1. European
  2. ESMA - European Securities and Markets Authority
  3. Guidelines
  4. 2016
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  1. Guidelines - Transaction reporting, order record keeping and clock synchronisation under MiFID II (updated 7 August 2017) (ESMA/2016/1452)
  2. 5 Guidelines on transaction reporting
  3. Part II - Blocks
  4. 5.16 Block 9: Waiver, OTC post-trade and commodity derivative indicators
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Version date: 10 October 2016 - onwards

5.16 Block 9: Waiver, OTC post-trade and commodity derivative indicators

5.16.1 Waiver indicator and OTC post-trade indicator

 Field 61 should be populated by the Investment Firm that submitted the order to the Trading Venue or made a report of the trade to the Trading Venue.

 An Investment Firm should not populate Field 63 with an OTC post-trade indicator of ‘CANC’ since the obligation to provide the OTC post-trade indicators under Article 26(3) presupposes the existence of a transaction for the purpose of MiFIR Article 26 as defined in Article 2 Commission Delegated Regulation (EU) 2017/590 and a cancellation is not deemed to be a transaction for the purpose of MiFIR Article 26.

5.16.1.1  Transaction executed on a Trading Venue

Example 36

Investment Firm X executes a transaction for a client by dealing on own account. The instrument is an equity instrument. Investment Firm X buys the financial instrument on Trading Venue M and then sells it to the client.

The buy on the Trading Venue is executed under the "Reference price transaction" waiver in acc

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