MiFID, updated field overview of WM Products as per 13.07.2007



Similar documents
WM products and implementation dates

Special file on the migration of certificated derivative products to Scoach Europa

MiFID/MiFIR REPORTING FIELD COMPARISON

XONTRO Newsletter. Financial Institutes. No. 43. (English Version)

CONNEXOR Terms for Data Vendors

Client Information On the derivative trade reporting obligation stated in EMIR X.

Service & Technical Description

Transaction Reporting. User Guide TRANSACTION REPORTING. User Guide. December. November 2010

Trade Reporting Services: Service Description

Eurex Mobile App Overview on functionalities

Transaction reporting

Non-collateralised Structured Products. Goldman Sachs Structured Products (Asia) Limited (incorporated in the Cayman Islands with limited liability)

Manual on the technical delivery conditions (Customer account) WM Datenservice. Version 2.9

Goldman Sachs Structured Products (Asia) Limited

Goldman Sachs Structured Products (Asia) Limited

Bats Europe Reference Data Specification

Goldman Sachs Structured Products (Asia) Limited

Non-collateralised Structured Products. Goldman Sachs Structured Products (Asia) Limited (incorporated in the Cayman Islands with limited liability)

SIX Corporate Bonds AG. Directive 3: Trading. of 23/04/2015 Effective from: 08/05/2015

JB Call Warrants with cash settlement on CHF 3M LIBOR / SFCPD

8.21 % 85.6 % 70 % 17.8 % 5 MUST-KNOW FACTS ON FTSE100 RUPEE DENOMINATED. world s equity Market-cap. UK s equity Market capitalization

Best Execution Policy for transactions in Financial Instruments

WEBKINCSTAR ONLINE SECURITIES TRADING - TERMS AND CONDITIONS OF USE

Final Terms dated 18 January Credit Suisse AG. acting through its London Branch

Market Parameters. Release 17. As referred to in the Rules of the Irish Stock Exchange. ISE Xetra Release 15.0

Securities Identifiers Capital Markets (From 4 day workshop) Khader Shaik

INDEX GUIDE MARKET VECTORS US DYNAMIC PUT WRITE INDEX

EUROBOND TRANSACTIONS CONCLUDED IN APRIL AND MAY 2014: SEVENTH VOLUNTARY DEBT EXCHANGE OFFER & NEW CASH ISSUANCE AND PRIVATE PLACEMENT WITH AUDI BANK

International Securities Identification Numbers

International Brokerage. Topics Introduction Important Information Key Terminologies Account Opening System Specifications Disclosures

The Hongkong and Shanghai Banking Corporation Limited (incorporated in Hong Kong with limited liability under the Companies Ordinance of Hong Kong)

ZKB Silver ETF Exchange Traded Fund

ETF Portfolio Composition File FAQ and Key Definitions

Market Level SEDOL Allocation Author: Olivier Lampe Date: 12 February 2008

eurex circular 186/13

Recognised Investment Exchanges. Chapter 2. Recognition requirements

Trading Rules for the Automated Trading System XETRA (Exchange Electronic Trading)

ISIN Guidelines 2011

Forsa Equity Options Traded on the Kuwait Stock Exchange

Goldman Sachs SICAV Funds. How to Invest Guide

Listing and Admission to Trading Rules for. Short Term Paper. Release 2

Investment Fundamentals Forum 21 January 2013

Swiss Alpha Strategy Certificates

White Paper. MiFID: How to deal with 4 Critical Reference Data Issues. Executive Summary

Operational Guide. Admission of a retail bond to the Order book for Retail Bonds (ORB)

GOLD BULLION SECURITIES LIMITED IPROGRAMME FOR THE ISSUE OF UP TO 1,000,000,000 GOLD BULLION SECURITIES

Launch Announcement for Callable Bull/Bear Contracts ("CBBCs") to be issued by

Guidelines for the Issue of Structured Warrants. (Amended as at October 2006)

Customer Portfolio Margin

Kingdom of Saudi Arabia Capital Market Authority. Mutual Funds

OPERATING RULES OF THE CENTRAL SECURITIES DEPOSITORY AND CLEARING HOUSE. (Consolidated text reflecting amendments entered into force Jan, 19, 2015)

Jupiter Merlin International Equities Portfolio

The Hongkong and Shanghai Banking Corporation Limited (incorporated in Hong Kong with limited liability under the Companies Ordinance of Hong Kong)

Settlement Data Service

3 Year Note Linked To WTI Crude Oil Simplified Prospectus, 15 August 2013

Product information Issuer Bank Vontobel AG, Zurich (Standard & Poor's A+; Moody's A1)

Non-Collateralised Structured Products Launch Announcement for Callable Bull/Bear Contracts over Index. Issuer: CREDIT SUISSE AG

SIX Swiss Exchange Ltd. Directive 3: Trading. of 17/07/2015 Effective from: 26/10/2015

EQUITY RISK CONTROLS. FPL Risk Management Committee

Pre-trade and execution services under MiFID LEADING SOLUTIONS FOR A PAN-EUROPEAN MARKET

DWS (CH) Money Market Umbrella Fund

Listing / entry of bonds, certificates and debt issuance programmes on the Vienna Stock Exchange

NASDAQ Market Velocity and Forces 2.1

Non-collateralised Structured Products Launch Announcement for Callable Bull/Bear Contracts ("CBBCs")

WSE DETAILED EXCHANGE TRADING RULES IN UTP SYSTEM

SECURITIES AND FUTURES (REPORTING OF DERIVATIVES CONTRACTS) REGULATIONS 2013

NATIONAL STOCK EXCHANGE OF INDIA LIMITED DEPARTMENT : DEBT SEGMENT. Download Ref No : NSE/DS/24832 Date : October 25, 2013 Circular Ref.

SPDR S&P 500 Low Volatility UCITS ETF

How To Write A Financial Instrument Order In Serbia

Phoenix Memory with barrier at maturity

USER REQUIREMENTS CHAPTER 16 STATIC DATA REQUIREMENTS

db x-trackers IMPORTANT NOTICE TO SHAREHOLDERS OF THE FOLLOWING SUB-FUNDS:

MOBILKINCSTAR ONLINE SECURITIES TRADING TERMS AND CONDITIONS OF USE

Exchange Traded Funds and the UCITS Framework

13 March 2014 PART A CONTRACTUAL TERMS

How To Check Your Stock In The European Stock Exchange

GUARDIAN asset management software. Solutions. The safe partner for your business

Select Subscription, such as rights issue, takeover, warrant subscription, open offer or bond conversion by Pressing 3 at the Main Menu...

Trading. On the CSX CSX ON XETRA - XCAY

ComStage 1. ComStage 1 DAX UCITS ETF. Issuer: Commerz Funds Solutions S.A. 29 June 2016

Welcome to ORB. Website tutorial for retail investors

Service & Technical Description

How to report transactions on OTC derivative instruments

How To Buy And Sell On The Stock Exchange

Transcription:

MiFID, updated field overview of WM Products as per 13.07.2007 Customer Information K17 13.07.2007 VF1 (WM Variable Format) FOF (WM Financial Object Feed) ONLINE (Info-Line) The requirements of MiFID affect a number of business processes which now need to be reorganised. This applies especially to the areas of compliance, trading, and reporting. In our Customer Information K15 of 9 May 2007 we introduced our product MiFID Reference (MiR). In order to meet the different customer demands, we have developed four separate profiles. As the implementation of the MiFID requirements is still in progress on the various business levels and new aspects are constantly being revealed, our products may be subject to further modifications. Meanwhile, the following alterations and expansions within our profiles have become necessary: 1. Article 31( 5) of the Implementation Directive requires that in the case of a third-person guarantee, details have to be given on the guarantor and the kind of surety. This requirement has been included in profile 1 which has been expanded by fields GD970A and GV972. 2. Within the scope of MiFID, it is also necessary for best execution and reporting purposes that information is provided on whether a fund is traded on the stock exchange and whether it is an ETF (Exchange Traded Fund) in terms of MiFID. This requirement has been included in fields GD668 Listing of funds on regulated markets and GD689 Exchange traded funds. 3. The display of the ADT in intervals of below 100,000, 100,000 to 1,000,000 etc. in GD667 pursuant to table GI8 will be replaced by the average daily turnover, which is contained in GD193. 4. In XD026 the MIC, but not the values of table Z27, will be delivered directly. Furthermore, we would like to inform you that new test files will be available as of 23 July 2007 and can be obtained by sending us a completed order form (see attachment). Further details can be gathered from the attached updated overview. For further information (e.g. regarding formats, price concepts or contract) please contact Thomas Krausser (Tel.: +49-69-2732-231, E-mail: t.krausser@wmndaten.com). koerbitzer@wmdaten.com 1/5

Dataline: Updated product overview VF1 Field GD668 has been renamed to Listing of funds on regulated markets; GD270A, GD970A and GV972 have been included in Profile 1, MiR+; GD689 has been created and included in Profile 1, MiR+ and Profile 2, MiR. GD667 will be deleted and replaced by GD193. The table allocation of GD664, GD668 and GD703 has been changed as well: table G83 has been replaced by table GH9. Within XD026 the MIC will be delivered directly, but not table Z27, and the field format will be expanded to a four-digit alphanumerical field. 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 GD270A - Securities long description I DD031 - Derivative expiry year GD270B - Securities long description II DD032 - Derivative strike currency GD447C - Conformity identifier DD033 - Derivative strike price GD622 - ISIN DD665 DD665 Most liquid market GD622PW - WKN DD663A DD663A MiFID transaction reporting GD662 GD662 Issuer origin DD662 DD662 Issuer origin GD663A GD663A MiFID transaction reporting DV021 - Derivative market MIC 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 GD193 GD193 Average daily turnover amount GD668 GD668 Listing of funds on regulated markets GD684 GD684 Financial Short Name GD685 - CFI code GD703 GD703 Liquidity identifier GD704 GD704 Fund special assets BIC/CIVIC GD910 - Last redemption date GD970A - Guarantor GD689 GD689 MiFID-relevant ETF GV103 - ISIN/WKN valid until GV791 - Quantity or weighting index (1) GV792 - Quantity or weighting index (2) GV972 - Issuer number of guarantor/percentage MD020 - Issuer county MD031 - Issuer name MD248 - IBEI 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 koerbitzer@wmdaten.com 2/5

Dataline: Updated product overview FOF Description TopLevel Class Attribute ISIN ID (schemesymbol ISIN) Securities status statustype ISIN after change ID WKN after change ID ISIN/WKN valid until ID validuntildate WKN ID (schemesymbol WKN) FISN Name mit nametype = 8002 name Securities description name CFI GroupKey EFIC (A) GroupKey EFIC (B) GroupKey EFIC (C) GroupKey EFIC (D) GroupKey EFIC (E) GroupKey EFIC (F) GroupKey EFIC (G) GroupKey Issuer origin Institution Domicile mit domiciletype = 3 domicilelocation Issuer domicile Institution Domicile domiciletype Issuer name Institution Institution name Original issuer number Institution InstitutionID Current issuer number Institution InstitutionID Issuer name Institution Institution name Issuer IBEI Institution InstitutionID Company BIC Institution InstitutionID Guarantor Guarantor Guarantee Value and link to institution (Entity as role of a guarantor) Index DependentProperties link zu Index DependentProperties link zu Underlying FutureSimple underlying OptionPayment settle UnderFixingComponent under Underlying OptionPayment settle UnderFixingComponent under FixedPayment pay CFSimpleCondition conditionunderlying MiFID transaction reporting MIFID_Transaction MiFID pre-trade transparency MIFID_PreTrade MiFID post-trade transparency MIFID_PostTrade Section 9 reporting ReportingGroupKey Non-complex identifier FI_Komplexitaet MiFID-relevant ETF VDPSInformation fotype UCITS conformity identifier TrustProperties principlestype Most liquid market LandLiquidesterMarkt Standard market size StandardMarktGroesse Average daily turnover amount DurchschnittTagesumsatz IdSymbol koerbitzer@wmdaten.com 3/5

Listing of funds on regulated markets TrustProperties managingtype Liquidity IdSymbol FI_Liquiditaet 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 identifier Service TradingPlace regulatedmarket Market place MIC Service ServiceGroup mit schemesymbol = MIC 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 Service ExceptionalTradingDay Service ExceptionalTradingDay Service ExceptionalTradingDay specialdate closingtime openingtime exceptionreason Market place business hours TradingSession closingtime TradingSession openingtime Market place business hours TradingSession weekdaytype Market place business hours Service ExceptionalTradingDay exceptionreason Service ExceptionalTradingDay Service SpecialTradingDay exceptiontype specialdate Market place time shift UTC Service TimeZoneInformation hoursdifferencetoutc Fund special assets BIC/CIVIC Institution InstitutionID mit schemesymbol = BIC WM-DatenOnline The MiFID and Options & Futures profiles (analogous to MIR+ and O&F+) will be available as WM-DatenOnline modules by 20 October 2007. We will inform you of the exact launch dates in a separate Customer Information issue. koerbitzer@wmdaten.com 4/5

Order form for MiFID test files Unless stipulated otherwise, these test files will only be delivered on order. Please submit by fax to: 069/2732-7 590 We would like to order the following representative test files: VF1 FOF Profile 1 MiR + Profile 2 MiR Profile 3 O&F + Profile 4 MiR O&F Data carrier E-mail FTP 23.07.2007 17.09.2007 Characters EBCDIC* ASCII ANSI Handling price 160 per representative test files * EBCDIC files are only available in FLAM-compressed form via FTP Kindly use one order form for all orders Order address: Billing address: Delivery address: Company:... Company:... Mr./Mrs:... Mr./Mrs:... Street:... Street:... City:... City:... Tel.:... Tel.:... E-mail:... E-mail:... 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. koerbitzer@wmdaten.com 5/5