Textual Amendments
| Field | Description of data | Alternative reporting option (if any) and other qualifications |
|---|---|---|
| Reported transaction status | This attribute specifies whether the transaction is a new transaction, an amendment of a previously reported transaction, a cancellation or a correction of a previously reported transaction. | |
| Novation status | This attribute specifies whether the transaction is a novation. | |
| Unique transaction identifier | The unique code that allows a transaction in the respective market segment to be identified. | Reporting of this field is required if available. |
| Proprietary transaction identification | The unique internal transaction identifier used by the reporting agent for each transaction. The proprietary transaction identification is unique for any transaction reported per money market segment and reporting agent. | |
| Related proprietary transaction identification | The unique internal transaction identifier used by the reporting agent for the initial trade that has been subsequently novated. | Reporting of this field is mandatory where applicable. |
| Counterparty proprietary transaction identification | The proprietary transaction identification assigned by the counterparty of the reporting agent to the same transaction. | Reporting of this field is required if available. |
| Counterparty identification | An identification code used to recognise the counterparty of the reporting agent for the reported transaction. | The Legal Entity Identifier (LEI) code must be used in all circumstances where the counterparty has been assigned such an identifier. The counterparty sector and counterparty location must be reported if an LEI code is not assigned. |
| Counterparty sector | The counterparty institutional sector. | Mandatory if the counterparty identification is not provided. |
| Counterparty location | The International Organisation for Standardisation (ISO) country code of the country in which the counterparty is incorporated. | Mandatory if the counterparty identification is not provided. |
| Tri-party agent identification | The counterparty identifier of the tri-party agent. | Reporting of this field is required for tri-party transactions. The LEI code must be used in all circumstances where the agent has been assigned such an identifier. |
| Reporting date | The start and end date and time of the period to which the transaction data in the file refers. | |
| Electronic time stamp | The time at which a transaction is concluded or booked. | |
| Trade date | The date on which the parties enter into the financial transaction. | |
| Settlement date | The date on which the cash is initially exchanged for the asset as contractually agreed. | In the case of a rollover of open basis repurchase transactions, this is the date on which the rollover settles, even if no exchange of cash takes place. |
| Maturity date | The repurchase date, i.e. the date on which the cash is due to be returned or received in exchange for the asset pledged or received as collateral. | |
| Transaction type | This attribute specifies whether the transaction is carried out for borrowing or lending cash. | |
| Transaction nominal amount | The amount in euro initially borrowed or lent. | |
| Rate type | To identify whether the instrument has a fixed or floating rate. | |
| Deal rate | The interest rate expressed in accordance with the ACT/360 money market convention at which the repurchase agreement was concluded and at which the cash lent is to be remunerated. | Reporting of this field is required for fixed rate instruments only. |
| Reference rate index | The International Securities Identification Number (ISIN) of the underlying reference rate on the basis of which the periodic interest payments are calculated. | Reporting of this field is required for floating rate instruments only. |
| Basis point spread | The number of basis points added to (if positive) or deducted from (if negative) the underlying reference rate to calculate the actual interest rate applicable for a given period at issuance of the floating rate instrument. | Reporting of this field is required for floating rate instruments only. |
| Collateral ISIN | The ISIN of the collateralised asset. | Reporting of this field is optional for tri-party repurchase agreements not conducted against a basket of securities for which a generic ISIN exists, or collateral types for which no ISIN is available. Whenever the ISIN of the collateralised asset is not provided, collateral type, collateral issuer sector and collateral pool need to be provided. |
| Collateral pool | To indicate whether the asset pledged as collateral is a collateral pool. | |
| Collateral type | To identify the asset class pledged as collateral. | Mandatory if the collateral ISIN is not provided. |
| Collateral issuer sector | The institutional sector of the issuer of the collateral. | Mandatory if the collateral ISIN is not provided. |
| Special collateral indicator | To identify all repurchase agreements conducted against general collateral and those conducted against special collateral. | To be provided only if it is feasible for the reporting agent. |
| Collateral nominal amount | The nominal amount, in euro, of the assets pledged as collateral. | Optional for tri-party repos and any transaction in which the assets pledged are not identified via an ISIN. |
| Collateral haircut | A risk control measure applied to underlying collateral whereby the value of that underlying collateral is calculated as the market value of the assets reduced by a certain percentage (haircut). | Reporting of this field is required for single collateral transactions, otherwise it is optional.] |
[F1The electronic reporting standards and the technical specifications for the data are laid down separately. They are available on the ECB's website at: www.ecb.europa.eu.]