WM products and implementation dates

Transcription

1 WM Gruppe Börsen-Zeitung Datenservice Wirtschafts- und Bankrecht Seminare Customer Information VF1/FOF K MiFID WM products and implementation dates The following is a comprehensive overview of the MiFID project and the related products and introduction dates: Dataline product overview VF1 Profile 1: MiR+ New fields and existing fields from the GAT, OHC and IFK products required for the fulfilment of MiFID requirements. Profile 2: MiR New fields for integration into the existing data base. Profile 3: O&F+ New fields and existing fields from the O&F product required for the fulfilment of MiFID requirements. Profile 4: O&F MiR New fields for integration into the existing data base. For details on the individual fields, please see the following pages. Test data Data for testing purposes will be available for all profiles, as per the following dates: As of 14 May 2007: Depiction of the spectrum in Excel, on the basis of selected financial instruments; to be available for free downloading at As of 15 June 2007: Depiction of all items in VF1/FOF, on the basis of selected financial instruments. As of 17 September 2007: General test in VF1/FOF format. Basic components The basic components of the above mentioned profiles will be available as of 20 October Order forms will be provided within the scope of a further Customer Information issue. Updates Updates will be provided as follows, as of 22 October 2007: Profiles 1 and 2: By 8 pm. daily Profiles 3 and 4: Around 3 a.m. daily Delivery WM-FTP WM-Connect:Direct Deutsche Börse Systems WM Datenservice Düsseldorfer Straße 16 Page 1 of 6 Klaus-P. Körbitzer Tel.: +49 (0) D Frankfurt am Main Fax +49 (0) [email protected]

2 Overview of the fields in the four MiFID products in VF1 Profile 1 Profile 2 Profile 3 Profile 4 MiR+ MiR Field name O&F + O&F MiR Field name GD100A - Securities status DD011 - Option style GD153 - ISIN after change DD012 DD012 ISIN GD154 - WKN after change DD013 DD013 WKN GD170 - Custody/settlement currency DD016 - Derivative name GD198A - Product type segment DD017 - Derivative short description GD198B - Product category segment DD018 - Derivative ticker symbol GD198C - type DD019 - Derivative type GD198D - type, addendum 1 DD022 - Underlying asset ISIN GD198E - type, addendum 2 DD022PW - Underlying asset WKN GD198F - type, addendum 3 DD024 - CFI code GD198G - type, addendum 4 DD025-2nd underlying asset ISIN GD216 - Section 9 reporting DD025PW - 2nd underlying asset WKN GD240 - Original issuer number DD029 - Derivative expiry day GD245 - Current issuer number DD030 - Derivative expiry month GD270B - Securities long description DD031 - Derivative expiry year GD352 - Option right type DD032 - Derivative strike currency GD352A - Option right method DD033 - Derivative strike price GD352B - Exercise periodicity DD665 DD665 Most liquid market GD447C - Conformity identifier DD663A DD663A MiFID transaction reporting GD622 - ISIN DD662 DD662 Issuer origin GD622PW - WKN DV021 - Derivative market MIC GD662 GD662 Issuer origin GD663A GD663A MiFID transaction reporting GD663B GD663B MiFID pre-trade transparency GD663C GD663C MiFID post-trade transparency GD664 GD664 Complexity identifier GD665 GD665 Most liquid market GD666 GD666 Standard market size GD667 GD667 Average daily turnover GD668 GD668 Fund management class GD684 GD684 Financial Short Name GD685 - CFI code GD703 GD703 Liquidity identifier GD704 GD704 Fund special assets BIC/CIVIC GD910 - Last redemption date GV103 - ISIN/WKN valid until GV791 - Quantity or weighting index (1) GV792 - Quantity or weighting index (2) MD020 - Issuer county MD031 - Issuer name MD248 - IBEI MD503 MD503 Issuer BIC XD010 - Stock exchange domicile (ISO) XD020 - Stock exchange/main segment XD020A - General stock exchange code XD022 XD022 Regulated market/mtf identifier XD026 XD026 Market place MIC XD027 XD027 Market place time shift vs. UTC XV661 - Special trading hours XV951 - Market trading hours XV952 - Trading days XV953 - Holidays Page 2 of 6 of Customer Information issue K15 dated

3 Dataline product overview FOF Description TopLevel Class Attribute ISIN ID idsymbol (schemesymbol ISIN) Securities status statustype ISIN after change ID idsymbol WKN after change ID idsymbol ISIN/WKN valid until ID validuntildate WKN ID idsymbol (schemesymbol WKN) FISN Name mit nametype = 8002 name Securities description name CFI GroupKey idsymbol EFIC (A) GroupKey idsymbol EFIC (B) GroupKey idsymbol EFIC (C) GroupKey idsymbol EFIC (D) GroupKey idsymbol EFIC (E) GroupKey idsymbol EFIC (F) GroupKey idsymbol EFIC (G) GroupKey idsymbol Issuer origin Institution Domicile mit domiciletype = 3 domicilelocation Issuer domicile Institution Domicile domiciletype Issuer name Institution Institution name Original issuer number Institution InstitutionID idsymbol Current issuer number Institution InstitutionID idsymbol Issuer name Institution Institution name Issuer IBEI Institution InstitutionID idsymbol Company BIC Institution InstitutionID idsymbol Index DependentPr operties link zu Index DependentPr operties link zu Underlying FutureSimple underlying OptionPayment settle UnderFixingComponent under Underlying OptionPayment settle UnderFixingComponent under FixedPayment pay CFSimpleCondition conditionunderlying MiFID transaction reporting MIFID_Transaction idsymbol MiFID pre-trade transparency MIFID_PreTrade idsymbol MiFID post-trade transparency MIFID_PostTrade idsymbol Section 9 reporting ReportingGroupKey idsymbol Page 3 of 6 of Customer Information issue K15 dated

4 Non-complex identifier FI_Komplexitaet idsymbol UCITS conformity identifier TrustProperties principlestype Most liquid market LandLiquidesterMarkt idsymbol Standard market size StandardMarktGroesse idsymbol DurchschnittTagesums Average daily turnover atz idsymbol Fund management class TrustProperties managingtype Liquidity FI_Liquiditaet idsymbol Legal maturity WithCF maturitydate Maturity (exchange) CFPeriodicDate Put/call WithCF optiontype Strike price (currency) OptionPayment exercise Strike price OptionPayment exerciseamount OptionPayment exerciseamountinpercent Subscription ratio (currency numerator) Subscription ratio (numerator German) FixedPayment heldamount OptionPayment heldamount Subscription ratio (numerator English) FixedPayment plannedpayamount LatentPayment plannedpayamount OptionPayment underfixingfactor Subscription ratio (currency denominator) Subscription ratio (denominator German) FixedPayment plannedpayamount LatentPayment plannedpayamount OptionPayment underfixingfactor OptionParameter equivalentconversionunitamount Subscription ratio (denominator English) FixedPayment heldamount LatentPayment heldamount OptionPayment heldamount Currency nominalcurr nominalamount unittype Regulated market/mtf identifierservice TradingPlace regulatedmarket ServiceGroup mit Market place MIC Service MIC idsymbol Market place name Institution Institution name Stock exchange/main segment Service Service name Market place domicile Institution Domicile domiciletype Market place business hours Service ExceptionalTradingDay exceptiontype Service SpecialTradingDay specialdate Service ExceptionalTradingDay closingtime Page 4 of 6 of Customer Information issue K15 dated

5 Service ExceptionalTradingDay openingtime Service ExceptionalTradingDay exceptionreason Market place business hours TradingSession closingtime TradingSession openingtime Market place business hours TradingSession weekdaytype Market place business hours Service ExceptionalTradingDay exceptionreason Service ExceptionalTradingDay exceptiontype Service SpecialTradingDay specialdate Market place time shift UTC Service TimeZoneInformation hoursdifferencetoutc InstitutionID mit Fund special assets BIC/CIVIC Institution BIC idsymbol WM-DatenOnline The MiFID and Options & Futures profiles (analogous to MIR+ and O&F+) will be available as WM-DatenOnline modules by 20 October We will inform you of the exact launch dates in a separate Customer Information issue. Page 5 of 6 of Customer Information issue K15 dated

6 Order form for MiFID test files Please send to fax no We would like to order test files, available as of the week beginning 11 June 2007: VF1 FOF Profile 1 MiR + Profile 2 MiR Profile 3 O&F + Profile 4 MiR O&F Delivery by FTP 15 June September 2007 Characters EBCDIC* ASCII ANSI Handling charge 160 per representative test file * The files are only available in EBCDIC via FTP in FLAM-compressed form. Please use one order form for all orders Mailing address: Billing address: Delivery address: Company:... Company:... Mr./Ms.:... Mr./Ms.:... Street:... Street:... City:... City:... Tel.:... Tel.:... address:... address:... Date and signature:... Please note that the ordered data are licensed for own use only. The use of the data by third parties is prohibited. Page 6 of 6 of Customer Information issue K15 dated