Global Securities Financing: Automated Securities Lending: Changes to SLBC and SFCR reports

20.06.2017

On

Monday 5 June 2017

Clearstream Banking1 updated the Automated Securities Lending reports in advance of the launch of the new “ASL principal” product.

The following reports are impacted:

  • Securities Lending and Borrowing Commissions report (SLBC);
  • Securities Financing Collateral Report (SFCR).

Securities Lending and Borrowing Commissions report (SLBC)

PDF version

In the PDF version, a new “ASLprincipal” row is displayed under each sub-section of the ‘Securities Lending & Borrowing Summary’ section.

XML version

  • A new value “ASLprincipal” is now available for the Attribute ‘loanTyp’ in the Tags ‘SecLendCommissDetl’ and ‘TotSecLendCommissDetl’

 Examples:

<SecLendCommissDetl loanTyp="ASLprincipal" lenBorrInd="SL" streetChgd="N">


<TotSecLendCommissDetl lenBorrInd="SB" loanStatus="OPEN" loanTyp="ASLprincipal">

Securities Financing Collateral Report (SFCR):

XLS version

In the XLS version, a new “ASLprincipal” row is displayed in the “Sub-Totals” tab.

XML version

In the XML version, the following sections are impacted:

Lending Product section:

  • A new value “ASLprincipal” is now available for the Attribute ‘loanProductTyp’ in the Tag ‘LoanProduct.section’.

Principal Details sub-section

  • A new value “ASLprincipal-bnd” is now available for the Attribute ‘loanTypRep’ under the Tag ‘LoanPrncDetl’ (Sequence 2.2.1.1).
  • A new value “ASLprincipal-equ” is now available for the Attribute ‘loanTypRep’ under the Tag ‘LoanPrncDetl’ (Sequence 2.2.1.1).

Collateral Details sub-section

  • A new value “ASLprincipal-bnd” is now available for the Attribute ‘loanTypRep’ under the Tag ‘LoanCollDetl’ (Sequence 2.2.2.1).
  • A new value “ASLprincipal-equ” is now available for the Attribute ‘loanTypRep’ under the Tag ‘LoanCollDetl’ (Sequence 2.2.2.1).

Examples:

<LoanProduct.section loanProductTyp="ASLprincipal">

<LoanPrncDetl loanTypRep="ASLprincipal-bnd" instrTyp="BOND" isoCurrCd="EUR">

<LoanPrncDetl loanTypRep="ASLprincipal-equ" instrTyp="BOND" isoCurrCd="EUR">

<LoanCollDetl loanTypRep="ASLprincipal-bnd" instrTyp="BOND" isoCurrCd="GBP">

<LoanCollDetl loanTypRep="ASLprincipal-equ" instrTyp="BOND" isoCurrCd="GBP">

Customers who automatically upload these reports into their system should take the appropriate action in order to recognise these changes.

All relevant reporting documentation will be updated in due course.

Further information

If you are interested in further information about any of our Global Securities Financing solutions, please contact our dedicated GSF team:

ContactGlobal Securities Financing services


gsf@clearstream.com
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 Frankfurt (CBF) customers using CreationOnline), registered office at 61, Mergenthalerallee, 65760 Eschborn, Germany and registered in Register B of the Amtsgericht Frankfurt am Main, Germany under number HRB 7500.