MiFID/MiFIR REPORTING FIELD COMPARISON MiFIR (PER ESMA CP 2014/1570) 1 Repting entity identification code Type of code used to identify the entity executing the transaction Legal entity : the wd LEI + the letters PN (Passpt Number) 2 Repting entity identification code Code used to identify the entity executing the transaction. F legal entities: legal entity identifier F non-legal entities: see Annex II f details alphanumerical +Passpt Number up to 50 alphanumerical in the fmat 1 Repting Firm Identification A unique code to identify the firm which executed the transaction. This code should be the firm reference number of the firm the Swift Bank Identifier Code (BIC). BIC FRN 3 Submitting entity identification code Type of code used to identify the entity submitting the transaction rept to the competent authity Legal entity : the wd LEI + the letters PN (Passpt Number) 4 Submitting entity identification code Code used to identify the entity submitting the transaction rept to the competent authity Or alphanumerical + Passpt Number up to 50 alphanumerical in the fmat See Buyer/Seller Details below (Fields 5-24) 4 Buy/Sell Indicat Identifies whether the transaction was a buy sell from the perspective of the repting MiFID investment firm. Buy Sell 20 Counterparty Identification of the counterparty to the transaction. That identification shall consist of: BIC FRN otherwise, proprietary Prepared by The Investment Association from ESMA/2014/1570 - Errs and Omissions Excepted - 1 -
- where the counterparty is a MiFID investment firm, a unique code f that firm, to be determined by the FCA; - where the counterparty is a regulated market MTF an entity acting as its central counterparty, the unique harmonised identification code f that market, MTF entity acting as central counterparty, as specified in the list published by the competent authity of the home Member State of that entity in accdance with Article 13(2). The FCA has determined that where an firm reference number a Swift Bank Identification Code (BIC) exists f the counterparty, one of these codes must be used, in the case that a counterparty has neither an firm reference number a BIC, a unique internal code allocated by the repting firm must be used and that unique internal code must be used consistently across all instrument s and platfms f that counterparty. 24 Customer/Client Identification This field contains the identification of the client customer on whose behalf the repting firm was acting. F agency transactions a customer/client identifier is required to identify the client on whose behalf the transaction has been conducted. Where an firm reference number a Swift Bank Identification Code (BIC) exists, one of these codes must be used, in the case that a customer/client has neither an firm reference number a BIC, a unique internal code allocated by the repting firm must be used and that unique internal code must be used consistently across all instrument s and platfms f that counterparty. BIC FRN otherwise, proprietary Buyer details 5 Buyer identification code Type of code used to identify the acquirer of the legal title to the financial instrument. Legal entity : the wd LEI + the letters PN (Passpt Number) 'INTERNAL': I Anonymous der book without central counterparty: M Prepared by The Investment Association from ESMA/2014/1570 - Errs and Omissions Excepted - 2 -
6 Buyer identification code Code used to identify the acquirer of the legal title to the financial instrument non-legal entity ISO 3166-1 alpha-2 country alphanumerical + Passpt Number up to 50 alphanumerical in the fmat Where buyer code is I, the wd 'INTERNAL' Where buyer code is M, ISO 10383 segment MIC (4 ) 7 Country of the branch f the buyer Where the buyer is a client, this field should identify the country of the branch of the investment firm having the primary relationship with the client as set out in Article 13(2). Where no branch was involved in the transaction the primary relationship is held by the investment firm rather than the branch this should be populated with the country code of the investment firm. Where the buyer is not a client this field shall not be populated The fields below are only applicable where the buyer is a natural person 8 Buyer - first name (s) Full first name of the buyer Up to 100 alphanumerical digits 9 Buyer surname (s) Full surname(s) of the buyer Up to 100 alphanumerical digits 10 Buyer date of birth Date of birth of the buyer ISO 8601 date fmat: YYYY-MM-DD 11 Buyer - country of residence Country of residence of the buyer 12 Buyer - post code Post code of the buyer Up to 50 alphanumerical 13 Buy decision maker code Type of code used to identify the person who makes the decision to acquire the financial instrument where different from the buyer - person with power of attney the person acting under a discretionary mandate Legal entity : the wd LEI code (2 letter + + the letters PN (Passpt Number) 14 Buy decision maker code Code used to identify the person who makes the decision to acquire the financial instrument where different from the buyer - person with power of attney the person acting under a discretionary mandate Prepared by The Investment Association from ESMA/2014/1570 - Errs and Omissions Excepted - 3 -
alphanumerical +Passpt Number up to 50 alphanumerical in the fmat The fields below are only applicable where the decision maker is a natural person and where different from the buyer 15 Buy decision maker - First Name 16 Buy decision maker - Surname 17 Buy decision maker - Date of birth 18 Buy decision maker - Country of residence 19 Buy decision maker - Post code Seller details 20 Seller identification code Full first name of the decision maker f the buyer Full surname(s) of the decision maker f the buyer Date of birth of the decision maker f the buyer Country of residence of the decision maker f the buyer Post code of the decision maker f the buyer Type of code used to identify the disposer of the title to the financial instrument Up to 100 alphanumerical digits Up to 100 alphanumerical digits ISO 8601 date fmat: YYYY-MM-DD Up to 50 alphanumerical Legal entity : the wd LEI code (2 letter + + the letters PN (Passpt Number) 'INTERNAL': I Anonymous der book without central counterparty: M 21 Seller identification code Code used to identify the disposer of the title to the financial instrument alphanumerical + Passpt Number up to 50 alphanumerical in the fmat Where seller code is I, the wd 'INTERNAL' Where seller code is M, ISO 10383 segment MIC (4 ) 22 Country of branch f the seller Where the seller is a client, this field should identify the country of the branch of the investment firm having the primary Prepared by The Investment Association from ESMA/2014/1570 - Errs and Omissions Excepted - 4 -
relationship with the client as set out in Article 13(2). Where no branch was involved in the transaction the primary relationship is held by the investment firm rather than the branch this should be populated with the country code of the investment firm. Where the seller is not a client this field should not be populated The fields below are only applicable where the seller is a natural person 23 Seller - First Name Full first name of the seller Up to 100 24 Seller - Surname Full surname(s) of the seller Up to 100 25 Seller - Date of birth Date of birth of the seller ISO 8601 date fmat: YYYY-MM-DD 26 Seller - Country of residence Country of residence of the seller 27 Seller - Post code Post code of the seller Up to 50 alphanumerical 28 Sell decision maker code Type of code used to identify the entity who makes the decision to dispose of the financial instrument where different from the seller - entity with power of attney the entity acting under a discretionary mandate Legal entity : the wd LEI + the letters PN (Passpt Number) 29 Sell decision maker code Code used to identify the entity who makes the decision to dispose of the financial instrument where different from the seller - entity with power of attney the entity acting under a discretionary mandate alphanumerical +Passpt Number up to 50 alphanumerical in the fmat The fields below are only applicable where the decision maker is a natural person and where different from the seller 30 Sell decision maker - First Name 31 Sell decision maker - Surname 32 Sell decision maker - Date of birth 33 Sell decision maker - Country of residence 34 Sell decision maker - Post code ZIP code Transmission Full first name of the decision maker f the seller Full surname(s) of the decision maker f the seller Date of birth of the decision maker f the seller Country of residence of the decision maker f the seller Post code Zip code of the decision maker f the seller Up to 100 Up to 100 ISO 8601 date fmat: YYYY-MM-DD Up to 50 alphanumerical Prepared by The Investment Association from ESMA/2014/1570 - Errs and Omissions Excepted - 5 -
35 Transmission of der(s) indicat 36 Seller transmitting the der identification code 37 Seller transmitting the der identification code 38 Buyer transmitting the der identification code 39 Buyer transmitting the der identification code Transaction details Indication as to whether the transaction results from an der transmitted by the repting firm on behalf of a client to a third party where the conditions f transmission set out in Article 4 were not satisfied Type of code used to identify the seller transmitting the der to the repting firm where the conditions f transmission set out in Article 4 were satisfied Code used to identify the seller transmitting the der to the repting firm where the conditions f transmission set out in Article 4 were satisfied Type of code used to identify the buyer transmitting the der to the repting firm where the conditions f transmission set out in Article 4 were satisfied. Code used to identify the buyer transmitting the der to the repting firm where the conditions f transmission set out in Article 4 were satisfied Transmission of der(s): Y No transmission of der(s): N Legal entity : the wd LEI + the letters PN (Passpt Number) code (2 letter + alphanumerical +Passpt Number up to 50 alphanumerical in the fmat Legal entity : the wd LEI code (2 letter + + the letters PN (Passpt Number) alphanumerical + Passpt Number up to 50 alphanumerical in the fmat 40 Trading day Date when the transaction was executed. ISO 8601 date fmat: 2 Trading Day The trading day on which the transaction was executed. ARM-determined Prepared by The Investment Association from ESMA/2014/1570 - Errs and Omissions Excepted - 6 -
F OTC transactions, the date when the parties agree the content of the following fields: quantity, quantity notation, price, price notation, currencies 1 and 2, price multiplier, instrument identification, instrument classification and underlying instrument, where applicable YYYY-MM-DD UTC time 41 Trading time Time when the transaction was executed. F OTC transactions, the time when the parties agree the content of the following fields: quantity, quantity notation, price, price notation, currencies 1 and 2, price multiplier, instrument identification, instrument classification and underlying instrument, where applicable. ISO 8601 time fmat hh:mm:ss.0z where the number of zeros after the seconds is determined by the Article 50 I requirements UTC time 3 Trading Time The time at which the transaction was executed, repted in London local time. 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. hh:mm:ss 42 Trading capacity Capacity in which the repting firm executed the transaction as defined in Article 1 Principal: P Matched principal: M Agent: A 5 Trading Capacity Identifies whether the firm executed the transaction - on its own account (either on its own behalf on behalf of a client) (that is as principal); - f the account and on behalf of a client (that is as agent); P = principal C = principal cross A = agency X = agency cross - where the firm has executed a transaction in an agency cross capacity (that is where the firm has acted as agent f both the selling and the buying counterparties) and the firm has chosen to submit a single rept to the FCA representing both of these transactions this field should be used to indicate that the firm has executed the transaction in such a capacity. Where a firm has executed a transaction in an agency cross capacity, it may submit two repts rather than a single rept, in which case this field should indicate that the firm is acting on behalf of a client. - where the firm has executed a transaction in a principal cross capacity (that is where the firm has simultaneously executed a buy and sell transaction as principal in a single product at the same price and quantity) and the firm has chosen to submit a single rept to the FCA representing both of these transactions this field should be used to indicate that the firm has executed the transaction in such a capacity. Where a firm has executed a transaction in a principal cross capacity, and prefers to submit two repts rather than a single rept, this field should indicate that the firm is acting on its own account. 43 Quantity Number of units of the financial instrument, the nominal value of bonds number of lots on derivative contracts in the transaction Up to 20 numerical digits with a decimal separat No negative nil values Where applicable, values should be rounded and not truncated F spread bets, the quantity shall be the monetary value wagered per point movement in the ultimate underlying financial instrument 18 Quantity The number of units of the financial instruments, the nominal value of bonds, the number of derivative contracts included in the transaction. 44 Quantity Notation Indication as to whether the quantity repted is expressed in number of units, in nominal value in monetary value Number of units: U Nominal value: N Monetary value: V 19 Quantity notation An indication as to whether the quantity is the number of units of financial instruments, the Prepared by The Investment Association from ESMA/2014/1570 - Errs and Omissions Excepted - 7 -
nominal value of bonds, the number of derivative contracts. Firms do not need to complete this field since the FCA already has access to this infmation. 45 Price Traded price of the transaction excluding, where applicable, commission and accrued interest unless the instrument is traded with a dirty price In the case of option contracts, it is the premium of the derivative contract per underlying security index In the case of spread bets it should be the reference price of the underlying instrument. Where no price is available, a default value shall be used If the agreed price is zero a price of zero should be used. Up to 20 numerical digits with a decimal separat Where price repted in monetary terms, it shall be provided in the maj currency unit Where applicable, values should be rounded and not truncated 16 Unit Price The price per security 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 as a percentage. Maj currency unit 46 Price notation Indication as to whether the price and the strike price is expressed in monetary value, in percentage in yield 47 Currency 1 Currency in which the price is expressed (where price notation is M) in which the quantity is expressed (where quantity notation is V) Monetary value: M Percentage: P Yield: Y Where no price is available, the price notation shall be populated with N ISO 4217 Currency Code, 3 alphabetical 17 Price Notation The currency in which the price is expressed. If, in the case of a bond other fm of securitized debt, the price is expressed as a percentage, that percentage shall be included. The ISO 4217 currency code must be used. The maj 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. ISO 3-alpha currency code 48 Currency 2 Currency in which the reference price of the ultimate underlying instrument is expressed (where applicable) ISO 4217 Currency Code, 3 alphabetical 49 Price multiplier Number of units of the underlying instrument represented by a single derivative contract Up to 10 numerical digits with a decimal separat In case of non-derivative financial instruments: 1 15 Price Multiplier The number of units of the financial instrument in question which are contained in a trading lot; f example, the number of derivatives securities represented by one contract. This field is only mandaty where the transaction involves an OTC derivative. 50 Consideration Total monetary value of the transaction based on settlement values - excluding commission and accrued interest, except where these are included in the price. Up to 20 numerical digits with a decimal separat The infmation repted in the price, price notation, currency 1, currency 2, quantity, quantity notation, and price multiplier should be consistent with the value in this field. Where there is a zero price the consideration should be zero. 51 Venue Identification of the venue where the transaction was executed MiFID trading venue non-eea valid trading market: ISO 10383 segment MIC (4 ) F financial instruments admitted to trading traded on a trading venue, where the transaction on that financial instrument is executed over-the-counter: XOFF F financial instruments admitted to trading traded on a trading venue, where the transaction on that financial instrument is executed on a Systematic Internaliser (SI): ISO 10383 MIC (four ) f that SI 21 Venue Identification Identification of the venue where the transaction was executed. That identification shall consist in: - where the venue is a trading venue: its unique harmonised identification code, Where the venue is a regulated market, prescribed market an MTF (, where appropriate, an equivalent venue outside the EEA), the four character Swift Market Identifier Code ISO 10383 must be used. However, where the venue has been identified as a systematic internaliser, a Swift Bank Identification Code (BIC) should be used. MIC otherwise "XOFF" "XXXX" f OTD derivatives Prepared by The Investment Association from ESMA/2014/1570 - Errs and Omissions Excepted - 8 -
Where an investment firm does not know it is trading with another investment firm acting as a SI: XOFF F financial instruments where the underlying is a financial instrument admitted to trading traded on a trading venue and where the transaction on the main financial instrument is executed over-the-counter: XXXX F financial instruments traded on a non-eea valid trading venue f which a valid MIC is not assigned: NEEA - where the transaction is made off market the subject of the transaction is an OTC derivative this should be made clear. 52 Country of the branch whose market membership was used f executing the transaction The ISO 3166 two character country code shall be used to identify the country of the branch of the repting firm whose market membership was used to execute the transaction. Where the market membership of the investment firm rather than that of the branch was used this should be populated with the country code of the investment firm. Where the transaction was not executed on a trading venue this field should not be populated Instrument details 53 Instrument identification code Code used to identify the financial instrument I = ISIN, A = AII 7 Instrument code The code used to rept the instrument. Where the subject of the transaction is a market this field should indicate whether that financial instrument has been identified using an ISO 6166 ISIN, where the ISIN is not the industry method of identification f that market, a code assigned to that financial instrument by that market. "ISIN" "Aii" 54 Instrument identification code Code used to identify the financial instrument Where Instrument identification code is I, ISO 6166 ISIN Where Instrument identification code is A, AII venue + Exchange Product Code (16 alphanumerical ) 6 Instrument Identification This shall consist of: - a unique code, decided by the FCA, identifying the financial instrument which is the subject of the transaction; The unique code should be an ISO 6166 ISIN. This code must always be used f, but is not limited to, repting transactions in warrants., if the financial instrument in question does not have a unique identification code, the rept must include the name of the instrument, in the case of a derivative contract; the characteristics of the derivative. ISIN Aii otherwise name otherwise description The FCA considers that where the financial instrument in question (which includes derivatives) is admitted to trading on a market where the ISO 6166 ISIN is not the industry method of identification, it will be sufficient to insert in this field the code assigned to the instrument by that market. -, in the case of an OTC derivative, the characteristics of the OTC derivative. Where an OTC derivative is the subject of the transaction a full description of the OTC derivative should be provided. 55 Instrument classification Taxonomy used to classify the financial instrument C = ISO 10962 CFI code Prepared by The Investment Association from ESMA/2014/1570 - Errs and Omissions Excepted - 9 -
56 Instrument classification Taxonomy used to classify the financial instrument ISO 10962 CFI code 10 Instrument Type The harmonised classification of the financial instrument that is the subject of the transaction. This field is only mandaty when the transaction involves an OTC derivative a market where the ISIN is not the industry method of identification. This field must be used to indicate the instrument of the underlying financial instrument, e.g. equity, bond, index, other. 12 Derivative Type The harmonised description of the derivative. This field is only mandaty when the transaction involves an OTC derivative a market where the ISIN is not the industry method of identification, and must indicate the derivative, e.g. option, future, contract f difference (other than a contract f difference on an equity option), contract f difference on an equity option, complex derivative, warrant, spreadbet (other than a spreadbet on an equity option), spreadbet on an equity option, credit default swap other swap. A = equity? O = option F = future W = warrant X = spread bet D = CFD Z = CDS S = other swap Q= spread bet on option on equity Y = CFD on option on equity K = complex derivative 57 Ultimate underlying instrument identification code Code used to identify the ultimate underlying I = ISIN, A = AII, L = LEI, C = Country Code, N=Index Name 9 Underlying instrument identification code The code used to rept the underlying instrument. Firms do not need to complete this field since the FCA already has access to this infmation. 58 Ultimate underlying instrument code ISIN code of the Ultimate Underlying F ADR s, GDR s and similar instruments, the code of the instrument on which the instruments is based. F Convertible bonds, the code of the instrument in which the bond can be converted. F derivatives other instruments which have an underlying, the ultimate underlying instrument code, when the ultimate underlying is admitted to trading, traded on a trading venue. In case the instrument is referring to an issuer, rather than to one single instrument, the LEI code of the Issuer, the country code, in case the issuer is a Government, state municipal. In case the underlying the ultimate underlying is an Index, the ISIN code f that index, when the index does not have an ISIN, the name of the Index. When the underlying is a basket, all the identifying code f each constituent of the basket that is admitted to trading is traded on a trading venue. ISO 6166 ISIN Code AII code ISO 17442 LEI Code 25 alphanumerical f the Index Name 8 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. This field is only mandaty when the transaction involves an OTC derivative and the underlying is a single equity single debt regulated market prescribed market. ISIN 59 Put/call identifier Indication as to whether the derivative contract is a call a put. P = Put C= Call 13 Put/Call Specification whether an option any other financial instrument is a put call. This field is only mandaty when (i) the transaction involves an OTC derivative a market where the ISIN is not the industry P = put C = call Prepared by The Investment Association from ESMA/2014/1570 - Errs and Omissions Excepted - 10 -
method of identification; and (ii) the derivative is option, warrant, spreadbet on an equity option contract f difference on an equity option. Where the financial instrument is a spreadbet on an equity option a contract f difference on an equity option this field should be used to indicate the put/call status of the equity option. 60 Strike price Strike price of an option warrant. Up to 10 numerical digits with a decimal separat Where strike price repted in monetary terms (strike price notation: M), it shall be provided in the maj currency unit 14 Strike Price The strike price of an option other financial instrument. This field is only mandaty when (i) the transaction involves an OTC derivative a market where the ISIN is not the industry method of identification; and (ii) the derivative is option, warrant, spreadbet on an equity option contract f difference on an equity option. Where the financial instrument is a spreadbet on an equity option a contract f difference on an equity option this field should be used to indicate the strike price of the equity option. Maj currency unit 61 Option style (exercise) Indication as to whether the option may be exercised only at a fixed date (European, and Asian style), a series of pre-specified dates (Bermudan) at any time during the life of the contract (American style). E = European S = Asian B = Bermudan A = American 62 Maturity date Original date of expiry of the repted financial instrument. ISO 8601 date in the fmat YYYY-MM-DD 11 Maturity Date The maturity date of a bond other fm of securitized debt, the exercise date/maturity date of a derivative contract. This field is only mandaty when the transaction involves an OTC derivative a market where the ISIN is not the industry method of identification. Where the derivative is spreadbet on an equity option contract f difference on an equity option, this field must be used to indicate the expiry of the option. ARM-determined Other relevant infmation 63 Result of the exercise Indication as to whether the repted transaction results from an option, warrant, convertible bond other financial instrument having been exercised Exercise: Y No exercise: N 64 Delivery Indication as to whether the transaction is settled physically in cash Physically settled: P Cash settled: C Optional f counterparty when determined by a third party : O 65 Up-front payment Monetary value of any up-front payment received paid by the seller Up to 10 numerical digits with a decimal separat Where the seller receives the up-front payment, the value populated is positive Where the seller pays the up-front payment, the value populated is negative 66 Up-front payment currency 67 Modification of the contract Currency in which the up-front payment is expressed Indication as to whether a increase decrease of notional has taken place ISO 4217 Currency Code, 3 alphabetical Increase: I Decrease: D Prepared by The Investment Association from ESMA/2014/1570 - Errs and Omissions Excepted - 11 -
68 Trader identification code (investment decision) 69 Trader identification code (investment decision) 70 Country of branch f trader (investment decision) 71 Trader identification code (execution) 72 Trader identification code (execution) 73 Country of branch f trader (execution) Code used to identify the person the committee within the repting firm responsible f the execution. Code used to identify the person the committee within the repting firm who is responsible f the investment decision If the investment decision was made by a fmal committee within the investment firm, this field shall be populated with a unique code starting with the prefix COM as defined in Article 7(2) of this Regulation. The ISO 3166 two character country code shall be used to identify the country of the branch of the repting firm f the person committee responsible f the investment decision, as set out in Article 13(2). Where the person committee responsible f the investment decision was not a person committee f a branch but a person committee of the investment firm this should be populated with the country code of the investment firm. Code used to identify the person within the repting firm responsible f the execution Code used to identify the person within the repting firm responsible f the execution The ISO 3166-1 two character country code shall be used to identify the country of the branch f the person responsible f the execution of the transaction, as set out in Article 12(2). Where no branch was involved in the execution of the transaction, this should be populated with the country code of the investment firm. + the letters NI (National Identifier) + the letters PN (Passpt Number) + the letters CN (Concatenated Number) In case of a fmal committee: COM + alphanumerical + Passpt Number up to 50 alphanumerical in the fmat a code up to 50 alphanumerical digits starting with the prefix COM + + the letters PN (Passpt Number) + alphanumerical + Passpt Number up to 50 alphanumerical in the fmat Prepared by The Investment Association from ESMA/2014/1570 - Errs and Omissions Excepted - 12 -
74 Algithm identification code (investment decision) 75 Algithm identification code (execution) Code used to identify the algithm within the repting firm responsible f the investment decision (Article 8 of this Regulation) Code used to identify the algithm within the repting firm responsible f the execution (Article 8 of this Regulation) Up to 50 alphanumerical Up to 50 alphanumerical 76 Waiver indicat Indication as to whether the transaction was executed under a pre-trade waiver in accdance with Articles 4 and 9 of MiFIR 77 Sht selling indicat Indication as to whether the seller is conducting a sht sale as defined in Article 2(1)(b) of Regulation (EU) 236/2012 where the seller is the investment firm a client of the investment firm and whether the transaction was carried out in a market making primary dealer capacity under an exemption in Article 17 of Regulation (EU) 236/2012 Where the seller is not the investment firm a client of the investment this field will not be applicable. F all instruments: L = Large in scale F equity instruments: R = Reference price transaction N = Negotiated transactions in liquid financial instruments O = Negotiated transactions in illiquid financial instruments P = Negotiated transactions subject to conditions other than the current market price of that equity financial instrument. F non-equity instruments: S = Above specific size transaction I = Illiquid instrument transaction Sht sale with no exemption: Y Sht sale with exemption: E No sht sale: N 78 OTC post-trade indicat Indicat as to the of transaction in accdance with Articles 20(3)(a) and 21(5)(a) of Regulation (EU) 600/2014 79 Commodity derivative indicat Indication as to whether the transaction reduces risk in an objectively measurable way in accdance with Article 57 of Directive 2014/65/EU Y: the transaction reduces the risk in an objectively measurable way. N: the transaction does not reduce the risk in an objectively measurable way. 80 Transaction Reference Number Unique identification number, internal to the repting firm, f each transaction rept F transactions executed directly on a trading venue, this number shall be generated by trading venues and disseminated to both the buyer and the seller parties who shall persist it in transaction repting. Up to 52 alphanumerical. 22 Transaction Reference Number A unique identification number f the transaction provided by the MiFID investment firm a third party repting on its behalf Proprietary 81 Rept status Indication as to whether the transaction rept is new a cancellation New: N Cancellation: C 23 Cancellation Flag An indication as to whether the transaction was cancelled. Prepared by The Investment Association from ESMA/2014/1570 - Errs and Omissions Excepted - 13 -