MIFIR Eligibility And Reference Data

  • Maryse Gordon , Senior Pre Sales Consultant at UnaVista

  • 11.05.2017 09:00 am
  • undisclosed , Maryse has worked with financial software for 10 years and gained a wealth of knowledge and experience ranging from product development and support, to product management and Pre Sales. Staring her career at Hewlett Packard and progressing onto Logica, Maryse now represents UnaVista as a Business Development and Pre-Sales Manager covering the Regulatory Compliance, Risk and Controls, and Data Solution offerings. In demonstrating and delivering details on the application capabilities and supporting the overall sales process, Maryse actively contributes to the growth of the business, providing thought leadership and ensuring solutions are inline with industry appetite. Now based in the United States, Maryse plays a fundamental role in driving and generating new business for the organisation, identifying new opportunities for growth as well as supporting local client engagements.

Many challenges will face organisations meeting their reporting obligations under MIFIR, none more so than the initial identification and verification of trades required to report. 

The provision of reliable data to determine whether a trade must be reported often proves onerous and difficult. 

UnaVista, as part of our MIFIR Trade Reporting suite of products, is offering an eligibility data file which can be used by firms not only to determine trade eligibility under MIFIR but also enrich their reference data.

This will include:

  • EEA Venue-listed instruments traded on venue.
  • Non-EEA Exchange traded derivatives with underlying on an EEA market.
  • OTC Instruments with underlying on an EEA venue

This data will be delivered in a consolidated file, constructed from a variety of sources, including taking direct from exchange sources, vendor feeds and internal reference data sources.

MIFIR Reference Data File includes:

  • CFI Code
  • Market Identifier 
  • Option future flag
  • Put/Call flag
  • Strike price 
  • Option exercise type European or American 
  • Settlement type Physical, Cash, Future
  • Contract size 
  • Expiry Date
  • Strike price currency
  • Underlying ISIN
  • ISIN
  • & 14 other fields

This article originally appeared at: London Stock Exchange Group

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