Table of Contents
Final Report - Guidelines for reporting under EMIR (ESMA74-362-2281)1 Legislative references, abbreviations and definitions2 Executive Summary3 Summary of feedback received to public consultation (paras. 1-502)3.1 General Principles (paras. 1-342)3.2 Reporting per product type (paras. 343-392)3.3 EMIR Tables of fields (paras. 393-425)3.4 Guidelines on derivatives data management (paras. 426-502)4 Cost-benefit analysis5 Advice of the Securities and Markets Stakeholders GroupAnnex: Guidelines for reporting under EMIR1 Legislative references, abbreviations and definitions2 Scope (paras. 1-3)3 Purpose (para. 4)4 General Principles (paras. 5-403)4.1 Transition to reporting under the RTS and ITS on reporting (paras. 5-18)4.2 Determining the number of reportable derivatives (paras. 19-55)4.3 Intragroup exemption from reporting (paras. 56-70)4.4 Allocation of responsibility for reporting (paras. 71-90)4.5 Delegation of reporting (paras. 91-98)4.6 Reporting of lifecycle events (paras. 99-129)4.7 Reporting at position level (paras. 130-152)4.8 Reporting of on-venue derivatives (paras. 153-167)4.9 Timely reporting of conclusion, modification and termination of a derivative (paras. 168-187)4.10 Mapping business events to action types and levels (paras. 188-191)4.11 UTI generation (paras. 192-198)4.12 Determining counterparty side (paras. 199-206)4.13 Identification of counterparties (paras. 207-222)4.14 Procedure when a counterparty undergoes a corporate action (paras. 223-239)4.15 Identification and classification of products (paras. 240-245)4.16 Identification of underlying (paras. 246-248)4.17 Price, notional and quantity fields (paras. 249-271)4.18 Reporting of valuations (paras. 272-289)4.19 Reporting of margins (paras. 290-315)4.20 Identification of the trading venue (paras. 316-325)4.21 Fields related to clearing (paras. 326-334)4.22 Fields related to confirmation (paras. 335-339)4.23 Fields related to settlement (paras. 340-342)4.24 Reporting of regular payments (paras. 343-347)4.25 Reporting of other payments (paras. 348-354)4.26 Dates and timestamps fields (paras. 355-367)4.27 Reporting of derivatives on crypto-assets (paras. 368-371)4.28 Reporting of complex products (paras. 372-379)4.29 Ensuring data quality by counterparties (paras. 380-403)5 Reporting per product type (paras. 404-482)5.1 Reporting of IRS (paras. 407-410)5.2 Reporting of swaptions (paras. 411-414)5.3 Reporting of other IR products (paras. 415-420)5.4 Reporting of FX swaps and forwards (paras. 421-432)5.5 Reporting of NDFs (paras. 433-437)5.6 Reporting of CFDs (paras. 438-445)5.7 Reporting of equity derivatives (paras. 446-456)5.8 Reporting of credit derivatives (paras. 457-475)5.9 Reporting of commodity derivatives (paras. 476-482)6 EMIR Tables of fields (paras. 483-551)6.1 Table 1 Counterparty data (paras. 487-499)6.2 Table 2 Common data (paras. 500-546)6.3 Table 3 Margin data (paras. 547-551)7 Guidelines on derivatives data management (paras. 552-687)7.1 Trade State Report (paras. 552-590)7.2 Reconciliation (paras. 591-604)7.3 Data Quality feedback (paras. 605-662)7.4 Data access (paras. 663-687)
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Published date: 20 December 2022
