Commission Delegated Regulation (EU) 2019/358 of 13 December 2018 supplementing Regulation (EU) 2015/2365 of the European Parliament and of the Council with regard to regulatory technical standards on the collection, verification, aggregation, comparison and publication of data on securities financing transactions (SFTs) by trade repositoriesText with EEA relevance.

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanEarliest call-back dateNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanGeneral collateral IndicatorNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanDelivery By Value (DBV) indicatorNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanMethod used to provide collateralNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanOpen termNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanTermination optionalityNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanFixed rateUp to third digit after decimalArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanDay count conventionNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanFloating rateNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanFloating rate reference period — time periodNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanFloating rate reference period – multiplierNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanFloating rate payment frequency — time periodNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanFloating rate payment frequency – multiplierNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanFloating rate reset frequency — time periodNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanFloating rate reset frequency – multiplierNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanSpreadUp to third digit after decimalArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanMargin lending currency amountNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanMargin lending currencyNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365

Transaction dataLoanAdjusted rateUp to third digit after decimal

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanRate dateNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanPrincipal amount on the value dateNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanPrincipal amount on the maturity date0,0005 %Article 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanPrincipal amount currencyNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanType of assetNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanSecurity identifierNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanClassification of a securityNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanBase productNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanSub — productNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanFurther sub — productNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanQuantity or nominal amountNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanUnit of measureNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanCurrency of nominal amountNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanSecurity or commodity priceNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanPrice currencyNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanSecurity qualityNoArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365Transaction dataLoanMaturity of the securityNoArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365

Transaction dataLoanJurisdiction of the issuerNoArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365Transaction dataLoanLEI of the issuerNoArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365Transaction dataLoanSecurity typeNoArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365Transaction dataLoanLoan valueNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanMarket value0,0005 %

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanFixed rebate rateUp to third digit after decimalArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanFloating rebate rateUp to third digit after decimalArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanFloating rebate rate reference period — time periodNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanFloating rebate rate reference period — multiplierNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanFloating rebate rate payment frequency — time periodNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanFloating rebate rate payment frequency — multiplierNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanFloating rebate rate reset frequency — time periodNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanFloating rebate rate reset frequency — multiplierNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanSpread of the rebate rateUp to third digit after decimal

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanLending feeNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365

Transaction dataLoanExclusive arrangementsNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataLoanOutstanding margin loanNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanBase currency of outstanding margin loanNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanShort market value0,0005 %Article 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralUncollateralised Securities Lending (SL) flagNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralCollateralisation of net exposureNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralValue date of the collateralNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralType of collateral componentNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralCash collateral amountNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralCash collateral currencyNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralIdentification of a security used as collateralNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralClassification of a security used as collateralNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralBase productNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataCollateralSub – productNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataCollateralFurther sub – productNo

Article 33(2)(a)(iv) of Regulation (EU) 2015/2365

• 24 months

Transaction dataCollateralCollateral quantity or nominal amountNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralCollateral unit of measureNo

Article 33(2)(a)(i) of Regulation (EU) 2015/2365

• 24 months

Transaction dataCollateralCurrency of collateral nominal amountNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralPrice currencyNo

Article 33(2)(a)(i) of Regulation (EU) 2015/2365

• 24 months

Transaction dataCollateralPrice per unitNo

Article 33(2)(a)(i) of Regulation (EU) 2015/2365

• 24 months

Transaction dataCollateralCollateral market value0,0005 %

Article 33(2)(a)(i) of Regulation (EU) 2015/2365

• 24 months

Transaction dataCollateralHaircut or marginUp to third digit after decimalArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralCollateral qualityNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralMaturity date of the securityNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralJurisdiction of the issuerNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralLEI of the issuerNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralCollateral typeNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralAvailability for collateral reuseNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataCollateralCollateral basket identifierNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365Transaction dataLoanLevelNoArticle 33(2)(a)(i) of Regulation (EU) 2015/2365

Table 2

Reasons for rejection of an SFT report

Rejection categoriesReasonSchema

—

the SFT has been rejected because of non-compliant schema

Permission

—

the SFT has been rejected because the report submitting entity is not permissioned to report on behalf of the reporting counterparty

Logical

—

the SFT has been rejected because the action type for the SFT is not logically correct

Business

—

the SFT has been rejected because the SFT is not complying with one or more content validations.

Table 3

Results of the reconciliation process

Reconciliation categoriesReconciliation valuesReporting typeSingle-sided/Dual-sidedReporting requirement for both counterpartiesYes/NoPairing StatusPaired/UnpairedLoan reconciliation statusReconciled/Not reconciledCollateral reconciliation statusReconciled/Not reconciledFurther modificationsYes/No

Annex

ANNEX II

Table 1

Public data

To be populated with the relevant indexes included in Field 25 of Table 2 Loan and Collateral data of Annex I to Implementing Regulation (EU) 2019/363.

Table A. AggregationDateTRAggregation TypeVenue typeLocation of reporting counterpartyLocation of the other counterpartyReconciliationType of SFTClearedCollateral transfer methodIndex used as referenceAggregate amount lentAggregate Number of transactionsAggregate value of collateral20161007EU TRReportedXXXXEEAEEADual-sided, loan reconciled, collateral not reconciledRepoYesTTCA…………OutstandingXOFFNon-EEANon-EEADual-sided, loan reconciled, collateral reconciledBSB/SBBNoSICA……………EEA MIC……Single-sided EEA, loan reconciled, collateral reconciledSecurities or commodities lending and borrowing…SIUR……………Non-EEA MIC………Margin lending……………………………………………