# 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), Annex I Extent: E+W+S+N.I. Table 1 Reconciliation fields, tolerance levels and start date of the reconciliation phase Table Section Field Tolerance Start date mentioned in: Counterparty data NA Reporting counterparty No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Counterparty data NA Counterparty side No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Counterparty data NA Other counterparty No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Unique Transaction Identifier (‘UTI’) No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Type of SFT No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Cleared No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Clearing timestamp one hour Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan CCP No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Trading venue No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Master agreement type No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Execution timestamp one hour Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Value date (Start date) No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Maturity date (End date) No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Termination date No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Minimum notice period No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Earliest call-back date No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan General collateral Indicator No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Delivery By Value (‘DBV’) indicator No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Method used to provide collateral No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Open term No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Termination optionality No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Fixed rate Up to third digit after decimal Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Day count convention No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Floating rate No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Floating rate reference period — time period No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Floating rate reference period – multiplier No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Floating rate payment frequency — time period No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Floating rate payment frequency – multiplier No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Floating rate reset frequency — time period No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Floating rate reset frequency – multiplier No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Spread Up to third digit after decimal Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Margin lending currency amount No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Margin lending currency No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Adjusted rate Up to third digit after decimal Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Rate date No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Principal amount on the value date No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Principal amount on the maturity date 0,0005 % Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Principal amount currency No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Type of asset No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Security identifier No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Classification of a security No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Base product No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Sub — product No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Further sub — product No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Quantity or nominal amount No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Unit of measure No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Currency of nominal amount No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Security or commodity price No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Price currency No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Security quality No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 Transaction data Loan Maturity of the security No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 Transaction data Loan Jurisdiction of the issuer No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 Transaction data Loan LEI of the issuer No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 Transaction data Loan Security type No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 Transaction data Loan Loan value No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Market value 0,0005 % Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Fixed rebate rate Up to third digit after decimal Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Floating rebate rate Up to third digit after decimal Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Floating rebate rate reference period — time period No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Floating rebate rate reference period — multiplier No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Floating rebate rate payment frequency — time period No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Floating rebate rate payment frequency — multiplier No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Floating rebate rate reset frequency — time period No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Floating rebate rate reset frequency — multiplier No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Spread of the rebate rate Up to third digit after decimal Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Lending fee No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Exclusive arrangements No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Loan Outstanding margin loan No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Base currency of outstanding margin loan No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Short market value 0,0005 % Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral Uncollateralised Securities Lending (‘SL’) flag No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral Collateralisation of net exposure No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral Value date of the collateral No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral Type of collateral component No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral Cash collateral amount No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral Cash collateral currency No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral Identification of a security used as collateral No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral Classification of a security used as collateral No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral Base product No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Collateral Sub – product No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Collateral Further sub – product No Article 33(2)(a)(iv) of Regulation (EU) 2015/2365 + 24 months Transaction data Collateral Collateral quantity or nominal amount No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral Collateral unit of measure No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 + 24 months Transaction data Collateral Currency of collateral nominal amount No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral Price currency No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 + 24 months Transaction data Collateral Price per unit No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 + 24 months Transaction data Collateral Collateral market value 0,0005 % Article 33(2)(a)(i) of Regulation (EU) 2015/2365 + 24 months Transaction data Collateral Haircut or margin Up to third digit after decimal Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral Collateral quality No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral Maturity date of the security No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral Jurisdiction of the issuer No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral LEI of the issuer No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral Collateral type No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral Availability for collateral reuse No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Collateral Collateral basket identifier No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Transaction data Loan Level No Article 33(2)(a)(i) of Regulation (EU) 2015/2365 Table 2 Reasons for rejection of an SFT report Rejection categories Reason Schema — the SFT has been rejected because of non-compliant schema Permission — the SFT has been rejected because the report submitting entity is not permissioned to report on behalf of the reporting counterparty Logical — the SFT has been rejected because the action type for the SFT is not logically correct Business — the SFT has been rejected because the SFT is not complying with one or more content validations. Table 3 Results of the reconciliation process Reconciliation categories Reconciliation values Reporting type Single-sided/Dual-sided Reporting requirement for both counterparties Yes/No Pairing Status Paired/Unpaired Loan reconciliation status Reconciled/Not reconciled Collateral reconciliation status Reconciled/Not reconciled Further modifications Yes/No --- Source: https://www.legislation.gov.uk/eur/2019/358/annex/I (the official version) Page: https://openlegislation.uk/eu-regulation-2019-358/annex-I Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.