ANNEX II - Public data
Info
🔗 Back to Summary. 🇫🇷 French Version: 2019R0358_FR.II. Back to Summary of LVL1. Link to the PDF. Direct link to EUR-LEX.
Article I – Reconciliation fields, tolerance levels and start date of the reconciliation phase ⬅️ | ➡️ Retour au sommaire
Public data
Table A. Aggregation
Date
TR
Aggregation Type
Venue type
Location of reporting counterparty
Location of the other counterparty
Reconciliation
Type of SFT
Cleared
Collateral transfer method
Index used as reference
Aggregate amount lent
Aggregate Number of transactions
Aggregate value of collateral 20161007
EU TR
Reported
XXXX
EEA
EEA
Dual-sided, loan reconciled, collateral not reconciled
Repo
Yes
TTCA
…
…
…
…
Outstanding
XOFF
Non-EEA
Non-EEA
Dual-sided, loan reconciled, collateral reconciled
BSB/SBB
No
SICA
…
…
…
…
…
EEA MIC
…
…
Single-sided EEA, loan reconciled, collateral reconciled
Securities or commodities lending and borrowing
…
SIUR
…
…
…
…
…
Non-EEA MIC
…
…
…
Margin lending
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
To be populated with the relevant indexes included in Field 25 of Table 2 ‘Loan and Collateral data’ of Annex I to Implementing Regulation (EU) 2019/363.# Table 1 in anx_I
| 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 |
| … |
| … |
| … |
| … |