FIA has published a series of MiFID II ETD (Exchange Traded Derivative) reporting scenarios. The scenarios cover 58 ETD examples and are a guide on how to report under the revised MiFID II rules.
The document should not be considered as either definitive or endorsed by regulators. The scenarios have been produced on a best efforts basis by the FIA MiFID II reporting working group. It is also expected that post 3 January 2018 go-live, the scenarios may be required to be tweaked following the clarity that reporting in a live environment will bring. It should also be noted that this should not be considered an exhaustive list of scenarios and indeed we have only highlighted the KEY fields and reports for each scenario and not the full list of fields.
- MIFID II