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Trading venues and systematic internalises shall provide competent authorities with all details of financial instrument reference data (‘reference data’) referred to in Table 3 of the Annex that pertain to the financial instrument concerned. All details provided shall be submitted in accordance with the standards and formats specified in Table 3 of the Annex, in an electronic and machine-readable form and in a common XML template in accordance with the ISO 20022 methodology.

Trading venues and systematic internalisers shall provide their competent authority by 21.00 CET on each day they are open for trading with the reference data for all financial instruments that are admitted to trading or that are traded, including where orders or quotes are placed through their system, before 18.00 CET on that day.

Where a financial instrument is admitted to trading or traded, including where an order or a quote is placed for the first time, after 18.00 CET on a day on which a trading venue or systematic internaliser is open for trading, the reference data in respect of the financial instrument concerned shall be provided by 21.00 CET on the next day on which the trading venue or systematic internaliser concerned is open for trading.

Prior to the commencement of trading in a financial instrument in a trading venue or systematic internaliser, the trading venue or systematic internaliser concerned shall obtain the ISO 6166 International Securities Identifying Number (‘ISIN’) code for the financial instrument.

Trading venues and systematic internalisers shall ensure that legal entity identifier codes included in the reference data provided comply with the ISO 17442:2012 standard, pertain to the issuer concerned, and are listed in the Global Legal Entity Identifier database maintained by the Central Operating Unit appointed by the the Legal Entity Identifier Regulatory Oversight Committee.

Competent authorities shall monitor and assess the completeness of the reference data they receive from a trading venue or systematic internaliser, and the compliance of that data with the standards and formats specified in Table 3 of the Annex.

Following receipt of reference data in respect of each day on which trading venues and systematic internalisers are open for trading, competent authorities shall notify trading venues and systematic internalisers of any incompleteness in that data and of any failure to deliver reference data by the deadlines set out in Article 2.

ESMA shall monitor and assess the completeness of reference data it receives from competent authorities, and compliance of the data with the standards and formats specified in Table 3 of the Annex.

Following receipt of reference data from competent authorities, ESMA shall notify them of any incompleteness in that data and of any failure to deliver reference data by the deadlines set out in Article 7(1).

Competent authorities shall conduct quality assessments regarding the content and accuracy of the reference data received pursuant to Article 27(1) of MIFIR on at least a quarterly basis.

Trading venues and systematic internalisers shall ensure that they provide complete and accurate reference data to their competent authorities pursuant to Articles 1 and 3.

Trading venues and systematic internalisers shall put methods and arrangements in place that enable them to identify incomplete or inaccurate reference data previously submitted. A trading venue or systematic internaliser detecting that submitted reference data is incomplete or inaccurate shall promptly notify its competent authority and transmit to the competent authority complete and correct relevant reference data without undue delay.

Competent authorities shall transmit complete and accurate reference data to ESMA each day no later than 23.59 CET using the secure electronic communication channel established for that purpose between competent authorities and ESMA.

On the day following receipt of reference data in accordance with paragraph 1, ESMA shall consolidate the data received from each competent authority.

ESMA shall make the consolidated data available to all competent authorities by 8.00 CET on the day following its receipt using the secure electronic communication channels referred to in paragraph 1.

Competent authorities shall use the consolidated data in respect of a given day to validate the transaction reports in respect of transactions executed on that given day and reported pursuant to Article 26 of MIFIR.

Each competent authority shall use the consolidated data for a given day to exchange transaction reports submitted on that given day in accordance with the second subparagraph of Article 26(1) of MIFIR.

ESMA shall publish the reference data in an electronic, downloadable and machine-readable form.

This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union . the Official Journal of the European Union

DATA TYPE DEFINITION

Up to n alphanumerical characters Free text field.

6 characters ISO 10962 CFI code

2 alphanumerical characters 2 letter country code, as defined by ISO 3166-1 alpha-2 country code

3 alphanumerical characters 3 letter currency code, as defined by ISO 4217 currency codes

ISO 8601 date and time format Dates and times shall be reported in UTC.

Date and time in the following format: YYYY-MM-DDThh:mm:ss.ddddddZ.

‘YYYY’ is the year;

‘MM’ is the month;

‘DD’ is the day;

‘T’ – means that the letter 'T' shall be used

‘hh’ is the hour;

‘mm’ is the minute;

‘ss.dddddd’ is the second and its fraction of a second;

Z is UTC time.

ISO 8601 date format Dates shall be formatted by the following format: YYYY-MM-DD.

Decimal number of up to n digits in total of which up to m digits can be fraction digits Numerical field for both positive and negative values.

decimal separator is ‘.’ (full stop);

negative numbers are prefixed with ‘-’ (minus);

values are rounded and not truncated.

4 alphabetic characters ‘EONA’ – EONIA ‘EONS’ – EONIA SWAP ‘EURI’ – EURIBOR ‘EUUS’ – EURODOLLAR ‘EUCH’ – EuroSwiss ‘GCFR’ – GCF REPO ‘ISDA’ – ISDAFIX ‘LIBI’ – LIBID ‘LIBO’ – LIBOR ‘MAAA’ – Muni AAA ‘PFAN’ – Pfandbriefe ‘TIBO’ – TIBOR ‘STBO’ – STIBOR ‘BBSW’ – BBSW ‘JIBA’ – JIBAR ‘BUBO’ – BUBOR ‘CDOR’ – CDOR ‘CIBO’ – CIBOR ‘MOSP’ – MOSPRIM ‘NIBO’ – NIBOR ‘PRBO’ – PRIBOR ‘TLBO’ – TELBOR ‘WIBO’ – WIBOR ‘TREA’ – Treasury ‘SWAP’ – SWAP ‘FUSW’ – Future SWAP

Integer number of up to n digits in total Numerical field for both positive and negative integer values.

12 alphanumerical characters ISIN code, as defined in ISO 6166

20 alphanumerical characters Legal entity identifier as defined in ISO 17442

4 alphanumerical characters Market identifier as defined in ISO 10383

35 alphanumeric characters FISN code as defined in ISO 18774

Sub product Further sub product

‘GROS’ – Grains and Oil Seeds ‘FWHT’ – Feed Wheat ‘SOYB’ – Soybeans ‘CORN’ – Maize ‘RPSD’ – Rapeseed ‘RICE’ – Rice ‘OTHR’ – Other

‘CCOA’ – Cocoa ‘ROBU’ – Robusta Coffee ‘WHSG’ – White Sugar ‘BRWN’ – Raw Sugar ‘OTHR’ – Other

‘LAMP’ – Lampante

‘MWHT’ – Milling Wheat

‘ELEC’ – Electricity ‘BSLD’ -Base load ‘FITR’ – Financial Transmission Rights ‘PKLD’ – Peak load ‘OFFP’ – Off-peak ‘OTHR’ – Other

‘GASP’ – GASPOOL ‘LNGG’ – LNG ‘NBPG’ – NBP ‘NCGG’ – NCG ‘TTFG’ – TTF

‘BAKK’ – Bakken ‘BDSL’ – Biodiesel ‘BRNT’ – Brent ‘BRNX’ – Brent NX ‘CNDA’ – Canadian ‘COND’ – Condensate ‘DSEL’ – Diesel ‘DUBA’ – Dubai ‘ESPO’ – ESPO ‘ETHA’ – Ethanol ‘FUEL’ – Fuel ‘FOIL’ – Fuel Oil ‘GOIL’ – Gasoil ‘GSLN’ – Gasoline ‘HEAT’ – Heating Oil ‘JTFL’ – Jet Fuel ‘KERO’ – Kerosene ‘LLSO’ – Light Louisiana Sweet (LLS) ‘MARS’ – Mars ‘NAPH’ – Naptha ‘NGLO’ – NGL ‘TAPI’ – Tapis ‘URAL’ – Urals ‘WTIO’ – WTI

‘EMIS’ – Emissions ‘CERE’ – CER ‘ERUE’ – ERU ‘EUAE’ – EUA ‘EUAA’ – EUAA ‘OTHR’ – Other

‘WETF’ – Wet ‘TNKR’ – Tankers

‘DBCR’ – Dry bulk carriers

‘AMMO’ – Ammonia ‘DAPH’ – DAP (Diammonium Phosphate) ‘PTSH’ – Potash ‘SLPH’ -Sulphur ‘UREA’ – Urea ‘UAAN’ – UAN (urea and ammonium nitrate)

‘CSTR’ – Construction ‘MFTG’ – Manufacturing

‘NPRM’ – Non Precious ‘ALUM’ – Aluminium ‘ALUA’ – Aluminium Alloy ‘CBLT’ – Cobalt ‘COPR’ – Copper ‘IRON’ – Iron ore ‘LEAD’ – Lead ‘MOLY’ – Molybdenum ‘NASC’ – NASAAC ‘NICK’ – Nickel ‘STEL’ – Steel ‘TINN’ – Tin ‘ZINC’ – Zinc ‘OTHR’ – Other

‘GOLD’ – Gold ‘SLVR’ – Silver ‘PTNM’ – Platinum ‘PLDM’ – Palladium ‘OTHR’ – Other

‘CBRD’ – Containerboard ‘NSPT’ – Newsprint ‘PULP’ – Pulp ‘RCVP’ – Recovered paper

‘PLST’ – Plastic

FIELD CONTENT TO BE REPORTED FORMAT AND STANDARDS TO BE USED FOR REPORTING

Instrument identification code Code used to identify the financial instrument. {ISIN}

Instrument full name Full name of the financial instrument. {ALPHANUM-350}

Instrument classification Taxonomy used to classify the financial instrument. A complete and accurate CFI code shall be provided. {CFI_CODE}

Commodities or emission allowance derivative indicator Indication as to whether the financial instrument falls within the definition of commodities derivative under Article 2(1)(30) of MIFIR or is a derivative relating to emission allowances referred to in Section C(4) of Annex I to MIFID2. ‘true’ – Yes ‘false’ – No

Issuer or operator of the trading venue identifier LEI of issuer or trading venue operator. {LEI}

Trading venue Segment MIC for the trading venue or systematic internaliser, where available, otherwise operating MIC. {MIC}

Financial instrument short name Short name of financial instrument in accordance with ISO 18774. {FISN}

Request for admission to trading by issuer Whether the issuer of the financial instrument has requested or approved the trading or admission to trading of its financial instrument on a trading venue. ‘true’- Yes ‘false’ – No

Date of approval of the admission to trading Date and time the issuer has approved admission to trading or trading in its financial instruments on a trading venue. {DATE_TIME_FORMAT}

Date of request for admission to trading Date and time of the request for admission to trading on the trading venue. {DATE_TIME_FORMAT}

Date of admission to trading or date of first trade Date and time of the admission to trading on the trading venue or the date and time when the instrument was first traded or an order or quote was first received by the trading venue. {DATE_TIME_FORMAT}

Termination date Where available, the date and time when the financial instrument ceases to be traded or to be admitted to trading on the trading venue. {DATE_TIME_FORMAT}

Notional currency 1 Currency in which the notional is denominated. In the case of an interest rate or currency derivative contract, this will be the notional currency of leg 1 or the currency 1 of the pair. In the case of swaptions where the underlying swap is single-currency, this will be the notional currency of the underlying swap. For swaptions where the underlying is multi-currency, this will be the notional currency of leg 1 of the swap. {CURRENCYCODE_3}

Total issued nominal amount Total issued nominal amount in monetary value. {DECIMAL-18/5}

Maturity date Date of maturity of the financial instrument. Field applicable to debt instruments with defined maturity. {DATEFORMAT}

Currency of nominal value Currency of the nominal value for debt instruments. {CURRENCYCODE_3}

Nominal value per unit/minimum traded value Nominal value of each instrument. If not available, the minimum traded value shall be populated. {DECIMAL-18/5}

Fixed rate The fixed rate percentage of return on a Debt instrument when held until maturity date, expressed as a percentage. {DECIMAL-11/10} Expressed as a percentage (e.g. 7.0 means 7 % and 0.3 means 0,3 %)

Identifier of the index/benchmark of a floating rate bond Where an identifier exists. {ISIN}

Name of the index/benchmark of a floating rate bond Where no identifier exists, name of the index. {INDEX} Or {ALPHANUM-25} – if the index name is not included in the {INDEX} list

Term of the index/benchmark of a floating rate bond. Term of the index/benchmark of a floating rate bond. The term shall be expressed in days, weeks, months or years. {INTEGER-3}+‘DAYS’ – days {INTEGER-3}+‘WEEK’ – weeks {INTEGER-3}+‘MNTH’ – months {INTEGER-3}+‘YEAR’ – years

Base Point Spread of the index/benchmark of a floating rate bond Number of basis points above or below the index used to calculate a price {INTEGER-5}

Seniority of the bond Identify the type of bond: senior debt, mezzanine, subordinated or junior. ‘SNDB’ – Senior Debt ‘MZZD’ – Mezzanine ‘SBOD’ – Subordinated Debt ‘JUND’ – Junior Debt

Expiry date Expiry date of the financial instrument. Field applicable to derivatives with a defined expiry date. {DATEFORMAT}

Price multiplier Number of units of the underlying instrument represented by a single derivative contract. For a future or option on an index, the amount per index point. For spreadbets the movement in the price of the underlying instrument on which the spreadbet is based. {DECIMAL-18/17}

Underlying instrument code ISIN code of the underlying instrument. For ADRs, GDRs and similar instruments, the ISIN code of the financial instrument on which those instruments are based. For convertible bonds, the ISIN code of the instrument in which the bond can be converted. For derivatives or other instruments which have an underlying, the underlying instrument ISIN code, when the underlying is admitted to trading, or traded on a trading venue. Where the underlying is a stock dividend, then the ISIN code of the related share entitling the underlying dividend. For Credit Default Swaps, the ISIN of the reference obligation shall be provided. In case the underlying is an Index and has an ISIN, the ISIN code for that index. Where the underlying is a basket, include the ISINs of each constituent of the basket that is admitted to trading or is traded on a trading venue. Fields 26 and 27 shall be reported as many times as necessary to list all instruments in the basket. {ISIN}

Underlying issuer In case the instrument is referring to an issuer, rather than to one single instrument, the LEI code of the Issuer. {LEI}

Underlying index name In case the underlying is an Index, the name of the index. {INDEX} Or {ALPHANUM-25} – if the index name is not included in the {INDEX} list

Term of the underlying index In case the underlying is an index, the term of the index. {INTEGER-3}+‘DAYS’ – days {INTEGER-3}+‘WEEK’ – weeks {INTEGER-3}+‘MNTH’ – months {INTEGER-3}+‘YEAR’ – years

Option type Indication as to whether the derivative contract is a call (right to purchase a specific underlying asset) or a put (right to sell a specific underlying asset) or whether it cannot be determined whether it is a call or a put at the time of execution. In case of swaptions it shall be: In case of Caps and Floors it shall be: ‘PUTO’ – Put ‘CALL’ – Call ‘OTHR’ – where it cannot be determined whether it is a call or a put

‘Put’, in case of receiver swaption, in which the buyer has the right to enter into a swap as a fixed-rate receiver.

‘Call’, in case of payer swaption, in which the buyer has the right to enter into a swap as a fixed-rate payer.

‘Put’, in case of a Floor.

‘Call’, in case of a Cap. Field only applies to derivatives that are options or warrants.

Strike price Predetermined price at which the holder will have to buy or sell the underlying instrument, or an indication that the price cannot be determined at the time of execution. Field applicable to options or warrants, where strike price can be determined at the time of execution. Where price is currently not available but pending, the value shall be ‘PNDG’. Where strike price is not applicable the field shall not be populated. {DECIMAL-18/13} in case the price is expressed as monetary value {DECIMAL-11/10} in case the price is expressed as percentage or yield {DECIMAL-18/17} in case the price is expressed as basis points ‘PNDG’ in case the price is not available

Strike price currency Currency of the strike price {CURRENCYCODE_3}

Option exercise style Indication as to whether the option may be exercised only at a fixed date (European and Asian style), a series of pre-specified dates (Bermudan) or at any time during the life of the contract (American style). This field is only applicable for options, warrants and entitlement certificates. ‘EURO’ – European ‘AMER’ – American ‘ASIA’ – Asian ‘BERM’ – Bermudan ‘OTHR’ – Any other type

Delivery type Indication as to whether the financial instrument is settled physically or in cash. Where delivery type cannot be determined at time of execution, the value shall be ‘OPTL’. This field is only applicable for derivatives. ‘PHYS’ – Physically Settled ‘CASH’ – Cash settled ‘OPTL’ – Optional for counterparty or when determined by a third party

Base product Base product for the underlying asset class as specified in the classification of commodities and emission allowances derivatives table. Only values in the ‘Base product’ column of the classification of commodities derivatives table are allowed.

Sub product The Sub Product for the underlying asset class as specified in the classification of commodities and emission allowances derivatives table. Field requires a Base product. Only values in the ‘Sub product’ column of the classification of commodities derivatives table are allowed are allowed.

Further sub product The Further sub product for the underlying asset class as specified in the classification of commodities and emission allowances derivatives table. Field requires a Sub product. Only values in the ‘Further sub product’ of the classification of commodities derivatives table are allowed.

Transaction type Transaction type as specified by the trading venue ‘FUTR’ – Futures ‘OPTN’ – Options ‘TAPO’ – TAPOS ‘SWAP’ – SWAPS ‘MINI’ – Minis ‘OTCT’ – OTC ‘ORIT’ – Outright ‘CRCK’ – Crack ‘DIFF’ – Differential ‘OTHR’ – Other

Final price type Final price type as specified by the trading venue ‘ARGM’ – Argus/McCloskey ‘BLTC’ – Baltic ‘EXOF’ – Exchange ‘GBCL’ – GlobalCOAL ‘IHSM’ – IHS McCloskey ‘PLAT’ – Platts ‘OTHR’ – Other

The fields in this section shall only be populated for instruments that have non-financial instrument of type interest rates as underlying.

Reference rate Name of the reference rate {INDEX} Or {ALPHANUM-25}- if the reference rate is not included in the {INDEX} list

IR Term of contract If the asset class is Interest Rates, this field states the term of the contract. The term shall be expressed in days, weeks, months or years. {INTEGER-3}+‘DAYS’ – days {INTEGER-3}+‘WEEK’ – weeks {INTEGER-3}+‘MNTH’ – months {INTEGER-3}+‘YEAR’ – years

Notional currency 2 In the case of multi-currency or cross-currency swaps the currency in which leg 2 of the contract is denominated. For swaptions where the underlying swap is multi-currency, the currency in which leg 2 of the swap is denominated. {CURRENCYCODE_3}

Fixed rate of leg 1 An indication of the fixed rate of leg 1 used, if applicable. {DECIMAL -11/10} Expressed as a percentage (e.g. 7.0 means 7 % and 0.3 means 0,3 %)

Fixed rate of leg 2 An indication of the fixed rate of leg 2 used, if applicable {DECIMAL -11/10} Expressed as a percentage (e.g. 7.0 means 7 % and 0.3 means 0,3 %)

Floating rate of leg 2 An indication of the interest rate used if applicable. {INDEX} Or {ALPHANUM-25} – if the reference rate is not included in the {INDEX} list

IR Term of contract of leg 2 An indication of the reference period of the interest rate, which is set at predetermined intervals by reference to a market reference rate. The term shall be expressed in days, weeks, months or years. {INTEGER-3}+‘DAYS’ – days {INTEGER-3}+‘WEEK’ – weeks {INTEGER-3}+‘MNTH’ – months {INTEGER-3}+‘YEAR’ – years

The fields in this section shall only be populated for instruments that have non-financial instrument of type foreign exchange as underlying.

Notional currency 2 Field shall be populated with the underlying currency 2 of the currency pair (the currency one will be populated in the notional currency 1 field 13). {CURRENCYCODE_3}

FX Type Type of underlying currency ‘FXCR’ – FX Cross Rates ‘FXEM’ – FX Emerging Markets ‘FXMJ’ – FX Majors

( 1 ) Commission Delegated Regulation 2017/583 of 14 July 2016 supplementing MIFIR of the European Parliament and of the Council with regard to regulatory technical standards on transparency requirements for trading venues and investment firms in respect of bonds, structured finance products, emission allowances and derivatives (see page 229 of this Official Journal).