ANNEX XV
Inside information or significant event template - Asset backed commercial paper securitisation
FIELD CODE |
FIELD NAME |
FORMAT |
Programme information section |
||
SEAS1 |
Unique Identifier - ABCP Programme |
{ALPHANUM-28} |
SEAS2 |
Data Cut-Off Date |
{DATEFORMAT} |
SEAS3 |
No Longer STS |
{Y/N} |
SEAS4 |
Remedial Actions |
{Y/N} |
SEAS5 |
Administrative Actions |
{Y/N} |
SEAS6 |
Material Amendment to Transaction Documents |
{ALPHANUM-100000} |
SEAS7 |
Governing Law |
{COUNTRYCODE_2} |
SEAS8 |
Length Of The Liquidity Facility |
{INTEGER-9999} |
SEAS9 |
Liquidity Facility Coverage |
{PERCENTAGE} |
SEAS10 |
Liquidity Facility Coverage Interval |
{INTEGER-9999} |
SEAS11 |
Liquidity Facility Maturity Date |
{DATEFORMAT} |
SEAS12 |
Drawings Under Liquidity Facility |
{Y/N} |
SEAS13 |
Total Issuance |
{MONETARY} |
SEAS14 |
Maximum Issuance |
{MONETARY} |
Transaction information section |
||
SEAR1 |
Unique Identifier - ABCP Programme |
{ALPHANUM-28} |
SEAR2 |
Unique Identifier - ABCP Transaction |
{ALPHANUM-36} |
SEAR3 |
Number Of Programmes Funding The Transaction |
{INTEGER-9999} |
SEAR4 |
No Longer STS |
{Y/N} |
SEAR5 |
Originator A Client Of The Programme Sponsor |
{Y/N} |
SEAR6 |
Security Interest Granted |
{Y/N} |
SEAR7 |
Revenue |
{MONETARY} |
SEAR8 |
Operating Expenses |
{MONETARY} |
SEAR9 |
Current Assets |
{MONETARY} |
SEAR10 |
Cash |
{MONETARY} |
SEAR11 |
Marketable Securities |
{MONETARY} |
SEAR12 |
Accounts Receivable |
{MONETARY} |
SEAR13 |
Current Liabilities |
{MONETARY} |
SEAR14 |
Total Debt |
{MONETARY} |
SEAR15 |
Total Equity |
{MONETARY} |
SEAR16 |
Financial Statement Currency |
{CURRENCYCODE_3} |
SEAR17 |
Sponsor Supports Transaction |
{LIST} |
SEAR18 |
Sponsor Support Type |
{Y/N} |
SEAR19 |
Length Of The Liquidity Facility |
{INTEGER-9999} |
SEAR20 |
Liquidity Facility Drawn Amount |
{MONETARY} |
SEAR21 |
Liquidity Facility Coverage |
{PERCENTAGE} |
SEAR22 |
Liquidity Facility Coverage Interval |
{INTEGER-9999} |
SEAR23 |
Liquidity Facility Type |
{LIST} |
SEAR24 |
Liquidity Facility Repurchase Agreement Maturity Date |
{DATEFORMAT} |
SEAR25 |
Liquidity Facility Currency |
{CURRENCYCODE_3} |
SEAR26 |
Liquidity Facility Maturity Date |
{DATEFORMAT} |
SEAR27 |
Liquidity Facility Provider Name |
{ALPHANUM-100} |
SEAR28 |
Liquidity Facility Provider Legal Entity Identifier |
{LEI} |
SEAR29 |
Overcollateralisation/Subordinated Interest |
{PERCENTAGE} |
SEAR30 |
Transaction Excess Spread |
{MONETARY} |
SEAR31 |
Letter Of Credit Provider Name |
{ALPHANUM-100} |
SEAR32 |
Letter Of Credit Provider Legal Entity Identifier |
{LEI} |
SEAR33 |
Letter Of Credit Currency |
{CURRENCYCODE_3} |
SEAR34 |
Maximum Letter Of Credit Protection |
{PERCENTAGE} |
SEAR35 |
Guarantor Name |
{ALPHANUM-100} |
SEAR36 |
Guarantor Legal Entity Identifier |
{LEI} |
SEAR37 |
Maximum Guarantee Coverage |
{MONETARY} |
SEAR38 |
Guarantee Currency |
{CURRENCYCODE_3} |
SEAR39 |
Guarantee Maturity Date |
{DATEFORMAT} |
SEAR40 |
Receivables Transfer Type |
{LIST} |
SEAR41 |
Repurchase Agreement Maturity Date |
{DATEFORMAT} |
SEAR42 |
Purchased Amount |
{MONETARY} |
SEAR43 |
Maximum Funding Limit |
{MONETARY} |
SEAR44 |
Interest Rate Swap Benchmark |
{LIST} |
SEAR45 |
Interest Rate Swap Maturity Date |
{DATEFORMAT} |
SEAR46 |
Interest Rate Swap Notional |
{MONETARY} |
SEAR47 |
Currency Swap Payer Currency |
{CURRENCYCODE_3} |
SEAR48 |
Currency Swap Receiver Currency |
{CURRENCYCODE_3} |
SEAR49 |
Exchange Rate For Currency Swap |
{PERCENTAGE} |
SEAR50 |
Currency Swap Maturity Date |
{DATEFORMAT} |
SEAR51 |
Currency Swap Notional |
{MONETARY} |
Tranche/bond-level information section |
||
SEAT1 |
Unique Identifier - ABCP Programme |
{ALPHANUM-28} |
SEAT2 |
Original Bond Identifier |
{ALPHANUM-1000} |
SEAT3 |
New Bond Identifier |
{ALPHANUM-1000} |
SEAT4 |
International Securities Identification Number |
{ISIN} |
SEAT5 |
Tranche/Bond Type |
{LIST} |
SEAT6 |
Issue Date |
{DATEFORMAT} |
SEAT7 |
Legal Maturity |
{DATEFORMAT} |
SEAT8 |
Currency |
{CURRENCYCODE_3} |
SEAT9 |
Current Principal Balance |
{MONETARY} |
SEAT10 |
Current Coupon |
{PERCENTAGE} |
SEAT11 |
Current Interest Rate Index |
{LIST} |
SEAT12 |
Current Interest Rate Index Tenor |
{LIST} |
SEAT13 |
Interest Payment Frequency |
{LIST} |
SEAT14 |
Current Credit Enhancement |
{PERCENTAGE} |
SEAT15 |
Credit Enhancement Formula |
{ALPHANUM-1000} |
Account-level information section |
||
SEAA1 |
Unique Identifier -€” ABCP Transaction |
{ALPHANUM-36} |
SEAA2 |
Original Account Identifier |
{ALPHANUM-1000} |
SEAA3 |
New Account Identifier |
{ALPHANUM-1000} |
SEAA4 |
Account Type |
{LIST} |
SEAA5 |
Account Target Balance |
{MONETARY} |
SEAA6 |
Account Actual Balance |
{MONETARY} |
SEAA7 |
Amortising Account |
{Y/N} |
Counterparty-level information section |
||
SEAP1 |
Unique Identifier - ABCP Transaction |
{ALPHANUM-36} |
SEAP2 |
Counterparty Legal Entity Identifier |
{LEI} |
SEAP3 |
Counterparty Name |
{ALPHANUM-100} |
SEAP4 |
Counterparty Type |
{LIST} |
SEAP5 |
Counterparty Country Of Establishment |
{COUNTRYCODE_2} |
SEAP6 |
Counterparty Rating Threshold |
{ALPHANUM-100000} |
SEAP7 |
Counterparty Rating |
{ALPHANUM-100000} |
SEAP8 |
Counterparty Rating Source Legal Entity Identifier |
{LEI} |
SEAP9 |
Counterparty Rating Source Name |
{ALPHANUM-100} |
Any other information section |
||
SEAO1 |
Unique Identifier |
{ALPHANUM-28} |
SEAO2 |
Any Other Information Line Number |
{INTEGER-9999} |
SEAO3 |
Any Other Information |
{ALPHANUM-1000} |