MiFIR Data Reporting Q&A Update: Euro short-term rate

December 6, 2019

ESMA have updated their Q&A on data reporting to clarify how to identify the Euro short-term rate in a MiFIR report. This updates the guidance they have provided in RTS 22 for where data type = {INDEX}.

Where the firm has traded a Euro short-term rate it should be identified using ‘4 letter short code ‘ESTR’ in the following fields for the following products;