| Table | Item | Section | Field | Details to be reported | Format |
2
| 1
| Section 2a - Contract type
| Instrument type
| Each reported contract shall be classified according to its type
| CD = Financial contracts for difference
FR = Forward rate agreements
FU = Futures
FW = Forwards
OP = Option
SB = Spreadbet
SW = Swap
ST = Swaption
OT = Other
|
2
| 2
| Section 2a - Contract type
| Asset class
| Each reported contract shall be classified according to the asset class it is based on
| CO = Commodity and emission allowances
CR = Credit
CU = Currency
EQ = Equity
IR = Interest Rate
|
2
| 3
| Section 2b – Contract information
| Product classification type
| The type of relevant product classification
| C = CFI
U = UPI (Once made available by the authorized UPI service provider) Until UPI is made available by the authorized UPI service provider this field shall only be populated with the value “C" (1 alphabetical character).
|
2
| 4
| Section 2b – Contract information
| Product classification
| Applicable product classification code: CFI or UPI. Until UPI is made available by the authorized UPI service provider this field shall always be populated with CFI.
When dealing with hybrid options, exotic products or any other OTC derivative with different components, the basic one (i.e. the component which weights more in the derivative) must be taken into account for CFI population purposes.
In case of waad OTC derivatives, the CFI must be determined on the assumption that the buyer is binding to the contract and the contract will be settled.
| ISO 10692 CFI, 6 characters alphabetical code
UPI format will be as per the required format by the Authorized UPI service provider
|
2
| 5
| Section 2b – Contract information
| Product identification type
| The type of relevant product identification
| Specify the applicable identification: • I = For products for which an ISO 6166 ISIN code is available
• U = UPI
• N = Not available for products for which an ISIN is not available
|
2
| 6
| Section 2b – Contract information
| Product identification
| The product shall be identified through ISIN or UPI when the OTC derivative is not identified by an ISIN
| For product identifier type I: ISO 6166 ISIN 12 character alphanumerical code For product identifier type U: UPI code (format to be defined once UPI is made available by the authorized UPI service provider) For product identifier type N: Blank
|
2
| 7
| Section 2b – Contract information
| Underlying identification type
| The type of relevant underlying identifier
| I = ISIN
C = CFI
U = UPI
B = Basket
X = Index
N = Not available
|
2
| 8
| Section 2b – Contract information
| Underlying identification
| The direct underlying shall be identified by using a unique identification for this underlying based on its type. For derivatives which underlying is a currency (foreign exchange rate), in the absence of an endorsed UPI, the underlying currency must be indicated under the notional currency. In case of baskets composed, among others, of financial instruments traded in a trading venue, only financial instruments traded in a trading venue with a valid ISIN shall be specified.
| For underlying identification type I: ISO 6166 ISIN 12 character alphanumerical code For underlying identification type C: ISO 10692 CFI 6 character alphanumerical code For underlying identification type U: UPI For underlying identification type B: all individual components identification through ISO 6166 ISIN Identifiers of individual components shall be separated with a dash “-“. In any other case, this field shall be populated NA. For underlying identification type X: ISO 6166 ISIN if available, otherwise full name of the index as assigned by the index provider. For underlying identification type N: Blank
|
2
| 9
| Section 2b – Contract information
| Country of the underlying
| The code of country where the underlying is located
| ISO 3166 - 2 character country code.
|
2
| 10
| Section 2b – Contract information
| Complex trade component ID
| Identifier, internal to the reporting firm, to identify and link all the reports related to the same derivative structured product composed of a combination of derivative contracts. The code must be unique at the level of the counterparty to the group of transaction reports resulting from the derivative contract. Field applicable only where a firm executes a derivative contract composed of two or more derivative contracts and where this contract cannot be adequately reported in a single report.
| An alphanumeric field up to 35 characters.
|
2
| 11
| Section 2b – Contract information
| Notional currency 1
| The currency of the notional amount.
In the case of an interest rate or currency derivative contract, this will be the notional currency of leg 1.
| ISO 4217 Currency Code, 3 alphabetical characters
|
2
| 12
| Section 2b – Contract information
| Notional currency 2
| The other currency of the notional amount. In the case of an interest rate or currency derivative contract, this will be the notional currency of leg 2.
| ISO 4217 Currency Code, 3 alphabetical characters
|
2
| 13
| Section 2b – Contract information
| Deliverable currency
| The currency to be delivered
| ISO 4217 Currency Code, 3 alphabetical characters
|
2
| 14
| Section 2c - Details on the transaction
| Internal unique trade ID
| Until a global Unique transaction identifier (UTI) is available, an internal unique trade identifier code shall be generated. This means that only one trade identifier should be applicable to every single OTC derivative contract that is reported to SATR and that the same trade identifier is not used for any other derivative contract, even in transactions between local obliged entities and foreign (non-Saudi) counterparties. In this respect, certain rules must be defined in order to determine the entity responsible of generating this unique trade identifier (hereinafter, the generating entity).
In general terms, the generating entity will be the reporting counterparty in accordance with the rules defined in section Business Rules of this document.
| Up to 52 alphanumerical character code using exclusively upper-case alphabetical characters (A-Z) and digits (0-9), four special characters are allowed, the special characters not being allowed at the beginning or at the end of the code. No spaces allowed. There is no requirement to pad out Internal unique trade ID values to make them 52 characters long. This trade id will be a concatenation of the following:
• The characters ‘E02’.
• The (20 character) Legal Entity Identifier of the generating entity.
• A unique code generated by the generating entity.
|
2
| 15
| Section 2c - Details on the transaction
| Unique trade ID
| The UTI ID could be the same as the "Internal unique trade id" except in those trades in which the other counterparty is an international counterparty or counterparties agree that it shall be the other counterparty the UTI generating entity. In this respect, when such transactions are centrally cleared through a CCP (also under indirect clearing agreements reached with a clearing house member) or when they are electronically confirmed, counterparties can agree that the CCP (or when applicable the clearing member through which the transaction is cleared) or the electronic platform through which the trade is confirmed become the unique trade identifier generating entity. In these cases the international generating entity shall communicate the unique trade identifier to the reporting counterparty in a timely manner so that the latter is able to meet its reporting obligation. If the international generating entity informs the "Unique trade ID" before the reporting deadline, this field shall be populated with the ID informed by the international generating entity. On the contrary, if the international generating entity does not inform the "Unique trade ID" before the T+1 deadline, this field can be left blank until the "Unique trade ID is informed". In such cases, once the ID is informed, a Modification report must be submitted by the reporting counterparty in order to populate the "Unique trade id" informed by the international generating entity.
| Up to 52 alphanumerical character code using exclusively upper-case alphabetical characters (A-Z) and digits (0-9). No spaces allowed. There is no requirement to pad out Internal unique trade ID values to make them 52 characters long.
|
2
| 16
| Section 2c - Details on the transaction
| Price / rate
| The price per derivative excluding, where applicable, commission and accrued interest
| Up to 20 numerical characters including up to 5 decimals.
The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.
The negative symbol, if populated, is not counted as a numerical character.
In case the price is reported in percent values, it should be expressed as percentage where 100% is represented as “100” "999999999999999.99999" is accepted when the actual value is not available.
|
2
| 17
| Section 2c - Details on the transaction
| Price notation
| The manner in which the price is expressed
| U = Units/Monetary amount
P = Percentage
Y = Yield/Decimal
X = Not applicable
|
2
| 18
| Section 2c - Details on the transaction
| Currency of price
| The currency in which the Price / rate is denominated
| ISO 4217 Currency Code, 3 alphabetic characters
|
2
| 19
| Section 2c - Details on the transaction
| Notional
| The reference amount from which contractual payments are determined. In case of partial terminations, amortizations and in case of contracts where the notional, due to the characteristics of the contract, varies over time, it shall reflect the remaining notional after the change took place.
| Up to 20 numerical characters including up to 5 decimals.
The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.
|
2
| 20
| Section 2c - Details on the transaction
| Price multiplier
| The number of units of the financial instrument which are contained in a trading lot; for example, the number of derivatives represented by the contract
| Up to 20 numerical characters including up to 5 decimals.
The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.
|
2
| 21
| Section 2c - Details on the transaction
| Quantity
| Number of contracts included in the report. For spread bets, the quantity shall be the monetary value agreed per point movement in the direct underlying financial instrument.
| Up to 20 numerical characters including up to 5 decimals.
The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.
|
2
| 22
| Section 2c - Details on the transaction
| Up-front payment
| Amount of any up-front payment the reporting counterparty made or received
| Up to 20 numerical characters including up to 5 decimals.
The negative symbol to be used to indicate that the payment was made, not received.
The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.
The negative symbol, if populated, is not counted as a numerical character.
|
2
| 23
| Section 2c - Details on the transaction
| Delivery type
| Indicates whether the contract is settled physically or in cash
| C = Cash
P = Physical
O = Optional for counterparty or when determined by a third party
|
2
| 24
| Section 2c - Details on the transaction
| Execution timestamp
| Date and time when the contract was initially executed, resulting in the generation of a new trade id.
| ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ
|
2
| 25
| Section 2c - Details on the transaction
| Effective date
| Unadjusted date when obligations under the contract come into effect.
| ISO 8601 date in the format YYYY- MM-DD
|
2
| 26
| Section 2c - Details on the transaction
| Expiration date
| Original date of expiry of the reported contract.
An early termination shall not be reported in this field.
| ISO 8601 date in the format YYYY- MM-DD
|
2
| 27
| Section 2c - Details on the transaction
| Early termination date
| Termination date in the case of an early termination of the reported contract.
| ISO 8601 date in the format YYYY- MM-DD
|
2
| 28
| Section 2c - Details on the transaction
| Settlement date
| Date of settlement of the underlying. Date, as per the contract, by which all transfer of cash or assets should take place and the counterparties should no longer have any outstanding obligations to each other under that contract
If more than one, further fields may be used.
| ISO 8601 date in the format YYYY- MM-DD
This field is repeatable.
|
2
| 29
| Section 2c - Details on the transaction
| Master Agreement type
| Reference to any master agreement, if existent (e.g. ISDA Master Agreement; Master Power Purchase and Sale Agreement; International ForEx Master Agreement; European Master Agreement or any local Master Agreements).
| Free Text, field of up to 50 characters, identifying the name of the Master Agreement used, if any. If no Master agreement exists, this field shall be left blank.
|
2
| 30
| Section 2c - Details on the transaction
| Master Agreement version
| Reference to the year of the master agreement version used for the reported trade, if applicable (e.g. 1992, 2002, etc.)
| ISO 8601 date in the format YYYY
|
2
| 31
| Section 2d - Risk mitigation / Reporting
| Confirmation timestamp
| Date and time of the confirmation.
| ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ
|
2
| 32
| Section 2d - Risk mitigation / Reporting
| Confirmation means
| Whether the contract was electronically confirmed, non-electronically confirmed or remains unconfirmed
| Y = Non-electronically confirmed
N = Non-confirmed
E = Electronically confirmed
|
2
| 33
| Section 2e - Clearing
| Cleared
| Indicates, whether the transaction has been cleared in a CCP or not.
| Y = Yes
N = No
|
2
| 34
| Section 2e - Clearing
| Clearing timestamp
| Time and date when clearing took place
| ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ
|
2
| 35
| Section 2e - Clearing
| CCP
| In the case of a contract that has been cleared, the unique code for the CCP that has cleared the contract.
| ISO 17442 Legal Entity Identifier (LEI)
20 alphanumerical character code.
|
2
| 36
| Section 2e - Clearing
| Intragroup
| Indicates whether the counterparty to the contract is an intragroup entity.
| Y = Yes
N = No
|
2
| 37
| Section 2f - Interest Rates
| Fixed rate of leg 1
| An indication of the fixed rate leg 1 used, if applicable+
| Up to 10 numerical characters including up to 5 decimals expressed as percentage where 100% is represented as “100”.
The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.
The negative symbol, if populated, is not counted as a numerical character.
|
2
| 38
| Section 2f - Interest Rates
| Fixed rate of leg 2
| An indication of the fixed rate leg 2 used, if applicable
| Up to 10 numerical characters including up to 5 decimals expressed as percentage where 100% is represented as “100”.
The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.
The negative symbol, if populated, is not counted as a numerical character.
|
2
| 39
| Section 2f - Interest Rates
| Fixed rate day count leg 1
| For leg 1 of the transaction, where applicable: day count convention (often also referred to as day count fraction or day count basis or day count method) that determines how interest payments are calculated. It is used to compute the year fraction of the calculation period, and indicates the number of days in the calculation period divided by the number of days in the year.
| ISO 20022 Interest Calculation/day Count Basis.
The following values will be admitted: A001 to A020 and NARR.
|
2
| 40
| Section 2f - Interest Rates
| Fixed rate day count leg 2
| For leg 2 of the transaction, where applicable: day count convention (often also referred to as day count fraction or day count basis or day count method) that determines how interest payments are calculated. It is used to compute the year fraction of the calculation period, and indicates the number of days in the calculation period divided by the number of days in the year.
| ISO 20022 Interest Calculation/day Count Basis.
The following values will be admitted: A001 to A020 and NARR.
|
2
| 41
| Section 2f - Interest Rates
| Fixed rate payment frequency leg 1 –time period
| Time period describing frequency of payments for the fixed rate leg 1, if applicable
| Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply:
Y = Year
S = Semester
Q = Quarter
M = Month
W = Week
D = Day
A = Ad hoc which applies when payments are irregular
T = payment at term
|
2
| 42
| Section 2f - Interest Rates
| Fixed rate payment frequency leg 2 – time period
| Time period describing frequency of payments for the fixed rate leg 2, if applicable
| Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply:
Y = Year
S = Semester
Q = Quarterly
M = Month
W = Week
D = Day
A = Ad hoc which applies when payments are irregular
T = payment at term
|
2
| 43
| Section 2f - Interest Rates
| Floating rate payment frequency leg 1 – time period
| Time period describing frequency of payments for the floating rate leg 1, if applicable
| Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply:
Y = Year
S = Semester
Q = Quarter
M = Month
W = Week
D = Day
A = Ad hoc which applies when payments are irregular
T = payment at term
|
2
| 44
| Section 2f - Interest Rates
| Floating rate payment frequency leg 2 – time period
| Time period describing frequency of payments for the floating rate leg 2, if applicable
| Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply:
Y = Year
S = Semester
Q = Quarterly
M = Month
W = Week
D = Day
A = Ad hoc which applies when payments are irregular
T = payment at term
|
2
| 45
| Section 2f - Interest Rates
| Floating rate reset frequency leg 1 – time period
| Time period describing frequency of floating rate leg 1 resets, if applicable
| Time period describing how often the leg 1 floating rate resets, whereby the following abbreviations apply:
Y = Year
S = Semester
Q = Quarter
M = Month
W = Week
D = Day
A = Ad hoc which applies when payments are irregular
|
2
| 46
| Section 2f - Interest Rates
| Floating rate reset frequency leg 2- time period
| Time period of frequency of floating rate leg 2 resets, if applicable
| Time period describing how often the leg 2 floating rate resets, whereby the following abbreviations apply:
Y = Year
S = Semester
Q = Quarterly
M = Month
W = Week
D = Day
A = Ad hoc which applies when payments are irregular
|
2
| 47
| Section 2f - Interest Rates
| Floating rate of leg 1
| An indication of the interest rates used which are reset at predetermined intervals by reference to a market reference rate, if applicable
| The name of the floating rate index
‘EONA’ - EONIA
‘EONS’ - EONIA SWAP
‘EURI’ - EURIBOR
‘EUUS’ – EURODOLLAR
‘EUCH’ - EuroSwiss
‘GCFR’ - GCF REPO
‘ISDA’ - ISDAFIX
’LIBI’ - LIBID
‘LIBO’ - LIBOR
‘MAAA’ – Muni AAA
‘PFAN’ - Pfandbriefe
‘TIBO’ - TIBOR
‘STBO’ - STIBOR
‘BBSW’ - BBSW
‘JIBA’ - JIBAR
‘BUBO’ - BUBOR
‘CDOR’ - CDOR
‘CIBO’ - CIBOR
‘MOSP’ - MOSPRIM
‘NIBO’ - NIBOR
‘PRBO’ - PRIBOR
‘SAIB’ - SAIBOR
‘TLBO’ - TELBOR
‘WIBO’ – WIBOR
‘TREA’ – Treasury
‘SWAP’ – SWAP
‘FUSW’ – Future SWAP
Or up to 25 alphanumerical characters if the reference rate is not included in the above list
|
2
| 48
| Section 2f - Interest Rates
| Floating rate of leg 2
| An indication of the interest rates used which are reset at predetermined intervals by reference to a market reference rate, if applicable
| The name of the floating rate index
‘EONA’ - EONIA
‘EONS’ - EONIA SWAP
‘EURI’ - EURIBOR
‘EUUS’ – EURODOLLAR
‘EUCH’ - EuroSwiss
‘GCFR’ - GCF REPO
‘ISDA’ - ISDAFIX
’LIBI’ - LIBID
‘LIBO’ - LIBOR
‘MAAA’ – Muni AAA
‘PFAN’ - Pfandbriefe
‘TIBO’ - TIBOR
‘STBO’ - STIBOR
‘BBSW’ - BBSW
‘JIBA’ - JIBAR
‘BUBO’ - BUBOR
‘CDOR’ - CDOR
‘CIBO’ - CIBOR
‘MOSP’ - MOSPRIM
‘NIBO’ - NIBOR
‘PRBO’ - PRIBOR
‘SAIB’ - SAIBOR
‘TLBO’ - TELBOR
‘WIBO’ – WIBOR
‘TREA’ – Treasury
‘SWAP’ – SWAP
‘FUSW’ – Future SWAP
Or up to 25 alphanumerical characters if the reference rate is not included in the above list
|
2
| 49
| Section 2g – Foreign Exchange
| Delivery currency 2
| The cross currency, if different from the currency of delivery
| ISO 4217 Currency Code, 3 alphabetical character code
|
2
| 50
| Section 2g – Foreign Exchange
| Exchange rate 1
| The exchange rate as of the date and time when the contract was concluded. It shall be expressed as a price of base currency in the quoted currency. In the example 0.9426 USD/EUR, USD is the unit currency and EUR is the quoted currency; USD 1 = EUR 0.9426.
| Up to 10 numerical digits including decimals.
The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.
The negative symbol, if populated, is not counted as a numerical character.
|
2
| 51
| Section 2g – Foreign Exchange
| Forward exchange rate
| Forward exchange rate as agreed between the counterparties in the contractual agreement It shall be expressed as a price of base currency in the quoted currency. In the example 0.9426 USD/EUR, USD is the unit currency and EUR is the quoted currency; USD 1 = EUR 0.9426.
| Up to 10 numerical digits including decimals.
The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.
The negative symbol, if populated, is not counted as a numerical character.
|
2
| 52
| Section 2g – Foreign Exchange
| Exchange rate basis
| Currency pair and order in which the exchange rate is denominated, expressed as unit currency/quoted currency. In the example 0.9426 USD/EUR, USD is the unit currency and EUR is the quoted currency, USD 1 = EUR 0.9426.
| Two ISO 4217 currency codes separated by “/”. First currency code shall indicate the base currency, and the second currency code shall indicate the quote currency.
|
2
| 53
| Section 2k - Modifications to the contract
| Action type
| Whether the report contains:
— a derivative contract for the first time, in which case it will be identified as ‘new’;
— a modification to the terms or details of a previously reported derivative contract, but not a correction of a report, in which case it will be identified as ‘modify’. This includes an update to a previous report that is showing a position in order to reflect new trades included in that position.;
— a cancellation of a wrongly submitted entire report in case the contract never came into existence or it was reported to a Trade Repository by mistake, in which case, it will be identified as ‘error’;
— an early termination of an existing contract, in which case it will be identified as ‘early termination’;
— a previously submitted report contains erroneous data fields, in which case the report correcting the erroneous data fields of the previous report shall be identified as ‘correction’;
— a compression of the reported contract, in which case it will be identified as ‘compression’;
— an update of a contract valuation or collateral, in which case it will be identified as ‘valuation update’;
| N = New
M = Modify
E = Error
C = Early Termination
R = Correction
Z = Compression
V = Valuation update
|
