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@anudg 21 Sep 14:09
· 5 commits to master since this release
V6.4.3
a65b3d3

EMIR L3 Changes

Overview of changes:

New Fields:

Changes to Product Identifier section

  • IProductID is replaced by new fields “Product Identification Type” and “Product Identification” for reporting of ISINs or Aii
  • “Underlying Identification Type”, omitted for commodities, FX and interest rates, although there is a question over the underlying for options

REMIT ‘alignment’ (CpML “FinancialDeliveryDetails” section)

  • “LoadDeliveryIntervals”
  • “Duration”
  • “DaysOfTheWeek”

Modified Fields:

Changes to Product Identifier section

  • EProductID (EproductID1 & 2 renamed to “Asset Class” and “Contract Type”) become mandatory for all transactions
  • A CFI is mandatory for all transaction types
  • “Underlying Identification”, is omitted for commodities, FX and interest rates, although there is a question over the underlying for options

4 accept additional information

  • “CP Sector” now repeats (Standing Instructions)
  • “Financial Nature” has additional values for ‘Central’ and ‘Other’ (Standing Instructions)
  • “Collateral Portfolio Code” has a pattern and new length
  • “Notional Amount now accepts” –ve amounts for electricity or gas

1 is new business data

  • “Report Tracking Number” – position UTI required for ETDs

5 technical name changes

  • All in the Interest Rate ETDProductInformation section

Other changes

Value “O” for ‘ActionType’ removed.
Length of ‘ClassificationOfProductType’ set to “255”.
Value “OT” for ‘EProduct1CodeType’ removed.
Value “SB” for ‘EProduct2CodeType’ added.
Type “ContractTypeType” added
Type “LoadDeliveryIntervalType” changed from hours only to hours:minutes (e.g. 08:00).
Business rules for ‘Collateralisation’ and ‘CollateralisationPortfolio’ corrected.
Business rule for ‘ProductClassification­Type’ removed.
Business rule for value of ‘LoadType’ removed.
Business rule for ‘UnderlyingCodeType’ modified.
Business rules for values of ‘LoadDelivery­Schedule’ enhanced.
Length of “PortfolioCodeType” changed to 52.
List of allowed values for “Underlying­Type” corrected.
Values for unsupported asset classes removed, for example, “EQ” and “CR”.
Length of ‘IdentificationOfProductTypeType’ changed for Aii use. (48 instead of 12 characters)
Business rule for ‘ReportTrackingNumber’ adjusted. (If ‘ActionType’ is set to “P”, then this field is mandatory. Else, this field is optional.)
‘Underlying¬Code¬Type’ made optional.
Field ‘InterconnectionPoint’ added to EURegulatoryDetails.
Value “OT” added for CommodityBaseType and CommodityDetailType (Freight).
Value “NA” removed from CommodityBaseType.

Deleted Fields:

  • Name of the counterparty
  • Domicile of the counterparty
  • Contract with non-EEA counterparty
  • Taxonomy
  • Details of action type
Assets 4
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