Q&A · ESMA
Financial instruments’ volatile attributes
Answered
Read the official text on the ESMA website(opens in a new tab)AI-generated Summary
Where a swap's fixed rate or an option's strike price is an attribute of the transaction rather than the instrument, the transaction report carries it as the price (with the option premium as the up-front payment) and the reference data leaves the field empty, for the CFI codes ESMA specifies.
Details
| Reference | ESMA_QA_1694 |
|---|---|
| Issuer | ESMA |
| Published | 5 Oct 2017 |
| Answered | 5 Oct 2017 |
| Submitted | 5 Oct 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 14.1 |
Provisions it relates to
- Article 26 MiFIR · Obligation to report transactionsInferred · 80%
- Article 27 MiFIR · Obligation to supply financial instrument reference dataInferred · 80%
- MiFIR (whole act)Explicit reference