DTCC GTR Collateral and Valuation User Guide
Contents
1. 2 POS ABC Party A Party A EOD Valuation 1000 true EUR 24 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 3 3 1 3 Scenario 3 An ETD user who submits Transaction and Position messages who reports valuation data through the standalone message Msg UTI Submitted Lifecycle Event Compression MTM Value MTM Type for Currency 1 TRANS XYZ Party A Party A Compression false 2 POS ABC Party A Party A EOD true 3 VAL ABC Party A Party A 100 EUR the position message has no link to the transaction message even if the position message was submitted to represent one or more transaction message s 3 3 2 OTC Lite For OTC Core and OTC Lite users can submit valuations in a different service than the position However it should be noted that Valuations and Positions reported to different services will only be available on the consolidated ESMA Position report If you are a core user this means submissions made in Lite will not appear on your core application reports The following section details submission scenarios for OTC Lite Users Users may submit valuation data through the position message or a standalone valuation message 3 3 2 1 Scenario 4 An OTC Lite user submits a Position Message with valuation data Msg UTI Submitted Lifecycle Event MTM Value MTM Type for Currency 1 POS XYZ PartyA PartyA EOD Valuation 1000 EUR 3 3 22. The reports that will be updated to include valuations are e Enhanced Position Reports for each OTC core asset class e ESMA OTC Position Report Includes Core and Lite e ESMA ETD Position Report e ESMA OTC Activity Report Includes Core and Lite e ESMA ETD Activity Report Valuations submitted through OTC Lite will not appear on OTC core reports they will only appear on the consolidated ESMA OTC Position and Activity Reports These fields will be populated within the above reports e MTM Value Party 1 e MTM Value Party 2 for delegated reports e MTM Value CCP for cleared trades e MTM Currency Party1 MTM Currency Party 2 e MTM Currency CCP Valuation Datetime Party 1 e Valuation Datetime Party 2 e Valuation Datetime CCP Valuation Type Party 1 e Valuation Type Party 2 e Valuation Type CCP 5 1 2 Collateral Valuations The following reports will be updated to include collateral valuations e ESMA OTC Position Report Includes Core and Lite ESMA ETD Position Report e ESMA OTC Activity Report Includes Core and Lite e ESMA ETD Activity Report 37 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide The following fields will be added tothe above reports e Collateralisation e Collateral Portfolio Indicator e Collateral portfolio code e Value of the collateral e Currency of the collateral value The OTC asset class enhanced positions re
3. t want any value reported i e because you are receiving rather than posting collateral Since collateral is reported daily if a collateral report was sent in error yesterday you should report the updated value today with a New Ifyou intend to report no value for that day you do not have to send a message 4 5 1 2 2 Collateral Link Unlike Collateral Value the collateral link messages should not be updated daily unless some data on the link message needs updating Once a link has been made the system will keep the link alive until you explicitly remove it For positions that are expired or exited the link will remain This will have no impact on reporting since reporting is driven by the open position New will be used to create a new link betweena UTI and a Collateral Portfolio Code Cancel will be used to remove a linked UTI from the Portfolio Code 4 5 1 3 Message Submissions The following sections describe the different methods that users can utilize in order to link the collateral valuation to the position Users can choose to submit in any method described The below scenarios are depicted to emphasize e Collateral Valuation can only be sent in a standalone message e Collateral Portfolio codes will be used to link collateral valuations to trades e Collateral Portfolio Codes canbe linked by trade messages or a collateral link message 4 5 1 4 Scenario 1 An OTC Lite or ETD user submitting a position message with a coll
4. 2 Report Timeliness cccccceccecceccecceeeeeeeeeeeeeeeeeeeeeneees 4 3 Collateral Value Message 4 3 1 Collateral Portfolio Code 4 4 Collateral Linking ccc ccccccccc ccc ecceeeeeeeeeeeeeeeeeeeneeneeeees 4 4 1 Trade M seage oed tsg egzge eaiieea gaoa geseet ses eadscs eds sigsecsndse 4 4 2 Collateral Link Message 4 4 3 Collateral Link Process 4 4 4 Multi Managed Funds and Linking c0eceeeeeeees 4 5 Collateral Message Workflows cscceeceecseceeceeeeeeseeseeaes 4 5 1 Submitting Collateral Messages EMIR Participant Repnorts issides iiiaae aaen 5 1 Changes to Existing Repnorts 5 1 1 MTM Valuations siccscssccosctccsccsssscctesnccaeaccstotonantsetseavens 5 1 2 Collateral Valuations ccceeeeseceeeeeeeaeeeeeeeeaeeeeaeees 5 1 3 Counterparty Data Masking 5 2 NEW R pobtergusgarswsgtesses ae 5 2 1 Collateral Valuation Report 5 2 2 Warning Renorts 5 2 3 ACK NACK Reports ccccccceeceeeeeceeeceeeceaeeceeeeeaneeeas 5 3 Rules for viewing reports cceccecceccecceseeeeeeeeeeeeeeeeeeeeees 5 4 Core Existing Reportzs DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC ESMA Collateral and Valuation User Guide DTCC Product Management ESMA Collateral and Valuation User Guide Revision History May 29 2014 Initial Publication 1 Overview 1 1 Introduction This document is intended to provide support for the Collateral and Valuation implem
5. Guide 2 OTC Core VAL XYZ PartyA PartyA Independent 1000 EUR 3 OTC Lite VAL XYZ Party B PartyB Independent 1000 EUR 3 3 3 7 Scenario 12 An Independent position submitted by a OTC Core User and an OTC Lite user and a delegated valuation submitted in OTC Lite Submitted Delegation MTM Value MTM for Model Currency 1 OTC Core SNAP XYZ Party A Party A Independent 2 OTC Lite POS XYZ Party A Party A Independent 3 OTC Lite VAL XYZ Party B Party A Full 1000 EUR Party B 29 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 4 Collateral Valuation 4 1 Report obligation As per EMIR collateral data must be reported by financial counterparties and non financial counterparties who exceed their clearing threshold as referred to in Article 10 3 4 2 Report Timeliness EMIR requires that collateral valuation must be reported by the end of the day following the valuation date by the trade party posting the collateral Collateral valuations may be submitted to GTR intra day or at the end of day No calculation will be performed on collateral valuations and the latest report received will be considered the most recent valuation for that day Collateral valuation messages must be submitted to GTR daily If a collateral valuation is not received it is assumed that there is no reporting obligation i e the trade party is a receiver of collateral and a pr
6. Trade Party 1 Value Trade Party 2 Value dependent on trade party 1 or 2 e Execution Agent Party 1 Execution Agent Party 2 dependent on trade party 1 or 2 32 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide e Collateral Portfolio Code Party 1 Collateral Portfolio Code Party 2 extracted from the link message dependent on trade party 1 or 2 All three fields must match exactly between the trade and the collateral value Users may delegate the submission of the link message or allow a third party to submit on their behalf No additional rules or permissions will be applied to this message 4 4 4 Multi Managed Funds and Linking For funds that are multi managed there may be scenarios where a fund manager is passed a portfolio code that is share with more than one asset manager against the same counterparty This scenario is in part why we ve included Execution Agent as criteria for matching when submitting a link message The example below details DTCC UK pension fund who is submitting collateral valuation messages for each of the 3 asset managers that uses the same portfolio of collateral and is collateralizing different trades made by eachasset manager i e e Trade Party posting the collateral DTCC UK pension fund e Portfolio code xxx123 e Collateral value 1 000 000 Execution agent 1 AM ABC e Execution agent 2 AM DEF e Execution agen
7. interactive Join our daily OTC Lite webinars DTCC Product Management ESMA Collateral and Valuation User Guide Group Name Description Phone Number North America 1 888 382 2721 Options 3 2 and 2 UK Europe Asia 44 0 20 7136 6328 Option 1 and 2 GTR Operations GTR Operations logs and investigates GTR_Operations dtcc com Production issues for the core asset classes and ETD 1 5 GTR Document Portal Additional useful information can be found on the GTR document portal and may be referred to in this user guide The GTR document portal houses the latest business and technical documents that are designed to help users understand the requirements of the system The document portal is divided into seven sections which are described below For login information please contact your account manager DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management Investmcat Procuct Services Settlement amp Asset Servieos Clearing Services DTCC Securing Fedoy Shoping Tar arcom BUY SIDE FIRMS NOW ELIGIBLE TO _ BECOME GSD MEMBERS Enabling Revistered bm nt Cr 1e members will reduce risk enhance e PRESS RELEASE Prass Halease Newsletter Arici DTCC Limit Monitoring to Provide an Early Waming system Buy Side Firms Now Eligible to Becomes GSD Members CICI Up cesis Ju ua on wO kum wili Wie Cer d GLOBAL TRADE REPOSITORY GTR DICOS GT Gitt Gin oree t
8. the following conditions are met e The Valuation short message is submitted via OTC Lite e The Valuations short message is submitted by the Non Financial counterparty themselves i e not delegated The following section details some scenarios for ETD OTCLite and Core submitters who are reporting valuation messages 23 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide Please see specific asset class message templates for details on message specifications 3 3 1 ETD As stated above ETD will accept valuation on the Position message and on the standalone valuation message Transaction messages will not accept valuation data ETD participants who only submit transaction messages will need to submit standalone valuation messages for each open transaction ona daily basis or begin submitting position messages 3 3 1 1 Scenario 1 A ETD User who only submits transaction messages will need to report a valuation message via the standalone message Step Msg UTI Submitter Submitted MTM Value MTM Type for Currency 1 TRANS XYZ Party A Party A 2 2 VAL XYZ PartyA PartyA 1000 EUR 3 3 1 2 Scenario 2 An ETD user who is submitting a transaction message and anend of day position message that includes valuation data Msg UTI Submitted Lifecycle Event MTM Value Compression MTM Type for Flag Currency 1 TRANS XYZ Party A Party A Compression false
9. 2 Scenario 5 An OTC Lite user submits a Position Message and Standalone Valuation Message Step Msg UTI Submitted Lifecycle Event MTM Value MTM Type for Currency DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC 25 DTCC Product Management ESMA Collateral and Valuation User Guide 1 POS XYZ PartyA PartyA gt 2 VAL XYZ PartyA PartyA 1000 EUR 3 3 3 OTC Core The following section details submission scenarios for OTC Core Users Users may submit valuation data through a snapshot message or a standalone valuation message 3 3 3 1 Scenario 6 An OTC Core Asset Class Snapshot and Standalone Message Step Msg UTI Submitted Lifecycle Event MTM Value MTM Type for Currency 1 SNAP XYZ PartyA PartyA S 2 VAL XYZ PartyA PartyA 1000 EUR 3 3 3 2 Scenario 7 OTC Core Asset Snapshot sent with valuation data Msg UTI Submitted Lifecycle Event MTM Value MTM Type for Currency 26 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 1 SNAP XYZ PartyA PartyA 1000 EUR 3 3 3 3 Scenario 8 An OTC Core Cross Jurisdictional Trade and Valuation which has been cleared Msg Jurisdiction UTI Submitted Lifecycle MTM MTM Type for Event Value Currency 1 SNAP ESMA CFTC XYZ Party A Party A 1000 EUR 1001 EU ESMA report value CFTC report value CCP Value and Currency MTM Value and currency 3 3 3 4 Scenario 9 An OTC Core
10. Cross Jurisdictional Trade Valuation Full delegation sent with no CCP value Scenario is relevant for cleared and non cleared trades PartyA in the scenario below is the CFTC Reporting Party Msg UTI Submitted Delegation MTM Type for Model Currency SNAP ESMA XYZ Party A Party A Full 1000 EUR 1001 EU CFTC Party B ESMA report value CFTC report value MTM Value and Currency MTM Value and Currency And MTM Value and Currency Party 2 27 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 3 3 3 5 Scenario 10 An OTC Core Cross Jurisdictional Trade Valuation Full delegation with a CCP valuation for a cleared trade PartyA in the scenario below is the CFTC Reporting Party Msg UTI Submitted Delegation MTM MTM MTM MTM Type for Model Value Currency CCP ccP Value Currency 1 SNAP ESMA XYZ PartyA PartyA Full 1000 EUR 1001 EU 1020 EUR CFTC Party B ESMA report value CFTC report value MTM CCP Value for both sides MTM Value and Currency 3 3 3 6 Scenario 11 A delegated position submitted by a OTC Core User and twoindependent valuations submitted by each user in their service of choice Msg UTI Submitted Delegation MTM Value MTM Type for Model Currency 1 OTC Core SNAP XYZ PartyA PartyA Full PartyB 28 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User
11. DTCC Product Management ESMA Collateral and Valuation User Guide DTCC DTCC GTR Collateral and Valuation User Guide May 2014 The European Securities and Markets Authority the ESMA have not approved or otherwise sanctioned the information contained in this document The EMIR business requirements detailed herein represent the DTCC GTR proposed implementation of trade reporting to enable firms to comply with EMIR Readers should not infer approval by ESMA of the content of this document This document should be read together with the business requirements for ESMA Collateral and Valuation BRD DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 1 Contents NNER e TEE A 1 1 IMEFODUCTION BEE 4 1 2 UAT and Production Support ccccc ccc ecc eee rosserie ser EE nE TESSAAA SASS 4 1 2 1 WAT Phased Scheuer gge eege gege dee dE SEENEN EES 4 1 2 2 ETD UA EE 5 1 2 3 UAT Performance Testing dad etdegd eege 5 1 3 RRE WEE 5 1 4 SUpport VT EE 5 1 5 GTRDocument Portal 7 1 6 Setting UpaGloballd cece ccc cece eee eeeee eee eee eee eee eee eee eee eee eee eseseeeeeeeeaeeseeeeeaeegeeaeeges 10 1 6 1 Global ID Sereen SHOUtS iscccecsecsccveciesaevaassectecanssorscavcvsonsoventscdvcanaacaocobeendetecndieectmenens 11 1 7 GTR TE Bea lee 15 2 MFAGESUDMISSIOMN ive sevsenvectonses vorscneoncovedueavbaceeecuasanverveasecatesawecandeacdbadyandeconieesons nsdesa
12. aluations 21 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide The latest valuation time will be considered the most recent update If no valuation message has been received for that day the GTR will report the most recent submission The following table describes for each report scenario the mapping from the GTR fields tothe regulatory report output Submitted For Cleared GTR Field ESMA Regulatory Report Party1 or BOTH Trade MTM Value Party 1 Markto market value of contract MTM Currency Party 1 Currency of mark to market value of contract Valuation Datetime Party 1 Valuation date Valuation Datetime Party 1 Valuation time Valuation Type Party 1 Valuation Type MTM Value Party 2 Markto market value of contract MTM Currency Party 2 Currency of mark to market value of contract Valuation Datetime Party 2 Valuation date Valuation Datetime Party 2 Valuation time Valuation Type Party 2 Valuation Type MTM Value CCP Markto market value of contract MTM Currency CCP Currency of mark to market value of contract Party 2 or BOTH Party 1 Party 2 or BOTH DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide Valuation Datetime CCP Valuation date Valuation Type CCP Valuation Type Additional notes for cleared trades 1 Ifatrade is indicated as cleare
13. as follows OCOD ENDnnnnnnnn Example DTCO END00054321 GTR Footer GTR Value Trailer Field Constant1 This is constant Originator This is the 4 character ORIGINATOR ID that is assigned to your account as part of the GTR on boarding process DTCO is used in our example above END This is constant Record Count This is the count of records in the file excluding comment lines This must be left padded with zeroes 00054321 are used in our example above Sample File example for information purposes only The below example includes a file consisting of 4 lines with data The comment line and file footer are not included in record count Please also note the file footer is one value Comment Line Data Data Data Data Data Data Data Data Data Data Data Data Data Data Data Data DTCO ENDO0000004 By way of example when preparing your sFTP file the following format should be followed DataTrak Header Application Header Comment Line 20 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide Data Data Data Data Data Data Data Data Data Data Data Data Data Data Data Data DTCO ENDO0000004 DataTrak Trailer 2 5 GTR Batch Cut off Requirements Collateral and Valuationsreported under EMIR must be reported to a trade repository no later than T 1 following the conclusion modification or termination of the trade Acros
14. ateral portfolio code and a collateral standalone message Msg Submitted Collateral Collateral Collateral Execution Type for Portfolio Value Currency Agent Code 1 POS ALMC PartyA PartyA 123 S 2 COLLVALUE Party A Party A 123 10000 EUR 35 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 4 5 1 5 Scenario 2 An OTC Lite or ETD user submitting collateral value position message and collateral link message Msg UTI Submitted Collateral Collateral Collateral Execution Type for Portfolio Value Currency Agent Code 1 POS ALMC PartyA PartyA AsstMgr1 2 COLLVAL Party A Party A 123 10000 EUR AsstMgr1 3 COLLLINK ALMC Party A Party A 123 AsstMgr1 4 5 1 6 Scenario 3 AN OTC Core user submitting a snapshot and a collateralvalue and collateral link message Msg UTI Submitted Collateral Collateral Collateral Execution Type for Portfolio Value Currency Agent Code 1 SNAP ALMC PartyA PartyA AsstMgr1 2 COLLVAL Party A Party A 123 10000 EUR AsstMgr1 3 COLLLINK ALMC Party A Party A 123 AsstMgr1 36 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 5 EMIR Participant Reports 5 1 Changes to Existing Reports A number of the existing reports will be updated to include the latest Mark to Market valuations for each trade 5 1 1 MTM Valuations
15. cess Management Portal Dashboard Microsoft Internet Explorer pr 13 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide Home Microsoft Internet Explorer provided by Depository Trust amp Clearing Corp e en File Edit Ven Favorites Tools Help e Favortes 35 2 Erone x Erone Ecs Portal E servicenow 11 service mana fat G E dh Page Safety Toos TE Clearance amp Settlement OTC Derivatives I D S Swaps Data Repository Operations T Deriv SERV Swaps Data B2B T GTR Job Monitoring System Global Trade Repository holes Wi Aeon Vi F ese b s Swaps Data Repository Operations T PSE Deriv SERV Swaps Data B28 TI PSE GTR Job Monitoring System I PSE Global Trade Repository a 14 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 1 7 GTR Sign on Process The below screenshots depict how tologin to the EU Portal 1 Goto https gtr eu dtcc com 2 Here you are prompted for your user ID and password Type your user ID and password and click Login User ID Password Forgot your password We may place cookies and local shared objects on your computer By using our Web site you consent to this See our Privacy Policy for more information 3 Select OTC Lite from the DTCC Portal Men
16. cnamecwnaeade 16 2 1 GTR Web Upload Process 16 2 2 Collateral SFTP and NDM Product ID S cceeeecseeeeeeeeeeeeeeeecaeeeaueeeeeeeeaaeeeaaeeeeeeeeaeeeeaes 18 2 3 Cross Asset Messaging asics tieedednsescdeeescivasveacchdesdevdssdaesdesdustavenhdued apudedcsdcntevadidevedhwansetwer ses 19 2 3 1 Message SUBMISSION icdicrovccheccccroveehececdecebncnmvasenseadcomuadesseadoasecdaceusdnesacenceueeneseeees 19 2 4 Message submission Options ccccccc ccs ece eee eee cence eee eee eee ee eee eee eee eeeeeeeaeseeegeeeeegeegeegeeges 19 2 4 1 OTC Asset Classes usro aas aa RE RERE 19 2 4 2 ONG PMC AA A A A E Ce 19 2 4 3 Ee 19 2 4 4 GTR CSV File Footer Message 20 2 5 GTR Batch Cut off Requirements ccccecceeceeceeceece cee eee eee eee eee eee eee eeeeeeseeegeeneeneeneeneenees 21 2 ValUAtiONS wivscecisscccdercescesassdetaredudcundudenaunaduadecauaenadeadtbesdieden oa EA rE EE EEEE ED EE 21 3 1 Report oblio ION ieina anea EE E E EE EEE EEA EEEE RE 21 EMIR ganetan a EEN A N NN S EE 21 3 2 Report THIMEIIMESS E 21 3 3 Valuation Mess E nro n EAE AAA hau ade tau ade aueauchunadcaueadenueaddaueadenee eet 23 2 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management 3 3 1 ER VE 3 3 2 OTC Lit sascescecdescaciescesdeccudeguinacndcansedesainacvanandeaenadwecnens 3 3 3 OMC EE ae O geet Collateral Valuation cccceeceeeeeeeeeeeceeecaeeeeaeeeeeeeecaaeeeaeeeeees 4 1 Repott obltgatlom 20 SEA 4
17. d then GTR will attempt to report the CCP valuation in regulatory reports a In OTC Asset Classes a trade is cleared if Clearing Status true b In OTC Lite atradeis clearedif Cleared true c In ETD atrade is cleared if Cleared true 2 If CCP related data is not supplied in the case of a cleared trade GTR will use the Party 1 and Party 2 valuation fields as defined in the table above 3 The CCP related data has been incorporated as a separate field in order to enable a single message to be used for a multi jurisdiction report to ESMA and CFTC The party s own valuation will be reported to CFTC whereas the CCP s valuation will be reported to ESMA 3 3 Valuation Message Valuation data can be submitted using any of the following messages e Valuation message available to all OTC classes and all jurisdictions OTC Lite and ETD services for ESMA reporting only e Snapshot message available to all OTC classes and all jurisdictions e Position message available to OTC Lite and ETD services for ESMA reporting only Non Financial counterparties who are below the clearing threshold NFC minus do not have an obligation to report valuation data As the valuation fields for Non Financial counterparties below the clearing threshold will not be reported to ESMA For Non Financial counterparties below the clearing threshold that wish to report valuations to ESMA despite not having a reporting obligation these valuations will only be reported when
18. d to a reported trade and will be reported with the trade data Where a collateral value message has been reported incorrectly e g the receiver of the collateral has reported a cancel message will be available to remove the valuation 4 3 1 Collateral Portfolio Code In order for collateral valuations to be linked to the reported trades the trade party and the execution agent named on the collateral message must be the same as those named on the trades The GTR will not check that the trades linked to a collateral portfolio are all with the same counterparty Collateral Portfolio codes will be generated by the user and must be unique for the party reporting Whilst the ESMARTS states the collateral portfolio code must be 10 digits the GTR allows up to 20 text charactersto allow for a potential change in the field format by ESMA the industry has requested this As it stands we will provide a warning message for those portfolio codes that do not fit the format prescribed by ESMA For Asset Managers who report on behalf of multi managed funds a unique portfolio code per counterparty should be provided If not it will cause the collateral link to fail 4 4 Collateral Linking The GTR provides two methods for linking collateral portfolios to underlying trades 1 Using trade messages Collateral portfolio codes can be specified on trade submissions 2 Using a Collateral Link message The Collateral Link message will be available to al
19. e granted access to the US Portal via a Web login ID for the purpose of provisioning Operators with access to the GTR EMIR Reporting tool Super AC s receive their login credentials via automated emails that are sent from the DTCC Customer Registration System CRS 1 email contains the login ID and 1 emailcontains the temporary password Super AC s must login to the following URLto administer their Operators https portal dtcc com US Portal Upon first login a Super AC is only given access to a single product CRS Customer Registration System CRS is used to provision manage users and there is a Help button contained within the product that contains comprehensive User Guides Super AC s are also sent a GTR AC Quick Guide that contains shortened instructions on how to register users for the products Access for Testing Testing for the Collateral and Valuation release is to be conducted using a Global login ID by accessing the EU Portal and launching the PSE D S Global Trade Repository product link If a user logs into https gtr eu dtcc com and does not see the link below it is an indication that their Super AC has not yet provisioned their Global Operator Login ID with access to the product 10 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 1 6 1 Global ID Screen shots e Home Microsoft Internet Explorer provided by Depository Trust amp Cl
20. e reported e Collateral should always be reported as amount outstanding the GTR will not do any calculation In the below the trade party is who will be listed on the collateral value messages The trade party may delegate the submission of these messages to a third party if they choose Day1 Bank X is posting collateral 1000 EUR to BankY Trade Party Portfolio Code Value of the Currency ofthe Collateral Collateral Bank X 123456 Day 2 Bank X is receiving collateral 2500 EUR from Bank Y Trade Party Portfolio Code Value of the Currency ofthe Collateral Collateral Bank Y 7891011 Day 3 Bank X is posting collateral 1000 EUR to BankY and Bank Y is posting collateral 2500 to Bank X Trade Party Portfolio Code Value of the Currency ofthe Collateral Collateral Bank X 173456 Bank Y em 4 5 1 2 Using New and Cancel Below is a brief description of when to use New and Cancel for collateral value and collateral link messages 34 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 4 5 1 2 1 Collateral Value New is to be used to replace an existing message This canbe used on daily updates and canbe used when you have sent a message in error and would like to update it Cancel will be used when you want to remove a collateral value from reporting This can be used when you have sent in a message in error intra day and don
21. earing Corp GO sg E https portal dtceorg crs hame h x D Google DIR File Edit View Favorites Tools Help yy Favorites ds ll Erone x Erone c5 Portal E Serviceniow 1T Service mena A E fe Safety Too 8 T X Find Previous Next WZ Options OTC CUSTOMER REGISTRATION SYSTEM Company Name OTCE INTERNAL Feb 11 2014 9 44 36 AM Search Profiles Create Profile Dashboard Help Company All Showing profiles matching Login ID person company com One profile found 1 D Updat Profil N f John Smith tz 0000000000 company 00924466 ESC TEST COMPANY fe Prone x Delete Profile company com Aeren Add Modify Products m 88 Add Login ID i Roles e Accounts SDR PARTICIPANT UPDATE OCODE 7EST 00000122 NSCPRT SDR PARTICIPANT VIEW 00000123 NSCPRT 00005119 NSCPRT o SDR REGULATOR OCODE 8EST 00000122 NSCPRT PSE Global Trade Repository Roles Accounts O SDR PARTICIPANT UPDATE PSE e OCODE ZEST 00000122 NSCPRT 00000123 NSCPRT 00005119 NSCPRT SDR PARTICIPANT VIEW PSE OCODE DEST 00000122 NSCPRT SDR REGULATOR PSE One profile found 1 Export Overview Export Details TT ETP IM trusted stes Far Rm e 11 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide Sps Veeterpmeeieipbrerat
22. entation for the Global Trade Repository This document will be inclusive of all asset classes Core Credits Rates Equities Foreign Exchange Commodities and all services ETD and OTC Lite The first release of the Collateral and Valuation support will be released for ESMA August 2 into the production environment Subsequent releases to support ASIC Collateral and Valuation reporting are planned and will use the same functionality described in this document The reporting start date for ESMA Collateral and Valuation report will be August 11 2014 The Production Date for the GTR will be August 2 any data received from that date will be reported to ESMA As of August 11 you will need to report information pertaining to collateral and valuations as from that date Contracts that are not live as of that date do not need collateral and valuation data to be reported for clarity no backloading of collateral and valuation data is required for expired trades 1 2 UAT and Production Support 1 2 1 UAT Phased Schedule There will be phased functionality for the UAT Period The below chart represents the functionality you can test at a particular date e Collateral Link message ingestion andack nackreporting e Collateral message ingestion and ack nack reporting e OTC Liteand ETD updated positions standalone valuation message ingestion and ack nackreporting 23 Jun 2 Aug conditionally required if trade value ccy is provided acrossa
23. es will be made in this document The report will include the following fields e Data Submitter prefix e Data Submitter value e Trade Party Prefix Trade Party Value e Execution Agent Party Prefix Execution Agent Party Value e UTI Prefix e UTI Value USI Prefix e USI Value e Trade Party Transaction ld e Collateral portfolio code e Collateralized e Action Message Timestamp DateTime when message is received by GTR e SendTo 5 3 Rules for viewing reports The following rules will be applied in order to determine who will be able to view the new reports These rules only apply to the newly generated reports Viewing Rules for Collateral Valuation Report e Where the OCode user is Trade Party Value e Where the Ocode user is Execution Agent e Where the Ocode user is data submitter Viewing rules for Collateral and Valuation Warning Report e Where the OCode user is Trade Party Value e Where the Ocode user is Execution Agent e Where the Ocode user is data submitter 42 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 5 4 Core Existing Reports OTC Enhanced Position Reports will containthe below fields but no data will be populated in these fields Inthe future these fields maybe deprecated Enhanced Position Reports for Commodities Credit Rates EN Equity not on the Consolidated Position Report o Enhanced Position Report Op
24. eviously submitted value will not reported 4 3 Collateral Value Message All collateral valuations including those applicable to individual transactions must be reported using this message Collateral valuations will not be accepted on trade messages Reporting of collateral value and currency will be supported on the collateral value message Based off of recent feedback from ESMA we will be limiting the support of currency values to 1 ISO Currency Code All collateral valuations including those linked to individual trades will be reported using this message The following fields where they currently exist on trade messages PET Confirm PET Confirm Snapshot and Position are redundant and will not be processed if provided e Value of the collateral Party 1 e Value of the collateral Party 2 e Currency of the collateral value Party 1 e Currency of the collateral value Party 2 The party posting collateral has the obligation to report therefore the Collateral Value Message will be submitted by the party posting the collateral or canbe delegated to another party Collateral valuations must be reported on behalf of the same entity that is named as the partyto the trade this can be party 1 or party 2 on the trade message 30 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide Collateral valuations will only be reportedto regulators once successfully linke
25. gement ESMA Collateral and Valuation User Guide 2 2 Collateral sFTP and NDM Product ID s For trade valuation messaging the existing product IDs will be used Below is the description of inbound and outbound sFTP product Ids The first table are the inbound DataTrak Products for both UAT and Production The second table are the outbound AutoRoute Products for UAT and the third table are the outbound AutoRoute Products for Production In order to update your sFTP and NDM settings please contact the GTR Onboarding gtronboarding dtcc com team Table 1 Inbound DataTrak Products for both UAT and Production Product Component Product Description Outbound Report 60354 GTR CTL Link SFTP InMsg Collateral Link 60359 GTR CTL Value SFTP InMsg Collateral Value Table 3 Outbound AutoRoute Products for UAT Product Component Product Description Outbound Report 2i Poesia CS Se ne Table 3 Outbound AutoRoute Products for Production Product Component Product Description Outbound Report 02502173 GTR CTL Link AckNackRpt Collateral Value Ack Nack Report 02502174 GTR CTL Submission Rpt Collateral Value Report 02502175 SC CTL Value AckNack Collateral Value Ack Nack Report D 02502176 GTR CTL Warning Rpt Collateral Warning Report 18 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 2 3 Cross Asset Messaging 2 3 1 Message Submi
26. his section is subdivided into asset classes and each document is categorized according to its asset class relevance The Business Requirement Documentation dropdown contains documents that describe the requirements met by the GTR The UAT Documentation dropdown contains documents that pertain to the current UATs in flight The Supported Spreadsheet and Messaging Specs dropdown contains the message templates and other technical documents describing the GTR functionality currently supported in the Production environments The Future Spreadsheet and Messaging Specs dropdown contains the message templates and other technical documents describing functionality that is not yet in the Production environments Documents in this section are either under discussion in the DTCC working groups or are planned for migration into the UAT or Production environment The Global Repository On Boarding section contains GTR onboarding documentation The Connectivity section contains guides describing the methods available for connecting to GTR For Collateral Specifications see the Future Spreadsheet and Messaging Specs Collateral Value and Link specifications are cross asset For trade valuations this can be found in the asset specific upload templates DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 1 6 Setting Up a Global Id Super Access Coordinators ar
27. ings will not be generated for NFC minus entities 5 2 2 2 Collateral Warning Report Collateral warnings will be produced in the following scenarios Where there is no trade linked to a collateral value message Where a portfolio code exceeds 10 digits Where a portfolio code is comprised of non numeric values The Collateral Warning Report will contain the following fields 5 2 3 Data Submitter prefix Data Submitter value Trade Party Prefix Trade Party Value Execution Agent Prefix Execution Agent Value Collateral portfolio code Warning Code Warning Reason Data Submitter Message ID ACK NACK Reports 5 2 3 1 1 Collateral Submission There is no change to asset class specific ACK NACK reports for Collateral information submitted via Trade messages Collateral Portfolio code and Collateralized For Collateral standalone submission that is Collateral Value Amount message and Collateral Link message there will be one ACK or NACK row per standalone message The following fields will be on the acknowledgment message for a CollateralValue submission Submission Date amp Time Status Message Type Action Trade Party Prefix Trade Party Value 40 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC ESMA Collateral and Valuation User Guide DTCC Product Management ESMA Collateral and Valuation User Guide e Data Submitter prefix Data Submitter value e Execution Agent Party Prefix e Execution Agent Party Va
28. l asset classes and services Support for this solution will be CSV only If the collateral portfolio code is on the trade message and a conflicting link message is submitted with a different value the collateral portfolio code on the trade message will take precedence 4 4 1 Trade Message The collateral portfolio code and the collateralization type can be submitted on the existing trade messages e PET message available to all OTC asset classes and all jurisdictions e Confirm message available to all OTC asset classes and all jurisdictions e Pet Confirm message available to all OTC asset classes and all jurisdictions e Snapshot message available to all OTC asset classes and all jurisdictions e Position message OTC Lite and ETD services for ESMA reporting only e Transaction message ETD services for ESMA reporting only 31 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 4 4 2 Collateral Link Message A new Collateral Link Message canbe submitted to link eachtrade to be associated with a collateral portfolio The trade should be identified using either a UTI USI or Trade Party Transaction Id 4 4 3 Collateral Link Process Reporting of collateral will be based upon the open trade population and not the collateral portfolios For every open trade or position GTR will attempt to identify the associated collateral portfolio and the value of that po
29. le on ESMA OTC and ETD reports as described above 5 2 2 Warning Reports Existing GTR warning reports will be unchanged new ESMA collateral and valuation warning reports will be introduced Note that collateral and valuation warnings are produced in end of day reports there are no warning messages WACKs associated with collateral or valuation submissions 5 2 2 1 Valuation Warnings ETD Warnings will remain on the existing report all other asset classes and services will have the new valuation warning report described below Valuation warnings will be produced in the following scenarios e Where thereis an obligation to report under EMIR and no valuation has been received e Where thereis an obligation to report under EMIR and no valuation has been received for the current day The ESMA Valuation Warning Report will include the following fields e Data Submitter prefix e Data Submitter value e Trade Party 1 Prefix Trade Party 1 Value e Execution Agent 1 Prefix Execution Agent 1 Value e Trade Party 2 Prefix e Trade Party 2 Value Execution Agent 2 Prefix e Execution Agent 2 Value UTI Prefix e UTI Value e Trade Party 1 Transaction Id USI Prefix e USI Value MTM Value Party 1 e MTM Value CCP e Valuation Datetime Party 1 Valuation Type Party 1 e Warning Code Warning Reason e Data Submitter Message ID 39 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management Valuation warn
30. lue e Collateral portfolio code e Collateral Portfolio Indicator Value of the collateral e Currency of the collateral Collateral Valuation Date Time e Collateral Reporting Date e sendTo Data Submitter Message ID The following fields will be on the acknowledgment message for a CollateralLink submissions e Submission Date amp Time e Status e Message Type e Action Trade Party Prefix e Trade Party Value Data Submitter prefix Data Submitter value e Execution Agent Party Prefix Execution Agent Party Value e UTI Prefix e UTI Value e USI Prefix e USI Value Trade Party Transaction Id e Collateral portfolio code Collateralized e sendTo Data Submitter Message ID The NACK output report will include all the data fields submitted in the CSV submission file AND will add in front of each row 3 additional fields e Submission Date amp Time e Status e Error Code Reason 41 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 5 2 4 Collateral Link Report For user who will be linking their collateral portfolio codes to their underlying positions through the Collateral Link message a report will be generated of all active links made through the collateral link message This report was not initially detailed in the Business Requirements Documents and is currently under review for development Further updates on this report and implementation dat
31. ports will not be updated to include collateral valuations 5 1 3 Counterparty Data Masking When reporting an allege message the following fields will be masked e MTM Value Party 2 e MTM Currency Party2 e Valuation Datetime Party 2 e Valuation Type Party 2 5 2 New Reports 5 2 1 Collateral Valuation Report A new collateral report will be created to indicate collateral posted by the report recipient and the underlying tradesthe portfolio code has been linked to This will provide participants with a view of the collateral that is reported as being posted by them The collateral reports will be asset class and service agnostic meaning all collateral from the OTC Core Lite and ETD service will appear on the same collateral report The report will only show data related to the trade party where that party has reported the collateral The report will include the following fields e Trade Party Prefix e Trade Party Value e Data Submitter prefix e Data Submitter value e Collateral Portfolio Code e Value of the collateral e Currency of the collateral value e Collateral Reporting Date e Action e Sent To 38 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide Users will only be able to access collateral reports where they are posting collateral There will be no allege collateral on receiving parties reports This information will be availab
32. preadsheet that you want to download e g OTC Lite Upload Spreadsheet EMIR OTC Lite EMIR OTC Lite Message Spreadsheet Cross Asset 4 Log onto the portal to access Collateral or Asset class specific uploads Select Participant in the dropdown Enter your Participant Code and then select your O Code in the dropdown OCodes for Valuation will utilize the existing asset class Ocodes and Collateral will be submitted through a new Ocode for most users a O series Please select the Role Please select an originator code CR 5 The dashboard shows your firm s latest list of batch submissions to the GTR Click Upload The Upload page appears Recent Upload Activity Shows last 5 uploads Upload S Date Upload File 1 OTLB100165 pgomes2 dtcc com 01 08 2014 WEBU_C8TY6_1389215438531_OTCLITETest010781 csv 2 OTLB100164 cgehrhardti dtcc com 01 08 2014 WEBU_C8TY6_1389207703223_TEST_OTCL_1 2_UPLOAD csv 3 OTLB100163 cgehrhardt1 dtcc com 01 08 2014 WEBU_C8TY6_1389206819862_TEST_OTCL_1 2_UPLOAD csv EE II i aah oana IRA InAs a nemi mame sanna E memm meme Aare o a a H Upload Download 6 Click Upload and then use the navigation tools provided to locate and select the spreadsheet file that you want to upload S No Batch No Upload By D S 7 Click Upload Upload Upload File TTT Browse get 17 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Mana
33. ropu ling Vansar lion ocluils cu gt us gt Europe gt Japan gt Hong Keng DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Global Trade Repository for OTC Derivatives TGTRT s ect Sec to ameng ze Wangparenvy cine resuilanL iik Hitler angat cect efrlensy mire gwel QIU cerveses mens GTR EUROPE The ROC Endorses The SULpuils aiiulltvce A dela sulin Iran Visit All Products amp Services ESMA Collateral and Valuation User Guide Data amp Repository Services Nervi Maintaining a Resilient and Secure Cyber Environment Elur dai hum 4 SUS cuang ur d3 sun GTR CLIENTS CENTER Client Center Trading Counterparty DTCC Product Management ESMA Collateral and Valuation User Guide GTR Release Notes v Select a Section GTR Release Notes Product Training and Support Business Requirement Documentation UAT Documentation Supported Spreadsheets and Messaging Specs Future Spreadsheets and Messaging Specs Global Repository On Boarding Connectivit The GTR Release Notes dropdown contains weekly release notes detailing the code changes that have been made and will be made in the UAT and Production environments Additionally a section called Release Notes provides information relating to GTR scheduled down times The Product Training and Support dropdown contains functional description documents business FAQs and best practices for using the GTR T
34. rtfolio This will potentially result in some collateral portfolios that have been reported to GTR not subsequently being included in regulatory reports if there is no trade linked tothat collateral portfolio Any collateral portfolios falling into this category will be highlighted on a participant warning report If a collateral portfolio code exists on an open trade the information held on the trade will be used to extract collateral valuation data For Trade Party 1the collateral value will be identified using e Trade Party 1 Value e Execution Agent Party 1 e Collateral Portfolio Code Party 1 All three fields must match exactly between the trade and the collateral value Likewise for Trade Party 2 the collateral value will be identified using e Trade Party 2 Value e Execution Agent Party 2 e Collateral Portfolio Code Party 2 If the collateral portfolio code does not exist on the trade message GTR will look for a collateral link message The collateral link message will be identified using e A trade identifier o If UTI matches the UTI will be used o Ifno match is found on UTI the USI will be used o Ifnomatchis found using UTI or USI the Trade Party 1 Transaction Id will be used e Trade Party 1 Value Trade Party 2 Value dependent on trade party 1 or 2 e Execution Agent Party 1 Execution Agent Party 2 dependent on trade party 1 or 2 Once a collateral link message is identified GTR will look for the collateral value using e
35. s all asset classes the cut off for batch reporting in the EUDCis 23 45 Coordinated Universal Time UTC Five batch reporting cycles run each week and will be scheduled at the following times Business Day EUDC Submission Cut off EUDC Batch Run 23 45 UTC Monday 00 00 UTC Tuesday 23 45 UTC Tuesday 00 00 UTC Wednesday Wednesday 23 45 UTC Wednesday 00 00 UTC Thursday Thursday 23 45 UTC Thursday 00 00 UTC Friday 23 45 UTC Friday 00 00 UTC Saturday 3 Valuations EMIR requires that mark to market or mark to model valuations as at the end of day are reported daily for all open trades Where market conditions prevent marking to market reliable and prudent marking to model should be used 3 1 Report obligation EMIR EMIR Article 11 2 states that the trade valuations shall be reported on a daily basis by the following types of counterparty e Financial counterparties e Non financial counterparties referred to in EMIR Article 10 That is a non financial counterparty that has taken positions in OTC derivative contracts that exceed the clearing threshold Non Financial entities not referred to in EMIR Article 10 are exempt from this requirement 3 2 Report Timeliness As clarified in EMIR Q amp A TR question 3c EMIR requires that valuation data reporting must be started as at the end of the day following execution of the contract Valuations may be submitted to GTR intra day or at the end of day No calculation will be performed on v
36. sset classes e ESMA Reports to include Collateral information e For independent and snapshot valuation messages valuation date time is 2 Jul DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide UAT Prod e Participant reports extending existing position submission reports for collateral and valuation data by asset class ETD Lite e New participant reports warning reports by asset class ETD Lite and cross asset collateral valuations ubmission reports 1 2 2 ETD UAT The ETD application will move the UAT environment from the US portal data center to the NL portal data center Details on availability will be provided in further updates to this document 1 2 3 UAT Performance Testing Performance testing is not supported in the UAT environment and users are asked to limit files to 5 000 rows for csv 1 3 OCode Setup A new OCode will be set up for the reporting of collateralinformation Trade Valuations will be supported through the existing asset class OCcodes In most cases the new OCode will be allocated to users using the O series OXXX DTCC will automate the generation and assignment of these OCodes for users who are onboarded to the GTR The automation process will take place in UAT as well as in Production Details on the exact dates will be provided in subsequent updates to this document You will need to be onboarded by those da
37. ssion Valuation reporting will be supported by the FoML 5 5 schemas The Collateral link and Collateral Valuation messages will be supported by CSV only 2 4 Message submission options The following sections indicate the message format and submission methods available by message type in each service 2 4 1 OTC Asset Classes Trade Messages Valuation Message Collateral Value Collateral Link Message Message MQ FpML es Yes CN sFTP CSV es Ys Ys O sFTP FpML No No No Yes NDM FpML Ys Ves NDM CSV Ys Ys Ys 2 4 2 OTC Lite Trade Messages Valuation Message Collateral Value Collateral Link Message Message No O MQ FpML Nomes Y Yes 2 4 3 ETD Trade Messages Valuation Message Collateral Link Message mom f o SPM S oS WebService FpML No WebServices No WebGUI CSV NDM FpML Nod NDM CSV Yes DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 2 44 GTR CSV File Footer Message Each CSV file must contain a footer message The file footer trailer contains information needed by GTR to process the CSV file correctly The below footer message must be included in all csv submission to the GTR whether web upload or sFTP There are additional headers and trailers required in your sFTP submissions but this footer is also required The format of the message is
38. t 3 AM XYZ DTCC UK pension fund would need to submit 3 collateral valuation messages 1 Trade Party DTCCUK pension fund Portfolio code xxx123 Collateral value 1 000 000 Execution agent 1 AM ABC 2 Trade Party DTCCUK pension fund Portfolio code xxx123 Collateral value 1 000 000 Execution agent 1 AM DEF 3 Trade Party DTCCUK pension fund Portfolio code xxx123 Collateral value 1 000 000 Execution agent 1 AM XYZ If you cannot include the asset manager on the collateral value collateral link and position message a unique code will need to be submitted per asset manager 4 5 Collateral Message Workflows Collateral messages regardless of where the underlying trade message is will be submitted in the same Ocode and can be cross asset 33 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 4 5 1 Submitting Collateral Messages The following sections detail some submission scenarios for collateral valuation messages 4 5 1 1 Scenario Use cases The below diagrams are illustrated to emphasize the following points The Poster or delegator of collateral submits collateral valuations e The receiver of collateral will not submit collateral valuations e Collateral valuation are daily reports when there is no message received no collateral value will b
39. teiepn ll GO K E https portal dece org crs home view do ts 1392129811882 al EI p Google ol File Edit Wew Favorites Tools Help Uy Favorites Ja lge x Erone Esra EE Servienow 1T service ara l A D a gt paer Safety Tose x Find Previous Next JP Options Add Login ID This will create a new login ID Profile Name John Smith Email person company com Telephone 0000000000 Company ESC TEST COMPANY 00924466 Login 1D C Web List Products D fl Mainframe List Products Global List Products Login ID person _globall Cancel _ Add H EES me IT TT I trusted tes aR A 12 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide Home Microsoft Internet Explorer provided by Depository Trust amp Clearing Corp lm Go E https portal d ce org crs home view do ts 139212981 1882 SE ap File Edit View Favorites Tools Help Se Favortes 5 8 Eome x Enone Gers porta i servicetiow D Service Mena D Cl e Ber Safety Took You have successfully created the Global login ID This request requires approval by another Super AC at DTCC Profile Company ESC TEST COMPANY 00924466 Login ID Login ID person_global Temporary Password 4pqg53ne Add Products D I D I Close Business Pro
40. tes in order tobe automatically added to the collateral OCode Super Access Coordinators will need to permission specific users for this new OCode this step will not be automated There will be no impact to Global IDs users will be able to log in to their existing accounts through the existing portal See the section on Setting Up a Global ID for instructions on how to permission your firms users 1 4 Support Teams Below is a grid of support groups who will be able to assist with issues you may encounter in the UAT period as well as production DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management Group Name GTR Onboarding GTR Connectivity DerivServ UAT OTC Lite UAT OTC Lite Support Registration Support Group RSG Description The onboarding team can assist with account set ups and forms related to connectivity requests GTR Connectivity will be able to assist with issues relatedto MQand sFTP connections DerivSERV UAT supports testing of the Core Asset Classes and the ETD application This group will be able to assist on Trade Valuation reporting for Core and ETD Asset Classes and Collateral reporting The OTC Lite UAT group supports testing of the OTC Lite application They will be able to assist on Trade Valuation reporting for OTC Lite and Collateral reporting The OTC Lite Support services the OTC Lite application They will be able to assist with all Prod
41. tions Enhanced Position Report CFD Enhanced Position Report Dividend Swaps Enhanced Position Report Structured Products Enhanced Position Report Variance Swaps Enhanced Position Report Equity Swaps Enhanced Position Report Portfolio Swaps o000 0 0 These fields will remain null Collateralized Collateralized Party 2 Collateral Portfolio code Collateral Portfolio code Party 2 Value of the collateral Party 1 Value of the collateral Party 2 Currency of the collateralvalue Party 1 Currency of the collateral value Party2 These fields may appear if submitted on a position message Andy data receivedon a link or collateral value message will not appear on these reports For asset specific activity reports there are no collateral or valuation fields This will remain unchanged 43 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC
42. u It will look similar to the below link for the Global Trade Repository Welcome My Access Available Production Products 3 lobal Trade Reposito Global Trade Repository 15 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 2 Trade submission 2 1 GTR Web Upload Process The below screenshots depict how to manually upload CSV files into the system 1 Goto http dtcc com data and repository services global trade repository gtr europe client center client center aspx gated customers Contact GTR_Onboarding dtcc com for login details GTR Clients Center The Clients Section provides GTR documentation technical support training and working group nformation for participants regulators and industry vendors 2 Once you are logged in select Supported Spreadsheets and Messaging Specs All message templatesthat are in UAT for Collateral and Valuation are available in Future Spreadsheets and Messaging Specs Select a Section Select a Section GTR Release Notes Product Training and Support Business Requirement Documentation UAT Documentation Supported Spreadsheets and Messaging Specs Future Spreadsheets and Messaging Specs Global Repository On Boarding Connectivit 16 DTCC Confidential Copyright 2010 2014 by DTCC Deriv SERV LLC DTCC Product Management ESMA Collateral and Valuation User Guide 3 Click the s
43. uction issues RSG is responsible for registering the Super AC s according to the information provided by Onboarding DTCC Confidential gtronboarding dtcc com gtrconnectivity dtcc com derivservuat dtcc com otcliteuat dtcc com In order to expedite your query response time regarding submitted reports please include the following in your email message Your GTR participant account No O code Batch No CSV submission file any related reports NACK Warning etc and whether you are submitting through web upload or SFTP otclitesupport dtcc com In order to expedite your query response time regarding submitted reports please include the following in your email message Your GTR participant account No O code Batch No CSV submission file any related reports NACK Warning etc and whether you are submitting through web upload or SFTP webrsg dtcc com Copyright 2010 2014 by DTCC Deriv SERV LLC ESMA Collateral and Valuation User Guide Phone Number North America 1 888 382 2721 Options 3 2 and 1 UK Europe Asia 44 0 20 7136 6328 Option 2 and 2 Hotline support for UAT and Production queries Production Support UK Europe Asia 44 0 20 7136 6328 Option 1 3 Got questions Get interactive Join our daily OTC Lite webinars Hotline support for UAT and Production queries Production Support UK Europe Asia 44 0 20 7136 6328 Option 1 3 Got questions Get
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