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Commission Delegated Regulation (EU) 2022/1858 of 10 June 2022

supplementing Regulation (EU) No 648/2012 of the European Parliament and of the Council with regard to regulatory technical standards specifying the procedures for the reconciliation of data between trade repositories and the procedures to be applied by the trade repository to verify the compliance by the reporting counterparty or submitting entity with the reporting requirements and to verify the completeness and correctness of the data reported (Text with EEA relevance)

Full documentArticle 4 of 5 · 1 annex

In this act Article 4 of 5

Article 4 — End-of-day response mechanisms

Financial servicesLevel 2RTSEMIRIn forceOfficial source

4(1)

1.With regard to each working day, a trade repository shall make available to the reporting counterparties, report submitting entities, entities responsible for reporting as well as third parties which have been granted access to information under Article 78(7) of Regulation (EU) No 648/2012, as applicable, the following information on the concerned derivatives, in an XML format and a template developed in accordance with the ISO 20022 methodology:

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4(1)(a)

(a)the derivatives reported during that day;

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4(1)(b)

(b)the latest trade states of the outstanding derivatives;

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4(1)(c)

(c)the derivative reports that have been rejected during that day;

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4(1)(d)

(d)the reconciliation status of all reported derivatives subject to reconciliation pursuant to Article 3(1);

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4(1)(e)

(e)the outstanding derivatives for which no valuation has been reported, or for which the valuation that was reported is dated more than fourteen calendar days earlier than the day for which the report is generated;

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4(1)(f)

(f)the outstanding derivatives for which no margin information has been reported, or for which the margin information that was reported is dated more than fourteen calendar days earlier than the day for which the report is generated;

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4(1)(g)

(g)the derivatives that were received on that day with action type ‘New’, ‘Position component’, ‘Modification’ or ‘Correction’ and whose notional amount is abnormal for that class of derivatives.

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4(2)

2.A trade repository shall provide such information no later than 06:00 Coordinated Universal time on the working day following the day to which the information provided in paragraph 1 refers.

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