DANSK DSF/ISO/DIS 4914 PDF

This document specifies the elements of an unambiguous scheme to identify OTC derivative products that are reportable to trade repositories, in particular: – the structure and format of the UPI code – the minimum data elements of the UPI reference data library, together with their allowable values At a minimum, the UPI code is applicable to OTC derivative instruments falling under the following categories of the Classification of Financial Instruments (ISO 10962): – Swaps (S) – Forwards (J) – Non-listed and complex listed options (H) – Others (miscellaneous) (M)