ICE Clear Europe CDS Regulatory Reporting Static Details Description

Transcription

1 Legal Entity Name ICE Clear Europe CDS Regulatory Reporting Static Details Description **Please review descriptions for all fields before completing applicable form** Field Description Format/Enumerations Notes ICE LINK Short Entity Name DTCC ID LEI/CICI ID (If available) UTI / USI Legal Entity Identifier ("LEI"), CFTC Interim Compliance Identifier ("CICI"), or any other unique code identifying the company. Unique Trade Identifier ("UTI") or Unique Swap Identifier ("USI") Namespace. Provided by ICE Link 20 alphanumerical digits Please see Field 3 of Table 1 contained in the Annex to Commission Delegated Regulation (EU) No 148/2013 of 19 December 2012 supplementing Regulation (EU) No 648/2012 of the European Parliament and of the Council on OTC derivatives, central counterparties and trade repositories with regard to the regulatory technical standards on the minimum details of the data to be reported to trade repositories ("RTS"). 10 Numeric digits Please see Field 8 of Table 2 of the RTS. This field is not relevant for cleared trades as the CCP namespace will be populated, and may be overridden on a trade by trade basis. One can populate a CFTC USI Namespace, or any other identifier which a regulator may have mandated. If a Party has neither, use characters 7-16 of your LEI 1

2 Is the entity subject to EMIR and the regulations promulgated thereunder? Legal Domicile Country (2 Letters) Corporate Sector Financial Entity? (No is Non- Financial) Indicates whether the legal entity is subject to EMIR and the regulations thereunder. 2 character country code, select from dropdown. Nature of the party s company activities (bank, insurance company, etc.). Indicate if the party is a financial or non-financial counterparty in accordance with points 8 and 9 of Article 2 of Regulation (EU) No 648/2012. Yes, No 2 Alphanumerical digits Please see Field 5 of Table 1 of the RTS. Taxonomy: Please see Field 6 of Table 1 of the A = Assurance undertaking authorized in RTS. accordance with Directive 2002/83/EC; C = Credit institution authorized in accordance with Directive 2006/48/EC; F = Investment firm in accordance with Directive 2004/39/EC; I = Insurance undertaking authorized in accordance with Directive 73/239/EEC; L = Alternative investment fund managed by AIFMs authorized or registered in accordance with Directive 2011/61/EU; O = Institution for occupational retirement provision within the meaning of Article 6(a) of Directive 2003/41/EC; R = Reinsurance undertaking authorized in accordance with Directive 2005/68/EC; U = UCITS and its management company, authorized in accordance with Directive 2009/65/EC; or N/A in case of coverage by Legal Entity Identifier (LEI) or in case of non-financial counterparties. Yes or No Please see Field 7 of Table 1 of the RTS. 2

3 Above Clearing Threshold? Collateralization Linked to Commercial or Treasury Financing? Trading Capacity (Principal or Agent) Information on whether the party is above the clearing threshold as referred to in Article 10(2) of Regulation (EU) No 648/2012. This field shall be left blank in case the party is a financial counterparty, as referred to in point 8 of Article 2 Regulation (EU) No 648/2012. Whether collateralization was performed. **Contact IceLinkHelp@theice.com if your entity s collateralization values will vary across counterparties Information on whether the contract is objectively measurable as directly linked to the party's commercial or treasury financing activity, as referred to in Article 10(3) of Regulation (EU) No 648/2012. Select "NA" in case the party is a financial entity as referred to in point 8 of Article 2 Regulation (EU) No 648/2012. Identifies whether the party has concluded the contract as principal on own account (on own behalf or behalf of a client) or as agent for the account of and on behalf of a client. Yes or No Uncollateralized, Partially Collateralized, One way collateralized or Fully collateralized. Yes or No Principal or Agent Please see Field 16 of Table 1 of the RTS. For cleared trades, the value for this field will be defaulted as "Yes." Please see Field 22 of Table 1 of the RTS. This field will be populated as One way collateralized for cleared trades and Fully collateralized for bilateral trades. This value can be overridden on a trade by trade basis. Please see Field 15 of Table 1 of the RTS. This value can be overridden on a trade by trade basis. Please see Field 12 of Table 1 of the RTS. This value can be overridden on a trade by trade basis. 3

4 If Agent, Beneficiary LEI Legal Entity Identifier (LEI) (20 alphanumerical digits), interim entity identifier (20 alphanumerical digits), BIC (11 alphanumerical digits) or a client code (50 alphanumerical digits). 20 alphanumerical digits Please see Field 11 of Table 1 of the RTS. This value can be overridden on a trade by trade basis. If Agent, Beneficiary Entity Name Legal Entity Name 100 alphanumerical digits or blank in case of coverage by Legal Entity Identifier (LEI). Participant Role As defined by CFTC rules Swap Dealer, Major Swap Participant, Non-Dealer/MSP Address 500 Alphanumeric digits City / Town State / Province Postcode / Zip Code For example: Milton Gate, 60 Chiswell Street, 5 th Floor 50 Alphanumeric digits 500 Alphanumeric digits 50 Numeric Digits Please see Field 11 of Table 1 of the RTS. Not required if Beneficiary LEI is provided. This value can be overridden on a trade by trade basis. This information is not required if LEI is provided. 4

5 Legal Entity Name CDS Regulatory Reporting Static Details Template ICE Link Short Entity Name ICE Link Account Details DTCC ID LEI / CiCi ID (if available) UTI /USI Is the entity subject to EMIR and the regulations promulgated thereunder? Legal Domicile Country (2 Letters) EMIR Settings Corporate Sector Financial Entity? (No is Non-Financial) Above Clearing Threshold? 5

6 Collateralization Linked to Commercial or Treasury Financing? Trading Capacity (Principal or Agent) If Agent, Beneficiary LEI If Agent, Beneficiary Entity Name CFTC Settings Participant Role (Swap Dealer, Major Swap Participant, Non-Dealer/MSP) Address City / Town Address Information State / Province Postcode / Zip Code 6