Date Version Change Description

10/17/2016 1.0 Initial release

 CME Swap Data Repository C

This document provides descriptions of the CSV upload fields and sample uploadable CSV reports to the CME Sw
CME cleared transactions, and non-CME cleared transactions for interest rates, credit, foreign exchange, and co
used for custom queries, which can be saved as favorites for future use. Users can access the Interface to uploa
providers can also submit these CSVs via HTTPS web services or Secure FTP.

Uploading Reports
CSVs can be submitted over web services gateway (WSG) or SFTP.
For information on web services, please visit :

For technical questions, email:

For direct business questions, email:

Version: 1.0. Date: 17 October 2016

Navigating this Do

CME SDR has categorized the asset classes to assist clients with populating the appropriate asset class specific fiel
all asset classes. To view the different specifications, please follow the different selections within Asset Class (Colu

Credit: select 'ALL' and 'Credit'

Rates: select 'ALL' , 'Interest Rate', and 'Interest Rate & Commodity'
Foreign Exchange: select 'ALL', 'FX', and 'FX & Commodity'
Commodities: select 'ALL' , 'Commodity', 'FX & Commodity', 'Interest Rate & Commodity'
Tab
Upload Specs and De
TRADE_POSITION_UPLOAD

VALUATION_UPLOAD
 CME Swap Data Repository CSV Specifications

CSV upload fields and sample uploadable CSV reports to the CME Swap Data Repository (SDR). These specifications support: bilateral o
ared transactions for interest rates, credit, foreign exchange, and commodities asset classes. The CME SDR User Interface is a powerful
d as favorites for future use. Users can access the Interface to upload transactions and view reports associated with their permissioned
TPS web services or Secure FTP.

eway (WSG) or SFTP.

repositorysupport@cmegroup.com
repository@cmegroup.com

Navigating this Document

assist clients with populating the appropriate asset class specific fields. In the TRADE_POSITION_UPLOAD spec worksheet, the user will be
cations, please follow the different selections within Asset Class (Column B).

est Rate & Commodity'

& Commodity'
& Commodity', 'Interest Rate & Commodity'
Asset Class
Upload Specs and Definitions
All

All
pecifications

ta Repository (SDR). These specifications support: bilateral over-the-counter transactions,

ties asset classes. The CME SDR User Interface is a powerful reporting engine that can be
actions and view reports associated with their permissioned LEI. Users and service

Web Services Connectivity

nt

he TRADE_POSITION_UPLOAD spec worksheet, the user will be able to see all the fields for

Definition
s
Provides the specific fields for Dodd-Frank Trade reporting

Provides the specific fields for Valuation Submissions at Trade and Position level
 Fields Asset Class

Comment All

Action All

SubmissionDateTime All
Event All

EventDateTime All

EventID All
SubmissionType All

USI All

USINamespace All

RecordRefID All

PackageID All

Position All

Backload All

Bespoke All

ReportingEntityLEI All

ReportingPartyLEI All
ReportingPartyLEISource All

ReportingPartyAltID All

ReportingPartyAltIDType All

RptPtyType All

RptPtyUSPerson All

NonReportingPartyLEI All

NonReportingPartyLEISource All

NonReportingPartyAltID All

NonReportingPartyAltIDType All

NonRptPtyType All

NonRptPtyUSPerson All

UPI All
AssetClass All

SubAssetClass All

MultiAssetSwap All

SecondaryAsset All

BaseProduct Credit
SubProduct Credit

ProductName All

ProductType All

ProductSubType All

ProductCode All

ProductCodeType All
TradeType All

ExecutionVenueType All

ExecutionDateTime All

ExecutionVenueLEI All

ExecutionVenueLEISource All

ExecutionTradeID All

ConfirmType All
ConfirmDateTime All

Collateralization All

ClearingException All

RepClearingExceptionPartyLEI All

NonRepClearingExceptionPartyLEI All

Cleared All

DCOIndicator All

ClearingVenueLEI All

ClearingVenueLEISource All
ClearingTradeID All

ClearingMemberLEI All

ClearingMemberClientAccount All

ClearingMemberOrigin All

ClearingReceiptDateTime All

ClearingAcceptanceDateTime All

InitialSDRLEI All

PriorUSI All

PriorUSINamespace All
PriorUSIType All

OtherClearingSwapUSI All

OtherClearingSwapUSINamespace All

ClearingSwapSDRLEI All

ClearingSwapUSI1 All

ClearingSwapUSI1Namespace All

ClearingSwapUSI2 All

ClearingSwapUSI2Namespace All

IntlSDRLEI All

IntlSwapIdentifier All
IntlSwapInd All

MixedSwap All

MixedAlternateSDRLEI All

AllocationIntent All

PostAllocation All

PostAllocationBlockUSI All

PostAllocationBlockUSINamespace All

AllocationAgentLEI All

ReportingAssetManagerLEI All

NonReportingAssetManagerLEI All

ReportingBrokerLEI All

NonReportingBrokerLEI All

BuyerLEI All
SellerLEI All

StartDate All

MaturityDate All

SettlementDate All

SettlementMethod FX & Commodity

SettlementCurrency All

ContractQuantity Commodity

ContractPrice Commodity

PriceUnit Commodity

Price Credit

PriceType Credit

ExchangeRate FX

CouponRate Credit

Leg1PartyLEI Interest Rate & Commodity

Leg1Type Interest Rate & Commodity

Leg1Rate Interest Rate

Leg1FixedPayment Commodity

Leg1FixedPaymentCurrency Commodity

Leg1Index Interest Rate & Commodity

Leg1Tenor Interest Rate

Leg1IndexSource Interest Rate

Leg1Spread Interest Rate & Commodity

Leg1Commodity Commodity

Leg1CommodityDesc Commodity

Leg1EffectiveDate Commodity

Leg1MaturityDate Commodity
Leg1StartDate Interest Rate

Leg1EndDate Interest Rate

Leg1PaymentFrequency Interest Rate & Commodity

Leg1ResetFrequency Interest Rate

Leg1DayCount Interest Rate

Leg1Notional Commodity

Leg1NotionalFreq Commodity

Leg1NotionalUnit Commodity

Leg1TotalNotional Commodity

Leg1TotalNotionalUnit Commodity

Leg1Amount Interest Rate

Leg1Currency Interest Rate

NotionalAmount1 FX

Currency1 FX

Notional Credit

NotionalCurrency Credit
Leg1AmortType Interest Rate

Leg1AmortScheduleDate Interest Rate

Leg1AmortScheduleNotional Interest Rate

Leg1AmortStartDate Interest Rate

Leg1AmortEndDate Interest Rate

Leg1AmortFrequency Interest Rate

Leg1AmortIncrementType Interest Rate

Leg1AmortRate Interest Rate

Leg1AmortIncrement Interest Rate

AppendixB Commodity

Leg1Location Commodity

Leg1IndexRegion Commodity

Leg1DeliveryLocation Commodity

Leg1DeliveryRegion Commodity
Leg1LoadType Commodity

Leg1AvgMethod Commodity

Leg1PaymentType Commodity

Leg1PriceType Commodity

Leg1Grade Commodity

Leg1DaysOfWeek Commodity

Leg1Hours Commodity

Leg1HoursTimezone Commodity

Leg2PartyLEI Interest Rate & Commodity

Leg2Type Interest Rate & Commodity

Leg2Rate Interest Rate

Leg2FixedPayment Commodity

Leg2FixedPaymentCurrency Commodity

Leg2Index Interest Rate & Commodity

Leg2Tenor Interest Rate

Leg2IndexSource Interest Rate

Leg2Spread Interest Rate & Commodity

Leg2Commodity Commodity

Leg2CommodityDesc Commodity

Leg2EffectiveDate Commodity

Leg2MaturityDate Commodity

Leg2StartDate Interest Rate

Leg2EndDate Interest Rate

Leg2PaymentFrequency Interest Rate & Commodity

Leg2ResetFrequency Interest Rate

Leg2DayCount Interest Rate

PaymentFrequency Credit

DayCount Credit

Leg2Notional Commodity

Leg2NotionalFreq Commodity
Leg2NotionalUnit Commodity

Leg2TotalNotional Commodity

Leg2TotalNotionalUnit Commodity

Leg2Amount Interest Rate

Leg2Currency Interest Rate

NotionalAmount2 FX

Currency2 FX

Leg2AmortType Interest Rate

Leg2AmortScheduleDate Interest Rate

Leg2AmortScheduleNotional Interest Rate

Leg2AmortStartDate Interest Rate

Leg2AmortEndDate Interest Rate

Leg2AmortFrequency Interest Rate

Leg2AmortIncrementType Interest Rate

Leg2AmortRate Interest Rate

Leg2AmortIncrement Interest Rate

Leg2Location Commodity

Leg2IndexRegion Commodity

Leg2DeliveryLocation Commodity

Leg2DeliveryRegion Commodity

Leg2LoadType Commodity

Leg2AvgMethod Commodity

Leg2PaymentType Commodity

Leg2PriceType Commodity

Leg2Grade Commodity

Leg2DaysOfWeek Commodity

Leg2Hours Commodity

Leg2HoursTimezone Commodity

FixingDateTime FX

FutureValueNotional Interest Rate

FXFixingDate Interest Rate

FXFixingSource Interest Rate

NumberOfAccrualDays Interest Rate

AttachmentPoint Credit

ExhaustionPoint Credit

UpfrontFee All

UpfrontFeeCurrency All

UpfrontFeeDate All

UpfrontFeePartyLEI All

OptionType All

OptionStrikePrice All
OptionStrikePriceUpper Interest Rate & Commodity

OptionExerciseType All

OptionExerciseFrequency All

OptionExerciseStartDate All

OptionExerciseEndDate All

OptionExpirationDate All

OptionSettlementType All

OptionDeliveryDate All
OptionPremium All

OptionPremiumCurrency All

OptionPremiumDate All
 Description of details to be reported

Comment field for submitters to enter messages to the SDR

SDR system action on trade

NEW - Report a new trade

AMEND - Report changes to an existing trade. Amends require the original USI and USINamespace
TERMINATE - Report termination of an open trade/position. Terminates require the original USI and USINamespace
SNAPSHOT - Report current open trades/positions on a daily basis
SNAPVAL - Report current open trades/positions along with valuation data on a daily basis

The date and time the trade is reported to SDR. DateTime value provided is converted and saved in UTC reference based on the offset pro
any).
The type of event being reported to the SDR

The date and time a new trade event or an event on an existing trade is reported to SDR. DateTime value provided is converted and saved
reference based on the offset provided (if any)

A unique ID associated with the event being reported

Describes the purpose of the submission. RT type submissions will result in real-time public dissemination

The unique swap identifier for the trade. If a USI is not provided, the SDR will generate one with the SDR namespace (1010000252)

- When a “New Trade” (Bilateral only) is uploaded and the USI field is blank, the USI is automatically generated. Clients can view the repor
the automatically generated USI for reconciliation purposes
- On FIXML (API) uploaded trades the USI is provided on the “TrdCaptRpt” response upon successful submission
- “Amends” on a previously submitted USI require the USI and USINamespace

The unique swap identifier for the trade. If a USI is not provided, the SDR will generate one with the SDR namespace (1010000252)

- When a “New Trade” (Bilateral only) is uploaded and the USI field is blank, the USI is automatically generated. Clients can view the repor
the automatically generated USI for reconciliation purposes
- On FIXML (API) uploaded trades the USI is provided on the “TrdCaptRpt” response upon successful submission
- “Amends” on a previously submitted USI require the USI and USINamespace

Optional internal identifier that helps track trades against other systems

Common identifier for trades executed as a package transaction

Indication of whether the record being submitted is a Position

Indication of whether the record being submitted is part of a backloading activity (e.g. for part 46 reporting)

Indication if the trade is bespoke. Bespoke refers to Trades with specific conditions that could not be put in through the upload template.
marked as Bespoke (i.e. Bespoke = Y) user should upload associated term sheet or confirmation document via the SDR UI - Submit Docum

In case the reporting counterparty has delegated the submission of the report to a third party or to the other counterparty

The LEI of the reporting counterparty as determined by the reporting counterparty hierarchy under §45.8. This is not linked to the pay/rec
of the counterparty, see Leg 1/2 LEI

An LEI is obtained through one of the LEI issuing organizations – also referred to as Local Operating Units (LOUs) - accredited by the Globa
Entity Identifier Foundation (GLEIF) e.g., GMEI
This field is to be used to explain the origin of the reporting counterparty entity identifier specified in the ReportingPartyLEI field. If the Re
counterparty populates the ReportingPartyLEI field with either a Legal Entity Identifier (LEI) or a CFTC Interim Compliant Identifier (CICI) pe
https://www.gmeiutility.org , the value in this field is to be specified as “LEI”. If the Reporting counterparty populates the ReportingPartyL
a value that is neither an LEI nor a CICI, then this field is to be populated with a value of “Other”

An optional alternative non-LEI id for the reporting party such as an account number

If providing an alternative non-LEI id for the reporting party, an indicator of the type of id (e.g. account)

This field represents the entity classification of the reporting counterparty. Valid values for this field are “SD”, “MSP”, “FE”, "NFE"which re
denote “Swap Dealer”, “Major Swap Participant” , “Financial Entity”, and "Non-Financial Entity" entity classifications. If this field is not ap
should remain blank

This field identifies whether the Reporting Counterparty is a US Person or not. The valid values for this field are “Y” and “N”, where a value
indicates the Reporting Counterparty is a US Person and “N” indicates that the Reporting Counterparty is not a US Person

The LEI of the counterparty who has not been determined to be the reporting counterparty under §45.8. This is not linked to the pay/rec
of the counterparty, see Leg 1/2 LEI

If an LEI for the non-reporting counterparty is provided specify the NonReportingPartyLEISource field as 'LEI'.

If an natural person, a substitute should be provided and the NonReportingPartyLEISource field should specify ‘Other’.

This field is to be used to explain the origin of the non-reporting counterparty entity identifier specified in the NonReportingPartyLEI field.
Reporting counterparty populates the NonReportingPartyLEI with either a Legal Entity Identifier (LEI) or a CFTC Interim Compliant Identifie
https://www.gmeiutility.org , the value in this field is to be specified as “LEI”. If the Non Reporting counterparty populates the NonReporti
with a value that is neither an LEI nor a CICI, then this field is to be populated with a value of “Other”.

An optional alternative non-LEI id for the non-reporting party

If providing an alternative non-LEI id for the non-reporting party, an indicator of the type of id (e.g. account)

This field represents the entity classification of the non-reporting counterparty. Valid values for this field are “SD”, “MSP”, “FE”, "NFE"whic
respectively denote “Swap Dealer”, “Major Swap Participant” , “Financial Entity”, and "Non-Financial Entity" entity classifications. If this fi
applicable it should remain blank.

This field identifies whether the non-reporting counterparty is a US Person or not. The valid values for this field are “Y” and “N”, where a v
indicates the non-reporting counterparty is a US Person and “N” indicates that the non-reporting counterparty is not a US Person.

Unique product identifier for product (Not applicable, pending UPI product definition)
The primary asset class

The sub-asset class

An indicator to identify whether the swap is a multi-asset swap or it is not applicable

The secondary asset class if the trade is multi-asset class

This is a field implemented per the CFTC’s data harmonization initiative. The CFTC has begun this harmonization effort in the credit asset c
This is a field implemented per the CFTC’s data harmonization initiative. The CFTC has begun this harmonization effort in the credit asset c

Name or description of the product

The product type/classification

The product sub-type/classification for e.g. OIS, Basis, ZeroCoupon, ABX, iTraxx, Fixed-Float etc

Value of substitute product id

Substitute product id type

An indicator as to the type of trade

The type of execution venue where trade being reported was executed

Execution time stamp is used to provide the date and time when the trade was executed at the SEF, DCM, or off-facility. DateTime value p
converted and saved in UTC reference based on the offset provided (if any)

If the ExecutionVenueType is other than 'O' or 'Off Facility Swap', the LEI of the SEF or DCM

This field is to be used to explain the origin of the execution venue entity identifier specified in the ExecutionVenueLEI field. If the
ExecutionVenueLEI field is populated with either a Legal Entity Identifier (LEI) or a CFTC Interim Compliant Identifier (CICI) per
https://www.gmeiutility.org , the value in this field is to be specified as ”LEI”. If the ExecutionVenueLEI field is populated with a value that
an LEI nor a CICI, then this field is to be populated with a value of “Other”

Optional internal trade identifier used by the execution venue, which can be used to find trades in report in the event of a USI being gener
CME

The method of confirmation

The date/time the trade was confirmed. DateTime value provided is converted and saved in UTC reference based on the offset provided (i

If uncleared, an indication of collateralization

An indication of whether an exception or exemption from clearing was elected, and if elected the clearing exception or exemption type
claimed. Select ‘NA’ if the swap is ‘Uncleared’ and no exception or exemption was claimed.

If clearing exception or exemption is elected by the reporting party, the LEI, or substitute identifier for a natural person, of the reporting p

If clearing exception or exemption is elected by the non-reporting party, the LEI , or substitute identifier for a natural person, of the non-re
party

Indicator of intent to clear (bilateral) or post-clearing novation trades in cleared status

An indicator of whether the reporting counterparty is a registered derivative clearing organization

If cleared/intend to clear, the LEI of the Clearing House. A LEI is obtained through one of the LEI issuing organizations – also referred to as
Operating Units (LOUs) - accredited by the Global Legal Entity Identifier Foundation (GLEIF) e.g., GMEI

This field is to be used to explain the origin of the clearing venue entity identifier specified in the ClearingVenueLEI field. If the ClearingVe
is populated with either a Legal Entity Identifier (LEI) or a CFTC Interim Compliant Identifier (CICI), per https://www.gmeiutility.org , the va
field is to be specified as ”LEI”. If the ClearingVenueLEI field is populated with a value that is neither an LEI nor a CICI, then this field is to b
populated with a value of “Other”
The Trade ID of the clearing venue

The LEI of the Clearing Member. A LEI is obtained through one of the LEI issuing organizations – also referred to as Local Operating Units (L
accredited by the Global Legal Entity Identifier Foundation (GLEIF) e.g., GMEI

Clearing member client account number

An indication whether the clearing member acted as principal for a house trade or agent for a customer trade

The date and time in UTC at which the Clearing House received the swap for clearing

The date and time in UTC at which the Clearing House accepted the swap for clearing

The LEI of the SDR to which the primary economic terms for the bilateral swap was reported. Please note that if the field is not being popu
because the swap is a non-CFTC reportable swap (NCRS) the field should be populated with text as 'NCRS'

The USI of the trade novated from and resulting in the trade being reported

The USI Namespace of the trade novated from and resulting in the trade being reported
Indication of the type of the PriorUSI for e.g. Clearing Novation

The USI of the other swap resulting from a clearing novation not populated in the USI field

The USI namespace of the other swap resulting from a clearing novation not populated in the USINamespace field

SDR to which associated cleared swaps were reported

Clearing Swap USI associated with the Reporting Party on the bilateral. Please note there is no specific guidance to say this has to be the c
associated with the Reporting Party on the Bilateral but is being suggested so as to maintain consistent information

Clearing Swap USINamespace associated with the Reporting Party on the bilateral. Please note there is no specific guidance to say this has
cleared USI associated with the Reporting Party on the Bilateral but is being suggested so as to maintain consistent information

Clearing Swap USI associated with the Non Reporting Party on the bilateral. Please note there is no specific guidance to say this has to be t
USI associated with the Non Reporting Party on the Bilateral but is being suggested so as to maintain consistent information

Clearing Swap USINamespace associated with the Non Reporting Party on the bilateral. Please note there is no specific guidance to say thi
the cleared USI associated with the Non Reporting Party on the Bilateral but is being suggested so as to maintain consistent information

LEI of the foreign SDR

This is a repeatable field. This field and IntlSwapIdentifier field must be repeated together in the following scenarios -

1. If reported to more than one foreign SDR, repeat this field as many times as the number of SDR's it was reported to by specifying the LE
SDR

2. If multiple IntlSwapIdentifier are reported, repeat this field with the LEI of the SDR that corresponds to that IntlSwapIdentifier. If same L
reported, specify the same LEI in each
See example in 'Interest Rates-sample UL' worksheet.

UTI of the International swap reported to the foreign SDR

This is a repeatable field. This field and IntlSDRLEI field must be repeated together in the following scenarios -

1. If multiple IntlSDRLEI are reported, repeat this field with the UTI that corresponds to that IntlSDRLEI. If same UTI is reported, specify the
in each

2. Repeat the field for each UTI it is reported with

See example in 'Interest Rates-sample UL' worksheet
Swap required by U.S. law and the law of another jurisdiction to be reported both to a swap data repository and to a different trade repos
registered with the other jurisdiction

If mixed swap, as defined in Commodity Exchange Act section 1a(47)(D), then set value to Y. If not applicable, set to NA

If mixed swap under§45.1 the LEI of security-based SDR to which the swap is or will be reported

Indication if the trade is to be allocated

Indication if the trade is the result of an allocation

The USI of the block trade allocated from and resulting in the trade being reported

The USI Namespace of the block trade allocated from and resulting in the trade being reported

If trade is to be allocated or was allocated, the LEI of the allocation agent or substitute identifier for a natural person

The LEI of the reporting asset manager for the trade/event

The LEI of the non-reporting asset manager for the trade/event

The LEI of the reporting broker for the trade/event

The LEI of the non-reporting broker for the trade/event.

The LEI, or substitute identifier for a natural person, of the purchasing (buy side) counterparty

When referring to legs of Swap for payment streams such as fixed, float or physical legs.
• The buyer is the payer on the fixed leg and receiver on the float leg.
• The seller is the person who is paying float and receiving fixed.
The LEI, or substitute identifier for a natural person, of the selling (sell side) counterparty

When referring to legs of Swap for payment streams such as fixed, float or physical legs.
• The buyer is the payer on the fixed leg and receiver on the float leg.
• The seller is the person who is paying float and receiving fixed.

Effective date of the swap. Date being submitted should be in reference to UTC, as all DateTime values (like ExecutionDateTime) provided
converted and saved in UTC reference based on the offset provided (if any)

Maturity date of the swap. Date being submitted should be in reference to UTC, as all DateTime values (like ExecutionDateTime) provided
converted and saved in UTC reference based on the offset provided (if any)

Settlement date of the swap. Date being submitted should be in reference to UTC, as all DateTime values (like ExecutionDateTime) provide
converted and saved in UTC reference based on the offset provided (if any).
If the settlement date is unknown, enter the maturity date as the settlement date and amend the trade when the settlement date is know

Settlement method of the swap

Settlement currency of the swap

The contract quantity

The contract price

The Unit of measure applicable for the price of the swap (For e.g. MMBtu for a natural gas contract)

Price at which trade was executed

Whether the trade was executed based on a Spread or an absolute price

The exchange rate/price at which trade was executed

The Coupon rate of the underlying Index

The LEI and name of the counterparty that pays leg 1

Indication if leg 1 is fixed or floating or Physical (Delivery leg only applicable for commodities)

If fixed leg, the fixed rate for leg 1

If fixed payment leg, the fixed payment amount, which is price*number of contracts bought*contract unit

If fixed payment leg, the unit of fixed payment

If floating index leg, the index

If floating index leg, the index tenor

If floating index leg, the index source

If float leg, the spread for leg 1

The underlying commodity (For e.g Natural Gas, Electricity)

Additional details for the underlying commodity (For e.g. 6x16, Monday-Saturday Hours Ending 07:00-22:00 (PPT), Excluding NERC Holiday

The start date for leg 1

Date being submitted should be in reference to UTC, as all DateTime values (like ExecutionDateTime) provided are converted and saved in
reference based on the offset provided (if any)

The contract maturity date for leg 1. Date being submitted should be in reference to UTC, as all DateTime values (like ExecutionDateTime)
are converted and saved in UTC reference based on the offset provided (if any)

If a trade matures on a specified maturity date when initially reported, it is not required to be reported to the SDR again
The start date for leg 1. Date being submitted should be in reference to UTC, as all DateTime values (like ExecutionDateTime) provided are
and saved in UTC reference based on the offset provided (if any)

The end date for leg 1. Date being submitted should be in reference to UTC, as all DateTime values (like ExecutionDateTime) provided are
and saved in UTC reference based on the offset provided (if any)

The payment frequency for leg 1 (For e.g. 1M, 1Y, 15D)

The reset frequency for leg 1 (For e.g. 1M, 3Wk, 15D)

The day count convention for leg 1 (For e.g. 30/360, ACT/360)

The base notional value

The frequency of the base notional value (For e.g. 1M, 1D, 15D)

The base unit of the notional value (For e.g. MMBtu, MWh)

The total summed notional value (base notional * frequency)

The unit for total summed notional value (For e.g. MMBtu, MWh)

The notional amount for leg 1

The notional currency for leg 1

The notional value in the base currency

The base currency

The notional amount

The notional currency

Indicates type of amortization, if applicable

Scheduled date of amortization amount

(repeatable for multiple steps). Date being submitted should be in reference to UTC, as all DateTime values (like ExecutionDateTime) prov
converted and saved in UTC reference based on the offset provided (if any).
Repeat date/notional pair as many times as needed for each change in notional

Scheduled amortization amount

(repeatable for multiple steps). Repeat date/notional pair as many times as needed for each change in notional

Start date of amortizations schedule, if different from trade date. Date being submitted should be in reference to UTC, as all DateTime val
ExecutionDateTime) provided are converted and saved in UTC reference based on the offset provided (if any)

End date of amortizations schedule, if different from trade date. Date being submitted should be in reference to UTC, as all DateTime valu
ExecutionDateTime) provided are converted and saved in UTC reference based on the offset provided (if any)

Indicates the amortization frequency (For e.g. 1M,1Wk,15D)

Indicates amortization step type

Indicates amortization rate

Indicates amortization step amount

AppendixB value is to indicate whether or not the trade being submitted (1) references one of the contracts described in appendix B to pa
is economically related to one of the contracts described in appendix B to part 43

If floating index leg, the location (For e.g. Henry Hub)

Mapping of the Leg1 Index Pricing Point to Geographic Region as set forth in Appendix E

If physical delivery leg, the physical delivery location (For e.g. Palo Verde)

Mapping of the Leg1 Delivery Point to Geographic Region as set forth in Appendix E
The load type for the commodity

If floating index leg, the averaging method (For e.g. Arithmetic average of midpoint price)

Type of Payment Stream

Indication of whether the price is expressed as a per unit, %rate or an Amount

The grade of the commodity, if applicable (For e.g. Minimum Gravity 36.4 API, Maximum Sulfur 0.46%)

The days of the week for the commodity (e.g. PJM electricity Sunday-Friday)

The hours for the commodity (e.g. 07:00-22:00)

The timezone for the commoditycontract (e.g. PPT)

The LEI and name of the counterparty who pays leg 2. Each spread leg to be submitted as a separate trade with a unique USI. They are ass
common execution venue type or execution trade type.

Indication if leg 2 is fixed or floating or Physical (Delivery leg only applicable for commodities)

If fixed leg, the fixed rate for leg 2

If fixed payment leg, the fixed payment amount, which is price*number of contracts bought*contract unit

If fixed payment leg, the unit of fixed payment

If floating index leg, the index

If floating index leg, the index tenor

If floating index leg, the index source

If floating index leg, the spread, if applicable

The underlying commodity (For e.g. Natural Gas, Electricity)

Additional details for the underlying commodity

The effective date of the second leg of the trade. Date being submitted should be in reference to UTC, as all DateTime values (like
ExecutionDateTime) provided are converted and saved in UTC reference based on the offset provided (if any)

The contract maturity date for leg 2. Date being submitted should be in reference to UTC, as all DateTime values (like ExecutionDateTime)
are converted and saved in UTC reference based on the offset provided (if any).
If a trade matures on a specified maturity date when initially reported, it is not required to be reported to the SDR again

The start date for leg 2. Date being submitted should be in reference to UTC, as all DateTime values (like ExecutionDateTime) provided are
and saved in UTC reference based on the offset provided (if any)

The end date for leg 2. Date being submitted should be in reference to UTC, as all DateTime values (like ExecutionDateTime) provided are
and saved in UTC reference based on the offset provided (if any)

The payment frequency for leg 2 (For e.g. 1M, 1Y, 15D, 1Wk)

The reset frequency for leg 2

The day count convention for leg 2 (For e.g. 30/360, 30/365)

The payment frequency (For e.g. 1M,1Wk,15D)

The day count convention of the associated cash flow stream (For e.g. 30/360, ACT/360)

The base notional value

The frequency of the base notional value (For e.g. 1M, 1D, 15D)
The base unit of the notional value (For e.g. MMBtu, MWh)

The total summed notional value (base notional * frequency)

The unit for total summed notional value (For e.g. MMBtu, MWh)

The notional amount for leg 2

The notional currency for leg 2

The notional value in the counter currency

The counter currency

Indicates type of amortization, if applicable

Scheduled date of amortization amount

(repeatable for multiple steps). Date being submitted should be in reference to UTC, as all DateTime values (like ExecutionDateTime) prov
converted and saved in UTC reference based on the offset provided (if any).
Repeat date/notional pair as many times as needed for each change in notional

Scheduled amortization amount

(repeatable for multiple steps). Repeat date/notional pair as many times as needed for each change in notional

Start date of amortizations schedule, if different from trade date. Date being submitted should be in reference to UTC, as all DateTime val
ExecutionDateTime) provided are converted and saved in UTC reference based on the offset provided (if any)

End date of amortizations schedule, if different from trade date. Date being submitted should be in reference to UTC, as all DateTime valu
ExecutionDateTime) provided are converted and saved in UTC reference based on the offset provided (if any)

Indicates the amortization frequency (For e.g. 1M, 3Wk, 15D, 1Y)

Indicates amortization step type

Indicates amortization rate

Indicates amortization step amount

If floating index leg, the location (For e.g. Henry Hub)

Mapping of the Leg2 Index Pricing Point to Geographic Region as set forth in Appendix E

If physical delivery leg, the physical delivery location (For e.g. Palo Verde)

Mapping of the Leg2 Delivery Point to Geographic Region as set forth in Appendix E

The load type for the commodity

If floating index leg, the averaging method (For e.g. Arithmetic average of midpoint price)

Type of Payment Stream

Indication of whether the price is expressed as a per unit, %rate or an Amount

The grade of the commodity, if applicable (For e.g. Minimum Gravity 36.4 API, Maximum Sulfur 0.46%)

The days of the week for the commodity (e.g. PJM electricity - Sunday - Friday)

The hours for the commodity (For e.g. 07:00-22:00)

The timezone for the commodity (For e.g. PPT)

For NDFs, the fixing date & time for the settled exchange rate. DateTime value provided is converted and saved in UTC reference based on
provided (if any)

Future Value Notional amount of the trade

Date of FX fixing. Date being submitted should be in reference to UTC, as all DateTime values (like ExecutionDateTime) provided are conve
saved in UTC reference based on the offset provided (if any)

It is the rate source for the conversion of the settlement currency (For e.g. BRL.PTAX/BRL09)

The number of business days used in the future value notional calculation

Attachment point associated with the Trance being traded

Exhaustion point associated with the Trance being traded

For capturing upfront fee in relation to the trade being submitted

Currency of upfront fee

Fee date, if applicable. Date being submitted should be in reference to UTC, as all DateTime values (like ExecutionDateTime) provided are
and saved in UTC reference based on the offset provided (if any)

Payer of upfront fee

Indication of the type of option applied to the trade, if any. Option types include cancellable swaps, extendable swaps, swaptions, etc

If option type exists, the stike price

If option type exists, the upper stike price

If option type exists, the exercise type. Types include American, Bermudan and European

The frequency of exercise periods.

If American or Bermudan exercise type, the first date for executions. Date being submitted should be in reference to UTC, as all DateTime
ExecutionDateTime) provided are converted and saved in UTC reference based on the offset provided (if any)

If American or Bermudan exercise type, the last date for executions. Date being submitted should be in reference to UTC, as all DateTime
ExecutionDateTime) provided are converted and saved in UTC reference based on the offset provided (if any).

Expiration date of exercise option. Date being submitted should be in reference to UTC, as all DateTime values (like ExecutionDateTime) p
converted and saved in UTC reference based on the offset provided (if any)

If option, indication of the settlement type

Delivery date of exercise option. Date being submitted should be in reference to UTC, as all DateTime values (like ExecutionDateTime) pro
converted and saved in UTC reference based on the offset provided (if any).
If fixed premium, premium amount

If fixed premium, premium currency

The date that the premium was paid. Date being submitted should be in reference to UTC, as all DateTime values (like ExecutionDateTime
are converted and saved in UTC reference based on the offset provided (if any)
 Valid Format & Values
Valid Format:

Text (1-1000 Characters)

Valid Values:

New
Amend
Terminate
Snapshot
SnapVal

Valid Format:

yyyy-MM-ddThh:mm:ss.SSSZ
yyyy-MM-ddThh:mm:ss.SSS±X, where X is a UTC offset
“Z” is the UTC zone designator, allowing for the specification of a zero UTC offset. For example, “2012-
10-12T16:34:56Z” is in reference to a timestamp of 2012-10-12T16:34:56Z UTC
“X” is a positive or negative UTC offset, allowing for the specification of a timezone via an offset relative
to UTC. For example:

2012-10-12T16:34:56+0500 is in reference to a local timestamp of 2012-10-12T16:34:56, in a timezone

that is 5 hours ahead of UTC.
2012-10-12T16:34:56-0500 is in reference to a local timestamp of 2012-10-12T16:34:56, in a timezone
that is 5 hours behind UTC.
Valid Values:
• New Trade - Enter a new trade.
• Valuation - Request the market value of a position
• Allocation - Indicating the trade originated or is being terminated as a part of Allocation process
• Novation - Indicating the trade originated or is being amended or terminated as part of Novation
process
• Clearing Novation - For bilateral trades, clearing novation is used when the trade is broken into two
trades each has the clearing counterparty on the other side of the trade. For cleared trades, clearing
novation is used on the cleared trade resulting from the clearing novation and has a DCO as the
reporting party.
• Partial Novation - When changing parties of the trade and the trade is between you and two parties.
(Example: Initially the trade is between party A and party B but now the trade is between party A and
party B and Party C. Both parties are on the other side of the trade with a trade split between them in
some proportion).
• Swap Unwind - Cancel a swap.
• Partial Swap Unwind - Partially cancel a contract.
• Exercise - Used for options.
• Compression - Indicating the trade originated or is being amended or terminated as part of
compression process
• Partial Netting - The terminate action for trades that will be terminated as a result of partial netting.
• Full Netting - The terminate action for trades to be terminated as a result of full netting.
• Amendment - Request a change to a previously submitted order.
• Increase - A type of amendment to a trade.
• Credit Event - Used for CDS contracts to report a credit event.
• Succession Event - Used for CDS contracts to report a succession event.
• Withdrawal - Report a withdrawal a swap transaction
• Void - Report a voided contract
• Cancel/Correct - To cancel and correct data which is incorrectly RT reported
• Other

Valid Format:

yyyy-MM-ddThh:mm:ss.SSSZ
yyyy-MM-ddThh:mm:ss.SSS±X, where X is a UTC offset

“Z” is the UTC zone designator, allowing for the specification of a zero UTC offset. For example, “2012-
10-12T16:34:56Z” is in reference to a timestamp of 2012-10-12T16:34:56Z UTC
“X” is a positive or negative UTC offset, allowing for the specification of a timezone via an offset relative
to UTC. For example:

2012-10-12T16:34:56+0500 is in reference to a local timestamp of 2012-10-12T16:34:56, in a timezone

that is 5 hours ahead of UTC.
2012-10-12T16:34:56-0500 is in reference to a local timestamp of 2012-10-12T16:34:56, in a timezone
that is 5 hours behind UTC.

Valid Format:

Text (1-50 Characters)

RT - Provide Real Time reporting of the trade as per obligation (Part 43).
PET - Primary Economic Term. Used to report a trade with complete information.
Confirm - Used when trades are confirmed by platforms.
RT+PET - All the attributes of the trade are being reported at one time.
PET+Confirm - Used to give PET information when the trade is confirmed by a platform.
RT+PET+Confirm - Provide all information and trade by a platform.
Post Trade Event - Changes to the trade after it has been entered into the SDR.
Post Trade Event + RT - Report a price effecting change on the trade previously reported to the SDR
Snapshot - used for reporting trade snapshot
Valuation - used to reporting valuations only
Snapshot+Valuation - Daily reporting of a trading position with the valuation information

Valid Format:

Text (1-32 Characters). Certain special characters are permitted - colon, hyphen (minus), period (full
stop) and underscore but the identifier cannot not start or end with a special character and multiple
consecutive special characters are also not permitted

Valid Format:

Text (1-10 Characters). No special characters are permitted

Valid Format:

Text (1-100 Characters)

Valid Format:

Text (1-255 characters)

Valid Values:

Y
N

Valid Values:

Y
N

Valid Values:

Y
N

Valid Format:

Text (1-50 Characters)

Valid Format:

Text (1-50 Characters)

Valid Values:

LEI
InternalSDR
Other

Valid Format:
Text (1-50 Characters)
Valid Format:

Text (1-30 Characters)

Valid Values:
SD
MSP
FE
NFE

Valid Values:

Y
N

Valid Format:

Text (1-50 Characters)

Valid Values:

LEI
InternalSDR
Other

Valid Format:

Text (1-50 Characters)

Valid Format:
Text (1-30 Characters)

Valid Values:

SD
MSP
FE
NFE

Valid Values:

Y
N
Valid Format:

Text (1-30 Characters)

Valid Values:

Interest Rate
Credit
FX
Commodity

Valid Format:

Where AssetClass = Interest Rate, FX or Credit

Text (1-30 Characters)

Valid Values:
Where AssetClass = Commodity

Precious Metals
Metals-Other
Bullion
Energy
Index
Agricultural
Environmental
Freight
Chemicals
Plastics
Weather
Volatility
Exotic
Other

Valid values:

Y
NA

Valid Values:

Interest Rate
Credit
FX
Commodity
Equity

Valid Values:
Single Name
Index
Index Tranche
Credit Basket
Valid Values:

Corporate
Sovereign
CDX
CDX Structured
iTraxx
iTraxx Structured
Muni
ABS
High Grade
Investment Grade
LCDX

Valid Format:

Text (1-100 Characters)

Interest Rate Valid Values:

InterestRateSwap
Swaption
FRA
CapFloor

Credit Valid Values:

CDSIndex
CDSIndexTranche
CDSIndexOption

FX Valid Values:

FXForward (FXFWD)
FXNDF
FXSwap
FXOption (OPT)

Valid Values:

CommoditySwap (CMDTYSWAP)
CommoditySwaption (SWAPTION)
Forward (FWD)
Option (OPT)

Valid Format:

Text (1-30 Characters)

Valid Format:

Text (1-30 Characters)

Valid Format:

Text (1-20 Characters)

Valid Values:

OPNT (Or Regular Trade)

Swap block
EFR
EFS
Large Notional Off Facility Swap

Valid Values:

'R' - Registered Market -SEF

'O' - Off Facility Swap
'E - Registered Market - DCM
'NA'

Valid Format:

yyyy-MM-ddThh:mm:ss.SSSZ
yyyy-MM-ddThh:mm:ss.SSS±X, where X is a UTC offset

“Z” is the UTC zone designator, allowing for the specification of a zero UTC offset.

For example:

“2012-10-12T16:34:56Z” is in reference to a timestamp of 2012-10-12T16:34:56Z UTC

“X” is a positive or negative UTC offset, allowing for the specification of a timezone via an offset relative
to UTC. For example:

2012-10-12T16:34:56+0500 is in reference to a local timestamp of 2012-10-12T16:34:56, in a timezone

that is 5 hours ahead of UTC.
2012-10-12T16:34:56-0500 is in reference to a local timestamp of 2012-10-12T16:34:56, in a timezone
that is 5 hours behind UTC.

Valid Format:

Text (1-50 Characters)

Valid Values:

LEI
InternalSDR
Other

Valid Format:

Text (1-100 Characters)

Valid Values:
Non-Electronic
Electronic
Valid Format:

yyyy-MM-ddThh:mm:ss.SSSZ
yyyy-MM-ddThh:mm:ss.SSS±X, where X is a UTC offset

“Z” is the UTC zone designator, allowing for the specification of a zero UTC offset. For example, “2012-
10-12T16:34:56Z” is in reference to a timestamp of 2012-10-12T16:34:56Z UTC
“X” is a positive or negative UTC offset, allowing for the specification of a timezone via an offset relative
to UTC. For example:
2012-10-12T16:34:56+0500 is in reference to a local timestamp of 2012-10-12T16:34:56, in a timezone
that is 5 hours ahead of UTC.
2012-10-12T16:34:56-0500 is in reference to a local timestamp of 2012-10-12T16:34:56, in a timezone
that is 5 hours behind UTC

Valid Values:

Uncollateralized
Partially Collateralized
One-Way Collateralized
Fully Collateralized

Valid Values:

End-user
Inter-affiliate
Treasury-affiliate
Cooperative
NA

Valid Format:

Text (1-50 Characters)

Valid Format:

Text (1-50 Characters)

Valid Values:

Cleared
Intend to Clear
Uncleared

Valid Values:
Y
N
Valid Format:

Text (1-50 Characters)

Valid Values:

LEI
InternalSDR
Other
Valid Format:

Text (1-100 Characters)

Valid Format:

Text (1-50 Characters)

Valid Format:

Text (1-50 Characters)

Valid Values:

House
Customer

Valid Format:

yyyy-MM-ddThh:mm:ss.SSSZ
yyyy-MM-ddThh:mm:ss.SSS±X, where X is a UTC offset

“Z” is the UTC zone designator, allowing for the specification of a zero UTC offset. For example, “2012-
10-12T16:34:56Z” is in reference to a timestamp of 2012-10-12T16:34:56Z UTC
“X” is a positive or negative UTC offset, allowing for the specification of a timezone via an offset relative
to UTC. For example:

2012-10-12T16:34:56+0500 is in reference to a local timestamp of 2012-10-12T16:34:56, in a timezone

that is 5 hours ahead of UTC.
2012-10-12T16:34:56-0500 is in reference to a local timestamp of 2012-10-12T16:34:56, in a timezone
that is 5 hours behind UTC.

Valid Format:

yyyy-MM-ddThh:mm:ss.SSSZ
yyyy-MM-ddThh:mm:ss.SSS±X, where X is a UTC offset

“Z” is the UTC zone designator, allowing for the specification of a zero UTC offset. For example, “2012-
10-12T16:34:56Z” is in reference to a timestamp of 2012-10-12T16:34:56Z UTC
“X” is a positive or negative UTC offset, allowing for the specification of a timezone via an offset relative
to UTC. For example:

2012-10-12T16:34:56+0500 is in reference to a local timestamp of 2012-10-12T16:34:56, in a timezone

that is 5 hours ahead of UTC.
2012-10-12T16:34:56-0500 is in reference to a local timestamp of 2012-10-12T16:34:56, in a timezone
that is 5 hours behind UTC.

Valid Format:

Text (1-50 Characters)

Valid Format:
Text (1-32 Characters). Certain special characters are permitted - colon, hyphen (minus), period (full
stop) and underscore but the identifier cannot not start or end with a special character and multiple
consecutive special characters are also not permitted

Valid Format:

Text (1-10 Characters). No special characters are permitted

Valid Format:

Text (1-10 Characters)

Valid Format:
Text (1-32 Characters). Certain special characters are permitted - colon, hyphen (minus), period (full
stop) and underscore but the identifier cannot not start or end with a special character and multiple
consecutive special characters are also not permitted

Valid Format:

Text (1-10 Characters). No special characters are permitted

Valid Format:

Text (1-50 Characters)

Valid Format:

Text (1-32 Characters). Certain special characters are permitted - colon, hyphen (minus), period (full
stop) and underscore but the identifier cannot not start or end with a special character and multiple
consecutive special characters are also not permitted

Valid Format:

Text (1-10 char). No special characters are permitted

Valid Format:

Text (1-32 Characters). Certain special characters are permitted - colon, hyphen (minus), period (full
stop) and underscore but the identifier cannot not start or end with a special character and multiple
consecutive special characters are also not permitted

Valid Format:

Text (1-10 char). No special characters are permitted

Valid Format:

Text (1-50 Characters)

Valid Format:

Text (1-50 Characters)

Valid Values:
Y
N

Valid values:

Y
N/A
NA
Not Applicable

Valid Format:

Text (1-50 Characters)

Valid Values:

Y
N

Valid Values:

Y
N

Valid Format:

Text (1-32 Characters). Certain special characters are permitted - colon, hyphen (minus), period (full
stop) and underscore but the identifier cannot not start or end with a special character and multiple
consecutive special characters are also not permitted

Valid Format:

Text (1-10 Characters). No special characters are permitted

Valid Format:

Text (1-50 Characters)

Valid Format:

Text (1-50 Characters)

Valid Format:

Text (1-50 Characters)

Valid Format:

Text (1-50 Characters)

Valid Format:

Text (1-50 Characters)

Valid Format:

Text (1-50 Characters)

Valid Format:
Text (1-50 Characters)

Valid Format:

MM/dd/yyyy
yyyy-MM-dd
Valid Format:

MM/dd/yyyy OR yyyy-MM-dd
Valid Format:

MM/dd/yyyy
yyyy-MM-dd

Valid Values:

Cash
Physical
Valid Values:

Currency (MUST use ISO code)

Valid Format:

Number
Valid Format:

Number
Valid Format:

Text (1-30 Characters)

Valid Format:

Decimal (e.g. 0.04 = 4%)

Valid Values:

Spread
Price
Valid Format:

Number
Valid Format:

Number

Valid Format:
Text (1-50 Characters)
Valid Values:

Fixed
Float
Physical (Only for Commodities)

Valid Format:

Decimal (e.g. 0.04 = 4%)

Valid Format:

Number
Valid Values:
Currency (Must use ISO Code)

Valid Format:

Text (1-50 Characters)

Valid Format:

Text (1-30 Characters)

Valid Format:

Text (1-50 Characters)

Valid Format:

Decimal (e.g. 0.04 = 4%)

Valid Format:
Text (1-30 Characters)
Valid Format:

Text (1-100 Characters)

Valid Format:

yyyy-MM-dd
yyyyMMdd
MM/dd/yyyy

Valid Format:
yyyy-MM-dd
yyyyMMdd
MM/dd/yyyy
Valid Format:
MM/dd/yyyy
yyyy-MM-dd

Valid Values:

MM/dd/yyyy
yyyy-MM-dd

Valid Format:

Text (1-10 Characters)

Valid Format:
Text (1-10 Characters)
Valid Format:

Text (1-20 Characters)

Valid Format:

Number
Valid Format:

Text (1-10 Characters)

Valid Format:

Text (1-30 Characters)

Valid Format:

Number
Valid Format:

Text (1-30 Characters)

Valid Format:

Number
Valid Values:
Currency (MUST use ISO code)
Valid Format:

Number
Valid Values:

Currency (MUST use ISO code)

Valid Format:

Number
Valid Values:

Currency(MUST use ISO code)

Valid Values:

Bullet
Equal
Step Down
Annuity
Schedule

Valid Format:

MM/dd/yyyy
yyyy-MM-dd
Valid Format:

Number
Valid Format:

MM/dd/yyyy
yyyy-MM-dd

Valid Format:

MM/dd/yyyy
yyyy-MM-dd
Valid Format:

Text (1-10 Characters)

Valid Values:

Add
Subtract
Multiply
Divide

Valid Format:

Decimal (e.g. 0.04 = 4%)

Valid Format:

Number
Valid Values:

Y
N
Valid Format:

Text (1-50 Characters)

Valid Format:

Text (1-100 Characters)

Valid Format:

Text (1-50 Characters)

Valid Values:

Text (1-100 Characters)

Valid Values

Text (1-30 Characters)

Valid Format:

Text (1-50 Characters)

Valid Values:

Periodic
Initial
Single

Valid Values:
Percentage
Per Unit
Fixed Amount

Valid Format:

Text (1-30 Characters)

Valid Format

Text (1-30 Characters)

Valid Format:

Text (1-30 Characters)

Valid Format:

Text (1-20 Characters)

Valid Format:

Text (1-50 Characters)

Valid Values:

Fixed
Float
Physical (Only for Commodities)

Valid Format:
Decimal (e.g. 0.04 = 4%)
Valid Format

Number
Valid Values:

Currency(Must use ISO Code)

Valid Format:

Text (1-50 Characters)

Valid Format:

Text (1-10 Characters)

Valid Format:

Text (1-50 Characters)

Valid Format:

Decimal (e.g. 0.04 = 4%)

Valid Format:

Text (1-30 Character)

Valid Format:
Text (1-100 Characters)
Valid Format:
yyyy-MM-dd
MM/DD/YYYY

Valid Values:

yyyy-MM-dd
MM/DD/YYYY

Valid Format:

MM/dd/yyyy
yyyy-MM-dd

Valid Format:

MM/dd/yyyy
yyyy-MM-dd

Valid Format:

Text (1-10 Characters)

Valid Format:

Text (1-10 Characters)

Valid Values:

Text (1-20 Characters)

Valid Format:

Text (1-10 Characters)

Valid Format:

Text (1-20 Characters)

Valid Format:

Number
Valid Format:

Text (1-10 Characters)

Valid Format:

Text (1-30 Characters)

Valid Values:

Number
Valid Format:

Text (1-30 Characters)

Valid Format

Number
Valid Values:

Currency (MUST use ISO code)

Valid Format:

Number
Valid Values:

Currency (MUST use ISO code)

Valid Values:

Bullet
Equal
Step Down
Annuity
Schedule

Valid Format:

MM/dd/yyyy
yyyy-MM-dd
Valid Format:

Number
Valid Format:

MM/dd/yyyy
yyyy-MM-dd

Valid Format:

MM/dd/yyyy
yyyy-MM-dd
Valid Format:

Text (1-10 Characters)

Valid Values:

Add
Subtract
Multiply
Divide
Valid Format:

Decimal (e.g. 0.04 = 4%)

Valid Format:

Number
Valid Format:

Text (1-50 Characters)

Valid Format:

Text (1-100 Characters)

Valid Format:
Text (1-50 Characters)
Valid Format:

Text (1-100 Characters)

Valid Format:

Text (1-30 Characters)

Valid Format:

Text (1-50 Characters)

Valid Values:

Periodic
Initial
Single

Valid Values:

Percentage
Per Unit
Fixed Amount

Valid Values:

Text (1-30 Characters)

Valid Format:

Text (1-30 Characters)

Valid Format:

Text (1-30 Characters)

Valid Format:
Text (1-20 Characters)
Valid Format:
yyyy-MM-ddThh:mm:ss.SSS-Z
yyyyMMddTHH:mm:ss (CST/CDT)
Valid Format:

Number
Valid Format:
MM/dd/yyyy
yyyy-MM-dd
Valid Format:

Text(1-30 Characters)
Valid Format:

Number
Valid Format:

Decimal (Use .01, not 1%)

Valid Format:

Decimal (e.g. 0.04 = 4%)

Valid Format:

Number
Valid Format:

Currency (MUST use ISO code)

Valid Format:

MM/dd/yyyy
yyyy-MM-dd
Valid Format:

Text (1-50 Characters)

Valid Values:

Swaption
Cancellable
Extendible
Cap
Floor
Collar
Straddle
Strangle

Valid Format:

Decimal (e.g. 0.04 = 4%)

Valid Format:

Decimal (e.g. 0.04 = 4%)

Valid Values:

American
Bermudan
European

Valid Format:

Text (1-10 Characters)

Valid Format:

MM/dd/yyyy
yyyy-MM-dd

Valid Format:

MM/dd/yyyy
yyyy-MM-dd

Valid Format:

MM/dd/yyyy
yyyy-MM-dd

Valid Values:

Cash
Physical

Valid Format:

MM/dd/yyyy
yyyy-MM-dd
Valid Format:

Number

Valid Values:

Currency (MUST use ISO code)

Valid Format:

MM/dd/yyyy
yyyy-MM-dd
 Upload Requirements

Optional

Required

Optional
Required

Required

Optional
Required

Required (Optionally generated for new trade submissions)

Required if Action = Amend, Terminate, Valuation

Required (Optionally generated for new trade submissions)

Required if Action = Amend, Terminate, Valuation

Optional

Optional

Optional

Optional

Optional

Optional (Only applicable for FTP submissions)

Required
Optional

Optional

Optional

Optional

Optional

Required

Optional

Optional

Optional

Optional

Optional

Optional
Required

Optional if Asset Class = Interest Rate, FX or Credit

Required if Asset Class = Commodity

Optional

Optional

Optional
Optional

Required

Required

Optional

Optional

Optional
Required

Required (Should be 'NA' if Position = 'Y'. Cannot be 'NA'

where Position = 'N' or null)

Required if Position = N or null

Required if ExecutionVenueType = E or Registered Market -

DCM or R or Registered Market -SEF

Optional

Optional

Optional
Optional

Optional

Required if Cleared = 'Uncleared'

Required if Clearing Exception = End-User, Inter-affiliate,

Treasury-affiliate or Cooperative and
NonRepClearingExceptionPartyLEI is not populated

Required if Clearing Exception = End-User, Inter-affiliate,

Treasury-affiliate or Cooperative and
RepClearingExceptionPartyLEI is not populated

Required

Required (Clearing organizations operating subject to

exemptive relief should select 'N')

Required if DCOIndicator = 'Y' or Cleared = 'Cleared'

Optional
Optional

Required if DCOIndicator = 'Y' or Cleared = 'Cleared' and

Event = 'Clearing Novation'

Required if ClearingMemberLEI is populated.

Required if ClearingMemberLEI is populated

Required if DCOIndicator = 'Y' or Cleared = 'Cleared' and

Event = 'Clearing Novation'

Required field if DCOIndicator = 'Y' or Cleared = 'Cleared'

and Event = 'Clearing Novation'

Optional

Required field if DCOIndicator = 'Y' or Cleared = 'Cleared'

and Event = 'Clearing Novation' and InitialSDRLEI is not null
or populated as 'NCRS'

Required if PriorUSI is populated

Optional

Required if DCOIndicator = 'Y' or Cleared = 'Cleared' and

Event = 'Clearing Novation'

Required if OtherClearingSwapUSI is populated

Required if Action = 'Terminate' and Event = 'Clearing

Novation'

Required if Action = 'Terminate' and Event = 'Clearing

Novation'

Required if Action = 'Terminate' and Event = 'Clearing

Novation'

Required if Action = 'Terminate' and Event = 'Clearing

Novation'

Required if Action = 'Terminate' and Event = 'Clearing

Novation'

Required if IntlSwapInd = Y

Required if IntlSwapInd = Y
Optional

Optional

Required if MixedSwap = Y

Optional

Optional

Optional

Optional

Optional

Optional

Optional

Optional

Optional

Required if AssetClass = Commodity, FX or Credit

Required for AssetClass = Interest Rate if ProductType =
Swaption, FRA or Cap/Floor
Required if AssetClass = Commodity, FX or Credit

Required for AssetClass = Interest Rate if ProductType =

Swaption, FRA or Cap/Floor

Required

Required

Required

Optional

Required

Optional

Optional

Optional

Required

Required

Required

Optional

Required for AssetClass = Interest Rate if ProductType =

Interest RateSwap or Swaption
Required for AssetClass = Commodity if ProductType=
CommoditySwap Or CommoditySwaption
Required for AssetClass = Interest Rate if ProductType =
Interest RateSwap or Swaption
Required for AssetClass = Commodity if ProductType=
CommoditySwap Or CommoditySwaption

Required if ProductType = Interest RateSwap or Swaption

and Leg1Type = Fixed

Required if ProductType = FRA or Cap/Floor

Required if Leg1Type= Fixed

Required if Leg1Type= Fixed

Required for AssetClass = Interest Rate if ProductType =

Interest RateSwap or Swaption and Leg1Type = Float

Required for AssetClass = Interest Rate if ProductType = FRA

or Cap/Floor

Required for AssetClass = Commodity if ProductType=

CommoditySwap Or CommoditySwaption and Leg1Type=
Float

Required for AssetClass = Commodity if ProductType=

Forward or Option

Optional

Optional

Optional

Required

Optional

Required

Required
Required

Required

Required for AssetClass = Interest Rate if ProductType =

Interest RateSwap or Swaption or Cap/Floor
Optional for AssetClass = Commodity

Required if ProductType = Interest RateSwap or Swaption or

Cap/Floor and Leg1Type = Float

Required

Optional

Optional

Optional

Required

Required

Required

Required

Required

Required

Required

Required
Optional

Required if Leg1AmortType = Schedule

Required if Leg1AmortType = Schedule

Optional

Optional

Required if Leg1AmortType = Equal or Step Down or

Annuity

Required if Leg1AmortType = Step Down

Required if Leg1AmortType = Annuity

Required if Leg1AmortType = Step Down

Optional

Optional

Required if AppendixB = N and ExecutionVenueType = O or

Off Facility Swap

Optional

Required if AppendixB = N and ExecutionVenueType = O or

Off Facility Swap
Optional

Optional

Optional

Optional

Optional

Optional

Optional

Optional

Required for AssetClass = Interest Rate if ProductType =

Interest RateSwap or Swaption

Required for AssetClass = Commodity if ProductType=

CommoditySwap Or CommoditySwaption

Required for AssetClass = Interest Rate if ProductType =

Interest RateSwap or Swaption

Required for AssetClass = Commodity if ProductType=

CommoditySwap Or CommoditySwaption

Required if ProductType = Interest RateSwap or Swaption

and Leg2Type = Fixed

Required if ProductType = CommoditySwap or

CommoditySwaption and Leg2Type = Fixed

Required if ProductType = CommoditySwap or

CommoditySwaption and Leg2Type = Fixed

Required for AssetClass = Interest Rate if ProductType =

Interest RateSwap or Swaption and Leg2Type = Float

Required for AssetClass = Commodity if ProductType=

CommoditySwap Or CommoditySwaption and Leg2Type=
Float
Optional

Optional

Optional

Optional

Optional

Required if ProductType = CommoditySwap or

CommoditySwaption

Required if ProductType = CommoditySwap or

CommoditySwaption

Required if ProductType = Interest RateSwap or Swaption

Required if ProductType = Interest RateSwap or Swaption

Required for AssetClass = Interest Rate if ProductType =

Interest RateSwap or Swaption

Optional for AssetClass = Commodity

Required if ProductType = Interest RateSwap or Swaption

and Leg2Type = Float

Required if ProductType = Interest RateSwap or Swaption

Optional

Optional

Optional

Optional
Optional

Required if ProductType = CommoditySwap or

CommoditySwaption

Required if ProductType = CommoditySwap or

CommoditySwaption

Required if ProductType = Interest RateSwap or Swaption

Required if ProductType = Interest RateSwap or Swaption

Required

Required

Optional

Required if Leg2AmortType = Schedule

Required if Leg2AmortType = Schedule

Optional

Optional

Required if Leg2AmortType = Equal or Step Down or

Annuity

Required if Leg2AmortType = Step Down

Required if Leg2AmortType = Annuity

Required if Leg2AmortType = Step Down

Optional

Required if AppendixB = N and ExecutionVenueType = O or

Off Facility Swap

Optional

Required if AppendixB = N and ExecutionVenueType = O or

Off Facility Swap

Optional

Optional

Optional

Optional

Optional

Optional

Optional

Optional

Required if ProductType = NDF

Optional
Optional

Optional

Optional

Required if ProductType = CDSIndexTranche

Required if ProductType = CDSIndexTranche

Optional

Required if upfront fee is populated

Required if upfront fee is populated

Required if upfront fee is populated

Required for AssetClass = Interest Rate if ProductType =

Swaption or Cap/Floor

Required for AssetClass = Commodity if ProductType =

CommoditySwaption or Option

Required for AssetClass = FX if ProductType =

FXOption

Required for AssetClass = Credit if ProductType =

CDSIndexOption

Required for AssetClass = Interest Rate if ProductType =

Cap/Floor and OptionType = Floor or Collar or Strangle

Required for AssetClass = Commodity if ProductType =

CommoditySwaption or Option

Required for AssetClass = FX if ProductType =

FXOption

Required for AssetClass = Credit if ProductType =

CDSIndexOption
Required for AssetClass = Interest Rate if ProductType =
Cap/Floor and OptionType = Cap or Collar
Required for AssetClass = Interest Rate if ProductType =
Swaption and OptionType = Strangle
Required for AssetClass = Commodity if ProductType =
CommoditySwaption or Option and OptionType = Collar or
Strangle

Required for AssetClass = Interest Rate if ProductType =

Swaption or Cap/Floor
Required for AssetClass = Commodity if ProductType =
CommoditySwaption or Option
Required for AssetClass = FX if ProductType =
FXOption
Required for AssetClass = Credit if ProductType =
CDSIndexOption

Optional

Optional

Optional

Required for AssetClass = Interest Rate if ProductType =

Swaption or Cap/Floor

Required for AssetClass = Commodity if ProductType =

CommoditySwaption or Option

Required for AssetClass = FX if ProductType =

FXOption

Required for AssetClass = Credit if ProductType =

CDSIndexOption

Optional

Optional
Required for AssetClass = Interest Rate if ProductType =
Swaption or Cap/Floor

Required for AssetClass = Commodity if ProductType =

CommoditySwaption or Option

Required for AssetClass = FX if ProductType =

FXOption

Required for AssetClass = Credit if ProductType =

CDSIndexOption

Required for AssetClass = Interest Rate if ProductType =

Swaption or Cap/Floor

Required for AssetClass = Commodity if ProductType =

CommoditySwaption or Option

Required for AssetClass = FX if ProductType =

FXOption

Required for AssetClass = Credit if ProductType =

CDSIndexOption

Required for AssetClass = Interest Rate if ProductType =

Swaption or Cap/Floor

Required for AssetClass = Commodity if ProductType =

CommoditySwaption or Option

Required for AssetClass = FX if ProductType =

FXOption

Required for AssetClass = Credit if ProductType =

CDSIndexOption
 Fields Asset Class

Action ALL

USI ALL

USINamespace ALL

ReportingPartyLEI ALL

NonReportingPartyLEI ALL

SubmissionType ALL

ValuationDate ALL

MTM ALL

MTMCurrency ALL

FXRate Interest Rate

FXFixingRate Interest Rate

PreviousFXRate Interest Rate

FXFixingDate Interest Rate

 Description of details to be reported

SDR system action on valuation only submission

The unique swap identifier for the trade

The Namespace associated with the USI populated

The LEI of the reporting counterparty as determined by the reporting counterparty

hierarchy under §45.8. This is not linked to the pay/receive status of the
counterparty, see Leg 1/2 LEI

An LEI is obtained through one of the LEI issuing organizations – also referred to as
Local Operating Units (LOUs) - accredited by the Global Legal Entity Identifier
Foundation (GLEIF) e.g., GMEI

The LEI of the counterparty who has not been determined to be the reporting
counterparty under §45.8. This is not linked to the pay/receive status of the
counterparty, see Leg 1/2 LEI

If an LEI for the non-reporting counterparty is provided specify the

NonReportingPartyLEISource field as 'LEI'.
If an natural person, a substitute should be provided and the
NonReportingPartyLEISource field should specify ‘Other’.

Describes the purpose of the submission

The date/time of the valuation. DateTime value provided is converted and saved in
UTC reference based on the offset provided (if any)

The mark to market valuation representing the NPV of the trade/position

The currency of the mark to market valuation

Spot FX rate used to convert BRL valuations to USD settlement amounts

FX Fixing Rate for coupon (final) payment

Prior day's spot FX rate used to convert BRL valuations to USD settlement amounts

Date of FX fixing. Date being submitted should be in reference to UTC, as all

DateTime values (like ExecutionDateTime) provided are converted and saved in UTC
reference based on the offset provided (if any)
 Valid Format & Values Upload Requirements
Valid Values:

Valuation Required

Valid Format:

Text (1-32 Characters). Certain special

characters are permitted - colon, hyphen
(minus), period (full stop) and underscore
but the identifier cannot not start or end Required
with a special character and multiple
consecutive special characters are also not
permitted

Valid Format:

Text (1-10 Characters). No special Required

characters are permitted

Valid Format:
Required
Text (1-50 Characters)

Valid Format:
Required
Text (1-50 Characters)

Valid Values:
Required
Valuation
Valid Values:

MM/dd/yyyy Required
yyyy-MM-dd
Valid Values:
Required
Number
Valid Values:
Required
Currency
Valid Values:
Optional
Number
Valid Values:
Optional
Number
Valid Values:
Optional
Number
Valid Values:

MM/dd/yyyy Optional
yyyy-MM-dd