Reporting Complexities: Data Requirements

Firms with a reporting obligation for both regimes (MiFIR, EMIR) must report 171 data points by the close of the business day following execution;

Transaction Details
Category Description Count Fields
TR details Transaction report information (E.g. Action Type, UTI) 13
Counterparty Details Counterparties linked to a transaction report and their relationship 11
Decision Makers Investment and execution decision makers 3
Execution details Execution details (E.g. Venue of execution, Price) 20
Clearing & Settlement details Clearing & settlement details  10
Valuation details Current market valuation details 4
Collateral information Posted and received collateral details 15
Trader, Algorithms, Waivers and Indicators Algorithms, waivers and indicators (MiFID 2 Only) 6
Transmission details Receipt, transmission and order flags (MiFID 2 Only) 3
Product Details
Category Description Count Fields
Instrument details Generic identification of the product 17
Exchange Rate specific details Exchange rate specific product details 3
Options specific details Option specific product details 6
Commodity specific details Commodity specific product details 13
Interest rate specific details Interest Rate specific product details 22
Credit derivatives specific details Credit specific product details 10
Entity ID Details
Category Description Count Fields
Entity ID Details Fields used to identify all entities associated with the trade (Counterparties, broker, clearer etc.). 15