Table of Contents
Consultation Paper - Technical standards on reporting, data quality, data access and registration of Trade Repositories under EMIR REFIT (ESMA74-362-47)1 Legislative references, abbreviations and definitions2 Executive Summary3 Background (paras. 1-3)4 Reporting (paras. 4-346)4.1 Methods and arrangements for reporting (paras. 4-45)4.1.1 Provisions of details of OTC derivative contracts by NFC to FC (paras. 4-19)4.1.2 Reporting where an NFC decides to report itself (paras. 20-24)4.1.3 Delegation of reporting (paras. 25-33)4.1.4 Ensuring data quality by counterparties (paras. 34-45)4.2 Use of data standards (paras. 46-140)4.2.1 Use of ISO 20022 (paras. 46-62)4.2.2 Unique Trade Identifier (UTI) (paras. 63-88)4.2.3 Unique Product Identifier (UPI) (paras. 89-122)4.2.4 Use of Legal Entity Identifiers (LEIs) (paras. 123-132)4.2.5 Inclusion of CDEs (paras. 133-140)4.3 Reporting logic (paras. 141-182)4.3.1 Reporting of lifecycle events (paras. 141-178)4.3.2 Reporting at position level (paras. 179-182)4.4 Content of the report (paras. 183-337)paras. 183-1914.4.1 Data elements related to dates and timestamps (paras. 192-208)4.4.2 Data elements related to counterparties and beneficiaries (paras. 209-233)4.3.3 Data elements related to clearing, trading, confirmation and settlement (paras. 234-249)4.4.4 Data elements related to regular payments (paras. 250-254)4.4.5 Data elements related to valuation (paras. 255-262)4.4.6 Data elements related to collateral, margins and counterparty rating triggers (paras. 263-272)4.4.7 Data elements related to prices (paras. 273-278)4.4.8 Data elements related to notional amount and quantities (paras. 279-289)4.4.9 Data elements related to credit derivatives (paras. 290-295)4.4.10 Data elements related to other payments (paras. 296-303)4.4.11 Data elements related to packages and links (paras. 304-322)4.4.12 Data elements related to custom baskets (paras. 323-326)4.4.13 Data elements relevant for REMIT reporting (paras. 327-333)4.4.14 Reporting of derivatives on crypto-assets (paras. 334-337)4.5 Reporting of outstanding derivatives under the revised rules (paras. 338-343)4.6 The date by which derivatives should be reported (paras. 344-346)5 Data quality provisions (paras. 347-393)paras. 347-3495.1 Procedures on data collection (paras. 350-353)5.2 Procedures for update of an LEI (paras. 354-359)5.3 Reconciliation of data (para. 360-390)5.3.1 Scope and start of the reconciliation process (paras. 360-366)5.3.2 Framework of the reconciliation process (paras. 367-376)5.3.3 Integrity of the reconciled derivatives (paras. 377-378)5.3.4 Format of the files to be exchanged (paras. 379-383)5.3.5 Data elements to be compared during the reconciliation process (paras. 384-390)5.4 Procedures for portability (paras. 391-393)6 Common response on reporting (paras. 394-410)6.1 Rejection response (paras. 394-398)6.2 Reconciliation response and relevant statuses (paras. 399-401)6.3 End-of-day (EoD) response (paras. 402-410)7 Registration of the TRs (paras. 411-417)7.1 Additional provisions (para. 411)7.2 Provisions for extension of registration (paras. 412-414)7.3 Format of the application for registration and extension of registration (paras. 415-417)8 Data access by authorities (paras. 418-426)9 Publication of data (pras. 427-431)10 Annexes10.1 Annex I - Summary of questions10.2 Annex II - Legislative mandate to develop technical standards10.3 Annex III - Cost-benefit analysis10.4 Annex IV - Draft RTS on details of the reports to be reported to TRs under EMIR10.5 Annex V - Draft ITS on standards, formats, frequency and methods and arrangements for reporting to TRs under EMIR10.6 Annex VI - RTS on registration and extension of registration of TRs under EMIR10.7 Annex VII - ITS on registration and extension of registration of TRs under EMIR 10.8 Annex VIII – RTS on procedures for ensuring data quality10.9 Annex IX – RTS on operational standards for aggregation and comparison of data and on terms and conditions for granting access to data
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4 Reporting (paras. 4-346)
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3 July 2020