FIELD

DETAILS TO BE REPORTED

FORMAT FOR REPORTING

Date and time of report submission

Field to be populated with the date and time on which the report is submitted.

{DATE_TIME_FORMAT}

Report reference number

Field to be populated with the unique identifier given by the submitter unambiguously identifying the report to both submitter and receiving competent authority.

{ALPHANUM-52}

Date of the trading day of the reported position

Field to be populated with the date on which the reported position is held at the close of the trading day on the relevant trading venue.

{DATEFORMAT}

Report status

Indication as to whether the report is new or a previously submitted report is cancelled or amended.

Where a previously submitted report is cancelled or amended, a report which contains all the details of the original report and using the original Report Reference Number should be sent and the “Report status” should be flagged as “CANC”.

For amendments a new report that contains all the details of the original report and using the original Report Reference Number with all necessary details amended should be sent and the “Report status” should be flagged as “AMND”.

“NEWT” – New

“CANC” – Cancellation

“AMND” – Amendment

Reporting entity ID

The identifier of the reporting investment firm. Field to be populated with the Legal Entity Identifier code (LEI) for legal entities or {NATIONAL_ID} for natural persons not having an LEI.

{LEI}

or

{NATIONAL_ID} – Natural persons

Position holder ID

Field to be populated with the Legal Entity Identifier code (LEI) for legal entities or {NATIONAL_ID} for natural persons not having an LEI. (Note: if the position is held as a proprietary position of the reporting firm, this field shall be identical to field “Reporting entity ID”).

{LEI}

or

{NATIONAL_ID} – Natural persons

Email address of position holder

Email address for notifications of position-related matters.

{ALPHANUM-256}

Ultimate parent entity ID

Field to be populated with the Legal Entity Identifier code (LEI) for legal entities or {NATIONAL_ID} for natural persons not having an LEI. Note: this field may be identical to field “Reporting entity ID” or “Position holder ID” if the ultimate parent entity holds its own positions, or makes its own reports.

{LEI}

or

{NATIONAL_ID} – Natural persons

Email address of ultimate parent entity

Email address for correspondence in relation to aggregated positions.

{ALPHANUM-256}

Parent of collective investment scheme status

Field to report on whether the position holder is a collective investment undertaking that makes investment decisions independently from its parent as set out by Article 4(2) of Commission Delegated Regulation (EU) 2022/1301 (*1).

“TRUE” – the position holder is a collective investment undertaking that makes independent investment decisions

“FALSE” – the position holder is not a collective investment undertaking that makes independent investment decisions

Identification code of contract traded on trading venues

Identifier of the commodity derivative, emission allowance or derivative thereof. See field “Trading venue identifier” for treatment of OTC contracts that are economically equivalent to contracts that are traded on trading venues.

{ISIN}

Venue product code

Field to be populated with a unique and unambiguous alphanumeric identifier utilised by the trading venue grouping together contracts with different maturities and strike prices in the same product.

{ALPHANUM-12}

Trading venue identifier

Field to be populated with the ISO 10383 segment MIC for positions reported in respect of on-venue contracts. Where the segment MIC does not exist, use the operating MIC.

{MIC}

Use MIC code “XXXX” for off-venue positions in economically equivalent OTC contracts.

Use MIC code “XOFF” for listed derivatives or emission allowances traded off-exchange.

Position type

Field to report whether the position is in either futures, options, emission allowances or derivatives thereof or any other contract type.

“OPTN” – Options, including separately tradable options on FUTR or OTHR types, excluding products where the optionality is only an embedded element

“FUTR” – Futures

“EMIS” – Emission allowances and derivatives thereof

“OTHR” – any other contract type

Position maturity

Indication of whether the maturity of the contract comprising the reported position relates to the spot month or to all other months. Note: separate reports are required for spot months and all other months.

“SPOT” – spot month, including all positions in position types EMIS

“OTHR” – all other months

Position quantity

Field to be populated with the net position quantity held in the commodity derivative, emission allowances or derivatives thereof expressed either in lots, when the position limits are expressed in lots, or units of the underlying.

This field should be populated with a positive number for long positions and a negative number for short positions.

{DECIMAL-15/2}

Notation of the position quantity

This field shall be populated with the units used to report the position quantity.

“LOTS” – if the position quantity is expressed in lots

{ALPHANUM-25} – a description of the units used if the position quantity is expressed in units of the underlying

“UNIT” – if the position quantity is expressed in units

Delta equivalent position quantity

If the Position Type is “OPTN” or an option on “EMIS”, then this field shall contain the delta-equivalent quantity of the position reported in the “Position Quantity” field.

This field should be populated with a positive number for long calls and short puts and a negative number for long puts and short calls.

{DECIMAL-15/2}

Indicator of whether the position is risk reducing in relation to commercial activity

Field to report whether the position is risk reducing in accordance with Article 7 of Delegated Regulation (EU) 2022/1301.

“TRUE” – the position is risk reducing

“FALSE” – the position is not risk reducing