Skip to the text
In this act Annex I of 2
Text as of 15 Aug 2022 · Consolidated version of 15 August 2022 · Same wording as today’s text.Today’s text

ANNEX I

Financial servicesLevel 2ITSMiFID IIIn forceOfficial source

Format for the weekly Reports Table 1 Weekly Reports

{Name of Trading Venue}

{Trading Venue Identifier}

{Date to which the Weekly Report refers}

{Date and time of Publication}

{Name of Commodity Derivative Contract, Emission Allowance or Derivative thereof}

{Venue product code}

{Report status}

Notation of the position quantityInvestment Firms or credit institutionsInvestment FundsOther Financial InstitutionsCommercial UndertakingsOperators with compliance obligations under Directive 2003/87/EC
LongShortLongShortLongShortLongShortLongShort
Number of positionsRisk Reducing directly related to commercial activities
Other
Total
Changes since the previous report (+/–)Risk Reducing directly related to commercial activities
Other
Total
Percentage of the total open interestRisk Reducing directly related to commercial activities
Other
Total
Number of Persons holding a position in each categoryCombinedCombinedCombinedCombinedCombined
Total

Table 2 Symbol table for Table 3

SYMBOLDATA TYPEDEFINITION
{ALPHANUM-n}Up to n alphanumerical charactersFree text field.
{DECIMAL-n/m}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).

Where applicable, values are rounded and not truncated.

{DATEFORMAT}ISO 8601 date format

Dates shall be formatted in the following format:

YYYY-MM-DD.

{DATE_TIME_FORMAT}ISO 8601 date and time format

— 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.

Dates and times shall be reported in UTC.

{MIC}4 alphanumerical charactersMarket identifier as defined in ISO 10383
{INTEGER-n}Integer number of up to n digits in totalNumerical field for both positive and negative integer values.

Table 3 Table of fields to be reported for every commodity derivative, emission allowance or derivative for the purposes of Article 1

FIELDDETAILS TO BE REPORTEDFORMAT FOR REPORTING
Name of Trading VenueField to be populated with the full name of the trading venue.{ALPHANUM-350}
Trading Venue IdentifierField to be populated with the ISO 10383 segment MIC of the trading venue. Where the segment MIC does not exist, use the operating MIC.{MIC}
Date to which the Weekly Report refersField to be populated with the date corresponding to the Friday of the calendar week on which the position is held.{DATEFORMAT}
Date and time of PublicationField to be populated with the date and time on which the report is published on the trading venue's website.{DATE_TIME_FORMAT}
Name of Commodity Derivative Contract, Emission Allowance or Derivative thereofField to be populated with the name of the commodity derivative contract, emission allowance or derivative thereof identified by the venue product code.{ALPHANUM-350}
Venue product codeField to be populated with a unique and unambiguous alphanumeric identifier utilised by the trading venue grouping together contracts with different maturities and strike prices in the same product.{ALPHANUM-12}
Report status

Indication as to whether the report is new or a previous report is cancelled or amended.

Where a previously submitted report is cancelled or amended, a report which contains all the details of the original report should be sent and the ‘Report status’ should be flagged as ‘CANC’.

For amendments a new report that contains all the details of the original with all necessary details amended should be sent and the ‘Report status’ should be flagged as ‘AMND’.

‘NEWT’ — New

‘CANC’ — Cancellation

‘AMND’ — Amendment

Number of positions

Field to be populated with the aggregate quantity of open interest held on Friday at the end of the trading day. The quantity should be expressed either in number of lots (when the position limits are expressed in lots) or units of the underlying.

Option contracts shall be included in the aggregation and reported on a delta-equivalent basis.

{DECIMAL-15/2}
Notation of the position quantityThis field shall be populated with the units used to report the number of positions.

‘LOTS’ LOTSif the position quantity is expressed in lotsor

if the position quantity is expressed in lots

or

{ALPHANUM-25} — a description of the units used if the position quantity is expressed in units of the underlying

Changes since the previous report (+/–)

Field to be populated with the position quantity reflecting the increase or decrease in the position with respect to the previous Friday.

In the case of a decrease in the position the number shall be expressed as a negative number prefixed with ‘–’ (minus).

{DECIMAL-15/2}
Percentage of the total open interestField to be populated with the percentage of the total open interest represented by the positions.{DECIMAL-5/2}
Number of persons holding a position in each category

Field to be populated with the number of persons holding a position in the category.

If the number of persons holding a position in the category is below the number specified in Commission Delegated Act in respect of Article 58(6) MiFID II, the field shall be populated with ‘.’ (full stop).

{INTEGER-7}

or

{ALPHANUM-1} if the field has to be populated with ‘.’ (full stop).

(1)

Commission Delegated Regulation (EU) 2017/565 of 25 April 2016 supplementing Directive 2014/65/EU of the European Parliament and of the Council as regards organisational requirements and operating conditions for investment firms and defined terms for the purposes of that Directive (OJ L 87, 31.3.2017, p. 1).