ANNEX II

Date and time in the following format:

YYYY-MM-DDThh:mm:ss.ddddddZ.

Where:

— ‘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.

Numerical field for both positive and negative values:

— decimal separator is ‘.’ (full stop);

— negative numbers are prefixed with ‘-’ (minus).

Where applicable, values shall be rounded and not truncated.

Date and time when the transaction was executed.

For transactions executed on a trading venue, the level of granularity shall be in accordance with the requirements set out in Article 12 of Commission Delegated Regulation (EU) 2025/1155.

For transactions not executed on a trading venue, the date and time shall be when the parties agree the content of the following fields: quantity, price, currencies, as specified in fields 31, 34 and 44 of Table 2 of Annex I to Delegated Regulation (EU) 2017/590, instrument identification code, instrument classification and underlying instrument code, where applicable. For transactions not executed on a trading venue the time reported shall be granular to at least the nearest second.

Where the transaction results from an order transmitted by the executing firm on behalf of a client to a third party where the conditions for transmission set out in Article 4 of Delegated Regulation (EU) 2017/590 were not satisfied, this shall be the date and time of the transaction rather than the time of the order transmission.

Regulated Market (RM)

Multilateral Trading Facility (MTF),

Organised Trading Facility (OTF)

Approved Publication Arrangement (APA)

Traded price of the transaction excluding, where applicable, commission and accrued interest.

The traded price shall be reported in accordance with standard market convention. The value provided in this field shall be consistent with the value provided in the field ‘Price Notation’.

Where price is currently not available but pending (‘PNDG’) or not applicable (‘NOAP’), this 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

Where price is currently not available but pending, the value shall be ‘PNDG’.

Where price is not applicable the value shall be ‘NOAP’.

‘PNDG’ in case the price is not available

‘NOAP’ in case the price is not applicable

Indication as to whether the price is expressed in monetary value, in percentage, in basis points or in yield

The price notation shall be reported in accordance with standard market convention.

For credit default swaps, this field shall be populated with ‘BAPO’.

For bonds (other than ETNs and ETCs) this field shall be populated with percentage (PERC) of the notional amount. Where a price in percentage is not the standard market convention, it shall be populated with YIEL, BAPO or MONE, in accordance with the standard market convention.

The value provided in this field shall be consistent with the value provided in the field ‘Price’.

Where the price is reported in monetary terms, it shall be provided in the major currency unit.

Where the price is currently not available but pending (‘PNDG’) or not applicable (‘NOAP’), this field shall not be populated.

‘MONE’ – Monetary value

‘PERC’ – Percentage

‘YIEL’ – Yield

‘BAPO’ – Basis points

‘TOCD’ – tonnes of carbon dioxide equivalent, for any contract related to emission allowances

‘TONE’ – metric tonnes

‘MWHO’ – megawatt hours

‘MBTU’ – one million British thermal units

‘THMS’ – Therms

‘DAYS’– days or

{ALPHANUM-4}

otherwise

This field shall be populated:

(i) for bonds (excluding ETCs and ETNs), with the face value, which is the amount repaid at redemption to the investor;

(ii) for ETCs and ETNs and securitised derivatives, with the number of instruments exchanged between the buyers and sellers multiplied by the price of the instrument exchanged for that specific transaction. Equivalently, with the price field multiplied by the quantity field;

(iii) for structured finance products (SFPs), with the nominal value per unit multiplied by the number of instruments at the time of the transaction;

(iv) for credit default swaps, with the notional amount for which the protection is acquired or disposed of;

(v) for options, swaptions, swaps other than those in (iv), futures and forwards, with the notional amount of the contract;

(vi) for emission allowances, with the resulting amount of the quantity at the relevant price set in the contract at the time of the transaction. Equivalently, with the price field multiplied by the quantity in measurement unit field;

(vii) for spread bets, with the monetary value wagered per point movement in the underlying financial instrument at the time of the transaction;

(viii) for contracts for difference, with the number of instruments exchanged between the buyers and sellers multiplied by the price of the instrument exchanged for that specific transaction. Equivalently, with the price field multiplied by the quantity field.

Major currency in which the notional amount is denominated.

In the case of an FX derivative contract or a multi-currency swap or a swaption where the underlying swap is multi-currency or a currency CFD or spread-betting contract, this will be the notional currency of leg 1.

Identification of the venue where the transaction was executed.

Use the ISO 10383 segment MIC for transactions executed on an EU trading venue. Where the segment MIC does not exist, use the operating MIC.

Use ‘SINT’ for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is executed on a Systematic Internaliser.

Use MIC code ‘XOFF’ for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is neither executed on an EU trading venue nor executed by a systematic internaliser. If the transaction is executed on an organised trading platform outside of the EU then in addition to ‘XOFF’ also the population of the field ‘Third-country trading venue of execution’ is required.

{MIC} – EU trading venues or

‘SINT’ – systematic internaliser

‘XOFF’ – otherwise

Identification of the third-country trading venue where the transaction was executed.

Use the ISO 10383 segment MIC. Where the segment MIC does not exist, use the operating MIC.

Where the transaction is not executed on a third- country trading venue, the field shall not be populated.

Date and time when the transaction was published by a trading venue or APA.

For transactions executed on a trading venue, the level of granularity shall be in accordance with the requirements set out in Article 12 of Delegated Regulation (EU) 2025/1155.

For transactions not executed on a trading venue, the time reported shall be granular to at least the nearest second.

‘TRUE’ – transaction to be cleared

‘FALSE’ – transaction not to be cleared

One or multiple fields should be populated with the applicable flags as described in Table 3 of Annex II.

Where none of the specified circumstances apply, the transaction should be published without a flag.

Where a combination of flags is possible and reported in one field, the flags should be reported separated by commas.

Type of trading system on which the transaction was executed.

When the field ‘Venue of execution’ is populated with ‘SINT’ or ‘XOFF’, this field shall not be populated.

‘CLOB’ – central limit order book trading system.

‘QDTS’ – quote driven trading systems, meaning a system where transactions are concluded on the basis of firm quotes that are continuously made available to participants, which requires the market makers to maintain quotes in a size that balances the needs of members and participants to deal in a commercial size and the risk to which the market maker exposes itself.

‘PATS’ – periodic auction trading systems.

‘RFQT’ – request for quote trading systems, meaning a trading system where a quote or quotes are provided in response to a request for a quote submitted by one or more other members or participants. The quote is executable exclusively by the requesting member or market participant. The requesting member or participant may conclude a transaction by accepting the quote or quotes provided to it on request.

‘VOIC’ – voice trading system, meaning a trading system where transactions between members are arranged through voice negotiation.

‘HYBR’ – hybrid trading system meaning a system falling into two or more of the types of trading systems referred to above.

‘OTHR’ – any other trading system, meaning any other type of trading system not covered above.

(1)

Commission Delegated Regulation (EU) 2025/1155 of 12 June 2025 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council with regard to regulatory technical standards specifying the input and output data of consolidated tapes, the synchronisation of business clocks and the revenue redistribution by the consolidated tape provider for shares and ETFs, and repealing Commission Delegated Regulation (EU) 2017/574 (OJ L, 2025/1155, 3.11.2025, ELI: http://data.europa.eu/eli/reg_del/2025/1155/oj).

(2)

Commission Delegated Regulation (EU) 2017/580 of 24 June 2016 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council with regard to regulatory technical standards for the maintenance of relevant data relating to orders in financial instruments (OJ L 87, 31.3.2017, p. 193, ELI: http://data.europa.eu/eli/reg_del/2017/580/oj).