ANNEX I - Reconciliation fields, tolerance levels and start date of the reconciliation phase
Info
🔗 Back to Summary. 🇫🇷 French Version: 2019R0358_FR.I. Back to Summary of LVL1. Link to the PDF. Direct link to EUR-LEX.
Article 8 – Entry into force ⬅️ | ➡️ Article II – Public data
Reconciliation fields, tolerance levels and start date of the reconciliation phase
Table
Section
Field
Tolerance
Start date mentioned in:
Counterparty data
NA
Reporting counterparty
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Counterparty data
NA
Counterparty side
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Counterparty data
NA
Other counterparty
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Unique Transaction Identifier (‘UTI’)
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Type of SFT
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Cleared
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Clearing timestamp
one hour
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
CCP
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Trading venue
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Master agreement type
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Execution timestamp
one hour
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Value date (Start date)
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Maturity date (End date)
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Termination date
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Minimum notice period
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Earliest call-back date
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
General collateral Indicator
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Delivery By Value (‘DBV’) indicator
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Method used to provide collateral
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Open term
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Termination optionality
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Fixed rate
Up to third digit after decimal
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Day count convention
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Floating rate
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Floating rate reference period — time period
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Floating rate reference period – multiplier
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Floating rate payment frequency — time period
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Floating rate payment frequency – multiplier
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Floating rate reset frequency — time period
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Floating rate reset frequency – multiplier
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Spread
Up to third digit after decimal
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Margin lending currency amount
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Margin lending currency
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Adjusted rate
Up to third digit after decimal
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Rate date
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Principal amount on the value date
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Principal amount on the maturity date
0,0005 %
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Principal amount currency
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Type of asset
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Security identifier
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Classification of a security
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Base product
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Sub — product
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Further sub — product
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Quantity or nominal amount
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Unit of measure
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Currency of nominal amount
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Security or commodity price
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Price currency
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Security quality
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
Transaction data
Loan
Maturity of the security
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
Transaction data
Loan
Jurisdiction of the issuer
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
Transaction data
Loan
LEI of the issuer
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
Transaction data
Loan
Security type
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
Transaction data
Loan
Loan value
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Market value
0,0005 %
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Fixed rebate rate
Up to third digit after decimal
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Floating rebate rate
Up to third digit after decimal
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Floating rebate rate reference period — time period
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Floating rebate rate reference period — multiplier
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Floating rebate rate payment frequency — time period
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Floating rebate rate payment frequency — multiplier
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Floating rebate rate reset frequency — time period
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Floating rebate rate reset frequency — multiplier
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Spread of the rebate rate
Up to third digit after decimal
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Lending fee
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Exclusive arrangements
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Loan
Outstanding margin loan
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Base currency of outstanding margin loan
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Short market value
0,0005 %
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
Uncollateralised Securities Lending (‘SL’) flag
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
Collateralisation of net exposure
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
Value date of the collateral
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
Type of collateral component
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
Cash collateral amount
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
Cash collateral currency
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
Identification of a security used as collateral
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
Classification of a security used as collateral
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
Base product
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Collateral
Sub – product
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Collateral
Further sub – product
No
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Collateral
Collateral quantity or nominal amount
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
Collateral unit of measure
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Collateral
Currency of collateral nominal amount
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
Price currency
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Collateral
Price per unit
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Collateral
Collateral market value
0,0005 %
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
- 24 months
Transaction data
Collateral
Haircut or margin
Up to third digit after decimal
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
Collateral quality
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
Maturity date of the security
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
Jurisdiction of the issuer
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
LEI of the issuer
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
Collateral type
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
Availability for collateral reuse
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Collateral
Collateral basket identifier
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Transaction data
Loan
Level
No
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
Table 2
Reasons for rejection of an SFT report
Rejection categories
Reason
Schema
—
the SFT has been rejected because of non-compliant schema
Permission
—
the SFT has been rejected because the report submitting entity is not permissioned to report on behalf of the reporting counterparty
Logical
—
the SFT has been rejected because the action type for the SFT is not logically correct
Business
—
the SFT has been rejected because the SFT is not complying with one or more content validations.
Table 3
Results of the reconciliation process
Reconciliation categories
Reconciliation values
Reporting type
Single-sided/Dual-sided
Reporting requirement for both counterparties
Yes/No
Pairing Status
Paired/Unpaired
Loan reconciliation status
Reconciled/Not reconciled
Collateral reconciliation status
Reconciled/Not reconciled
Further modifications
| Table | Section | Field | Tolerance | Start date mentioned in: |
|---|---|---|---|---|
| Counterparty data | NA | Reporting counterparty | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Counterparty data | NA | Counterparty side | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Counterparty data | NA | Other counterparty | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Unique Transaction Identifier (‘UTI’) | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Type of SFT | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Cleared | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Clearing timestamp | one hour | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | CCP | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Trading venue | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Master agreement type | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Execution timestamp | one hour | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Value date (Start date) | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Maturity date (End date) | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Termination date | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Minimum notice period | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Earliest call-back date | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | General collateral Indicator | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Delivery By Value (‘DBV’) indicator | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Method used to provide collateral | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Open term | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Termination optionality | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Fixed rate | Up to third digit after decimal | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Day count convention | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Floating rate | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Floating rate reference period — time period | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Floating rate reference period – multiplier | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Floating rate payment frequency — time period | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Floating rate payment frequency – multiplier | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Floating rate reset frequency — time period | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Floating rate reset frequency – multiplier | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Spread | Up to third digit after decimal | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Margin lending currency amount | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Margin lending currency | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Adjusted rate | Up to third digit after decimal | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Rate date | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Principal amount on the value date | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Principal amount on the maturity date | 0,0005 % | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Principal amount currency | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Type of asset | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Security identifier | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Classification of a security | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Base product | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Sub — product | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Further sub — product | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Quantity or nominal amount | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Unit of measure | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Currency of nominal amount | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Security or commodity price | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Price currency | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Security quality | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Maturity of the security | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Jurisdiction of the issuer | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | LEI of the issuer | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Security type | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Loan value | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Market value | 0,0005 % | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Fixed rebate rate | Up to third digit after decimal | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Floating rebate rate | Up to third digit after decimal | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Floating rebate rate reference period — time period | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Floating rebate rate reference period — multiplier | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Floating rebate rate payment frequency — time period | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Floating rebate rate payment frequency — multiplier | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Floating rebate rate reset frequency — time period | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Floating rebate rate reset frequency — multiplier | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Spread of the rebate rate | Up to third digit after decimal | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Lending fee | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Exclusive arrangements | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Loan | Outstanding margin loan | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Base currency of outstanding margin loan | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Short market value | 0,0005 % | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | Uncollateralised Securities Lending (‘SL’) flag | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | Collateralisation of net exposure | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | Value date of the collateral | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | Type of collateral component | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | Cash collateral amount | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | Cash collateral currency | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | Identification of a security used as collateral | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | Classification of a security used as collateral | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | Base product | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Collateral | Sub – product | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Collateral | Further sub – product | No | Article 33(2)(a)(iv) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Collateral | Collateral quantity or nominal amount | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | Collateral unit of measure | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Collateral | Currency of collateral nominal amount | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | Price currency | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Collateral | Price per unit | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Collateral | Collateral market value | 0,0005 % | Article 33(2)(a)(i) of Regulation (EU) 2015/2365+ 24 months |
| Transaction data | Collateral | Haircut or margin | Up to third digit after decimal | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | Collateral quality | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | Maturity date of the security | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | Jurisdiction of the issuer | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | LEI of the issuer | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | Collateral type | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | Availability for collateral reuse | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Collateral | Collateral basket identifier | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
| Transaction data | Loan | Level | No | Article 33(2)(a)(i) of Regulation (EU) 2015/2365 |
Table 2 in anx_I
| Rejection categories | Reason |
|---|---|
| Schema | —the SFT has been rejected because of non-compliant schema |
| — | the SFT has been rejected because of non-compliant schema |
| Permission | —the SFT has been rejected because the report submitting entity is not permissioned to report on behalf of the reporting counterparty |
| — | the SFT has been rejected because the report submitting entity is not permissioned to report on behalf of the reporting counterparty |
| Logical | —the SFT has been rejected because the action type for the SFT is not logically correct |
| — | the SFT has been rejected because the action type for the SFT is not logically correct |
| Business | —the SFT has been rejected because the SFT is not complying with one or more content validations. |
| — | the SFT has been rejected because the SFT is not complying with one or more content validations. |
Table 3 in anx_I
| — | the SFT has been rejected because of non-compliant schema |
|---|
Table 4 in anx_I
| — | the SFT has been rejected because the report submitting entity is not permissioned to report on behalf of the reporting counterparty |
|---|
Table 5 in anx_I
| — | the SFT has been rejected because the action type for the SFT is not logically correct |
|---|
Table 6 in anx_I
| — | the SFT has been rejected because the SFT is not complying with one or more content validations. |
|---|
Table 7 in anx_I
| Reconciliation categories | Reconciliation values |
|---|---|
| Reporting type | Single-sided/Dual-sided |
| Reporting requirement for both counterparties | Yes/No |
| Pairing Status | Paired/Unpaired |
| Loan reconciliation status | Reconciled/Not reconciled |
| Collateral reconciliation status | Reconciled/Not reconciled |
| Further modifications | Yes/No |
Table 1 in anx_II
| Table A. Aggregation |
|---|
| Date |
| 20161007 |
| … |
| … |
| … |
| … |