Reports
Welcome to Regulatory Report Documentation
This documentation provides comprehensive information about the regulatory reports supported by RegSphere, including detailed field descriptions and requirements.
Our regulatory reporting solution supports multiple jurisdictions and covers:
- CFTC Part 45 Reports - U.S. swap data reporting under Dodd-Frank regulations
- ESMA EMIR Refit Reports - European derivatives reporting requirements
- Comprehensive field mappings from ISDA CDM to regulatory formats
- Real-time validation and compliance checking
- Support for lifecycle events and trade modifications
Select a report type from the sidebar to view detailed field specifications, validation rules, and submission requirements.
CFTC Part 45
Comprehensive swap data reporting for U.S. regulatory compliance with detailed trade economics and counterparty information.
ESMA EMIR Refit
European derivatives reporting with enhanced transparency requirements and risk mitigation measures.
CFTC Part 45 Report
The CFTC Part 45 report is a regulatory requirement of the U.S. Commodity Futures Trading Commission (CFTC) for swap data reporting under the Dodd-Frank Act. This regulation mandates real-time reporting of swap transaction data to enhance transparency and reduce systemic risk in the derivatives markets.
The report captures comprehensive trade details including counterparty information, trade economics, lifecycle events, and risk management data. All swap dealers and major participants must report their transactions to registered swap data repositories (SDRs).
| Field Name | Description |
|---|---|
| actionType | Indicates the type of action being reported (e.g., NEWT). |
| allocationIndicator | Indicates the allocation status of the trade. |
| blockTradeElectionIndicator | Indicates if the trade was elected as a block trade. |
| buyerIdentifier | Identifier for the buyer counterparty. |
| cftcGuidebook.assetClass | Asset class of the reported trade (e.g., Credit). |
| cftcGuidebook.messageType | Type of message being reported (e.g., Trade State). |
| cftcGuidebook.physicalCommodityIndicator | Indicates if the trade involves a physical commodity. |
| cftcGuidebook.sefOrDcmAnonymousExecutionIndicator | Indicates anonymous execution on a SEF or DCM. |
| cftcGuidebook.sefOrDcmIndicator | Indicates execution on a SEF or DCM. |
| cftcGuidebook.settlementType | Settlement type of the trade (e.g., PHYS). |
| cleared | Clearing status of the trade. |
| counterparty1 | Identifier for the first counterparty. |
| counterparty1FederalEntityIndicator | Indicates if counterparty 1 is a federal entity. |
| counterparty1FinancialEntityIndicator | Indicates if counterparty 1 is a financial entity. |
| counterparty2 | Identifier for the second counterparty. |
| counterparty2FederalEntityIndicator | Indicates if counterparty 2 is a federal entity. |
| counterparty2FinancialEntityIndicator | Indicates if counterparty 2 is a financial entity. |
| counterparty2IdentifierSource | Source of the identifier for counterparty 2. |
| customBasketIndicator | Indicates if the trade is a custom basket. |
| effectiveDate | Effective date of the trade. |
| eventIdentifier | Identifier for the event. |
| eventTimestamp | Timestamp of the event. |
| eventType | Type of event (e.g., TRAD). |
| executionTimestamp | Timestamp of the trade execution. |
| expirationDate | Expiration date of the trade. |
| finalContractualSettlementDate | Final contractual settlement date. |
| fixedRateDayCountConventionLeg1 | Day count convention for the fixed rate leg 1. |
| fixedRateLeg1 | Fixed rate for leg 1. |
| fixedRatePaymentFrequencyPeriodLeg1 | Payment frequency period for the fixed rate leg 1. |
| fixedRatePaymentFrequencyPeriodMultiplierLeg1 | Payment frequency period multiplier for the fixed rate leg 1. |
| initialMarginCollateralPortfolioCode | Code for the initial margin collateral portfolio. |
| newSDRIdentifier | New SDR identifier. |
| nonReportable.buyerIdentifierFormat | Format of the buyer identifier in non-reportable section. |
| nonReportable.counterparty1Format | Format of counterparty 1 identifier in non-reportable section. |
| nonReportable.counterparty2Format | Format of counterparty 2 identifier in non-reportable section. |
| nonReportable.payerIdentifierLeg1Format | Format of payer identifier leg 1 in non-reportable section. |
| nonReportable.payerIdentifierLeg2Format | Format of payer identifier leg 2 in non-reportable section. |
| nonReportable.receiverIdentifierLeg1Format | Format of receiver identifier leg 1 in non-reportable section. |
| nonReportable.receiverIdentifierLeg2Format | Format of receiver identifier leg 2 in non-reportable section. |
| nonReportable.sellerIdentifierFormat | Format of seller identifier in non-reportable section. |
| nonStandardizedTermIndicator | Indicates if the trade contains non-standardized terms. |
| notionalAmountLeg1 | Notional amount for leg 1 of the trade. |
| notionalAmountLeg2 | Notional amount for leg 2 of the trade. |
| notionalCurrencyLeg1 | Currency of the notional amount for leg 1 (e.g., USD). |
| notionalCurrencyLeg2 | Currency of the notional amount for leg 2 (e.g., USD). |
| packageIndicator | Indicates if the trade is part of a package transaction. |
| payerIdentifierLeg1 | Legal entity identifier of the payer for leg 1. |
| payerIdentifierLeg2 | Legal entity identifier of the payer for leg 2. |
| platformIdentifier | Identifier of the execution platform (e.g., EGSI). |
| postPricedSwapIndicator | Indicates if the swap is post-priced. |
| primeBrokerageTransactionIndicator | Indicates if the trade is a prime brokerage transaction. |
| receiverIdentifierLeg1 | Legal entity identifier of the receiver for leg 1. |
| receiverIdentifierLeg2 | Legal entity identifier of the receiver for leg 2. |
| reportingTimestamp | Timestamp when the trade was reported to the repository. |
| settlementCurrencyLeg1 | Settlement currency for leg 1 (e.g., USD). |
| settlementCurrencyLeg2 | Settlement currency for leg 2 (e.g., USD). |
| spreadLeg1 | Spread value applied to leg 1 (basis points). |
| spreadLeg2 | Spread value applied to leg 2 (basis points). |
| spreadNotationLeg1 | Notation format for the spread on leg 1. |
| spreadNotationLeg2 | Notation format for the spread on leg 2. |
| submitterIdentifier | Legal entity identifier of the reporting party. |
| uniqueTransactionIdentifier | Unique identifier for the transaction (UTI) as assigned by the trade repository. |
| variationMarginCollateralPortfolioCode | Code for the variation margin collateral portfolio associated with the trade. |
| floatingRateDayCountConventionLeg1 | Day count convention for floating rate calculations on leg 1 (e.g., A004 for ACT/365). |
| floatingRateDayCountConventionLeg2 | Day count convention for floating rate calculations on leg 2 (e.g., A004 for ACT/365). |
| floatingRatePaymentFrequencyPeriodLeg1 | Payment frequency period for floating rate on leg 1 (e.g., MNTH for monthly). |
| floatingRatePaymentFrequencyPeriodLeg2 | Payment frequency period for floating rate on leg 2 (e.g., MNTH for monthly). |
| floatingRatePaymentFrequencyPeriodMultiplierLeg1 | Multiplier for the payment frequency period on leg 1 (e.g., 3 for quarterly). |
| floatingRatePaymentFrequencyPeriodMultiplierLeg2 | Multiplier for the payment frequency period on leg 2 (e.g., 3 for quarterly). |
| floatingRateResetFrequencyPeriodLeg1 | Reset frequency period for floating rate on leg 1 (e.g., DAIL for daily). |
| floatingRateResetFrequencyPeriodLeg2 | Reset frequency period for floating rate on leg 2 (e.g., DAIL for daily). |
| floatingRateResetFrequencyPeriodMultiplierLeg1 | Multiplier for the reset frequency period on leg 1 (e.g., 1 for daily reset). |
| floatingRateResetFrequencyPeriodMultiplierLeg2 | Multiplier for the reset frequency period on leg 2 (e.g., 1 for daily reset). |
Supported Products: Swaps across asset classes (interest rate, credit, equity, commodity, FX derivatives).
Submission: Reports must be submitted to swap data repositories (SDRs) in the required electronic format.
Submission: Reports must be submitted to swap data repositories (SDRs) in the required electronic format.
ESMA EMIR Refit Report
The ESMA EMIR Refit report is a regulatory report required under the European Market Infrastructure Regulation (EMIR) for derivatives transactions. It aims to improve transparency and reduce systemic risk in derivatives markets.
| Field Name | Description |
|---|---|
| Trade Date | The date the transaction was executed. |
| Product Identifier (ISIN/UTI) | Unique identifiers for the traded product and transaction. |
| Counterparty Details | Legal entity identifiers (LEIs) for both parties. |
| Notional Amount | The principal amount of the transaction. |
| Valuation and Collateral | Information on mark-to-market value and posted collateral. |
| Action Type | Indicates if the report is for a new, modified, or terminated trade. |
| Clearing Status | Whether the trade is cleared or not. |
Supported Products: OTC and exchange-traded derivatives (interest rate swaps, credit default swaps, equity, commodity, FX derivatives).
Submission: Reports must be submitted to authorized trade repositories in ISO 20022 format.
Submission: Reports must be submitted to authorized trade repositories in ISO 20022 format.