SUP 17 Annex 1 1Minimum content of a transaction report

1. Reporting Firm Identification

A unique code to identify the firm which executed the transaction. This code should be the firm reference number of the firm or the Swift Bank Identifier Code (BIC).

2. Trading Day

The trading day on which the transaction was executed.

3. Trading Time

The time at which the transaction was executed, reported in the local time of the competent authority to which the transaction will be reported and the basis in which the transaction is reported expressed as Coordinated Universal Time (UTC) +/- hours. The time should be specified in hours, minutes and seconds (hhmmss). Where it is not possible to input seconds, '00' may be entered in this field.

4. Buy/Sell Indicator

Identifies whether the transaction was a buy or sell from the perspective of the reporting MiFID investment firm or, in the case of a report to a client, of the client.

5. Trading Capacity

Identifies whether the firm executed the transaction

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on its own account (either on its own behalf or on behalf of a client) (that is as principal);

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for the account and on behalf of a client (that is as agent);

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in an agency cross capacity; (that is where the firm has acted as agent for both the selling and the buying counterparties and the single report made to the FSA represents both of these transactions);

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in a principal cross capacity (that is where the firm has acted simultaneously for two counterparties as principal in a single product at the same price and quantity and the single report made to the FSA represents both of these transactions).

6. Instrument Identification

This shall consist in:

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an ISO 6166 ISIN the financial instrument which is the subject of the transaction.

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or, where a financial instrument which is an OTC derivative is the subject of the transaction, the name of the underlying financial instrument and the characteristics of the financial instrument in a separate description field.

7. Underlying Instrument Identification

The instrument identification applicable to the security that is the underlying asset in a derivative contract as well as the transferable security included within article 4(1)(18(c) of MiFID. An ISO 6166 ISIN should be used.

This field is not mandatory when the transaction is in a financial instrument and an ISO 6166 ISIN has been provided. Where the financial instrument is an OTC derivative this field will only be mandatory where the underlying is single equity or single debt.

8. Instrument Type

This field is not mandatory when the transaction is in a financial instrument and an ISO 6166 ISIN has been provided.

This field will be mandatory where the financial instrument is an OTC derivative and must be used to indicate the instrument type of the underlying financial instrument, e.g. equity, bond, index, or other.

9. Maturity Date

The maturity date of a bond or other form of securitized debt, or the exercise date / maturity date of a derivative contract.This field is not mandatory when the transaction is in a financial instrument and an ISO 6166 ISIN has been provided. This field will be mandatory where the financial instrument is an OTC derivative where applicable.

10. Derivative Type

This field is not mandatory when the transaction is in a financial instrument and an ISO 6166 ISIN has been provided.

This field will be mandatory where the financial instrument is an OTC derivative, where applicable, and must indicate the derivative type, e.g. option, future, contract for difference, warrant, spread bet, credit default swap or other swap.

11. Put/Call

Specification whether an option or any other financial instrument is a put or call.

This field is not mandatory when the transaction is in a financial instrument and an ISO 6166 ISIN has been provided. This field will be mandatory where the financial instrument is an OTC derivative.

12. Strike Price

The strike price of an option or other financial instrument.

This field is not mandatory when the transaction is in a financial instrument and an ISO 6166 ISIN has been provided.

This field will be mandatory where the financial instrument is an OTC derivative.

13. Price Multiplier

The number of units of the financial instrument in question which are contained in a trading lot; for example, the number of derivatives or securities represented by one contract.

This field is not mandatory when the transaction is in a financial instrument and an ISO 6166 ISIN has been provided.

This field will be mandatory where the financial instrument is an OTC derivative.

14. Unit Price

The price per security or derivative contract excluding commission and (where relevant) accrued interest. In the case of a debt instrument, the price may be expressed either in terms of currency or as a percentage.

15. Price Notation

The currency in which the price is expressed. If, in the case of a bond or other form of securitised debt, the price is expressed as a percentage, that percentage shall be included. The ISO 4217 currency code must be used. The major currency must be used (e.g. pounds rather than pence). If the price is expressed as a percentage of nominal value then the ISO 4217 currency code of the nominal value must be used.

16. Quantity

The number of units of the financial instruments, the nominal value of bonds, or the number of derivative contracts included in the transaction.

17. Counterparty

Identification of the counterparty to the transaction. That identification shall consist in:

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where an FSA reference number or a Swift Bank Identification Code (BIC) exists one of these codes must be used, or in the case that a firm has neither an FSA reference number or a BIC, a unique internal code allocated by the reporting firm must be used and that unique internal code must be used consistently across all instrument types and platforms for that counterparty.

18. Venue Identification

Identification of the venue where the transaction was executed. That identification shall consist in where the venue is a trading venue or an MTF the four character Swift Market Identifier Code ISO 10383 must be used. If the transaction is made off market or over the counter then this must be made clear.

19. Transaction Reference Number

A unique identification number for the transaction provided by the MiFID investment firm ora third party reporting on its behalf.

20. Cancellation Flag

An indication as to whether the transaction was cancelled.

21. Customer/Client Identification

This field contains the identification of the client or customer on whose behalf the reporting firm was acting and should be completed as follows.

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For agency transactions a customer/client identifier is required to identify the client on whose behalf the transaction has been conducted.

Where an FSA reference number or a Swift Bank Identification Code (BIC) exists, one of these codes must be used, or in the case that a firm has neither an FSA reference number or a BIC, a unique internal code allocated by the reporting firm must be used and that unique internal code must be used consistently across all instrument types and platforms for that counterparty.

22. Any other fields

Any other mandatory fields required by the reporting system.