580. The RTS and the ITS on reporting detail the requirements for reporting of notional schedules and other payments.

581. TRs should include in the TSR only the current value from the schedules reported, as opposed to including all the values from the schedules. This should be applied for the following schedule fields: 2.50-2.52 ('Price') , 2.57-2.59 ('Notional amount of leg 1') , 2.61-2.63 ('Notional quantity of leg 1') , 2.66-2.68 ('Notional amount of leg 2') , 2.70-2.72 ('Notional quantity of leg 2') , and 2.135-2.137 ('Strike price') . This will reduce the amount of data provided to authorities and would facilitate the immediate assessment of exposures.

582. TRs should use the date fields referring to the effective date and end date of the information contained in the schedule to determine which data point to include in the TSR. For example, a schedule with the following characteristics is reported: 'value' {100, 150, 200}, 'effective date' {T, T+10, T+20}, 'end date' {T+9, T+19, T+29}. The TSRs generated for reporting dates T to T+9 should display the value 100, the TSRs generated for reporting dates T+10 to T+19 should display the value 150, and finally, the TSRs generated for reporting dates T+20 to T+29 should display the value 200.

583. For fields 2.73-2.78, referring to other payments, TRs should include in the TSR all relevant payments. Payments of different types should not be overwritten. This means that if a counterparty reports the same payment type more than one time (in different reports) , the TSR should update such value. Below example illustrates the logic: