12 CFR Appendix B to Part 371
File Structure for Qualified Financial Contract Records for Full Scope Entities
November 10, 2020
Pursuant to §371.4(b), the records entity is required to provide the information required by this appendix B for itself and each of its reportable subsidiaries in a manner that can be disaggregated by legal entity. Accordingly, the reference to “records entity” in the tables of appendix B should be read as referring to each of the separate legal entities (i.e., the records entity and each reportable subsidiary).
Table A-1—Position-Level Data
Open Table
| Field | Example | Instructions and data application |
Definition | Validation | |
|---|---|---|---|---|---|
| A1.1 | As of date | 2015-01-05 | Provide data extraction date | YYYY-MM-DD. | |
| A1.2 | Records entity identifier | 999999999 | Provide LEI for records entity. Information needed to review position-level data by records entity | Varchar(50) | Validated against CO.2. |
| A1.3 | Position identifier | 20058953 | Provide a position identifier. Should be used consistently across all records entities. Use the unique transaction identifier if available. Information needed to readily track and distinguish positions | Varchar(100). | |
| A1.4 | Counterparty identifier | 888888888 | Provide a counterparty identifier. Use LEI if counterparty has one. Should be used consistently by all records entities. Information needed to identify counterparty by reference to Counterparty Master Table | Varchar(50) | Validated against CP.2. |
| A1.5 | Internal booking location identifier | New York, New York | Provide office where the position is booked. Information needed to determine system on which the trade is booked and settled | Varchar(50) | Combination A1.2 + A1.5 + A1.6 should have a corresponding unique combination BL.2 + BL.3 + BL.4 entry in Booking Location Master Table. |
| A1.6 | Unique booking unit or desk identifier | xxxxxx | Provide an identifier for unit or desk at which the position is booked. Information needed to help determine purpose of position | Varchar(50) | Combination A1.2 + A1.5 + A1.6 should have a corresponding unique combination BL.2 + BL.3 + BL.4 entry in Booking Location Master Table. |
| A1.7 | Type of QFC | Credit, equity, foreign exchange, interest rate (including cross-currency), other commodity, securities repurchase agreement, securities lending, loan repurchase agreement, guarantee or other third party credit enhancement of a QFC | Provide type of QFC. Use unique product identifier if available. Information needed to determine the nature of the QFC | Varchar(100). | |
| A1.7.1 | Type of QFC covered by guarantee or other third party credit enhancement | Credit, equity, foreign exchange, interest rate (including cross-currency), other commodity, securities repurchase agreement, securities lending, or loan repurchase agreement | If QFC type is guarantee or other third party credit enhancement, provide type of QFC that is covered by such guarantee or other third party credit enhancement. Use unique product identifier if available. If multiple asset classes are covered by the guarantee or credit enhancement, enter the asset classes separated by comma. If all the QFCs of the underlying QFC obligor identifier are covered by the guarantee or other third party credit enhancement, enter “All.” | Varchar(500) | Only required if QFC type (A1.7) is a guarantee or other third party credit enhancement. |
| A1.7.2 | Underlying QFC obligor identifier | 888888888 | If QFC type is guarantee or other third party credit enhancement, provide an identifier for the QFC obligor whose obligation is covered by the guarantee or other third party credit enhancement. Use LEI if underlying QFC obligor has one. Complete the counterparty master table with respect to a QFC obligor that is a non-affiliate | Varchar(50) | Only required if QFC asset type (A1.7) is a guarantee or other third party credit enhancement. Validated against CO.2 if affiliate or CP.2 if non-affiliate. |
| A1.8 | Agreement identifier | xxxxxxxxx | Provide an identifier for the primary governing documentation, e.g., the master agreement or guarantee agreement, as applicable | Varchar(50) | Validated against A3.3. |
| A1.9 | Netting agreement identifier | xxxxxxxxx | Provide an identifier for netting agreement. If this agreement is the same as provided in A1.8, use same identifier. Information needed to identify unique netting sets | Varchar(50) | Validated against A3.3. |
| A1.10 | Netting agreement counterparty identifier | xxxxxxxxx | Provide a netting agreement counterparty identifier. Use same identifier as provided in A1.4 if counterparty and netting agreement counterparty are the same. Use LEI if netting agreement counterparty has one. Information needed to identify unique netting sets | Varchar(50) | Validated against CP.2. |
| A1.11 | Trade date | 2014-12-20 | Provide trade or other commitment date for the QFC. Information needed to determine when the entity's rights and obligations regarding the position originated | YYYY-MM-DD. | |
| A1.12 | Termination date | 2014-03-31 | Provide date the QFC terminates or is expected to terminate, expire, mature, or when final performance is required. Information needed to determine when the entity's rights and obligations regarding the position are expected to end | YYYY-MM-DD. | |
| A1.13 | Next call, put, or cancellation date | 2015-01-25 | Provide next call, put, or cancellation date | YYYY-MM-DD. | |
| A1.14 | Next payment date | 2015-01-25 | Provide next payment date | YYYY-MM-DD. | |
| A1.15 | Local Currency Of Position | USD | Provide currency in which QFC is denominated. Use ISO currency code | Char(3). | |
| A1.16 | Current market value of the position in local currency | 995000 | Provide current market value of the position in local currency. In the case of a guarantee or other third party credit enhancements, provide the current mark-to-market expected value of the exposure. Information needed to determine the current size of the obligation or benefit associated with the QFC | Num (25,5). | |
| A1.17 | Current market value of the position in U.S. dollars | 995000 | In the case of a guarantee or other third party credit enhancements, provide the current mark-to-market expected value of the exposure. Information needed to determine the current size of the obligation/benefit associated with the QFC | Num (25,5). | |
| A1.18 | Asset Classification | 1 | Provide fair value asset classification under GAAP, IFRS, or other accounting principles or standards used by records entity. Provide “1” for Level 1, “2” for Level 2, or “3” for Level 3. Information needed to assess fair value of the position | Char(1). | |
| A1.19 | Notional or principal amount of the position in local currency | 1000000 | Provide the notional or principal amount, as applicable, in local currency. In the case of a guarantee or other third party credit enhancement, provide the maximum possible exposure. Information needed to help evaluate the position | Num (25,5). | |
| A1.20 | Notional or principal amount of the position In U.S. dollars | 1000000 | Provide the notional or principal amount, as applicable, in U.S. dollars. In the case of a guarantee or other third party credit enhancements, provide the maximum possible exposure. Information needed to help evaluate the position | Num (25,5). | |
| A1.21 | Covered by third-party credit enhancement agreement (for the benefit of the records entity)? | Y/N | Indicate whether QFC is covered by a guarantee or other third-party credit enhancement. Information needed to determine credit enhancement | Char(1). | Should be “Y” or “N“. |
| A1.21.1 | Third-party credit enhancement provider identifier (for the benefit of the records entity) | 999999999 | If QFC is covered by a guarantee or other third-party credit enhancement, provide an identifier for provider. Use LEI if available. Complete the counterparty master table with respect to a provider that is a non-affiliate | Varchar(50) | Required if A1.21 is “Y”. Validated against CP.2. |
| A1.21.2 | Third-party credit enhancement agreement identifier (for the benefit of the records entity) | 4444444 | If QFC is covered by a guarantee or other third-party credit enhancement, provide an identifier for the agreement | Varchar(50) | Required if A1.21 is “Y.” Validated against A3.3. |
| A1.21.3 | Covered by third-party credit enhancement agreement (for the benefit of the counterparty)? | Y/N | Indicate whether QFC is covered by a guarantee or other third-party credit enhancement. Information needed to determine credit enhancement | Char(1) | Should be “Y” or “N“. |
| A1.21.4 | Third-party credit enhancement provider identifier (for the benefit of the counterparty) | 999999999 | If QFC is covered by a guarantee or other third-party credit enhancement, provide an identifier for provider. Use LEI if available. Complete the counterparty master table with respect to a provider that is a non-affiliate | Varchar(50) | Required if A1.21.3 is “Y”. Validated against CO.2 or CP.2. |
| A1.21.5 | Third-party credit enhancement agreement identifier (for the benefit of the counterparty) | 4444444 | If QFC is covered by a guarantee or other third-party credit enhancement, provide an identifier for agreement | Varchar(50) | Required if A1.21.3 is “Y”. Validated against A3.3. |
| A1.22 | Related position of records entity | 3333333 | Use this field to link any related positions of the records entity. All positions that are related to one another should have same designation in this field | Varchar(100). | |
| A1.23 | Reference number for any related loan | 9999999 | Provide a unique reference number for any loan held by the records entity or a member of its corporate group related to the position (with multiple entries delimited by commas) | Varchar(500). | |
| A1.24 | Identifier of the lender of the related loan | 999999999 | For any loan recorded in A1.23, provide identifier for records entity or member of its corporate group that holds any related loan. Use LEI if entity has one | Varchar(500). |
Table A-2—Counterparty Netting Set Data
Open Table
| Field | Example | Instructions and data application |
Def | Validation | |
|---|---|---|---|---|---|
| A2.1 | As of date | 2015-01-05 | Data extraction date | YYYY-MM-DD | |
| A2.2 | Records entity identifier | 999999999 | Provide the LEI for the records entity | Varchar(50) | Validated against CO.2. |
| A2.3 | Netting agreement counterparty identifier | 888888888 | Provide an identifier for the netting agreement counterparty. Use LEI if counterparty has one | Varchar(50) | Validated against CP.2. |
| A2.4 | Netting agreement identifier | xxxxxxxxx | Provide an identifier for the netting agreement | Varchar(50) | Validated against A3.3. |
| A2.4.1 | Underlying QFC obligor identifier | 888888888 | Provide identifier for underlying QFC obligor if netting agreement is associated with a guarantee or other third party credit enhancement. Use LEI if available | Varchar(50) | Validated against CO.2 or CP.2. |
| A2.5 | Covered by third-party credit enhancement agreement (for the benefit of the records entity)? | Y/N | Indicate whether the positions subject to the netting set agreement are covered by a third-party credit enhancement agreement | Char(1) | Should be “Y” or “N”. |
| A2.5.1 | Third-party credit enhancement provider identifier (for the benefit of the records entity) | 999999999 | Use LEI if available. Information needed to identity third-party credit enhancement provider | Varchar(50) | Required if A2.5 is “Y”. Validated against CP.2. |
| A2.5.2 | Third-party credit enhancement agreement identifier (for the benefit of the records entity) | 4444444 | Varchar(50) | Required if A2.5 is “Y”. Validated against A3.3. | |
| A2.5.3 | Covered by third-party credit enhancement agreement (for the benefit of the counterparty)? | Y/N | Information needed to determine credit enhancement | Char(1) | Should be “Y” or “N”. |
| A2.5.4 | Third-party credit enhancement provider identifier (for the benefit of the counterparty) | 999999999 | Use LEI if available. Information needed to identity third-party credit enhancement provider | Varchar(50) | Required if A2.5.3 is “Y”. Should be a valid entry in the Counterparty Master Table. Validated against CP.2. |
| A2.5.5 | Third-party credit enhancement agreement identifier (for the benefit of the counterparty) | 4444444 | Information used to determine guarantee or other third-party credit enhancement | Varchar(50) | Required if A2.5.3 is “Y”. Validated against A3.3. |
| A2.6 | Aggregate current market value in U.S. dollars of all positions under this netting agreement | -1000000 | Information needed to help evaluate the positions subject to the netting agreement | Num (25,5) | Market value of all positions in A1 for the given netting agreement identifier should be equal to this value. A2.6 = A2.7 + A2.8. |
| A2.7 | Current market value in U.S. dollars of all positive positions, as aggregated under this netting agreement | 3000000 | Information needed to help evaluate the positions subject to the netting agreement | Num (25,5) | Market value of all positive positions in A1 for the given netting agreement identifier should be equal to this value. A2.6 = A2.7 + A2.8. |
| A2.8 | Current market value in U.S. dollars of all negative positions, as aggregated under this netting agreement | -4000000 | Information needed to help evaluate the positions subject to the netting agreement | Num (25,5) | Market value of all negative positions in A1 for the given Netting Agreement Identifier should be equal to this value. A2.6 = A2.7 + A2.8. |
| A2.9 | Current market value in U.S. dollars of all collateral posted by records entity, as aggregated under this netting agreement | 950000 | Information needed to determine the extent to which collateral has been provided by records entity | Num (25,5) | Market value of all collateral posted by records entity for the given netting agreement Identifier should be equal to sum of all A4.9 for the same netting agreement identifier in A4. |
| A2.10 | Current market value in U.S. dollars of all collateral posted by counterparty, as aggregated under this netting agreement | 50000 | Information needed to determine the extent to which collateral has been provided by counterparty | Num (25,5) | Market value of all collateral posted by counterparty for the given netting agreement identifier should be equal to sum of all A4.9 for the same netting agreement identifier in A4. |
| A2.11 | Current market value in U.S. dollars of all collateral posted by records entity that is subject to re-hypothecation, as aggregated under this netting agreement | 950,000 | Information needed to determine the extent to which collateral has been provided by records entity | Num (25,5). | |
| A2.12 | Current market value in U.S. dollars of all collateral posted by counterparty that is subject to re-hypothecation, as aggregated under this netting agreement | 950,000 | Information needed to determine the extent to which collateral has been provided by records entity | Num (25,5). | |
| A2.13 | Records entity collateral—net | 950,000 | Provide records entity's collateral excess or deficiency with respect to all of its positions, as determined under each applicable agreement, including thresholds and haircuts where applicable | Num (25,5) | Should be less than or equal to A2.9. |
| A2.14 | Counterparty collateral—net | 950,000 | Provide counterparty's collateral excess or deficiency with respect to all of its positions, as determined under each applicable agreement, including thresholds and haircuts where applicable | Num (25,5) | Should be less than or equal to A2.10. |
| A2.15 | Next margin payment date | 2015-11-05 | Provide next margin payment date for position | YYYY-MM-DD. | |
| A2.16 | Next margin payment amount in U.S. dollars | 150,000 | Use positive value if records entity is due a payment and use negative value if records entity has to make the payment | Num (25,5). | |
| A2.17 | Safekeeping agent identifier for records entity | 888888888 | Provide an identifier for the records entity's safekeeping agent, if any. Use LEI if safekeeping agent has one | Varchar(50) | Validated against SA.2. |
| A2.18 | Safekeeping agent identifier for counterparty | 888888888 | Provide an identifier for the counterparty's safekeeping agent, if any. Use LEI if safekeeping agent has one | Varchar(50) | Validated against SA.2. |
Table A-3—Legal Agreements
Open Table
| Field | Example | Instructions and data application |
Def | Validation | |
|---|---|---|---|---|---|
| A3.1 | As of Date | 2015-01-05 | Data extraction date | YYYY-MM-DD. | |
| A3.2 | Records entity identifier | 999999999 | Provide LEI for records entity | Varchar(50) | Validated against CO.2. |
| A3.3 | Agreement identifier | xxxxxx | Provide identifier for each master agreement, governing document, netting agreement or third-party credit enhancement agreement | Varchar(50). | |
| A3.4 | Name of agreement or governing document | ISDA Master 1992 or Guarantee Agreement or Master Netting Agreement | Provide name of agreement or governing document | Varchar(50). | |
| A3.5 | Agreement date | 2010-01-25 | Provide the date of the agreement | YYYY-MM-DD. | |
| A3.6 | Agreement counterparty identifier | 888888888 | Use LEI if counterparty has one. Information needed to identify counterparty | Varchar(50) | Validated against field CP.2. |
| A3.6.1 | Underlying QFC obligor identifier | 888888888 | Provide underlying QFC obligor identifier if document identifier is associated with a guarantee or other third party credit enhancement. Use LEI if underlying QFC obligor has one | Varchar(50) | Validated against CO.2 or CP.2. |
| A3.7 | Agreement governing law | New York | Provide law governing contract disputes | Varchar(50). | |
| A3.8 | Cross-default provision? | Y/N | Specify whether agreement includes default or other termination event provisions that reference an entity not a party to the agreement (“cross-default Entity”). Information needed to determine exposure to affiliates or other entities | Char(1) | Should be “Y” or “N”. |
| A3.9 | Identity of cross-default entities | 777777777 | Provide identity of any cross-default entities referenced in A3.8. Use LEI if entity has one. Information needed to determine exposure to other entities | Varchar(500) | Required if A3.8 is “Y”. ID should be a valid entry in Corporate Org Master Table or Counterparty Master Table, if applicable. Multiple entries comma separated. |
| A3.10 | Covered by third-party credit enhancement agreement (for the benefit of the records entity)? | Y/N | Information needed to determine credit enhancement | Char(1) | Should be “Y” or “N”. |
| A3.11 | Third-party credit enhancement provider identifier (for the benefit of the records entity) | 999999999 | Use LEI if available. Information needed to identity Third-Party Credit Enhancement Provider | Varchar(50) | Required if A3.10 is “Y”. Should be a valid entry in the Counterparty Master Table. Validated against CP.2. |
| A3.12 | Associated third-party credit enhancement agreement document identifier (for the benefit of the records entity) | 33333333 | Information needed to determine credit enhancement | Varchar(50) | Required if A3.10 is “Y”. Validated against field A3.3. |
| A3.12.1 | Covered by third-party credit enhancement agreement (for the benefit of the counterparty)? | Y/N | Information needed to determine credit enhancement | Char(1) | Should be “Y” or “N”. |
| A3.12.2 | Third-party credit enhancement provider identifier (for the benefit of the counterparty) | 999999999 | Use LEI if available. Information needed to identity Third-Party Credit Enhancement Provider | Varchar(50) | Required if A3.12.1 is “Y”. Should be a valid entry in the Counterparty Master. Validated against CP.2. |
| A3.12.3 | Associated third-party credit enhancement agreement document identifier (for the benefit of the counterparty) | 33333333 | Information needed to determine credit enhancement | Varchar(50) | Required if A3.12.1 is “Y”. Validated against field A3.3. |
| A3.13 | Counterparty contact information: name | John Doe & Co. | Provide contact name for counterparty as provided under notice section of agreement | Varchar(200). | |
| A3.14 | Counterparty contact information: address | 123 Main St, City, State Zip code | Provide contact address for counterparty as provided under notice section of agreement | Varchar(100). | |
| A3.15 | Counterparty contact information: phone | 1-999-999-9999 | Provide contact phone number for counterparty as provided under notice section of agreement | Varchar(50). | |
| A3.16 | Counterparty's contact information: email address | Jdoe@JohnDoe.com | Provide contact email address for counterparty as provided under notice section of agreement | Varchar(100). |
Table A-4—Collateral Detail Data
Open Table
| Field | Example | Instructions and data application |
Def | Validation | |
|---|---|---|---|---|---|
| A4.1 | As of date | 2015-01-05 | Data extraction date | YYYY-MM-DD | |
| A4.2 | Records entity identifier | 999999999 | Provide LEI for records entity | Varchar(50) | Validated against CO.2. |
| A4.3 | Collateral posted/collateral received flag | P/N | Enter “P” if collateral has been posted by the records entity. Enter “R” for collateral received by Records Entity | Char(1). | |
| A4.4 | Counterparty identifier | 888888888 | Provide identifier for counterparty. Use LEI if counterparty has one | Varchar(50) | Validated against CP.2. |
| A4.5 | Netting agreement identifier | xxxxxxxxx | Provide identifier for applicable netting agreement | Varchar(50) | Validated against field A3.3. |
| A4.6 | Unique collateral item identifier | CUSIP/ISIN | Provide identifier to reference individual collateral posted | Varchar(50). | |
| A4.7 | Original face amount of collateral item in local currency | 1500000 | Information needed to evaluate collateral sufficiency and marketability | Num (25,5). | |
| A4.8 | Local currency of collateral item | USD | Use ISO currency code | Char(3). | |
| A4.9 | Market value amount of collateral item in U.S. dollars | 850000 | Information needed to evaluate collateral sufficiency and marketability and to permit aggregation across currencies | Num (25,5) | Market value of all collateral posted by Records Entity or Counterparty A2.9 or A2.10 for the given netting agreement identifier should be equal to sum of all A4.9 for the same netting agreement identifier in A4. |
| A4.10 | Description of collateral item | U.S. Treasury Strip, maturity 2020/6/30 | Information needed to evaluate collateral sufficiency and marketability | Varchar(200). | |
| A4.11 | Asset classification | 1 | Provide fair value asset classification for the collateral item under GAAP, IFRS, or other accounting principles or standards used by records entity. Provide “1” for Level 1, “2” for Level 2, or “3” for Level 3 | Char(1) | Should be “1” or “2” or “3”. |
| A4.12 | Collateral or portfolio segregation status | Y/N | Specify whether the specific item of collateral or the related collateral portfolio is segregated from assets of the safekeeping agent | Char(1) | Should be “Y” or “N”. |
| A4.13 | Collateral location | ABC broker-dealer (in safekeeping account of counterparty) | Provide location of collateral posted | Varchar(200). | |
| A4.14 | Collateral jurisdiction | New York, New York | Provide jurisdiction of location of collateral posted | Varchar(50). | |
| A4.15 | Is collateral re-hypothecation allowed? | Y/N | Information needed to evaluate exposure of the records entity to the counterparty or vice-versa for re-hypothecated collateral | Char(1) | Should be “Y” or “N”. |
Corporate Organization Master Table*
Open Table
| Field | Example | Instructions and data application |
Def | Validation | |
|---|---|---|---|---|---|
| CO.1 | As of date | 2015-01-05 | Data extraction date | YYYY-MM-DD. | |
| CO.2 | Entity identifier | 888888888 | Provide unique identifier. Use LEI if available. Information needed to identify entity | Varchar(50) | Should be unique across all records entities. |
| CO.3 | Has LEI been used for entity identifier? | Y/N | Specify whether the entity identifier provided is an LEI | Char(1) | Should be “Y” or “N”. |
| CO.4 | Legal name of entity | John Doe & Co | Provide legal name of entity | Varchar(200). | |
| CO.5 | Immediate parent entity identifier | 77777777 | Use LEI if available. Information needed to complete org structure | Varchar(50). | |
| CO.6 | Has LEI been used for immediate parent entity identifier? | Y/N | Specify whether the immediate parent entity identifier provided is an LEI | Char(1) | Should be “Y” or “N”. |
| CO.7 | Legal name of immediate parent entity | John Doe & Co | Information needed to complete org structure | Varchar(200). | |
| CO.8 | Percentage ownership of immediate parent entity in the entity | 100.00 | Information needed to complete org structure | Num (5,2). | |
| CO.9 | Entity type | Subsidiary, foreign branch, foreign division | Information needed to complete org structure | Varchar(50). | |
| CO.10 | Domicile | New York, New York | Enter as city, state or city, foreign country | Varchar(50). | |
| CO.11 | Jurisdiction under which incorporated or organized | New York | Enter as state or foreign jurisdiction | Varchar(50). |
*Foreign branches and divisions shall be separately identified to the extent they are identified in an entity's reports to its appropriate Federal banking agency.
Counterparty Master Table
Open Table
| Field | Example | Instructions and data application |
Def | Validation | |
|---|---|---|---|---|---|
| CP.1 | As of date | 2015-01-05 | Data extraction date | YYYY-MM-DD. | |
| CP.2 | Counterparty identifier | 888888888 | Use LEI if counterparty has one. Should be used consistently across all records entities within a corporate group. The counterparty identifier shall be the global legal entity identifier if one has been issued to the entity. If a counterparty transacts with the records entity through one or more separate foreign branches or divisions and any such branch or division does not have its own unique global legal entity identifier, the records entity must include additional identifiers, as appropriate to enable the FDIC to aggregate or disaggregate the data for each counterparty and for each entity with the same ultimate parent entity as the counterparty | Varchar(50). | |
| CP.3 | Has LEI been used for counterparty identifier? | Y/N | Indicate whether the counterparty identifier is an LEI | Char(1) | Should be “Y” or “N”. |
| CP.4 | Legal name of counterparty | John Doe & Co | Information needed to identify and, if necessary, communicate with counterparty | Varchar(200). | |
| CP.5 | Domicile | New York, New York | Enter as city, state or city, foreign country | Varchar(50). | |
| CP.6 | Jurisdiction under which incorporated or organized | New York | Enter as state or foreign jurisdiction | Varchar(50). | |
| CP.7 | Immediate parent entity identifier | 77777777 | Provide an identifier for the parent entity that directly controls the counterparty. Use LEI if immediate parent entity has one | Varchar(50). | |
| CP.8 | Has LEI been used for immediate parent entity identifier? | Y/N | Indicate whether the immediate parent entity identifier is an LEI | Char(1) | Should be “Y” or “N”. |
| CP.9 | Legal name of immediate parent entity | John Doe & Co | Information needed to identify and, if necessary, communicate with counterparty | Varchar(200). | |
| CP.10 | Ultimate parent entity identifier | 666666666 | Provide an identifier for the parent entity that is a member of the corporate group of the counterparty that is not controlled by another entity. Information needed to identify counterparty. Use LEI if ultimate parent entity has one | Varchar(50). | |
| CP.11 | Has LEI been used for ultimate parent entity identifier? | Y/N | Indicate whether the ultimate parent entity identifier is an LEI | Char(1) | Should be “Y” or “N”. |
| CP.12 | Legal name of ultimate parent entity | John Doe & Co. | Information needed to identify and, if necessary, communicate with Counterparty | Varchar(100). |
Booking Location Master Table
Open Table
| Field | Example | Instructions and data application |
Def | Validation | |
|---|---|---|---|---|---|
| BL.1 | As of date | 2015-01-05 | Data extraction date | YYYY-MM-DD. | |
| BL.2 | Records entity identifier | 999999999 | Provide LEI | Varchar(50) | Should be a valid entry in the Corporate Org Master Table. |
| BL.3 | Internal booking location identifier | New York, New York | Provide office where the position is booked. Information needed to determine the headquarters or branch where the position is booked, including the system on which the trade is booked, as well as the system on which the trade is settled | Varchar(50). | |
| BL.4 | Unique booking unit or desk identifier | xxxxxx | Provide unit or desk at which the position is booked. Information needed to help determine purpose of position | Varchar(50). | |
| BL.5 | Unique booking unit or desk description | North American trading desk | Additional information to help determine purpose of position | Varchar(50). | |
| BL.6 | Booking unit or desk contact—phone | 1-999-999-9999 | Information needed to communicate with the booking unit or desk | Varchar(50). | |
| BL.7 | Booking unit or desk contact—email | Desk@Desk.com | Information needed to communicate with the booking unit or desk | Varchar(100). |
Safekeeping Agent Master Table
Open Table
| Field | Example | Instructions and data application |
Def | Validation | |
|---|---|---|---|---|---|
| SA.1 | As of date | 2015-01-05 | Data extraction date | YYYY-MM-DD. | |
| SA.2 | Safekeeping agent identifier | 888888888 | Provide an identifier for the safekeeping agent. Use LEI if safekeeping agent has one | Varchar(50). | |
| SA.3 | Legal name of safekeeping agent | John Doe & Co | Information needed to identify and, if necessary, communicate with the safekeeping agent | Varchar(200). | |
| SA.4 | Point of contact—name | John Doe | Information needed to identify and, if necessary, communicate with the safekeeping agent | Varchar(200). | |
| SA.5 | Point of contact—address | 123 Main St, City, State Zip Code | Information needed to identify and, if necessary, communicate with the safekeeping agent | Varchar(100). | |
| SA.6 | Point of contact—phone | 1-999-999-9999 | Information needed to identify and, if necessary, communicate with the safekeeping agent | Varchar(50). | |
| SA.7 | Point of contact—email | Jdoe@JohnDoe.com | Information needed to identify and, if necessary, communicate with the safekeeping agent | Varchar(100). |
Details of Formats
Open Table
| Format | Content in brief | Additional explanation | Examples |
|---|---|---|---|
| YYYY-MM-DD | Date | YYYY = four digit date, MM = 2 digit month, DD = 2 digit date | 2015-11-12 |
| Num (25,5) | Up to 25 numerical characters including 5 decimals | Up to 20 numerical characters before the decimal point and up to 5 numerical characters after the decimal point. The dot character is used to separate decimals | 1352.67 12345678901234567890.12345 0 −20000.25 −0.257 |
| Char(3) | 3 alphanumeric characters | The length is fixed at 3 alphanumeric characters | USD X1X 999 |
| Varchar(25) | Up to 25 alphanumeric characters | The length is not fixed but limited at up to 25 alphanumeric characters | asgaGEH3268EFdsagtTRCF543 |
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