No.

Details to be reported

Format

1.

Country code for the jurisdiction in which the CSD is established

ISO 3166 2 character country code

2.

Securities settlement system operated by the CSD

Free text

3.

Reporting timestamp (CSD to competent authority/relevant authority)

ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ

4.

Reporting period: beginning and end dates of the period covered by the report

ISO 8601 date in the format YYYY-MM-DD-YYYY-MM-DD

5.

CSD Legal Entity Identifier

ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code

6.

Corporate name of the CSD

Free text

7.

Name of the person responsible for the report sent by the CSD

Free text

8.

Function of the person responsible for the report sent by the CSD

Free text

9.

Phone number of the person responsible for the report sent by the CSD

Only numeric characters may be used. The phone number must be provided with the country code and the local area code. No special characters may be used.

10.

Email address of the person responsible for the report sent by the CSD

Email addresses must be supplied using the standard email address convention.

11.

Number of settlement instructions during the period covered by the report

Up to 20 numerical characters reported as whole numbers without decimals.

12.

Number of settlement fails during the period covered by the report (covering both settlement fails for lack of securities and lack of cash)

Up to 20 numerical characters reported as whole numbers without decimals.

13.

Rate of settlement fails based on volume (number of settlement fails/number of settlement instructions during the period covered by the report)

(covering both settlement fails for lack of securities and lack of cash)

Percentage value up to 2 decimal places.

14.

Rate of settlement fails based on value (EUR) (value of settlement fails/value of settlement instructions during the period covered by the report)

(covering both settlement fails for lack of securities and lack of cash)

Percentage value up to 2 decimal places.

15.

Value of settlement instructions (EUR) during the period covered by the report

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

16.

Value of settlement fails (EUR) during the period covered by the report

(covering both settlement fails for lack of securities and lack of cash)

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

17.

Top 10 participants with the highest rates of settlement fails during the period covered by the report (based on number of settlement instructions)

For each participant identified by LEI

Participant LEI

ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code

Total number of settlement instruction s per participant

Up to 20 numerical characters reported as whole numbers without decimals.

Number of settlement fails per participant

Up to 20 numerical characters reported as whole numbers without decimals.

Percentage of settlement fails

Percentage value up to 2 decimal places

Total value (EUR) of settlement instructions per participant

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

Value (EUR) of settlement fails per participant

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

Rate of settlement fails

Percentage value up to 2 decimal places.

18.

Top 10 participants with the highest rates of settlement fails during the period covered by the report (based on value (EUR) of settlement instructions)

For each participant identified by LEI:

Participant LEI

ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code

Total value (EUR) of settlement instructions per participant

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

Value (EUR) of settlement fails per participant

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

Percentage of settlement fails

Percentage value up to 2 decimal places

Total number of settlement instructions per participant

Up to 20 numerical characters reported as whole numbers without decimals.

Number of settlement fails per participant

Up to 20 numerical characters reported as whole numbers without decimals.

Rate of settlement fails

Percentage value up to 2 decimal places.

19.

Number of settlement instructions per currency in which the settlement instructions are denominated during the period covered by the report

For each ISO 4217 3 character Currency Code the volume will be expressed using up to 20 numerical characters reported as whole numbers without decimals.

20.

Number of settlement fails per currency in which the settlement instructions are denominated during the period covered by the report

For each ISO 4217 3 character Currency Code the volume will be expressed using up to 20 numerical characters reported as whole numbers without decimals.

21.

Rate of settlement fails per currency in which the settlement instructions are denominated, based on volume (number of settlement fails/number of settlement instructions per currency, during the period covered by the report)

For each ISO 4217 3 character Currency Code the rate shall be expressed as a percentage value up to 2 decimal places.

22.

Value of settlement instructions per currency in which the settlement instructions are denominated during the period covered by the report

For each ISO 4217 3 character Currency Code the value shall be expressed using 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

23.

Value of settlement fails per currency in which the settlement instructions are denominated during the period covered by the report

For each ISO 4217 3 character Currency Code the value shall be expressed using 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

24.

Rate of settlement fails per currency in which the settlement instructions are denominated, based on value (value of settlement fails/value of settlement instructions per currency, during the period covered by the report)

For each ISO 4217 3 character Currency Code the rate shall be expressed as a percentage value up to 2 decimal places.

25.

Number of settlement instructions for each type of financial instruments during the period covered by the report

For each type of financial instruments:

Up to 20 numerical characters reported as whole numbers without decimals.

26.

Number of settlement fails (covering both settlement fails for lack of securities and lack of cash) for each type of financial instruments during the period covered by the report

For each type of financial instruments:

Up to 20 numerical characters reported as whole numbers without decimals.

27.

Rate of settlement fails for each type of financial instruments, based on volume (number of settlement fails/number of settlement instructions per each type of financial instruments, during the period covered by the report)

For each type of financial instruments the rate shall be expressed as a percentage value up to 2 decimal places.

28.

Value (EUR) of settlement instructions for each type of financial instruments

For each type of financial instruments the value shall be expressed using 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.

29.

Value (EUR) of settlement fails (covering both settlement fails for lack of securities and lack of cash) for each type of financial instruments

For each type of financial instruments the value shall be expressed using 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.

30.

Rate of settlement fails for each type of financial instrument, based on value (value of settlement fails/value of settlement instructions for each type of financial instrument, during the period covered by the report)

For each type of financial instruments the rate shall be expressed as a percentage value up to 2 decimal places.

31.

Number of settlement instructions for each type of transactions during the period covered by the report

For each type of transactions the volume shall be expressed using up to 20 numerical characters reported as whole numbers without decimals.

32.

Number of settlement fails (covering both settlement fails for lack of securities and lack of cash) for each type of transactions during the period covered by the report

For each type of transactions the volume shall be expressed using up to 20 numerical characters reported as whole numbers without decimals.

33.

Rate of settlement fails for each type of transactions, based on volume (number of settlement fails/number of settlement instructions per each type of transactions, during the period covered by the report)

For each type of transactions the rate shall be expressed as a percentage value up to 2 decimal places.

34.

Value (EUR) of settlement instructions for each type of transactions

For each type of transactions the value shall be expressed using 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.

35.

Value (EUR) of settlement fails (covering both settlement fails for lack of securities and lack of cash) for each type of transactions

For each type of transactions the value shall be expressed using 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.

36.

Rate of settlement fails for each type of transactions, based on value (value of settlement fails/value of settlement instructions for each type of transactions, during the period covered by the report)

For each type of transactions the rate shall be expressed as a percentage value up to 2 decimal places.

37.

Top 20 ISINs that are the object of settlement fails, based on the volume of settlement fails;

ISIN code

38.

Top 20 ISINs that are the object of settlement fails based on the value (EUR) of settlement fails.

ISIN Code

39.

Total number of penalties referred to in Article 7(2) of Regulation (EU) No 909/2014, imposed by the CSD

Up to 20 numerical characters reported as whole numbers without decimals.

40.

Total value (EUR) of penalties referred to in Article 7(2) of Regulation (EU) No 909/2014, imposed by the CSD

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.

41.

Average duration of settlement fails as number of days (difference between actual settlement date and intended settlement date, weighted for the value of the settlement fail)

Number of days reported as a number with one decimal.

42.

Main reasons for settlement fails

Free text

43.

Measures to improve settlement efficiency

Free text

Date (for each reporting day in the month)

Type of financial instruments

Type of transaction

Internal vs Cross-system

Type of instruction

Failure to deliver securities

Failure to deliver cash

Settlement fails

Total Instructions

Rate of fails

Settlement fails

Total Instructions

Rate of fails

Volume

Value (EUR)

Volume

Value (EUR)

Volume

Value (EUR)

Volume

Value (EUR)

Volume

Value (EUR)

Volume

Value (EUR)

Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU

Purchase or sale of financial instruments

Intra-CSD

DVP (1)

DWP (2)

PFOD (3)

FoP (4)

Cross-CSD

DVP

DWP

PFOD

FoP

Collateral management operations

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Securities lending and securities borrowing

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Repurchase transactions

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Other transactions

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

Purchase or sale of financial instruments

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Collateral management operations

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Securities lending and securities borrowing

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Repurchase transactions

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Other transactions

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Transferable securities referred to in point (b) of Article 4(1)(44) of Directive 2014/65/EU other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

Purchase or sale of financial instruments

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Collateral management operations

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Securities lending and securities borrowing

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Repurchase transactions

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Other transactions

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU

Purchase or sale of financial instruments

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Collateral management operations

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Securities lending and securities borrowing

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Repurchase transactions

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Other transactions

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU

Purchase or sale of financial instruments

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Collateral management operations

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Securities lending and securities borrowing

Intra-CSD

DVP

DWP

PFOD

FoP

Cross-CSD

DVP

DWP

PFOD

FoP

Repurchase transactions