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Federal Register / Vol. 86, No. 2 / Tuesday, January 5, 2021 / Rules and Regulations EXHIBIT DMINIMUM PRIMARY ECONOMIC TERMS DATAOTHER COMMODITY SWAPSContinued Data field for all swaps
Comment
The Unique Swap Identifier for the swap

The USI is a unique identifier assigned to all swap transactions which identifies the transaction the swap and its counterparties uniquely throughout its duration.
As provided in 45.6, or substitute identifier for a natural person.
Yes/No.

The Legal Entity Identifier of the reporting counterparty
An indication of whether the reporting counterparty is a derivatives clearing organization with respect to the swap.
The Legal Entity Identifier of the non-reporting party
The Unique Product Identifier assigned to the swap
If no Unique Product Identifier is available for the swap because the swap is not sufficiently standardized, the taxonomic description of the swap pursuant to the CFTC-approved product classification system.
If no CFTC-approved UPI and product classification system is yet available, the internal product identifier or product description used by the swap data repository.
Contract type
Execution venue

Start date
Maturity, termination, or end date
Buyer

Seller

Quantity unit
Quantity
Quantity frequency
Total quantity
Settlement method
Price
Price unit
Price currency
Buyer pay index
Buyer pay averaging method
Seller pay index
Seller pay averaging method
Grade
Option type
Option style
Option premium
Hours from through
Hours from through time zone

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Days of week
Load type
Clearing exception or exemption type
Indication of collateralization

Any other terms of the swap matched or affirmed by the counterparties in verifying the swap.

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As provided in 45.6, or substitute identifier for a natural person.
As provided in 45.7.

E.g., swap, swaption, option, basis swap, index swap.
The swap execution facility or designated contract market on or pursuant to the rules of which the swap was executed. Field values: LEI of the swap execution facility or designated contract market, or off-facility if not so executed.
The date on which the swap commences or goes into effect e.g., in physical oil, the pricing start date.
The date on which the swap expires or ends e.g., in physical oil, the pricing end date.
The counterparty purchasing the product: E.g., the payer of the fixed price for a swap, or the payer of the floating price on the underlying swap for a put swaption, or the payer of the fixed price on the underlying swap for a call swaption. Field values: LEI, if available, or substitute identifier, for a natural person.
The counterparty offering the product: E.g., the payer of the floating price for a swap, the payer of the fixed price on the underlying swap for a put swaption, or the payer of the floating price on the underlying swap for a call swaption. Field values: LEI, or substitute identifier, for a natural person.
The unit of measure applicable for the quantity on the swap. E.g., barrels, bushels, gallons, pounds, tons.
The amount of the commodity the number of quantity units quoted on the swap.
The rate at which the quantity is quoted on the swap. E.g., hourly, daily, weekly, monthly.
The quantity of the commodity for the entire term of the swap.
Physical delivery or cash.
The price of the swap. For options, the strike price.
The unit of measure applicable for the price of the swap.
ISO code.
The published price as paid by the buyer if applicable. For swaptions, applies to the underlying swap.
The averaging method used to calculate the index of the buyer pay index. For swaptions, applies to the underlying swap.
The published price as paid by the seller if applicable. For swaptions, applies to the underlying swap.
The averaging method used to calculate the index of the seller pay index. For swaptions, applies to the underlying swap.
If applicable, the grade of the commodity to be delivered, e.g., the grade of oil or refined product.
Descriptor for the type of option transaction. E.g., put, call, straddle.
E.g., American, European, European Daily, European Monthly, Asian.
The total amount paid by the option buyer.
For electric power, the hours of the day for which the swap is effective.
For electric power, the time zone prevailing for the hours during which electricity is transmitted.
For electric power, the profile applicable for the delivery of power.
For electric power, the load profile for the delivery of power.
The type of clearing exception or exemption being claimed. Field values: End user, Inter-affiliate or Cooperative.
Is the swap collateralized, and if so to what extent? Field values:
Uncollateralized, partially collateralized, one-way collateralized, fully collateralized.
Use as many fields as required to report each such term.

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