The UK AIC 73/2001 (Yellow 58) RTF Discipline-Initial Calls On Frequency addresses the specific question and provides the answer refered to by Northener etc.
'The UK AIP states 'The pilots of all aircraft flying Instrument Departures should include at least the following items of information on first contact with Approach Control/Departure Radar;
a) Callsign
b) SID Designator where appropriate
c) Current or passing ALT/FL: plus,
d) cleared Alt/FL. For SIDs involving stepped climb profiles, state the INITIAL Alt/Fl to which the aircraft is climbing' (My capitals)
An example of the issue is a Lambourne departure from Gatwick. From 26L the SID has the following altitude restrictions;
Cross
DET D29 at 4000' or below
DET D15 (ACORN) at 5000'
LAM D15 at 5000'
LAM D10 at 6000'
LAM VOR at 6000'
On departure your INITIAL cleared altitude is 4000 feet and this is the level we want to hear along with the other details stated above. If your intitial call is somewhere between DET D28 and D15 your initial cleared altitude is 5000 feet, this is the level we want to hear. The final SID altitude is 6000 feet but you only climb to it, and you should only report climbing to it, once you have passed the DME restrictions or are instructed to climb by ATC.
The SID plate in the UK AIP also includes the information to be included on first contact;
4 Callsign for RTF frequency used when instructed after take-off 'London Control'. Report callsign, SID designator, current altitude and initial cleared altitude on first contact with 'London Control'.
There were 64 reported level busts in 2003 and 2004 combined where aircraft have failed to follow the SID correctly, at least 50 of those involve a step climb SID.