1. The mandatory nature of the fields is described for each combination of Action Type and, where relevant, Level (Trade/Position) in the fol owing way:
- ‘M’ – mandatory: the field is strictly required and validations of format and content are applied.
- ‘C’ – conditional y mandatory: Conditional y mandatory: the field is required if the specific conditions set out in the validation rules are met. Format and content validations are applied
- ‘O’ – optional: the field shal be populated if applicable. Only format and content validations are applied when the field is populated.
- ‘-‘ – not applicable: the field shal be left blank
2. Conditional validations (i.e. validations of the dependencies between the fields) as wel as the format and content validations are described in the last column of each table.
Technical standards
Trade level
Position level
VALU
VALU
ETRM (Termination / Early
POSC (Position
MODI
ETRM (Termination
COLU (Col ateral
- Conditional validations
NEWT (New)
MODI (Modification)
EROR (Error)
COLU (Col ateral update)
CORR (Correction)
(Valu
NEWT (New)
EROR (Error)
CORR (Correction) (Valu
Comments
Termination)
component)
(Modification)
/ Early Termination)
update)
-Format and content
ation)
ation)
No
Field
Details to be reported
Format
Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL Repo BSB
SL
ML Repo BSB
SL
ML
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL
SL
ISO 8601 date in the format and Coordinated Universal
This fi eld shal be populated in a
1
Date and time of submission of the
Reporting timestamp
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M common input format: YYYY-MM-
report to the trade repository.
Time (UTC) time format YYYY-MM-DDThh:mm:ssZ
DDThh:MM:SSZ
This field shal contain a valid LEI
Unique code identifying the entity
included in the GLEIF database
which submits the report. In the
maintained by the Central Operating
ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code.
Unit. The status of the LEI shal be
2
Report submitting
case where submission of the report
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
entity
has been delegated to a third party
"Issued", "Pending transfer" or
or to the other counterparty, a
"Pending archival".
unique code identifying that entity.
This field shal contain a valid LEI
included in the GLEIF database
ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code.
maintained by the Central Operating
3
Reporting
Unique code identifying the reporting
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
counterparty
counterparty
Unit. The status of the LEI shal be
"Issued", "Pending transfer" or
"Pending archival".
Indicates if the reporting
F' - Financial counterparty
When populated, shal contain only one
4
Nature of the
counterparty is a financial or non-
M
M
M
M
O
O
O
O
-
-
-
-
-
-
-
-
M
M
M
-
-
-
-
O
O
O
O
-
M
M
M
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
of the fol owing values: "F"or "N", " 1
reporting counterparty
'N' - Non-financial counterparty
financial counterparty
alphabetical character.
If field 4 is populated with "F", at least
Taxonomy for Financial Counterparties: 'CDTI' - Credit institution authorized in accordance with Directive 2013/36/EU or
one code pertaining to the classification
Regulation (EU) No 1024/2013 or a third thirdcountry entity which would require authorisation or registration in
of the financial counterparties shal be
accordance with that legislative act 'INVF' - Investment firm authorized in accordance with Directive 2014/65/EU or a
provided.
third third-country entity which would require authorisation or registration in accordance with that legislative act 'INUN' -
If field 4 is populated with "N", at least
Insurance undertaking authorized in accordance with Directive 2009/138/EC or a third third-country entity which would
one code pertaining to the classification
One or more codes that classify the
require authorisation or registration in accordance with that legislative act 'AIFD' - AIF managed by AIFMs authorized or
of the non-financial counterparties shal
nature of the Reporting
be provided.
Counterparty's business activities. If registered in accordance with Directive 2011/61/EU or a third third-country entity which would require authorisation or
the reporting counterparty is a
registration in accordance with that legislative act 'ORPI' - Institution for occupational retirement provision authorized or
financial counterparty, al necessary registered in accordance with Directive 2003/41/EC or a third third-country entity which would require authorisation or
codes included in the Taxonomy for registration in accordance with that legislative act 'CCPS' - Central counterparty authorized in accordance with Regulation
financial counterparties and applying
(EU) No 648/2012 or a third third-country entity which would require authorisation or registration in accordance with
to that counterparty shal be
that legislative act 'REIN' - Reinsurance undertaking authorized in accordance with Directive 2009/138/EC or a third third-
reported. If the reporting
country entity which would require authorisation or registration in accordance with that legislative act 'CSDS' - Central
5
Sector of the reporting counterparty is a non-financial
securities depository authorized in accordance with Regulation (EU) No 909/2014 or a third third-country entity which
M
M
M
M
O
O
O
O
-
-
-
-
-
-
-
-
M
M
M
-
-
-
-
O
O
O
O
-
M
M
M
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
counterparty
counterparty, al necessary codes
would require authorisation or registration in accordance with that legislative act 'UCIT' - UCITS and its management
included in the Taxonomy for non-
company, authorized in accordance with Directive 2009/65/EC or a third third-country entity which would require
financial counterparties and applying
authorisation or registration in accordance with that legislative act Taxonomy for Non-Financial Counterparties. The
to that counterparty shal be
categories below correspond to the main sections of NACE classification as defined in Regulation (EC) No 1893/2006 'A' -
reported. Where more than one
Agriculture, forestry and fishing 'B' - Mining and quarrying 'C' - Manufacturing 'D' - Electricity, gas, steam and air
activity is reported, the codes shal
conditioning supply 'E' - Water supply, sewerage, waste management and remediation activities 'F' - Construction 'G' -
be populated in order of the relative Wholesale and retail trade, repair of motor vehicles and motorcycles 'H' - Transportation and storage 'I' - Accommodation
importance of the corresponding
and food service activities 'J' - Information and communication 'K' - Financial and insurance activities 'L' - Real estate
activities.
activities 'M' - Professional, scientific and technical activities 'N' - Administrative and support service activities 'O' - Public
administration and defence; compulsory social security 'P' - Education 'Q' - Human health and social work activities 'R' -
Arts, entertainment and recreation 'S' - Other service activities 'T' - Activities of households as employers;
undifferentiated goods – and services –producing activities of households for own use 'U' - Activities of extraterritorial
organizations and bodies
If field 5 is populated with 'UCIT' or
'AIFD', this field shal be populated and
shal contain only one of the fol owing
In the case where the reporting
values: 'ETFT', 'MMFT', REIT' or '
counterparty is an Undertaking for
OTHR'. 4 alphabetical characters.
Col ective Investment in Transferable
Securities (UCITS) or Alternative
Investment Fund (AIF), a code that
determines whether it is an
Exchange-Traded Fund (ETF) or a
ETFT' - ETF
6
Additional sector
Money Market Fund (MMF). In the
'MMFT' - MMF
C
C
C
C
O
O
O
O
-
-
-
-
-
-
-
-
C
C
C
-
-
-
-
O
O
O
O
-
C
C
C
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
classification
case where the reporting
'REIT' - REIT
counterparty is an Alternative
'OTHR' – Other
Investment Fund (AIF) or a non-
financial counterparty undertaking
financial and insurance activities or
real estate activities, a code that
determines whether it is a Real
Estate Investment Trust (REIT).
When populated, shal contain a valid
When the Reporting Counterparty
ISO 3166 country code, 2 alphabetical
concludes an SFT through a branch
characters.
office, the LEI of the branch. Until
7
Branch of the
ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code or ISO 3166-1 alpha-2 country code 2
the LEI for branches is endorsed by
O
O
O
O
O
O
O
O
-
-
-
-
-
-
-
-
O
O
O
-
-
-
-
O
O
O
O
-
O
O
O
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
reporting counterparty
alphabetic characters
ESMA, the code of the country
where the branch is located shal be
reported.
When populated, shal contain a valid
When the Other Counterparty
ISO 3166 country code, 2 alphabetical
concludes an SFT through a branch
characters.
office, the LEI of the branch. Until
8
Branch of the other
ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code or ISO 3166-1 alpha-2 country code 2
the LEI for branches is endorsed by
O
O
O
O
O
O
O
O
-
-
-
-
-
-
-
-
O
O
O
-
-
-
-
O
O
O
O
-
O
O
O
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
counterparty
alphabetic characters
ESMA, the code of the country
where the branch is located shal be
reported.
When populated, shal contain only one
Identifies whether the reporting
of the fol owing values: "TAKE" or
TAKE' - Col ateral taker
"GIVE", " 4 alphabetical characters.
9
counterparty is a col ateral provider
Counterparty side
M
M
M
M
O
O
O
O
-
-
-
-
-
-
-
-
M
M
M
-
-
-
-
O
O
O
O
-
M
M
M
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
or a col ateral taker in accordance
'GIVE' - Col ateral provider
with the Article 4 of the [ITS]
When populated, this field shal contain
a valid LEI included in the GLEIF
database maintained by the Central
In the case where a financial
Operating Unit. The status of the LEI
counterparty is responsible for
shal be "Issued", "Pending transfer" or
reporting on behalf of the other
"Pending archival".
counterparty in accordance with
If field 5 is populated with 'UCIT' or
Article 4(3) of Regulation (EU) No
'AIFD', this field shal be populated with
2365/2015, the unique code
an LEI different from the LEI of the
identifying that counterparty. In the
reporting counterparty.
case where a management
company is responsible for reporting
on behalf of an Undertaking for
Col ective Investment in Transferable
10
Entity responsible for
ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character
Securities (UCITS) in accordance
M
M
M
M
O
O
O
O
-
-
-
-
-
-
-
-
M
M
M
-
-
-
-
O
O
O
O
-
M
M
M
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
the report
code.
with Article 4(3) of Regulation (EU)
No 2365/2015, the unique code
identifying that management
company. In the case where an
Alternative Investment Fund
Manager (AIFM) is responsible for
reporting on behalf of an Alternative
Investment Fund (AIF) in
accordance with Article 4(3) of
Regulation (EU) No 2365/2015, the
unique code identifying that AIFM.
Technical standards
Trade level
Position level
VALU
VALU
ETRM (Termination / Early
POSC (Position
MODI
ETRM (Termination
COLU (Col ateral
- Conditional validations
NEWT (New)
MODI (Modification)
EROR (Error)
COLU (Col ateral update)
CORR (Correction)
(Valu
NEWT (New)
EROR (Error)
CORR (Correction) (Valu
Comments
Termination)
component)
(Modification)
/ Early Termination)
update)
-Format and content
ation)
ation)
No
Field
Details to be reported
Format
Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL Repo BSB
SL
ML Repo BSB
SL
ML
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL
SL
This field shal contain
- a valid LEI included in the GLEIF
Unique code identifying the entity
database maintained by the Central
with which the reporting counterparty
Operating Unit. The status of the LEI
11
ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code. Client code (up to 50 alphanumeric
Other counterparty
concluded the SFT. In case of a
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M shal be "Issued", 'Lapsed', "Pending
characters).
private individual a client code shal
transfer" or "Pending archival".
be used in a consistent manner.
or
-up to 50 alphanumerical characters
When populated, shal contain a valid
ISO 3166 country code, 2 alphabetical
The code of country where the
characters.
registered office of the other
If field 11 is populated with "LEI", the
12
Country of the other
counterparty is located or country of
ISO 3166-1 alpha-2 country code 2 alphabetic characters
M
M
M
M
O
O
O
O
-
-
-
-
-
-
-
-
M
M
M
-
-
-
-
O
O
O
O
-
M
M
M
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
Counterparty
country code provided in this field shal
residence in case that the other
pertain to the country of the registered
counterparty is a natural person.
office of the other counterparty as
specified in the LEI reference data.
When populated, this field shal contain
If the beneficiary of the contract is
- a valid LEI included in the GLEIF
not a counterparty to this contract,
database maintained by the Central
the reporting counterparty has to
Operating Unit. The status of the LEI
identify this beneficiary by a unique
shal be "Issued", 'Lapsed', "Pending
13
Beneficiary
code or, in case of a private
ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code. Client code (up to 50 alphanumeric characters).
M
M
M
-
O
O
O
-
-
-
-
-
-
-
-
-
M
M
M
-
-
-
-
O
O
O
-
-
M
M
M
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
transfer" or "Pending archival".
individual, by a client code used in a
or
consistent manner as assigned by
-up to 50 alphanumerical characters
the legal entity used by the private
individual.
When populated, this field shal contain
Unique code identifying the third
a valid LEI included in the GLEIF
party to which the Reporting
database maintained by the Central
Counterparty has outsourced the
Operating Unit. The status of the LEI
14
Tri-party agent
ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
O
O
O
-
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
-
-
-
O
O
O
-
-
O
O
O
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
post-trade processing of an SFT.
shal be "Issued", 'Lapsed', "Pending
When no tri-party agent is used, this
transfer" or "Pending archival".
information shal not be provided.
When populated, this field shal contain
The unique code of the entity that
a valid LEI included in the GLEIF
acts as intermediary for the reporting
database maintained by the Central
counterparty without becoming a
Operating Unit. The status of the LEI
15
Broker
counterparty to the SFT itself. For
ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
O
O
O
-
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
-
-
-
O
O
O
-
-
O
O
O
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
shal be "Issued", 'Lapsed', "Pending
securities lending transactions,
transfer" or "Pending archival".
broker does not include the agent
lender.
If field 2.5 is populated with 'true' this
field shal be populated
In the case where the trade is
When populated, shal contain a valid
cleared, the responsible clearing
LEI included in the GLEIF database
16
Clearing member
ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
C
C
C
-
O
O
O
-
-
-
-
-
-
-
-
-
C
C
C
-
-
-
-
O
O
O
-
-
C
C
C
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
member shal be identified in this
maintained by the Central Operating
field by a unique code
Unit. The status of the LEI shal be
"Issued", "Lapsed", "Pending transfer"
or "Pending archival".
When populated, this field shal contain
The unique code of the - CSD
a valid LEI included in the GLEIF
participant or indirect participant of
database maintained by the Central
the reporting counterparty In the
Operating Unit. The status of the LEI
case where both CSD participant
shal be "Issued", 'Lapsed', "Pending
CSD participant or
17
and indirect participant are involved
ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
O
O
O
-
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
-
-
-
O
O
O
-
-
O
O
O
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
transfer" or "Pending archival".
indirect participant
in the transaction, the indirect
participant shal be identified in this
field. This field is not applicable for
commodities.
When populated, this field shal contain
a valid LEI included in the GLEIF
The unique code of the agent lender
database maintained by the Central
18
Agent lender
involved in the securities lending
ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
-
-
O
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
-
-
-
O
-
-
-
-
O
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
Operating Unit. The status of the LEI
transaction
shal be "Issued", 'Lapsed', "Pending
transfer" or "Pending archival".
Table 2
Loan and Collateral Data
When populated, this field shal contain
up to 52 alphanumerical characters.
Only upper-case alphabetic characters
A–Z and the digits 0–9, inclusive in
both cases, are al owed
Up to 52 alphanumeric character code including four special characters: Only upper-case alphabetic characters A–Z and
Not al owed to change the content of
1
Unique Transaction
The unique reference assigned to
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
O
O
O
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
O
O
O
M
M
M
M
Identifier (UTI)
the SFT to identify the trade.
the digits 0–9, inclusive in both cases, are al owed.
this field once it is reported.
The uniqueness of the Trade ID shal
be preserved at counterparties level, i.e.
the combination of the fields
Counterparty ID- ID of the other
counterparty-Trade ID shal be unique.
If field 2.5 is populated with 'true' this
field shal be populated
In the case of transactions resulting
When populated, this field shal contain
from clearing, the prior UTI, i.e. UTI
up to 52 alphanumerical characters.
of original bilateral transaction. The
Only upper-case alphabetic characters
prior-UTI is not required to be
A–Z and the digits 0–9, inclusive in
reported by counterparties that are
Up to 52 alphanumeric character code including four special characters: Only upper-case alphabetic characters A–Z and
both cases, are al owed
2
Report tracking
CCPs that cleared the SFT.
C
C
C
-
O
O
O
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
O
O
O
-
-
C
C
C
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
number
the digits 0–9, inclusive in both cases, are al owed.
Where an SFT was executed on a
trading venue and cleared on the
same day, a number generated by
the trading venue and unique to that
execution.
This field shal be populated in a
Date on which the reportable event
common input format: YYYY-MM-DD.
pertaining to the SFT and captured
The date populated in this field shal be:
by the report took place. In the case
- prior or equal to the date part of the
reporting timestamp
3
of Action Types "Valuation update",
Event date
ISO 8601 date in the format YYYY-MMDD
M
M
M
M
M
M
M
M
-
-
-
-
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
-
-
-
M
M
M
M
M
M
M
M
M
M
"Col ateral update", “Reuse update”,
- greater than or equal to the date part
“Margin update”, the date for which
of the execution timestamp.
the information contained in the
-prior or equal to the value of the field
report is provided.
maturity date
When populated, shal contain only one
SLEB' - securities or commodities lending or securities or commodities borrowing
Specifies the type of SFT transaction
of the fol owing values: "SLEB" ,
4
'SBSC' - buy-sel back transaction or sel -buy back transaction
Type of SFT
as defined under Article 3(7)-3(10)
M
M
M
M
O
O
O
O
-
-
-
-
-
-
-
-
M
M
M
-
-
-
-
O
O
O
O
-
M
M
M
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
'SBSC', 'REPO' or "MGLD", " 4
'REPO' - repurchase transaction
of Regulation (EU) No 2365/2015
alphabetical character.
'MGLD' - margin lending transaction
5
Indicates, whether central clearing
‘true’
Cleared
M
M
M
-
O
O
O
-
-
-
-
-
-
-
-
-
M
M
M
-
-
-
-
O
O
O
-
-
M
M
M
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
When populated, this field shal contain
has taken place.
‘false’
one of the values: 'true' or 'false'
If field 2.5 is populated with 'true' this
field shal be populated in a common
input format: YYYY-MM-
DDThh:mm:ssZ.
6
Time and date when clearing took
Clearing timestamp
ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ
C
C
C
-
O
O
O
-
-
-
-
-
-
-
-
-
C
C
C
-
-
-
-
O
O
O
-
-
C
C
C
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
The value of this field shal be greater
place.
than or equal to the value of the field
2.12.
If field 2.5 is populated with "false", this
field shal be left blank.
Technical standards
Trade level
Position level
VALU
VALU
ETRM (Termination / Early
POSC (Position
MODI
ETRM (Termination
COLU (Col ateral
- Conditional validations
NEWT (New)
MODI (Modification)
EROR (Error)
COLU (Col ateral update)
CORR (Correction)
(Valu
NEWT (New)
EROR (Error)
CORR (Correction) (Valu
Comments
Termination)
component)
(Modification)
/ Early Termination)
update)
-Format and content
ation)
ation)
No
Field
Details to be reported
Format
Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL Repo BSB
SL
ML Repo BSB
SL
ML
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL
SL
If field 2.5 is populated with 'true' this
field shal be populated with a valid LEI
included in the GLEIF database
In the case of a contract that has
maintained by the Central Operating
7
been cleared, the unique code for
CCP
ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
C
C
C
-
O
O
O
-
-
-
-
-
-
-
-
-
C
C
C
-
-
-
-
O
O
O
-
-
C
C
C
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
Unit. The status of the LEI shal be
the CCP that has cleared the
"Issued", "Lapsed", "Pending transfer"
contract
or "Pending archival".
If field 2.5 is populated with "false", this
field shal be left blank.
The venue of execution shal be
When populated, this field shal contain
identified by a unique code for this
a MIC code included in the list
venue.
maintained and updated by ISO and
published at:
Where a transaction was concluded
http://www.iso15022.org/MIC/homepag
OTC and the respective instrument
eMIC.htm (column "MIC" in table "MICs
is admitted to trading but traded
List by Country" of the respective Excel
OTC, MIC code ‘ XOFF’ shal be
8
ISO 10383 Market Identifier Code (MIC), 4 alphanumeric characters. Where segmental MICs exist for a trading
Trading venue
M
M
M
-
-
-
-
-
-
-
-
-
-
-
-
-
M
M
M
-
-
-
-
O
O
O
-
-
M
M
M
-
-
-
-
-
-
-
-
-
-
-
-
O
O
O
-
file).
used.
venue, the segmental MIC shal be used.
Where a transaction was concluded
OTC and the respective instrument
is not admitted to trading and traded
OTC, MIC code ‘XXXX’ shal be
used.
When populated, shal contain only one
of the fol owing values: "MRAA" ,
‘MRAA' - MRA
'GMRA', 'MSLA' ,"GMSL", "ISDA',
'GMRA' – GMRA
'DERP', 'CNBR'. 'KRRA', 'CARA',
'MSLA' - MSLA
'FRFB', ' CHRA', 'DEMA', JPBR' ,
'GMSL' - GMSLA
'ESRA', 'MEFI', 'GESL', 'KRSL',
'ISDA' - ISDA
'DERD'. 'JPBL', 'JPSL', 'BIAG', 'CSDR'
'DERP' - Deutscher Rahmenvertrag für Wertpapierpensionsgeschäfte
or 'OTHR'. 4 alphabetical characters.
'CNBR' - China Bond Repurchase Master Agreement,
‘KRRA’ - Korea Financial Investment Association (KOFIA) Standard Repurchase Agreement
'CARA' - Investment Industry Regulatory Organization of Canada (IIROC) Repurchase/Reverse Repurchase Transaction
Agreement
'FRFB' - Convention-Cadre Relative aux Operations de Pensions Livrees,
Reference to master agreement
'CHRA' -Swiss Master Repurchase Agreement
9
Master agreement
under which the counterparties
'DEMA' - German Master Agreement
O
O
O
-
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
O
O
O
-
O
O
O
-
-
O
O
O
O
O
O
-
-
-
-
-
-
O
O
O
O
O
O
-
type
concluded a documented SFT.
'JPBR' - Japanese Master Agreement on the Transaction with Repurchase Agreement of the Bonds
'ESRA' - Contrato Marco de compraventa y Reporto de valores 'OSLA' - Overseas Securities Lending Agreement (OSLA)
'MEFI' - Master Equity and Fixed Interest Stock Lending Agreement (MEFISLA)
'GESL' - Gilt Edged Stock Lending Agreement (GESLA)
'KRSL' - Korean Securities Lending Agreement (KOSLA)
'DERD' - Deutscher Rahmenvertrag für Wertpapierdarlehen 'AUSL' - Australian Masters Securities Lending Agreement
(AMSLA)
'JPBL' - Japanese Master Agreement on Lending Transaction of Bonds
'JPSL' - Japanese Master Agreement on the Borrowing and Lending Transactions of Share Certificates
'BIAG' - bilateral agreement
‘CSDA’ - CSD bilateral agreement Or
'OTHR' if the master agreement type is not included in the above list
If field 2.9 is populated with 'OTHR', this
The name of the Master Agreement,
field shal be populated and shal
10
Other master
this field should only be fil ed in
Up to 50 alphanumeric characters
O
O
O
-
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
O
O
O
-
O
O
O
-
-
O
O
O
O
O
O
-
-
-
-
-
-
O
O
O
O
O
O
-
contain up to 50 alphanumeric
agreement type
where "OTHR" is reported in the
characters
Master agreement type field
If field 2.9 is populated, this field shal
Reference to the year of the master
be populated n a common input format:
11
Master agreement
agreement version used for the
ISO 8601 date in the format YYYY
O
O
O
-
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
-
-
-
O
O
O
-
-
O
O
O
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
YYYY. First two digits shal be "19" or
version
reported trade, if applicable (e.g.
"20".
1992, 2002, etc.)
Otherwise, it shal be left bank.
When populated, this field shal be
12
Date and time when the SFT was
Execution timestamp
ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ
M
M
M
M
-
-
-
-
-
-
-
-
-
-
-
-
M
M
M
-
-
-
-
O
O
O
O
-
M
M
M
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
populated in a common input format:
executed.
YYYY-MM-DDThh:mm:ssZ.
When populated, this field shal be
Date on which the counterparties
populated in a common input format:
contractual y agree the exchange of
YYYY-MM-DD.
Value date shal be greater than or
13
Value date (Start
cash, securities, or commodities
ISO 8601 date in the format YYYY-MMDD
M
M
M
-
O
O
O
-
-
-
-
-
-
-
-
-
M
M
M
-
-
-
-
O
O
O
-
-
M
M
M
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
C
date)
versus col ateral for the opening leg
equal to the 2.12 Execution timestamp
(spot leg) of the securities financing
transaction.
When populated, this field shal be
Date on which the counterparties
populated in a common input format:
contractual y agree the exchange of
YYYY-MM-DD.
cash, securities, or commodities
For repos and SL, if the field 2.21 is
populated with 'false', maturity date
14
Maturity date (End
versus col ateral for the closing leg
ISO 8601 date in the format YYYY-MMDD
C
M
C
-
O
O
O
-
-
-
-
-
-
-
-
-
C
M
C
-
-
-
-
O
O
O
-
-
C
M
C
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
date)
(forward leg) of the secured
shal be populated, Otherwise it shal be
financing transaction. This
left blank.
information shal not be reported for
Maturity date shal be greater than or
open term repos.
equal to the 2.13 Effective date
When populated, this field shal be
populated in a common input format:
YYYY-MM-DD.
Termination date shal be greater than
Termination date in the case of a ful
or equal to the date part of the field
15
Termination date
early termination of the reported
ISO 8601 date in the format YYYY-MMDD
-
-
-
-
-
-
-
-
-
-
-
-
M
M
M
M
M
M
M
-
-
-
-
O
O
O
O
-
-
-
-
-
-
-
-
-
-
M
M
M
-
-
-
O
O
O
-
2,12 Execution timestamp.
SFT.
If fields 2.14 and 2.15 are both
populated, the Termination date shal
be less than or equal to the 2.14
Maturity date
When populated, this field shal contain
The minimum number of business
an integer number greater than zero.
16
Minimum notice
days that one of the counterparties
Integer field up to 3 digits
M
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
-
M
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
Up to 3 digits
period
has to inform about the termination
of the transaction.
When populated, this field shal be
populated in a common input format:
The earliest date that the cash
YYYY-MM-DD.
17
lender has the right to cal back a
Earliest cal -back date
ISO 8601 date in the format YYYY-MMDD
M
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
-
M
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
If fields 2.14 and 2.17 are both
portion of the funds or to terminate
populated, theTermination date shal be
the transaction
less than or equal to the 2.14 Maturity
date
Indication whether the secured
financing transaction is subject to a
general col ateral arrangement. In
the case of a securities lending
transaction, the field refers to the
securities provided as a col ateral,
and not to the security on loan.
-‘GENE’ shal be populated for
general col ateral. General col ateral
specifies a col ateral arrangement for
a transaction in which the col ateral
When populated, shal contain only one
18
General col ateral
’SPEC’ - specific col ateral
giver may choose the security to
M
M
M
-
O
O
O
-
-
-
-
-
-
-
-
-
M
M
M
-
-
-
-
O
O
O
-
-
M
M
M
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
-
of the fol owing values: "SPEC" or
indicator
‘GENE’ - general col ateral
'GENE', 4 alphabetical characters.
provide as col ateral amongst a
relatively wide range of securities
meeting predefined criteria.
Technical standards
Trade level
Position level
VALU
VALU
ETRM (Termination / Early
POSC (Position
MODI
ETRM (Termination
COLU (Col ateral
- Conditional validations
NEWT (New)
MODI (Modification)
EROR (Error)
COLU (Col ateral update)
CORR (Correction)
(Valu
NEWT (New)
EROR (Error)
CORR (Correction) (Valu
Comments
Termination)
component)
(Modification)
/ Early Termination)
update)
-Format and content
ation)
ation)
No
Field
Details to be reported
Format
Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL Repo BSB
SL
ML Repo BSB
SL
ML
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL
SL
-‘SPEC’ shal be populated for
specific col ateral. Specific col ateral
specifies a col ateral arrangement for
a transaction in which the col ateral
taker requests a specific security
commodity (individual ISIN) to be
provided by the col ateral provider
This field specifies whether the
When populated, this field shal contain
19
transaction was settled using the
‘true’
one of the values: 'true' or 'false'
DBV indicator
M
-
M
-
O
-
O
-
-
-
-
-
-
-
-
-
M
-
M
-
-
-
-
O
-
O
-
-
M
-
M
O
-
O
-
-
-
-
-
-
-
-
-
O
-
O
-
Delivery-by-Value (DBV)
‘false’
mechanism
Indication whether the col ateral is
subject to a title transfer col ateral
arrangement, a securities financial
col ateral arrangement, or a
securities financial with the right of
TTCA'- title transfer col ateral arrangement
When populated, shal contain only one
use.
20
Method used to
'SICA'- securities financial col ateral arrangement
M
-
M
M
O
-
O
O
-
-
-
-
-
-
-
-
M
-
M
-
-
-
-
O
-
O
O
-
M
-
M
O
-
O
-
-
-
-
-
-
-
-
-
O
-
O
-
of the fol owing values: "TTCA", 'SICA'
provide col ateral
'SIUR'- securities financial with the right of use
or 'SIUR', 4 alphabetical characters.
Where more than one method was
used to provide col ateral, the
primary col ateral arrangement
should be specified in this field
Indication whether the transaction is
open term or, i.e. has no fixed
maturity date, or fixed term with a
21
‘true’
When populated, this field shal contain
Open term
contractual y agreed maturity date.
M
-
M
-
O
-
O
-
-
-
-
-
-
-
-
-
M
-
M
-
-
-
-
O
-
O
-
-
M
-
M
O
-
O
-
-
-
-
-
-
-
-
-
O
-
O
-
‘false’
one of the values: 'true' or 'false'
‘true’ shal be populated for open
term transactions, and ‘false’ for
fixed term.
If field 2.21 Open term is populated
A code specifying whether the
with 'false', this field shal be populated
22
Termination
‘EGRN’ - evergreen
transaction is an evergreen or
C
-
C
-
O
-
O
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
O
-
O
-
-
C
-
C
O
-
O
-
-
-
-
-
-
-
-
-
O
-
O
-
and shal contain only one of the
optionality
‘ETSB’ - extendable
extendable SFT.
fol owing values: "EGRN' or 'ETSB',
Otherwise it shal be left blank.
In the case of margin lending, the attributes listed in fields 23-34 shal be repeated for each currency of the margin loan.
For repos: one of the fields 2,23 Fixed
In the case of repos, the annualized
rate or 2.25 Floating rate, shal be
interest rate on the principal amount
populated.
of the repurchase transaction in
For ML: at least one rate (2.23 Fixed
accordance with the day count
Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented
rate or 2.25 Floating rate) shal be
conventions
23
Fixed rate
as “100”. The decimal mark is not counted as a numeric character. If populated, it shal be represented with a
C
-
-
C
O
-
-
O
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
O
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
populated.
dot.
When populated, this field shal contain
In the case of margin lending, the
up to 10 numerical characters including
annualized interest rate on the loan
up to 9 decimals.
value that the borrower pays to the
The decimal mark is not counted as a
lender.
numerical character. If populated, it
If field 2.23 Fixed rate or 2.25 Floating
The code representing day count convention:
rate is populated, this field shal be
‘A001’ - IC30360ISDAor30360AmericanBasicRule
populated.
‘A002’ - IC30365
When populated, the field shal contain
‘A003’ - IC30Actual
-only one of the fol owing values:
‘A004’ - Actual360
"A001', 'A002', 'A003', 'A004', 'A005',
‘A005’ - Actual365Fixed
'A006', 'A007', A008', 'A009', A010',
‘A006’ - ActualActualICMA
The method for calculating the
'A011', 'A012'. 'A013' or 'A014'. 4
24
‘A007’ - IC30E360orEuroBondBasismodel1
Day count convention accrued interest on the principal
C
-
-
C
O
-
-
O
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
O
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
alphanumeric characters
‘A008’ - ActualActualISDA
amount for a fixed rate
or
‘A009’ - Actual365LorActuActubasisRule
-up to 35 alphanumeric characters
‘A010’ - ActualActualAFB
‘A011’ - IC30360ICMAor30360basicrule
‘A012’ - IC30E2360orEurobondbasismodel2
‘A013’ - IC30E3360orEurobondbasismodel3
‘A014’ - Actual365NL
Or up to 35 alphanumeric characters if the day count convention is not included in the above list.
The code representing the floating rate index
For repos: one of the fields 2,23 Fixed
‘EONA’ - EONIA
rate or 2.25 Floating rate, shal be
‘EONS’ - EONIA SWAP
populated.
‘EURI’ - EURIBOR
For ML: at least one rate (2.23 Fixed
‘EUUS’ - EURODOLLAR
rate or 2.25 Floating rate) shal be
‘EUCH’ - EuroSwiss
populated.
‘GCFR’ - GCF REPO
When populated, the field shal contain
‘ISDA’ - ISDAFIX
-only one of the fol owing values:
’LIBI’ - LIBID
"EONA'. 'EONS', 'EURI', 'EUUS',
‘LIBO’ - LIBOR
'EUCH', 'GCFR'. 'ISDA', 'LIBI', 'MAAA',
‘MAAA’ - Muni AAA
'PFAN', 'TIBO', 'STBO', 'BBSW', 'JIBA',
‘PFAN’ - Pfandbriefe
BUBO', 'CDOR', 'CIBO'. 'MOSP',
An indication of the reference
‘TIBO’ - TIBOR
'NIBO'. 'PRBO', 'TLBO' , ' WIBO',
interest rate used which is reset at
'TREA', 'SWAP' or 'FUSW'. 4
25
‘STBO’ - STIBOR
Floating rate
predetermined intervals by reference
C
-
-
C
O
-
-
O
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
O
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
‘BBSW’ - BBSW
alphabetic characters
to a market reference rate, if
‘JIBA’ - JIBAR
or
applicable.
‘BUBO’ - BUBOR
-up to 25 alphanumeric characters
‘CDOR’ - CDOR
‘CIBO’ - CIBOR
‘MOSP’ - MOSPRIM
‘NIBO’ - NIBOR
‘PRBO’ - PRIBOR
‘TLBO’ - TELBOR
‘WIBO’ - WIBOR
‘TREA’ - Treasury
‘SWAP’ - SWAP
‘FUSW’ - Future SWAP Or up to 25 alphanumeric characters if the reference rate is not included in the above
list
Time period describing reference period, whereby the fol owing
If field 2.25 Floating rate is populated,
abbreviations apply:
this field shal be populated and shal
contain only one of the fol owing values:
26
Floating rate reference Time period describing reference
'YEAR' - Year
C
-
-
C
O
-
-
O
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
O
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
period - time period
period of the floating rate.
'MNTH' - Month
"YEAR", "MNTH", WEEK" or "DAYS". 4
'WEEK' - Week
alphabetic characters.
'DAYS' - Day
Otherwise the field shal be left blank.
If field 2.25 Floating rate is populated,
Multiplier of the time period
Integer multiplier of the time period describing reference period of
27
Floating rate reference
this field shal be populated and shal
describing reference period of the
the floating rate.
C
-
-
C
O
-
-
O
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
O
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
period - multiplier
contain up to 3 numerical characters.
floating rate.
Up to 3 numeric characters.
Otherwise the field shal be left blank.
Floating rate payment
Time period describing reference period, whereby the fol owing abbreviations apply:
If field 2.25 Floating rate is populated,
28
Time period describing frequency of
frequency - time
'YEAR' - Year
C
-
-
C
O
-
-
O
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
O
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
this field shal be populated and shal
payments for the floating rate.
period
'MNTH' - Month
contain only one of the fol owing values:
Floating rate payment
29
Multiplier of the time period
Integer multiplier of the time period describing how often the counterparties exchange payments. Up to 3
If field 2.25 Floating rate is populated,
C
-
-
C
O
-
-
O
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
O
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
frequency - multiplier describing frequency of payments for
numeric characters.
this field shal be populated and shal
Floating rate reset
Time period describing how often the counterparties reset the floating repo rate, whereby the fol owing
If field 2.25 Floating rate is populated,
30
Time period describing frequency of
frequency - time
abbreviations apply: 'YEAR' - Year
C
-
-
O
O
-
-
O
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
O
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
this field shal be populated and shal
the floating rate resets.
period
'MNTH' - Month
contain only one of the fol owing values:
Floating rate reset
31
Multiplier of the time period
Integer multiplier of the time period describing how often the counterparties reset the floating repo rate. Up to 3
If field 2.25 Floating rate is populated,
C
-
-
C
O
-
-
O
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
O
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
frequency - multiplier describing frequency of the floating
numeric characters.
this field shal be populated and shal
The number of basis points to be
If field 2.25 Floating rate is populated,
added to or subtracted from the
this field shal be populated and shal
32
Spread
floating interest rate in order to
Up to 5 numeric characters.
C
-
-
C
O
-
-
O
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
O
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
contain up to 5 numerical characters.
determine the interest rate of the
Otherwise the field shal be left blank.
loan
When populated, this field shal contain
up to 18 numeric characters including
up to 5 decimals. The decimal mark is
33
Margin lending
Amount of a margin loan in a given
Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric
-
-
-
M
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
currency amount
currency
character. If populated, it shal be represented with a dot.
not counted as a numeric character. If
populated, it shal be represented with a
dot.
Technical standards
Trade level
Position level
VALU
VALU
ETRM (Termination / Early
POSC (Position
MODI
ETRM (Termination
COLU (Col ateral
- Conditional validations
NEWT (New)
MODI (Modification)
EROR (Error)
COLU (Col ateral update)
CORR (Correction)
(Valu
NEWT (New)
EROR (Error)
CORR (Correction) (Valu
Comments
Termination)
component)
(Modification)
/ Early Termination)
update)
-Format and content
ation)
ation)
No
Field
Details to be reported
Format
Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL Repo BSB
SL
ML Repo BSB
SL
ML
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL
SL
If field 2.33 is populated, this field shal
be populated and shal contain ISO
34
Margin lending
Currency of the margin loan
ISO 4217 Currency Code, 3 alphabetic characters
-
-
-
M
-
-
-
C
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
4217 Currency Code (official list only), 3
currency
alphabetical characters.
Otherwise it shal be left blank.
Fields 35-36 shal be populated for each floating rate adjustment
When populated, this field shal contain
up to 11 numeric characters including
This reporting attribute specifies the Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented
up to 10 decimals. The decimal mark is
35
Adjusted rate
rate as determined by the rate
as “100”. The decimal mark is not counted as a numeric character. If populated, it shal be represented with a
O
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
-
-
O
-
-
-
-
O
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
not counted as a numeric character. If
schedule
dot.
populated, it shal be represented with a
dot.
If field 2.35 is populated, this field shal
This reporting attribute specifies
be popluated. in a common input
36
Rate date
ISO 8601 date in the format YYYY-MM-DD
C
-
-
-
C
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
C
-
-
-
-
C
-
-
C
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
date as of which the rate is effective.
format: YYYY-MM-DD.
Otherwise it shal be left blank.
When populated, this field shal contain
up to 18 numeric characters including
Principal amount on
Cash value to be settled as of the
Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric
up to 5 decimals. The decimal mark is
37
M
M
-
-
O
O
-
-
-
-
-
-
-
-
-
-
M
M
-
-
-
-
-
O
O
-
-
-
M
M
-
O
O
-
-
-
-
-
-
-
-
-
-
O
O
-
-
value date
value date of the transaction.
character. If populated, it shal be represented with a dot.
not counted as a numeric character. If
populated, it shal be represented with a
dot.
When populated, this field shal contain
up to 18 numeric characters including
Principal amount on
Cash value to be settled as of the
Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric
up to 5 decimals. The decimal mark is
38
M
M
-
-
O
O
-
-
-
-
-
-
-
-
-
-
M
M
-
-
-
-
-
O
O
-
-
-
M
M
-
O
O
-
-
-
-
-
-
-
-
-
-
O
O
-
-
maturity date
maturity date of the transaction.
character. If populated, it shal be represented with a dot.
not counted as a numeric character. If
populated, it shal be represented with a
dot.
When populated, this field shal contain
Principal amount
39
Currency of the principal amount
ISO 4217 Currency Code, 3 alphabetic characters
M
M
-
-
O
O
-
-
-
-
-
-
-
-
-
-
M
M
-
-
-
-
-
O
O
-
-
-
M
M
-
O
O
-
-
-
-
-
-
-
-
-
-
O
O
-
-
ISO 4217 Currency Code (official list
currency
only), 3 alphabetical characters.
When populated, shal contain only one
Indication of the type of asset
‘SECU' - Securities
40
Type of asset
-
-
M
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
M
-
-
-
-
-
-
O
-
-
-
-
M
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
of the fol owing values: "SECU" or
subject of the SFT
'COMM' - Commodities
'COMM', 4 alphabetical characters.
Identifier of the security subject of
If field 2.40 is populated with 'SECU',
the SFT.
41
Security identifier
ISO 6166 ISIN 12 character alphanumeric code
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
this field shal be populated and shal
This field is not applicable for
contain 12 alphanumerical characters
commodities
and a check digit
CFI code of the security subject of
If field 2.40 is populated with 'SECU',
Classification of a
the SFT.
42
ISO 10692 CFI, 6 characters alphabetical code
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
this field shal be populated with CFI
security
This field is not applicable for
code composed of 6 characters and
commodities
compliant with ISO 10962 Standard. At
Where a commodity was subject of the SFT it shal be classified in fields 43-45
If field 2.40 is populated with 'COMM',
this field shal be populated and shal
contain only one of the fol owing values:
The Base product as specified in the
"AGRI", "NRGY", "ENVR", "FRGT",
43
Base product
Only values in the 'Base product' column of the classification of commodities derivatives table are al owed.
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
classification of commodities table.
"FRTL", "INDP", "METL", "MCEX",
"PAPR", "POLY", "INFL", "OEST",
"OTHC" or "OTHR". 4 alphabetical
characters.
The Sub - Product as specified in
If field 2.43 is populated with 'AGRI',
the classification of commodities
Only values in the 'Sub - product' column of the classification of commodities derivatives table are al owed are
this field shal contain only one of the
44
Sub - product
table.
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
al owed.
fol owing values: 'GROS',
'SOFT','POTA', 'OOLI', 'DIRY', 'FRST',
Field requires a Base product.
'SEAF', 'LSTK', 'GRIN' or 'OTHR'. 4
The Further sub product as specified
If field 2.44 is populated with 'GROS',
in the classification of commodities
45
Further sub - product
Only values in the 'Further sub - product' of the classification of commodities derivatives table are al owed.
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
this field shal contain only one of the
table.
fol owing values: 'FWHT',
Field requires a Sub product.
'SOYB','CORN', 'RPSD', 'RICE' or
Quantity or nominal amount of the
security or commodity subject of the
SFT
When populated, this field shal contain
In the case of bond a total nominal
up to 18 numeric characters including
amount should be reported in this
Quantity or nominal
Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric
up to 5 decimals. The decimal mark is
46
field (number of bonds multiplied by
-
-
M
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
M
-
-
-
-
-
-
O
-
-
-
-
M
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
amount
character. If populated, it shal be represented with a dot.
not counted as a numeric character. If
the face value)
populated, it shal be represented with a
dot.
In the case of other securities or
commodities, a quantity shal be
specified in this field
If field 2.40 is populated with 'COMM',
this field shal be populated and shal
contain only one of the fol owing values:
'KILO', 'PIEC', 'TONS', 'METR', 'INCH',
'YARD', 'GBGA', 'GRAM', 'CMET',
'SMET', 'FOOT', 'MILE', 'SQIN', 'SQFO',
KILO' - Kilogram, 'PIEC' - Piece, 'TONS' - Ton, 'METR' - Metre, 'INCH' - Inch, 'YARD' - Yard, 'GBGA' -
'SQMI', 'GBOU', 'USOU', 'GBPI', 'USPI',
GBGal on, 'GRAM' - Gram, 'CMET' - Centimetre, 'SMET' - SquareMetre, 'FOOT' - Foot, 'MILE' - Mile, 'SQIN' -
'GBQA', 'USQA', 'USGA', 'MMET',
SquareInch, 'SQFO' - SquareFoot, 'SQMI' - SquareMile, 'GBOU' - GBOunce, 'USOU' - USOunce, 'GBPI' -
'KMET', 'SQYA', 'ACRE', 'ARES',
GBPint, 'USPI' - USPint, 'GBQA' - GBQuart, 'USQA' - USQuart, 'USGA' - USGal on, 'MMET' - Mil imetre,
'SMIL', 'SCMT', 'HECT', 'SQKI', 'MILI',
'KMET' - Kilometre, 'SQYA' - SquareYard, 'ACRE' - Acre, 'ARES' - Are, 'SMIL' - SquareMil imetre, 'SCMT' -
'CELI', 'LITR', 'PUND', 'ALOW', 'ACCY',
SquareCentimetre, 'HECT' - Hectare, 'SQKI' - SquareKilometre, 'MILI' - Mil iLitre, 'CELI' - Centilitre, 'LITR' - Litre,
'BARL', 'BCUF', 'BDFT', 'BUSL', 'CEER'
'PUND' - Pound, 'ALOW' - Al owances, 'ACCY' - AmountOfCurrency, 'BARL' - Barrels, 'BCUF' -
, 'CLRT' , 'CBME' , 'DAYS' , 'DMET',
Unit of measure in which the
Bil ionCubicFeet, 'BDFT' - BoardFeet, 'BUSL' - Bushels, 'CEER' - CertifiedEmissionsReduction, 'CLRT' -
'ENVC' , 'ENVO' , 'HUWG' , 'KWDC' ,
47
Unit of measure
quantity is expressed. This field is
ClimateReserveTonnes, 'CBME' - CubicMeters, 'DAYS' - Days, 'DMET' - DryMetricTons, 'ENVC' -
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
'KWHO' , 'KWHC' , 'KMOC', 'KWMC' ,
applicable to commodities.
EnvironmentalCredit, 'ENVO' - EnvironmentalOffset, 'HUWG' - Hundredweight, 'KWDC' - KilowattDayCapacity,
'KWYC', 'MWDC' , 'MWHO', 'MWHC',
'KWHO' - KilowattHours, 'KWHC' - KilowattHoursCapacity, 'KMOC' - KilowattMinuteCapacity, 'KWMC' -
'MWMC', 'MMOC', 'MWYC', 'TONE',
KilowattMonthCapacity, 'KWYC' - KilowattYearCapacity, 'MWDC' - MegawattDayCapacity, 'MWHO' -
'MIBA', 'MBTU', 'OZTR', 'UCWT' ,
MegawattHours, 'MWHC' - MegawattHoursCapacity, 'MWMC' - MegawattMinuteCapacity, 'MMOC' -
'IPNT', 'PWRD', 'DGEU', 'GGEU' or
MegawattMonthCapacity, 'MWYC' - MegawattYearCapacity, 'TONE' - MetricTons, 'MIBA' - Mil ionBarrels, 'MBTU'
'TOCD'. 4 alphabetic characters
- OneMil ionBTU, 'OZTR' - TroyOunces, 'UCWT' - USHundredweight, 'IPNT' - IndexPoint, 'PWRD' -
PrincipalWithRelationToDebtInstrument, 'DGEU' - DieselGal onEquivalent, 'GGEU' - GasolineGal onEquivalent,
'TOCD' - TonsOfCarbonDioxide,
When populated, this field shal contain
In the case where nominal amount is
ISO 4217 Currency Code (official list
Currency of nominal
provided, the currency of the
48
ISO 4217 Currency Code, 3 alphabetic characters
-
-
O
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
-
-
-
O
-
-
-
-
O
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
only), 3 alphabetical characters.
amount
nominal amount shal be populated
in this field.
In the case of securities and
When populated, this field shal contain
commodities lending and borrowing,
up to 18 numeric characters including
the price of the security or
up to 5 decimals or up to 11 numeric
commodity used to calculate the
Up to 18 numeric characters including up to 5 decimals in case the price is expressed units. Up to 11 numeric
characters including up to 10 decimals
Security or commodity loan value.
49
characters including up to 10 decimals in case the price is expressed as percentage or yield The decimal mark
-
-
M
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
M
-
-
-
-
-
-
O
-
-
-
-
M
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
The decimal mark is not counted as a
price
numeric character. If populated, it shal
In the case of buy-sel back, the
is not counted as a numeric character. If populated, it shal be represented with a dot.
be represented with a dot.
price of the security or commodity
used to calculate the trade amount
for the spot leg of the buy-sel back.
When populated, this field shal contain
The currency in which the security or
50
Price currency
ISO 4217 Currency Code, 3 alphabetic characters
-
-
M
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
M
-
-
-
-
-
-
O
-
-
-
-
M
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
ISO 4217 Currency Code (official list
commodity price is denominated.
only), 3 alphabetical characters.
If field 2.40 is populated with 'COMM'
this field shal be left blank
INVG' - Investment grade
Code that classifies the credit risk of
When populated this field shal contain
51
Security quality
'NIVG' - Non-investment grade
-
-
O
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
-
-
-
O
-
-
-
-
O
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
the security
only one of the fol owing values: 'INVG',
'NOTR' - Non-rated
'NIVG' or 'NOTR'. 4 alphabetic
characters
Maturity of the security
Maturity of the
If field 2.40 is populated with 'SECU'
52
This field is not applicable for
ISO 8601 date in the format YYYY-MM-DD
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
security
this field shal be populated in a
commodities
common input format: YYYY-MM-DD.
Technical standards
Trade level
Position level
VALU
VALU
ETRM (Termination / Early
POSC (Position
MODI
ETRM (Termination
COLU (Col ateral
- Conditional validations
NEWT (New)
MODI (Modification)
EROR (Error)
COLU (Col ateral update)
CORR (Correction)
(Valu
NEWT (New)
EROR (Error)
CORR (Correction) (Valu
Comments
Termination)
component)
(Modification)
/ Early Termination)
update)
-Format and content
ation)
ation)
No
Field
Details to be reported
Format
Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL Repo BSB
SL
ML Repo BSB
SL
ML
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL
SL
If field 2.40 is populated with 'SECU'
Jurisdiction of the issuer of the
this field shal be populated and shal
security. In case of securities issued
contain a valid ISO 3166 country code,
by a foreign subsidiary, the
2 alphabetical characters.
Jurisdiction of the
jurisdiction of the ultimate parent
53
ISO 3166-1 alpha-2 country code 2 alphabetic characters
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
Otherwise it shal be left blank.
issuer
company shal be reported or, if not
The country code provided in this field
known, jurisdiction of the subsidiary.
shal pertain to the country of the
registered office of the issuer as
This field is not applicable for
specified in the LEI reference data.
commodities
If field 2.40 is populated with 'SECU'
LEI of the issuer of the security.
54
LEI of the issuer
ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
this field shal be populated and shal
This field is not applicable for
contain a valid LEI included in the
commodities
GLEIF database maintained by the
If field 2.40 is populated with 'SECU'
this field shal be populated and shal
GOVS' - Government securities
contain only one of the fol owing values:
'SUNS' - Supra-nationals and agencies securities
'GOVS', 'SUNS', 'FIDE', 'NFID', 'SEPR',
'FIDE' - Debt securities (including covered bonds) issued by banks and other financial institutions
Code that classifies the type of the
'MEQU', 'OEQU' or 'OTHR'. 4
55
Security type
'NFID' - Corporate debt securities (including covered bonds) issued by non-financial institutions
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
security
alphabetic characters
'SEPR' - Securitized products (including CDO, CMBS, ABCP)
Otherwise it shal be left blank.
'MEQU' - Main index equities (including convertible bonds) 'OEQU' - Other equities (including convertible
bonds) 'OTHR'- Other assets (including shares in mutual funds)
When populated, this field shal contain
up to 18 numeric characters including
This reporting attribute specifies loan
Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric
up to 5 decimals. The decimal mark is
56
Loan value
value, i.e. the quantity or nominal
-
-
M
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
M
-
-
-
-
-
-
O
-
-
-
-
M
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
character. If populated, it shal be represented with a dot.
not counted as a numeric character. If
amount multiplied by the price
populated, it shal be represented with a
dot.
When populated, this field shal contain
up to 18 numeric characters including
Market value of the securities or
Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric
up to 5 decimals. The decimal mark is
57
Market value
-
-
O
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
-
-
-
O
-
M
-
-
O
-
-
-
-
-
-
-
-
-
-
-
-
-
-
O
M
commodifies on loan or borrowed
character. If populated, it shal be represented with a dot.
not counted as a numeric character. If
populated, it shal be represented with a
dot.
One of the fields 2.58 Fixed rebate rate
or 2.59 Floating rebate rate must be
Fixed interest rate (rate agreed to
populated.
be paid by the lender for the
When populated, this field shal contain
reinvestment of the cash col ateral
up to 11 numeric characters including
minus lending fee) paid by the
Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented
up to 10 decimals. The decimal mark is
58
Fixed rebate rate
lender of the security or commodity
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
as “100”. The negative symbol, if populated, shal not be counted as a numerical character.
not counted as a numeric character. If
to the borrower (positive rebate rate)
populated, it shal be represented with a
or by the borrower to the lender
dot.
(negative rebate rate) on the balance
The negative symbol, if populated, shal
of the provided cash col ateral.
not be counted as a numerical
character.
One of the fields 2.58 Fixed rebate rate
The code representing the floating rate index
or 2.59 Floating rebate rate must be
‘EONA’ - EONIA
populated.
‘EONS’ - EONIA SWAP
When populated, the field shal contain
‘EURI’ - EURIBOR
-only one of the fol owing values:
‘EUUS’ - EURODOLLAR
"EONA'. 'EONS', 'EURI', 'EUUS',
‘EUCH’ - EuroSwiss
'EUCH', 'GCFR'. 'ISDA', 'LIBI', 'MAAA',
‘GCFR’ - GCF REPO
'PFAN', 'TIBO', 'STBO', 'BBSW', 'JIBA',
‘ISDA’ - ISDAFIX
BUBO', 'CDOR', 'CIBO'. 'MOSP',
’LIBI’ - LIBID
An indication of the reference
'NIBO'. 'PRBO', 'TLBO' , ' WIBO',
‘LIBO’ - LIBOR
interest rate used to calculate the
'TREA', 'SWAP' or 'FUSW'. 4
‘MAAA’ - Muni AAA
rebate rate (rate agreed to be paid
alphabetic characters
‘PFAN’ - Pfandbriefe
by the lender for the reinvestment of
or
‘TIBO’ - TIBOR
the cash col ateral minus lending
-up to 25 alphanumeric characters
‘STBO’ - STIBOR
59
Floating rebate rate
fee) paid by the lender of the
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
‘BBSW’ - BBSW
security or commodity to the
‘JIBA’ - JIBAR
borrower (positive rebate rate) or by
‘BUBO’ - BUBOR
the borrower to the lender (negative
‘CDOR’ - CDOR
rebate rate) on the balance of the
‘CIBO’ - CIBOR
provided cash col ateral.
‘MOSP’ - MOSPRIM
‘NIBO’ - NIBOR
‘PRBO’ - PRIBOR
‘TLBO’ - TELBOR
‘WIBO’ - WIBOR
‘TREA’ - Treasury
‘SWAP’ - SWAP
‘FUSW’ - Future SWAP
Or up to 25 alphanumeric characters if the reference rate is not included in the above list
If field 2.59 Floating rebate rate is
populated, this field shal be populated
Floating rebate rate
and shal contain only one of the
Time period describing reference
Time period describing reference period, whereby the fol owing abbreviations apply: 'YEAR' - Year 'MNTH' -
60
reference period -
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
fol owing values: "YEAR", "MNTH",
period of the floating rebate rate.
Month 'WEEK' - Week 'DAYS' - Day
time period
WEEK" or "DAYS". 4 alphabetic
characters.
Otherwise the field shal be left blank.
If field 2.59 Floating rebate rate is
Floating rebate rate
Multiplier of the time period
populated, this field shal be populated
Integer multiplier of the time period describing reference period of the floating rebate rate. Up to 3 numeric
61
reference period -
describing reference period of the
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
and shal contain up to 3 numerical
characters.
multiplier
floating rebate rate.
characters.
Otherwise the field shal be left blank.
If field 2.59 Floating rebate rate is
Floating rebate rate
Time period describing frequency of
populated, this field shal be populated
payment
payments for the floating rebate rate. Time period describing how often the counterparties exchange payments, whereby the fol owing abbreviations
62
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
apply: 'YEAR' - Year 'MNTH' - Month 'WEEK' - Week 'DAYS' - Day
and shal contain only one of the
frequency - time
fol owing values: "YEAR", "MNTH",
.
period
WEEK" or "DAYS". 4 alphabetic
Floating rebate rate Multiplier of the time period
Integer multiplier of the time period describing how often the counterparties exchange payments. Up to 3
If field 2.59 Floating rebate rate is
63
payment frequency - describing frequency of payments for
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
numeric characters.
populated, this field shal be populated
multiplier
the floating rebate rate.
and shal contain up to 3 numerical
Time period describing how often the counterparties reset the floating rebate rate, whereby the fol owing
If field 2.59 Floating rebate rate is
abbreviations apply:
populated, this field shal be populated
Floating rebate rate Time period describing frequency of
'YEAR' - Year
and shal contain only one of the
64
reset frequency - time
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
the floating rebate rate resets.
'MNTH' - Month
fol owing values: "YEAR", "MNTH",
period
'WEEK' - Week
WEEK" or "DAYS". 4 alphabetic
'DAYS' - Day
characters.
Floating rebate rate
Multiplier of the time period
If field 2.59 Floating rebate rate is
Integer multiplier of the time period describing how often the counterparties reset the floating rebate rate. Up to
65
reset frequency -
describing frequency of the floating
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
populated, this field shal be populated
3 numeric characters.
multiplier
rebate rate resets.
and shal contain up to 3 numerical
characters.
If field 2.59 Floating rebate rate is
populated, this field shal be populated
Spread of the rebate Spread for the floating rebate rate
66
Up to 5 numeric characters.
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
and shal contain up to 5 numerical
rate
expressed in basis point.
characters.
Otherwise the field shal be left blank.
When populated, this field shal contain
up to 11 numeric characters including
Fee that the borrower of the security Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented
up to 10 decimals. The decimal mark is
67
Lending fee
-
-
M
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
M
-
-
-
-
-
-
O
-
-
-
-
M
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
or commodity pays to the lender.
as “100”.
not counted as a numeric character. If
populated, it shal be represented with a
dot.
If field 2.40 is populated with 'SECU'
In the case of securities borrowing
this field shal be populated.
and lending, indication whether the
When populated, this field shal contain
borrower has exclusive access to
Exclusive
‘true’
68
one of the values: 'true' or 'false'
borrow from the lender’s securities
-
-
C
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
C
-
-
-
-
-
-
O
-
-
-
-
C
-
-
O
-
-
-
-
-
-
-
-
-
-
-
O
-
arrangements
‘false’
portfolio.
This field is not applicable to
commodities.
Technical standards
Trade level
Position level
VALU
VALU
ETRM (Termination / Early
POSC (Position
MODI
ETRM (Termination
COLU (Col ateral
- Conditional validations
NEWT (New)
MODI (Modification)
EROR (Error)
COLU (Col ateral update)
CORR (Correction)
(Valu
NEWT (New)
EROR (Error)
CORR (Correction) (Valu
Comments
Termination)
component)
(Modification)
/ Early Termination)
update)
-Format and content
ation)
ation)
No
Field
Details to be reported
Format
Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL Repo BSB
SL
ML Repo BSB
SL
ML
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL
SL
When populated, this field shal contain
up to 18 numeric characters including
Outstanding margin
Total amount of margin loans, in
Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric
up to 5 decimals. The decimal mark is
69
-
-
-
M
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
loan
base currency
character. If populated, it shal be represented with a dot.
not counted as a numeric character. If
populated, it shal be represented with a
dot.
Base currency of
When populated, this field shal contain
The base currency of outstanding
70
outstanding margin
ISO 4217 Currency Code, 3 alphabetic characters
-
-
-
M
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
ISO 4217 Currency Code (official list
margin loans
loan
only), 3 alphabetical characters.
When populated, this field shal contain
up to 18 numeric characters including
Market value of short position, in
Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric
up to 5 decimals. The decimal mark is
71
Short market value
-
-
-
M
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
base currency.
character. If populated, it shal be represented with a dot.
not counted as a numeric character. If
populated, it shal be represented with a
dot.
Col ateral data
Indicates whether the securities
lending transaction is
uncol ateralised
Uncol ateralised SL
‘true’
When populated, this field shal contain
72
-
-
M
-
-
-
O
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
O
-
-
-
-
M
-
-
O
-
-
-
-
-
-
-
-
O
-
-
O
-
flag
This field shal not be used when the
‘false’
one of the values: 'true' or 'false'
counterparties agree to col ateralise
the trade but the specific al ocation
of col ateral is not yet known.
If field 2.72 is populated with 'false' this
Indicates whether the col ateral has
Col ateralisation of net
‘true’
field shal be populated
73
been provided for a net exposure,
M
M
C
-
O
O
O
-
-
-
-
-
-
-
-
-
-
-
-
M
M
M
-
O
O
O
-
-
M
M
C
O
O
O
-
-
-
-
-
-
M
M
M
O
O
O
-
exposure
‘false’
When populated, this field shal contain
rather than for a single transaction.
one of the values: 'true' or 'false'
If field 2.73 is populated with 'true' this
Where trades have been
field shal be populated in a common
col ateralised on a net exposure
input format: YYYY-MM-DD.
Value date of the
basis, the latest value date
74
ISO 8601 date in the format YYYY-MMDD
C
C
C
-
O
O
O
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
-
O
O
O
-
-
C
C
C
O
O
O
-
-
-
-
-
-
C
C
C
O
O
O
-
col ateral
contained in the netting set of SFTs,
considering al transactions for which
the col ateral was provided.
Where specific col ateral was used, the attributes listed in fields 75-94 shal be repeated for each component of col ateral, if applicable
If field 2.72 is populated with 'true' this
field shal be left blank.
Otherwise, at least one of the fields
2.75 Type of col ateral component or
Type of col ateral
Indication of the type of col ateral
SECU' - Securities
75
C
C
C
M
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
M
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
2.96 Col ateral basket identifier should
component
component
'COMM' - Commodities (only for repos and buy-sel backs) 'CASH' - Cash
be populated.
If populated, this field shal contain one
of the fol owing values: 'SECU', 'COMM'
or 'CASH'. 4 alphabetic characters
Where cash was used as a col ateral it shal be described in fields 76-77
If field 2.75 is populated with 'CASH',
this field shal be populated and shal
Amount of funds provided as
contain up to 18 numeric characters
Cash col ateral
Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric
76
col ateral for borrowing the securities
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
-
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
including up to 5 decimals. The decimal
amount
character. If populated, it shal be represented with a dot.
or commodities.
mark is not counted as a numeric
character. If populated, it shal be
represented with a dot.
If field 2.75 is populated with 'CASH',
this field shal be populated and shal
Cash col ateral
77
Currency of the cash col ateral
ISO 4217 Currency Code, 3 alphabetic characters
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
-
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
contain ISO 4217 Currency Code
currency
(official list only), 3 alphabetical
characters.
Identifier of the security used as
Identification of a
If field 2.75 is populated with 'SECU',
col ateral.
78
security used as
ISO 6166 ISIN 12 character alphanumeric code
C
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
C
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
this field shal be populated and shal
This field is not applicable for
col ateral
contain 12 alphanumerical characters
commodities
and a check digit
CFI code of the security used as
Classification of a
If field 2.75 is populated with 'SECU',
col ateral.
79
security used as
ISO 10692 CFI, 6 characters alphabetical code
C
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
C
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
this field shal be populated with CFI
This field is not applicable for
col ateral
code composed of 6 characters and
commodities
compliant with ISO 10962 Standard. At
Where a commodity was used as a col ateral it shal be classified in
If field 2.75 is populated with 'COMM',
this field shal be populated and shal
contain only one of the fol owing values:
Base product as specified in the
"AGRI", "NRGY", "ENVR", "FRGT",
80
Base product
Only values in the 'Base product' column of the classification of commodities derivatives table are al owed.
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
-
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
classification of commodities table.
"FRTL", "INDP", "METL", "MCEX",
"PAPR", "POLY", "INFL", "OEST",
"OTHC" or "OTHR". 4 alphabetical
characters.
If field 2.80 is populated with 'AGRI',
The sub - product as specified in the
this field shal contain only one of the
classification of commodities table.
Only values in the 'Sub - product' column of the classification of commodities derivatives table are al owed are
81
Sub - product
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
-
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
al owed.
fol owing values: 'GROS',
'SOFT','POTA', 'OOLI', 'DIRY', 'FRST',
Field requires a Base product.
'SEAF', 'LSTK', 'GRIN' or 'OTHR'. 4
The further sub - product as
If field 2.81 is populated with 'GROS',
specified in the classification of
82
Further sub - product
Only values in the 'Further sub - product' of the classification of commodities derivatives table are al owed.
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
-
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
this field shal contain only one of the
commodities table.
fol owing values: 'FWHT',
Field requires a Sub product.
'SOYB','CORN', 'RPSD', 'RICE' or
Quantity or nominal amount of the
If field 2.75 is populated with 'SECU' or
security or commodity used as
'COMM', this field shal be populated
col ateral
and shal contain up to 18 numeric
characters including up to 5 decimals.
In the case of bond a total nominal
The decimal mark is not counted as a
amount should be reported in this
Col ateral quantity or
Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric
83
numeric character. If populated, it shal
field (number of bonds multiplied by
C
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
C
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
nominal amount
character. If populated, it shal be represented with a dot.
be represented with a dot.
the face value)
In the case of other securities or
commodities, a quantity shal be
specified in this field
If field 2.75 is populated with 'COMM',
this field shal be populated and shal
contain only one of the fol owing values:
'KILO', 'PIEC', 'TONS', 'METR', 'INCH',
'YARD', 'GBGA', 'GRAM', 'CMET',
'SMET', 'FOOT', 'MILE', 'SQIN', 'SQFO',
KILO' - Kilogram, 'PIEC' - Piece, 'TONS' - Ton, 'METR' - Metre, 'INCH' - Inch, 'YARD' - Yard, 'GBGA' -
'SQMI', 'GBOU', 'USOU', 'GBPI', 'USPI',
GBGal on, 'GRAM' - Gram, 'CMET' - Centimetre, 'SMET' - SquareMetre, 'FOOT' - Foot, 'MILE' - Mile, 'SQIN' -
'GBQA', 'USQA', 'USGA', 'MMET',
SquareInch, 'SQFO' - SquareFoot, 'SQMI' - SquareMile, 'GBOU' - GBOunce, 'USOU' - USOunce, 'GBPI' -
'KMET', 'SQYA', 'ACRE', 'ARES',
GBPint, 'USPI' - USPint, 'GBQA' - GBQuart, 'USQA' - USQuart, 'USGA' - USGal on, 'MMET' - Mil imetre,
'SMIL', 'SCMT', 'HECT', 'SQKI', 'MILI',
'KMET' - Kilometre, 'SQYA' - SquareYard, 'ACRE' - Acre, 'ARES' - Are, 'SMIL' - SquareMil imetre, 'SCMT' -
'CELI', 'LITR', 'PUND', 'ALOW', 'ACCY',
SquareCentimetre, 'HECT' - Hectare, 'SQKI' - SquareKilometre, 'MILI' - Mil iLitre, 'CELI' - Centilitre, 'LITR' - Litre,
'BARL', 'BCUF', 'BDFT', 'BUSL', 'CEER'
'PUND' - Pound, 'ALOW' - Al owances, 'ACCY' - AmountOfCurrency, 'BARL' - Barrels, 'BCUF' -
, 'CLRT' , 'CBME' , 'DAYS' , 'DMET',
Unit of measure in which the
Bil ionCubicFeet, 'BDFT' - BoardFeet, 'BUSL' - Bushels, 'CEER' - CertifiedEmissionsReduction, 'CLRT' -
'ENVC' , 'ENVO' , 'HUWG' , 'KWDC' ,
Col ateral unit of
84
col ateral quantity is expressed. This
ClimateReserveTonnes, 'CBME' - CubicMeters, 'DAYS' - Days, 'DMET' - DryMetricTons, 'ENVC' -
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
-
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
'KWHO' , 'KWHC' , 'KMOC', 'KWMC' ,
measure
field is applicable to commodities.
EnvironmentalCredit, 'ENVO' - EnvironmentalOffset, 'HUWG' - Hundredweight, 'KWDC' - KilowattDayCapacity,
'KWYC', 'MWDC' , 'MWHO', 'MWHC',
'KWHO' - KilowattHours, 'KWHC' - KilowattHoursCapacity, 'KMOC' - KilowattMinuteCapacity, 'KWMC' -
'MWMC', 'MMOC', 'MWYC', 'TONE',
KilowattMonthCapacity, 'KWYC' - KilowattYearCapacity, 'MWDC' - MegawattDayCapacity, 'MWHO' -
'MIBA', 'MBTU', 'OZTR', 'UCWT' ,
MegawattHours, 'MWHC' - MegawattHoursCapacity, 'MWMC' - MegawattMinuteCapacity, 'MMOC' -
'IPNT', 'PWRD', 'DGEU', 'GGEU' or
MegawattMonthCapacity, 'MWYC' - MegawattYearCapacity, 'TONE' - MetricTons, 'MIBA' - Mil ionBarrels, 'MBTU'
'TOCD'. 4 alphabetic characters
- OneMil ionBTU, 'OZTR' - TroyOunces, 'UCWT' - USHundredweight, 'IPNT' - IndexPoint, 'PWRD' -
PrincipalWithRelationToDebtInstrument, 'DGEU' - DieselGal onEquivalent, 'GGEU' - GasolineGal onEquivalent,
'TOCD' - TonsOfCarbonDioxide,
Technical standards
Trade level
Position level
VALU
VALU
ETRM (Termination / Early
POSC (Position
MODI
ETRM (Termination
COLU (Col ateral
- Conditional validations
NEWT (New)
MODI (Modification)
EROR (Error)
COLU (Col ateral update)
CORR (Correction)
(Valu
NEWT (New)
EROR (Error)
CORR (Correction) (Valu
Comments
Termination)
component)
(Modification)
/ Early Termination)
update)
-Format and content
ation)
ation)
No
Field
Details to be reported
Format
Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL Repo BSB
SL
ML Repo BSB
SL
ML
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL
SL
If field 2.75 is populated with 'CASH' or
In the case where col ateral nominal
'COMM', this field shal be left blank
Currency of col ateral amount is provided, the currency of
85
ISO 4217 Currency Code, 3 alphabetic characters
O
O
O
O
-
-
-
-
-
-
-
-
-
-
-
-
O
O
O
O
O
O
O
O
O
O
O
-
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
O
O
O
-
When populated, this field shal contain
nominal amount
the nominal amount shal be
ISO 4217 Currency Code (official list
populated in this field.
only), 3 alphabetical characters.
If field 2.75 is populated with 'SECU' or
'COMM', this field shal be populated
Currency of the price of the col ateral
86
Price currency
ISO 4217 Currency Code, 3 alphabetic characters
C
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
C
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
and shal contain ISO 4217 Currency
component
Code (official list only), 3 alphabetical
characters.
If field 2.75 is populated with 'SECU' or
'COMM', this field shal be populated
and shal contain up to 18 numeric
Price of unit of col ateral component,
Up to 18 numeric characters including up to 5 decimals in case the price is expressed in units. Up to 11
characters including up to 5 decimals
including accrued interest for
87
Price per unit
numeric characters including up to 10 decimals in case the price is expressed as percentage or yield The
C
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
C
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
or up to 11 numeric characters
interest-bearing securities, used to
decimal mark is not counted as a numeric character. If populated, it shal be represented with a dot.
including up to 10 decimals The
value the security or commodity .
decimal mark is not counted as a
numeric character. If populated, it shal
be represented with a dot.
If field 2.75 is populated with 'SECU' or
'COMM', this field shal be populated
Fair value of the individual col ateral
and shal contain up to 18 numeric
Col ateral market
Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric
88
component expressed in price
C
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
C
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
characters including up to 5 decimals.
value
character. If populated, it shal be represented with a dot.
currency.
The decimal mark is not counted as a
numeric character. If populated, it shal
be represented with a dot.
If field 2.75 is populated with 'SECU',
For repos and buy-sel backs:
this field shal be populated and shal
col ateral haircut, a risk control
contain up to 11 numeric characters
measure applied to underlying
including up to 10 decimals. The
col ateral at ISIN level whereby the
decimal mark is not counted as a
value of that underlying col ateral is
numeric character. If populated, it shal
calculated as the market value of the
be represented with a dot.
assets reduced by a certain
percentage.
For securities lending: col ateral
haircut, a risk control measure
applied to underlying col ateral
Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented
applied either at ISIN or portfolio-
89
Haircut or margin
as “100”. The decimal mark is not counted as a numeric character. If populated, it shal be represented with a
C
C
C
C
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
C
C
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
level whereby the value of that
dot.
underlying col ateral is calculated as
the market value of the assets
reduced by a certain percentage
For margin lending: margin
requirement applied to the entire
col ateral portfolio held in a client’s
prime brokerage account.
Only actual values, as opposed to
estimated or default values are to be
reported for this attribute.
If field 2.75 is populated with 'CASH' or
'COMM', this field shal be left blank
Code that classifies the risk of the
When populated this field shal contain
90
Col ateral quality
'INVG' - Investment grade 'NIVG' - Non-investment grade 'NOTR' - Non-rated 'NOAP' - Not applicable
O
O
O
O
-
-
-
-
-
-
-
-
-
-
-
-
O
O
O
O
O
O
O
O
O
O
O
-
O
O
O
-
-
-
-
-
-
-
-
-
O
O
O
O
O
O
-
security used as col ateral
only one of the fol owing values: 'INVG',
'NIVG', 'NOTR' or 'NOAP'. 4 alphabetic
characters
Maturity of the security used as
If field 2.75 is populated with 'SECU',
Maturity of the
col ateral,
91
ISO 8601 date in the format YYYY-MM-DD
C
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
C
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
this field shal be populated in a
security
This field is not applicable for
common input format: YYYY-MM-DD.
commodities
If field 2.75 is populated with 'SECU',
Jurisdiction of the issuer of the
this field shal be populated and shal
security used as col ateral. In case of
contain a valid ISO 3166 country code,
securities issued by a foreign
2 alphabetical characters.
subsidiary, the jurisdiction of the
Jurisdiction of the
Otherwise it shal be left blank.
92
ultimate parent company shal be
ISO 3166-1 alpha-2 country code 2 alphabetic characters
C
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
C
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
issuer
The country code provided in this field
reported or, if not known, jurisdiction
shal pertain to the country of the
of the subsidiary.
registered office of the issuer as
specified in the LEI reference data.
This field is not applicable for
commodities
LEI of the issuer of the security used
If field 2.75 is populated with 'SECU',
as col ateral.
93
LEI of the issuer
ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.
C
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
C
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
this field shal be populated and shal
This field is not applicable for
contain a valid LEI included in the
commodities
GLEIF database maintained by the
If field 2.75 is populated with 'SECU',
this field shal be populated and shal
GOVS' - Government securities
contain only one of the fol owing values:
'SUNS' - Supra-nationals and agencies securities
'GOVS', 'SUNS', 'FIDE', 'NFID', 'SEPR',
'FIDE' - Debt securities (including covered bonds) issued by banks and other financial institutions
Code that classifies the type of the
'MEQU', OEQU' or 'OTHR'. 4
94
Col ateral type
'NFID' - Corporate debt securities (including covered bonds) issued by non-financial institutions
C
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
C
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
security used as col ateral
alphabetic characters
'SEPR' - Securitized products (including CDO, CMBS, ABCP)
Otherwise it shal be left blank.
'MEQU' - Main index equities (including convertible bonds) 'OEQU' - Other equities (including convertible
bonds) 'OTHR'- Other assets (including shares in mutual funds)
If field 2.75 is populated with 'SECU',
Indication whether the col ateral
Availability for
‘true’
this field shal be populated
95
taker can reuse the securities
C
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
C
O
O
O
O
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
O
O
O
-
col ateral reuse
‘false’
When populated, this field shal contain
provided as a col ateral
one of the values: 'true' or 'false'
Field 96 shal be populated in the case where col ateral basket was used. The explicit col ateral al ocation for SFTs transacted against a col ateral pool should be reported in fields 75-
If the col ateral basket can be
If field 2.72 is populated with 'true' this
identified with an ISIN, the ISIN of
field shal be left blank.
the col ateral basket.
Col ateral basket
Otherwise, at least one of the fields
96
ISO 6166 ISIN 12 character alphanumeric code, or 'NTAV'
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
C
C
C
-
0
0
0
-
-
C
C
C
-
-
-
-
-
-
-
-
-
C
C
C
0
0
0
-
identifier
2.75 Type of col ateral component or
If the col ateral basket cannot be
2.96 Col ateral basket identifier should
identified with an ISIN, this field
be populated.
should be populated with 'NTAV'.
When populated, this field shal contain
If the field 2.5 Cleared is populated with
If the transaction is cleared and is
'true' this field shal be populated and
included in a portfolio of transactions
shal contain 52 alphanumerical
for which margins are exchanged,
characters. Four special characters are
this portfolio should be identified by
al owed ":", ".", "-", " _" . Special
a unique code determined by the
characters are not al owed at the
reporting counterparty.
52 alphanumeric character code including four special characters: .- _. Special characters are not al owed at the
97
Portfolio code
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
-
C
C
C
-
-
-
-
O
O
O
-
-
C
C
C
-
-
-
-
-
-
-
-
-
-
-
-
O
O
O
-
beginning or the end. No space
beginning and at the end of the code. No space al owed.
al owed.
If the portfolio of transactions
includes also derivative contracts
reportable under EMIR, the portfolio
code should be the same as
reported under EMIR.
Whether the report contains:
This field shal contain only one of the
- a SFT reported for the first time, in
fol owing values: 'NEWT', 'MODI',
which case it wil be identified as
VALU', 'COLU', 'EROR', 'CORR',
‘new’;
'ETRM' or ' POSC'. 4 alphabetical
characters.
- a modification of a previously
The first report received for given UTI
reported SFT in which case it wil be
and pair of counterparties shal only
identified as ‘Modification’. This
contain value "NEWT" or "POSC" in
includes an update to a previous
this field. If the first report for a given
report that is showing a position in
UTI and pair of counterparties is with
order to reflect new trades included
action types "MODI", "VALU", "COLU",
in that position;
"EROR", "CORR" or "ETRM" it shal be
rejected.
Only one report with the action type
Technical standards
Trade level
Position level
VALU
VALU
ETRM (Termination / Early
POSC (Position
MODI
ETRM (Termination
COLU (Col ateral
- Conditional validations
NEWT (New)
MODI (Modification)
EROR (Error)
COLU (Col ateral update)
CORR (Correction)
(Valu
NEWT (New)
EROR (Error)
CORR (Correction) (Valu
Comments
Termination)
component)
(Modification)
/ Early Termination)
update)
-Format and content
ation)
ation)
No
Field
Details to be reported
Format
Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL
ML Repo BSB
SL Repo BSB
SL
ML Repo BSB
SL
ML
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL Repo BSB
SL
SL
Only one report with the action type
- a valuation of the security or
"NEWT" for a given combination of
commodity subject to a securities or
Counterparty ID- ID of the other
commodities lending transaction in
counterparty-Trade ID shal be
which case it wil be identified as
accepted.
‘Valuation Update'
After a report with action type "EROR"
is submitted, the only al owed action
-a modification of the details of
type to be submitted by the other
col ateral data, including its
counterparty, if reporting to the same
valuation, in which case it wil be
TR, is "EROR". No additional reports
identified as "Col ateral update",
NEWT' - New
shal be al owed for that UTI.
'MODI' - Modification
'VALU' - Valuation
- a cancel ation of a wrongly
'COLU' - Col ateral update
98
Action type
submitted entire report in case the
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
'EROR' - Error
SFT never came into existence or
'CORR' - Correction
was not subject to SFTR reporting
'ETRM' - Termination / Early Termination
requirements but was reported to a
'POSC' - Position component
trade repository by mistake, in which
case, it wil be identified as ‘error’;
- a previously submitted report
contains erroneous data fields, in
which case the report correcting the
erroneous data fields of the previous
report shal be identified as
‘correction’;
- a termination of an open term SFT
or an early termination of a fixed
term SFT, in which case it wil be
identified as ‘termination /early
termination’;
- a SFT that is to be reported as a
new trade and also included in a
separate position report on the same
day, in which case it wil be identified
as a “position component”.
When populated, this field shal contain
Indication whether the report is done
only one of the fol owing values: 'TCTN'
at trade or position level.
or ' PSTN'. 4 alphabetical characters.
Position level report can be used
TCTN' - Transaction
99
Level
only as a supplement to trade level
M
M
M
M
M
M
M
M
-
-
-
-
-
-
-
-
M
M
M
-
-
-
-
M
M
M
M
-
M
M
M
M
M
M
-
-
-
-
-
-
-
-
-
M
M
M
-
'PSTN' - Position
reporting to report post-trade events
and only if the individual trades in
fungible products have been
replaced by the position.
Technical standards
NEWT
EROR
CORR
MARU (Margin
- Conditional validations
No
Field
Details to be reported
Format
Comments
(New)
(Error)
(Correction)
update)
-Format and content
ISO 8601 date in the format and Coordinated
This fi eld shal be populated in a common
Reporting
Date and time of submission of the report to the
1
Universal Time (UTC) time format, i.e. YYYY-MM-
M
M
M
M
input format: YYYY-MM-DDThh:MM:SSZ
timestamp
trade repository.
DDThh:mm:ssZ
Date on which the reportable event pertaining to
This field shal be populated in a common
the SFT and captured by the report took place. In
input format: YYYY-MM-DD.
the case of Action Types "Valuation update",
The date populated in this field shal be prior
2 Event date
ISO 8601 date in the format YYYY-MMDD
M
-
M
M
"Col ateral update", “Reuse update”, “Margin
or equal to the date part of the reporting
update”, the date for which the information
timestamp
contained in the report is provided.
Unique code identifying the entity which submits
This field shal contain a valid LEI included
the report. In the case where submission of the
in the GLEIF database maintained by the
Report submitting
ISO 17442 Legal Entity Identifier (LEI) 20
3
report has been delegated to a third party or to the
M
M
M
M
Central Operating Unit. The status of the
entity
alphanumeric character code.
other counterparty, a unique code identifying that
LEI shal be "Issued", "Pending transfer" or
entity.
"Pending archival".
This field shal contain a valid LEI included
Reporting
ISO 17442 Legal Entity Identifier (LEI) 20
in the GLEIF database maintained by the
4
Unique code identifying the reporting counterparty
M
M
M
M
Central Operating Unit. The status of the
Counterparty
alphanumeric character code.
LEI shal be "Issued", "Pending transfer" or
"Pending archival".
In the case where a financial counterparty is
When populated, this field shal contain a
responsible for reporting on behalf of the other
valid LEI included in the GLEIF database
counterparty in accordance with Article 4(3) of
maintained by the Central Operating Unit.
Regulation (EU) No 2365/2015, the unique code
The status of the LEI shal be "Issued",
identifying that counterparty. In the case where a
"Pending transfer" or "Pending archival".
management company is responsible for reporting
on behalf of an Undertaking for Col ective
Entity responsible Investment in Transferable Securities (UCITS) in
ISO 17442 Legal Entity Identifier (LEI) 20
5
M
-
O
O
for the report
accordance with Article 4(3) of Regulation (EU) No alphanumeric character code.
2365/2015, the unique code identifying that
management company. In the case where an
Alternative Investment Fund Manager (AIFM) is
responsible for reporting on behalf of an Alternative
Investment Fund (AIF) in accordance with Article
4(3) of Regulation (EU) No 2365/2015, the unique
code identifying that AIFM.
This field shal contain
- a valid LEI included in the GLEIF database
maintained by the Central Operating Unit.
The status of the LEI shal be "Issued",
Unique code identifying the entity with which the
ISO 17442 Legal Entity Identifier (LEI) 20
6 Other counterparty
M
M
M
M
'Lapsed', "Pending transfer" or "Pending
reporting counterparty concluded the SFT
alphanumeric character code.
archival".
or
-up to 50 alphanumerical characters
This field shal contain 52 alphanumerical
characters. Four special characters are
The portfolio of transactions for which margins are
al owed ":", ".", "-", " _" . Special characters
exchanged should be identified by a unique code 52 alphanumeric character code including four
are not al owed at the beginning or the end.
determined by the reporting counterparty. If the special characters: .- _. Special characters are not
No space al owed.
7 Portfolio code
M
M
M
M
portfolio of transactions includes also derivative al owed at the beginning and at the end of the code.
contracts reportable under EMIR, the portfolio code No space al owed.
should be the same as reported under EMIR.
Technical standards
NEWT
EROR
CORR
MARU (Margin
- Conditional validations
No
Field
Details to be reported
Format
Comments
(New)
(Error)
(Correction)
update)
-Format and content
When populated, this field shal contain up
to 18 numeric characters including up to 5
decimals. The decimal mark is not counted
Value of the initial margin posted by the reporting Up to 18 numeric characters including up to 5
as a numeric character. If populated, it shal
counterparty to the other counterparty. Where
Initial margin
decimals. The decimal mark is not counted as a
be represented with a dot.
8
initial margin is posted on a portfolio basis, this field
O
-
O
O
posted
numeric character. If populated, it shal be
Negative values are not al owed.
should include the overal value of initial margin represented with a dot.
posted for the portfolio.
Currency of the
If field 3.8 is populated, this field shal be
9
populated and shal contain ISO 4217
initial margin
Specify the currency of the initial margin posted.
ISO 4217 Currency Code, 3 alphabetic characters
C
-
C
C
Currency Code (official list only), 3
posted
alphabetical characters.
When populated, this field shal contain up
Value of the variation margin posted, including cash Up to 18 numeric characters including up to 5
to 18 numeric characters including up to 5
settled, by the reporting counterparty to the other
Variation margin
decimals. The decimal mark is not counted as a
decimals. The decimal mark is not counted
10
counterparty. Where variation margin is posted on a
O
-
O
O
posted
numeric character. If populated, it shal be
as a numeric character. If populated, it shal
portfolio basis, this field should include the overal
be represented with a dot.
represented with a dot.
value of variation margin posted for the portfolio.
Negative values are not al owed.
Currency of the
If field 3.10 is populated, this field shal be
11
populated and shal contain ISO 4217
variation margins
Specify the currency of variation margin posted.
ISO 4217 Currency Code, 3 alphabetic characters
C
-
C
C
Currency Code (official list only), 3
posted
alphabetical characters.
When populated, this field shal contain up
Value of the initial margin received by the reporting
to 18 numeric characters including up to 5
Up to 18 numeric characters including up to 5
counterparty from the other counterparty. Where
decimals. The decimal mark is not counted
Initial margin
decimals. The decimal mark is not counted as a
12
initial margin is received on a portfolio basis, this
O
-
O
O
as a numeric character. If populated, it shal
received
numeric character. If populated, it shal be
field should include the overal value of initial
be represented with a dot.
represented with a dot.
margin received for the portfolio.
Negative values are not al owed.
Currency of the
If field 3.12 is populated, this field shal be
13
populated and shal contain ISO 4217
initial margin
Specify the currency of the initial margin received.
ISO 4217 Currency Code, 3 alphabetic characters
C
-
C
C
Currency Code (official list only), 3
received
alphabetical characters.
When populated, this field shal contain up
Value of the variation margin received, including
to 18 numeric characters including up to 5
cash settled, by the reporting counterparty from the Up to 18 numeric characters including up to 5
decimals. The decimal mark is not counted
Variation margin
other counterparty. Where variation margin is
decimals. The decimal mark is not counted as a
14
O
-
O
O
as a numeric character. If populated, it shal
received
received on a portfolio basis, this field should
numeric character. If populated, it shal be
be represented with a dot.
include the overal value of variation margin
represented with a dot.
Negative values are not al owed.
received for the portfolio.
Currency of the
If field 3.14 is populated, this field shal be
Specify the currency of the variation margin
15
populated and shal contain ISO 4217
variation margins
ISO 4217 Currency Code, 3 alphabetic characters
C
-
C
C
received.
Currency Code (official list only), 3
received
alphabetical characters.
Up to 18 numeric characters including up to 5
When populated, this field shal contain up
Excess col ateral
Value of col ateral posted in excess of the required decimals. The decimal mark is not counted as a
to 18 numeric characters including up to 5
16
O
-
O
O
posted
col ateral.
numeric character. If populated, it shal be
decimals. The decimal mark is not counted
represented with a dot.
as a numeric character. If populated, it shal
be represented with a dot.
Currency of the
If field 3.16 is populated, this field shal be
17
populated and shal contain ISO 4217
excess col ateral
Specify the currency of the excess col ateral posted. ISO 4217 Currency Code, 3 alphabetic characters
C
-
C
C
Currency Code (official list only), 3
posted
alphabetical characters.
Technical standards
NEWT
EROR
CORR
MARU (Margin
- Conditional validations
No
Field
Details to be reported
Format
Comments
(New)
(Error)
(Correction)
update)
-Format and content
Up to 18 numeric characters including up to 5
When populated, this field shal contain up
Excess col ateral
Value of col ateral received in excess of the required decimals. The decimal mark is not counted as a
to 18 numeric characters including up to 5
18
O
-
O
O
received
col ateral
numeric character. If populated, it shal be
decimals. The decimal mark is not counted
represented with a dot.
as a numeric character. If populated, it shal
be represented with a dot.
Currency of the
If field 3.18 is populated, this field shal be
Specify the currency of the excess col ateral
19
populated and shal contain ISO 4217
excess col ateral
ISO 4217 Currency Code, 3 alphabetic characters
C
-
C
C
received.
Currency Code (official list only), 3
received
alphabetical characters.
This field shal contain only one of the
Whether the report contains: - a new margin
fol owing values: 'NEWT', 'MARU', 'EROR'
balance, in which case it wil be identified as ‘new’; -
or 'CORR'. 4 alphabetical characters.
a modification of the details of the margins in which
The first report received for given pair of
case it wil be identified as 'Margin update' - a
NEWT' - New
counterparties shal only contain value
cancel ation of a wrongly submitted entire report , 'MARU' - Margin update
"NEWT" in this field. If the first report for a
20 Action type
M
M
M
M
in which case, it wil be identified as ‘error’; - a
'EROR' - Error
given pair of counterparties is with action
previously submitted report contains erroneous 'CORR' - Correction
types "MARU", "EROR"or "CORR" it shal
data fields, in which case the report correcting the
be rejected.
erroneous data fields of the previous report shal be
Only one report with the action type
identified as ‘correction’;
"NEWT" for a given combination of
Counterparty ID- ID of the other
counterparty shal be accepted.
Technical standards
NEWT
EROR
CORR
REUU (Reuse
- Conditional validations
No
Field
Details to be reported
Format
Comments
(New)
(Error)
(Correction)
update)
-Format and content
Date and time of submission of the report ISO 8601 date in the format and UTC time
This fi eld shal be populated in a common input
1 Reporting timestamp
M
M
M
M
to the trade repository.
format, i.e. YYYY-MM-DDThh:mm:ssZ
format: YYYY-MM-DDThh:MM:SSZ
Date on which the reportable event
This field shal be populated in a common input
pertaining to the SFT and captured by the
format: YYYY-MM-DD.
report took place. In the case of Action
The date populated in this field shal be prior or
2 Event date
Types "Valuation update", "Col ateral
ISO 8601 date in the format YYYY-MMDD
M
-
M
M
equal to the date part of the reporting timestamp
update", “Reuse update”, “Margin
update”, the date for which the
information contained in the report is
Unique code identifying the entity which
This field shal contain a valid LEI included in the
submits the report. In the case where
GLEIF database maintained by the Central
submission of the report has been
ISO 17442 Legal Entity Identifier (LEI) 20
Operating Unit. The status of the LEI shal be
3 Report submitting entity
M
M
M
M
delegated to a third party or to the other alphanumeric character code.
"Issued", "Pending transfer" or "Pending archival".
counterparty, a unique code identifying
that entity.
This field shal contain a valid LEI included in the
Unique code identifying the reporting
ISO 17442 Legal Entity Identifier (LEI) 20
GLEIF database maintained by the Central
4 Reporting counterparty
M
M
M
M
counterparty
alphanumeric character code.
Operating Unit. The status of the LEI shal be
"Issued", "Pending transfer" or "Pending archival".
In the case where a financial counterparty
When populated, this field shal contain a valid LEI
is responsible for reporting on behalf of the
included in the GLEIF database maintained by the
other counterparty in accordance with
Central Operating Unit. The status of the LEI shal
Article 4(3) of Regulation (EU) No
be "Issued", "Pending transfer" or "Pending
2365/2015, the unique code identifying
archival".
that counterparty. In the case where a
management company is responsible for
reporting on behalf of an Undertaking for
Col ective Investment in Transferable
Entity responsible for the
Securities (UCITS) in accordance with
ISO 17442 Legal Entity Identifier (LEI) 20
5
M
-
O
O
report
Article 4(3) of Regulation (EU) No
alphanumeric character code.
2365/2015, the unique code identifying
that management company. In the case
where an Alternative Investment Fund
Manager (AIFM) is responsible for
reporting on behalf of an Alternative
Investment Fund (AIF) in accordance with
Article 4(3) of Regulation (EU) No
2365/2015, the unique code identifying the
AIFM.
Indication of the type of col ateral
SECU' - Securities
When populated, shal contain only one of the
6 Type of col ateral component
M
-
M
M
component
'CASH' - Cash
fol owing values: 'SECU or "CASH", " 4 alphabetical
Fields 7-9 should be repeatable for each security
If field 2.6 is populated with 'SECU' this field shal
7 Col ateral component
Identifier of the security used as col ateral. ISO 6166 ISIN 12 character alphanumeric code
C
-
C
C
be populated and shal contain 12 alphanumerical
characters and a check digit
If field 2.6 is populated with 'SECU' , one of the
Up to 18 numeric characters including up to 5
fields 2.8 and 2.9 shal be populated.
Total value of the col ateral reused when it decimals. The decimal mark is not counted as
8
Value of reused col ateral
C
-
C
C
When populated, it shal contain up to 18 numeric
can be defined at SFT transaction level.
a numeric character. If populated, it shal be
characters including up to 5 decimals. The decimal
represented with a dot.
mark is not counted as a numeric character. If
populated, it shal be represented with a dot.
If field 2.6 is populated with 'SECU' , one of the
In the case when the actual value of reused
fields 2.8 and 2.9 shal be populated
Technical standards
NEWT
EROR
CORR
REUU (Reuse
- Conditional validations
No
Field
Details to be reported
Format
Comments
(New)
(Error)
(Correction)
update)
-Format and content
In the case when the actual value of reused
fields 2.8 and 2.9 shal be populated
col ateral is unknown or cannot be
Up to 18 numeric characters including up to 5
When populated, it shal contain up to 18 numeric
calculated, an estimate value of reuse at decimals. The decimal mark is not counted as
9
Estimated reuse of col ateral
C
-
C
C
characters including up to 5 decimals. The decimal
individual financial instrument level
a numeric character. If populated, it shal be
mark is not counted as a numeric character. If
calculated in accordance with the reuse represented with a dot.
populated, it shal be represented with a dot.
measure established by FSB.
If field 2.6 is populated with 'CASH' this field shal
The average interest rate received on cash Up to 11 numeric characters including up to
be populated and shal contain up to 11 numeric
10 Reinvestment Rate
col ateral reinvestment by the lender for
10 decimals expressed as percentage where
C
-
C
C
characters including up to 10 decimals. The
reinvestment of cash col ateral
100% is represented as “100”.
decimal mark is not counted as a numeric
character. If populated, it shal be represented with
Fields 11-13 should be repeated for each investment which cash col ateral has been re-invested in and each currency.
If field 2.6 is populated with 'CASH' this field shal
be populated and shal contain only one of the
fol owing values: '~MMFT', 'OCMP', 'SDPU' or
'MMFT' - registered money market fund
"CASH", " 4 alphabetical characters.
'OCMP' - any other commingled pool 'REPM' -
11 Re-invested cash
Determines the type of re-investment
C
-
C
C
the repo market 'SDPU' - direct purchase of
securities 'OTHR' - other
If field 2.6 is populated with 'CASH' this field shal
Up to 18 numeric characters including up to 5
be populated and shal contain up to 18 numeric
Amount of the re-invested cash in a given decimals. The decimal mark is not counted as
characters including up to 5 decimals. The decimal
12 Re-invested cash amount
C
-
C
C
currency
a numeric character. If populated, it shal be
mark is not counted as a numeric character. If
represented with a dot.
populated, it shal be represented with a dot.
If field 2.6 is populated with 'CASH' this field shal
ISO 4217 Currency Code, 3 alphabetic
13 Re-invested cash currency
Currency of the re-invested cash
C
-
C
C
be populated and shal contain ISO 4217 Currency
characters
Code (official list only), 3 alphabetical characters.
In the case of margin lending transactions, the counterparty should report fields 14-15. Information in these fields should be
provided at entity level.
When populated, shal contain only one of the
REPO' - repos or BSB
fol owing values: 'REPO', 'SECL', 'FREE', 'CSHS',
'SECL' - cash col ateral from securities lending
BSHS', 'OBOR' or 'OTHR', " 4 alphabetical
'FREE' - free credits
characters.
Funding sources used to finance margin
14 Funding sources
'CSHS' - proceeds from customer short sales
O
-
O
O
loans.
'BSHS' - proceeds from broker short sales
'UBOR' - unsecured borrowing
'OTHR' - other
Up to 18 numeric characters including up to 5
When populated, this field shal contain up to 18
Market value of the funding
Market value of funding sources
decimals. The decimal mark is not counted as
15
O
-
O
O
numeric characters including up to 5 decimals. The
sources
referenced above, in base currency
a numeric character. If not possible, pro rata
decimal mark is not counted as a numeric
amount.
character. If populated, it shal be represented with
This field shal contain only one of the fol owing
Whether the report contains: - a new reuse
values: 'NEWT', 'REUU', 'EROR' or 'CORR'. 4
balance, in which case it wil be identified
alphabetical characters.
The first report received for given reporting
Technical standards
NEWT
EROR
CORR
REUU (Reuse
- Conditional validations
No
Field
Details to be reported
Format
Comments
(New)
(Error)
(Correction)
update)
-Format and content
as ‘New’; - a modification of the details of
The first report received for given reporting
the reuse in which case it wil be identified
counterparty shal only contain value "NEWT" in
as 'reuse update' - a cancel ation of a
NEWT' - New
this field. If the first report for a given reporting
wrongly submitted entire report , in which 'REUU' - reuse update
counterparty is with action types "REUU", "EROR"
16 Action type
M
M
M
M
case, it wil be identified as ‘error’; - a
'EROR' - Error
or "CORR" it shal be rejected.
previously submitted report contains
'CORR' - Correction
Only one report with the action type "NEWT" for a
erroneous data fields, in which case the
given reporting counterparty shal be accepted.
report correcting the erroneous data fields
of the previous report shal be identified as
‘Correction’;