Q&A · ESMA

Business Case: Inflation Indexed bond

Answered

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AI-generated Summary

ESMA gives a worked RTS 22 example for an inflation-indexed bond, reporting the quantity as nominal value, the price as a percentage and the net amount as clean price plus accrued interest, multiplied by the index ratio.

Details

Reference	ESMA_QA_1690
Issuer	ESMA
Published	3 Apr 2017
Answered	3 Apr 2017
Submitted	3 Apr 2017
ESMA topics	ESMA70-1861941480-56 Questions and Answers on MiFIR reporting
Earlier Q&A document	ESMA 70-1861941480-56 MiFIR data reporting Q&A, Q&A 10.1

Provisions it relates to

Article 26 MiFIR · Obligation to report transactions
MiFIR
Inferred · 85%
MiFIR (whole act)
Explicit reference

Documents it refers to

RTSIn forceExplicit reference · 90%
Commission Delegated Regulation (EU) 2017/590 of 28 July 2016 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council with regard to regulatory technical standards for the reporting of transactions to competent authorities
European Commission · 31 Mar 2017 · EUR-Lex
AI summaryRTS 22 on transaction reporting under Article 26 MiFIR: defines a reportable transaction and its execution, the conditions for transmitting orders instead of reporting, identification of firms, clients, decision makers and the persons or algorithms responsible for investment and execution decisions, flags for waivers and short sales, branch reporting and the most relevant market in terms of liquidity, with the reporting fields in its annex.