ANNEX IV - Record keeping of client orders and decision to deal

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Article III – Requirement for operators of trading venues to immediately inform their national competent authority ⬅️ | ➡️ Retour au sommaire

Record keeping of client orders and decision to deal

1.

Name and designation of the client

2.

Name and designation of any relevant person acting on behalf of the client

3.

A designation to identify the trader (Trader ID) responsible within the investment firm for the investment decision

4.

A designation to identify the algorithm (Algo ID) responsible within the investment firm for the investment decision;

5.

B/S indicator;

6.

Instrument identification

7.

Unit price and price notation;

8.

Price

9.

Price multiplier

10.

Currency 1

11.

Currency 2

12.

Initial quantity and quantity notation;

13.

Validity period

14.

Type of the order;

15.

Any other details, conditions and particular instructions from the client;

16.

The date and exact time of the receipt of the order or the date and exact time of when the decision to deal was made. The exact time must be measured according to the methodology prescribed under the standards on clock synchronisation under EU.

SECTION 2

Record keeping of transactions and order processing

1.

name and designation of the client;

2.

name and designation of any relevant person acting on behalf of the client;

3.

a designation to identify the trader (Trader ID) responsible within the investment firm for the investment decision;

4.

a designation to identify the Algo (Ago ID) responsible within the investment firm for the investment decision

5.

Transaction reference number

6.

a designation to identify the order (Order ID)

7.

the identification code of the order assigned by the trading venue upon receipt of the order;

8.

a unique identification for each group of aggregated clients’ orders (which will be subsequently placed as one block order on a given trading venue). This identification should indicated ‘aggregated_X’ with X representing the number of clients whose orders have been aggregated.

9.

the segment MIC code of the trading venue to which the order has been submitted.

10.

the name and other designation of the person to whom the order was transmitted

11.

designation to identify the Seller & the Buyer

12.

the trading capacity

13.

a designation to identify the Trader (Trader ID) responsible for the execution

14.

a designation to identify the Algo (Algo ID) responsible for the execution

15.

B/S indicator;

16.

instrument identification

17.

ultimate underlying

18.

Put/Call identifier

19.

Strike price

20.

Up-front payment

21.

Delivery type

22.

Option style

23.

Maturity date

24.

unit price and price notation;

25.

price

26.

price multiplier

27.

Currency 1

28.

Currency 2

29.

remaining quantity

30.

modified quantity

31.

executed quantity

32.

the date and exact time of submission of the order or decision to deal. The exact time must be measured according to the methodology prescribed under the standards on clock synchronisation under EU

33.

the date and exact time of any message that is transmitted to and received from the trading venue in relation to any events affecting an order. The exact time must be measured according to the methodology prescribed under Commission Delegated Regulation (EU) 2017/574

34.

the date and exact time any message that is transmitted to and received from another investment firm in relation to any events affecting an order. The exact time must be measured according to the methodology prescribed under the standards on clock synchronisation under EU

35.

Any message that is transmitted to and received from the trading venue in relation to orders placed by the investment firm;

36.

Any other details and conditions that was submitted to and received from another investment firm in relation with the order;

37.

Each placed order’s sequences in order to reflect the chronology of every event affecting it, including but not limited to modifications, cancellations and execution;

38.

Short selling flag

39.

SSR exemption flag;

40.

Waiver flag# Table 1 in anx_I

Nature of obligationType of recordSummary of contentLegislative reference
Client assessment
Information to clientsContent as provided for under Article 24(4) of Directive 2014/65/EU and Articles 44 to 51 of this RegulationArticle 24(4) of Directive 2014/65/EUArticles 44 to 51 of this Regulation
Client agreementsRecords as provided for under Article 25(5) of Directive 2014/65/EUArticle 25(5) Directive 2014/65/EUArticle 58 of this Regulation
Assessment of suitability and appropriatenessContent as provided for under paragraphs 2 and 3 of Article 25 of Directive 2014/65/EU and Articles 54, 55 and 60 of this RegulationArticle 25(2) and (3) of Directive 2014/65/EUArticles 54, 55 and 56 of this Regulation
Order handling
Client order-handling – Aggregated transactionsRecords as provided for under Articles 67 to 70 of this RegulationArticles 24(1) and 28(1) of Directive 2014/65/EUArticles 67 to 70 of this Regulation
Aggregation and allocation of trans-actions for own accountRecords as provided for under Article 69 of this RegulationArticles 24(1) and 28(1) of Directive 2014/65/EUArticle 69 of this Regulation
Client Orders and transactions
Record keeping of client orders or decision to dealRecords as provided for under Article 74 of this RegulationArticle 16(6) of Directive 2014/65/EUArticle 74 of this Regulation
Record keeping of transactions and order processingRecords as provided for under Article 75 of this RegulationArticle 16(6) of Directive 2014/65/EUArticle 75 of this Regulation
Reporting to clients
Obligation in respect of services provided to clientsContents as provided for under Articles 59 to 63 of this RegulationParagraphs 1 and 6 of Article 24 and paragraphs 1 and 6 of Article 25 of Directive 2014/65/EUArticles 59 to 63 of this Regulation
Safeguarding of client assets
Client financial instruments held by an investment firmRecords as provided for under Article 16(8) of Directive 2014/65/EU and under Article 2 of Commission Delegated Directive (EU) 2017/593Article 16(8) of Directive 2014/65/EUArticle 2 of Delegated Directive (EU) 2017/593
Client funds held by an investment firmRecords as provided for under Article 16(9) of Directive 2014/65/EU and under Article 2 of Delegated Directive (EU) 2017/593Article 16(9) of Directive 2014/65/EUArticle 2 of Delegated Directive (EU) 2017/593
Use of client financial instrumentsRecords provided for under Article 5 of Delegated Directive (EU) 2017/593Paragraphs 8, 9 and 10 of Article 16 of Directive 2014/65/EUArticle 5 of Delegated Directive (EU) 2017/593
Communication with clients
Information about Costs and associated chargesContents as provided for under Article 50 of this RegulationArticle 24(4), point (c) of Directive 2014/65/EUArticle 50 of this Regulation
Information about the investment firm and its services, financial instruments and safe-guarding of client assetsContent as provided for under Articles 47, 48 and 49 of this RegulationArticle 24(4) of Directive 2014/65/EUArticles 47, 48 and 49 of this Regulation
Information to clientsRecords of communicationArticle 24(3) of Directive 2014/65/EUArticle 46 of this Regulation
Marketing communications (except in oral form)Each marketing communication issued by the investment firm (except in oral form) as provided under Articles 44 and 46 of this RegulationArticle 24(3) of Directive 2014/65/EUArticles 44 and 46 of this Regulation
Investment advice to retail clients(i) The fact, time and date that investment advice was rendered and (ii) the financial instrument that was recommended (iii) the suitability report provided to the clientArticle 25(6) of Directive 2014/65/EUArticle 54 of this Regulation
Investment researchEach item of investment research issued by the investment firm in a durable mediumArticle 24(3) of Directive 2014/65/EUArticles 36 and 37 of this Regulation
Organisational requirements
The firm’s business and internal organisationRecords as provided for under Article 21(1), point (f) of this RegulationParagraphs 2 to 10 of Article 16 of Directive 2014/65/EUArticle 21(1), point (f) of this Regulation
Compliance reportsEach compliance report to management bodyArticle 16(2) of Directive 2014/65/EUArticle 22(2), point (c) and Article 25(2) of this Regulation
Conflict of Interest recordRecords as provided for under Article 35 of this RegulationArticle 16(3) of Directive 2014/65/EUArticle 35 of this Regulation
InducementsThe information disclosed to clients under Article 24(9) of Directive 2014/65/EUArticle 24(9) of Directive 2014/65/EUArticle 11, 12 and 13 of Delegated Directive (EU) 2017/593
Risk management reportsEach risk management report to senior managementArticle 16(5) of Directive 2014/65/EUArticle 23(1), point (b) and Article 25(2) of this Regulation
Internal audit reportsEach internal audit report to senior managementArticle 16(5) of Directive 2014/65/EUArticle 24 and Article 25(2) of this Regulation
Complaints-handling recordsEach complaint and the complaint handling measures taken to address the complaintArticle 16(2) of Directive 2014/65/EUArticle 26 of this Regulation
Records of personal transactionsRecords as provided for under Article 29(5), point (c) of this RegulationArticle 16(2) of Directive 2014/65/EUArticle 29(5), point (c) of this Regulation

Table 1 in anx_II

Cost items to be disclosedExamples:
One-off charges related to the provision of an investment serviceAll costs and charges paid to the investment firm at the beginning or at the end of the provided investment service(s).
Ongoing charges related to the provision of an investment serviceAll ongoing costs and charges paid to investment firms for their services provided to the client.
All costs related to transactions initiated in the course of the provision of an investment serviceAll costs and charges that are related to transactions performed by the investment firm or other parties.
Any charges that are related to ancillary servicesAny costs and charges that are related to ancillary services that are not included in the costs mentioned above.
Incidental costs
(1)Switching costs should be understood as costs (if any) that are incurred by investors by switching from one investment firm to another investment firm.(2)Broker commissions should be understood as costs that are charged by investment firms for the execution of orders.

Table 2 in anx_II

Cost items to be disclosedExamples:
One-off chargesAll costs and charges (included in the price or in addition to the price of the financial instrument) paid to product suppliers at the beginning or at the end of the investment in the financial instrument.
Ongoing chargesAll ongoing costs and charges related to the management of the financial product that are deducted from the value of the financial instrument during the investment in the financial instrument.
All costs related to the transactionsAll costs and charges that incurred as a result of the acquisition and disposal of investments.
Incidental costs
(1)Structuring fees should be understood as fees charged by manufacturers of structured investment products for structuring the products. They may cover a broader range of services provided by the manufacturer.