Schedule Sch 2 - ASIC Derivative Transaction Rules (Reporting) 2022 - Information requirements

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Schedule 2 Information requirements

Part S2.1A Definitions

S2.1A.1 Definitions

In the Tables in Parts S2.1 and S2.2:

Designated Business Identifier means:

(a) on or before 12 April 2015, an Australian Business Number (ABN); and

(b) on or after 13 April 2015, an international business entity identifier issued by Avox Limited (AVID).

Non-Reporting Counterparty means, in relation to a report of information about a Reportable Transaction or Reportable Position, the counterparty to the Derivative to which the Reportable Transaction or Reportable Position relates, that is not the Reporting Counterparty.

Portfolio Basis, in relation to collateral, means the collateral was calculated on the basis of net positions resulting from a set of Derivatives, rather than per Derivative.

Reporting Counterparty means, in relation to a report of information about a Reportable Transaction or Reportable Position:

(a) where a Reporting Entity makes the report on its own behalf, that Reporting Entity;

(b) where another person makes a report on behalf of a Reporting Entity, the Reporting Entity on behalf of which the report is made.

Part S2.1 Derivative Transaction Information

S2.1.1 Derivative Transaction Information

For the purposes of these Rules, the Derivative Transaction Information in relation to a Reportable Transaction is:

(a) if the Reportable Transaction is the entry into of an arrangement that is a commodity derivative that is not an electricity derivative, the information about the Reportable Transaction set out in column 3 of Table S2.1(1) and the additional information about the Reportable Transaction set out in column 3 of Table S2.1(2), to the extent that information is relevant to the Reportable Transaction;

(b) if the Reportable Transaction is the entry into of an arrangement that is a credit derivative or an equity derivative, the information about the Reportable Transaction set out in column 3 of Table S2.1(1) and the additional information about the Reportable Transaction set out in column 3 of Table S2.1(3), to the extent that information is relevant to the Reportable Transaction;

(c) if the Reportable Transaction is the entry into of an arrangement that is a foreign exchange derivative, the information about the Reportable Transaction set out in column 3 of Table S2.1(1) and the additional information about the Reportable Transaction set out in column 3 of Table S2.1(4), to the extent that information is relevant to the Reportable Transaction;

(d) if the Reportable Transaction is the entry into of an arrangement that is an interest rate derivative, the information about the Reportable Transaction set out in column 3 of Table S2.1(1) and the additional information about the Reportable Transaction set out in column 3 of Table S2.1(5), to the extent that information is relevant to the Reportable Transaction;

1. Item	2. Label	3. Derivative Transaction Information
1	Unique transaction identifier	The universal transaction identifier for the Reportable Transaction or, if no universal transaction identifier is available, the single transaction identifier as used by the counterparties or the trade identifier used by the trading venue (if applicable) on which the Reportable Transaction was executed, or if none of these are available, the internal trade identifier used by the Reporting Counterparty.
2	Unique product identifier	The universal product identification code for the Derivative to which the Reportable Transaction relates, based on the taxonomy of the Derivative or, if no universal product identification code is available, a product identification code of the Derivative using an internationally accepted product taxonomy.
3	Contract type	The type of Derivative to which the Reportable Transaction relates, such as “swap”, “swaption”, “forward”, “option”, “basis swap”, “index swap” or “basket swap”, unless this information is contained in the unique product identifier referred to in item 2, in which case this field may be left blank or omitted.
4	Underlying	A unique identifier for the underlying to the Derivative to which the Reportable Transaction relates, or, if no unique identifier is available in the case of baskets or indices, a notation to indicate that the underlying is a basket or index.
5	Identifier of Reporting Counterparty	An identifier of the Reporting Counterparty, using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
6	Name of Reporting Counterparty	The legal name of the Reporting Counterparty identified under item 5.
7	Identifier of Non‑Reporting Counterparty	An identifier of the Non-Reporting Counterparty, using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
8	Name of Non-Reporting Counterparty	The legal name of the Non-Reporting Counterparty identified under item 7.
9	Trading capacity of Reporting Counterparty	A notation to indicate whether the Reporting Counterparty has concluded the Derivative to which the Reportable Transaction relates:<br>(a) as principal on its own account (on its own behalf or on behalf of a client); or<br>(b) as agent for the account of and on behalf of a client.
10	Identifier of beneficiary	If the beneficiary of the rights and obligations arising from the Derivative to which the Reportable Transaction relates is not the Reporting Counterparty:<br>(a) an identifier of the beneficiary of the Reporting Counterparty, using:<br>(i) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(ii) in the case of an individual, a client code as assigned by the Reporting Counterparty; or<br>(b) where the Reportable Transaction was executed via a structure, such as a trust or managed investment scheme, representing a number of beneficiaries, an identifier of the structure (i.e. as the trust or managed investment scheme).
11	Name of beneficiary or structure	The legal name of the beneficiary or structure (if any) identified under item 10.
12	Identifier of person making report	If the person reporting the Reportable Transaction to the Derivative Trade Repository is not the Reporting Counterparty, an identifier of the person using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
13	Name of person making report	The legal name of the person identified under item 12.
14	Domicile of Reporting Counterparty	The jurisdiction of incorporation or formation of the Reporting Counterparty.
15	Identifier of broker	An identifier of the broker that executed the Reportable Transaction on behalf of the Reporting Counterparty (if applicable), using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
16	Name of broker	The legal name of the broker (if any) identified under item 15.
17	Whether the Derivative has been centrally cleared (to be amended if cleared after initial report made)	A notation to indicate whether the Derivative to which the Reportable Transaction relates has been centrally cleared.
18	Name of central clearing facility	The name of the central clearing facility where the Derivative to which the Reportable Transaction relates was cleared (if applicable).
19	Identifier of clearing member	An identifier of the clearing member that cleared the Derivative to which the Reportable Transaction relates (if applicable), using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
20	Name of clearing member	The legal name of the clearing member (if any) identified under item 19.
21	Whether the Derivative has been confirmed	A notation to indicate whether the terms of the Derivative to which the Reportable Transaction relates have been confirmed by both counterparties to the Derivative.
22	Form of confirmation	If the terms of the Derivative to which the Reportable Transaction relates have been confirmed by both counterparties to the Derivative, a notation to indicate whether the confirmation was electronic or non-electronic.
23	Confirmation timestamp	The time and date (expressed as AEDT/AEST as applicable – see Rule 1.2.1) the terms of the Derivative to which the Reportable Transaction relates were confirmed by both counterparties (if applicable).
24	Execution venue	If the Reportable Transaction:<br>(a) was executed on a trading venue, an identifier code of the trading venue or, if no identifier code is available for the trading venue, the name of the trading venue; or<br>(b) was not executed on a trading venue, a notation to indicate that there was no trading venue.
25	Master agreement type	The type of master agreement that was executed in relation to the Derivative to which the Reportable Transaction relates (e.g. ISDA Master Agreement, Master Power Purchase and Sale Agreement, International ForEx Master Agreement, European Master Agreement or any local Master Agreements).
26	Master agreement date	The year of the version of the master agreement identified under item 25.
27	Derivative-effective date or start date	The date when the obligations under the Derivative to which the Reportable Transaction relates, come into effect.
28	Maturity, termination or end date	The date of expiry of the Derivative to which the Reportable Transaction relates.
29	Delivery type	A notation to indicate whether the Derivative to which the Reportable Transaction relates is physical (deliverable) or cash (non-deliverable) or a combination of both physical and cash.
30	Mark-to-market/mark-to-model/other value of Derivative	The valuation of the Derivative to which the Reportable Transaction relates, as calculated using the method identified under item 32.
31	Currency used for mark-to-market/mark-to-model/other valuation	The currency used for the valuation referred to in item 30.
32	Valuation type (mark-to-market/mark-to-model/other)	A notation to indicate whether the valuation referred to in item 30 was a mark-to-market or mark-to-model valuation, or a different form of valuation.
33	Counterparty side (buy/sell)	A notation to indicate whether the Reporting Counterparty is the buyer or seller of the Derivative to which the Reportable Transaction relates.
34	Basis	The day count for calculation of periodic payments under the Derivative to which the Reportable Transaction relates (e.g. A/365, quarterly, semi-annual) (if applicable).
35	Settlement rate or index	The index for calculation of settlement payments under the Derivative to which the Reportable Transaction relates (e.g. the Bank Bill Swap Reference Rate).
36	Expiry conventions/cut	Place of time zone and time of expiry of the Derivative to which the Reportable Transaction relates (e.g. 3 pm, Tokyo; 10 am, New York).
37	Execution timestamp	If the Reportable Transaction was executed on a trading venue, the time and date (expressed as AEDT/AEST as applicable - see Rule 1.2.1) the Reportable Transaction was executed on a trading venue.
38	Clearing timestamp	If the Derivative to which the Reportable Transaction relates was centrally cleared, the time and date the Derivative was cleared.
39	Reporting timestamp	The time and date (expressed as AEDT/AEST as applicable - see Rule 1.2.1) the Reportable Transaction is reported to the Derivative Trade Repository.
40	Collateralisation	A notation to indicate whether the Reportable Transaction is collateralised by one or both counterparties to the Reportable Transaction.
41	Collateral portfolio	If the Reportable Transaction is collateralised, a notation to indicate whether the collateralisation was performed on a Portfolio Basis.
42	Collateral portfolio code	If the Reportable Transaction is collateralised and collateral is reported on a Portfolio Basis, a unique code, determined by the Reporting Counterparty, to identify the portfolio.
43	Value of collateral	If the Reportable Transaction is collateralised:<br>(a) the value of the collateral posted by the Reporting Counterparty to the Non-Reporting Counterparty; or<br>(b) where collateral is posted by the Reporting Counterparty to the Non-Reporting Counterparty on a Portfolio Basis, the value of all collateral posted for the portfolio.
44	Currency of collateral value	The currency of the collateral value identified under item 43.
45	Option type	If the Derivative to which the Reportable Transaction relates is an option, a notation to indicate whether the option is a call or a put.
46	Option expiration date	If the Derivative to which the Reportable Transaction relates is an option, the expiry date of the option.
47	Option premium	If the Derivative to which the Reportable Transaction relates is an option, the amount of the premium paid by the buyer to the seller.
48	Option premium currency	If the Derivative to which the Reportable Transaction relates is an option, the currency used to calculate the option premium identified under item 47.
49	Option style	If the Derivative to which the Reportable Transaction relates is an option, a notation to indicate whether the option can be exercised on a fixed date ( “European”, “Asian”), on a series of fixed dates (“Bermudan”), or at any time during the life of the Derivative (“American”).
50	Strike price (cap/floor rate)	If the Derivative to which the Reportable Transaction relates is an option, the strike price of the option.
51	Barrier type	If the Derivative to which the Reportable Transaction relates includes a barrier, the type of barrier in the Derivative (“European”, “American”, “Bermudan” or “other”).
52	Barrier value	If the Derivative to which the Reportable Transaction relates includes a barrier or barriers, the rate or level of the barrier or barriers.
53	Rate reset frequency	Frequency with which the rate leg resets (if applicable).
54	Hedging transaction	If the Reporting Entity is not an Australian ADI, an AFS Licensee, a CS Facility Licensee, an Exempt Foreign Licensee or a Foreign ADI, an indication of whether the Derivative to which the Reportable Transaction relates is entered into by the Reporting Entity for the purpose of managing a financial risk that arises in the ordinary course of business.
55	Action type	A notation to indicate whether the report being made relates to:<br>(a) a Reportable Transaction that is an entry into of an arrangement that is a Derivative, in which case the notation must be “new”;<br>(b) a Reportable Transaction that is a modification of an arrangement that is a Derivative, in which case the notation must be “modify”;<br>(c) a Reportable Transaction that is a termination of an arrangement that is a Derivative, in which case the notation must be “cancel”; or<br>(d) a compression of a Derivative, in which case the notation must be “compression”.<br>For the purposes of subrule 2.2.2(1), a notation to indicate whether the change relates to:<br>(a) a cancellation of a report previously made in error, in which case, the notation must be “error”;<br>(b) a change or update to the information referred to in items 30–32 (mark-to-market, mark-to-model, or other valuation) or items 40–44 (collateral), in which case the notation must be “valuation update”; or<br>(c) any other amendments to a report previously made, in which case the notation must be “other”.

1. Item

2. Label

3. Derivative Transaction Information

Unique transaction identifier

The universal transaction identifier for the Reportable Transaction or, if no universal transaction identifier is available, the single transaction identifier as used by the counterparties or the trade identifier used by the trading venue (if applicable) on which the Reportable Transaction was executed, or if none of these are available, the internal trade identifier used by the Reporting Counterparty.

Unique product identifier

The universal product identification code for the Derivative to which the Reportable Transaction relates, based on the taxonomy of the Derivative or, if no universal product identification code is available, a product identification code of the Derivative using an internationally accepted product taxonomy.

Contract type

The type of Derivative to which the Reportable Transaction relates, such as “swap”, “swaption”, “forward”, “option”, “basis swap”, “index swap” or “basket swap”, unless this information is contained in the unique product identifier referred to in item 2, in which case this field may be left blank or omitted.

Underlying

A unique identifier for the underlying to the Derivative to which the Reportable Transaction relates, or, if no unique identifier is available in the case of baskets or indices, a notation to indicate that the underlying is a basket or index.

Identifier of Reporting Counterparty

An identifier of the Reporting Counterparty, using: (a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or (b) in the case of an individual, a client code assigned by the Reporting Counterparty.

Name of Reporting Counterparty

The legal name of the Reporting Counterparty identified under item 5.

Identifier of Non‑Reporting Counterparty

An identifier of the Non-Reporting Counterparty, using: (a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or (b) in the case of an individual, a client code assigned by the Reporting Counterparty.

Name of Non-Reporting Counterparty

The legal name of the Non-Reporting Counterparty identified under item 7.

Trading capacity of Reporting Counterparty

A notation to indicate whether the Reporting Counterparty has concluded the Derivative to which the Reportable Transaction relates: (a) as principal on its own account (on its own behalf or on behalf of a client); or (b) as agent for the account of and on behalf of a client.

Identifier of beneficiary

If the beneficiary of the rights and obligations arising from the Derivative to which the Reportable Transaction relates is not the Reporting Counterparty: (a) an identifier of the beneficiary of the Reporting Counterparty, using: (i) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or (ii) in the case of an individual, a client code as assigned by the Reporting Counterparty; or (b) where the Reportable Transaction was executed via a structure, such as a trust or managed investment scheme, representing a number of beneficiaries, an identifier of the structure (i.e. as the trust or managed investment scheme).

Name of beneficiary or structure

The legal name of the beneficiary or structure (if any) identified under item 10.

Identifier of person making report

If the person reporting the Reportable Transaction to the Derivative Trade Repository is not the Reporting Counterparty, an identifier of the person using: (a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or (b) in the case of an individual, a client code assigned by the Reporting Counterparty.

Name of person making report

The legal name of the person identified under item 12.

Domicile of Reporting Counterparty

The jurisdiction of incorporation or formation of the Reporting Counterparty.

Identifier of broker

An identifier of the broker that executed the Reportable Transaction on behalf of the Reporting Counterparty (if applicable), using: (a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or (b) in the case of an individual, a client code assigned by the Reporting Counterparty.

Name of broker

The legal name of the broker (if any) identified under item 15.

Whether the Derivative has been centrally cleared (to be amended if cleared after initial report made)

A notation to indicate whether the Derivative to which the Reportable Transaction relates has been centrally cleared.

Name of central clearing facility

The name of the central clearing facility where the Derivative to which the Reportable Transaction relates was cleared (if applicable).

Identifier of clearing member

An identifier of the clearing member that cleared the Derivative to which the Reportable Transaction relates (if applicable), using: (a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or (b) in the case of an individual, a client code assigned by the Reporting Counterparty.

Name of clearing member

The legal name of the clearing member (if any) identified under item 19.

Whether the Derivative has been confirmed

A notation to indicate whether the terms of the Derivative to which the Reportable Transaction relates have been confirmed by both counterparties to the Derivative.

Form of confirmation

If the terms of the Derivative to which the Reportable Transaction relates have been confirmed by both counterparties to the Derivative, a notation to indicate whether the confirmation was electronic or non-electronic.

Confirmation timestamp

The time and date (expressed as AEDT/AEST as applicable – see Rule 1.2.1) the terms of the Derivative to which the Reportable Transaction relates were confirmed by both counterparties (if applicable).

Execution venue

If the Reportable Transaction: (a) was executed on a trading venue, an identifier code of the trading venue or, if no identifier code is available for the trading venue, the name of the trading venue; or (b) was not executed on a trading venue, a notation to indicate that there was no trading venue.

Master agreement type

The type of master agreement that was executed in relation to the Derivative to which the Reportable Transaction relates (e.g. ISDA Master Agreement, Master Power Purchase and Sale Agreement, International ForEx Master Agreement, European Master Agreement or any local Master Agreements).

Master agreement date

The year of the version of the master agreement identified under item 25.

Derivative-effective date or start date

The date when the obligations under the Derivative to which the Reportable Transaction relates, come into effect.

Maturity, termination or end date

The date of expiry of the Derivative to which the Reportable Transaction relates.

Delivery type

A notation to indicate whether the Derivative to which the Reportable Transaction relates is physical (deliverable) or cash (non-deliverable) or a combination of both physical and cash.

Mark-to-market/mark-to-model/other value of Derivative

The valuation of the Derivative to which the Reportable Transaction relates, as calculated using the method identified under item 32.

Currency used for mark-to-market/mark-to-model/other valuation

The currency used for the valuation referred to in item 30.

Valuation type (mark-to-market/mark-to-model/other)

A notation to indicate whether the valuation referred to in item 30 was a mark-to-market or mark-to-model valuation, or a different form of valuation.

Counterparty side (buy/sell)

A notation to indicate whether the Reporting Counterparty is the buyer or seller of the Derivative to which the Reportable Transaction relates.

Basis

The day count for calculation of periodic payments under the Derivative to which the Reportable Transaction relates (e.g. A/365, quarterly, semi-annual) (if applicable).

Settlement rate or index

The index for calculation of settlement payments under the Derivative to which the Reportable Transaction relates (e.g. the Bank Bill Swap Reference Rate).

Expiry conventions/cut

Place of time zone and time of expiry of the Derivative to which the Reportable Transaction relates (e.g. 3 pm, Tokyo; 10 am, New York).

Execution timestamp

If the Reportable Transaction was executed on a trading venue, the time and date (expressed as AEDT/AEST as applicable - see Rule 1.2.1) the Reportable Transaction was executed on a trading venue.

Clearing timestamp

If the Derivative to which the Reportable Transaction relates was centrally cleared, the time and date the Derivative was cleared.

Reporting timestamp

The time and date (expressed as AEDT/AEST as applicable - see Rule 1.2.1) the Reportable Transaction is reported to the Derivative Trade Repository.

Collateralisation

A notation to indicate whether the Reportable Transaction is collateralised by one or both counterparties to the Reportable Transaction.

Collateral portfolio

If the Reportable Transaction is collateralised, a notation to indicate whether the collateralisation was performed on a Portfolio Basis.

Collateral portfolio code

If the Reportable Transaction is collateralised and collateral is reported on a Portfolio Basis, a unique code, determined by the Reporting Counterparty, to identify the portfolio.

Value of collateral

If the Reportable Transaction is collateralised: (a) the value of the collateral posted by the Reporting Counterparty to the Non-Reporting Counterparty; or (b) where collateral is posted by the Reporting Counterparty to the Non-Reporting Counterparty on a Portfolio Basis, the value of all collateral posted for the portfolio.

Currency of collateral value

The currency of the collateral value identified under item 43.

Option type

If the Derivative to which the Reportable Transaction relates is an option, a notation to indicate whether the option is a call or a put.

Option expiration date

If the Derivative to which the Reportable Transaction relates is an option, the expiry date of the option.

Option premium

If the Derivative to which the Reportable Transaction relates is an option, the amount of the premium paid by the buyer to the seller.

Option premium currency

If the Derivative to which the Reportable Transaction relates is an option, the currency used to calculate the option premium identified under item 47.

Option style

If the Derivative to which the Reportable Transaction relates is an option, a notation to indicate whether the option can be exercised on a fixed date ( “European”, “Asian”), on a series of fixed dates (“Bermudan”), or at any time during the life of the Derivative (“American”).

Strike price (cap/floor rate)

If the Derivative to which the Reportable Transaction relates is an option, the strike price of the option.

Barrier type

If the Derivative to which the Reportable Transaction relates includes a barrier, the type of barrier in the Derivative (“European”, “American”, “Bermudan” or “other”).

Barrier value

If the Derivative to which the Reportable Transaction relates includes a barrier or barriers, the rate or level of the barrier or barriers.

Rate reset frequency

Frequency with which the rate leg resets (if applicable).

Hedging transaction

If the Reporting Entity is not an Australian ADI, an AFS Licensee, a CS Facility Licensee, an Exempt Foreign Licensee or a Foreign ADI, an indication of whether the Derivative to which the Reportable Transaction relates is entered into by the Reporting Entity for the purpose of managing a financial risk that arises in the ordinary course of business.

Action type

A notation to indicate whether the report being made relates to: (a) a Reportable Transaction that is an entry into of an arrangement that is a Derivative, in which case the notation must be “new”; (b) a Reportable Transaction that is a modification of an arrangement that is a Derivative, in which case the notation must be “modify”; (c) a Reportable Transaction that is a termination of an arrangement that is a Derivative, in which case the notation must be “cancel”; or (d) a compression of a Derivative, in which case the notation must be “compression”. For the purposes of subrule 2.2.2(1), a notation to indicate whether the change relates to: (a) a cancellation of a report previously made in error, in which case, the notation must be “error”; (b) a change or update to the information referred to in items 30–32 (mark-to-market, mark-to-model, or other valuation) or items 40–44 (collateral), in which case the notation must be “valuation update”; or (c) any other amendments to a report previously made, in which case the notation must be “other”.

1. Item	2. Label	3. Derivative Transaction Information
1	Notional amount	The total notional amount, or total quantity in the unit of measure of the commodity underlying the Derivative to which the Reportable Transaction relates, or payout where a fixed payment is made at maturity based on certain conditions being met at expiry or during the life of the Derivative to which the Reportable Transaction relates.
2	Notional currency	The currency of the total notional amount or payout (if applicable) identified under item 1.
3	Grade	The grade of product being delivered.
4	Amount of upfront payment, if any	The amount of any upfront payment the Reporting Counterparty has made or received in relation to the Derivative to which the Reportable Transaction relates.
5	Payment frequency	The dates on, or frequency with which, the agreement executed in relation to the Derivative to which the Reportable Transaction relates requires payments to be made.
6	Quantity unit	A unit to measure the quantity of each side of the Derivative to which the Reportable Transaction relates (e.g. barrels, bushels).
7	Quantity	The amount of the commodity (the number of quantity units) quoted on the Derivative to which the Reportable Transaction relates.
8	Quantity frequency	The rate at which the quantity is quoted on the Derivative to which the Reportable Transaction relates (e.g. hourly, daily, weekly, monthly).
9	Total quantity	The quantity of the commodity for the entire term of the Derivative to which the Reportable Transaction relates.
10	Delivery point or zone	The location of the delivery of the commodity underlying the Derivative to which the Reportable Transaction relates.
11	Delivery start date and time	The start date and time (expressed as AEDT/AEST as applicable - see Rule 1.2.1) of delivery of the commodity underlying the Derivative to which the Reportable Transaction relates.
12	Delivery end date and time	The end date and time (expressed as AEDT/AEST as applicable - see Rule 1.2.1) of delivery of the commodity underlying the Derivative to which the Reportable Transaction relates.
13	Derivative capacity	The quantity per delivery time interval of the commodity underlying the Derivative to which the Reportable Transaction relates.
14	Commodity base	A notation to indicate the type of commodity underlying the Derivative to which the Reportable Transaction relates.

1. Item

2. Label

3. Derivative Transaction Information

Notional amount

The total notional amount, or total quantity in the unit of measure of the commodity underlying the Derivative to which the Reportable Transaction relates, or payout where a fixed payment is made at maturity based on certain conditions being met at expiry or during the life of the Derivative to which the Reportable Transaction relates.

Notional currency

The currency of the total notional amount or payout (if applicable) identified under item 1.

Grade

The grade of product being delivered.

Amount of upfront payment, if any

The amount of any upfront payment the Reporting Counterparty has made or received in relation to the Derivative to which the Reportable Transaction relates.

Payment frequency

The dates on, or frequency with which, the agreement executed in relation to the Derivative to which the Reportable Transaction relates requires payments to be made.

Quantity unit

A unit to measure the quantity of each side of the Derivative to which the Reportable Transaction relates (e.g. barrels, bushels).

Quantity

The amount of the commodity (the number of quantity units) quoted on the Derivative to which the Reportable Transaction relates.

Quantity frequency

The rate at which the quantity is quoted on the Derivative to which the Reportable Transaction relates (e.g. hourly, daily, weekly, monthly).

Total quantity

The quantity of the commodity for the entire term of the Derivative to which the Reportable Transaction relates.

Delivery point or zone

The location of the delivery of the commodity underlying the Derivative to which the Reportable Transaction relates.

Delivery start date and time

The start date and time (expressed as AEDT/AEST as applicable - see Rule 1.2.1) of delivery of the commodity underlying the Derivative to which the Reportable Transaction relates.

Delivery end date and time

The end date and time (expressed as AEDT/AEST as applicable - see Rule 1.2.1) of delivery of the commodity underlying the Derivative to which the Reportable Transaction relates.

Derivative capacity

The quantity per delivery time interval of the commodity underlying the Derivative to which the Reportable Transaction relates.

Commodity base

A notation to indicate the type of commodity underlying the Derivative to which the Reportable Transaction relates.

1. Item	2. Label	Derivative Transaction Information
1	Identifier of counterparty purchasing protection	The identifier of the counterparty purchasing protection, using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
2	Name of counterparty purchasing protection	The legal name of the counterparty purchasing protection identified under item 1.
3	Identifier of counterparty selling protection	The identifier of counterparty selling protection, using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
4	Name of counterparty selling protection	The legal name of the counterparty selling protection identified under item 3.
5	Information identifying the reference entity	The identifier of the entity that is the subject of the protection being purchased and sold, using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
6	Name of the reference entity	The legal name of the reference entity identified under item 5.
7	Notional amount	The total notional amount, or total quantity in the unit of measure of an instrument underlying the Derivative to which the Reportable Transaction relates, or payout where a fixed payment is made at maturity based on certain conditions being met at expiry or during the life of the Derivative to which the Reportable Transaction relates.
8	Notional currency	The currency of the notional amount identified under item 7.
9	Amount of upfront payment, if any	The amount of any upfront payment the Reporting Counterparty has made or received in relation to the Derivative to which the Reportable Transaction relates.
10	Description of the payment stream of Reporting Counterparty	A description of the payment stream of the Reporting Counterparty (e.g. coupon).
11	Description of the payment stream of Non-Reporting Counterparty	A description of the payment stream of the Non-Reporting Counterparty (e.g. coupon).
12	Payment frequency	The dates on, or frequency with which, the agreement executed in relation to the Derivative to which the Reportable Transaction relates requires payments to be made.

1. Item

2. Label

Derivative Transaction Information

Identifier of counterparty purchasing protection

The identifier of the counterparty purchasing protection, using: (a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or (b) in the case of an individual, a client code assigned by the Reporting Counterparty.

Name of counterparty purchasing protection

The legal name of the counterparty purchasing protection identified under item 1.

Identifier of counterparty selling protection

The identifier of counterparty selling protection, using: (a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or (b) in the case of an individual, a client code assigned by the Reporting Counterparty.

Name of counterparty selling protection

The legal name of the counterparty selling protection identified under item 3.

Information identifying the reference entity

The identifier of the entity that is the subject of the protection being purchased and sold, using: (a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or (b) in the case of an individual, a client code assigned by the Reporting Counterparty.

Name of the reference entity

The legal name of the reference entity identified under item 5.

Notional amount

The total notional amount, or total quantity in the unit of measure of an instrument underlying the Derivative to which the Reportable Transaction relates, or payout where a fixed payment is made at maturity based on certain conditions being met at expiry or during the life of the Derivative to which the Reportable Transaction relates.

Notional currency

The currency of the notional amount identified under item 7.

Amount of upfront payment, if any

The amount of any upfront payment the Reporting Counterparty has made or received in relation to the Derivative to which the Reportable Transaction relates.

Description of the payment stream of Reporting Counterparty

A description of the payment stream of the Reporting Counterparty (e.g. coupon).

Description of the payment stream of Non-Reporting Counterparty

A description of the payment stream of the Non-Reporting Counterparty (e.g. coupon).

Payment frequency

The dates on, or frequency with which, the agreement executed in relation to the Derivative to which the Reportable Transaction relates requires payments to be made.

1. Item	2. Label	3. Derivative Transaction Information
1	Notional amount 1	Total amount of the first underlying currency or payout where a fixed payment is made at maturity based on certain conditions being met at expiry or during the life of the Derivative to which the Reportable Transaction relates.
2	Notional amount 2	Total amount of the second underlying currency.
3	Currency 1	The notional currency payable by the Reporting Counterparty.
4	Currency 2	The notional currency payable by the Non-Reporting Counterparty.
5	Exchange rate	The rate of exchange of the currencies referred to in items 3 and 4.
6	Forward exchange rate	The forward exchange rate on the value date.

1. Item	2. Label	3. Derivative Transaction Information
1	Notional amount for leg 1	The total notional amount, or total quantity in the unit of measure of leg 1 of the Derivative to which the Reportable Transaction relates, or payout where a fixed payment is made at maturity based on certain conditions being met at expiry or during the life of the Derivative.
2	Notional amount for leg 2	Total notional amount or total quantity in the unit of measure of leg 2 of the Derivative to which the Reportable Transaction relates.
3	Notional currency for leg 1	The currency of the total notional amount or payout identified under item 1.
4	Notional currency for leg 2	The currency of the total notional amount or payout identified under item 2.
5	Amount of upfront payment, if any	The amount of any upfront payment the Reporting Counterparty has made or received in relation to the Derivative to which the Reportable Transaction relates.
6	Payer (fixed rate)	An identifier of the counterparty that pays the fixed rate, using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
7	Name of payer (fixed rate)	The legal name of the payer (fixed rate) identified under item 6.
8	Payer (floating rate leg 1)	The identifier of the counterparty that pays the floating rate leg 1, using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
9	Name of payer (floating rate leg 1)	The legal name of the payer (floating rate leg 1) identified under item 8.
10	Payer (floating rate leg 2)	The identifier of the counterparty that pays the floating rate leg 2, using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier, or if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty
11	Name of payer (floating rate leg 2)	The legal name of the payer (floating rate leg 2) identified under item 10.
12	Direction	A notation to indicate whether the Reporting Counterparty is paying or receiving the fixed rate.
13	Fixed rate	A notation to indicate the fixed rate used.
14	Fixed rate day count fraction	The actual number of days in the relevant fixed rate payer calculation period.
15	Fixed leg payment frequency	For the fixed rate leg, the dates on, or frequency with which, the agreement executed in relation to the Derivative to which the Reportable Transaction relates requires payments to be made.
16	Floating rate payment frequency	For the floating rate leg, the dates on, or frequency with which, the agreement executed in relation to the Derivative to which the Reportable Transaction relates requires payments to be made.
17	Floating rate index name (leg 1)	For floating rate leg 1, the name of the rate used to determine the payment amount at predetermined intervals.
18	Floating rate index name (leg 2)	For floating rate leg 2, the name of the rate used to determine the payment amount at predetermined intervals.
19	Floating rate reset frequency	The dates on, or frequency with which, the interest rate is reset by reference to the rates identified under items 17 and 18.

1. Item

2. Label

3. Derivative Transaction Information

Notional amount for leg 1

The total notional amount, or total quantity in the unit of measure of leg 1 of the Derivative to which the Reportable Transaction relates, or payout where a fixed payment is made at maturity based on certain conditions being met at expiry or during the life of the Derivative.

Notional amount for leg 2

Total notional amount or total quantity in the unit of measure of leg 2 of the Derivative to which the Reportable Transaction relates.

Notional currency for leg 1

The currency of the total notional amount or payout identified under item 1.

Notional currency for leg 2

The currency of the total notional amount or payout identified under item 2.

Amount of upfront payment, if any

The amount of any upfront payment the Reporting Counterparty has made or received in relation to the Derivative to which the Reportable Transaction relates.

Payer (fixed rate)

An identifier of the counterparty that pays the fixed rate, using: (a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or (b) in the case of an individual, a client code assigned by the Reporting Counterparty.

Name of payer (fixed rate)

The legal name of the payer (fixed rate) identified under item 6.

Payer (floating rate leg 1)

The identifier of the counterparty that pays the floating rate leg 1, using: (a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or (b) in the case of an individual, a client code assigned by the Reporting Counterparty.

Name of payer (floating rate leg 1)

The legal name of the payer (floating rate leg 1) identified under item 8.

Payer (floating rate leg 2)

The identifier of the counterparty that pays the floating rate leg 2, using: (a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier, or if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or (b) in the case of an individual, a client code assigned by the Reporting Counterparty

Name of payer (floating rate leg 2)

The legal name of the payer (floating rate leg 2) identified under item 10.

Direction

A notation to indicate whether the Reporting Counterparty is paying or receiving the fixed rate.

Fixed rate

A notation to indicate the fixed rate used.

Fixed rate day count fraction

The actual number of days in the relevant fixed rate payer calculation period.

Fixed leg payment frequency

For the fixed rate leg, the dates on, or frequency with which, the agreement executed in relation to the Derivative to which the Reportable Transaction relates requires payments to be made.

Floating rate payment frequency

For the floating rate leg, the dates on, or frequency with which, the agreement executed in relation to the Derivative to which the Reportable Transaction relates requires payments to be made.

Floating rate index name (leg 1)

For floating rate leg 1, the name of the rate used to determine the payment amount at predetermined intervals.

Floating rate index name (leg 2)

For floating rate leg 2, the name of the rate used to determine the payment amount at predetermined intervals.

Floating rate reset frequency

The dates on, or frequency with which, the interest rate is reset by reference to the rates identified under items 17 and 18.

1. Item	2. Label	3. Derivative Position Information
1	Unique product identifier	The universal product identification code for the Derivative to which the Reportable Position relates, based on the taxonomy of the Derivative or, if no universal product identification code is available, a product identification code of the Derivative using an internationally accepted product taxonomy.
2	Contract type	The type of Derivative to which the Reportable Position relates, such as “swap”, “swaption”, “forward”, “option”, “basis swap”, “index swap” or “basket swap”, unless this information is contained in the unique product identifier referred to in item 1, in which case this field may be left blank or omitted.
3	Underlying	A unique identifier for the underlying to the Derivative to which the Reportable Position relates, or, if no unique identifier is available in the case of baskets or indices, a notation to indicate that the underlying is a basket or index.
4	Identifier of Reporting Counterparty	An identifier of the Reporting Counterparty, using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
5	Name of Reporting Counterparty	The legal name of the Reporting Counterparty identified under item 4.
6	Identifier of Non‑Reporting Counterparty	An identifier of the Non-Reporting Counterparty, using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
7	Name of Non‑Reporting Counterparty	The legal name of the Non-Reporting Counterparty identified under item 6.
8	Identifier of beneficiary	If the beneficiary of the rights and obligations arising from the Derivative to which the Reportable Position relates is not the Reporting Counterparty:<br>(a) an identifier of the beneficiary of the Reporting Counterparty, using:<br>(i) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(ii) in the case of an individual, a client code as assigned by the Reporting Counterparty; or<br>(b) where the Reportable Position was executed via a structure, such as a trust or managed investment scheme, representing a number of beneficiaries, an identifier of the structure (i.e. as the trust or managed investment scheme).
9	Name of beneficiary or structure	The legal name of the beneficiary or structure (if any) identified under item 8.
10	Identifier of person making report	If the person reporting the Reportable Position to the Derivative Trade Repository is not the Reporting Counterparty, an identifier of the person using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
11	Name of person making report	The legal name of the person identified under item 10.
12	Domicile of Reporting Counterparty	The jurisdiction of incorporation or formation of the Reporting Counterparty.
13	Whether the Derivative has been centrally cleared	A notation to indicate whether the Derivative to which the Reportable Position relates has been centrally cleared.
14	Name of central clearing facility	The name of the central clearing facility where the Derivative to which the Reportable Position relates was cleared (if applicable).
15	Identifier of clearing member	An identifier of the clearing member that cleared the Derivative to which the Reportable Position relates (if applicable), using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
16	Name of clearing member	The legal name of the clearing member (if any) identified under item 15.
17	Whether the Derivative has been confirmed	A notation to indicate whether the terms of the Derivative to which the Reportable Position relates have been confirmed by both counterparties to the Derivative.
18	Execution venue	If the Reportable Position:<br>(a) was executed on a trading venue, an identifier code of the trading venue or, if no identifier code is available for the trading venue, the name of the trading venue; or<br>(b) was not executed on a trading venue, a notation to indicate that there was no trading venue.
19	Delivery type	A notation to indicate whether the Derivative to which the Reportable Position relates is physical (deliverable) or cash (non-deliverable) of a combination of both physical and cash.
20	Mark-to-market/mark-to-model/other value of Derivative	The valuation of the Derivative to which the Reportable Position relates, as calculated using the method identified under item 22.
21	Currency used for mark-to-market/mark-to-model/other valuation	The currency used for the valuation referred to in item 20.
22	Valuation type (mark-to-market/mark-to-model/other)	A notation to indicate whether the valuation referred to in item 20 was a mark-to-market or mark-to-model valuation, or a different form of valuation.
23	Counterparty side (buy/sell)	A notation to indicate whether the Reporting Counterparty is the buyer or seller of the Derivative to which the Reportable Position relates.
24	Basis	The day count for calculation of periodic payments under the Derivative to which the Reportable Position relates (e.g. A/365, quarterly, semi-annual) (if applicable).
25	Settlement rate or index	The index for calculation of settlement payments under the Derivative to which the Reportable Position relates (e.g. the Bank Bill Swap Reference Rate).
26	Expiry Conventions/Cut	Place of time zone and time of expiry of the Derivative to which the Reportable Position relates (e.g. 3 pm, Tokyo; 10 am, New York).
27	Collateralisation	A notation to indicate whether the Reportable Position is collateralised by one or both counterparties to the Reportable Position.
28	Collateral portfolio	If the Reportable Position is collateralised, a notation to indicate whether the collateralisation was performed on a Portfolio Basis.
29	Collateral portfolio code	If the Reportable Position is collateralised and collateral is reported on a Portfolio Basis, a unique code, determined by the Reporting Counterparty, to identify the portfolio.
30	Value of collateral	If the Reportable Position is collateralised:<br>(a) the value of the collateral posted by the Reporting Counterparty to the Non-Reporting counterparty; and<br>(b) where collateral is posted by the Reporting Counterparty to the Non-Reporting Counterparty on a Portfolio Basis, the value of all collateral posted for the portfolio.
31	Currency of collateral value	The currency of the collateral value identified under item 30.
32	Option type	If the Derivative to which the Reportable Position relates is an option, a notation to indicate whether the option is a call or a put.
33	Option expiration date	If the Derivative to which the Reportable Position relates is an option, the expiry date of the option.
34	Option premium	If the Derivative to which the Reportable Position relates is an option, the amount of the premium paid by the buyer to the seller.
35	Option premium currency	If the Derivative to which the Reportable Position relates is an option, the currency used to calculate the option premium identified under item 34.
36	Option style	If the Derivative to which the Reportable Position relates is an option, a notation to indicate whether the option can be exercised on a fixed date ( “European”, “Asian”), on a series of fixed dates (“Bermudan”) or at any time during the life of the Derivative (“American”).
37	Strike price (cap/floor rate)	If the Derivative to which the Reportable Position relates is an option, the strike price of the option.
38	Barrier type	If the Derivative to which the Reportable Position relates includes a barrier, the type of barrier in the Derivative (“European”, “American”, “Bermudan” or “other”).
39	Barrier value	If the Derivative to which the Reportable Position relates includes a barrier or barriers, the rate or level of the barrier or barriers.

1. Item

2. Label

3. Derivative Position Information

Unique product identifier

The universal product identification code for the Derivative to which the Reportable Position relates, based on the taxonomy of the Derivative or, if no universal product identification code is available, a product identification code of the Derivative using an internationally accepted product taxonomy.

Contract type

The type of Derivative to which the Reportable Position relates, such as “swap”, “swaption”, “forward”, “option”, “basis swap”, “index swap” or “basket swap”, unless this information is contained in the unique product identifier referred to in item 1, in which case this field may be left blank or omitted.

Underlying

A unique identifier for the underlying to the Derivative to which the Reportable Position relates, or, if no unique identifier is available in the case of baskets or indices, a notation to indicate that the underlying is a basket or index.

Identifier of Reporting Counterparty

Name of Reporting Counterparty

The legal name of the Reporting Counterparty identified under item 4.

Identifier of Non‑Reporting Counterparty

Name of Non‑Reporting Counterparty

The legal name of the Non-Reporting Counterparty identified under item 6.

Identifier of beneficiary

If the beneficiary of the rights and obligations arising from the Derivative to which the Reportable Position relates is not the Reporting Counterparty: (a) an identifier of the beneficiary of the Reporting Counterparty, using: (i) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or (ii) in the case of an individual, a client code as assigned by the Reporting Counterparty; or (b) where the Reportable Position was executed via a structure, such as a trust or managed investment scheme, representing a number of beneficiaries, an identifier of the structure (i.e. as the trust or managed investment scheme).

Name of beneficiary or structure

The legal name of the beneficiary or structure (if any) identified under item 8.

Identifier of person making report

If the person reporting the Reportable Position to the Derivative Trade Repository is not the Reporting Counterparty, an identifier of the person using: (a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or (b) in the case of an individual, a client code assigned by the Reporting Counterparty.

Name of person making report

The legal name of the person identified under item 10.

Domicile of Reporting Counterparty

The jurisdiction of incorporation or formation of the Reporting Counterparty.

Whether the Derivative has been centrally cleared

A notation to indicate whether the Derivative to which the Reportable Position relates has been centrally cleared.

Name of central clearing facility

The name of the central clearing facility where the Derivative to which the Reportable Position relates was cleared (if applicable).

Identifier of clearing member

An identifier of the clearing member that cleared the Derivative to which the Reportable Position relates (if applicable), using: (a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or (b) in the case of an individual, a client code assigned by the Reporting Counterparty.

Name of clearing member

The legal name of the clearing member (if any) identified under item 15.

Whether the Derivative has been confirmed

A notation to indicate whether the terms of the Derivative to which the Reportable Position relates have been confirmed by both counterparties to the Derivative.

Execution venue

If the Reportable Position: (a) was executed on a trading venue, an identifier code of the trading venue or, if no identifier code is available for the trading venue, the name of the trading venue; or (b) was not executed on a trading venue, a notation to indicate that there was no trading venue.

Delivery type

A notation to indicate whether the Derivative to which the Reportable Position relates is physical (deliverable) or cash (non-deliverable) of a combination of both physical and cash.

Mark-to-market/mark-to-model/other value of Derivative

The valuation of the Derivative to which the Reportable Position relates, as calculated using the method identified under item 22.

Currency used for mark-to-market/mark-to-model/other valuation

The currency used for the valuation referred to in item 20.

Valuation type (mark-to-market/mark-to-model/other)

A notation to indicate whether the valuation referred to in item 20 was a mark-to-market or mark-to-model valuation, or a different form of valuation.

Counterparty side (buy/sell)

A notation to indicate whether the Reporting Counterparty is the buyer or seller of the Derivative to which the Reportable Position relates.

Basis

The day count for calculation of periodic payments under the Derivative to which the Reportable Position relates (e.g. A/365, quarterly, semi-annual) (if applicable).

Settlement rate or index

The index for calculation of settlement payments under the Derivative to which the Reportable Position relates (e.g. the Bank Bill Swap Reference Rate).

Expiry Conventions/Cut

Place of time zone and time of expiry of the Derivative to which the Reportable Position relates (e.g. 3 pm, Tokyo; 10 am, New York).

Collateralisation

A notation to indicate whether the Reportable Position is collateralised by one or both counterparties to the Reportable Position.

Collateral portfolio

If the Reportable Position is collateralised, a notation to indicate whether the collateralisation was performed on a Portfolio Basis.

Collateral portfolio code

If the Reportable Position is collateralised and collateral is reported on a Portfolio Basis, a unique code, determined by the Reporting Counterparty, to identify the portfolio.

Value of collateral

If the Reportable Position is collateralised: (a) the value of the collateral posted by the Reporting Counterparty to the Non-Reporting counterparty; and (b) where collateral is posted by the Reporting Counterparty to the Non-Reporting Counterparty on a Portfolio Basis, the value of all collateral posted for the portfolio.

Currency of collateral value

The currency of the collateral value identified under item 30.

Option type

If the Derivative to which the Reportable Position relates is an option, a notation to indicate whether the option is a call or a put.

Option expiration date

If the Derivative to which the Reportable Position relates is an option, the expiry date of the option.

Option premium

If the Derivative to which the Reportable Position relates is an option, the amount of the premium paid by the buyer to the seller.

Option premium currency

If the Derivative to which the Reportable Position relates is an option, the currency used to calculate the option premium identified under item 34.

Option style

If the Derivative to which the Reportable Position relates is an option, a notation to indicate whether the option can be exercised on a fixed date ( “European”, “Asian”), on a series of fixed dates (“Bermudan”) or at any time during the life of the Derivative (“American”).

Strike price (cap/floor rate)

If the Derivative to which the Reportable Position relates is an option, the strike price of the option.

Barrier type

If the Derivative to which the Reportable Position relates includes a barrier, the type of barrier in the Derivative (“European”, “American”, “Bermudan” or “other”).

Barrier value

If the Derivative to which the Reportable Position relates includes a barrier or barriers, the rate or level of the barrier or barriers.

1. Item	2. Label	3. Derivative Position Information
1	Notional amount	The total notional amount, or total quantity in the unit of measure of the commodity underlying the Derivative to which the Reportable Position relates, or payout where a fixed payment is made at maturity based on certain conditions being met at expiry or during the life of the Derivative to which the Reportable Position relates.
2	Notional currency	The currency of the total notional amount or payout (if applicable) identified under item 1.

1. Item	2. Label	3. Information
1	Identifier of counterparty purchasing protection	The identifier of the counterparty purchasing protection, using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
2	Name of counterparty purchasing protection	The legal name of the counterparty purchasing protection identified under item 1.
3	Identifier of counterparty selling protection	The identifier of counterparty selling protection, using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
4	Name of counterparty selling protection	The legal name of the counterparty selling protection identified under item 3.
5	Information identifying the reference entity	The identifier of the entity that is the subject of the protection being purchased and sold, using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
6	Name of the reference entity	The legal name of the reference entity identified under item 5.
7	Notional amount	The total notional amount, or total quantity in the unit of measure of an instrument underlying the Derivative to which the Reportable Position relates, or payout where a fixed payment is made at maturity based on certain conditions being met at expiry or during the life of the Derivative to which the Reportable Position relates.
8	Notional currency	The currency of the notional amount identified under item 7.
9	Payment frequency	The dates on, or frequency with which, the agreement executed in relation to the Derivative to which the Reportable Position relates requires payments to be made.

1. Item

2. Label

3. Information

Identifier of counterparty purchasing protection

Name of counterparty purchasing protection

The legal name of the counterparty purchasing protection identified under item 1.

Identifier of counterparty selling protection

Name of counterparty selling protection

The legal name of the counterparty selling protection identified under item 3.

Information identifying the reference entity

Name of the reference entity

The legal name of the reference entity identified under item 5.

Notional amount

The total notional amount, or total quantity in the unit of measure of an instrument underlying the Derivative to which the Reportable Position relates, or payout where a fixed payment is made at maturity based on certain conditions being met at expiry or during the life of the Derivative to which the Reportable Position relates.

Notional currency

The currency of the notional amount identified under item 7.

Payment frequency

The dates on, or frequency with which, the agreement executed in relation to the Derivative to which the Reportable Position relates requires payments to be made.

1. Item	2. Label	3. Derivative Position Information
1	Notional amount 1	Total amount of the first underlying currency or payout where a fixed payment is made at maturity based on certain conditions being met at expiry or during the life of the Derivative to which the Reportable Position relates.
2	Notional amount 2	Total amount of the second underlying currency.
3	Currency 1	The notional currency payable by the Reporting Counterparty.
4	Currency 2	The notional currency payable by the Non-Reporting Counterparty.
5	Exchange rate	The rate of exchange of the currencies referred to in items 3 and 4.
6	Forward exchange rate	The forward exchange rate on the value date.

1. Item	2. Label	3. Derivative Position Information
1	Notional amount for leg 1	The total notional amount, or total quantity in the unit of measure of leg 1 of the Derivative to which the Reportable Position relates, or payout where a fixed payment is made at maturity based on certain conditions being met at expiry or during the life of the Derivative.
2	Notional amount for leg 2	Total notional amount or total quantity in the unit of measure of leg 2 of the Derivative to which the Reportable Position relates.
3	Notional currency for leg 1	The currency of the total notional amount or payout identified under item 1.
4	Notional currency for leg 2	The currency of the total notional amount or payout identified under item 2.
5	Payer (fixed rate)	An identifier of the counterparty that pays the fixed rate, using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code);<br>(b) or, in the case of an individual, a client code assigned by the Reporting Counterparty.
6	Name of payer (fixed rate)	The legal name of the payer (fixed rate) identified under item 5.
7	Payer (floating rate leg 1)	The identifier of the counterparty that pays the floating rate leg 1, using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty.
8	Name of payer (floating rate leg 1)	The legal name of the payer (floating rate leg 1) identified under item 7.
9	Payer (floating rate leg 2)	The identifier of the counterparty that pays the floating rate leg 2, using:<br>(a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier, or if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); or<br>(b) in the case of an individual, a client code assigned by the Reporting Counterparty
10	Name of payer (floating rate leg 2)	The legal name of the payer (floating rate leg 2) identified under item 9.
11	Direction	A notation to indicate whether the Reporting Counterparty is paying or receiving the fixed rate.
12	Fixed rate	A notation to indicate the fixed rate used
13	Fixed rate day count fraction	The actual number of days in the relevant fixed rate payer calculation period.
14	Fixed leg payment frequency	For the fixed rate leg, the dates on, or frequency with which, the agreement executed in relation to the Derivative to which the Reportable Position relates requires payments to be made.
15	Floating rate payment frequency	For the floating rate leg, the dates on, or frequency with which, the agreement executed in relation to the Derivative to which the Reportable Position relates requires payments to be made.
16	Floating rate index name (leg 1)	For floating rate leg 1, the name of the rate used to determine the payment amount at predetermined intervals.
17	Floating rate index name (leg 2)	For floating rate leg 2, the name of the rate used to determine the payment amount at predetermined intervals.
18	Floating rate reset frequency	The dates on, or frequency with which, the interest rate is reset by reference to the rates identified under items 16 and 17.

1. Item

2. Label

3. Derivative Position Information

Notional amount for leg 1

The total notional amount, or total quantity in the unit of measure of leg 1 of the Derivative to which the Reportable Position relates, or payout where a fixed payment is made at maturity based on certain conditions being met at expiry or during the life of the Derivative.

Notional amount for leg 2

Total notional amount or total quantity in the unit of measure of leg 2 of the Derivative to which the Reportable Position relates.

Notional currency for leg 1

The currency of the total notional amount or payout identified under item 1.

Notional currency for leg 2

The currency of the total notional amount or payout identified under item 2.

Payer (fixed rate)

An identifier of the counterparty that pays the fixed rate, using: (a) in the case of an entity, a Legal Entity Identifier (LEI) or interim entity identifier or, if no LEI or interim entity identifier is available for the entity, a Designated Business Identifier or, if no Designated Business Identifier is available, a Business Identifier Code (BIC code); (b) or, in the case of an individual, a client code assigned by the Reporting Counterparty.

Name of payer (fixed rate)

The legal name of the payer (fixed rate) identified under item 5.

Payer (floating rate leg 1)

Name of payer (floating rate leg 1)

The legal name of the payer (floating rate leg 1) identified under item 7.

Payer (floating rate leg 2)

Name of payer (floating rate leg 2)

The legal name of the payer (floating rate leg 2) identified under item 9.

Direction

A notation to indicate whether the Reporting Counterparty is paying or receiving the fixed rate.

Fixed rate

A notation to indicate the fixed rate used

Fixed rate day count fraction

The actual number of days in the relevant fixed rate payer calculation period.

Fixed leg payment frequency

For the fixed rate leg, the dates on, or frequency with which, the agreement executed in relation to the Derivative to which the Reportable Position relates requires payments to be made.

Floating rate payment frequency

For the floating rate leg, the dates on, or frequency with which, the agreement executed in relation to the Derivative to which the Reportable Position relates requires payments to be made.

Floating rate index name (leg 1)

For floating rate leg 1, the name of the rate used to determine the payment amount at predetermined intervals.

Floating rate index name (leg 2)

For floating rate leg 2, the name of the rate used to determine the payment amount at predetermined intervals.

Floating rate reset frequency

The dates on, or frequency with which, the interest rate is reset by reference to the rates identified under items 16 and 17.