MiFID II RTS 22
RTS 22 transaction reporting MiFID II.
Definition
RTS 22 (Commission Delegated Regulation 2017/590) requires T+1 reporting to the NCA (national competent authority). ISO 20022 auth.016 format. 65 fields: LEI buyer/seller, instrument ISIN, MIC venue, price, quantity, trade date/time, capacity (DEAL/MTCH/AOTC), trading flag (algorithmic / DEA / commodity hedge). ARMs: Bloomberg ATAR, Cappitech, Trax / MarketAxess, UnaVista LSEG.
Origin
ESMA, Commission Delegated Regulation (EU) 2017/590, applicable since 3 January 2018.
Usage
Mandatory for any EU-authorised investment firm executing transactions on reportable financial instruments.