Annex - Tables of fields to be recorded as referred to in Article 1
Table 1 Records of transactions processed
|
Field |
Format |
Description |
|
|---|---|---|---|
|
1 |
Reporting timestamp |
ISO 8601 date format / UTC time format. |
Date and time of reporting. |
|
2 |
Price/rate |
Up to 20 numerical digits in the format xxxx,yyyyy. |
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. |
|
2a |
Price notation |
E.g. ISO 4217 Currency Code, 3 alphabetical digits, percentage. |
The manner in which the price is expressed. |
|
3 |
Notional Currency |
ISO 4217 Currency Code, 3 alphabetical digits. |
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. |