{
  "url": "https://openlegislation.uk/eu-regulation-2019-358/annex-I",
  "json_url": "https://openlegislation.uk/eu-regulation-2019-358/annex-I.json",
  "legislation": "eur/2019/358",
  "legislation_title": "Commission Delegated Regulation (EU) 2019/358 of 13 December 2018 supplementing Regulation (EU) 2015/2365 of the European Parliament and of the Council with regard to regulatory technical standards on the collection, verification, aggregation, comparison and publication of data on securities financing transactions (SFTs) by trade repositories (Text with EEA relevance)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2019-358",
  "path": "annex/I",
  "kind": "annex",
  "number": "I",
  "heading": null,
  "text": "Table 1\nReconciliation fields, tolerance levels and start date of the reconciliation phase\nTable\nSection\nField\nTolerance\nStart date mentioned in:\nCounterparty data\nNA\nReporting counterparty\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nCounterparty data\nNA\nCounterparty side\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nCounterparty data\nNA\nOther counterparty\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nUnique Transaction Identifier (‘UTI’)\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nType of SFT\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nCleared\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nClearing timestamp\none hour\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nCCP\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nTrading venue\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nMaster agreement type\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nExecution timestamp\none hour\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nValue date (Start date)\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nMaturity date (End date)\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nTermination date\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nMinimum notice period\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nEarliest call-back date\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nGeneral collateral Indicator\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nDelivery By Value (‘DBV’) indicator\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nMethod used to provide collateral\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nOpen term\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nTermination optionality\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nFixed rate\nUp to third digit after decimal\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nDay count convention\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nFloating rate\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nFloating rate reference period — time period\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nFloating rate reference period – multiplier\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nFloating rate payment frequency — time period\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nFloating rate payment frequency – multiplier\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nFloating rate reset frequency — time period\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nFloating rate reset frequency – multiplier\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nSpread\nUp to third digit after decimal\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nMargin lending currency amount\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nMargin lending currency\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nAdjusted rate\nUp to third digit after decimal\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nRate date\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nPrincipal amount on the value date\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nPrincipal amount on the maturity date\n0,0005 %\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nPrincipal amount currency\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nType of asset\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nSecurity identifier\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nClassification of a security\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nBase product\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nSub — product\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nFurther sub — product\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nQuantity or nominal amount\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nUnit of measure\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nCurrency of nominal amount\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nSecurity or commodity price\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nPrice currency\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nSecurity quality\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nMaturity of the security\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nJurisdiction of the issuer\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nLEI of the issuer\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nSecurity type\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nLoan value\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nMarket value\n0,0005 %\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nFixed rebate rate\nUp to third digit after decimal\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nFloating rebate rate\nUp to third digit after decimal\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nFloating rebate rate reference period — time period\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nFloating rebate rate reference period — multiplier\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nFloating rebate rate payment frequency — time period\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nFloating rebate rate payment frequency — multiplier\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nFloating rebate rate reset frequency — time period\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nFloating rebate rate reset frequency — multiplier\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nSpread of the rebate rate\nUp to third digit after decimal\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nLending fee\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nExclusive arrangements\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nLoan\nOutstanding margin loan\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nBase currency of outstanding margin loan\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nShort market value\n0,0005 %\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nUncollateralised Securities Lending (‘SL’) flag\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nCollateralisation of net exposure\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nValue date of the collateral\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nType of collateral component\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nCash collateral amount\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nCash collateral currency\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nIdentification of a security used as collateral\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nClassification of a security used as collateral\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nBase product\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nCollateral\nSub – product\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nCollateral\nFurther sub – product\nNo\nArticle 33(2)(a)(iv) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nCollateral\nCollateral quantity or nominal amount\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nCollateral unit of measure\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nCollateral\nCurrency of collateral nominal amount\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nPrice currency\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nCollateral\nPrice per unit\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nCollateral\nCollateral market value\n0,0005 %\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\n+ 24 months\nTransaction data\nCollateral\nHaircut or margin\nUp to third digit after decimal\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nCollateral quality\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nMaturity date of the security\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nJurisdiction of the issuer\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nLEI of the issuer\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nCollateral type\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nAvailability for collateral reuse\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nCollateral\nCollateral basket identifier\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTransaction data\nLoan\nLevel\nNo\nArticle 33(2)(a)(i) of Regulation (EU) 2015/2365\nTable 2\nReasons for rejection of an SFT report\nRejection categories\nReason\nSchema\n—\nthe SFT has been rejected because of non-compliant schema\nPermission\n—\nthe SFT has been rejected because the report submitting entity is not permissioned to report on behalf of the reporting counterparty\nLogical\n—\nthe SFT has been rejected because the action type for the SFT is not logically correct\nBusiness\n—\nthe SFT has been rejected because the SFT is not complying with one or more content validations.\nTable 3\nResults of the reconciliation process\nReconciliation categories\nReconciliation values\nReporting type\nSingle-sided/Dual-sided\nReporting requirement for both counterparties\nYes/No\nPairing Status\nPaired/Unpaired\nLoan reconciliation status\nReconciled/Not reconciled\nCollateral reconciliation status\nReconciled/Not reconciled\nFurther modifications\nYes/No",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2019/358/annex/I",
    "retrieved_at": "2026-11-01T14:43:32.501183+00:00"
  },
  "licence": "Open Government Licence v3.0",
  "licence_url": "https://www.nationalarchives.gov.uk/doc/open-government-licence/version/3/",
  "attribution": "Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives."
}