MiFIR Eligibility and Reference Data
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 Transaction 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 near real time data on:
- EEA Venue-listed instruments, collected direct from the exchanges.
- OTC Instruments with underlying on a EEA venue
- Non-EEA Exchange Traded Derivatives with underlying on an EEA market, from over 70 exchanges around the world.
- Non-EEA Exchange Traded Derivatives, where the underlying is an index and where at least one of the consititutents is traded on an EEA market
- Non-EEA instruments which are soley traded outside of the EEA, but where the underlying is traded within the EEA.
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
- & 14 other fields