MAR 11 Annex 2 Details of transactions to be made available to the public

{ALPHANUM-n}

Up to n alphanumerical characters

Free text field.

{CURRENCYCODE_3}

3 alphanumerical characters

3 letter currency code, as defined by ISO 4217 currency codes

{DATE_TIME_FORMAT}

ISO 8601 date and time format

Date and time in the following format:YYYY-MM-DDThh:mm:ss.ddddddZ.Where:

• "YYYY" is the year;

• "MM" is the month;

• "DD" is the day;

• "T" — means that the letter "T" shall be used

• "hh" is the hour;

• "mm" is the minute;

• "ss.dddddd" is the second and its fraction of a second;

• Z is UTC time.

{DECIMAL-n/m}

Decimal number of up to n digits in total of which up to m digits can be fraction digits

Numerical field for both positive and negative values:

• decimal separator is "." (full stop);

• negative numbers are prefixed with "-" (minus).

{ISIN}

12 alphanumerical characters

ISIN code, as defined in ISO 6166

{MIC}

4 alphanumerical characters

Market identifier as defined in ISO 10383

1{UPI}

UPI code

This field should use an ISO 4914 code

1{LEI}

20 alphanumerical characters

This field should use an ISO 17442 code

Trading date and time

For all financial instruments

Date and time when the transaction was executed.

For transactions executed on a trading venue, the level of granularity shall be in accordance with the requirements set out in Article 3 of Commission Delegated Regulation (EU) 2017/574.

For transactions not executed on a trading venue, the date and time shall be when the parties agree the content of the following fields: quantity, price, currencies (in fields 31, 34 and 40 as specified in Table 2 of Annex I of Delegated Regulation (EU) 2017/590, instrument identification code, instrument classification and underlying instrument code, where applicable. For transactions not executed on a trading venue the time reported shall be granular to at least the nearest second.

Where the transaction results from an order transmitted by the executing firm on behalf of a client to a third party where the conditions for transmission set out in Article 5 of Delegated Regulation (EU) 2017/590 were not satisfied, this shall be the date and time of the transaction rather than the time of the order transmission.

Regulated Market (RM), Multilateral Trading Facility (MTF), Organised Trading Facility (OTF)

Approved Publication Arrangement (APA)

Consolidated tape provider (CTP)

{DATE_TIME_FORMAT}

Instrument identification code type

For all financial instruments

Code type used to identify the financial instrument

RM, MTF, OTF

APA

CTP

'UPI’ = UPI-code, where UPI is available; or where it is not

‘ISIN’ = ISIN-code1

Instrument identification code

For all financial instruments

Code used to identify the financial instrument

RM, MTF, OTF

APA

CTP

{UPI}; or1

{ISIN}

1Effective date of the contract

For derivatives

Start date of the contract

RM, MTF, OTF

APA, CTP

{DATEFORMAT}

1Maturity date of the contract

For derivatives

Termination date of the financial instrument’s contract

RM, MTF, OTF

APA, CTP

{DATEFORMAT}

Price

For all financial instruments

Traded price of the transaction excluding, where applicable, commission and accrued interest.

In the case of option contracts, it shall be the premium of the derivative contract per underlying or index point.

In the case of spread bets it shall be the reference price of the underlying instrument.

For credit default swaps (CDS) it shall be the coupon in basis points.

Where price is reported in monetary terms, it shall be provided in the major currency unit.

Where price is currently not available but pending, the value should be "PNDG".

Where price is not applicable the field shall not be populated.

The information reported in this field shall be consistent with the value provided in field Quantity.

RM, MTF, OTF

APA

CTP

{DECIMAL-18/13} in case the price is expressed as monetary value

{DECIMAL-11/10} in case the price is expressed as percentage or yield

1

{DECIMAL-18/17} in case the price is expressed as basis points

1Price conditions

For all financial instruments

Where price is currently not available but pending, the value should be ‘PNDG’.

RM, MTF, OTF

APA, CTP

‘PDNG’ when price is currently not available but pending

‘NOAP’ where price is not applicable

Venue of execution

For all financial instruments

Identification of the venue where the transaction was executed.

Use the ISO 10383 segment MIC for transactions executed on a trading venue. Where the segment MIC does not exist, use the operating MIC.

Use MIC code "XOFF" for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is not executed on a trading venue or systematic internaliser or organised trading platform outside of the UK.

Use SINT for financial instrument submitted to trading or traded on a trading venue, where the transaction on that financial instrument is executed on a Systematic Internaliser.

RM, MTF, OTF

APA

CTP

{MIC} -trading venues"SINT" — systematic internaliser

Price notation

For all financial instruments

Indication as to whether the price is expressed in monetary value, in percentage or in yield

RM, MTF, OTF

APA

CTP

"MONE" — Monetary value

"PERC" — Percentage

"YIEL" — Yield

"BAPO" — Basis points

Price Currency

For all financial instruments

Currency in which the price is expressed (applicable if the price is expressed as monetary value)

RM, MTF, OTF

APA

CTP

{CURRENCYCODE_3}

Notation of the quantity in measurement unit

For commodity derivatives, emission allowance derivatives and emission allowances except in certain cases1.

Indication of measurement units in which the quantity in measurement unit is expressed

RM, MTF, OTF

APA

CTP

"TOCD" — tons of carbon dioxide equivalent

Or

{ALPHANUM-25} otherwise

Quantity in measurement unit

For commodity derivatives, emission allowance derivatives and emission allowances except in certain cases1.

The equivalent amount of commodity or emission allowance traded expressed in measurement unit

RM, MTF, OTF

APA

CTP

{DECIMAL-18/17}

Quantity

For all financial instruments except in certain cases1.

The number of units of the financial instrument, or the number of derivative contracts in the transaction.

Not to be populated for bonds.1

RM, MTF, OTF

APA

CTP

{DECIMAL-18/17}

Notional amount

For all financial instruments except in certain cases1.

Nominal amount multiplied by volume for (i) all bonds except ETCs and ETNs and (ii) structured finance products1

Price multiplied by the quantity field for ETCs and ETNs bond types, emission allowance derivatives and contracts for differences. 1

Notional amount, as applicable1

For spread bets, the notional amount shall be the monetary value wagered per point movement in the underlying financial instrument.

For credit default swaps, it shall be the notional amount for which the protection is acquired or disposed of.

The information reported in this field shall be consistent with the value provided in field Price

RM, MTF, OTF

APA

CTP

{DECIMAL-18/5}

Notional currency

For all financial instruments except in certain cases1.

Currency in which the notional is denominated.

This field should use an ISO 4217 currency code for a major currency. 1

RM, MTF, OTF

APA

CTP

{CURRENCYCODE_3}

Type

For emission allowances and emission allowance derivatives only

This field is only applicable for emission allowances and emission allowance derivatives.

RM, MTF, OTF

APA

CTP

"EUAE" — EUA

"CERE" — CER

"ERUE" — ERU

"EUAA" — EUAA

"OTHR" — Other (for derivatives only)

Publication Date and Time

For all financial instruments

Date and time when the transaction was published by a trading venue or APA.

For transactions executed on a trading venue, the level of granularity shall be in accordance with the requirements set out in Article 2 of Delegated Regulation (EU) 2017/574.

For transactions not executed on a trading venue, the time reported shall be granular to at least the nearest second.

RM, MTF, OTF

APA

CTP

{DATE_TIME_FORMAT}

Venue of publication

For all financial instruments

Code used to identify the trading venue and APA publishing the transaction.

CTP

Trading venue: {MIC}

APA: {MIC} where available. Otherwise, 4 character code as published in the list of data reporting services providers on the FCA's website.

Transaction Identification Code

For all financial instruments

Alphanumerical code assigned by trading venues (pursuant to Article 12 of Commission Delegated Regulation (EU) 2017/580 and APAs and used in any subsequent reference to the specific trade.

The transaction identification code shall be unique, consistent and persistent per ISO 10383 segment MIC and per trading day. Where the trading venue does not use segment MICs, the transaction identification code shall be unique, consistent and persistent per operating MIC per trading day.

Where the APA does not use MICs, it should be unique, consistent and persistent per 4-character code used to identify the APA per trading day.

The components of the transaction identification code shall not disclose the identity of the counterparties to the transaction for which the code is maintained

RM, MTF, OTF

APA

CTP

{ALPHANUMERICAL-52}

1Spread

For derivatives

The spread on the floating leg.

RM, MTF, OTF

APA, CTP

{DECIMAL-11/10}

1Upfront payment

For derivatives

The upfront payment exchanged as part of CDS transactions.

RM, MTF, OTF

APA, CTP

{DECIMAL-18/13}

1LEI of clearing house

For derivatives

Clearing house through which the transaction will be cleared.

RM, MTF, OTF

APA, CTP

{LEI} if cleared

"BENC"

Benchmark transaction flag

RM, MTF, OTF

APA

CTP

All kinds of volume weighted average price transactions and all other trades where the price is calculated over multiple time instances according to a given benchmark.

1

"LRGS"

Post-trade LIS transaction flag

RM, MTF, OTF

APA

CTP

Transactions executed under the post-trade large in scale deferral.

1“PORT”

Portfolio transaction flag

RM, MTF, OTF, APA, CTP

CTP

Portfolio transactions.

"TPAC"

Package transaction flag

RM, MTF, OTF

APA

CTP

Package transactions which are not exchange for physicals1.

"XFPH"

Exchange for physicals transaction flag

RM, MTF, OTF

APA

CTP

Exchange for physicals1.

"CANC"

Cancellation flag

RM, MTF, OTF

APA

CTP

When a previously published transaction is cancelled.

"AMND"

Amendment flag

RM, MTF, OTF

APA

CTP

When a previously published transaction is amended.

SUPPLEMENTARY DEFERRAL FLAGS

1

1MAR 11.5.1R(2)

"VOLO"

Volume omission flag

RM, MTF, OTF

APA

CTP

Transaction for which limited details are published1.

"FULV"

Full details flag

RM, MTF, OTF

APA

CTP

Transaction for which limited details have been previously published1.

1

All bonds except ETCs and ETNs and structured finance products

Nominal value per unit multiplied by the number of instruments at the time of the transaction1

ETCs and ETNs bond types and securitised derivatives1

Number of instruments exchanged between the buyers and sellers multiplied by the price of the instrument exchanged for that specific transaction (or the price field multiplied by the quantity field)1

1Structured finance products

Nominal value per unit multiplied by the number of instruments at the time of the transaction

Interest rate derivatives

Notional amount of traded contracts

Foreign Exchange Derivatives

Notional amount of traded contracts

Equity derivatives

Notional amount of traded contracts

Commodity derivatives

Notional amount of traded contracts

Credit derivatives

Notional amount for which the protection is acquired or disposed of1

Contract for differences

Notional amount of traded contracts

C10 derivatives

Resulting amount of the quantity at the relevant price set in the contract at the time of the transaction (or the price field multiplied by the quantity field)1

Emission allowance derivatives

Resulting amount of the quantity at the relevant price set in the contract at the time of the transaction (or the price field multiplied by the quantity field)1

Emission allowances

Tons of Carbon Dioxide equivalent