Ordinance
on Financial Market Infrastructures and Market Conduct in Securities and Derivatives Trading
(Financial Market Infrastructure Ordinance, FinMIO)

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.