ANNEX IVSupplementary provisions
ANNEX IV Format of CSD records (Article 29(4) of Regulation (EU) No 909/2014) Table 1 Transaction/Settlement instructions (flow) records No Field Format 1 Settlement instruction type (a) DFP — deliver free of payment settlement instructions; (b) RFP — receive free of payment settlement instructions; (c) DVP — delivery versus payment settlement instructions and (d) RVP — receive versus payment settlement instructions; (e) DWP — delivery with payment settlement instructions; (f) RWP — receive with payment settlement instructions; (g) PFOD — payment free of delivery settlement instructions. 2 Transaction type (a) TRAD — purchase or sale of securities; (b) COLI/COLO/CNCB — collateral management operations; (c) SECL/SECB — securities lending/borrowing operations; (d) REPU/RVPO/TRPO/TRVO/BSBK/SBBK — repurchase transactions; (e) OTHR (or more granular codes as provided by the CSD) — others. 3 Unique Instruction Reference of the participant Unique instruction reference of the participant according to the CSD's rules 4 Trade date ISO 8601 date in the format YYYY-MM-DD 5 Intended Settlement Date ISO 8601 date in the format YYYY-MM-DD 6 Settlement timestamp ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ 7 Timestamp of the moment of entry of the settlement instruction into the securities settlement system ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ 8 Timestamp of the moment of irrevocability of the settlement instruction ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ 9 Matching timestamp, where applicable ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ 10 Securities account identifier Unique securities account identifier provided by the CSD 11 Cash account identifier Unique cash account identifier provided by the central bank or the CSD authorised in accordance with point (a) of Article 54(2) of Regulation (EU) No 909/2014 or a designated credit institution referred to in point (b) of Article 54(2) of Regulation (EU) No 909/2014 12 Settlement bank identifier ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code, or Bank Identifier Code (BIC) with the obligation to convert to LEI for the purposes of reporting to authorities 13 Identifier of the instructing participant ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code, or Bank Identifier Code (BIC) with the obligation to convert to LEI for the purposes of reporting to authorities 14 Identifier of the instructing participant's counterparty ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code, or Bank Identifier Code (BIC) (with the obligation to convert to LEI for the purposes of reporting to authorities) 15 Identifier of the instructing participant's client, where known to the CSD ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code, or Bank Identifier Code (BIC) or other available form of identification for legal persons Where available national identifier for natural persons (50 alphanumerical digits) which allows the unique identification of the natural person at a national level 16 Identifier of the client of the instructing participant's counterparty, where known to the CSD ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code, or Bank Identifier Code (BIC) or other available form of identification for legal persons Where available, national identifier for natural persons (50 alphanumerical digits) which allows the unique identification of the natural person at a national level 17 Securities identifiers ISO 6166 ISIN 12 character alphanumerical code 18 Settlement currency ISO 4217 Currency Code, 3 alphabetical digits 19 Settlement cash amount Up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character. The negative symbol, if populated, is not counted as a numerical character 20 Quantity or nominal amount of securities Up to 20 numerical characters reported as whole numbers without decimals 21 Status of settlement instructions PEND — Pending instruction (settlement at the ISD is still possible) PENF — Failing instruction (settlement at the ISD is no longer possible) SETT — Full settlement PAIN — Partially settled CANS — Instruction cancelled by the system CANI — Instruction cancelled by the participant Remaining part of securities to be settled (if Status of the instruction is PAIN) Information on the remaining XXX amount of securities against YYY cash to be delivered Matching status MACH if matched or NMAT if the instruction is not matched Hold status of the instruction Possible values: PREA [Your InstructionOnHold] CSDH [CSD Hold] CVAL [CSDValidation] CDLR [ConditionalDeliveryAwaitingRelease] BLANK if not on hold Opt-out of partial settlement Possible values: NPAR if opt-out of partial settlement is activated BLANK if partial settlement is allowed Reason codes for not settled instructions (if Status of the instruction is PEND or PENF) BLOC AccountBlocked CDLR ConditionalDeliveryAwaitingRelease CLAC CounterpartyInsufficientSecurities CMON CounterpartyInsufficientMoney CSDH CSDHold CVAL CSDValidation FUTU AwaitingSettlementDate INBC IncompleteNumberCount LACK LackOfSecurities LATE MarketDeadlineMissed LINK PendingLinkedInstruction MONY InsufficientMoney OTHR Other PART TradeSettlesInPartials PRCY CounterpartyInstructionOnHold PREA YourInstructionOnHold SBLO SecuritiesBlocked CONF AwaitingConfirmation CDAC ConditionalDeliveryAwaitingCancellation 22 Place of trading Populated by the MIC (ISO Market Identification Code) (ISO 10383) if the instruction is resulting from a trade concluded on a trading venue or blank for OTC transactions 23 If applicable, place of clearing ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code of the CCP clearing the transaction, or Bank Identifier Code (BIC) of the CCP with the obligation to convert to LEI for the purposes of reporting to authorities 24 Where a buy-in process is initiated for a transaction, the following details regarding: a) the final results of the buy-in process (including the number and value of the bought-in financial instruments if the buy-in is successful); b) if applicable, payment of cash compensation (including the amount of the cash compensation); c) if applicable, cancellation of the initial settlement instruction. Buy-in initiated: Y/N Buy-in successful: Y/N/P Number of bought-in financial instruments: Up to 20 numerical characters reported as whole numbers without decimals. Value of bought-in financial instruments: Up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character. The negative symbol, if populated, is not counted as a numerical character Payment of cash compensation: Y/N Amount of the cash compensation: Up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character. The negative symbol, if populated, is not counted as a numerical character Cancellation of the initial settlement instruction: Y/N 25 For each settlement instruction that fails to settle on ISD, the amount of the penalties referred to in Article 7(2) of Regulation (EU) No 909/2014 Amount of penalties: Up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character. The negative symbol, if populated, is not counted as a numerical character Table 2 Position (stock) records No Field Format 1 Identifiers of issuers for which the CSD provides the core service referred to in point 1 or 2 of Section A of the Annex to Regulation (EU) No 909/2014 ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code, or Bank Identifier Code (BIC) for legal persons with the obligation to convert to LEI for the purposes of reporting to authorities 2 Identifier of each securities issue for which the CSD provides the core service referred to in point 1 or 2 of Section A of the Annex to Regulation (EU) No 909/2014 ISO 6166 ISIN 12 character alphanumerical code 3 Identifier of each securities issue recorded in securities accounts not centrally maintained by the CSD ISO 6166 ISIN 12 character alphanumerical code 4 Identifier of the issuer CSD or of the relevant third country entity performing similar functions to an issuer CSD for each securities issue referred to in point 3 ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code, or Bank Identifier Code (BIC) with the obligation to convert to LEI for the purposes of reporting to authorities 5 For each securities issue referred to in points 2 and 3, the law under which the securities recorded by the CSD are constituted ISO 3166 2 character country code 6 Country of incorporation of the issuers of each securities issue referred to in points 2 and 3 ISO 3166 2 character country code 7 Issuers' securities accounts identifiers, in the case of issuer CSDs Unique securities account identifier provided by the issuer CSD 8 Issuers' cash accounts identifiers, in the case of issuer CSDs International Bank Account Number (IBAN) 9 Identifiers of settlement banks used by each issuer, in the case of issuer CSDs ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code, or Bank Identifier Code (BIC) with the obligation to convert to LEI for the purposes of reporting to authorities 10 Participants' identifiers ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code, or Bank Identifier Code (BIC) with the obligation to convert to LEI for the purposes of reporting to authorities 11 Participants' country of incorporation ISO 3166 2 character country code 12 Participants' securities accounts identifiers Unique securities account identifier provided by the CSD 13 Participants' cash accounts identifiers Unique cash account identifier provided by the central bank 14 Identifiers of settlement banks used by the each participant ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code, or Bank Identifier Code (BIC) with the obligation to convert to LEI for the purposes of reporting to authorities 15 Country of incorporation of settlement banks used by each participant ISO 3166 2 character country code 16 Type of securities accounts: (i) CSD participant's own account; (ii) CSD participant's client individual account; (iii) CSD participant's clients omnibus account. OW = own account IS = individually segregated account OM = omnibus account 17 End of day balances of securities accounts for each ISIN Files, documents 18 For each securities account and ISIN, the number of securities subject to settlement restrictions, type of restriction and, where relevant, the identity of the beneficiary of the restriction at the end of day Files, documents 19 Records of settlement fails, as well as of the measures adopted by the CSD and its participants to improve settlement efficiency, in accordance with the delegated acts adopted by the Commission on the basis of regulatory technical standards referred to in Articles 6(5) and 7(15) of Regulation (EU) No 909/2014 Files, documents Table 3 Ancillary services records No. Ancillary Services under Regulation (EU) No 909/2014 Types of records Format 1 Organising a securities lending mechanism, as agent among participants of a securities settlement system a) Identification of delivering/receiving parties, b) Details regarding each securities lending/borrowing operation, including volume and value of securities lent or borrowed, ISIN, c) Purpose of each securities lending/borrowing operations, d) Types of collateral, e) Collateral valuation. Files, documents 2 Providing collateral management services, as agent for participants in a securities settlement system a) Identification of delivering/receiving parties, b) Details regarding each operation, including volume and value of securities, ISIN, c) Types of collateral used, d) Purpose of the use of collateral, e) Collateral valuation. Files, documents 3 Settlement matching, instruction routing, trade confirmation, trade verification a) Identification of the entities for which the CSD provides services, b) Types of operations, c) Details regarding each operation, including volume and value of securities serviced, ISIN. Files, documents 4 Services related to shareholders' registers a) Identification of the entities for which the CSD provides services, b) Types of services, c) Details regarding each operation, including volume and value of securities serviced, ISIN. Files, documents 5 Supporting the processing of corporate actions, including tax, general meetings and information services a) Identification of the entities for which the CSD provides services, b) Types of services, c) Details regarding each operation, including volume and value of securities/cash serviced, beneficiaries of the operation, ISIN. Files, documents 6 New issue services, including allocation and management of ISIN codes and similar codes a) Identification of the entities for which the CSD provides the services, b) Types of services, c) Details regarding each operation, including ISIN. Files, documents 7 Instruction routing and processing, fee collection and processing and related reporting a) Identification of the entities for which the CSD provides the services, b) Types of services, c) Details regarding each operation, including volume and value of securities/cash serviced, beneficiaries of the operation, ISIN, purpose of the operation. Files, documents 8 Establishing CSD links, providing, maintaining or operating securities accounts in relation to the settlement service, collateral management, other ancillary services a) Details regarding the CSD links, including identification of CSDs, b) Types of services. Files, documents 9 Providing general collateral management services as an agent a) Identification of delivering/receiving parties, b) Details regarding each operation, including volume and value of securities serviced, ISIN, c) Types of collateral, d) Purpose of collateral use, e) Collateral valuation. Files, documents 10 Providing regulatory reporting a) Identification of the entities for which the CSD provides reporting services, b) Types of services. c) Details regarding the data provided, including the legal basis and the purpose. Files, documents 11 Providing information, data and statistics to market/census bureaus or other governmental or inter-governmental entities a) Identification of the entities for which the CSD provides services, b) Types of services. c) Details regarding the data provided, including the legal basis and the purpose. Files, documents 12 Providing IT services a) Identification of the entities for which the CSD provides the services, b) Types of services. c) Details regarding the IT services. Files, documents 13 Providing cash accounts to, and accepting deposits from, participants in a securities settlement system and holders of securities accounts, within the meaning of point 1 of Annex I of Directive 2013/36/EU of the European Parliament and of the Council ( 1 ) a) Identification of the entities for which the CSD provides the services, b) Cash accounts details, c) Currency, d) Deposits amounts, e) End of day balances of the cash accounts provided by the CSD or the designated credit institution (for each currency) Files, documents 14 Providing cash credit for reimbursement no later than the following business day, cash lending to pre-finance corporate actions and lending securities to holders of securities accounts, within the meaning of point 2 of Annex I to Directive 2013/36/EU a) Identification of the entities for which the CSD provides services, b) Types of services c) Details regarding each operation, including volume and value of securities/cash serviced, ISIN, d) Types of collateral used, e) Collateral valuation, f) Purpose of operations, g) Information about any incidents in relation to such services and remedial actions, including follow-up. Files, documents 15 Payment services involving processing of cash and foreign exchange transactions, within the meaning of point 4 of Annex I to Directive 2013/36/EU a) Identification of the entities for which the CSD provides the services, b) Types of services, c) Details regarding each operation, including volume of cash, and purpose of operation. Files, documents 16 Guarantees and commitments related to securities lending and borrowing, within the meaning of point 6 of Annex I to Directive 2013/36/EU a) Identification of the entities for which the CSD provides the services, b) Types of services, c) Details regarding each operation, including volume and value of securities/cash, and purpose of operation. Files, documents 17 Treasury activities involving foreign exchange and transferable securities related to managing participants' long balances, within the meaning of points 7(b) and (e) of Annex I to Directive 2013/36/EU a) Identification of the entities for which the CSD provides the services, b) Types of services, c) Details regarding each operation, including volume and value of securities/cash, and purpose of operation. Files, documents Table 4 Business records No Item Format Description 1 Organisational charts Charts Management body, senior management, relevant committees, operational units and all other units or divisions of the CSD 2 Identities of the shareholders or persons (natural or legal persons), that exercise direct or indirect control over the management of the CSD or that hold participations in the capital of the CSD and the amounts of those holdings S = Shareholder/M = Member D = Direct/I = Indirect N = Natural person/L = Legal person Amount of the holding = Up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character. The negative symbol, if populated, is not counted as a numerical character. Shareholders or persons that exercise direct or indirect control over the management of the CSD or hold participations in the capital of the CSD (fields to be added for each of the relevant shareholder/person) 3 CSD participations in the capital of other legal entities Free text Amount of the holding = Up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character. The negative symbol, if populated, is not counted as a numerical character. Identification of each legal entity (fields to be added for each legal entity) 4 Documents attesting the policies, procedures and processes required under the CSD's organisational requirements and in relation to the services provided by the CSD Files, documents 5 Minutes of management body meetings and of meetings of senior management committees and other committees of the CSD Files, documents 6 Minutes of the meetings of user committee(s) Files, documents 7 Minutes of the meetings with consultation groups composed of participants and clients, if any Files, documents 8 Internal and external audit reports, risk management reports, compliance and internal control reports, including responses from senior management to such reports Files, documents 9 All outsourcing contracts Files, documents 10 Business continuity policy and disaster recovery plan Files, documents 11 Records reflecting all assets and liabilities and capital accounts of the CSD Files, documents 12 Records reflecting all costs and revenues, including costs and revenues which are accounted separately in accordance with Article 34(6) of Regulation (EU) No 909/2014 Files, documents 13 Formal complaints received Free text For each formal complaint: information on complainant's name and address; date of receiving the complaint; names of all persons identified in the complaint; description of the nature of the complaint; content and outcome of the complaint; date when the complaint was resolved. 14 Information on any interruption or dysfunction of services Free text Records of any interruption or dysfunction of services, including a detailed report on the timing, effects of such interruption or dysfunction and remedial actions taken 15 Records of the results of the back and stress tests performed for the CSDs providing banking-type ancillary services Files, documents 16 Written communications with the competent authority, ESMA and relevant authorities Files, documents 17 Legal opinions received in accordance with the relevant provisions on organisational requirements provided in Chapter VII of Delegated Regulation (EU) 2017/392 Files, documents 18 Legal documentation regarding CSD link arrangements in accordance with Chapter XII of Delegated Regulation (EU) 2017/392 Files, documents 19 Tariffs and fees applied to the different services, including any discount or rebate Free text ( 1 ) Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 2006/48/EC and 2006/49/EC ( OJ L 176, 27.6.2013, p. 338 ).