FCA Handbook - MAR 10 Annex 4 R Format for the daily reports

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MAR 10 Annex 4 R Format for the daily reports

Table 1 Symbol table for Table 2

SYMBOL	DATA TYPE	DEFINITION
{ALPHANUM-n}	Up to n alphanumerical characters	Free 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.
{ISIN}	12 alphanumerical characters	ISIN code, as defined in ISO 6166
{LEI}	20 alphanumerical characters	Legal entity identifier as defined in ISO 17442
{MIC}	4 alphanumerical characters	Market identifier as defined in ISO 10383
{NATIONAL_ID}	35 alphanumerical characters	The ID is that set out in Article 6 of the Commission Delegated Regulation (EU) 2017/590 on transaction reporting obligations under Article 26 of Regulation (EU) No 600/2014 of the European Parliament and of the Council and Annex II to that Regulation.
{INTEGER-n}	Integer number of up to n digits in total	Numerical field for both positive and negative integer values.

Table 2 Tables of fields to be reported for all positions across all maturities of all contracts for the purposes of MAR 10.4.1DR

FIELD	DETAILS TO BE REPORTED	FORMAT FOR REPORTING
Date and time of report submission	Field to be populated with the date and time on which the report is submitted.	{DATE_TIME_FORMAT}
Report reference number	Field to be populated with the unique identifier given by the submitter unambiguously identifying the report to both submitter and receiving competent authority.	{ALPHANUM-52}
Date of the trading day of the reported position	Field to be populated with the date on which the reported position is held at the close of the trading day on the relevant trading venue.	{DATEFORMAT}
Report status	Indication as to whether the report is new or a previously submitted 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 and using the original Report Reference Number 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 report and using the original Report Reference Number with all necessary details amended should be sent and the "Report status" should be flagged as "AMND".
Reporting entity ID	The identifier of the reporting investment firm. Field to be populated with the Legal Entity Identifier code (LEI) for legal entities or {NATIONAL_ID} for natural persons not having an LEI.	{LEI} or {NATIONAL_ID} — Natural persons
Position holder ID	Field to be populated with the Legal Entity Identifier code (LEI) for legal entities or {NATIONAL_ID} for natural persons not having an LEI. (Note: if the position is held as a proprietary position of the reporting firm, this field shall be identical to field "Reporting entity ID").	{LEI} or {NATIONAL_ID} — Natural persons
Email address of position holder	Email address for notifications of position-related matters.	{ALPHANUM-256}
Ultimate parent entity ID	Field to be populated with the Legal Entity Identifier code (LEI) for legal entities or {NATIONAL_ID} for natural persons not having an LEI. Note: this field may be identical to field "Reporting entity ID" or "Position holder ID" if the ultimate parent entity holds its own positions, or makes its own reports.	{LEI} or {NATIONAL_ID} — Natural persons
Email address of ultimate parent entity	Email address for correspondence in relation to aggregated positions.	{ALPHANUM-256}
Parent of collective investment scheme status	Field to report on whether the position holder is a collective investment undertaking that makes investment decisions independently from its parent as set out by Article 4(2) of the Commission Delegated Regulation (EU) 2017/591.
Identification code of contract traded on trading venues	Identifier of the commodity derivative, emission allowance or derivative thereof. See field "Trading venue identifier" for treatment of OTC contracts that are economically equivalent to contracts that are traded on trading venues.	{ISIN}
Venue product code	Field 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}
Trading venue identifier	Field to be populated with the ISO 10383 segment MIC for positions reported in respect of on-venue contracts. Where the segment MIC does not exist, use the operating MIC. Use MIC code "XXXX" for off-venue positions in economically equivalent OTC contracts or related OTC contracts. Use MIC code "XOFF" for listed derivatives or emission allowances traded off-exchange.	{MIC}
Position type	Field to report whether the position is in either futures, options, emission allowances or derivatives thereof, commodity derivatives defined under article 2(1)(24)(c) of MiFIR.
Position maturity	Indication of whether the maturity of the contract comprising the reported position relates to the spot month or to all other months. Note: separate reports are required for spot months and all other months.
Position quantity	Field to be populated with the net position quantity held in the commodity derivative, emission allowances or derivatives thereof expressed either in lots, when the position limits are expressed in lots, or units of the underlying. This field should be populated with a positive number for long positions and a negative number for short positions. If the position is in commodity derivatives defined under point (c) of Article 4(1)(44) of Directive 2014/65/EU this field shall be populated with the number of units held.	{DECIMAL-15/2}
Notation of the position quantity	This field shall be populated with the units used to report the position quantity.
Delta equivalent position quantity	If the Position Type is "OPTN" or an option on "EMIS", then this field shall contain the delta-equivalent quantity of the position reported in the "Position Quantity" field. This field should be populated with a positive number for long calls and short puts and a negative number for long puts and short calls.	{DECIMAL-15/2}
Indicator of whether the position is risk reducing in relation to commercial activity	Field to report whether the position is risk reducing in accordance with the hedging exemption in MAR 10.2.
Indicator of whether the position is a pass-through of a hedging exemption	Field to report whether the position is a pass-through of a position that is risk-reducing in accordance with MAR 10.2.
Indicator of whether the position is entered into as part of an obligation to provide liquidity	Field to report whether the position is part of an obligation to provide liquidity in accordance with MAR 10.2.