Global Securities Financing: Reporting adaptation – Introducing Common Collateral Transaction ID
Clearstream Banking1 would like to inform customers that effective
22 November 2021
as part of our ongoing improvement program, the Common Collateral Transaction ID will be added into our Triparty Collateral Reports. This identification will be mandatory for any future communication with ECMS2.
Impacted reports
- Triparty Collateral Management Daily Exposure Report – PDF
- Triparty Collateral Management Daily Exposure Report – TXT
- Triparty Collateral Management Daily Exposure Report - Basel compliant – TXT
- Triparty Collateral Management Collateral Allocation Report – TXT
- Triparty Collateral Management Full Positions Report – TXT
- Triparty Collateral Management Counterparties Summary Report – TXT
- Triparty Collateral Management Instruction Status Report – TXT
Details
Triparty Collateral Management Daily Exposure Report – PDF
Report short name: AGRE (TRS/TCMS) and SSAG (TSLS1/TSLS2)
Field | Description | Usage |
Common Trans. ID | Common Collateral Transaction Reference as agreed by the two trade counterparties | 52x CBL usage The Common Collateral Transaction Reference will be positioned below the field “Exposure Ref. No.” on a new line. |
Triparty Collateral Management Daily Exposure Report – TXT
Report short name: AS, AS_STANDARD_GROUP
Field | Description | Usage |
Common Trans. ID | Common Collateral Transaction Reference as agreed by the two trade counterparties | 52x CBL usage The relevant Common Collateral Transaction Reference will be added to the report in position 22 of sequence “102”. |
Triparty Collateral Management Daily Exposure Report - Basel compliant – TXT
Report short name: AS, AS_BASEL_GROUP
Field | Description | Usage |
Common Trans. ID | Common Collateral Transaction Reference as agreed by the two trade counterparties | 52x CBL usage The relevant Common Collateral Transaction Reference will be added to the report in position 22 of sequence “102”. |
Triparty Collateral Management Collateral Allocation Report – TXT
Field | Description | Usage |
Common Trans. ID | Common Collateral Transaction Reference as agreed by the two trade counterparties | 52x CBL usage The relevant Common Collateral Transaction Reference will be added to the report in position 9 of sequence “201/202”. |
Triparty Collateral Management Full Positions Report – TXT
Report short name: Full Positions Report
Field | Description | Usage |
Common Trans. ID Receiver | Common Collateral Transaction Reference as agreed by the two trade counterparties and communicated by the Collateral Receiver | 52x CBL usage The relevant Common Collateral Transaction Reference will be added to the report in position 31 of sequence “302/303” and in position 6 of sequence “402/403”. |
Common Trans. ID Giver | Common Collateral Transaction Reference as agreed by the two trade counterparties and communicated by the Collateral Giver | 52x CBL usage The relevant Common Collateral Transaction Reference will be added to the report in position 32 of sequence “302/303” and in position 7 of sequence “402/403”. |
Triparty Collateral Management Counterparties Summary Report – TXT
Report short name: CS, GROUP_CS
Field | Description | Usage |
Common Trans. ID | Common Collateral Transaction Reference as agreed by the two trade counterparties | 52x CBL usage The relevant Common Collateral Transaction Reference will be added to the report in position 17 of sequence “106”. |
Triparty Collateral Management Instruction Status Report – TXT
Field | Description | Usage |
Common Trans. ID | Common Collateral Transaction Reference as agreed by the two trade counterparties | 52x CBL usage The relevant Common Collateral Transaction Reference will be added to the report in position 10 of sequences “202/203”, “204/205”, “302/303”, “304/305”, “402/403”, “404/405”, “502/503” and “504/505”. |
Further information
If you are interested in further information about any of our Global Securities Financing solutions, please contact our dedicated GSF team:
Contact | Global Securities Financing services | |
Luxembourg | +352-243-36868 | |
London | +44-(0)20-7862-7142 | |
Singapore | +65-6597-1622 | |
Hong Kong | +852-2530-7411 | |
Dubai | +971-4-331-0644 | |
New York | +1-212-309-8882 | |
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1. Clearstream Banking refers collectively to Clearstream Banking S.A., registered office at 42, avenue John F. Kennedy, L-1855 Luxembourg, and registered with the Luxembourg Trade and Companies Register under number B-9248, and Clearstream Banking AG (for Clearstream Banking AG customers using Creation Accounts), registered office at 61, Mergenthalerallee, 65760 Eschborn, Germany, and registered in Register B of the Amtsgericht Frankfurt am Main, Germany, under number HRB 7500.
2. The Eurosystem Collateral Management System (ECMS) is a unified system for managing assets used as collateral in Eurosystem credit operations. Its launch is planned for November 2023.