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Article 7 Specification, identification, and classification of derivatives

  1. 11. A report shall specify a derivative on the basis of contract type and asset class in accordance with fields 10 and 11 in Table 2 of the Annex.

  2. 12. Where derivatives do not fall within one of the asset classes specified in field 11 in Table 2 of the Annex, the counterparties shall specify in the report the asset class most closely resembling the derivative. Both counterparties shall specify the same asset class.

  3. 13. The derivative shall be identified in field 7 in Table 2 of the Annex using an ISO 6166 International Securities Identification Number (ISIN) code in either of the following cases:

    1. (a) it is admitted to trading or traded on a trading venue;

    2. (b) it is traded on a systemic internaliser and its underlying is admitted to trading or traded on a trading venue or is an index or basket composed of instruments traded on a trading venue.

  4. 14. The derivative other than a derivative referred to in paragraph 3 shall be identified in field 8 of Table 2 of the Annex using an ISO 4914 Unique Product Identifier (UPI) code.

  5. 15. The derivative shall be classified in field 9 in Table 2 of the Annex using an ISO 10962 Classification of Financial Instrument (CFI) code.