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FAQs on transaction reporting – Question II.3.2.9

Data field (24) to (31)

Table 2 Fields 24 to 31 – Data fields related to fixing index details

For non-standard trades with the delivery price linked to a formula, if the formula includes an FX index used to convert the currency of the fixing into the currency of settlement, does that FX index need to be reported in this section.

Annex II: Example 9.01 – Oil Index Gas Physical Formula Deal.

The above example in the TRUM would imply the answer to this question is NO – i.e. you do not have to report FX indexes in this section.

Could ACER explicitly confirm this and detail any other types of indexes or fixings that would NOT need to be reported in this section (if any)?


Answer:

There is no need to report an FX index in the fixing index details session (fields 24 to 30 of Table 2). If any FX index has to be reported, it can be reported in the formula. Only indexes related to the energy commodity should be reported in the fields from 24 to 30 of Table 2.

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