FIRST SCHEDULE
Regulations 11(1)(b), (2), (4)(b) and (5), 11A(1)(b) and (2), 11B(2) and (4) and 11C(1)(b), (2), (4)(b) and (5), Second Schedule and Third Schedule
Part I
DERIVATIVES INFORMATION TO BE REPORTED
FOR ALL CLASSES OF SPECIFIED DERIVATIVES CONTRACTS
First column
Type of information
Second column
Data field
Third column
Description of data field
1.Contract information
Unique transaction identifier (UTI)
An identifier to denote the transaction.
For an uncleared contract that is not electronically confirmed, the specified person must report a UTI to be agreed on with the counterparty to the contract or a UTI that is internally generated.
For all other contracts, the specified person must report the UTI to be agreed on with the counterparty to the contract.
Field value: Alphanumeric string.
 
Unique product
identifier (UPI)
An identifier to denote the product type (e.g. ISDA product taxonomy).
Field value: Alphanumeric string.
 
Previous UTI (where applicable)
To denote the previous UTI relating to this contract.
Field value: Alphanumeric string.
2.Counterparty information
Identifier of counterparty 1
An identifier of counterparty 1.
Where counterparty 1 is a specified person, to use LEI or pre‑LEI if LEI is not available.
Where counterparty 1 is not a specified person, to use LEI or pre‑LEI if LEI is not available or, if counterparty 1 does not have any LEI or pre‑LEI, to use SWIFT BIC code, AVOX ID, any identifier issued by a licensed trade repository or licensed foreign trade repository, or client code.
In the case of individuals, to use a client code.
Field value: Alphanumeric string.
 
Identifier of counterparty 2
An identifier of counterparty 2.
Where counterparty 2 is a specified person, to use LEI or pre‑LEI if LEI is not available.
Where counterparty 2 is not a specified person, to use LEI or pre‑LEI if LEI is not available or, if counterparty 2 does not have any LEI or pre‑LEI, to use SWIFT BIC code, AVOX ID, any identifier issued by a licensed trade repository or licensed foreign trade repository, or client code.
In the case of individuals, to use a client code.
Field value: Alphanumeric string.
 
Identifier of reporting entity
To denote the identity of the reporting entity.
To use LEI or pre‑LEI if LEI is not available.
Field value: Alphanumeric string.
3.Clearing
Whether the contract has been cleared
To denote if the contract has been cleared.
Field value: “True” or “False”.
 
Identifier of clearing entity (where applicable)
To denote the identity of the clearing entity.
To use LEI or pre‑LEI if LEI is not available.
Field value: Alphanumeric string.
4.Transactional data
Effective date or start date of contract
The date under which the obligations under the contract come into effect.
Field value: ISO 8601 date format, UTC time.
 
Maturity, termination or end date of contract
The date of expiry of the contract.
Field value: ISO 8601 date format, UTC time.
5.Timestamp
Reporting timestamp
The date and time when the contract was reported to a LTR or LFTR.
Field value: ISO 8601 date format, UTC time.
6.Option (where applicable)
Option type
To denote the type of option.
Field value: “Call” or “Put”.
 
Option expiration date
The expiry date of the option.
Field value: ISO 8601 date format, UTC time.
 
Option premium
The amount of option premium paid by the buyer to the seller for the reported contract.
Field value: Any valid number.
 
Option premium currency
The currency in which the option premium is expressed in.
Field value: ISO currency code.
 
Option style
To indicate whether the option can be exercised on a fixed date or any time during the life of the contract.
Field value: “American”, “European” or “Bermudan”.
 
Strike price (cap/floor rate)
The strike price of the option.
Field value: Any valid number.
[S 120/2020 wef 25/02/2020]
[S 153/2018 wef 01/04/2018]
[S 529/2017 wef 01/10/2017]
[S 30/2017 wef 26/01/2017]
[S 41/2016 wef 29/01/2016]
[S 727/2014 wef 01/11/2014]
[S 224/2014 wef 31/03/2014]
Part IA
ADDITIONAL DERIVATIVES INFORMATION TO BE
REPORTED FOR ALL CLASSES OF SPECIFIED
DERIVATIVES CONTRACTS
First column
Second column
Third column
Type of information
Data field
Description of
data field
1.Counterparty information
Trading capacity of specified person
To denote trading capacity of specified person.
Field value: “Principal” or “Agent”.
 
Identifier of beneficiary
To denote the identity of the beneficiary of the contract.
Where the contract is executed via a structure representing a number of beneficiaries such as a trust or a fund, the beneficiary must be identified as that structure (i.e. as the trust or fund).
Where the beneficiary is a legal entity, to use LEI or pre‑LEI if LEI is not available.
 
 
Where the beneficiary is a collective investment scheme (CIS) or real estate investment trust (REIT), the beneficiary must be identified by the LEI, or the OPERA II scheme number if LEI is not available.
Where the beneficiary is an individual, to report the client code assigned by the specified person.
Field value: Alphanumeric string.
 
Reporting obligation of specified person
To indicate the jurisdiction to which the specified person has a reporting obligation.
Field value: Free text.
2.Confirmation
Date of confirmation
The date when the contract is confirmed.
Field value: ISO 8601 date format, UTC time.
 
Whether the contract is electronically confirmed
To indicate whether the contract is electronically confirmed.
Field value: “Electronic”, “Non‑electronic” or “Not Confirmed”.
3.Trade execution
Identifier of execution venue
Identifier of execution venue. To denote “SEF”, “DCM”, “Off‑Facility” or LEI of the execution venue if applicable.
To use LEI or pre‑LEI if LEI is not available.
Field value: Alphanumeric string.
4.Transactional data
Delivery type
To indicate whether the contract is settled physically or in cash.
Field value: “Cash”, “Physical” or “Election”.
 
Deliverable Currency
(where applicable)
The currency to be delivered.
Field value: ISO currency code.
 
Mark‑to‑market or mark‑to‑model value of contract
To denote the mark‑to‑market or mark‑to‑model value of the contract.
Field value: Any valid number.
 
Currency of mark‑to‑market or mark‑to‑model value
Currency in which the mark‑to‑market or mark‑to‑model value of the contract is expressed.
Field value: ISO currency code.
 
Valuation type
To denote if the contract is mark‑to‑market or mark‑to‑model.
Field value: “Mark‑to‑market” or “Mark‑to‑model”.
 
Date and time of valuation
Date and time of the last mark‑to‑market or mark‑to‑model valuation.
Field value: ISO 8601 date format, UTC time.
5.Timestamp
Execution date
The date of execution of the contract.
Field value: ISO 8601 date format, UTC time.
 
Clearing date (where applicable)
Where the contract is cleared, the date when the clearing took place.
Field value: ISO 8601 date format, UTC time.
6.Contract information
Booking location
Where the contract is booked in Singapore, to use country code for Singapore “SG”.
Where the contract is not booked in Singapore, to denote the country where the contract was booked.
Field value: ISO 3166‑1 alpha‑2 country code.
 
Trader location
Where the contract is traded in Singapore, to use country code for Singapore “SG”.
Where the contract is not traded in Singapore, to denote the country where the trader which executed the contract is located.
Field value: ISO 3166‑1 alpha‑2 country code.
[S 153/2018 wef 01/04/2018]
Part II
DERIVATIVES INFORMATION TO BE REPORTED
FOR INTEREST RATE DERIVATIVES CONTRACTS
First column
Second column
Third column
Type of
information
Data field
Description of
data field
1.Transactional data
Notional amount for leg 1
The notional amount of leg 1 of the contract.
Field value: Any valid number.
 
Notional currency for leg 1
Currency in which notional amount of leg 1 of the contract is expressed in.
Field value: ISO currency code.
 
Notional amount for leg 2
The notional amount of leg 2 of the contract.
Field value: Any valid number.
 
Notional currency for leg 2
Currency in which notional amount of leg 2 of the contract is expressed in.
Field value: ISO currency code.
 
Amount of upfront payment (where applicable)
The amount of any upfront payment counterparty 1 made or received.
Field value: Any valid number.
 
Currency/currencies in which upfront payment is expressed (where applicable)
The currency/currencies in which the upfront payment is expressed.
Field value: ISO currency code.
 
Payer of leg 1
LEI of counterparty paying leg 1.
Field value: Alphanumeric string.
 
Payer of leg 2
LEI of counterparty paying leg 2.
Field value: Alphanumeric string.
 
Rate of leg 1 (where applicable)
The rate used in leg 1, where applicable.
Field value: Any valid number.
 
Rate of leg 2 (where applicable)
The rate used in leg 2, where applicable.
Field value: Any valid number.
 
Payment frequency period of leg 1 (where applicable)
The frequency period of payments for leg 1.
Field value: D (day), M (month), W (week), Y (year) or T (term).
 
Payment frequency multiplier of leg 1 (where applicable)
An integer number of the payment frequency period of leg 1.
Field value: Any valid number.
 
Payment frequency period of leg 2 (where applicable)
The frequency period of payments for leg 2.
Field value: D (day), M (month), W (week), Y (year) or T (term).
 
Payment frequency multiplier of leg 2 (where applicable)
An integer number of the payment frequency period of leg 2.
Field value: Any valid number.
 
Day count of leg 1 (where applicable)
The actual number of days in the calculation period for leg 1.
Field value: “1/1”, “30/360”, “30E/360.ISDA”, “30E/360”, “ACT/360”, “ACT/365.FIXED”, “ACT/365L”, “ACT/ACT.AFB”, “ACT/ACT.ICMA”, “ACT/ACT.ISDA”, “ACT/ACT.ISMA”, “BUS/252” or “Other”.
 
Day count of leg 2 (where applicable)
The actual number of days in the calculation period for leg 2.
Field value: “1/1”, “30/360”, “30E/360.ISDA”, “30E/360”, “ACT/360”, “ACT/365.FIXED”, “ACT/365L”, “ACT/ACT.AFB”, “ACT/ACT.ICMA”, “ACT/ACT.ISDA”, “ACT/ACT.ISMA”, “BUS/252” or “Other”.
 
Reset frequency period of leg 1 (where applicable)
The frequency with which leg 1 resets.
Field value: D (day), M (month), W (week), Y (year) or T (term).
 
Reset frequency multiplier of leg 1 (where applicable)
An integer number of the reset frequency period of leg 1.
Field value: Any valid number.
 
Reset frequency period of leg 2 (where applicable)
The frequency with which leg 2 resets.
Field value: D (day), M (month), W (week), Y (year) or T (term).
 
Reset frequency multiplier of leg 2 (where applicable)
An integer number of the reset frequency period of leg 2.
Field value: Any valid number.
 
Price/spread (where applicable)
Transacted price/spread.
Field value: Any valid number.
[S 153/2018 wef 01/04/2018]
Part III
DERIVATIVES INFORMATION TO BE REPORTED
FOR CREDIT DERIVATIVES CONTRACTS
 
First column
Type of information
Second column
Data field
Third column
Description of data field
1.Counterparty information
Identifier of counterparty purchasing protection (where applicable)
An identifier of the counterparty purchasing protection.
Where the counterparty is a specified person, to use LEI or pre‑LEI if LEI is not available.
Where the counterparty is not a specified person, to use LEI or pre‑LEI if LEI is not available, or if the counterparty does not have any LEI or pre‑LEI, to use SWIFT BIC code, AVOX ID, any identifier issued by a licensed trade repository or licensed foreign trade repository, or client code.
In the case of individuals, to use a client code.
Field value: Alphanumeric string.
 
Identifier of counterparty selling protection (where applicable)
An identifier of the counterparty selling protection.
Where the counterparty is a specified person, to use LEI or pre‑LEI if LEI is not available.
Where the counterparty is not a specified person, to use LEI or pre‑LEI if LEI is not available, or if the counterparty does not have any LEI or pre‑LEI, to use SWIFT BIC code, AVOX ID, any identifier issued by a licensed trade repository or licensed foreign trade repository, or client code.
In the case of individuals, to use a client code.
Field value: Alphanumeric string.
 
Information identifying the reference entity
An identifier of the entity that is the subject of the protection being purchased and sold.
To use REDID (where available).
Field value: Alphanumeric string.
2.Transactional data
Notional amount
The notional amount of the contract.
Field value: Any valid number.
 
Notional currency
The currency in which the notional amount is expressed in.
Field value: ISO currency code.
 
Amount of upfront payment (where applicable)
The amount of any upfront payment counterparty 1 made or received.
Field value: Any valid number.
 
Currency/ currencies in which upfront payment is expressed (where applicable)
The currency/currencies in which the upfront payment is expressed.
Field value: ISO currency code.
 
Payment frequency period of counterparty 1 (where applicable)
The frequency period of payments for counterparty 1.
Field value: D (day), M (month), W (week), Y (year) or T (term).
 
Payment frequency multiplier of counterparty 1 (where applicable)
An integer number of the payment frequency period of counterparty 1.
Field value: Any valid number.
 
Payment frequency period of counterparty 2 (where applicable)
The frequency period of payments for counterparty 2.
Field value: D (day), M (month), W (week), Y (year) or T (term).
 
Payment frequency multiplier of counterparty 2 (where applicable)
An integer number of the payment frequency period of counterparty 2.
Field value: Any valid number.
 
Price/spread (where applicable)
Transacted price/spread.
Field value: Any valid number.
[S 224/2014 wef 31/03/2014]
Part IV
Derivatives information to be reported
for foreign exchange derivatives contracts
First column
Type of information
Second column
Data field
Third column
Description of data field
Transactional data
Notional amount 1
The notional amount of the first underlying currency.
Field value: Any valid number.
 
Currency 1
The notional currency payable by specified person.
Field value: ISO currency code.
 
Notional amount 2
The notional amount of the second underlying currency.
Field value: Any valid number.
 
Currency 2
The notional currency payable by the counterparty.
Field value: ISO currency code.
 
Exchange rate
The exchange rate of the currencies of the contract.
Field value: Any valid number.
[S 727/2014 wef 01/11/2014]
Part V
DERIVATIVES INFORMATION TO BE REPORTED
FOR EQUITY DERIVATIVES CONTRACTS
First column
Second column
Third column
Type of
information
Data field
Description of
data field
1.Contract information
Underlying
A unique identifier for the underlying to the derivative to which the 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.
Field value: ISIN (12 alphanumerical digits), CUSIP (9 alphanumerical digits), SEDOL (7 alphanumerical digits), RIC (5 alphanumeric digits), Interim entity identifier (20 alphanumerical digits), B = Basket, I = Index.
2.Transactional data
Notional amount (where applicable)
The notional amount of the contract.
Field value: Any valid number.
 
Notional currency
The currency in which the notional amount is expressed in.
Field value: ISO currency code.
 
Quantity (where applicable)
This field represents the number of units/shares/baskets/options/variance amount.
Field value: Any valid number.
 
Amount of upfront payment (where applicable)
The amount of any upfront payment counterparty 1 made or received.
Field value: Any valid number.
 
Currency/currencies in which upfront payment is expressed (where applicable)
The currency/currencies in which the upfront payment is expressed.
Field value: ISO currency code.
 
Payment frequency (where applicable)
The frequency period of payments for counterparty 1.
Field value: D (day), M (month), W (week), Y (year) or T (term).
 
Payment frequency multiplier (where applicable)
An integer number of the payment frequency period of counterparty 1.
Field value: Any valid number.
 
Price/rate (where applicable)
Transacted price/rate.
Field value: Any valid number.
 
Currency in which price/rate is expressed (where applicable)
The currency in which the price is expressed.
Field value: ISO currency code.
[S 153/2018 wef 01/04/2018]
Part VI
DERIVATIVES INFORMATION TO BE REPORTED
FOR COMMODITY DERIVATIVES CONTRACTS
First column
Second column
Third column
Type of information
Data field
Description of data field
1.Contract information
Commodity base
Indicates the type of commodity underlying the contract.
Field value: AG (Agricultural), EN (Energy), ME (Metals), IN (Index), EX (Exotic)
2.Transactional data
Commodity details
Details of the type of commodity underlying the contract.
Field value:
Agricultural
GO (Grains oilseeds), DA (Dairy), LI (Livestock), FO (Forestry), SO (Softs).
Energy
OI (Oil), NG (Natural gas), CO (Coal), EL (Electricity), IE (Inter‑energy).
Metals
PR (Precious), NP (Non‑precious).
 
Quantity unit (where applicable)
A unit to measure the quantity of each side of the derivative (e.g. barrels or bushels).
Field value: Alphanumeric string.
 
Quantity (where applicable)
The amount of the commodity (in quantity units) quoted on the derivative.
Field value: Any valid number.
 
Quantity frequency (where applicable)
The rate at which the quantity is quoted on the derivative (e.g. hourly, daily, weekly or monthly).
Field value: D (day), H (hour), M (month), W (week).
 
Total quantity (where applicable)
The quantity of the commodity for the entire term of the derivative.
Field value: Any valid number.
 
Notional amount
The current total notional amount or total quantity in the unit of measure of the commodity underlying the derivative, 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.
Field value: Any valid number.
 
Notional currency
The currency in which the notional amount is expressed in.
Field value: ISO currency code.
 
Amount of upfront payment (where applicable)
The amount of any upfront payment the specified person made or received.
Field value: Any valid number.
 
Currency/currencies of upfront payment (where applicable)
Currency/currencies in which the upfront payment, if any, is expressed in.
Field value: ISO currency code.
 
Payment frequency
The frequency of payments (e.g. 3M or 1Y).
Field value: D (day), M (month), W (week), Y (year) or T (term).
 
Payment multiplier
The number of periods of payments.
Field value: Any valid number.
 
Buyer/Seller
Buyer/Seller of the derivative.
Field value: “Buyer”, “Seller”.
[S 153/2018 wef 01/04/2018]
[S 874/2018 wef 01/01/2019]
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