Field | Data to be reported | Validation for | Permitted values | Additional explanations |
---|
| | T | P | V | | |
---|
Contracting parties | | T | P | V | Contracting parties | |
- 1
- ID of reporting counterparty
| Code for identifying the reporting counterparty | M | M | M | ID of reporting counterparty | Code for identifying the reporting counterparty |
- 2
- ID of non-reporting counterparty
| Code for identifying non-reporting counterparty | M | M | O | Legal Entity Identifier (LEI) consisting of 20 characters, validity may already have lapsed If LEI is not available: Business Identifier Code (BIC) in accordance with ISO 9362:2014 consisting of 11 characters If neither LEI nor BIC is available: internal code consisting of a maximum of 50 characters | |
- 3
- Name of reporting counterparty
| Company or name of reporting counterparty | M | M | N | Text consisting of a maximum of 100 characters | |
- 4
- Registered office of reporting counterparty
| Information on the registered office, consisting of a full address, city and country of the reporting counterparty | M | M | N | Text consisting of a maximum of 500 characters | |
- 5
- Corporate sector of reporting counterparty
| Type of business activities of reporting counterparty | M | M | N | For financial counterparties: - –
- A = Banks in accordance with Article 1 paragraph 1 of the Banking Act of
8 November 193475 - –
- B = Securities firms in accordance with Article 41 of the Financial Institutions Act of 15 June 201876 (FinIA)
- –
- C = Insurance and reinsurance companies in accordance with Article 2 paragraph 1 letter a of the Insurance Oversight Act of 17 December 200477
- –
- D = Group parent companies of a financial or insurance group or of a financial or insurance conglomerate
- –
- E = Managers of collective assets und fund management companies in accordance with Articles 24 and 32 FinIA
- –
- F = Collective investment schemes in accordance with the Collective Investment Schemes Act
- –
- G = Occupational pension schemes and investment foundations in accordance with Article 48 et seq. of the Federal Act of 25 June 198278 on Occupational Old Age, Survivors' and Invalidity Pension Provision
Non-financial counterparties: - –
- H = Oil and natural gas
- –
- I = Basic materials (chemicals, raw materials)
- –
- J = Industrial companies (construction, electronics, production technology, transportation, etc.)
- –
- K = Consumer goods (food, household appliances, etc.)
- –
- L = Healthcare
- –
- M = Consumer service (travel, media, etc.)
- –
- N = Telecommunications
- –
- O = Utilities (electricity, water, etc.)
- –
- P = Technology (software and hardware)
For central counterparties: - –
- Q = Central counterparty
| |
- 6
- Status of reporting counterparty
| Indication whether the reporting counterparty is a financial or non-financial counterparty and whether the counterparty is small in accordance with Articles 98 and 99 FinMIA | M | M | N | FP = Financial counterparty which is not considered a small financial counterparty under Article 99 FinMIA FM = Small financial counterparty under Article 99 FinMIA NP = Non-financial counterparty under Article 93 paragraph 3 FinMIA which is not considered a small non-financial counterparty under Article 98 FinMIA NM = Non-financial counterparty under Article 93 paragraph 3 FinMIA Q = Central counterparty | |
- 7
- Reporting entity ID
| Code for identifying reporting entity | M | M | M | Valid Legal Entity Identifier (LEI) consisting of 20 characters | |
- 8
- ID of clearing member of reporting counterparty
| Code for identifying the clearing member of the reporting counterparty | U | U | N | Legal Entity Identifier (LEI) consisting of 20 characters, validity may already have lapsed If LEI is not available: Business Identifier Code (BIC) in accordance with ISO 9362:2014 consisting of 11 characters | Must be indicated if the reporting counterparty is not a clearing member and the transaction in question is a centrally cleared transaction |
- 9
- Clearing threshold
| Indication as to whether the reporting counterparty exceeds the clearing threshold at the time of reporting in accordance with Articles 98 or 99 FinMIA | M | M | N | Y = The reporting counterparty has exceeded the threshold in accordance with Article 100 FinMIA at the time of reporting. N = The reporting counterparty has not exceeded the threshold in accordance with Article 100 FinMIA at the time of reporting. | |
Section 2a — Contract type | | | | | |
- 10
- Product taxonomy
| Taxonomy of the product code of the contract | M | M | N | U = Unique Product Identifier (UPI) in accordance with recognised international standards If UPI is not available: I = International Securities Identification Number (ISIN) in accordance with ISO 6166:2013 If neither UPI nor ISIN is available: A = Alternative Instrument Identifier (AII) in accordance with ESMA guidelines If neither UPI, ISIN nor AII is available: E = Exchange Product Code (EPC) issued by the relevant trading venue If none of these codes is available: N = Not available C = Classification of Financial Instruments (CFI) in accordance with ISO 10962:2015 | The order of the permitted values corresponds to the expected value depending on its availability. |
- 11
- ID of product
| Details of the product code of the contract | M | M | N | Valid code as per taxonomy used | |
- 12
- Asset category
| Indication of type of underlying | M | M | N | CO = Commodity / energy CR = Credit CU = Currency EQ = Equity security IR = Interest rate OT = Other derivative | |
- 13
- Type of contract
| Details of type of contract | M | M | N | CD = Contract for difference (CFD) FR = Forward rate agreement FU = Future FW = Forward OP = Option SW = Swap SB = Spreadbet EX = Exotic product | |
- 14
- Underlying taxonomy
| Taxonomy of the underlying instrument of the contract | M | M | N | ISIN in accordance with ISO 6166:2013 If ISIN is not available: Country code in accordance with ISO 3166:2013 if the issuer of the underlying is a state; in all other cases: If neither ISIN nor country code is available: UPI in accordance with recognised international standards If neither ISIN, country code nor UPI is available: ID of the basket of underlyings or if this is not available the value «NA»; or in the case of indices for which no ISIN is available: full name of index In all other cases: the value «NA» | The order of the permitted values corresponds to the expected value depending on its availability. |
- 15
- ID of underlying
| Details of the underlying code of the contract | M | M | N | Valid code as per taxonomy used | |
Section 2b — Transaction details | | | | | | |
- 16
- Trade ID
| A unique trade ID provided by the reporting counterparty at the request of the other counterparty | M | M | M | Text with a maximum of 52 characters | |
- 17
- Side of reporting counterparty
| Indication whether the reporting counterparty is acting as buyer or seller | M | M | N | B = Buyer S = Seller | To be determined in accordance with recognised international standards |
- 18
- Compression (numerical reduction of outstanding contracts)
| Indication whether the contract results from such a compression exercise | M | O | N | Y = The amount reported is the remaining transaction or position amount following compression. N = The reported transaction or position does not result from compression. | In the case of positions that remain as a result of netting transactions, this field remains empty. |
- 19
- Price/rate
| Price per derivative excluding, where applicable, commission and accrued interest | M | O | N | Decimal value | |
- 20
- Price quotation
| The manner in which the price is expressed | M | O | N | U = The price is expressed as an absolute value. P = The price is expressed as a percentage value. | |
- 21
- Currency of price
| The currency in which the price is expressed, if applicable | U | O | N | In the cases of prices given as absolute values, the currency of the price in accordance with ISO 4217:2008, or other recognised international standards, should be indicated | |
- 22
- Nominal value 1
| Current reference value of the contract | M | U | N | Decimal value | Must be indicated if the field «amount» exhibits the value 1 |
- 23
- Nominal value 2
| In the case of swap transactions and currency forward transactions, the current second reference value of the contract | O | O | N | Decimal value | |
- 24
- Currency of denomination 1
| Currency of nominal value | M | M | N | Currency in accordance with ISO 4217:2008 or other recognised international standard | The currency in this field corresponds to the currency of «Nominal value 1». In the case of interest rate derivative contracts, this is the nominal currency of Leg 1. |
- 25
- Currency of denomination 2
| Currency of nominal value. In the case of interest rate derivative contracts, this is the nominal currency of Leg 2. | U | U | N | Currency in accordance with ISO 4217:2008 or other recognised international standard | Must be indicated if «Nominal value 2» was reported In the case of interest rate derivatives, this is the nominal currency of Leg 2. In the case of foreign currency contracts, this is the second currency. |
- 26
- Currency to be delivered
| Currency to be delivered, if applicable | U | U | N | Currency in accordance with ISO 4217:2008 or other recognised international standard | Must be indicated if the contract is settled in cash |
- 27
- Price multiplier
| The number of units of the financial instrument which are contained in a trading lot, e.g. the number of derivatives represented by one exchange-traded contract | M | M | N | Decimal value | |
- 28
- Amount
| Number of reported contracts | M | M | N | Decimal value | The value «0» is permissible only if the field «Type of report» exhibits the value «C». |
- 29
- Type of delivery
| Indication whether the contract is settled in physical form or in cash | M | M | N | C = Cash settlement P = Physical settlement O = Optional for the counterparty | |
- 30
- Conclusion date
| Date on which the contract was concluded | M | M | N | Date and time format in accordance with ISO 8601:2004 | May be provided in either Coordinated Universal Time (UTC) or local Swiss time If the information is not expressed in UTC, this should be indicated to the trade repository |
- 31
- Effective date
| Date when obligations under the contract come into effect | M | O | N | Data format in accordance with ISO 8601:2004 | |
- 32
- Maturity date
| Original date of expiry of the reported contract. An early termination is not reported in this field | M | M | N | Data format in accordance with ISO 8601:2004 | |
- 33
- Termination date
| Date on which the reported contract terminates | U | U | N | Data format in accordance with ISO 8601:2004 | This field should be used in the event of early expiry (report via «Type of report» = C) or in the event of compression (report via «Type of report» = M). In all other cases it should be left empty. |
- 34
- Date of settlement
| Last date for settlement of underlyings | O | O | N | Data format in accordance with ISO 8601:2004 | |
- 35
- Market value of contract
| Valuation of contract at mark to market or mark to model prices | O | O | M | Decimal value | Must be provided in the case of a valuation report |
- 36
- Currency in which the current mark to market value of the contract is expressed
| Currency in which the mark to market or mark to model price valuation was effected | O | O | M | Currency in accordance with ISO 4217:2008 or other recognised international standard | Must be provided in the case of a valuation report |
- 37
- Date of valuation
| Date of last valuation at mark to market or mark to model prices | O | O | M | Data format in accordance with ISO 8601:2004 | Must be provided in the case of a valuation report |
- 38
- Time of valuation
| Time of last valuation at mark to market or mark to model prices | O | O | M | Time format in accordance with ISO 8601:2004 | Must be provided in the case of a valuation report May be provided in either Coordinated Universal Time (UTC) or local Swiss time If the information is not expressed in UTC, this should be indicated to the trade repository |
- 39
- Type of valuation
| Indication as to whether the valuation was effected at mark to market or mark to model prices | O | O | M | M = Mark to market price O = Mark to model price | Must be provided in the case of a valuation report |
- 40
- Collateralisation
| Indication as to whether collateralisation has taken place | M | M | O | UN = Uncollateralised PC = Partially collateralised PL = One-way collateralised FC = Fully collateralised | The value «UN» should be used if no Credit Support Agreement (CSA) or pledge agreement was used or if the contract of the counterparties envisages neither the provision of an initial margin nor the provision of variation margins. The value «PC» should be used if it is contractually prescribed that both counterparties must regularly provide variation margins. The value «PL» should be used if only one of the counterparties is contractually obliged to an initial margin and/or variation margin. The value «FC» should be used if it is contractually prescribed that both counterparties must provide an initial margin and regular variation margins. For centrally cleared derivatives, the value «PL» should be used. |
- 41
- Types of collateralisation
| If collateralisation was effected, it must be indicated whether this took place on the basis of a collateralisation annex to a framework agreement or pledge agreement | U | U | O | CSA = Collateralisation annex to a framework agreement («Credit Support Annex») Pledge = Pledge agreement | The value «CSA» corresponds to an irregular right of lien under Swiss law. The value «Pledge» corresponds to a regular right of lien under Swiss law. |
- 42
- Type of framework agreement
| Reference to the framework agreement if used for the reported contract | O | O | N | Text with a maximum of 50 characters | Sample values «ISDA Master Agreement», «Master Power Purchase and Sale Agreement», «International ForEx Master Agreement», «European Master Agreement» or any local or internal framework agreements |
- 43
- Version of framework agreement
| Year of the framework agreement version used for the reported trade, if applicable | O | O | N | Text with a maximum of 20 characters | Sample values: «1992», «2002» |
Section 2c — Clearing | | | | | |
- 44
- Clearing duty
| Indication as to whether the reported contract and both counterparties are subject to a clearing duty under Article 97 et seq. FinMIA | M | N | N | Y = The reported contract and both counterparties are subject to a Swiss clearing duty N = The value «Y» is not applicable | |
- 45
- Date of clearing
| Date of clearing if the contract was settled via a central counterparty | U | O | N | Data format in accordance with ISO 8601:2004 | Must be provided in the case of a centrally cleared transaction |
- 46
- ID of central counterparty
| Indication of the standard code of the central counterparty which cleared the contract | U | O | N | Valid LEI consisting of 20 characters If LEI is not available: BIC in accordance with ISO 9362:2014 consisting of 11 characters | Must be provided in the case of a centrally cleared transaction |
- 47
- Intra-group transactions
| Indication as to whether the contract was entered into as an intra-group transaction in accordance with Article 103 FinMIA | M | M | N | Y = The transaction is an intra-group transaction in accordance with Article 103 FinMIA N = The value «Y» is not applicable | |
Section 2d — Interest rates | | | | | | |
- 48
- Interest type leg 1
| Indication of the type of interest rate of leg 1 | U | U | N | F = Fixed interest rate L = Variable interest rate | |
- 49
- Interest type leg 2
| Indication of the type of interest rate of leg 2 | U | U | N | F = Fixed interest rate L = Variable interest rate | Must be provided for interest rate swaps |
- 50
- Interest rate leg 1
| Details of the fixed interest rate that applies to leg 1 or details of the regular fixing of the reference interest rate used to determine the variable interest rate, if applicable | U | U | N | Decimal value in the case of fixed interest rates Text in the case of variable interest rates | In the case of variable interest rates, the name of the reference interest rate and the reference period is to be indicated in the format «reference period/reference interest rate» (e.g. «3M/Euribor») |
- 51
- Interest rate leg 2
| Details of the fixed interest rate that applies to leg 2 or details of the regular fixing of the reference interest rate used to determine the variable interest rate, if applicable | U | U | N | Decimal value in the case of fixed interest rates Text in the case of variable interest rates | Must be provided for interest rate swaps In the case of variable interest rates, the name of the reference interest rate and the reference period is to be indicated in the format «reference period/reference interest rate» (e.g. «3M/Euribor») |
- 52
- Interest practice leg 1
| Interest payment practice in the calculation period in question, if applicable | U | U | N | Market-standard indication of interest practice | Must be provided for interest rate derivatives Format: «days per month/days per year» (e.g. «Actual/365», «30/360», «Actual/Actual», etc.) |
- 53
- Interest practice leg 2
| Interest payment practice in the calculation period in question, if applicable | U | U | N | Market-standard indication of interest practice | Must be provided for interest rate swaps Format: «days per month/days per year» (e.g. «Actual/365», «30/360», «Actual/Actual», etc.) |
- 54
- Payment frequency leg 1
| Payment frequency of leg 1, if applicable | U | U | N | Integer value plus: - –
- Y = Year
- –
- M = Month
- –
- W = Week
- –
- D = Day
| Must be provided for interest rate derivatives Sample values «5Y», «3M» or «10D» The smallest possible integer value should always be given (e.g. «1M» and not «30D») |
- 55
- Payment frequency leg 2
| Payment frequency of the variable leg, if applicable | U | U | N | Integer value plus: - –
- Y = Year
- –
- M = Month
- –
- W = Week
- –
- D = Day
| Must be provided for interest rate swaps Sample values «5Y», «3M» or «10D» The smallest possible integer value should always be given (e.g. «1M» and not «30D») |
- 56
- Interest rate redefinition frequency for leg 1
| Frequency of the redefinition of the variable interest rate of leg 1, if applicable | U | U | N | Integer value plus: - –
- Y = Year
- –
- M = Month
- –
- W = Week
- –
- D = Day
| Must be provided for interest rate derivatives Sample values «5Y», «3M» or «10D» The smallest possible integer value should always be given (e.g. «1M» and not «30D») |
- 57
- Variable interest rate redefinition frequency for leg 2
| Frequency of the redefinition of the variable interest rate of leg 2, if applicable | U | U | N | Integer value plus: - –
- Y = Year
- –
- M = Month
- –
- W = Week
- –
- D = Day
| Must be provided for interest rate swaps Sample values «5Y», «3M» or «10D» The smallest possible integer value should always be given (e.g. «1M» and not «30D») |
Section 2e — Foreign exchange | | | | | | |
- 58
- Forward exchange rate
| Forward exchange rate on value date | U | U | N | Decimal value | Must be provided for forward exchange transactions |
- 59
- Exchange rate basis
| Currency pair for exchange rate | U | U | N | Currency pair with currencies in accordance with ISO 4217:2008 or other recognised international standard, separated by a forward slash | Must be provided for all currency derivatives, e.g. «USD/CHF», «CHF/EUR» |
Section 2f — Commodities | | | | | | |
General | | | | | | Mandatory general information for all commodity derivatives |
- 60
- Commodity underlying
| Type of commodities underlying the contract | U | U | N | AG = Agricultural EN = Energy FR = Freight ME = Metal IN = Index EV = Environmental EX = Exotic or not otherwise applicable | |
- 61
- Commodity details
| Details of the particular commodity beyond the data provided in field 60 | U | U | N | GO = Grains / oilseeds DA = Dairy products LI = Livestock FO = Forestry SO = Softs DR = Dry freight WT = Wet freight OI = Oil NG = Natural gas CO = Coal EL = Electricity IE = Inter-energy PR = Precious metal NP = Non-precious metal WE = Weather EM = Emissions OT = Other | |
Energy | | | | | | Must be provided if the field «Delivery point or zone» is to be completed |
- 62
- Delivery point or zone
| Delivery point(s) of market area(s) | U | U | N | Energy Identification Code (EIC) consisting of 16 characters | Must be provided if the delivery point or zone is in Europe and the «Commodity details» line exhibits the value «NG» or «EL» |
- 63
- Interconnection point
| Indication of the border(s) or border crossing(s) of a transport contract | U | U | N | Text with a maximum of 50 characters | |
- 64
- Load type
| Identification of last delivery profile according to the delivery periods per day | U | U | N | BL = Base load PL = Peak load OP = Off-peak BH = Hour/block hours SH = Shaped GD = Gas day OT = Other | |
- 65
- Delivery start date and time
| Delivery start date and time | U | U | N | Date and time format in accordance with ISO 8601:2004 | May be provided in either Coordinated Universal Time (UTC) or local Swiss time If the information is not expressed in UTC, this should be indicated to the trade repository |
- 66
- Delivery end date and time
| Delivery end date and time | U | U | N | Date and time format in accordance with ISO 8601:2004 | May be provided in either Coordinated Universal Time (UTC) or local Swiss time If the information is not expressed in UTC, this should be indicated to the trade repository |
- 67
- Contracted capacity
| Quantity per delivery interval | U | U | N | Text with a maximum of 50 characters | |
- 68
- Quantity unit
| Daily or hourly quantity delivered in MWh or kWh/d depending on the underlying | U | U | N | KW KWh/h KWh/d MW MWh/h MWh/d GW GWh/h GWh/d Therm/d KTherm/d MTherm/d cm/d mcm/d | |
- 69
- Price per time interval quantities
| If applicable, price per time interval quantities | U | U | N | Decimal value | |
Section 2g — Options | | | | | | Mandatory information for all non-exotic options |
- 70
- Option type
| Indication of option type | U | U | N | P = Put C = Call O = Other | |
- 71
- Exercise type
| Indication of type of exercise for the option in question | U | U | N | A = American B = Bermudan E = European S = Asian O = Other | |
- 72
- Strike price (cap/floor rate)
| Strike price of the option expressed in the corresponding reference currency or reference amount | U | U | N | Decimal value | |
Section 2h — Credit derivatives | | | | | |
- 73
- Seniority
| Order of underlying claims in the schedule of claims | U | U | N | SR = Senior/not subordinate SB = Subordinate OT = Other | Mandatory information for credit derivatives |
- 74
- Premium / coupon
| The annual premium / annual coupon of the contract as a percentage of the nominal value | U | U | N | Decimal value | Mandatory information for credit derivatives |
- 75
- Date of last credit event
| Date of last credit event of the underlying claims | U | U | N | Data format in accordance with ISO 8601:2004 | Mandatory information for credit derivatives |
- 76
- ID of index
| Serial number of reference index, if applicable | U | U | N | Text with a maximum of 10 characters | Mandatory information for credit derivatives that refer to an index as the underlying |
- 77
- Index factor
| Adjustment factor of the reference index with respect to past credit events | U | U | N | Integer with a maximum of 3 characters | Mandatory information for credit derivatives that refer to an index as the underlying |
Section 2i — Report modifications | | | | | |
- 78
- Report type
| Indication of report type | M | M | M | N = Transaction is being reported for the first time | To be used for the first-time reporting of a transaction or position insofar as the report type «X» does not apply. An OTC derivatives transaction that is cleared centrally on the same day it is concluded is at least to be reported as a centrally cleared transaction. The reporting of transactions taking place before clearing on the same day is permitted but is not mandatory. An OTC derivatives transaction that is not cleared centrally on the same day or not cleared centrally at all is at least to be reported on the basis of its status at the end of the trading day. The reporting of transactions taking place beforehand on the same day is permitted but is not mandatory. Block trades (in which a large pooled position is received and then individually assigned) which are not assigned on the same day are to be reported. If the assignment does take place on the same day, there is no need to report the block trade. In both cases, the assigned transactions are to be reported. |
| Indication as to whether the report refers to an individual transaction or a position | | | | X = Transaction is being reported for the first time and the transfer of the transaction to a position is envisaged on the same day. | The resulting sum of transactions is to be reported at the end of the day as a position via the field «Level» = «P». A renewed reporting of individual transactions as compressed is therefore inapplicable. This report type is primarily envisaged for exchange-traded derivatives (ETDs) and contracts for difference (CFDs). In the case of exchange-traded derivatives involving clearing through a central counterparty, the reporting duty exists only at central clearing level («cleared allocation»). The steps prior to central clearing do not yet need to be reported. |
| | | | | M = Modification of erroneous data, supplementation of missing data or updating of positions | |
| | | | | E = Report was made erroneously and should be deleted | E.g. the double reporting of the same transactions with a different «trade ID» |
| | | | | C = Premature termination/cancellation of a contract | Predefined termination does not need to be reported. For modification reports, «Report type» = «M» should be used. |
| | | | | Z = Compression of an OTC derivatives transaction | Intended for compressions in accordance with Article 108 letter d FinMIA. The transaction is thereby closed. |
| | | | | V = Reporting of a valuation | Ongoing report of valuations in accordance with Article 109 FinMIA. The first valuation report can be entered either as «Report type» = «N» or in a subsequent report as «Report type» = «V». In the case of centrally cleared transactions, the valuation of the central counterparty is to be used. No valuation is to be reported for transactions that do not have to be valued by law. |
| | | | | D = Modification of the «Trade ID», provided this had not yet been determined at the time of reporting. | |
| | | | | L = Modifications that arise as a result of certain events during the term of the contract and for which no other value applies (lifecycle events) | All events during the term of exchange-traded derivatives must always be reported at position level. An example of this kind of event is the partial exercise of an option which reduces the overall position of this option. |
- 79
- Report level
| | M | M | N | T = Transaction P = Position | A renewed report has to be submitted for a position only if it has changed. It is permissible to report derivatives transactions only at transaction level. |