LegalizeCommission Implementing Regulation (EU) 2017/1093 of 20 June 2017 laying down implementing technical standards with regard to the format of position reports by investment firms and market operators (Text with EEA relevance. )
Article 1
Weekly reports
Article 2
Daily reports
Article 3
Reporting format
Trading venue operators and investment firms shall submit the reports referred to in Articles 1 and 2 in a common standard XML format.
Article 4
Entry into force
This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union.
It shall apply from 3 January 2018.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
ANNEX I
Format for the weekly Reports
| {Name of Trading Venue} {Trading Venue Identifier} {Date to which the Weekly Report refers} {Date and time of Publication} {Name of Commodity Derivative Contract, Emission Allowance or Derivative thereof} {Venue product code} {Report status} | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Notation of the position quantity | Investment Firms or credit institutions | Investment Funds | Other Financial Institutions | Commercial Undertakings | Operators with compliance obligations under Directive 2003/87/EC | |||||||
| Long | Short | Long | Short | Long | Short | Long | Short | Long | Short | |||
| Number of positions | Risk Reducing directly related to commercial activities | |||||||||||
| Other | ||||||||||||
| Total | ||||||||||||
| Changes since the previous report (+/–) | Risk Reducing directly related to commercial activities | |||||||||||
| Other | ||||||||||||
| Total | ||||||||||||
| Percentage of the total open interest | Risk Reducing directly related to commercial activities | |||||||||||
| Other | ||||||||||||
| Total | ||||||||||||
| Number of Persons holding a position in each category | Combined | Combined | Combined | Combined | Combined | |||||||
| Total | ||||||||||||
| SYMBOL | DATA TYPE | DEFINITION | ||||||||||
| --- | --- | --- | ||||||||||
| {ALPHANUM-n} | Up to n alphanumerical characters | Free text field. | ||||||||||
| {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). Where applicable, values are rounded and not truncated. | ||||||||||
| {DATEFORMAT} | ISO 8601 date format | Dates shall be formatted in the following format: YYYY-MM-DD. | ||||||||||
| {DATE_TIME_FORMAT} | ISO 8601 date and time format | — Date and time in the following format: — YYYY-MM-DDThh:mm:ss.ddddddZ. — ‘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. Dates and times shall be reported in UTC. | ||||||||||
| {MIC} | 4 alphanumerical characters | Market identifier as defined in ISO 10383 | ||||||||||
| {INTEGER-n} | Integer number of up to n digits in total | Numerical field for both positive and negative integer values. | ||||||||||
| FIELD | DETAILS TO BE REPORTED | FORMAT FOR REPORTING | ||||||||||
| --- | --- | --- | ||||||||||
| Name of Trading Venue | Field to be populated with the full name of the trading venue. | {ALPHANUM-350} | ||||||||||
| Trading Venue Identifier | Field to be populated with the ISO 10383 segment MIC of the trading venue. Where the segment MIC does not exist, use the operating MIC. | {MIC} | ||||||||||
| Date to which the Weekly Report refers | Field to be populated with the date corresponding to the Friday of the calendar week on which the position is held. | {DATEFORMAT} | ||||||||||
| Date and time of Publication | Field to be populated with the date and time on which the report is published on the trading venue's website. | {DATE_TIME_FORMAT} | ||||||||||
| Name of Commodity Derivative Contract, Emission Allowance or Derivative thereof | Field to be populated with the name of the commodity derivative contract, emission allowance or derivative thereof identified by the venue product code. | {ALPHANUM-350} | ||||||||||
| 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} | ||||||||||
| Report status | Indication as to whether the report is new or a previous 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 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 with all necessary details amended should be sent and the ‘Report status’ should be flagged as ‘AMND’. | ‘NEWT’ — New ‘CANC’ — Cancellation ‘AMND’ — Amendment | ||||||||||
| Number of positions | Field to be populated with the aggregate quantity of open interest held on Friday at the end of the trading day. The quantity should be expressed either in number of lots (when the position limits are expressed in lots) or units of the underlying. Option contracts shall be included in the aggregation and reported on a delta-equivalent basis. | {DECIMAL-15/2} | ||||||||||
| Notation of the position quantity | This field shall be populated with the units used to report the number of positions. | ‘LOTS’ LOTSif the position quantity is expressed in lotsor if the position quantity is expressed in lots or {ALPHANUM-25} — a description of the units used if the position quantity is expressed in units of the underlying | ||||||||||
| Changes since the previous report (+/–) | Field to be populated with the position quantity reflecting the increase or decrease in the position with respect to the previous Friday. In the case of a decrease in the position the number shall be expressed as a negative number prefixed with ‘–’ (minus). | {DECIMAL-15/2} | ||||||||||
| Percentage of the total open interest | Field to be populated with the percentage of the total open interest represented by the positions. | {DECIMAL-5/2} | ||||||||||
| Number of persons holding a position in each category | Field to be populated with the number of persons holding a position in the category. If the number of persons holding a position in the category is below the number specified in Commission Delegated Act in respect of Article 58(6) MiFID II (1), the field shall be populated with ‘.’ (full stop). | {INTEGER-7} or {ALPHANUM-1} if the field has to be populated with ‘.’ (full stop). | ||||||||||
| (1) Commission Delegated Regulation (EU) 2017/565 of 25 April 2016 supplementing Directive 2014/65/EU of the European Parliament and of the Council as regards organisational requirements and operating conditions for investment firms and defined terms for the purposes of that Directive (OJ L 87, 31.3.2017, p. 1). |
ANNEX II
Format for daily Reports
Reading this document does not replace reading the official text published in the Official Journal of the European Union. We assume no responsibility for any inaccuracies arising from the conversion of the original to this format.