Transaction management rules - Greece - BOGS

24.06.2019

Market claims


Market claims

Processing of market claims on the market

Applicable

Eligible corporate action events  

Interest payments

Detection period

20 T2S opening days after the record date

Eligible transactions

All as of status matched

Detection key dates

Securities in nominal:

Record date

Intended settlement date

Effective settlement date

Securities in units: n/a

Opt-out/Ex/Cum indicator

Opt-Out indicator is applicable
Cum/Ex-flag option is not applicable

Characteristics of market claims instructions

Transaction code “CLAI”

Status unmatched  

Same trade date as per underlying instruction

Settlement date is the payment date of the underlying event

Partial settlement indicator as per underlying instruction (always NPAR for claims in cash)

Tax status of claims

Interest: Market claims are processed on a gross basis without tax adjustment.

Non T2S-eligible proceeds

Market claims are not generated for:

Cash distributions in a currency other than EUR 

Securities distributions in non-T2S eligible securities

Processing of market claims by Clearstream

Applicable

Scenarios for market claim detection for securities in nominal

TD before 
Ex-date

ISD before or on RD

ASD before or on RD

Opt-out indicator

Ex/Cum indicator

Market claim to be created

(T2S rules)

Direction

Issuer CSD
compliance

Y/N

Y

N

Blank

n/a

Y

From Seller to Buyer

Ya

a. Market claims are only triggered when intended settlement date is before RD, while RD = PD-1, hence most likely N/A.

No market claim detection for transactions in which opt-out is present

TD before

Ex-datea

ISD before or on RD

ASD before or on RD

Opt-out indicator

Ex/Cum indicator

Market claim

to be created

(T2S rules)

Direction

n/a

n/a

n/a

Opt-out

n/a

No

n/a

a. N means TD => Ex-Date but TD <= RD. 

Transformations


Transformations

Comments

Processing of transformations on the market

Applicable


Eligible corporate action events 

All income and non-income mandatory reorganisation events in cash and securities (except CHOS events)

Voluntary reorganisations are subject to buyer protection

Detection period

20 T2S opening days after the record date


Eligible transactions

All as of status matched, but still pending


Detection key dates

Record date, for mandatory reorganisations without options

Market deadline, for mandatory reorganisations with options


Opt-out indicator

Supported as additional matching field


Characteristics of re-instructions due to transformations

Transaction condition “TRAN”

Status unmatched 

Same trade date as underlying instruction

Settlement date being the latest date between the payment date of the underlying event and the intended settlement date of the underlying instruction

Partial settlement indicator as per underlying instruction (always NPAR for claims in cash)


Non T2S proceeds

Transformations are not generated for:

Cash proceeds in a currency other than EUR;

Securities proceeds in non-T2S eligible securities.


Processing of transformations by Clearstream

Applicable


Scenarios for transformations

Reorganisation event type

Cancellation instruction to be created

Opt-out Indicator

Transformed instruction to be created

MAND

Y

Blank

Y

MAND

Y

Opt-out

N

CHOS

N

Blank

N

CHOS

N

Opt-out

N

VOLU

N

Blank

N

VOLU

N

Opt-out

N

Buyer protection

No Buyer Protection (BP) key dates are reported as not provided by the market.