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 |
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|
1 |
Settlement instruction type |
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|
2 |
Transaction type |
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|
3 |
Unique Instruction Reference of the participant |
Unique instruction reference of the participant according to the CSD's rules |
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|
4 |
Trade date |
ISO 8601 date in the format YYYY-MM-DD |
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|
5 |
Intended Settlement Date |
ISO 8601 date in the format YYYY-MM-DD |
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|
6 |
Settlement timestamp |
ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ |
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|
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 |
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|
8 |
Timestamp of the moment of irrevocability of the settlement instruction |
ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ |
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|
9 |
Matching timestamp, where applicable |
ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ |
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|
10 |
Securities account identifier |
Unique securities account identifier provided by the CSD |
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|
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 |
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|
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 |
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|
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 |
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|
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) |
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|
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 |
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|
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 |
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|
17 |
Securities identifiers |
ISO 6166 ISIN 12 character alphanumerical code |
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|
18 |
Settlement currency |
ISO 4217 Currency Code, 3 alphabetical digits |
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|
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 |
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|
20 |
Quantity or nominal amount of securities |
Up to 20 numerical characters reported as whole numbers without decimals |
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|
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:
Opt-out of partial settlement Possible values:
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 |
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|
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 |
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|
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 |
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|
24 |
Where a buy-in process is initiated for a transaction, the following details regarding:
|
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 |
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|
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 |
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|
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 |
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|
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 |
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|
3 |
Identifier of each securities issue recorded in securities accounts not centrally maintained by the CSD |
ISO 6166 ISIN 12 character alphanumerical code |
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|
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 |
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|
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 |
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|
6 |
Country of incorporation of the issuers of each securities issue referred to in points 2 and 3 |
ISO 3166 2 character country code |
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|
7 |
Issuers' securities accounts identifiers, in the case of issuer CSDs |
Unique securities account identifier provided by the issuer CSD |
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|
8 |
Issuers' cash accounts identifiers, in the case of issuer CSDs |
International Bank Account Number (IBAN) |
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|
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 |
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|
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 |
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|
11 |
Participants' country of incorporation |
ISO 3166 2 character country code |
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|
12 |
Participants' securities accounts identifiers |
Unique securities account identifier provided by the CSD |
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|
13 |
Participants' cash accounts identifiers |
Unique cash account identifier provided by the central bank |
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|
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 |
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|
15 |
Country of incorporation of settlement banks used by each participant |
ISO 3166 2 character country code |
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|
16 |
Type of securities accounts:
|
OW = own account IS = individually segregated account OM = omnibus account |
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|
17 |
End of day balances of securities accounts for each ISIN |
Files, documents |
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|
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 |
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|
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 |
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|
1 |
Organising a securities lending mechanism, as agent among participants of a securities settlement system |
|
Files, documents |
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|
2 |
Providing collateral management services, as agent for participants in a securities settlement system |
|
Files, documents |
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|
3 |
Settlement matching, instruction routing, trade confirmation, trade verification |
|
Files, documents |
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|
4 |
Services related to shareholders' registers |
|
Files, documents |
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|
5 |
Supporting the processing of corporate actions, including tax, general meetings and information services |
|
Files, documents |
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|
6 |
New issue services, including allocation and management of ISIN codes and similar codes |
|
Files, documents |
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|
7 |
Instruction routing and processing, fee collection and processing and related reporting |
|
Files, documents |
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|
8 |
Establishing CSD links, providing, maintaining or operating securities accounts in relation to the settlement service, collateral management, other ancillary services |
|
Files, documents |
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|
9 |
Providing general collateral management services as an agent |
|
Files, documents |
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|
10 |
Providing regulatory reporting |
|
Files, documents |
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|
11 |
Providing information, data and statistics to market/census bureaus or other governmental or inter-governmental entities |
|
Files, documents |
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|
12 |
Providing IT services |
|
Files, documents |
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|
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) |
|
Files, documents |
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|
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 |
|
Files, documents |
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|
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 |
|
Files, documents |
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|
16 |
Guarantees and commitments related to securities lending and borrowing, within the meaning of point 6 of Annex I to Directive 2013/36/EU |
|
Files, documents |
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|
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 |
|
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).