Counterparty data
|
NA
|
Reporting counterparty
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Counterparty data
|
NA
|
Counterparty side
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Counterparty data
|
NA
|
Other counterparty
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Unique Transaction Identifier ("UTI")
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Type of SFT
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Cleared
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Clearing timestamp
|
one hour
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
CCP
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Trading venue
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Master agreement type
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Execution timestamp
|
one hour
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Value date (Start date)
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Maturity date (End date)
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Termination date
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Minimum notice period
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Earliest call-back date
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
General collateral Indicator
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Delivery By Value ("DBV") indicator
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Method used to provide collateral
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Open term
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Termination optionality
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Fixed rate
|
Up to third digit after decimal
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Day count convention
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Floating rate
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Floating rate reference period — time period
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Floating rate reference period — multiplier
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Floating rate payment frequency — time period
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Floating rate payment frequency — multiplier
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Floating rate reset frequency — time period
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Floating rate reset frequency — multiplier
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Spread
|
Up to third digit after decimal
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Margin lending currency amount
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Margin lending currency
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Adjusted rate
|
Up to third digit after decimal
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Rate date
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Principal amount on the value date
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Principal amount on the maturity date
|
0,0005 %
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Principal amount currency
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Type of asset
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Security identifier
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Classification of a security
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Base product
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Sub — product
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Further sub — product
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Quantity or nominal amount
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Unit of measure
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Currency of nominal amount
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Security or commodity price
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Price currency
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Security quality
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Maturity of the security
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Jurisdiction of the issuer
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
LEI of the issuer
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Security type
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Loan value
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Market value
|
0,0005 %
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Fixed rebate rate
|
Up to third digit after decimal
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Floating rebate rate
|
Up to third digit after decimal
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Floating rebate rate reference period — time period
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Floating rebate rate reference period — multiplier
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Floating rebate rate payment frequency — time period
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Floating rebate rate payment frequency — multiplier
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Floating rebate rate reset frequency — time period
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Floating rebate rate reset frequency — multiplier
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Spread of the rebate rate
|
Up to third digit after decimal
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Lending fee
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Exclusive arrangements
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Loan
|
Outstanding margin loan
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Base currency of outstanding margin loan
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Short market value
|
0,0005 %
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
Uncollateralised Securities Lending ("SL") flag
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
Collateralisation of net exposure
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
Value date of the collateral
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
Type of collateral component
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
Cash collateral amount
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
Cash collateral currency
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
Identification of a security used as collateral
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
Classification of a security used as collateral
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
Base product
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Collateral
|
Sub — product
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Collateral
|
Further sub — product
|
No
|
Article 33(2)(a)(iv) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Collateral
|
Collateral quantity or nominal amount
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
Collateral unit of measure
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Collateral
|
Currency of collateral nominal amount
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
Price currency
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Collateral
|
Price per unit
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Collateral
|
Collateral market value
|
0,0005 %
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
+ 24 months
|
Transaction data
|
Collateral
|
Haircut or margin
|
Up to third digit after decimal
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
Collateral quality
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
Maturity date of the security
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
Jurisdiction of the issuer
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
LEI of the issuer
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
Collateral type
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
Availability for collateral reuse
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Collateral
|
Collateral basket identifier
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|
Transaction data
|
Loan
|
Level
|
No
|
Article 33(2)(a)(i) of Regulation (EU) 2015/2365
|