Annex I

United Kingdom

Table 1

General information on settlement fails to be reported by CSDs to the competent authorities and relevant authorities on a monthly basis

No.	Details to be reported	Format
1.	Country code for the jurisdiction in which the CSD is established	ISO 3166 2 character country code
2.	Securities settlement system operated by the CSD	Free text
3.	Reporting timestamp (CSD to competent authority/relevant authority)	ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ
4.	Reporting period: beginning and end dates of the period covered by the report	ISO 8601 date in the format YYYY-MM-DD-YYYY-MM-DD
5.	CSD Legal Entity Identifier	ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code
6.	Corporate name of the CSD	Free text
7.	Name of the person responsible for the report sent by the CSD	Free text
8.	Function of the person responsible for the report sent by the CSD	Free text
9.	Phone number of the person responsible for the report sent by the CSD	Only numeric characters may be used. The phone number must be provided with the country code and the local area code. No special characters may be used.
10.	Email address of the person responsible for the report sent by the CSD	Email addresses must be supplied using the standard email address convention.
11.	Number of settlement instructions during the period covered by the report	Up to 20 numerical characters reported as whole numbers without decimals.
12.	Number of settlement fails during the period covered by the report (covering both settlement fails for lack of securities and lack of cash)	Up to 20 numerical characters reported as whole numbers without decimals.
13.	Rate of settlement fails based on volume (number of settlement fails/number of settlement instructions during the period covered by the report) (covering both settlement fails for lack of securities and lack of cash)	Percentage value up to 2 decimal places.
14.	Rate of settlement fails based on value (EUR) (value of settlement fails/value of settlement instructions during the period covered by the report) (covering both settlement fails for lack of securities and lack of cash)	Percentage value up to 2 decimal places.
15.	Value of settlement instructions (EUR) during the period covered by the report	Up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character
16.	Value of settlement fails (EUR) during the period covered by the report (covering both settlement fails for lack of securities and lack of cash)	Up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character
17.	Top 10 participants with the highest rates of settlement fails during the period covered by the report (based on number of settlement instructions)	For each participant identified by LEI
		Participant LEI	ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code
		Total number of settlement instruction s per participant	Up to 20 numerical characters reported as whole numbers without decimals.
		Number of settlement fails per participant	Up to 20 numerical characters reported as whole numbers without decimals.
		Percentage of settlement fails	Percentage value up to 2 decimal places
		Total value (EUR) of settlement instructions per participant	Up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character
		Value (EUR) of settlement fails per participant	Up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character
		Rate of settlement fails	Percentage value up to 2 decimal places.
18.	Top 10 participants with the highest rates of settlement fails during the period covered by the report (based on value (EUR) of settlement instructions)	For each participant identified by LEI:
		Participant LEI	ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code
		Total value (EUR) of settlement instructions per participant	Up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character
		Value (EUR) of settlement fails per participant	Up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character
		Percentage of settlement fails	Percentage value up to 2 decimal places
		Total number of settlement instructions per participant	Up to 20 numerical characters reported as whole numbers without decimals.
		Number of settlement fails per participant	Up to 20 numerical characters reported as whole numbers without decimals.
		Rate of settlement fails	Percentage value up to 2 decimal places.
19.	Number of settlement instructions per currency in which the settlement instructions are denominated during the period covered by the report	For each ISO 4217 3 character Currency Code the volume will be expressed using up to 20 numerical characters reported as whole numbers without decimals.
20.	Number of settlement fails per currency in which the settlement instructions are denominated during the period covered by the report	For each ISO 4217 3 character Currency Code the volume will be expressed using up to 20 numerical characters reported as whole numbers without decimals.
21.	Rate of settlement fails per currency in which the settlement instructions are denominated, based on volume (number of settlement fails/number of settlement instructions per currency, during the period covered by the report)	For each ISO 4217 3 character Currency Code the rate shall be expressed as a percentage value up to 2 decimal places.
22.	Value of settlement instructions per currency in which the settlement instructions are denominated during the period covered by the report	For each ISO 4217 3 character Currency Code the value shall be expressed using up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character
23.	Value of settlement fails per currency in which the settlement instructions are denominated during the period covered by the report	For each ISO 4217 3 character Currency Code the value shall be expressed using up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character
24.	Rate of settlement fails per currency in which the settlement instructions are denominated, based on value (value of settlement fails/value of settlement instructions per currency, during the period covered by the report)	For each ISO 4217 3 character Currency Code the rate shall be expressed as a percentage value up to 2 decimal places.
25.	Number of settlement instructions for each type of financial instruments during the period covered by the report	For each type of financial instruments: Up to 20 numerical characters reported as whole numbers without decimals.
26.	Number of settlement fails (covering both settlement fails for lack of securities and lack of cash) for each type of financial instruments during the period covered by the report	For each type of financial instruments: Up to 20 numerical characters reported as whole numbers without decimals.
27.	Rate of settlement fails for each type of financial instruments, based on volume (number of settlement fails/number of settlement instructions per each type of financial instruments, during the period covered by the report)	For each type of financial instruments the rate shall be expressed as a percentage value up to 2 decimal places.
28.	Value (EUR) of settlement instructions for each type of financial instruments	For each type of financial instruments the value shall be expressed using up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character.
29.	Value (EUR) of settlement fails (covering both settlement fails for lack of securities and lack of cash) for each type of financial instruments	For each type of financial instruments the value shall be expressed using up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character.
30.	Rate of settlement fails for each type of financial instrument, based on value (value of settlement fails/value of settlement instructions for each type of financial instrument, during the period covered by the report)	For each type of financial instruments the rate shall be expressed as a percentage value up to 2 decimal places.
31.	Number of settlement instructions for each type of transactions during the period covered by the report	For each type of transactions the volume shall be expressed using up to 20 numerical characters reported as whole numbers without decimals.
32.	Number of settlement fails (covering both settlement fails for lack of securities and lack of cash) for each type of transactions during the period covered by the report	For each type of transactions the volume shall be expressed using up to 20 numerical characters reported as whole numbers without decimals.
33.	Rate of settlement fails for each type of transactions, based on volume (number of settlement fails/number of settlement instructions per each type of transactions, during the period covered by the report)	For each type of transactions the rate shall be expressed as a percentage value up to 2 decimal places.
34.	Value (EUR) of settlement instructions for each type of transactions	For each type of transactions the value shall be expressed using up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character.
35.	Value (EUR) of settlement fails (covering both settlement fails for lack of securities and lack of cash) for each type of transactions	For each type of transactions the value shall be expressed using up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character.
36.	Rate of settlement fails for each type of transactions, based on value (value of settlement fails/value of settlement instructions for each type of transactions, during the period covered by the report)	For each type of transactions the rate shall be expressed as a percentage value up to 2 decimal places.
37.	Top 20 ISINs that are the object of settlement fails, based on the volume of settlement fails;	ISIN code
38.	Top 20 ISINs that are the object of settlement fails based on the value (EUR) of settlement fails.	ISIN Code
39.	Total number of penalties referred to in Article 7(2) of Regulation (EU) No 909/2014, imposed by the CSD	Up to 20 numerical characters reported as whole numbers without decimals.
40.	Total value (EUR) of penalties referred to in Article 7(2) of Regulation (EU) No 909/2014, imposed by the CSD	Up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character.
41.	Average duration of settlement fails as number of days (difference between actual settlement date and intended settlement date, weighted for the value of the settlement fail)	Number of days reported as a number with one decimal.
42.	Main reasons for settlement fails	Free text
43.	Measures to improve settlement efficiency	Free text

Table 2

Daily data on settlement fails to be reported by CSDs to the competent authorities and relevant authorities on a monthly basis

Date (for each reporting day in the month)
Covers DVP and RVP settlement instructions.
Covers DWP and RWP settlement instructions.
Covers DPFOD and CPFOD settlement instructions.
Covers DFP and RFP settlement instructions.
Type of financial instruments	Type of transaction	Internal vs Cross-system	Type of instruction	Failure to deliver securities						Failure to deliver cash
				Settlement fails		Total Instructions		Rate of fails		Settlement fails		Total Instructions		Rate of fails
				Volume	Value (EUR)	Volume	Value (EUR)	Volume	Value (EUR)	Volume	Value (EUR)	Volume	Value (EUR)	Volume	Value (EUR)
Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU	Purchase or sale of financial instruments	Intra-CSD	DVP^f1
			DWP^f2
			PFOD^f3
			FoP^f4
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Collateral management operations	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Securities lending and securities borrowing	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Repurchase transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Other transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU	Purchase or sale of financial instruments	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Collateral management operations	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Securities lending and securities borrowing	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Repurchase transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Other transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
Transferable securities referred to in point (b) of Article 4(1)(44) of Directive 2014/65/EU other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU	Purchase or sale of financial instruments	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Collateral management operations	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Securities lending and securities borrowing	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Repurchase transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Other transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU	Purchase or sale of financial instruments	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Collateral management operations	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Securities lending and securities borrowing	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Repurchase transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Other transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU	Purchase or sale of financial instruments	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Collateral management operations	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Securities lending and securities borrowing	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Repurchase transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Other transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
Units in collective investment undertakings, other than ETFs	Purchase or sale of financial instruments	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Collateral management operations	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Securities lending and securities borrowing	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Repurchase transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Other transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
Money market instruments other than Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU	Purchase or sale of financial instruments	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Collateral management operations	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Securities lending and securities borrowing	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Repurchase transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Other transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
Emission allowances	Purchase or sale of financial instruments	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Collateral management operations	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Securities lending and securities borrowing	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Repurchase transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Other transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
Other financial instruments	Purchase or sale of financial instruments	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Collateral management operations	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Securities lending and securities borrowing	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Repurchase transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP
	Other transactions	Intra-CSD	DVP
			DWP
			PFOD
			FoP
		Cross-CSD	DVP
			DWP
			PFOD
			FoP

Annotations

Footnotes

f1: Covers DVP and RVP settlement instructions.
f2: Covers DWP and RWP settlement instructions.
f3: Covers DPFOD and CPFOD settlement instructions.
f4: Covers DFP and RFP settlement instructions.