TR Answer 16

The Commission Delegated Regulation (EU) No 148/2013 (RTS on reporting to TR) specifies that where the collateral related to a contract is reported on a portfolio basis, the reporting counterparty shall report to the trade repository a code identifying the portfolio related to the reported contract.

It is up to the Reporting Counterparty to determine what unique value to put in the Collateral portfolio code (Table 1 Field 23). This field should only be populated if the Collateral portfolio (Table 1 Field 22) has the value 'Y’.

The Commission Implementing Regulation (EU) No 1247/2012 (ITS on reporting to TR) specifies that the Collateral Portfolio Code can have up to 52 alphanumerical characters including four special character. Therefore, a Collateral Portfolio Code that is less than 52 characters in length is permissible provided that it meets the other criteria laid out here.

It is, for example, permissible to use a value in this field that is supplied by the CCP, but this is not required and other values could be used.