Graphical User Interface (U2A)
Contents
1. Trade ID TIDoMDE 94 81999 TIDoMDE 94 1999 Previous trade ID Trade Detailed Information Venue of execution BCFS Compression No B Front Up Payment Delivery Type B Master Agreement Version Master Agreement Type Execution Timestamp 02 01 2014 00 00 00 Effective Date B Maturity Date Termination Date o Settlement Date Price Rate 100 00000 Price Notation PLN B Notional Amount 100 00 Price Multiplier 100 00 Quantity 100 Fig 18 The functionality modifies only one field Termination Date Enter new values and confirm changes to create a new trade mutation with AT C Selecting the termination date ends the lifecycle of the contract when the message is successfully processed a new contract mutation is created with an internal non active status A non active mutation means that the trade can no longer be modified Compression Use the option Compression to modify reports by compressing trades Compression reduces a trade contract portfolio Compression of a trade contract portfolio is reported with AT Z where the fields Notional Amount and Quantity report 0 The report is shown in the tab Non active reports 15 Trade Repository Select the option Compression to enter the trade modification mode Fig 19 For AT Z the term2. Repository User Manual 02 Table of Contents INTRODUCTION UR 2 TRADE REPOSITORY FUNCTIONALITIES 3 LOGGING OUT FROM THE TRADE REPOSITORY 19 RODOWISKO TESTOWE TEST ENVIRONMENT cssseeeeccccccccceeeesesssstcccccceeeeeeeeees 21 APPENDIX d e 22 Repository Introduction This Manual presents the method of using the application which provides users with access to functionalities supporting the Trade Repository service offered by the Central Securities Depository of Poland KDPW The application is available online at KDPW s website www kdpw pl The Manual provides information necessary to facilitate your use of the available functionalities of the Trade Repository TR operated by KDPW Please note that the description contained in the Manual is only technical while all applicable organisational and legal details are laid down in the TR Rules In order to log in the Trade Repository go to the website http www kdpw pl and click the link Trade Repository KDPW TR In addition to the application login option dedicated tabs of this website present documentation concerning the terms of use of the application the structure of XML messages as well as collective reports published by the TR according to legal requirements
3. 1 Trade Repository Date and time of reporting to the trade repository determined by the system according to ISO 8601 date format UTC time format 6 Eligible Date Eligible date of the data provided in the report For AT N has to be the same as execution timestamp for has to be the same as valuation date for has to be the same as termination date 7 Backloading Marker of backloading This marker allows to change the controls for date fields COUNTERPARTY INFORMATION CP ID Unique code identifying the reporting counterparty In case of an individual a client code Legal Entity Identifier LEI 20 alphanumerical digits interim entity identifier 20 alphanumerical digits BIC 11 alphanumerical digits or a client code 50 alphanume shall be used rical digits Counterparty information Counterparty cP RTID CP RT 1D Type Hoz Counterparty Details Address T m Country Bo Post Code 5 Town 6 t Number 8 Number Flat 9 Other Contact Details 10 Counterparty Details Broker ID 1 Broker ID Type E 2 Clearing Member ID 13 Clearing Member ID
4. Action Type Details 3 Sender Message Reference Reporting Timestamp 03 11 2015 10 04 55 5 Eligible Date 03 11 2015 Backloading B 7 Counterparty information Valuation and collateral information v Trade details z Lo se j 1 Reporting Entity ID In case the reporting counterparty has delegated the submission of the report to a third party or to the other counterparty this entity has to be identified in this field by a unique code In case of an individual a client code shall be used as assigned by the legal entity used by the individual counterparty to execute the trade Legal Entity Identifier LEI 20 alphanumerical digits interim entity identifier 20 alphanumerical digits BIC 11 alphanumerical digits or a client code 50 alphanumerical digits 2 Reporting Entity ID Type Indication of ID type used in the Reporting entity ID field Possible values LEIC Legal Entity Identifier PLEI Interim Entity Identifier BICC BIC code OTHR client code 3 Action Type Details Field allowing to add specific information about action type reported Free text field up to 50 characters Delete checkbox delete the data previously reported in a field No 3 4 Sender Message Reference Number identifying a single report allocated by the reporting entity used to build references 5 Reporting Timestamp
5. Reporting service Fig 9 where the following report types can be selected o Modification Error Cancel Compression Valuation O O O O o Collateral e Export reports Fig 10 where the export file format can be selected a CSV b XLS c XML View where the trade can be viewed Delegated reports Eligibility RE RT ID CPRTID Repo e Taxonomy TIDOMDE_94_71 TIDoMDE 94 19 Test71999 2014 01 02 259400KWGURO00000096 259400 55 25940088 55 2014 01 08 13 17 42 BCFS 1 PL0GF0003535 TIDoMDE_94_61 TIDoMDE_94_19 Test61999 N 2014 01 02 259400KWGURO00000096 259400 55 25940088 55 2014 01 08 13 17 42 BCFS I PL0GF0003535 TIDoMDE 94 51 TIDoMDE 94 19 Test51999 2014 01 02 259400KWGURO00000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBBSS 2014 01 08 13 17 42 BCFS I PLOGFO003535 TIDoMDE 94 41 TIDoMDE 94 19 Test41999 2014 01 02 259400KWGURO00000096 _ 259400 55 _ 25940088 55 2014 01 08 13 17 42 BCFS 1 PLOGFO003535 TIDoMDE 94 31 TIDoMDE 94 19 Test31999 N 2014 01 02 259400KWGUR000000096 259400 55 259400BBBBBBBBBBBBSS 2014 01 08 13 17 42 BCFS I PL0GF0003535 TIDoMDE 94 21 TIDoMDE 94 19 Test21999 2014 01 02 259400KWGURO00000096 _ 259400BAAAAAAAAAACSS 25940088 5
6. 01 02 259400KWGUR000000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBB55 2014 01 08 13 17 42 BCFS 1 PLOGF0003535 TIDoMDE 94 11 TIDoMDE 94 19 Test11999 N 2014 01 02 259400KWGUR000000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBB5S 2014 01 08 13 17 42 BCFS I PLOGF0003535 TIDoMDE 94 10 TIDoMDE 94 19 Test101998 N 2014 01 02 259400KWGUR000000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBB55 2014 01 08 13 17 42 BCFS I PLOGF0003535 TIDoMDE 94 91 TIDoMDE 94 19 Test91998 N 2014 01 02 259400KWGUR000000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBB5S 2014 01 08 13 17 42 BCFS I PLOGF0003535 TIDoMDE 94 81 TIDoMDE 94 19 Test81998 N 2014 01 02 259400KWGURO000000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBB5S 2014 01 08 13 17 42 BCFS PLOGF0003535 TIDoMDE 94 71 TIDoMDE 94 19 Test71998 N 2014 01 02 259400KWGUR000000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBB55 2014 01 08 13 17 42 BCFS I PLOGF0003535 TIDoMDE 94 61 TIDoMDE 94 19 Test61998 N 2014 01 02 259400KWGUR000000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBB55 2014 01 08 13 17 42 BCFS I PLOGF0003535 TIDoMDE 94 51 TIDoMDE 94 19 Test51998 N 2014 01 02 259400KWGUR000000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBB55 2014 01 08 13 17 42 BCFS I PLOGF0003535 TIDoMDE 94 41 TIDoMDE 94 19 Test41998 N 2014 01 02 259400KWGUR000000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBB5S 2014 01 08 13 17 42 BCFS I PLOGF0003535 TIDoMDE 94 31 TIDoMDE 94 19 Test31998 N 2014 01 02 259400KWGUR000000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBB5S 2014 01 08 13 17 42 BCFS
7. 22 XML file import Reporting service Active reports Non active reports Deleted reports Communication Choose context Manager Requested Data WebResponse Id Create date Count Read by Read date 381475 RZ08 trar rcn 001 02 PACK 2015 10 30 15 28 45 377475 6208 trar rcn 001 02 PACK 2015 10 29 16 00 11 Katarzyna 2015 10 29 Weclewska 08 14 26 346459 6208 trar rcn 001 02 PACK 2015 10 28 14 18 05 267516 RZ08 trar sts 003 01 PACK 2015 10 28 11 42 03 267515 RZ08 trar sts 001 02 PACK 2015 10 28 11 41 54 267514 RZ08 trar ack 001 01 PACK 2015 10 28 11 41 53 266916 RZ08 trar rcn 001 02 PACK 2015 10 27 16 13 05 200448 RZ08 trar rcn 001 02 PACK 2015 10 26 11 52 36 199705 8208 trar rcn 001 02 PACK 2015 10 23 11 23 02 199198 6208 trar rcn 001 02 PACK 2015 10 22 12 15 36 194589 RZ08 trar sts 003 01 PACK 2015 10 22 09 34 27 194588 1208 trar sts 001 02 PACK 2015 10 22 09 34 21 194587 6208 trar ack 001 01 PACK 2015 10 22 09 34 15 194454 RZ08 trar rcn 001 02 PACK 2015 10 21 14 07 28 189473 RZ08 trar rcn 001 02 PACK 2015 10 20 09 16 51 189383 RZ08 trar rcn 001 02 PACK 2015 10 20 08 10 54 186958 208 trar sts 003 01 ERRO 2015 10 19 12 16 01 36957 R20 Showing 1 20 of 273 Fig 22 You can use standard filters to narrow down the displayed information Complete selected fields in the header section to narrow down or se
8. Code If collateral is reported on a portfolio basis the portfolio should be identified by a unique code determined by the reporting counterparty Up to 10 numerical digits 26 ID of the other Unique code identifying the other counterparty of the contract This field shall be filled from the perspective of the reporting counterparty In case of an individual a client code shall be used Legal Entity Identifier LEI 20 alphanumerical digits interim entity identifier 20 alphanumerical digits BIC 11 alphanumerical digits or a client code 50 alphanumerical digits 27 10 of the other CP Type Indication of the ID type used in the 10 of the other CP field Possible values LEIC Legal Entity Identifier PLEI Interim Entity Identifier BICC BIC code OTHR client code 28 Is the other CP individual Indication of the other CP type is it an individual without any obligation to report under EMIR Possible values Y individual without reporting obligation N counterparty under EMIR reporting obligation 28 Trade Repository Valuation and collateral information Registration General information Counterparty information Valuation and collateral information Valuation Mark to market Value m Currency B gt Valuation Timestamp 3 Valuation Type F 4 Collateral Collateralisation E s Collateral Po
9. Type 14 Beneficiary ID 15 Beneficiary ID Type 16 Financial or Non Financial Corporate Sector 17 nature E ir 17 Trading capas e Directly linked to 21 Clearing threshold 22 commercial activity Counterparty side E 023 Clearing Account 24 Collateral Portfolio Code 25 Other Counterparty RT ID of the other CP RT ID of the other CP Type Eje gt Is the other CP individual 2s swe Repository 2 CPID Type Indication of the ID type used in the CP ID field Possible values LEIC Legal Entity Identifier PLEI Interim Entity Identifier BICC BIC code OTHR client code 3 Name Corporate name of the counterparty 100 alphanumerical digits or blank in case of coverage by Legal Entity Identifier LEI 4 Country Country of the counterparty domicile address Country code prefix according to ISO 3166 2 alphanumerical digits 5 Post Code Post code of the counterparty domicile address An alphanumeric field up to 40 characters 6 Town Town ofthe counterparty domicile address An alphanumeric field up to 60 characters 7 Street Street of the counterparty domicile address An alphanumeric field up to 150 characters 8 Number Building number of the counterparty domicile address An alphanumeric field up to 20 characters 9 Number Flat Flat number of the counterparty domicile address An alphanumeric field up to 20 c
10. a transaction as referred to in Article 25 3 of Directive 2004 39 EC of the European Parliament and of the Council ISO 8601 date format UTC time format 11 Effective Date Date when obligations under the contract come into effect ISO 8601 date format 12 Maturity Date Original date of expiry of the reported contract An early termination shall not be reported in this field ISO 8601 date format 13 Termination Date Termination date of the reported contract If terminated in maturity date this field shall be equal with the maturity date field ISO 8601 date format 14 Settlement Date Date of settlement of the underlying If more than one further fields may be used e g SD1 SD2 SD3 etc ISO 8601 date format 15 Price Rate prices are defined in the PricRt field by reporting values in the format Max20Dec5 interest rates are defined in the PricRt field by reporting values in the format Max20Dec5Signed to indicate that data are not available at the report date and time the PricRt field reports the value 999 999 999 999 999 99999 16 Price Notation prices are defined in the PricNot field reports the ISO 4217 currency code interest rates are defined in the PricNot field reports 100 which stands for to indicate that data are not available at the report date and time the PricNot field reports the value NA 17 Notional Amount Original value of the contract Up to 20 numerical digit
11. a user 10 _ Trade Repository Delegated reports H B R022259400DDC FX1D243R TR_C_00000065 T 2015 10 13 259400KWGUR000000096 259400 000000096 259400EOPXZINGEI9861 2015 10 13 21 00 00 EQ 02225940000 FX1E243R TR C 00000085 T 2015 10 13 259400KWGURO00000096 259400KWGURO00000096 259400EOPXZINGEI9861 2015 10 13 21 00 00 EQ E022259400WW FX1W243R TR_C_00000122 2015 10 13 259400KWGUR000000096 259400KWGUR000000096 259400EOPXZINGEI9861 2015 10 13 21 00 00 XXXX E EQ 902225940000 FX1E243q TR C 00001601 T 2015 10 13 259400KWGUR000000096 _ 259400KWGURO000000096 259400EOPXZINGEI9861 2015 10 13 21 00 00 XXXX E EQ O0yySrrR15091 6fy4r9000 TR C 00005602 T 2015 10 13 259400KWGUR000000096 259400KWGURO00000096 259400EOPXZINGEI9861 2015 10 13 21 00 00 E EQ 00 9175509161 6fy4r9000 TR_C_00006602 T 2015 10 13 259400KWGUR000000096 259400KWGUR000000096 259400EOPXZINGEI9861 2015 10 13 21 00 00 E EQ 5091619 6fy4r9000 00006602 T 2015 10 13 259400KWGURO00000096 259400KWGURO00000096 259400EOPXZINGEI9861 2015 10 13 21 00 00 tQ q0t9400DDGURO FX1E243q TR C 00005502 T 2015 10 13 259400KWGURO00000096 259400KWGURO00000095 259400EOPXZINGEI9861 2015 10 13 21 00 00 E EQ qOt940uDDGURO FX1E243q TR_C_00006602 T 2015 10 13 259400KWGUR000000096 259400KWGUR000000
12. complete the form to terminate all active trades reported for the clearing account Fig 4 Remember to click Save after entering the trade termination details Otherwise the report cannot be updated in the TR and all data will be lost By confirming the data you Save the termination report in the TR and receive a confirmation in an XML message under the TR Communication tab Trade Repository Cancel account x Reporting Sender Message Reference Action Type Details Reporting Entity RT 259400KPGUR000000023 Eligible Date Reporting Entity RT Id Type Legal Entity Identifier o Reporting Timestamp 02 11 2015 16 42 06 B Termination account c Cancel instrument Clearing Member Id o Clearing Member Id Clearing Account o Fig 4 Select the option Cancel instrument and complete the form to terminate all active trades reported for the instrument Fig 5 Remember to click Save after entering the instrument termination details Otherwise the report cannot be updated in the TR and all data will be lost By confirming the data you save the instrument termination report in the TR and receive a confirmation in an XML message under the 7R Communication tab If one counterparty reports termination the TR creates a record for o
13. hold test certificates downloaded in the same way as production certificates The Test Trade Repository supports the same functionalities as the Production Trade Repository However due to the nature of the test environment KDPW makes the reservation that it may be available using different software versions or subject to time limitations 21 Trade Repository APPENDIX 1 Move the mouse over a field to display prompts which describe the scope of data and the allowed data format in the field for an example of a prompt display see the figure below Fig 1 the scope of prompts is described below Registration General information Reporting Reporting Entity RT 10 255400kPGUR000000023 Reporting Entity 10 Legal Entity Identifier J Action Type Detais __ Sender Message Reference o Reporting Timestamp 02 11 2015 19 22 05 Number identifying a single report allocated by the Eligible Date 02 11 2015 reporting entity used to build references Counterparty information v Valuation and collateral information Trade details Fig 1 22 Repository Glossary of prompts General information Registration x General information Reporting THIS ied Legal Entity Identifier Reporting Entity RT ID 259400KWGUR000000096
14. 014 01 08 13 17 42 BCFS I PLOGF0003535 Cancel IDE 94 19 Test21998 2014 01 02 259400KWGURO00000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBBSS 2014 01 08 13 17 40 BCFS 1 PLOGFO003535 Compression lene n4 10 ansa nina ANIA nt 19 17 43 Sree Valuation Collateral Fig 9 Delegated reports Eligibility RE RT ID CP RT ID Reporting timestamp Taxonomy TIDoMDE 94 8 181999 02 259400KV 0096 259 A 4 3 17 0035 TIDoMDE 94 71 TIDoMDE 94 19 Test71999 N 2014 01 02 259400KWGUR000000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBB5S 2014 01 08 13 17 42 I PLOGF0003535 TIDoMDE 94 61 TIDoMDE 94 19 Test61999 N 2014 01 02 259400KWGUR000000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBB5S 2014 01 08 13 17 42 BCFS I PLOGF0003535 TIDoMDE 94 51 TIDoMDE 94 19 Test51999 N 2014 01 02 259400KWGUR000000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBBSS 2014 01 08 13 17 42 BCFS 1 PLOGF0003535 TIDoMDE 94 41 TIDoMDE 94 19 Test41999 N 2014 01 02 259400KWGURO000000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBB5S 2014 01 08 13 17 42 BCFS 1 PLOGF0003535 TIDoMDE 94 31 TIDoMDE 94 19 Test31999 N 2014 01 02 259400KWGUR000000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBB55 2014 01 08 13 17 42 BCFS 1 PLOGF0003535 TIDoMDE 94 21 TIDoMDE 94 19 Test21999 N 2014
15. 096 259400EOPXZINGEI9861 2015 10 13 21 00 00 XXxx E tQ q0t940uuDDGUR FX1E243q TR C 00006602 T 2015 10 13 259400KWGURO00000096 259400KWGURO00000096 259400EOPXZINGEI9861 2015 10 13 21 00 00 E EQ qOtSyOuuDDGUR FX1E243q TR C 00006602 T 2015 10 13 259400KWGURO00000096 259400KWGURO00000096 259400EOPXZINGEI9861 2015 10 13 21 00 00 E tQ 00 9 5 09161 6fy4r9000 TR C 00006602 T 2015 10 13 259400KWGURO00000096 259400KWGURO00000095 259400EOPXZINGEI9861 2015 10 13 21 00 00 E EQ O0yySrrrSe0916 4 9 TR_C_00006602 T 2015 10 13 259400KWGUR000000096 259400KWGUR000000096 259400 2 6 19861 2015 10 13 21 00 00 EQ O0yy9rrre0916 6Fy4r3000 TR C 00005602 T 2015 10 13 259400KWGUR000000096 _ 259400KWGURO00000096 259400EOPXZINGEI9861 2015 10 13 21 00 00 E EQ OOyytrrr5e09161 6fy4r9000 TR_C_00006602 T 2015 10 13 259400KWGUR000000096 259400KWGUR000000096 259400EOPXZINGEI9861 2015 10 13 21 00 00 EQ Modification o TR C 00006602 T 2015 10 13 259400KWGURO00000096 259400KWGURO00000096 259400EOPXZINGEI9861 2015 10 13 21 00 00 E EQ ana _ ame ap vvv y Valuation Collateral Delegat
16. 5 5 2014 01 08 13 17 42 BCFS I PLOGFO003535 TIDoMDE 94 11 TIDoMDE 94 19 Test11999 2014 01 02 259400KWGUR000000096 _ 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBBS5 2014 01 08 13 17 42 BCFS I PLOGFO003535 TIDoMDE 94 10 TIDoMDE 94 19 Test101998 N 2014 01 02 259400KWGURO00000096 259400 55 259400BBBBBBBBBBBBSS 2014 01 08 13 17 42 BCFS 1 PLOGFO003535 TIDoMDE 94 91 TIDoMDE 94 19 Test91998 2014 01 02 259400KWGURO00000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBBS5 2014 01 08 13 17 42 BCFS 1 PLOGF0003535 TIDoMDE 94 81 TIDoMDE 94 19 Test81998 N 2014 01 02 259400KWGURO00000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBBSS 2014 01 08 13 17 42 BCFS I PL0GF0003535 TIDoMDE_94_71 TIDoMDE_94_19 Test71998 N 2014 01 02 259400KWGUR000000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBBSS 2014 01 08 13 17 42 BCFS 1 PLOGFO003535 TIDoMDE 94 61 TIDoMDE 94 19 Test61998 2014 01 02 259400KWGURO00000096 259400 55 259400BBBBBBBBBBBBSS 2014 01 08 13 17 42 BCFS 1 PLOGF0003535 TIDoMDE 94 51 TIDoMDE 94 19 Test51998 2014 01 02 259400KWGURO00000096 _ 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBBSS 2014 01 08 13 17 42 BCFS 1 PLOGFO003535 Modification 94 19 Test41998 2014 01 02 259400KWGURO00000096 259400BAAAAAAAAAACSS 25940088 55 5 2014 01 08 13 17 42 BCFS I PLOGFO003535 Error IDE 94 19 Test31998 2014 01 02 259400KWGURO00000095 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBBSS 2
17. 9400KWGUROO0000096 259400EOPXZINGEI9861 2015 10 13 21 Xxx E EQ O0yySrrSe09161 6fy4r9000 TR C 00006602 T 2015 10 13 259400KWGURO00000096 259400KWGUROO0000096 259400EOPXZINGEI9861 2015 10 13 21 Xxx E EQ 5 0916 6fy4r3000 TR C 00006602 T 2015 10 13 259400KWGURO00000096 259400KWGUROO0000096 259400EOPXZINGEI9861 2015 10 13 21 EQ 0 9 5 0916 6fy4r9000 TR C 00006602 T 2015 10 13 259400KWGURO00000096 259400KWGUROO0000096 259400EOPXZINGEI9861 2015 10 13 21 ox E EQ Ooyytrrrse09161 6fy4r9000 TR_C_00006602 T 2015 10 13 259400KWGURO00000096 259400KWGUROO0000095 259400EOPXZINGEI9861 2015 10 13 21 00 00 E EQ 0 5 09161 6fy4r9000 TR C 00006602 2015 10 13 259400KWGUROD0000096 259400KWGURO00000096 259400EOPXZINGEI9861 2015 10 13 21 00 00 E EQ peer cean _ IENANNENNVITNEETNOE amre sa nanan ES Fig 13 To see delegated reports reported by another reporting entity check the checkbox Delegated reports in the upper left hand corner of the screen only for GUR and ZUR Tab Deleted reports Select the tab to display a screen Fig 14 click Search to see deleted reports 3 To display trade details apply filters and click Search This worls as follows e if a filter s is used you will see reports selected according to the defin
18. I PLOGF0003535 TIDoMDE 94 21 TIDoMDE 94 19 Test21998 N 2014 01 02 259400KWGURO000000096 259400BAAAAAAAAAACSS 259400BBBBBBBBBBBB5S 2014 01 08 13 17 42 BCFS I PLOGF0003535 T ETE Export CSV ona noiaucunnnannnnna IENAOQRAAAAAARAAACEE _ INIA oe ene B mncennnsgoe Export XLS Export XML Fig 10 _ Trade Repository Tab Non active reports Select the tab to display a screen Fig 11 click Search to see non active trades Delegated reports Fig 11 To see delegated reports reported by another reporting entity check the checkbox Delegated reports in the upper left hand corner of the screen only for GUR and ZUR The tab Non active reports includes the following options e Reporting service Fig 12 where the following report types can be selected o Modification o Error o Valuation o Collateral Export reports Fig 13 where the export file format can be selected a CSV b XLS c XML e View where the trade can be viewed 2 To display trade details apply filters and click Search This works as follows e ifa filter s is used you will see reports selected according to the defined criterion and e ifnofilter s is used you will see all reports available to you as
19. ML message under the 7R Communication tab Valuation and Collateral Use thee tabs to modify the valuation or collateral of reports First select the relevant report s Select the option Valuation or Collateral to enter the trade modification mode for valuation Fig 20 or collateral Fig 21 The functionality supports the modification of only one section valuation and collateral Trade Repository Valuation General information Counterparty information Valuation and collateral information Valuation Delete Valuation Mark to market Value Currency Valuation Timestamp E o Valuation Type Bg ES Collateral Portfolio ID Value of Collateral Trade details Fig 20 Collateral x Valuation and collateral information Valuation Mark to market Valu Currency Bg Valuation Timestamp g Valuation Type Collateral Delete Collateral Collateralisation Bj 9 Collateral Portfolio Delete Portfolio ID Delete Value of Collateral Delete E Trade details Fig 21 Remember to click Save after entering the modified tra
20. To log in the TR application select the Application option in the menu The Trade Repository login page will be displayed Click the Trade Repository banner to log in You can log in if you hold a valid certificate installed on the computer where you start the TR application Click the TR banner to be redirected to a window where you can select a certificate if you hold more than one valid certificate e g test and production certificates Select the correct certificate and click OK If the certificate is valid the user will be authorised and the main window of the Trade Repository should be displayed to the logged user Otherwise a page will be displayed showing the description of the TR login error Contact the Trade Repository for clarifications Trade Repository Trade Repository Functionalities When you log in the TR application a website will open where you can use the available TR application tabs depending on your access rights This Manual describes the complete scope of functionalities available to external users The TR website includes the following tabs 1 XML file import 2 Reporting service a Action type new b Cancel account c Cancel instrument d Collateral summary e Valuation summary Active reports Non active reports Deleted reports TR Communication Requested data QUIM ML doe De All of these tabs are described below Tab XML file import Select the tab XML file import to open a di
21. acters Value of Collateral Value of the collateral posted by the reporting counterparty to the other counterparty Where collateral is posted on a portfolio basis this field should include the value of all collateral posted for the portfolio Specify the value the total amount of collateral posted up to 20 numerical digits where 5 decimal Currency Specify the value of the collateral for field Value of collateral ISO 4217 Currency Code 3 alphabetical digits 30 31 Repository 1 Trade ID A Unique Trade ID agreed at the European level which is provided by the reporting counterparty If there is no unique trade ID in place a unique code should be generated and agreed with the other counterparty Maximum 52 alphanumeric characters in addition to digits and Latin letters 4 special characters may be used provided that the trade ID must not start or end with these characters Spaces and other special characters are not allowed 2 Transaction Reference Number A unique identification number for the transaction provided by the reporting entity or a third party reporting on its behalf Maximum 40 alphanumeric characters 3 Previous trade ID For instance for OTC novation with termination the field may be filled with the original trade identifier 4 Venue of execution The venue of execution shall be identified by a unique code for this venue I
22. alf or behalf of a client or as agent for the account of and on behalf of a client P Principal A Agent 20 Trade with non EEA Counterparty Indicates whether the other counterparty is domiciled outside the EEA Y Yes 21 Directly linked to commercial activity Information on whether the contract is objectively measurable as directly linked to the reporting counterparty s commercial or treasury financing activity as referred to in Article 10 3 of Regulation EU No 648 2012 This field shall be left blank in case the reporting counterparty is a financial counterparty as referred to in point 8 of Article 2 Regulation EU No 648 2012 Y Yes 22 Clearing threshold Information on whether the reporting counterparty is above the clearing threshold as referred to in Article 10 2 of Regulation EU No 648 2012 This field shall be left blank in case the reporting counterparty is a financial counterparty as referred to in point 8 of Article 2 Regulation EU No 648 2012 Y Above N Below 23 Counterparty side 27 Repository Identifies whether the contract was a buy or a sell In the case of an interest rate derivative contract the buy side will represent the payer of leg 1 and the sell side will be the payer of leg 2 B Buyer S Seller 24 Clearing Account Clearing account identifier used for settlement of the reported transaction An alphanumeric field up to 35 characters 25 Collateral Portfolio
23. alogue window Fig 1 where users upload an XML message from a local file to report or modify one or many trades The applicable restrictions are described in the XML message documentation Import XML file Fig 1 To report a trade s to the TR select the relevant file Next click Import XML files are used to import new trades and to modify or delete reported trades Repository If the file is read successfully and the file data are imported the user receives feedback in an XML message saved under the TR Communication tab The structure of a feedback message concerning successful import or rejection is described in the XML message documentation All XML messages can be reported in this way both for individual trades and for multiple trades The processing method is always the same Tab Reporting service This tab Fig 2 includes the following options a Action type new b Cancel account c Cancel instrument d Collateral summary e Valuation summary TR Communication XML file import Reporting service Active reports Non active reports Deleted reports Choose context Action type new Requested Data Cancel account Cancel instrument c KDPW 2013 Collateral summary L Valuation summary Fig 2 a Action type new In this tab TR users can manually report new trades To do so complete all fields which are required by the Tra
24. ccordance with Directive 2011 61 EU O Institution for occupational retirement provision within the meaning of Article 26 Repository 6 a of Directive 2003 41 EC R Reinsurance undertaking authorised in accordance with Directive 2005 68 EC U UCITS and its management company authorised in accordance with Directive 2009 65 EC or blank in case of coverage by Legal Entity Identifier LEI or in case of non financial counterparties X not applicable value allowed only for entities which hold the status of central counterparty in that case the CCP field must be completed and the value must be equal to that of the CtrPtyTRId field or blank where the legal entity identifier LEI is used field Type of identifier used LEIC and for non financial counterparties field Financial or non financial nature of the counterparty N 18 Financial or Non Financial nature Indicate if the reporting counterparty is a financial or non financial counterparty in accordance with points 8 and 9 of Article 2 of Regulation EU No 648 2012 F Financial Counterparty N Non Financial Counterparty X where value X is only allowed for entities which hold the status of central counterparty in that case the CCP field must be completed and the value must be equal to that of the CtrPtyTRId field 19 Trading capacity Identifies whether the reporting counterparty has concluded the contract as principal on own account on own beh
25. cking the Delete attribute deletes data reported in the field Fig 16 The option Modification does not allow users to modify the section Valuation and collateral information Trade Repository Modification General information Counterparty information Valuation and collateral information Trade details qum Transaction Reference Trade ID TIDoMDE_94_81999 Number TIDoMDE 94 1999 Previous trade ID Delete Trade Detailed Information Venue of execution BCFS Compression Front Up Payment Delete Delivery Type Master Agreement Version Delete Master Agreement Type Delete Execution Timestamp 02 01 2014 00 00 00 Effective Date Maturity Date lE Termination Date Delete Settlement Date B Delete Price Rate 100 00000 Price Notation PLN Notional Amount 100 00 Price Multiplier 100 00 Quantity 100 Risk Mitigation Confirmation Timestamp B Delete Confirmation Means z Fig 16 Remember to click Save after entering the modified trade details Otherwise the report cannot be updated in the TR and all data will be lost By confirming the data you save the report in the TR and receive a confirmation i
26. d where a unique identifier does not exist ISIN 12 alphanumeric characters Legal entity identifier LEI 20 alphanumeric characters preliminary entity identifier 20 alphanumeric characters UPI to be defined B Basket Index NA unavailable inapplicable or blank Underlying Type ISIN L pre LEI LEI basket X index N unavailable inapplicable Type of identifier in field Id Clearing Obligation Indicates whether the reported contract is subject to the clearing obligation under Regulation EU No 648 2012 Y Yes N No X Not Available NA Cleared Indicates whether clearing has taken place Y Yes N No Intragroup Indicates whether the contract was entered into as an intragroup transaction defined in Article of Regulation EU No 648 2012 Y Yes the field may be blank if the Venue of execution field is completed with the MIC or the value XOFF Clearing Timestamp Time and date when clearing took place ISO 8601 date format UTC time format CCP In case of a contract that has been cleared the unique code for the CCP that has cleared the contract Legal Entity Identifier LEI 20 alphanumerical digits or if not available interim entity identifier 20 alphanumerical digits or if not available BIC 11 alphanumerical digits Fixed Rate Leg 1 An indication of the fixed rate leg 1 used if applicable Up to 20 numerical digit where 5 decimal Fixed Rate Leg 2 35 R
27. de Repository marked with an exclamation point Fig 3 If a required field is left void the application will not save the trade report in the repository but it will indicate the void required fields Remember to click Save after entering the trade details Otherwise the report cannot be saved and moved to the TR and all data will be lost By confirming the data you save the report in the TR and receive a confirmation in an XML message under the TR Communication tab Trade Repository Registration General information Reporting Reporting Entity RT ID 259400KPGUR000000023 Legal Entity Identifier g Action Type Details 0 Delete Sender Message Reference 9 Reporting Timestamp 02 11 2015 16 03 52 B Eligible Date 02 11 2015 Ej Backloading Ej Counterparty information Valuation and collateral information Trade details v Fig 3 When you report a trade make sure that the TR contains no record for the trade reported by an eligible party If if does no data can be reported or modified The field descriptions are consistent with the Technical Standards however if you have doubts about a field move the mouse over it to display a prompt with the field description The prompt content and display method are presented in Appendix 1 hereto b Cancel account Select the option Cancel account and
28. de details Otherwise the report cannot be updated in the TR and all data will be lost By confirming the data you save the report in the TR and receive a confirmation in an XML message under the 7R Communication tab 17 Trade Repository Other Data Correction This is a new functionality where a PUR can report a data correction A form available in the interface is used to generate a message trar ins 001 02 with AT O where only message sections 0 and 1 are completed with the key of the corrected trade and the date eligibility dates The PUR receives a feedback status message in the tab TR Communication confirming that the error has been notified to the reporting participant According to the PUR s message the KDPW TR system sends the notification message trar ntf 001 01 to the reporting participant including the transaction key and the eligibility date s for the correction and the LEI of the correction reporting entity The message is sent over the channel through which the TR system received the latest update of trade details A2A or 2 For 2 the notification message is sent directly to the queue A data correction report from the reporting entity results in the new data being saved in the TR database Tab TR Communication Select the tab Communication to open a window where you can view XML messages sent by the TR following your orders orders of the PUR and changes of the reporting participant Fig
29. e party subject to the rights and obligations arising from the contract Where the transaction is executed via a structure such as a trust or fund representing a number of beneficiaries the beneficiary should be identified as that structure If the beneficiary of the contract is not a counterparty to this contract the reporting counterparty has to identify this beneficiary by a unique code or in case of individuals by a client code as assigned by the legal entity used by the individual Legal Entity Identifier LEI 20 alphanumerical digits interim entity identifier 20 alphanumerical digits BIC 11 alphanumerical digits or a client code 50 alphanumerical digits 16 Beneficiary ID Type Indication of ID type used in the Beneficiary ID field Possible values LEIC Legal Entity Identifier PLEI Interim Entity Identifier BICC BIC code OTHR client code 17 Corporate Sector Nature of the reporting counterparty s company activities bank insurance company etc This field can be left blank in case the counterparty ID already contains this information Taxonomy A Assurance undertaking authorised in accordance with Directive 2002 83 EC C Credit institution authorised in accordance with Directive 2006 48 EC F Investment firm in accordance with Directive 2004 39 EC Insurance undertaking authorised in accordance with Directive 73 239 EEC L Alternative investment fund managed by AIFMs authorised or registered in a
30. ed criterion and e ifnofilter s is used you will see all reports available to you as a user 11 _ Trade Repository 0 Delegated reports Fig 14 The tab Deleted reports includes the option e View where the trade can be viewed Reporting service for the tabs Active reports and Non active reports The section below describes the available options Modification Select the option Modification to display a screen with editable values for the trade Fig 15 12 Trade Repository General information Reporting Reporting Entity RT 10 259400KWGUR000000096 pta Legal Entity Identifier H sss Modification x Sender Message Reference o Reporting Timestamp 08 01 2014 13 17 42 B Eligible Date Backloading N Valuation and collateral information 15 The option Modification supports a wide range of modifications to modify fields for which conditional controls are defined as per the ESMA Level 2 Validation Table enter all fields required for validation e g to modify the field Prdctld1 complete the fields Venue Of Execution Taxonomy and the mandatory section depending on the definition of the field Product Id1 Please note that che
31. ed reports b D E R022259400DDC FX1D243R TR C 00000065 2015 10 13 259400KWGURO00000096 259400KWGUROO0000096 259400EOPXZINGEI9861 2015 10 13 21 Xxx E EQ 02225940000 FX1E243R TR C 00000085 T 2015 10 13 259400KWGUROO0000096 259400KWGUROO0000096 259400EOPXZINGEI9861 2015 10 13 21 EQ E022259400WW FX1W243R 00000122 T 2015 10 13 259400KWGURO00000096 259400KWGUROO0000096 259400 9861 2015 10 13 ox E EQ q022259400DDC FX1E243q TR_C_00001601 2015 10 13 259400KWGUR000000096 259400KWGUROO0000096 259400EOPXZINGEI9861 2015 10 13 21 ox E EQ ODyySrrR15091 6fy4r9000 00005602 T 2015 10 13 259400KWGUR000000096 259400KWGUROO0000095 259400EOPXZINGEI9861 2015 10 13 21 ox E EQ O0yy9rr5509161 6fy4r9000 TR C 00006502 2015 10 13 259400KWGURO00000096 259400KWGUROO0000096 259400EOPXZINGEI9861 EQ O0yy9rr5091619 6fy4r9000 TR C 00006602 T 2015 10 13 259400KWGUR000000096 259400KWGURO00000096 259400EOPXZINGEI9861 EQ q0tS400DDGURO FX1E243q TR_C_00006602 T 2015 10 13 259400KWGURO00000096 259400KWGURO00000096 259400EOPXZINGEI9861 ox E EQ q0t940uDDGURG FX1E243q TR_C_00006602 T 2015 10 13 259400KWGUR000000096 259400KWGUROO0000096 259400EOPXZINGEI9861 EQ qOt940uuDDGUR FX1E243q 00006602 T 2015 10 13 259400KWGURO00000095 259400KWGUROO0000096 259400EOPXZINGEI9861 ox E EQ q0t9y0uuDDGUR FX1E243q TR C 00006602 T 2015 10 13 259400KWGURO00000096 25
32. epository 39 40 41 42 43 44 45 46 47 48 49 50 An indication of the fixed rate leg 2 used if applicable Up to 20 numerical digit where 5 decimal Fixed Rate Day Count The actual number of days in the relevant fixed rate payer calculation period if applicable Actual 365 30B 360 or Other Up to 10 alphanumerical digits Fixed Leg Payment Frequency Frequency of payments for the fixed rate leg if applicable An integer multiplier of a time period describing how often the counterparties exchange payments e g 10D 3M 5Y Up to 10 alphanumerical digits Floating Rate Payment Frequency Frequency of payments for the floating rate leg if applicable An integer multiplier of a time period describing how often the counterparties exchange payments e g 10D 3M 5Y Up to 10 alphanumerical digits Floating Rate Reset Frequency Frequency of floating rate leg resets if applicable D An integer multiplier of a time period describing how often the counterparties exchange payments e g 10D 3M 5Y Up to 10 alphanumerical digits Floating Rate Leg 1 An indication ofthe interest rates used which are reset at predetermined intervals by reference to a market reference rate if applicable The name of the floating rate index e g 3M Euribor Up to 20 alphanumerical digits Floating Rate Leg 2 An indication of the interest rates used which are reset at predetermined intervals by reference to a market ref
33. erence rate if applicable The name of the floating rate index e g 3M Euribor Up to 20 alphanumerical digits Currency 2 The cross currency if different from the currency of delivery ISO 4217 Currency Code 3 alphabetical digits Exchange Rate 1 The contractual rate of exchange of the currencies Up to 10 numerical digits where 3 decimal Exchange Rate Basis Quote base for exchange rate E g EUR USD or USD EUR Up to 10 alphanumerical digits Forward Exchange Rate Forward exchange rate on value date Up to 10 numerical digits where 3 decimal Option Type Indicates whether the contract is a call or a put P Put C Call Option Style 36 Repository 51 52 53 54 55 56 57 58 59 60 61 Indicates whether the option may be exercised only at a fixed date European and Asian style a series of pre specified dates Bermudan or at any time during the life of the contract American style E European S Asian Strike Price The strike price of the option Up to 10 numerical digit where 2 decimal Commodity Base Indicates the type of commodity underlying the contract AG Agricultural EN Energy FR Freights ME Metals IN Index EV Environmental EX Exotic Commodity Details Details of the particular commodity beyond field commodity base Agricultural GO Grains oilseeds DA Dairy LI Livestock FO Forestry SO So
34. fts Energy 01 Oil NG Natural gas CO Coal EL Electricity IE Inter energy Metals PR Precious NP Non precious Environmental WE Weather Emissions Delivery Point Delivery point s of market area s EIC code 16 character alphanumeric code Interconnection Point Identification of the border s or border point s of a transportation contract Free text field of up to 50 characters Load Type Repeatable section of fields connected with delivery start and end date and contract capacity and quantity unit to identify the product delivery profile which correspond to the delivery periods of a day BL Base Load PL Peak Load OP Off Peak BH Block Hours OT Other Delivery Start Date and Time Start date and time of delivery ISO 8601 date format UTC time format Delivery End Date and Time End date and time of delivery ISO 8601 date format UTC time format Contract Capacity Quantity per delivery time interval Up to 50 alphanumerical digits Quantity Unit Daily or hourly quantity in MWh or kWh d which corresponds to the underlying commodity Up to 10 numerical digit where 2 decimal Price Time Interval Quantities If applicable price per time interval quantities Up to 10 numerical digit where 2 decimal 37 Trade Repository 38
35. haracters 10 Other Contact Details Other contact details of the counterparty domicile address An alphanumeric field up to 208 characters 11 Broker ID In case a broker acts as intermediary for the reporting counterparty without becoming a counterparty the reporting counterparty shall identify this broker by a unique code In case of an individual a client code shall be used Legal Entity Identifier LEI 20 alphanumerical digits interim entity identifier 20 alphanumerical digits BIC 11 alphanumerical digits or a client code 50 alphanumerical digits 12 Broker ID Type 25 Repository Indication of the ID type used in the Broker ID field Possible values LEIC Legal Entity Identifier PLEI Interim Entity Identifier BICC BIC code OTHR client code 13 Clearing Member ID In case the reporting counterparty is not a clearing member its clearing member shall be identified in this field by a unique code In case of an individual a client code as assigned by the CCP shall be used Legal Entity Identifier LEI 20 alphanumerical digits interim entity identifier 20 alphanumerical digits BIC 11 alphanumerical digits or a client code 50 alphanumerical digits 14 Clearing Member ID Type Indication ofthe ID type used in the Clearing Member ID field Possible values LEIC Legal Entity Identifier PLEI Interim Entity Identifier BICC BIC code OTHR client code 15 Beneficiary ID Th
36. ination compression date is required please note that the following check is performed if the previous report included a Maturity Date the Termination Date must be less than or equal to the Maturity Date The value of the position resulting from compression should be reported as AT N with a new Tradld effective date execution timestamp compression date and the Compression flag Y Compression General information Counterparty information Valuation and collateral information Trade details Transaction Reference Trade ID TIDoMDE 94 81999 Number 94 1999 Previous trade ID Trade Detailed Information Venue of execution BCFS B Compression No B Front Up Payment Delivery Type hd Master Agreement Version x Master Agreement Type Execution Timestamp 02 01 2014 00 00 00 Effective Date Maturity Date Termination Date Ej 9 Settlement Date Price Rate 100 00000 Price Notation PLN Notional Amount 0 Price Multiplier 100 00 Quantity 0 Fig 19 Remember to click Save after entering the modified trade details Otherwise the report cannot be updated in the TR and all data will be lost By confirming the data you save the report in the TR and receive a confirmation in an X
37. lect an XML message Displayed messages are TR output messages which cannot be edited by users in this tab The tab can be used to export messages to a file 18 Trade Repository To export an XML message select the function Export select the format and confirm Data will be exported Data can be exported in either one of the two formats XML and XLS Tab Requested data Select the tab Requested data to open a window where you can display or download files with large volumes of data generated by the system more than 10 000 reports when a TR user requests to export large volumes of data to a file Fig 23 E Komunikat ze strony sieci Web Fig 23 To get data for a period longer than 30 months from the contract termination date make a written request for such data to the TR The TR provides access to archived data at the request of the eligible entity within 5 business days Logging out from the Trade Repository application To log out from the TR application click logout A dialogue window will be displayed requesting confirmation Click to confirm or cancel to go back to the TR application Fig 24 After logout close the browser window for security 19 Fig 24 Repository Test environment The test environment can be used to discover and test the Trade Repository functionalities To log in the Test Trade Repository you must
38. ll be the notional currency of leg 1 ISO 4217 Currency Code 3 alphabetical digits Product 1 ID For taxonomy U Product Identifier UPI to be defined For taxonomy ISIN or 12 digits alphanumerical code For taxonomy E Derivative class CO Commodity CR Credit CU Currency EQ Equity IR Interest Rate OT Other Notional Currency 2 The currency of the notional amount In the case of an interest rate derivative contract this will be the notional currency of leg 2 ISO 4217 Currency Code 3 alphabetical digits Product 2 ID For taxonomy U Blank For taxonomy CFI 6 characters alphabetical code For taxonomy E Derivative type CD Contracts for difference FR Forward rate agreements FU Futures FW Forwards OP Option SW Swap OT Other Deliverable Currency 34 Repository 28 29 30 31 32 33 34 35 36 37 38 The currency to be delivered ISO 4217 Currency Code 3 alphabetical digits Issuer Country of Underlying Country of the issuer of the underlying Country code prefix according to ISO 3166 2 alphanumerical digits Underlying technical Technical underlying underlying allowing for unambigouus identification of the product whose data ie valuation is updated Underlying Id The underlying shall be identified by using a unique identifier for this underlying In case of baskets or indices an indication for this basket or index shall be use
39. n an XML message under the 7R Communication tab The field descriptions are consistent with the Technical Standards however if you have doubts about a field move the mouse over it to display a prompt with the field description The prompt content and display method are presented in Appendix 1 hereto Error Use the option Error to delete a trade report First find the relevant report Next select the relevant mutation and click Error to display a window Fig 17 Enter the SMR of the trade to be deleted and click OK to confirm Please note that reporting an error AT E will delete the trade and all of its history After reporting AT E for a trade its UTI can no longer be used between the same counterparties The only report that the other counterparty can send is also When the TR receives a correct AT E message a new AT E record mutation is generated Records of deleted trades are presented in the tab Deleted Reports Trade Repository poe mz Cancel Use the option Cancel to report modifications following termination of a trade i e to report the Termination Date Select the option Cancel and then select the relevant report Fig 18 x General information 1 Counterparty information Valuation and collateral information gt Trade details
40. n case of a contract concluded OTC it has to be identified whether the respective instrument is admitted to trading but traded OTC or not admitted to trading and traded OTC ISO 10383 Market Identifier Code MIC 4 digits alphabetical Where relevant XOFF for listed derivatives that are traded off exchange or XXXX for OTC derivatives 5 Compression Identify whether the contract results from a compression exercise Y if the contract results from compression N if the contract does not result from compression 6 Front Up Payment Amount of any up front payment the reporting counterparty made or received Up to 10 numerical digits where 2 decimal 7 Delivery Type Indicates whether the contract is settled physically or in cash C Cash P Physical O Optional for counterparty 8 Master Agreement Version Reference to the year of the master agreement version used for the reported trade if applicable e g 1992 2002 etc Up to 4 integer digits 9 Master Agreement Type Reference to the name of the relevant master agreement if used for the reported contract e g ISDA Master Agreement Master Power Purchase and Sale 32 Repository Agreement International ForEx Master Agreement European Master Agreement or any local Master Agreements Free text Field of up to 50 characters identifying the name of the Master Agreement used if any 10 Execution Timestamp Conclusion of a contract understood as a execution of
41. nly the reporting counterparty d Collateral summary Select the option Collateral summary and complete the form to report portfolio collateral Fig 6 Trade Repository Collateral summary 259400KPGUR000000023 Legal Entity Identifier Sender Message Reference Reporting Timestamp Y Action Type Details Collateral information Value of Collateral Fig 6 Each time that you update the collateral by entering new values and saving the changes you create a new mutation If the reporting participant reports trades for both counterparties the modification affects only the record of the counterparty whose collateral is being modified Remember to click Save after entering the portfolio collateral details Otherwise the report cannot be updated in the TR and all data will be lost By confirming the data you save the instrument collateral report in the TR and receive a confirmation in an XML message under the 7R Communication tab e Valuation summary Select the option Valuation summary and complete the form to report valuation for a class of instruments Fig 6 259400KWGURO000000096 Legal Entity Identifier Sender Message Reference Reporting Timestamp 02 11 2015 17 08 26 Action Type Details Clearing Member Id Clearing Member Id Type ______ B Product 1 Id Product 2 14 Valuation Date Valua
42. rtfolio ll e Portfolio ID 7 Value of Collateral 8 Currency 9 Trade details Mark to market Value Mark to market valuation of the contract or mark to model valuation where applicable under Article 11 2 of Regulation EU No 648 2012 Up to 20 numerical digits where 5 decimal Currency The currency used for the mark to market valuation of the contract or mark to model valuation where applicable under Article 11 2 of Regulation EU No 648 2012 ISO 4217 Currency Code 3 alphabetical digits Valuation Date Date of the last mark to market or mark to model valuation ISO 8601 date format UTC time format Valuation Type Indicate whether valuation was performed mark to market or mark to model M mark to market O2mark to model Collateralisation Whether collateralisation was performed U uncollateralised partially collateralised OCzone way collateralised or FC fully collateralised Collateral Portfolio Repository Whether the collateralisation was performed on a portfolio basis Portfolio means the collateral calculated on the basis of net positions resulting from a set of contracts rather than per trade Y Yes Portfolio ID If collateral is reported on a portfolio basis the portfolio should be identified by a unique code determined by the reporting counterparty An alphanumeric field up to 35 char
43. tion Type o _ Trade Repository Fig 7 Each time that you update the valuation by entering new values and saving the changes you create a new mutation If the reporting participant reports trades for both counterparties the modification affects only the record of the counterparty whose valuation is being modified Remember to click Save after entering the valuation details Otherwise the report cannot be updated in the TR and all data will be lost By confirming the data you save the valuation report in the TR and receive a confirmation in an XML message under the TR Communication tab Tab Active reports Select the tab to display a screen Fig 8 click Search to see active trades Delegated reports RE RT ID CP RT ID Other CP RT ID Reporting service gt vew se __ Fig 8 To see delegated reports reported by another reporting entity check the checkbox Delegated reports in the upper left hand corner of the screen The tab Active reports includes the following options 1 To display trade details apply filters and click Search This works as follows e if a filter s is used you will see reports selected according to the defined criterion and e ifnofilter s is used you will see all reports available to you as a user _
44. where 5 decimal 18 Price Multiplier 33 Repository 19 20 21 22 23 24 25 26 27 The number of units of the financial instrument which are contained in a trading lot for example the number of derivatives represented by one contract Up to 10 integer digits Quantity Number of contracts included in the report where more than one derivative contract is reported Up to 11 integer digits Confirmation Timestamp Date and time of the confirmation as defined under Commission Delegated Regulation EU No 149 2013 indicating time zone in which the confirmation has taken place ISO 8601 date format UTC time format the field may be blank only for non confirmed transactions the field Confirmation means has the value N otherwise the field is mandatory if the data are not available at the report date and time the field must be filled with the value 1900 01 01T00 00 00Z Confirmation Means Whether the contract was electronically confirmed non electronically confirmed or remains unconfirmed Y Non electronically confirmed N Non confirmed E Electronically confirmed Taxonomy The contract shall be identified by using a product identifier Identifier of the taxonomy used Product Identifier endorsed in Europe ISIN AII CFI E Interim taxonomy Notional Currency 1 The currency of the notional amount In the case of an interest rate derivative contract this wi
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