SUP 17 Annex 3 Manual transaction reporting form

[Field descriptions and guidelines]NB: Fields which are denoted as A are fields that must be input in all circumstances. Fields which are denoted as M are only mandatory in the case of a firm which is not a personal investment firm or an investment management firm. Fields which are denoted as O are only mandatory in certain circumstances.

FIRM DETAILS

Firm Name (A)

Contact Name (M)

Telephone Number (M)

Submission date (M)

Signature (M)

TRANSACTION DETAILS

This field must contain the FSA code of the firm which is making the report (NB - The FSA code is currently six numbers).

FSA Code (A)

Internal Transaction Reference: (M)

This must be a unique reference, internal to the firm making the report, that will enable the firm to provide FSA with more information concerning the trade, if required.

Trade Date (A)

The date when the trade was executed.

Trade Time (A)

The time when the trade was executed. This should be in London time.

Bought/Sold Indicator (A)

Either B (i.e. Buy) or S (i.e. Sell) with respect to the firm making the Transaction Report.

Cancel Indicator (O)

Input a C for cancellation. This field can be used to cancel a trade previously submitted. For cancelled trades all of the fields apart from the Cancel Indicator, must be the same as the original trade report .

Counterparty1 Code Type (O)

The valid Counterparty Code Types, when used in conjunction with the Counterparty fields are as follows:

B -The Counterparty Root Code is a BIC code (as issued by S.W.I.F.T);

S -The Counterparty Root Code is an FSA code (as issued by the Financial Services Authority);

F - The Counterparty Root Code contains the reporting firm's own reference code to identify the Counterparty.

If there is only a single counterparty to a principal trade, details may be supplied either in Counterparty1 fields or in Counterparty2 fields .

Counterparty1 Root Code (O)

The counterparty to the trade. Depending upon the Counterparty Code Type, it will consist of one of the following:

BIC code (11 characters)

FSA code (currently 6 digits)

Firm's reference code (up to 11 characters).

Counterparty1 Sub Code (O)

A code identifying the lowest level of account within the reporting firm for which this transaction will be booked. This will usually be the reporting firm's own internal account code. If the Counterparty1 Root Code is completed, the firm must also complete this field.

Trade Quantity (A)

The volume of the trade (e.g. number of units, nominal value of bonds, number of lots, number of contracts).

Security Code Type (O)

The valid Security Type Codes are as follows:

CC - Clearstream and Euroclear Common Codes;

CU - CUSIP;

IS - ISIN;

SE - SEDOL;

SV - SICOVAM;

TR - TRAX;

TS - Tokyo Stock Exchange;

ON - For trades in On-Market Derivatives.

For OTC trades where the instrument is not traded on an exchange market, please specify OFF-market.

Security Code (O)

The Security Code according to the value of Security Code Type (Field 11). Valid codes are:

CC - 9 Numeric;

CU - Alphanumeric

IS - 2 Alphabetic and 10 Alphanumeric

SE - 7 Numeric

SV - From 5 to 7 Numeric

TR - 1 Alphabetic and 6 Numeric

TS - From 4 to 9 Numeric

ON - The market's own three-character Market Identifier Code followed immediately by the standard code for the contract being traded as used on that market .

Instrument type (A)

This field will be used to classify the instrument traded, or, in the case of a derivative, the underlying instrument. Valid codes are:

A - Equity;

B - Bond/Fixed Interest;

I - Index (derivatives only);

M - Commodity (derivatives only);

R - Interest Rate (derivatives only);

U - Currency (derivatives only);

W - Warrant;

O - Other (i.e. none of the above).

Issuer Name (A) (see note)

The name of the issuer of the security if the Security Type Code is specified as OFF market. Otherwise, completion of the field is optional. The name of the issuer of the security must be readable (i.e. meaningful).

Instrument Description (A/O)

A description of the instrument is required if the Security Type Code is specified as OFF market. Otherwise completion of the field is optional.

A full description of the security or derivative (e.g. Bloggs 50p ordinary share for equities) is required. For fixed interest securities, the following information is required:

Coupon rate;

whether it is a bond, debenture or loan (BDS, DIB, INS);

whether it is a convertible;

redemption date.

Option Exercise Price (O)

This field is only required for options.

Derivative Type (O)

This field indicates the derivative type. Valid codes are:

P: Put Option;

C: Call Option;

F: Future;

D: Contract for Difference;

S: Swap.

NB: Double options must be reported as two transactions, one for call and one for put option. The premium must be halved and entered on both transactions which must have the same transaction reference number.

Delivery/Expiry/Maturity date (O)

The delivery date of a futures contract, the expiry date of an option, the maturity or redemption date of a bond. For a bond derivative, it is the delivery or expiry date.

Trade Currency (A)

The currency in which the trade was dealt; an ISO code such as USD, GBP, DEM etc. (NB: GBX, USX, and IEX are not accepted)

Trade Price (A)

The (unit) price of the trade in the currency in which the trade was dealt (as indicated by the Trade Currency Code. For bonds, it must be a percentage price. For derivatives, it must be the decimal value per contract, not the tick value.

Price Multiplier (M)

Value of unit change in price, such that for on-exchange derivatives :

Price x Quantity x Multiplier = Trade Value.

For warrants, if the trade represents units of 50 warrants then multiplier equals 50. For bonds this should equal 1 as trade price must be reported as percentage price. The default multiplier is 1.

Consideration (A/O)

The consideration to be settled. For Options, the total premium. The consideration should be in the currency indicated by either the Trade Currency Code or the Settlement Currency Code. The field must be left blank if there is no consideration (e.g. margin only trades).

Settlement Date (O)

The settlement date for the trade.

Settlement Currency Code (O)

This field is required if the Consideration field is completed and is not in the currency indicated by the Trade Currency Code. Valid codes are any ISO code, such as USD, GBP, DEM, etc.

Dealing Capacity (A)

The dealing capacity of the firm making the Transaction Report. Valid codes are:

A Agency;

C Principal Cross;

P Principal;

X Agency Cross.

Counterparty2 Code Type (O)

The valid Counterparty Code Types, when used in conjunction with the Counterparty2 fields are as follows:

B -The Counterparty2 Root Code is a BIC code (as issued by S.W.I.F.T);

S -The Counterparty2 Root Code is an FSA code (as issued by the Financial Services Authority);

F -The Counterparty2 Root Code contains the reporting firm's own reference code to identify the Counterparty.

If there is only a single counterparty to a principal trade, details may be supplied either in Counterparty1 fields or Counterparty2 fields.

Counterparty2 Root Code (O)

The second counterparty to the trade. It will consist of, depending upon the Counterparty2 Code Type, one of the following:

BIC code (11 characters)

FSA code (currently 6 digits)

Firm's reference code (up to 11 characters).

Counterparty2 Sub Code (O)

A code identifying the lowest level of account within the reporting firm for which this transaction will be booked. This will usually be the reporting firm's own internal account code. If the Counterparty2 Root code is completed, this field must also be completed.

Bargain Condition Codes (O)

Up to eight two character bargain conditions codes can be supplied. Valid conditions are:

CB Cum Bonus

CC Cum Coupon

CD Cum Dividend

CP Cum Capital Repayment

CR Cum Rights

NP Delivery Free of Payment

RN Redemption

RO Result of Option

RP Repo

SB Borrowing/Lending

SP Special Price

WI When Issued

XB Ex Bonus

XC Ex Coupon

XD Ex Dividend

XP Ex Capital Payment

XR Ex Rights

XX Special Conditions

Market Identifier Code (M)

A three character code to indicate the market upon which the transactions was executed. The code is the first three characters of SWIFT Market Identifier Code excluding the leading X. OFF-market trades must be denoted by OFF.

(A list of Market Identifier Codes can be obtained from S.W.I.F.T on Tel: 020 7377 9190 - a list as at March 2000 is set out in SUP 17 Annex 4 G

NB: If a valid Security Type and a valid Security Code does not exist for a transaction, the issuer Name and Instrument Description must be completed.1