[ESMA 70-1861941480-56 MiFIR data reporting Q&A, Q&A 13.1]

In case of bonds for which the coupon is calculated based on a complex formula that involves several indices, trading venues should provide the reference data using the following default values:

• Field 18 (“Fixed Rate”) and Field 19 (“Identifier of the index / benchmark of a floating rate bond”) should be left blank;
• Field 20 (“Name of the index / benchmark of a floating rate bond”) should be populated with the expression “FORMULA”;
• Field 21 (“Term of index / benchmark of a floating rate bond”) should be populated with “0 ‘DAYS’”;