17 CFR Appendix 1 to Part 45 - Tables of Minimum Primary Economic Terms Data

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Appendix 1 to Part 45 - Tables of Minimum Primary Economic Terms Data

Exhibit A - Minimum Primary Economic Terms Data - Credit Swaps and Equity Swaps

[Enter N/A for fields that are not applicable]

Data categories and fields for all swaps Comment
Asset Class Field values: Credit, equity, FX, interest rates, other commodities.
The Unique Swap Identifier for the swap As provided in § 45.5.
The Legal Entity Identifier of the reporting counterparty As provided in § 45.6, or substitute identifier for a natural person.
An indication of whether the reporting counterparty is a swap dealer with respect to the swap Yes/No.
An indication of whether the reporting counterparty is a major swap participant with respect to the swap Yes/No.
If the reporting counterparty is not a swap dealer or a major swap participant with respect to the swap, an indication of whether the reporting counterparty is a financial entity as defined in CEA section 2(h)(7)(C) Yes/No.
An indication of whether the reporting counterparty is a derivatives clearing organization with respect to the swap Yes/No.
An indication of whether the reporting counterparty is a U.S. person Yes/No.
An indication that the swap will be allocated Yes/No.
If the swap will be allocated, or is a post-allocation swap, the Legal Entity Identifier of the agent As provided in § 45.6, or substitute identifier for a natural person.
An indication that the swap is a post-allocation swap Yes/No.
If the swap is a post-allocation swap, the unique swap identifier of the initial swap transaction between the reporting counterparty and the agent As provided in § 45.5.
The Legal Entity Identifier of the non-reporting party As provided in § 45.6, or substitute identifier for a natural person.
An indication of whether the non-reporting counterparty is a swap dealer with respect to the swap Yes/No.
An indication of whether the non-reporting counterparty is a major swap participant with respect to the swap Yes/No.
If the non-reporting counterparty is not a swap dealer or a major swap participant with respect to the swap, an indication of whether the non-reporting counterparty is a financial entity as defined in CEA section 2(h)(7)(C) Yes/No.
An indication of whether the non-reporting counterparty is a U.S. person Yes/No.
The Unique Product Identifier assigned to the swap As provided in § 45.7.
If no Unique Product Identifier is available for the swap because the swap is not sufficiently standardized, the taxonomic description of the swap pursuant to the CFTC-approved product classification system
If no CFTC-approved UPI and product classification system is yet available, the internal product identifier or product description used by the swap data repository
An indication that the swap is a multi-asset swap Field values: Yes, Not applicable.
For a multi-asset class swap, an indication of the primary asset class Generally, the asset class traded by the desk trading the swap for the reporting counterparty. Field values: Credit, equity, FX, interest rates, other commodities.
For a multi-asset class swap, an indication of the secondary asset class(es) Field values: Credit, equity, FX, interest rates, other commodities.
An indication that the swap is a mixed swap Field values: Yes, Not applicable.
For a mixed swap reported to two non-dually- registered swap data repositories, the identity of the other swap data repository (if any) to which the swap is or will be reported Field value: LEI of the other SDR to which the swap is or will be reported.
An indication of the counterparty purchasing protection Field values: LEI, or substitute identifier for a natural person.
An indication of the counterparty selling protection Field values: LEI, or substitute identifier for a natural person.
Information identifying the reference entity The entity that is the subject of the protection being purchased and sold in the swap. Field values: LEI, or substitute identifier for a natural person.
Contract type E.g., swap, swaption, forward, option, basis swap, index swap, basket swap.
Block trade indicator Indication (Yes/No) of whether the swap qualifies as a block trade or large notional swap.
Execution timestamp The date and time of the trade, expressed using Coordinated Universal Time (“UTC”).
Execution venue The swap execution facility or designated contract market on or pursuant to the rules of which the swap was executed. Field values: LEI of the swap execution facility or designated contract market, or “off-facility” if not so executed.
Start date The date on which the swap starts or goes into effect.
Maturity, termination or end date The date on which the swap expires.
The price E.g., strike price, initial price, spread.
The notional amount, and the currency in which the notional amount is expressed
The amount and currency (or currencies) of any up-front payment
Payment frequency of the reporting counterparty A description of the payment stream of the reporting counterparty, e.g., coupon.
Payment frequency of the non-reporting counterparty A description of the payment stream of the non-reporting counterparty, e.g., coupon.
Timestamp for submission to swap data repository Time and date of submission to the swap data repository, expressed using UTC, as recorded by an automated system where available, or as recorded manually where an automated system is not available.
Clearing indicator Yes/No indication of whether the swap will be submitted for clearing to a derivatives clearing organization.
Clearing venue LEI of the derivatives clearing organization.
If the swap will not be cleared, an indication of whether an exception to, or an exemption from, the clearing requirement has been elected with respect to the swap under part 50 of this chapter Yes/No.
The identity of the counterparty electing an exception or exemption to the clearing requirement under part 50 of this chapter Field values: LEI, or substitute identifier for natural person.
Clearing exception or exemption type The type of clearing exception or exemption being claimed. Field values: End user, Inter-affiliate or Cooperative.
Indication of collateralization Is the swap collateralized, and if so to what extent? Field values: Uncollateralized, partially collateralized, one-way collateralized, fully collateralized.
Any other term(s) of the swap matched or affirmed by the counterparties in verifying the swap Use as many fields as required to report each such term.

Exhibit A - Minimum Primary Economic Terms Data - Credit Swaps and Equity Swaps

[Enter N/A for fields that are not applicable]

Additional data categories and fields for clearing swaps Comment
Clearing swap USIs The USIs of each clearing swap that replaces the original swap that was submitted for clearing to the DCO, other than the USI for which the PET data is currently being reported (as “USI” field above).
Original swap USI The USI of the original swap submitted for clearing to the DCO that is replaced by clearing swaps.
Original swap SDR LEI of SDR to which the original swap was reported.
Clearing member LEI LEI of Clearing member.
Clearing member client account Clearing member client account number.
Origin (house or customer) An indication whether the clearing member acted as principal for a house trade or agent for a customer trade.
Clearing receipt timestamp The date and time at which the DCO received the original swap for clearing, expressed using UTC.
Clearing acceptance timestamp The date and time at which the DCO accepted the original swap for clearing, expressed using UTC.

Exhibit B - Minimum Primary Economic Terms Data - Foreign Exchange Transactions (Other Than Cross-Currency Swaps)

[Enter N/A for fields that are not applicable]

Data fields for all swaps Comment
Asset Class Field values: Credit, equity, FX, interest rates, other commodities.
The Unique Swap Identifier for the swap As provided in § 45.5.
The Legal Entity Identifier of the reporting counterparty As provided in § 45.6, or substitute identifier for a natural person.
An indication of whether the reporting counterparty is a swap dealer with respect to the swap Yes/No.
An indication of whether the reporting counterparty is a major swap participant with respect to the swap Yes/No.
If the reporting counterparty is not a swap dealer or a major swap participant with respect to the swap, an indication of whether the reporting counterparty is a financial entity as defined in CEA section 2(h)(7)(C) Yes/No.
An indication of whether the reporting counterparty is a derivatives clearing organization with respect to the swap Yes/No.
An indication of whether the reporting counterparty is a U.S. person Yes/No.
An indication that the swap will be allocated Yes/No.
If the swap will be allocated, or is a post-allocation swap, the Legal Entity Identifier of the agent As provided in § 45.6, or substitute identifier for a natural person.
An indication that the swap is a post-allocation swap Yes/No.
If the swap is a post-allocation swap, the unique swap identifier of the initial swap transaction between the reporting counterparty and the agent As provided in § 45.5.
The Legal Entity Identifier of the non-reporting party As provided in § 45.6, or substitute identifier for a natural person.
An indication of whether the non-reporting counterparty is a swap dealer with respect to the swap Yes/No.
An indication of whether the non-reporting counterparty is a major swap participant with respect to the swap Yes/No.
If the non-reporting counterparty is not a swap dealer or a major swap participant with respect to the swap, an indication of whether the non-reporting counterparty is a financial entity as defined in CEA section 2(h)(7)(C) Yes/No.
An indication of whether the non-reporting counterparty is a U.S. person Yes/No.
The Unique Product Identifier assigned to the swap As provided in § 45.7.
If no Unique Product Identifier is available for the swap because the swap is not sufficiently standardized, the taxonomic description of the swap pursuant to the CFTC-approved product classification system
If no CFTC-approved UPI and product classification system is yet available, the internal product identifier or product description used by the swap data repository
An indication that the swap is a multi-asset swap Field values: Yes, Not applicable.
For a multi-asset class swap, an indication of the primary asset class Generally, the asset class traded by the desk trading the swap for the reporting counterparty. Field values: Credit, equity, FX, interest rates, other commodities.
For a multi-asset class swap, an indication of the secondary asset class(es) Field values: Credit, equity, FX, interest rates, other commodities.
An indication that the swap is a mixed swap Field values: Yes, Not applicable.
For a mixed swap reported to two non-dually-registered swap data repositories, the identity of the other swap data repository (if any) to which the swap is or will be reported Field value: LEI of the other SDR to which the swap is or will be reported.
Contract type E.g., forward, non-deliverable forward (NDF), non- deliverable option (NDO), vanilla option, simple exotic option, complex exotic option.
Block trade indicator Indication (Yes/No) of whether the swap qualifies as a block trade or large notional swap.
Execution timestamp The date and time of the trade, expressed using Coordinated Universal Time (“UTC”).
Execution venue The swap execution facility or designated contract market on or pursuant to the rules of which the swap was executed. Field values: LEI of the swap execution facility or designated contract market, or “off-facility” if not so executed.
Currency 1 ISO code.
Currency 2 ISO code.
Notional amount 1 For currency 1.
Notional amount 2 For currency 2.
Exchange rate Contractual rate of exchange of the currencies.
Delivery type Physical (deliverable) or cash (non-deliverable).
Settlement or expiration date Settlement date, or for an option the contract expiration date.
Timestamp for submission to swap data repository Time and date of submission to the swap data repository, expressed using Coordinated Universal Time (“UTC”), as recorded by an automated system where available, or as recorded manually where an automated system is not available.
Clearing indicator Yes/No indication of whether the swap will be submitted for clearing to a derivatives clearing organization.
Clearing venue LEI of the derivatives clearing organization.
If the swap will not be cleared, an exception to, or an exemption from, the clearing requirement has been elected with respect to the swap under part 50 of this chapter Yes/No.
The identity of the counterparty electing an exception or exemption to the clearing requirement under part 50 of this chapter Field values: LEI, or substitute identifier, for a natural person.
Clearing exception or exemption type The type of clearing exception or exemption being claimed. Field values: End user, Inter-affiliate or Cooperative.
Indication of collateralization Is the trade collateralized, and if so to what extent? Field values: Uncollateralized, partially collateralized, one-way collateralized, fully collateralized.
Any other term(s) of the trade matched or affirmed by the counterparties in verifying the trade E.g., for options, premium, premium currency, premium payment date; for non-deliverable trades, settlement currency, valuation (fixing) date; indication of the economic obligations of the counterparties. Use as many fields as required to report each such term.

Exhibit B - Minimum Primary Economic Terms Data - Foreign Exchange Transactions (Other Than Cross-Currency Swaps)

[Enter N/A for fields that are not applicable]

Additional data categories and fields for clearing swaps Comment
Clearing swap USIs The USIs of each clearing swap that replaces the original swap that was submitted for clearing to the DCO, other than the USI for which the PET data is currently being reported (as “USI” field above).
Original swap USI The USI of the original swap submitted for clearing to the DCO that is replaced by clearing swaps.
Original swap SDR LEI of SDR to which the original swap was reported.
Clearing member LEI LEI of Clearing member.
Clearing member client account Clearing member client account number.
Origin (house or customer) An indication whether the clearing member acted as principal for a house trade or agent for a customer trade.
Clearing receipt timestamp The date and time at which the DCO received the original swap for clearing, expressed using UTC.
Clearing acceptance timestamp The date and time at which the DCO accepted the original swap for clearing, expressed using UTC.

Exhibit C - Minimum Primary Economic Terms Data - Interest Rate Swaps (Including Cross-Currency Swaps)

[Enter N/A for fields that are not applicable]

Data fields for all swaps Comment
Asset Class Field values: Credit, equity, FX, interest rates, other commodities.
The Unique Swap Identifier for the swap As provided in § 45.5.
The Legal Entity Identifier of the reporting counterparty As provided in § 45.6, or substitute identifier for a natural person.
An indication of whether the reporting counterparty is a swap dealer with respect to the swap Yes/No.
An indication of whether the reporting counterparty is a major swap participant with respect to the swap Yes/No.
If the reporting counterparty is not a swap dealer or a major swap participant with respect to the swap, an indication of whether the reporting counterparty is a financial entity as defined in CEA section 2(h)(7)(C) Yes/No.
An indication of whether the reporting counterparty is a derivatives clearing organization with respect to the swap Yes/No.
An indication of whether the reporting counterparty is a U.S. person Yes/No.
An indication that the swap will be allocated Yes/No.
If the swap will be allocated, or is a post-allocation swap, the Legal Entity Identifier of the agent As provided in § 45.6, or substitute identifier for a natural person.
An indication that the swap is a post-allocation swap Yes/No.
If the swap is a post-allocation swap, the unique swap identifier of the initial swap transaction between the reporting counterparty and the agent As provided in § 45.5.
The Legal Entity Identifier of the non-reporting counterparty As provided in § 45.6, or substitute identifier for a natural person.
An indication of whether the non-reporting counterparty is a swap dealer with respect to the swap Yes/No.
An indication of whether the non-reporting counterparty is a major swap participant with respect to the swap Yes/No.
If the non-reporting counterparty is not a swap dealer or a major swap participant with respect to the swap, an indication of whether the non-reporting counterparty is a financial entity as defined in CEA section 2(h)(7)(C) Yes/No.
An indication of whether the non-reporting counterparty is a U.S. person Yes/No.
The Unique Product Identifier assigned to the swap As provided in § 45.7.
If no Unique Product Identifier is available for the swap because the swap is not sufficiently standardized, the taxonomic description of the swap pursuant to the CFTC-approved product classification system
If no CFTC-approved UPI and product classification system is yet available, the internal product identifier or product description used by the swap data repository
An indication that the swap is a multi-asset swap Field values: Yes, Not applicable.
For a multi-asset class swap, an indication of the primary asset class Generally, the asset class traded by the desk trading the swap for the reporting counterparty. Field values: Credit, equity, FX, interest rates, other commodities.
For a multi-asset class swap, an indication of the secondary asset class(es) Field values: Credit, equity, FX, interest rates, other commodities.
An indication that the swap is a mixed swap Field values: Yes, Not applicable.
For a mixed swap reported to two non-dually-registered swap data repositories, the identity of the other swap data repository (if any) to which the swap is or will be reported Field value: LEI of the other SDR to which the swap is or will be reported.
Contract type E.g., swap, swaption, option, basis swap, index swap.
Block trade indicator Indication (Yes/No) of whether the swap qualifies as a block trade or large notional swap.
Execution timestamp The date and time of the trade, expressed using Coordinated Universal Time (“UTC”).
Execution venue The swap execution facility or designated contract market on or pursuant to the rules of which the swap was executed. Field values: LEI of the swap execution facility or designated contract market, or “off-facility” if not so executed.
Start date The date on which the swap starts or goes into effect.
Maturity, termination or end date The date on which the swap expires or ends.
Day count convention
Notional amount (leg 1) The current active notional amount.
Notional currency (leg 1) ISO code.
Notional amount (leg 2) The current active notional amount.
Notional currency (leg 2) ISO code.
Payer (fixed rate) Is the reporting party a fixed rate payer? Yes/No/Not applicable.
Payer (floating rate leg 1) If two floating legs, the payer for leg 1.
Payer (floating rate leg 2) If two floating legs, the payer for leg 2.
Direction For swaps: Whether the principal is paying or receiving the fixed rate. For float-to-float and fixed-to-fixed swaps: Indicate N/A.
For non-swap instruments and swaptions: Indicate the instrument that was bought or sold.
Option type E.g., put, call, straddle.
Fixed rate
Fixed rate day count fraction E.g., actual 360.
Floating rate payment frequency
Floating rate reset frequency
Floating rate index name/rate period E.g., USD-Libor-BBA.
Timestamp for submission to swap data repository Time and date of submission to the swap data repository, expressed using UTC, as recorded by an automated system where available, or as recorded manually where an automated system is not available.
Clearing indicator Yes/No indication of whether the swap will be submitted for clearing to a derivatives clearing organization.
Clearing venue LEI of the derivatives clearing organization.
If the swap will not be cleared, an indication of whether an exception to, or an exemption from, the clearing requirement has been elected with respect to the swap under part 50 of this chapter Yes/No.
The identity of the counterparty electing an exception or exemption to the clearing requirement under part 50 of this chapter Field values: LEI, or substitute identifier, for a natural person.
Clearing exception or exemption type The type of clearing exception or exemption being claimed. Field values: End user, Inter-affiliate or Cooperative.
Indication of collateralization Is the swap collateralized, and if so to what extent? Field values: Uncollateralized, partially collateralized, one-way collateralized, fully collateralized.
Any other term(s) of the swap matched or affirmed by the counterparties in verifying the swap E.g., early termination option clause. Use as many fields as required to report each such term.

Exhibit C - Minimum Primary Economic Terms Data - Interest Rate Swaps (Including Cross-Currency Swaps)

[Enter N/A for fields that are not applicable]

Additional data categories and fields for clearing swaps Comment
Clearing swap USIs The USIs of each clearing swap that replaces the original swap that was submitted for clearing to the DCO, other than the USI for which the PET data is currently being reported (as “USI” field above).
Original swap USI The USI of the original swap submitted for clearing to the DCO that is replaced by clearing swaps.
Original swap SDR LEI of SDR to which the original swap was reported.
Clearing member LEI LEI of Clearing member.
Clearing member client account Clearing member client account number.
Origin (house or customer) An indication whether the clearing member acted as principal for a house trade or agent for a customer trade.
Clearing receipt timestamp The date and time at which the DCO received the original swap for clearing, expressed using UTC.
Clearing acceptance timestamp The date and time at which the DCO accepted the original swap for clearing, expressed using UTC.

Exhibit D - Minimum Primary Economic Terms Data - Other Commodity Swaps

[Enter N/A for fields that are not applicable]

Data field for all swaps Comment
Asset Class Field values: Credit, equity, FX, interest rates, other commodities.
The Unique Swap Identifier for the swap As provided in § 45.5.
The Legal Entity Identifier of the reporting counterparty As provided in § 45.6, or substitute identifier for a natural person.
An indication of whether the reporting counterparty is a swap dealer with respect to the swap Yes/No.
An indication of whether the reporting counterparty is a major swap participant with respect to the swap Yes/No.
If the reporting counterparty is not a swap dealer or a major swap participant with respect to the swap, an indication of whether the reporting counterparty is a financial entity as defined in CEA section 2(h)(7)(C) Yes/No.
An indication of whether the reporting counterparty is a derivatives clearing organization with respect to the swap Yes/No.
An indication of whether the reporting counterparty is a U.S. person Yes/No.
An indication that the swap will be allocated Yes/No.
If the swap will be allocated, or is a post-allocation swap, the Legal Entity Identifier of the agent As provided in § 45.6, or substitute identifier for a natural person.
An indication that the swap is a post-allocation swap Yes/No.
If the swap is a post-allocation swap, the unique swap identifier of the initial swap transaction between the reporting counterparty and the agent As provided in § 45.5.
The Legal Entity Identifier of the non-reporting party As provided in § 45.6, or substitute identifier for a natural person.
An indication of whether the non-reporting counterparty is a swap dealer with respect to the swap Yes/No.
An indication of whether the non-reporting counterparty is a major swap participant with respect to the swap Yes/No.
If the non-reporting counterparty is not a swap dealer or a major swap participant with respect to the swap, an indication of whether the non-reporting counterparty is a financial entity as defined in CEA section 2(h)(7)(C) Yes/No.
An indication of whether the non-reporting counterparty is a U.S. person Yes/No.
The Unique Product Identifier assigned to the swap As provided in § 45.7.
If no Unique Product Identifier is available for the swap because the swap is not sufficiently standardized, the taxonomic description of the swap pursuant to the CFTC-approved product classification system
If no CFTC-approved UPI and product classification system is yet available, the internal product identifier or product description used by the swap data repository
An indication that the swap is a multi-asset swap Field values: Yes, Not applicable.
For a multi-asset class swap, an indication of the primary asset class Generally, the asset class traded by the desk trading the swap for the reporting counterparty. Field values: Credit, equity, FX, interest rates, other commodities.
For a multi-asset class swap, an indication of the secondary asset class(es) Field values: Credit, equity, FX, interest rates, other commodities.
An indication that the swap is a mixed swap Field values: Yes, Not applicable.
For a mixed swap reported to two non-dually- registered swap data repositories, the identity of the other swap data repository (if any) to which the swap is or will be reported Field value: LEI of the other SDR to which the swap is or will be reported.
Contract type E.g., swap, swaption, option, basis swap, index swap.
Block trade indicator Indication (Yes/No) of whether the swap qualifies as a “block trade” or “large notional off-facility swap” as defined in part 43 of the CFTC's regulations.
Execution timestamp The date and time of the trade, expressed using Coordinated Universal Time (“UTC”), as recorded by an automated system where available, or as recorded manually where an automated system is not available.
Execution venue The swap execution facility or designated contract market on or pursuant to the rules of which the swap was executed. Field values: LEI of the swap execution facility or designated contract market, or “off-facility” if not so executed.
Timestamp for submission to swap data repository Time and date of submission to the swap data repository, expressed using UTC, as recorded by an automated system where available, or as recorded manually where an automated system is not available.
Start date The date on which the swap commences or goes into effect (e.g., in physical oil, the pricing start date).
Maturity, termination, or end date The date on which the swap expires or ends (e.g., in physical oil, the pricing end date).
Buyer The counterparty purchasing the product: (E.g., the payer of the fixed price (for a swap), or the payer of the floating price on the underlying swap (for a put swaption), or the payer of the fixed price on the underlying swap (for a call swaption). Field values: LEI, if available, or substitute identifier, for a natural person.
Seller The counterparty offering the product: (E.g., the payer of the floating price (for a swap), the payer of the fixed price on the underlying swap (for a put swaption), or the payer of the floating price on the underlying swap (for a call swaption). Field values: LEI, or substitute identifier, for a natural person.
Quantity unit The unit of measure applicable for the quantity on the swap. E.g., barrels, bushels, gallons, pounds, tons.
Quantity The amount of the commodity (the number of quantity units) quoted on the swap.
Quantity frequency The rate at which the quantity is quoted on the swap. E.g., hourly, daily, weekly, monthly.
Total quantity The quantity of the commodity for the entire term of the swap.
Settlement method Physical delivery or cash.
Price The price of the swap. For options, the strike price.
Price unit The unit of measure applicable for the price of the swap.
Price currency ISO code.
Buyer pay index The published price as paid by the buyer (if applicable). For swaptions, applies to the underlying swap.
Buyer pay averaging method The averaging method used to calculate the index of the buyer pay index. For swaptions, applies to the underlying swap.
Seller pay index The published price as paid by the seller (if applicable). For swaptions, applies to the underlying swap.
Seller pay averaging method The averaging method used to calculate the index of the seller pay index. For swaptions, applies to the underlying swap.
Grade If applicable, the grade of the commodity to be delivered, e.g., the grade of oil or refined product.
Option type Descriptor for the type of option transaction. E.g., put, call, straddle.
Option style E.g., American, European, European Daily, European Monthly, Asian.
Option premium The total amount paid by the option buyer.
Hours from through For electric power, the hours of the day for which the swap is effective.
Hours from through time zone For electric power, the time zone prevailing for the hours during which electricity is transmitted.
Days of week For electric power, the profile applicable for the delivery of power.
Load type For electric power, the load profile for the delivery of power.
Clearing indicator Yes/No indication of whether the swap will be submitted for clearing to a derivatives clearing organization.
Clearing venue LEI of the derivatives clearing organization.
If the swap will not be cleared, an indication of whether an exception to, or an exemption from, the clearing requirement has been elected with respect to the swap under part 50 of this chapter Yes/No.
The identity of the counterparty electing an exception or exemption to the clearing requirement under part 50 of this chapter Field values: LEI, or substitute identifier, for a natural person.
Clearing exception or exemption type The type of clearing exception or exemption being claimed. Field values: End user, Inter-affiliate or Cooperative.
Indication of collateralization Is the swap collateralized, and if so to what extent? Field values: Uncollateralized, partially collateralized, one-way collateralized, fully collateralized.
Any other term(s) of the swap matched or affirmed by the counterparties in verifying the swap Use as many fields as required to report each such term.

Exhibit D - Minimum Primary Economic Terms Data - Other Commodity Swaps

[Enter N/A for fields that are not applicable]

Additional data categories and fields for clearing swaps Comment
Clearing swap USIs The USIs of each clearing swap that replaces the original swap that was submitted for clearing to the DCO, other than the USI for which the PET data is currently being reported (as “USI” field above).
Original swap USI The USI of the original swap submitted for clearing to the DCO that is replaced by clearing swaps.
Original swap SDR LEI of SDR to which the original swap was reported.
Clearing member LEI LEI of Clearing member.
Clearing member client account Clearing member client account number.
Origin (house or customer) An indication whether the clearing member acted as principal for a house trade or agent for a customer trade.
Clearing receipt timestamp The date and time at which the DCO received the original swap for clearing, expressed using UTC.
Clearing acceptance timestamp The date and time at which the DCO accepted the original swap for clearing, expressed using UTC.
[81 FR 41778, June 27, 2016]