EMIR Reference Data
As part of EMIR firms are required to report a large number of global derivative reference data fields. London Stock Exchange has access to a broad scope of this data, and using the UnaVista platform has created a consolidated file from a variety of sources, including taking direct from exchange sources, vendor feeds and internal reference data sources.
Utilising our EMIR regulatory expertise and data driven delivery capabilities, this data has further been enhanced to incorporate an engineered CFI code applied to Non UK / non ISIN trading venues e.g. CBOT.
The instrument classification field is a key mandatory field for firms to meet their EMIR reporting obligation, and where ISIN / AII is used to identify the product, the CFI code is required. A consolidated golden copy of CFI information becomes central to a firms strategy in the generation of the data for reporting under EMIR.
This field coupled with the wider derivative attributes, all sourced from a single file, ensure clients can integrate into their report generation process. Other significant data elements can be seen below:
- Market Identifier
- Option future flag
- Put/Call flag
- Strike price
- Option exercise type European or American …
- Settlement type Physical, Cash, Future
- Contract size
- Strike price currency
- Commodity details
- Underlying ISIN
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