# L_2017065EN.01011601.xml

| 10.3.2017 | EN | Official Journal of the European Union | L 65/116 |
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10.3.2017

EN

Official Journal of the European Union

L 65/116

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COMMISSION IMPLEMENTING REGULATION (EU) 2017/393

of 11 November 2016

laying down implementing technical standards with regard to the templates and procedures for the reporting and transmission of information on internalised settlements in accordance with Regulation (EU) No 909/2014 of the European Parliament and of the Council

(Text with EEA relevance)

THE EUROPEAN COMMISSION,

Having regard to the Treaty on the Functioning of the European Union,

Having regard to Regulation (EU) No 909/2014 of the European Parliament and of the Council of 23 July 2014 on improving securities settlement in the European Union and on central securities depositories and amending Directives 98/26/EC and 2014/65/EU and Regulation (EU) No 236/2012 (1), and in particular the third subparagraph of Article 9(3) thereof,

Whereas:

| (1) | In accordance with Regulation (EU) No 909/2014 settlement internalisers and competent authorities are to report and transmit information on internalised settlements using standard forms, templates and procedures. Standard forms, templates and procedures also need to be used when competent authorities inform the European Securities and Markets Authority (ESMA) on any potential risk resulting from the settlement activity. |
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(1)

In accordance with Regulation (EU) No 909/2014 settlement internalisers and competent authorities are to report and transmit information on internalised settlements using standard forms, templates and procedures. Standard forms, templates and procedures also need to be used when competent authorities inform the European Securities and Markets Authority (ESMA) on any potential risk resulting from the settlement activity.

| (2) | In order to facilitate the implementation of the procedures and processes related to the reporting requirements on internalised settlements across market participants and to minimise the associated costs, the information should be provided using codes specified in standards published by the International Organisation for Standardisation where such codes are available. |
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(2)

In order to facilitate the implementation of the procedures and processes related to the reporting requirements on internalised settlements across market participants and to minimise the associated costs, the information should be provided using codes specified in standards published by the International Organisation for Standardisation where such codes are available.

| (3) | In order to facilitate the processing of large volumes of data in a consistent and efficient manner, reports should be transmitted in a machine readable format. |
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(3)

In order to facilitate the processing of large volumes of data in a consistent and efficient manner, reports should be transmitted in a machine readable format.

| (4) | The reporting requirements set out in this Regulation may require significant IT system changes, market testing and adjustments to legal arrangements of the institutions concerned. It is therefore necessary to give those institutions sufficient time to prepare for application of those requirements. |
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(4)

The reporting requirements set out in this Regulation may require significant IT system changes, market testing and adjustments to legal arrangements of the institutions concerned. It is therefore necessary to give those institutions sufficient time to prepare for application of those requirements.

| (5) | This Regulation is based on the draft implementing technical standards submitted by ESMA to the Commission. |
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(5)

This Regulation is based on the draft implementing technical standards submitted by ESMA to the Commission.

| (6) | ESMA has conducted an open public consultation on the draft implementing technical standards on which this Regulation is based, analysed the potential related costs and benefits and requested the opinion of the Securities and Markets Stakeholder Group established in accordance with Article 37 of Regulation (EU) No 1095/2010 of the European Parliament and of the Council (2), |
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(6)

ESMA has conducted an open public consultation on the draft implementing technical standards on which this Regulation is based, analysed the potential related costs and benefits and requested the opinion of the Securities and Markets Stakeholder Group established in accordance with Article 37 of Regulation (EU) No 1095/2010 of the European Parliament and of the Council (2),

HAS ADOPTED THIS REGULATION:

Article 1

1.   A settlement internaliser shall use the template set out in Annex I to this Regulation when it reports to the competent authority in accordance with the first subparagraph of Article 9(1) of Regulation (EU) No 909/2014. That report shall be submitted within 10 working days from the end of each quarter of a calendar year.

The first report under the first subparagraph shall be submitted within 10 working days from the end of the first quarter following 10 March 2019.

2.   The competent authority shall use the template set out in Annex I to this Regulation when it transmits to European Securities and Markets Authority (ESMA) the information received under the first subparagraph of Article 9(1) of Regulation (EU) No 909/2014. That information shall be transmitted within five working days from the date of receipt of each report referred to in paragraph 1 of this Article.

3.   The template set out in Annex I shall be completed in accordance with the instructions set out in Annex II.

4.   The competent authority shall use the template set out in Annex III when it informs ESMA of any potential risk resulting from internalised settlement activity. Information on any potential risk resulting from internalised settlement activity shall be submitted within 30 working days from the end of each quarter of a calendar year. The competent authority shall complete that template in accordance with the instructions set out in Annex IV.

5.   The information referred to in paragraphs 1, 2 and 4 shall be provided in a machine readable format.

Article 2

This Regulation shall enter into force on 10 March 2019.

This Regulation shall be binding in its entirety and directly applicable in all Member States.

Done at Brussels, 11 November 2016.

For the Commission

The President

Jean-Claude JUNCKER

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(1)  
  OJ L 257, 28.8.2014, p. 1.

1

(2)  Regulation (EU) No 1095/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Securities and Markets Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/77/EC (OJ L 331, 15.12.2010, p. 84).

2

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ANNEX I

Template for reporting and transmission of information on internalised settlement

| Internalised Settlement |
| --- |
| Settlement Internaliser Information |
| | C0010 |
| Country code | R0010 | |
| Reporting timestamp | R0020 | |
| Reporting period | R0030 | |
| LEI | R0040 | |
| Name of person responsible | R0050 | |
| Function of person responsible | R0060 | |
| Phone number | R0070 | |
| Email address | R0080 | |
| | Aggregate | Rate |
| Settled | Failed | Total | Failed |
| Volume | Value (EUR) | Volume | Value (EUR) | Volume | Value (EUR) | Volume % | Value % |
| C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 |
| Overall total | R0090 | | | | | | | | |
| Financial instruments | | | | | | | | | |
| Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU of the European Parliament and of the Council (1) | R0100 | | | | | | | | |
| Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | R0110 | | | | | | | | |
| 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 | R0120 | | | | | | | | |
| Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU | R0130 | | | | | | | | |
| Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU | R0140 | | | | | | | | |
| Units in collective investment undertakings, other than exchange-traded funds | R0150 | | | | | | | | |
| Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | R0160 | | | | | | | | |
| Emission allowances | R0170 | | | | | | | | |
| Other financial instruments | R0180 | | | | | | | | |
| Type of transactions | | | | | | | | | |
| Purchase or sale of securities | R0190 | | | | | | | | |
| Collateral management operations | R0200 | | | | | | | | |
| Securities lending and securities borrowing | R0210 | | | | | | | | |
| Repurchase transactions | R0220 | | | | | | | | |
| Other securities transactions | R0230 | | | | | | | | |
| Type of client | | | | | | | | | |
| Professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU | R0240 | | | | | | | | |
| Retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU | R0250 | | | | | | | | |
| Cash Transfers | | | | | | | | | |
| Total Cash Transfers | R0260 | | | | | | | | |
| Each Issuer CSD Information |
| | C0100 |
| Issuer CSD identifier | R0270 | |
| Issuer CSD country code | R0280 | |
| | Aggregate | Rate |
| Settled | Failed | Total Settled Failed | Failed |
| Volume | Value (EUR) | Volume | Value (EUR) | Volume | Value (EUR) | Volume % | Value % |
| C0110 | C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | C0180 |
| Overall total | R0290 | | | | | | | | |
| Financial instruments | | | | | | | | | |
| Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU | R0300 | | | | | | | | |
| Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | R0310 | | | | | | | | |
| 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 | R0320 | | | | | | | | |
| Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU | R0330 | | | | | | | | |
| Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU | R0340 | | | | | | | | |
| Units in collective investment undertakings other than ETFs | R0350 | | | | | | | | |
| Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | R0360 | | | | | | | | |
| Emission allowances | R0370 | | | | | | | | |
| Other financial instruments | R0380 | | | | | | | | |
| Type of transactions | | | | | | | | | |
| Purchase or sale of securities | R0390 | | | | | | | | |
| Collateral management operations | R0400 | | | | | | | | |
| Securities lending and securities borrowing | R0410 | | | | | | | | |
| Repurchase transactions | R0420 | | | | | | | | |
| Other securities transactions | R0430 | | | | | | | | |
| Type of client | | | | | | | | | |
| Professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU | R0440 | | | | | | | | |
| Retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU | R0450 | | | | | | | | |
| Cash Transfers | | | | | | | | | |
| Total Cash Transfers | R0460 | | | | | | | | |

Internalised Settlement

Settlement Internaliser Information

C0010

Country code

R0010

Reporting timestamp

R0020

Reporting period

R0030

LEI

R0040

Name of person responsible

R0050

Function of person responsible

R0060

Phone number

R0070

Email address

R0080

Aggregate

Rate

Settled

Failed

Total

Failed

Volume

Value (EUR)

Volume

Value (EUR)

Volume

Value (EUR)

Volume %

Value %

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

Overall total

R0090

Financial instruments

Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU of the European Parliament and of the Council (1)

R0100

Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

R0110

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

R0120

Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU

R0130

Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU

R0140

Units in collective investment undertakings, other than exchange-traded funds

R0150

Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

R0160

Emission allowances

R0170

Other financial instruments

R0180

Type of transactions

Purchase or sale of securities

R0190

Collateral management operations

R0200

Securities lending and securities borrowing

R0210

Repurchase transactions

R0220

Other securities transactions

R0230

Type of client

Professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU

R0240

Retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU

R0250

Cash Transfers

Total Cash Transfers

R0260

Each Issuer CSD Information

C0100

Issuer CSD identifier

R0270

Issuer CSD country code

R0280

Aggregate

Rate

Settled

Failed

Total Settled Failed

Failed

Volume

Value (EUR)

Volume

Value (EUR)

Volume

Value (EUR)

Volume %

Value %

C0110

C0120

C0130

C0140

C0150

C0160

C0170

C0180

Overall total

R0290

Financial instruments

Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU

R0300

Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

R0310

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

R0320

Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU

R0330

Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU

R0340

Units in collective investment undertakings other than ETFs

R0350

Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

R0360

Emission allowances

R0370

Other financial instruments

R0380

Type of transactions

Purchase or sale of securities

R0390

Collateral management operations

R0400

Securities lending and securities borrowing

R0410

Repurchase transactions

R0420

Other securities transactions

R0430

Type of client

Professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU

R0440

Retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU

R0450

Cash Transfers

Total Cash Transfers

R0460

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(1)  Directive 2014/65/EU of the European Parliament and of the Council of 15 May 2014 on markets in financial instruments and amending Directive 2002/92/EC and Directive 2011/61/EU (OJ L 173, 12.6.2014, p. 349).

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ANNEX II

Instructions for completing the template for reporting and transmission of information on internalised settlement

The ‘Cell Reference’ column of the table below identifies the items to be reported by identifying the columns and lines as showed in the template in Annex I. Information in columns C0100-C0180, as well as in Rows R0270-R0460 shall be reported for each issuer CSD.

Information in columns C0020, C0040, C0060, C0110, C0130 and C0150 for aggregated volumes shall be reported as a whole number expressed using up to 20 numerical characters without decimal places.

Information in columns C0030, C0050, C0070, C0120, C0140 and C0160 for aggregate values shall be reported as a value expressed using up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character and at least one character before and two characters after the decimal mark shall be populated. A full stop shall be used as the decimal mark.

Information in columns C0080, C0090, C00170 and C00180 for rates shall be reported as a percentage value up to two decimal places.

Where no activity needs to be reported, information in columns C0020-C0090 and C0110-C0180 shall be completed with a zero value.

| No. | Cell Reference | Item | Instruction |
| --- | --- | --- | --- |
| 1 | C0010, R0010 | Country code | Identify the ISO 3166 2 character code of the place of establishment of the settlement internaliser. |
| 2 | C0010, R0020 | Reporting timestamp | For reporting from the settlement internaliser to the competent authority, identify the ISO 8601 in UTC time format (YYYY-MM-DDThh:mm:ssZ) code of the date when the report from the settlement internaliser to the competent authority is made.
  For reporting from the competent authority to ESMA, identify the ISO 8601 in UTC time format (YYYY-MM-DDThh:mm:ssZ) code of the date when the report from the competent authority to ESMA is made. |
| 3 | C0010, R0030 | Reporting period | Identify the ISO 8601 (YYYY-MM-DD) code of the date identifying the last day of the reporting period. |
| 4 | C0010, R0040 | Settlement internaliser identifier | Insert identification code of the settlement internaliser, using a Legal Entity Identifier (LEI). |
| 5 | C0010, R0050 | Name of person responsible | For reporting from the settlement internaliser to the competent authority, indicate the name of the person responsible for the report at the settlement internaliser.
  For reporting from the competent authority to ESMA, the name of the liaison at the competent authority. |
| 6 | C0010, R0060 | Function of person responsible | For reporting from the settlement internaliser to the competent authority, the function of the person responsible for the report at the settlement internaliser.
  For reporting from the competent authority to ESMA, the function of the liaison at the competent authority. |
| 7 | C0010, R0070 | Phone number | For reporting from the settlement internaliser to the competent authority, the phone number of the person responsible for the report at the settlement internaliser.
  For reporting from the competent authority to ESMA, the phone number of the liaison at the competent authority. |
| 8 | C0010, R0080 | Email address | For reporting from the settlement internaliser to the competent authority, the email address of the person responsible for the report at the settlement internaliser.
  For reporting from the competent authority to ESMA, the email address of the liaison at the competent authority. |
| 9 | C0100, R0270 | Issuer CSD identifier | Insert identification code of the CSD, using an LEI.
  If information on the issuer CSD is not available the first two characters of the ISIN codes shall be used. |
| 10 | C0100, R0280 | Issuer CSD Country Code | Identify the ISO 3166 2 character code of the place of establishment of the issuer CSD. |
| 11 | C0020, R0090
  C0110, R0290 | Overall total | Aggregated volume of internalised settlement instructions settled by the settlement internaliser during the period covered by the report. |
| 12 | C0030, R0090
  C0120, R0290 | Overall total | Aggregated value, expressed in euros, of internalised settlement instructions settled during the period covered by the report. |
| 13 | C0040, R0090
  C0130, R0290 | Overall total | Aggregated volume of failed internalised settlement instructions during the period covered by the report |
| 14 | C0050, R0090
  C0140, R0290 | Overall total | Aggregated value, expressed in euros, of failed internalised settlement instructions during the period covered by the report |
| 15 | C0060, R0090
  C0150, R0290 | Overall total | Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions during the period covered by the report. |
| 16 | C0070, R0090
  C0160, R0290 | Overall total | Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and of failed internalised settlement instructions during the period covered by the report. |
| 17 | C0080, R0090
  C0170, R0290 | Overall total | The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions during the period covered by the report. |
| 18 | C0090, R0090
  C0180, R0290 | Overall total | The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions during the period covered by the report. |
| 19 | C0020, R0100
  C0110, R0300 | Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU | Aggregated volume of internalised settlement instructions settled in transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU by the settlement internaliser during the period covered by the report. |
| 20 | C0030, R0100
  C0120, R0300 | Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU | Aggregated value, expressed in euros, of internalised settlement instructions settled in transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report. |
| 21 | C0040, R0100
  C0130, R0300 | Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU | Aggregated volume of failed internalised settlement instructions in transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report |
| 22 | C0050, R0100
  C0140, R0300 | Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU | Aggregated value, expressed in euros, of failed internalised settlement instructions in transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report |
| 23 | C0060, R0100
  C0150, R0300 | Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU | Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report. |
| 24 | C0070, R0100
  C0160, R0300 | Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU | Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report. |
| 25 | C0080, R0100
  C0170, R0300 | Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU | The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report. |
| 26 | C0090, R0100
  C0180, R0300 | Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU | The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report. |
| 27 | C0020, R0110
  C0110, R0310 | Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | Aggregated volume of internalised settlement instructions settled in sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU by the settlement internaliser during the period covered by the report. |
| 28 | C0030, R0110
  C0120, R0310 | Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | Aggregated value, expressed in euros, of internalised settlement instructions settled in sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report. |
| 29 | C0040, R0110
  C0130, R0310 | Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | Aggregated volume of failed internalised settlement instructions in sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report |
| 30 | C0050, R0110
  C0140, R0310 | Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | Aggregated value, expressed in euros, of failed internalised settlement instructions in sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report |
| 31 | C0060, R0110
  C0150, R0310 | Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report. |
| 32 | C0070, R0110
  C0160, R0310 | Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and of failed internalised settlement instructions in sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report. |
| 33 | C0080, R0110
  C0170, R0310 | Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report. |
| 34 | C0090, R0110
  C0180, R0310 | Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report. |
| 35 | C0020, R0120
  C0110, R0320 | 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 | Aggregated volume of internalised settlement instructions settled in 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 by the settlement internaliser during the period covered by the report. |
| 36 | C0030, R0120
  C0120, R0320 | 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 | Aggregated value, expressed in euros, of internalised settlement instructions settled in 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 during the period covered by the report. |
| 37 | C0040, R0120
  C0130, R0320 | 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 | Aggregated volume of failed internalised settlement instructions in 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 during the period covered by the report |
| 38 | C0050, R0120
  C0140, R0320 | 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 | Aggregated value, expressed in euros, of failed internalised settlement instructions in 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 during the period covered by the report |
| 39 | C0060, R0120
  C0150, R0320 | 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 | Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in 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 during the period covered by the report. |
| 40 | C0070, R0120
  C0160, R0320 | 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 | Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and of failed internalised settlement instructions in 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 during the period covered by the report. |
| 41 | C0080, R0120
  C0170, R0320 | 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 | The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in 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 during the period covered by the report. |
| 42 | C0090, R0120
  C0180, R0320 | 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 | The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in 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 during the period covered by the report. |
| 43 | C0020, R0130
  C0110, R0330 | Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU | Aggregated volume of internalised settlement instructions settled in transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU by the settlement internaliser during the period covered by the report. |
| 44 | C0030, R0130
  C0120, R0330 | Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU | Aggregated value, expressed in euros, of internalised settlement instructions settled in transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report. |
| 45 | C0040, R0130
  C0130, R0330 | Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU | Aggregated volume of failed internalised settlement instructions in transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report |
| 46 | C0050, R0130
  C0140, R0330 | Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU | Aggregated value, expressed in euros, of failed internalised settlement instructions in transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report |
| 47 | C0060, R0130
  C0150, R0330 | Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU | Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report. |
| 48 | C0070, R0130
  C0160, R0330 | Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU | Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report. |
| 49 | C0080, R0130
  C0170, R0330 | Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU | The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report. |
| 50 | C0090, R0130
  C0180, R0330 | Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU | The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report. |
| 51 | C0020, R0140
  C0110, R0340 | Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU | Aggregated volume of internalised settlement instructions settled in exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU by the settlement internaliser during the period covered by the report. |
| 52 | C0030, R0140
  C0120, R0340 | Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU | Aggregated value, expressed in euros, of internalised settlement instructions settled in exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU during the period covered by the report. |
| 53 | C0040, R0140
  C0130, R0340 | Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU | Aggregated volume of failed internalised settlement instructions in exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU during the period covered by the report |
| 54 | C0050, R0140
  C0140, R0340 | Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU | Aggregated value, expressed in euros, of failed internalised settlement instructions in exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU during the period covered by the report |
| 55 | C0060, R0140
  C0150, R0340 | Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU | Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU during the period covered by the report. |
| 56 | C0070, R0140
  C0160, R0340 | Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU | Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU during the period covered by the report. |
| 57 | C0080, R0140
  C0170, R0340 | Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU | The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU during the period covered by the report. |
| 58 | C0090, R0140
  C0180, R0340 | Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU | The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU during the period covered by the report. |
| 59 | C0020, R0150
  C0110, R0350 | Units in collective investment undertakings, other than ETFs | Aggregated volume of internalised settlement instructions settled for units in collective investment undertakings, other than ETFs by the settlement internaliser during the period covered by the report. |
| 60 | C0030, R0150
  C0120, R0350 | Units in collective investment undertakings, other than ETFs | Aggregated value, expressed in euros, of internalised settlement instructions settled in units in collective investment undertakings, other than ETFs during the period covered by the report. |
| 61 | C0040, R0150
  C0130, R0350 | Units in collective investment undertakings, other than ETFs | Aggregated volume of failed internalised settlement instructions in units in collective investment undertakings, other than ETFs during the period covered by the report. |
| 62 | C0050, R0150
  C0140, R0350 | Units in collective investment undertakings, other than ETFs | Aggregated value, expressed in euros, of failed internalised settlement instructions in units in collective investment undertakings, other than ETFs during the period covered by the report. |
| 63 | C0060, R0150
  C0150, R0350 | Units in collective investment undertakings, other than ETFs | Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in units in collective investment undertakings, other than ETFs during the period covered by the report. |
| 64 | C0070, R0150
  C0160, R0350 | Units in collective investment undertakings, other than ETFs | Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in units in collective investment undertakings, other than ETFs during the period covered by the report. |
| 65 | C0080, R0150
  C0170, R0350 | Units in collective investment undertakings, other than ETFs | The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in units in collective investment undertakings, other than ETFs during the period covered by the report. |
| 66 | C0090, R0150
  C0180, R0350 | Units in collective investment undertakings, other than ETFs | The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in units in collective investment undertakings, other than ETFs during the period covered by the report. |
| 67 | C0020, R0160
  C0110, R0360 | Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | Aggregated volume of internalised settlement instructions settled in money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU by the settlement internaliser during the period covered by the report. |
| 68 | C0030, R0160
  C0120, R0360 | Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | Aggregated value, expressed in euros, of internalised settlement instructions settled in money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report. |
| 69 | C0040, R0160
  C0130, R0360 | Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | Aggregated volume of failed internalised settlement instructions in money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU by the settlement internaliser during the period covered by the report |
| 70 | C0050, R0160
  C0140, R0360 | Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | Aggregated value, expressed in euros, of failed internalised settlement instructions in money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report |
| 71 | C0060, R0160
  C0150, R0360 | Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report. |
| 72 | C0070, R0160
  C0160, R0360 | Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report. |
| 73 | C0080, R0160
  C0170, R0360 | Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report. |
| 74 | C0090, R0160
  C0180, R0360 | Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report. |
| 75 | C0020, R0170
  C0110, R0370 | Emission allowances | Aggregated volume of internalised settlement instructions settled in emission allowances by the settlement internaliser during the period covered by the report. |
| 76 | C0030, R0170
  C0120, R0370 | Emission allowances | Aggregated value, expressed in euros, of internalised settlement instructions settled in emission allowances during the period covered by the report. |
| 77 | C0040, R0170
  C0130, R0370 | Emission allowances | Aggregated volume of failed internalised settlement instructions in emission allowances during the period covered by the report |
| 78 | C0050, R0170
  C0140, R0370 | Emission allowances | Aggregated value, expressed in euros, of failed internalised settlement instructions in emission allowances during the period covered by the report |
| 79 | C0060, R0170
  C0150, R0370 | Emission allowances | Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in emission allowances during the period covered by the report. |
| 80 | C0070, R0170
  C0160, R0370 | Emission allowances | Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in emission allowances during the period covered by the report. |
| 81 | C0080, R0170
  C0170, R0370 | Emission allowances | The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in emission allowances during the period covered by the report. |
| 82 | C0090, R0170
  C0180, R0370 | Emission allowances | The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in emission allowances during the period covered by the report. |
| 83 | C0020, R0180
  C0110, R0380 | Other financial instruments | Aggregated volume of internalised settlement instructions settled in other financial instruments by the settlement internaliser during the period covered by the report. |
| 84 | C0030, R0180
  C0120, R0380 | Other financial instruments | Aggregated value, expressed in euros, of internalised settlement instructions settled in other financial instruments during the period covered by the report. |
| 85 | C0040, R0180
  C0130, R0380 | Other financial instruments | Aggregated volume of failed internalised settlement instructions in other financial instruments during the period covered by the report |
| 86 | C0050, R0180
  C0140, R0380 | Other financial instruments | Aggregated value, expressed in euros, of failed internalised settlement instructions in other financial instruments during the period covered by the report |
| 87 | C0060, R0180
  C0150, R0380 | Other financial instruments | Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in other financial instruments during the period covered by the report. |
| 88 | C0070, R0180
  C0160, R0380 | Other financial instruments | Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in other financial instruments during the period covered by the report. |
| 89 | C0080, R0180
  C0170, R0380 | Other financial instruments | The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in other financial instruments during the period covered by the report. |
| 90 | C0090, R0180
  C0180, R0380 | Other financial instruments | The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in other financial instruments during the period covered by the report. |
| 91 | C0020, R0190
  C0110, R0390 | Purchase or sale of securities | Aggregated volume of internalised settlement instructions settled for purchase or sale of securities by the settlement internaliser during the period covered by the report. |
| 92 | C0030, R0190
  C0120, R0390 | Purchase or sale of securities | Aggregated value, expressed in euros, of internalised settlement instructions settled for the purchase or sale of securities during the period covered by the report. |
| 93 | C0040, R0190
  C0130, R0390 | Purchase or sale of securities | Aggregated volume of failed internalised settlement instructions for the purchase or sale of securities during the period covered by the report |
| 94 | C0050, R0190
  C0140, R0390 | Purchase or sale of securities | Aggregated value, expressed in euros, of failed internalised settlement instructions for the purchase or sale of securities during the period covered by the report |
| 95 | C0060, R0190
  C0150, R0390 | Purchase or sale of securities | Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions for the purchase or sale of securities during the period covered by the report. |
| 96 | C0070, R0190
  C0160, R0390 | Purchase or sale of securities | Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for the purchase or sale of securities during the period covered by the report. |
| 97 | C0080, R0190
  C0170, R0390 | Purchase or sale of securities | The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for the purchase or sale of securities during the period covered by the report. |
| 98 | C0090, R0190
  C0180, R0390 | Purchase or sale of securities | The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for the purchase or sale of securities during the period covered by the report. |
| 99 | C0020, R0200
  C0110, R0400 | Collateral management operations | Aggregated volume of internalised settlement instructions settled for the collateral management operations by the settlement internaliser during the period covered by the report.
  Collateral management operations are defined as:






  — | Collateral in: COLI; |

No.

Cell Reference

Item

Instruction

1

C0010, R0010

Country code

Identify the ISO 3166 2 character code of the place of establishment of the settlement internaliser.

2

C0010, R0020

Reporting timestamp

For reporting from the settlement internaliser to the competent authority, identify the ISO 8601 in UTC time format (YYYY-MM-DDThh:mm:ssZ) code of the date when the report from the settlement internaliser to the competent authority is made.

For reporting from the competent authority to ESMA, identify the ISO 8601 in UTC time format (YYYY-MM-DDThh:mm:ssZ) code of the date when the report from the competent authority to ESMA is made.

3

C0010, R0030

Reporting period

Identify the ISO 8601 (YYYY-MM-DD) code of the date identifying the last day of the reporting period.

4

C0010, R0040

Settlement internaliser identifier

Insert identification code of the settlement internaliser, using a Legal Entity Identifier (LEI).

5

C0010, R0050

Name of person responsible

For reporting from the settlement internaliser to the competent authority, indicate the name of the person responsible for the report at the settlement internaliser.

For reporting from the competent authority to ESMA, the name of the liaison at the competent authority.

6

C0010, R0060

Function of person responsible

For reporting from the settlement internaliser to the competent authority, the function of the person responsible for the report at the settlement internaliser.

For reporting from the competent authority to ESMA, the function of the liaison at the competent authority.

7

C0010, R0070

Phone number

For reporting from the settlement internaliser to the competent authority, the phone number of the person responsible for the report at the settlement internaliser.

For reporting from the competent authority to ESMA, the phone number of the liaison at the competent authority.

8

C0010, R0080

Email address

For reporting from the settlement internaliser to the competent authority, the email address of the person responsible for the report at the settlement internaliser.

For reporting from the competent authority to ESMA, the email address of the liaison at the competent authority.

9

C0100, R0270

Issuer CSD identifier

Insert identification code of the CSD, using an LEI.

If information on the issuer CSD is not available the first two characters of the ISIN codes shall be used.

10

C0100, R0280

Issuer CSD Country Code

Identify the ISO 3166 2 character code of the place of establishment of the issuer CSD.

11

C0020, R0090

C0110, R0290

Overall total

Aggregated volume of internalised settlement instructions settled by the settlement internaliser during the period covered by the report.

12

C0030, R0090

C0120, R0290

Overall total

Aggregated value, expressed in euros, of internalised settlement instructions settled during the period covered by the report.

13

C0040, R0090

C0130, R0290

Overall total

Aggregated volume of failed internalised settlement instructions during the period covered by the report

14

C0050, R0090

C0140, R0290

Overall total

Aggregated value, expressed in euros, of failed internalised settlement instructions during the period covered by the report

15

C0060, R0090

C0150, R0290

Overall total

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions during the period covered by the report.

16

C0070, R0090

C0160, R0290

Overall total

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and of failed internalised settlement instructions during the period covered by the report.

17

C0080, R0090

C0170, R0290

Overall total

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions during the period covered by the report.

18

C0090, R0090

C0180, R0290

Overall total

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions during the period covered by the report.

19

C0020, R0100

C0110, R0300

Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU

Aggregated volume of internalised settlement instructions settled in transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU by the settlement internaliser during the period covered by the report.

20

C0030, R0100

C0120, R0300

Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU

Aggregated value, expressed in euros, of internalised settlement instructions settled in transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report.

21

C0040, R0100

C0130, R0300

Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU

Aggregated volume of failed internalised settlement instructions in transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report

22

C0050, R0100

C0140, R0300

Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU

Aggregated value, expressed in euros, of failed internalised settlement instructions in transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report

23

C0060, R0100

C0150, R0300

Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report.

24

C0070, R0100

C0160, R0300

Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report.

25

C0080, R0100

C0170, R0300

Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report.

26

C0090, R0100

C0180, R0300

Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report.

27

C0020, R0110

C0110, R0310

Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

Aggregated volume of internalised settlement instructions settled in sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU by the settlement internaliser during the period covered by the report.

28

C0030, R0110

C0120, R0310

Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

Aggregated value, expressed in euros, of internalised settlement instructions settled in sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report.

29

C0040, R0110

C0130, R0310

Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

Aggregated volume of failed internalised settlement instructions in sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report

30

C0050, R0110

C0140, R0310

Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

Aggregated value, expressed in euros, of failed internalised settlement instructions in sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report

31

C0060, R0110

C0150, R0310

Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report.

32

C0070, R0110

C0160, R0310

Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and of failed internalised settlement instructions in sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report.

33

C0080, R0110

C0170, R0310

Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report.

34

C0090, R0110

C0180, R0310

Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report.

35

C0020, R0120

C0110, R0320

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

Aggregated volume of internalised settlement instructions settled in 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 by the settlement internaliser during the period covered by the report.

36

C0030, R0120

C0120, R0320

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

Aggregated value, expressed in euros, of internalised settlement instructions settled in 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 during the period covered by the report.

37

C0040, R0120

C0130, R0320

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

Aggregated volume of failed internalised settlement instructions in 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 during the period covered by the report

38

C0050, R0120

C0140, R0320

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

Aggregated value, expressed in euros, of failed internalised settlement instructions in 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 during the period covered by the report

39

C0060, R0120

C0150, R0320

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

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in 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 during the period covered by the report.

40

C0070, R0120

C0160, R0320

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

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and of failed internalised settlement instructions in 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 during the period covered by the report.

41

C0080, R0120

C0170, R0320

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

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in 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 during the period covered by the report.

42

C0090, R0120

C0180, R0320

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

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in 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 during the period covered by the report.

43

C0020, R0130

C0110, R0330

Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU

Aggregated volume of internalised settlement instructions settled in transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU by the settlement internaliser during the period covered by the report.

44

C0030, R0130

C0120, R0330

Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU

Aggregated value, expressed in euros, of internalised settlement instructions settled in transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report.

45

C0040, R0130

C0130, R0330

Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU

Aggregated volume of failed internalised settlement instructions in transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report

46

C0050, R0130

C0140, R0330

Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU

Aggregated value, expressed in euros, of failed internalised settlement instructions in transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report

47

C0060, R0130

C0150, R0330

Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report.

48

C0070, R0130

C0160, R0330

Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report.

49

C0080, R0130

C0170, R0330

Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report.

50

C0090, R0130

C0180, R0330

Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU during the period covered by the report.

51

C0020, R0140

C0110, R0340

Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU

Aggregated volume of internalised settlement instructions settled in exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU by the settlement internaliser during the period covered by the report.

52

C0030, R0140

C0120, R0340

Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU

Aggregated value, expressed in euros, of internalised settlement instructions settled in exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU during the period covered by the report.

53

C0040, R0140

C0130, R0340

Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU

Aggregated volume of failed internalised settlement instructions in exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU during the period covered by the report

54

C0050, R0140

C0140, R0340

Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU

Aggregated value, expressed in euros, of failed internalised settlement instructions in exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU during the period covered by the report

55

C0060, R0140

C0150, R0340

Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU during the period covered by the report.

56

C0070, R0140

C0160, R0340

Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU during the period covered by the report.

57

C0080, R0140

C0170, R0340

Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU during the period covered by the report.

58

C0090, R0140

C0180, R0340

Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU during the period covered by the report.

59

C0020, R0150

C0110, R0350

Units in collective investment undertakings, other than ETFs

Aggregated volume of internalised settlement instructions settled for units in collective investment undertakings, other than ETFs by the settlement internaliser during the period covered by the report.

60

C0030, R0150

C0120, R0350

Units in collective investment undertakings, other than ETFs

Aggregated value, expressed in euros, of internalised settlement instructions settled in units in collective investment undertakings, other than ETFs during the period covered by the report.

61

C0040, R0150

C0130, R0350

Units in collective investment undertakings, other than ETFs

Aggregated volume of failed internalised settlement instructions in units in collective investment undertakings, other than ETFs during the period covered by the report.

62

C0050, R0150

C0140, R0350

Units in collective investment undertakings, other than ETFs

Aggregated value, expressed in euros, of failed internalised settlement instructions in units in collective investment undertakings, other than ETFs during the period covered by the report.

63

C0060, R0150

C0150, R0350

Units in collective investment undertakings, other than ETFs

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in units in collective investment undertakings, other than ETFs during the period covered by the report.

64

C0070, R0150

C0160, R0350

Units in collective investment undertakings, other than ETFs

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in units in collective investment undertakings, other than ETFs during the period covered by the report.

65

C0080, R0150

C0170, R0350

Units in collective investment undertakings, other than ETFs

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in units in collective investment undertakings, other than ETFs during the period covered by the report.

66

C0090, R0150

C0180, R0350

Units in collective investment undertakings, other than ETFs

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in units in collective investment undertakings, other than ETFs during the period covered by the report.

67

C0020, R0160

C0110, R0360

Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

Aggregated volume of internalised settlement instructions settled in money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU by the settlement internaliser during the period covered by the report.

68

C0030, R0160

C0120, R0360

Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

Aggregated value, expressed in euros, of internalised settlement instructions settled in money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report.

69

C0040, R0160

C0130, R0360

Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

Aggregated volume of failed internalised settlement instructions in money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU by the settlement internaliser during the period covered by the report

70

C0050, R0160

C0140, R0360

Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

Aggregated value, expressed in euros, of failed internalised settlement instructions in money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report

71

C0060, R0160

C0150, R0360

Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report.

72

C0070, R0160

C0160, R0360

Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report.

73

C0080, R0160

C0170, R0360

Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report.

74

C0090, R0160

C0180, R0360

Money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in money market instruments other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU during the period covered by the report.

75

C0020, R0170

C0110, R0370

Emission allowances

Aggregated volume of internalised settlement instructions settled in emission allowances by the settlement internaliser during the period covered by the report.

76

C0030, R0170

C0120, R0370

Emission allowances

Aggregated value, expressed in euros, of internalised settlement instructions settled in emission allowances during the period covered by the report.

77

C0040, R0170

C0130, R0370

Emission allowances

Aggregated volume of failed internalised settlement instructions in emission allowances during the period covered by the report

78

C0050, R0170

C0140, R0370

Emission allowances

Aggregated value, expressed in euros, of failed internalised settlement instructions in emission allowances during the period covered by the report

79

C0060, R0170

C0150, R0370

Emission allowances

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in emission allowances during the period covered by the report.

80

C0070, R0170

C0160, R0370

Emission allowances

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in emission allowances during the period covered by the report.

81

C0080, R0170

C0170, R0370

Emission allowances

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in emission allowances during the period covered by the report.

82

C0090, R0170

C0180, R0370

Emission allowances

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in emission allowances during the period covered by the report.

83

C0020, R0180

C0110, R0380

Other financial instruments

Aggregated volume of internalised settlement instructions settled in other financial instruments by the settlement internaliser during the period covered by the report.

84

C0030, R0180

C0120, R0380

Other financial instruments

Aggregated value, expressed in euros, of internalised settlement instructions settled in other financial instruments during the period covered by the report.

85

C0040, R0180

C0130, R0380

Other financial instruments

Aggregated volume of failed internalised settlement instructions in other financial instruments during the period covered by the report

86

C0050, R0180

C0140, R0380

Other financial instruments

Aggregated value, expressed in euros, of failed internalised settlement instructions in other financial instruments during the period covered by the report

87

C0060, R0180

C0150, R0380

Other financial instruments

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions in other financial instruments during the period covered by the report.

88

C0070, R0180

C0160, R0380

Other financial instruments

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in other financial instruments during the period covered by the report.

89

C0080, R0180

C0170, R0380

Other financial instruments

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in other financial instruments during the period covered by the report.

90

C0090, R0180

C0180, R0380

Other financial instruments

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions in other financial instruments during the period covered by the report.

91

C0020, R0190

C0110, R0390

Purchase or sale of securities

Aggregated volume of internalised settlement instructions settled for purchase or sale of securities by the settlement internaliser during the period covered by the report.

92

C0030, R0190

C0120, R0390

Purchase or sale of securities

Aggregated value, expressed in euros, of internalised settlement instructions settled for the purchase or sale of securities during the period covered by the report.

93

C0040, R0190

C0130, R0390

Purchase or sale of securities

Aggregated volume of failed internalised settlement instructions for the purchase or sale of securities during the period covered by the report

94

C0050, R0190

C0140, R0390

Purchase or sale of securities

Aggregated value, expressed in euros, of failed internalised settlement instructions for the purchase or sale of securities during the period covered by the report

95

C0060, R0190

C0150, R0390

Purchase or sale of securities

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions for the purchase or sale of securities during the period covered by the report.

96

C0070, R0190

C0160, R0390

Purchase or sale of securities

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for the purchase or sale of securities during the period covered by the report.

97

C0080, R0190

C0170, R0390

Purchase or sale of securities

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for the purchase or sale of securities during the period covered by the report.

98

C0090, R0190

C0180, R0390

Purchase or sale of securities

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for the purchase or sale of securities during the period covered by the report.

99

C0020, R0200

C0110, R0400

Collateral management operations

Aggregated volume of internalised settlement instructions settled for the collateral management operations by the settlement internaliser during the period covered by the report.

Collateral management operations are defined as:

—

Collateral in: COLI;

| — | Collateral out: COLO; |
| --- | --- |

—

Collateral out: COLO;

| — | Central bank collateral operation: CNCB. |
| --- | --- |

—

Central bank collateral operation: CNCB.

100

C0030, R0200

C0120, R0400

Collateral management operations

Aggregated value, expressed in euros, of internalised settlement instructions settled for the collateral management operations during the period covered by the report.

Collateral management operations are defined as:

| — | Collateral in: COLI |
| --- | --- |

—

Collateral in: COLI

| — | Collateral out: COLO |
| --- | --- |

—

Collateral out: COLO

| — | Central bank collateral operation: CNCB |
| --- | --- |

—

Central bank collateral operation: CNCB

101

C0040, R0200

C0130, R0400

Collateral management operations

Aggregated volume of failed internalised settlement instructions for the collateral management operations during the period covered by the report.

Collateral management operations are defined as:

| — | Collateral in: COLI |
| --- | --- |

—

Collateral in: COLI

| — | Collateral out: COLO |
| --- | --- |

—

Collateral out: COLO

| — | Central bank collateral operation: CNCB |
| --- | --- |

—

Central bank collateral operation: CNCB

102

C0050, R0200

C0140, R0400

Collateral management operations

Aggregated value, expressed in euros, of failed internalised settlement instructions for the collateral management operations during the period covered by the report.

Collateral management operations are defined as:

| — | Collateral in: COLI |
| --- | --- |

—

Collateral in: COLI

| — | Collateral out: COLO |
| --- | --- |

—

Collateral out: COLO

| — | Central bank collateral operation: CNCB |
| --- | --- |

—

Central bank collateral operation: CNCB

103

C0060, R0200

C0150, R0400

Collateral management operations

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions for the collateral management operations during the period covered by the report.

Collateral management operations are defined as:

| — | Collateral in: COLI |
| --- | --- |

—

Collateral in: COLI

| — | Collateral out: COLO |
| --- | --- |

—

Collateral out: COLO

| — | Central bank collateral operation: CNCB |
| --- | --- |

—

Central bank collateral operation: CNCB

104

C0070, R0200

C0160, R0400

Collateral management operations

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for the collateral management operations during the period covered by the report.

Collateral management operations are defined as:

| — | Collateral in: COLI |
| --- | --- |

—

Collateral in: COLI

| — | Collateral out: COLO |
| --- | --- |

—

Collateral out: COLO

| — | Central bank collateral operation: CNCB |
| --- | --- |

—

Central bank collateral operation: CNCB

105

C0080, R0200

C0170, R0400

Collateral management operations

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for the collateral management operations during the period covered by the report.

Collateral management operations are defined as:

| — | Collateral in: COLI |
| --- | --- |

—

Collateral in: COLI

| — | Collateral out: COLO |
| --- | --- |

—

Collateral out: COLO

| — | Central bank collateral operation: CNCB |
| --- | --- |

—

Central bank collateral operation: CNCB

106

C0090, R0200

C0180, R0400

Collateral management operations

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for the collateral management operations during the period covered by the report.

Collateral management operations are defined as:

| — | Collateral in: COLI |
| --- | --- |

—

Collateral in: COLI

| — | Collateral out: COLO |
| --- | --- |

—

Collateral out: COLO

| — | Central bank collateral operation: CNCB |
| --- | --- |

—

Central bank collateral operation: CNCB

107

C0020, R0210

C0110, R0410

Securities lending and securities borrowing

Aggregated volume of internalised settlement instructions settled for the securities lending and securities borrowing by the settlement internaliser during the period covered by the report.

108

C0030, R0210

C0120, R0410

Securities lending and securities borrowing

Aggregated value, expressed in euros, of internalised settlement instructions settled for the securities lending and securities borrowing during the period covered by the report.

109

C0040, R0210

C0130, R0410

Securities lending and securities borrowing

Aggregated volume, expressed in euros, of failed internalised settlement instructions for the securities lending and securities borrowing during the period covered by the report.

110

C0050, R0210

C0140, R0410

Securities lending and securities borrowing

Aggregated value, expressed in euros, of failed internalised settlement instructions for the securities lending and securities borrowing during the period covered by the report.

111

C0060, R0210

C0150, R0410

Securities lending and securities borrowing

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions for the securities lending and securities borrowing during the period covered by the report.

112

C0070, R0210

C0160, R0410

Securities lending and securities borrowing

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for the securities lending and securities borrowing during the period covered by the report.

113

C0080, R0210

C0170, R0410

Securities lending and securities borrowing

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for the securities lending and securities borrowing during the period covered by the report.

114

C0090, R0210

C0180, R0410

Securities lending and securities borrowing

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for the securities lending and securities borrowing during the period covered by the report.

115

C0020, R0220

C0110, R0420

Repurchase transactions

Aggregated volume of internalised settlement instructions settled for the repurchase transactions by the settlement internaliser during the period covered by the report.

Repurchase transactions are defined as:

| — | Repurchase agreement transactions: REPU |
| --- | --- |

—

Repurchase agreement transactions: REPU

| — | Reverse repurchase agreement transactions: RVPO |
| --- | --- |

—

Reverse repurchase agreement transactions: RVPO

| — | Triparty repurchase agreements: TRPO |
| --- | --- |

—

Triparty repurchase agreements: TRPO

| — | Triparty reverse repurchase agreements: TRVO |
| --- | --- |

—

Triparty reverse repurchase agreements: TRVO

| — | Buy sell back transactions: BSBK |
| --- | --- |

—

Buy sell back transactions: BSBK

| — | Sell buy back transactions: SBBK |
| --- | --- |

—

Sell buy back transactions: SBBK

116

C0030, R0220

C0120, R0420

Repurchase transactions

Aggregated value, expressed in euros, of internalised settlement instructions settled for the repurchase transactions during the period covered by the report.

Repurchase transactions are defined as:

| — | Repurchase agreement transactions: REPU |
| --- | --- |

—

Repurchase agreement transactions: REPU

| — | Reverse repurchase agreement transactions: RVPO |
| --- | --- |

—

Reverse repurchase agreement transactions: RVPO

| — | Triparty repurchase agreements: TRPO |
| --- | --- |

—

Triparty repurchase agreements: TRPO

| — | Triparty reverse repurchase agreements: TRVO |
| --- | --- |

—

Triparty reverse repurchase agreements: TRVO

| — | Buy sell back transactions: BSBK |
| --- | --- |

—

Buy sell back transactions: BSBK

| — | Sell buy back transactions: SBBK |
| --- | --- |

—

Sell buy back transactions: SBBK

117

C0040, R0220

C0130, R0420

Repurchase transactions

Aggregated volume of failed internalised settlement instructions for the repurchase transactions by the settlement internaliser during the period covered by the report.

Repurchase transactions are defined as:

| — | Repurchase agreement transactions: REPU |
| --- | --- |

—

Repurchase agreement transactions: REPU

| — | Reverse repurchase agreement transactions: RVPO |
| --- | --- |

—

Reverse repurchase agreement transactions: RVPO

| — | Triparty repurchase agreements: TRPO |
| --- | --- |

—

Triparty repurchase agreements: TRPO

| — | Triparty reverse repurchase agreements: TRVO |
| --- | --- |

—

Triparty reverse repurchase agreements: TRVO

| — | Buy sell back transactions: BSBK |
| --- | --- |

—

Buy sell back transactions: BSBK

| — | Sell buy back transactions: SBBK |
| --- | --- |

—

Sell buy back transactions: SBBK

118

C0050, R0220

C0140, R0420

Repurchase transactions

Aggregated value, expressed in euros, of failed internalised settlement instructions for the repurchase transactions during the period covered by the report.

Repurchase transactions are defined as:

| — | Repurchase agreement transactions: REPU |
| --- | --- |

—

Repurchase agreement transactions: REPU

| — | Reverse repurchase agreement transactions:RVPO |
| --- | --- |

—

Reverse repurchase agreement transactions:RVPO

| — | Triparty repurchase agreements: TRPO |
| --- | --- |

—

Triparty repurchase agreements: TRPO

| — | Triparty reverse repurchase agreements: TRVO |
| --- | --- |

—

Triparty reverse repurchase agreements: TRVO

| — | Buy sell back transactions: BSBK |
| --- | --- |

—

Buy sell back transactions: BSBK

| — | Sell buy back transactions: SBBK |
| --- | --- |

—

Sell buy back transactions: SBBK

119

C0060, R0220

C0150, R0420

Repurchase transactions

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions for the repurchase transactions during the period covered by the report.

Repurchase transactions are defined as:

| — | Repurchase agreement transactions: REPU |
| --- | --- |

—

Repurchase agreement transactions: REPU

| — | Reverse repurchase agreement transactions: RVPO |
| --- | --- |

—

Reverse repurchase agreement transactions: RVPO

| — | Triparty repurchase agreements: TRPO |
| --- | --- |

—

Triparty repurchase agreements: TRPO

| — | Triparty reverse repurchase agreements: TRVO |
| --- | --- |

—

Triparty reverse repurchase agreements: TRVO

| — | Buy sell back transactions: BSBK |
| --- | --- |

—

Buy sell back transactions: BSBK

| — | Sell buy back transactions: SBBK |
| --- | --- |

—

Sell buy back transactions: SBBK

120

C0070, R0220

C0160, R0420

Repurchase transactions

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for the repurchase transactions during the period covered by the report.

Repurchase transactions are defined as:

| — | Repurchase agreement transactions: REPU |
| --- | --- |

—

Repurchase agreement transactions: REPU

| — | Reverse repurchase agreement transactions: RVPO |
| --- | --- |

—

Reverse repurchase agreement transactions: RVPO

| — | Triparty repurchase agreements: TRPO |
| --- | --- |

—

Triparty repurchase agreements: TRPO

| — | Triparty reverse repurchase agreements: TRVO |
| --- | --- |

—

Triparty reverse repurchase agreements: TRVO

| — | Buy sell back transactions: BSBK |
| --- | --- |

—

Buy sell back transactions: BSBK

| — | Sell buy back transactions: SBBK |
| --- | --- |

—

Sell buy back transactions: SBBK

121

C0080, R0220

C0170, R0420

Repurchase transactions

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for the repurchase transactions during the period covered by the report.

Repurchase transactions are defined as:

| — | Repurchase agreement transactions: REPU |
| --- | --- |

—

Repurchase agreement transactions: REPU

| — | Reverse repurchase agreement transactions: RVPO |
| --- | --- |

—

Reverse repurchase agreement transactions: RVPO

| — | Triparty repurchase agreements: TRPO |
| --- | --- |

—

Triparty repurchase agreements: TRPO

| — | Triparty reverse repurchase agreements: TRVO |
| --- | --- |

—

Triparty reverse repurchase agreements: TRVO

| — | Buy sell back transactions: BSBK |
| --- | --- |

—

Buy sell back transactions: BSBK

| — | Sell buy back transactions: SBBK |
| --- | --- |

—

Sell buy back transactions: SBBK

122

C0090, R0220

C0180, R0420

Repurchase transactions

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for the repurchase transactions during the period covered by the report.

Repurchase transactions are defined as:

| — | Repurchase agreement transactions: REPU |
| --- | --- |

—

Repurchase agreement transactions: REPU

| — | Reverse repurchase agreement transactions: RVPO |
| --- | --- |

—

Reverse repurchase agreement transactions: RVPO

| — | Triparty repurchase agreements: TRPO |
| --- | --- |

—

Triparty repurchase agreements: TRPO

| — | Triparty reverse repurchase agreements: TRVO |
| --- | --- |

—

Triparty reverse repurchase agreements: TRVO

| — | Buy sell back transactions: BSBK |
| --- | --- |

—

Buy sell back transactions: BSBK

| — | Sell buy back transactions: SBBK |
| --- | --- |

—

Sell buy back transactions: SBBK

123

C0020, R0230

C0110, R0430

Other securities transactions

Aggregated volume of internalised settlement instructions settled for any other securities transactions by the settlement internaliser during the period covered by the report.

124

C0030, R0230

C0120, R0430

Other securities transactions

Aggregated value, expressed in euros, of internalised settlement instructions settled for any other securities transactions during the period covered by the report.

125

C0040, R0230

C0130, R0430

Other securities transactions

Aggregated volume of failed internalised settlement instructions settled for any other securities transactions during the period covered by the report.

126

C0050, R0230

C0140, R0430

Other securities transactions

Aggregated value, expressed in euros, of failed internalised settlement instructions for any other securities transactions during the period covered by the report.

127

C0060, R0230

C0150, R0430

Other securities transactions

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions for any other securities transactions during the period covered by the report.

128

C0070, R0230

C0160, R0430

Other securities transactions

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for any other securities transactions during the period covered by the report.

129

C0080, R0230

C0170, R0430

Other securities transactions

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for any other securities transactions during the period covered by the report.

130

C0090, R0230

C0180, R0430

Other securities transactions

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for any other securities transactions during the period covered by the report.

131

C0020, R0240

C0110, R0440

Professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU

Aggregated volume of internalised settlement instructions settled for professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU by the settlement internaliser during the period covered by the report.

132

C0030, R0240

C0120, R0440

Professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU

Aggregated value, expressed in euros, of internalised settlement instructions settled for professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU during the period covered by the report.

133

C0040, R0240

C0130, R0440

Professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU

Aggregated volume of failed internalised settlement instructions for professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU during the period covered by the report

134

C0050, R0240

C0140, R0440

Professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU

Aggregated value, expressed in euros, of failed internalised settlement instructions for professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU during the period covered by the report

135

C0060, R0240

C0150, R0440

Professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions for professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU during the period covered by the report.

136

C0070, R0240

C0160, R0440

Professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU during the period covered by the report.

137

C0080, R0240

C0170, R0440

Professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU during the period covered by the report.

138

C0090, R0240

C0180, R0440

Professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for professional clients as defined in point (10) of Article 4(1) of Directive 2014/65/EU during the period covered by the report.

139

C0020, R0250

C0110, R0450

Retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU

Aggregated volume of internalised settlement instructions settled for retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU by the settlement internaliser during the period covered by the report.

140

C0030, R0250

C0120, R0450

Retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU

Aggregated value, expressed in euros, of internalised settlement instructions settled for retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU during the period covered by the report.

141

C0040, R0250

C0130, R0450

Retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU

Aggregated volume of failed internalised settlement instructions for retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU during the period covered by the report

142

C0050, R0250

C0140, R0450

Retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU

Aggregated value, expressed in euros, of failed internalised settlement instructions for retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU during the period covered by the report.

143

C0060, R0250

C0150, R0450

Retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions for retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU during the period covered by the report.

144

C0070, R0250

C0160, R0450

Retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and number of failed internalised settlement instructions for retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU during the period covered by the report.

145

C0080, R0250

C0170, R0450

Retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU during the period covered by the report.

146

C0090, R0250

C0180, R0450

Retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for retail clients as defined in point (11) of Article 4(1) of Directive 2014/65/EU during the period covered by the report.

147

C0020, R0260

C0110, R0460

Total cash transfers

Aggregated volume of internalised settlement instructions settled for cash transfers by the settlement internaliser during the period covered by the report.

148

C0030, R0260

C0120, R0460

Total cash transfers

Aggregated value, expressed in euros, of internalised settlement instructions settled for cash transfers during the period covered by the report.

149

C0040, R0260

C0130, R0460

Total cash transfers

Aggregated volume of failed internalised settlement instructions for cash transfers during the period covered by the report

150

C0050, R0260

C0140, R0460

Total cash transfers

Aggregated value, expressed in euros, of failed internalised settlement instructions for cash transfers during the period covered by the report

151

C0060, R0260

C0150, R0460

Total cash transfers

Aggregated total of the volume of internalised settlement instructions settled by the settlement internaliser and volume of failed internalised settlement instructions for cash transfers during the period covered by the report.

152

C0070, R0260

C0160, R0460

Total cash transfers

Aggregated total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for cash transfers during the period covered by the report.

153

C0080, R0260

C0170, R0460

Total cash transfers

The rate of failed internalised settlement instructions compared to the aggregated total volume of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for cash transfers during the period covered by the report.

154

C0090, R0260

C0180, R0460

Total cash transfers

The rate of failed internalised settlement instructions compared to the total value, expressed in euros, of internalised settlement instructions settled by the settlement internaliser and failed internalised settlement instructions for cash transfers during the period covered by the report.

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ANNEX III

Template for informing of potential risks

| Potential Risks |
| --- |
| Identification of the reporting competent authority |
| | C0010 |
| Name of the competent authority | R0010 | |
| Reporting timestamp | R0020 | |
| Reporting period | R0030 | |
| Name of the main liaison | R0040 | |
| Function of the main liaison | R0050 | |
| Phone number of the main liaison | R0060 | |
| Email address of the main liaison | R0070 | |
| Identification of any potential risks resulting from the internalised settlement activity in the jurisdiction |
| Identification of any potential risks resulting from the internalised settlement activity in the jurisdiction | R0080 | |

Potential Risks

Identification of the reporting competent authority

C0010

Name of the competent authority

R0010

Reporting timestamp

R0020

Reporting period

R0030

Name of the main liaison

R0040

Function of the main liaison

R0050

Phone number of the main liaison

R0060

Email address of the main liaison

R0070

Identification of any potential risks resulting from the internalised settlement activity in the jurisdiction

Identification of any potential risks resulting from the internalised settlement activity in the jurisdiction

R0080

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ANNEX IV

Instructions for completing the template for informing of potential risks

The ‘Cell Reference’ column of the table below identifies the items to be reported by identifying the columns and lines as showed in the template in Annex III

| No. | Cell Reference | Item | Instruction |
| --- | --- | --- | --- |
| 1 | C0010, R0010 | Name of the competent authority. | The full name of the competent authority. |
| 2 | C0010, R0020 | Reporting timestamp | Identify the ISO 8601 in UTC time format (YYYY-MM-DDThh:mm:ssZ) code of the date when the report from the competent authority is made. |
| 2 | C0010, R0030 | Reporting period | Identify the ISO 8601 (YYYY-MM-DD) code of the date identifying the last day of the reporting period. |
| 2 | C0010, R0040 | Name of the main liaison. | The main liaison at the competent authority that is responsible for completing the potential risks template. |
| 3 | C0010, R0050 | Function of the main liaison. | The function of the main liaison at the competent authority that is responsible for completing the potential risks template. |
| 4 | C0010, R0060 | Phone number of the main liaison. | The phone number of the main liaison at the competent authority who is responsible for completing the potential risks template. |
| 5 | C0010, R0070 | Email address of the main liaison. | The email address of the main liaison at the competent authority that is responsible for completing the potential risks template. |
| 6 | C0010, R0080 | Identification of any potential risks resulting from the internalised settlement activity in the jurisdiction. | Completed as free text. |

No.

Cell Reference

Item

Instruction

1

C0010, R0010

Name of the competent authority.

The full name of the competent authority.

2

C0010, R0020

Reporting timestamp

Identify the ISO 8601 in UTC time format (YYYY-MM-DDThh:mm:ssZ) code of the date when the report from the competent authority is made.

2

C0010, R0030

Reporting period

Identify the ISO 8601 (YYYY-MM-DD) code of the date identifying the last day of the reporting period.

2

C0010, R0040

Name of the main liaison.

The main liaison at the competent authority that is responsible for completing the potential risks template.

3

C0010, R0050

Function of the main liaison.

The function of the main liaison at the competent authority that is responsible for completing the potential risks template.

4

C0010, R0060

Phone number of the main liaison.

The phone number of the main liaison at the competent authority who is responsible for completing the potential risks template.

5

C0010, R0070

Email address of the main liaison.

The email address of the main liaison at the competent authority that is responsible for completing the potential risks template.

6

C0010, R0080

Identification of any potential risks resulting from the internalised settlement activity in the jurisdiction.

Completed as free text.

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