ASLplus: Changes to SLBC and SFCR reports

Effective

Monday 18 March 2019

as part of our continuous effort to provide market leading securities lending services, Clearstream Banking¹ will update the existing ASLplus reports in order to handle term trades.

The following reports are impacted:

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

Important note: The changes in the SLBC and SFCR reports are only applicable for term trades and evergreen trades. There is no change for open-ended trades.

Securities Lending and Borrowing Commissions report (SLBC)

PDF version

In the PDF version, new loan types will be possible

• Term - (bnd - equ - fnd)
• Evergreen  - (bnd - equ - fnd)

The closing date will display the current closing date for term trades and evergreen trades.

XML and Excel version

In the XML and Excel version, new loan types will be possible

• TERM
• EVERGREEN

The closing date will display the current closing date for term trades and evergreen trades.

Securities Financing Collateral Report (SFCR)

XML and Excel version

In the XML and Excel version, new loan types will be possible

• TERM-(bnd - equ)
• EVERGREEN-(bnd - equ)

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

For further information about the products and services, customers may contact Clearstream Banking Client Services or their Relationship Officer.

For further information about any of the Global Securities Financing solutions, please contact the dedicated GSF team:

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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.