transaction | Other payment currency | No | Two years from the start date of the reporting obligation |
| 76 | Section 2g - Details on the transaction | Other payment date | No | Two years from the start date of the reporting obligation |
| 77 | Section 2g - Details on the transaction | Other payment payer | Yes | Two years from the start date of the reporting obligation |
| 78 | Section 2g - Details on the transaction | Other payment receiver | Yes | Two years from the start date of the reporting obligation |
| 79 | Section 2h - Interest Rates | Fixed rate of leg 1 or coupon | Yes | Start date of the reporting obligation |
| 80 | Section 2h - Interest Rates | Fixed rate or coupon day count convention leg 1 | No | Start date of the reporting obligation |
| 81 | Section 2h - Interest Rates | Fixed rate or coupon payment frequency period leg 1 | No | Start date of the reporting obligation |
| 82 | Section 2h - Interest Rates | Fixed rate or coupon payment frequency period multiplier leg 1 | No | Start date of the reporting obligation |
| 83 | Section 2h - Interest Rates | Identifier of the floating rate of leg 1 | No | Start date of the reporting obligation |
| 84 | Section 2h - Interest Rates | Indicator of the floating rate of leg 1 | No | Start date of the reporting obligation |
| 85 | Section 2h - Interest Rates | Name of the floating rate of leg 1 | NA | NA |
| 86 | Section 2h - Interest Rates | Floating rate day count convention of leg 1 | No | Start date of the reporting obligation |
| 87 | Section 2h - Interest Rates | Floating rate payment frequency period of leg 1 | No | Start date of the reporting obligation |
| 88 | Section 2h - Interest Rates | Floating rate payment frequency period multiplier of leg 1 | No | Start date of the reporting obligation |
| 89 | Section 2h - Interest Rates | Floating rate reference period of leg 1 – time period | No | Start date of the reporting obligation |
| 90 | Section 2h - Interest Rates | Floating rate reference period of leg 1 – multiplier | No | Start date of the reporting obligation |
| 91 | Section 2h - Interest Rates | Floating rate reset frequency period of leg 1 | No | Start date of the reporting obligation |
| 92 | Section 2h - Interest Rates | Floating rate reset frequency multiplier of leg 1 | No | Start date of the reporting obligation |
| 93 | Section 2h - Interest Rates | Spread of leg 1 | Yes | Two years from the start date of the reporting obligation |
| 94 | Section 2h - Interest Rates | Spread currency of leg 1 | No | Two years from the start date of the reporting obligation |
| 95 | Section 2h - Interest Rates | Fixed rate of leg 2 | Yes | Start date of the reporting obligation |
| 96 | Section 2h - Interest Rates | Fixed rate day count convention leg 2 | No | Start date of the reporting obligation |
| 97 | Section 2h - Interest Rates | Fixed rate payment frequency period leg 2 | No | Start date of the reporting obligation |
| 98 | Section 2h - Interest Rates | Fixed rate payment frequency period multiplier leg 2 | No | Start date of the reporting obligation |
| 99 | Section 2h - Interest Rates | Identifier of the floating rate of leg 2 | No | Start date of the reporting obligation |
| 100 | Section 2h - Interest Rates | Indicator of the floating rate of leg 2 | No | Start date of the reporting obligation |
| 101 | Section 2h - Interest Rates | Name of the floating rate of leg 2 | NA | NA |
| 102 | Section 2h - Interest Rates | Floating rate day count convention of leg 2 | No | Start date of the reporting obligation |
| 103 | Section 2h - Interest Rates | Floating rate payment frequency period of leg 2 | No | Start date of the reporting obligation |
| 104 | Section 2h - Interest Rates | Floating rate payment frequency period multiplier of leg 2 | No | Start date of the reporting obligation |
| 105 | Section 2h - Interest Rates | Floating rate reference period of leg 2 – time period | No | Start date of the reporting obligation |
| 106 | Section 2h - Interest Rates | Floating rate reference period of leg 2 – multiplier | No | Start date of the reporting obligation |
| 107 | Section 2h - Interest Rates | Floating rate reset frequency period of leg 2 | No | Start date of the reporting obligation |
| 108 | Section 2h - Interest Rates | Floating rate reset frequency multiplier of leg 2 | No | Start date of the reporting obligation |
| 109 | Section 2h - Interest Rates | Spread of leg 2 | Yes | Two years from the start date of the reporting obligation |
| 110 | Section 2h - Interest Rates | Spread currency of leg 2 | No | Two years from the start date of the reporting obligation |
| 111 | Section 2h - Interest Rates | Package transaction spread | Yes | Two years from the start date of the reporting obligation |
| 112 | Section 2h - Interest Rates | Package transaction spread currency | No | Two years from the start date of the reporting obligation |
| 113 | Section 2i – Foreign Exchange | Exchange rate 1 | Yes | Two years from the start date of the reporting obligation |
| 114 | Section 2i – Foreign Exchange | Forward exchange rate | Yes | Two years from the start date of the reporting obligation |
| 115 | Section 2i – Foreign Exchange | Exchange rate basis | No | Two years from the start date of the reporting obligation |
| 116 | Section 2j - Commodities and emission allowances (General) | Base product | No | Two years from the start date of the reporting obligation |
| 117 | Section 2j - Commodities and emission allowances (General) | Sub-product | No | Two years from the start date of the reporting obligation |
| 118 | Section 2j - Commodities and emission allowances (General) | Further sub-product | No | Two years from the start date of the reporting obligation |
| 119 | Section 2k - Commodities and emission allowances (Energy) | Delivery point or zone | No | Two years from the start date of the reporting obligation |
| 120 | Section 2k - Commodities and emission allowances (Energy) | Interconnection Point | No | Two years from the start date of the reporting obligation |
| 121 | Section 2k - Commodities and emission allowances (Energy) | Load type | No | Two years from the start date of the reporting obligation |
| 122 | Section 2k - Commodities and emission allowances (Energy) | Delivery interval start time | Yes | Two years from the start date of the reporting obligation |
| 123 | Section 2k - Commodities and emission allowances (Energy) | Delivery interval end time | Yes | Two years from the start date of the reporting obligation |
| 124 | Section 2k - Commodities and emission allowances (Energy) | Delivery start date | No | Two years from the start date of the reporting obligation |
| 125 | Section 2k - Commodities and emission allowances (Energy) | Delivery end date | No | Two years from the start date of the reporting obligation |
| 126 | Section 2k - Commodities and emission allowances (Energy) | Duration | No | Two years from the start date of the reporting obligation |
| 127 | Section 2k - Commodities and emission allowances (Energy) | Days of the week | No | Two years from the start date of the reporting obligation |
| 128 | Section 2k - Commodities and emission allowances (Energy) | Delivery capacity | Yes | Two years from the start date of the reporting obligation |
| 129 | Section 2k - Commodities and emission allowances (Energy) | Quantity Unit | No | Two years from the start date of the reporting obligation |
| 130 | Section 2k - Commodities and emission allowances (Energy) | Price/time interval quantity | Yes | Two years from the start date of the reporting obligation |
| 131 | Section 2k - Commodities and emission allowances (Energy) | Currency of the price/time interval quantity | No | Two years from the start date of the reporting obligation |
| 132 | Section 2l - Options | Option type | No | Start date of the reporting obligation |
| 133 | Section 2l - Options | Option style | No | Start date of the reporting obligation |
| 134 | Section 2l - Options | Strike price | Yes | Two years from the start date of the reporting obligation |
| 135 | Section 2l - Options | Effective date of the strike price | No | Two years from the start date of the reporting obligation |
| 136 | Section 2l - Options | End date of the strike price | No | Two years from the start date of the reporting obligation |
| 137 | Section 2l - Options | Strike price in effect on associated effective date | Yes | Two years from the start date of the reporting obligation |
| 138 | Section 2l - Options | Strike price currency/currency pair | No | Two years from the start date of the reporting obligation |
| 139 | Section 2l - Options | Option premium amount | Yes | Two years from the start date of the reporting obligation |
| 140 | Section 2l - Options | Option premium currency | No | Two years from the start date of the reporting obligation |
| 141 | Section 2l - Options | Option premium payment date | No | Two years from the start date of the reporting obligation |
| 142 | Section 2i - Options | Maturity date of the underlying | No | Start date of the reporting obligation |
| 143 | Section 2m – Credit derivatives | Seniority | No | Start date of the reporting obligation |
| 144 | Section 2m – Credit derivatives | Reference entity | No | Start date of the reporting obligation |
| 145 | Section 2m – Credit derivatives | Series | No | Two years from the start date of the reporting obligation |
| 146 | Section 2m – Credit derivatives | Version | No | Two years from the start date of the reporting obligation |
| 147 | Section 2m – Credit derivatives | Index factor | Yes | Start date of the reporting obligation |
| 148 | Section 2m – Credit derivatives | Tranche | No | Start date of the reporting obligation |
| 149 | Section 2m – Credit derivatives | Credit Default Swap (CDS) index attachment point | Yes | Two years from the start date of the reporting obligation |
| 150 | Section 2m – Credit derivatives | CDS index detachment point | Yes | Two years from the start date of the reporting obligation |
| 151 | Section 2n - Modifications to the derivative | Action type | NA | NA |
| 152 | Section 2n - Modifications to the derivative | Event type | NA | NA |
| 153 | Section 2n - Modifications to the derivative | Event date | NA | NA |
| 154 | Section 2n - Modifications to the derivative | Level | No | Start date of the reporting obligation |
Table 7 in anx_1
| Reconciliation categories | Allowable values |
|---|---|
| Reporting requirement for both counterparties | Yes/No |
| Reporting type | Single-sided/dual-sided |
| Pairing | Paired/unpaired |
| Reconciliation | Reconciled/not reconciled |
| Valuation reconciliation | Reconciled/not reconciled |
| Revived | Yes/No |
| Further modifications | Yes/No |