ANNEX XIV
Inside information or significant event template — Non-asset backed commercial paper securitisation
FIELD CODE | FIELD NAME | FORMAT |
Securitisation information section | ||
SESS1 | Unique Identifier | {ALPHANUM-28} |
SESS2 | Data Cut-Off Date | {DATEFORMAT} |
SESS3 | No Longer STS | {Y/N} |
SESS4 | Remedial Actions | {Y/N} |
SESS5 | Administrative Actions | {Y/N} |
SESS6 | Material Amendment to Transaction Documents | {ALPHANUM-1000000} |
SESS7 | Perfection Of Sale | {Y/N} |
SESS8 | Current Waterfall Type | {LIST} |
SESS9 | Master Trust Type | {LIST} |
SESS10 | SSPE Value | {MONETARY} |
SESS11 | SSPE Principal Value | {MONETARY} |
SESS12 | SSPE Number Of Accounts | {INTEGER-999999999} |
SESS13 | Note Principal Balance | {MONETARY} |
SESS14 | Seller Share | {PERCENTAGE} |
SESS15 | Funding Share | {PERCENTAGE} |
SESS16 | Revenue Allocated To This Series | {MONETARY} |
SESS17 | Interest Rate Swap Benchmark | {LIST} |
SESS18 | Interest Rate Swap Maturity Date | {DATEFORMAT} |
SESS19 | Interest Rate Swap Notional | {MONETARY} |
SESS20 | Currency Swap Payer Currency | {CURRENCYCODE_3} |
SESS21 | Currency Swap Receiver Currency | {CURRENCYCODE_3} |
SESS22 | Exchange Rate For Currency Swap | {PERCENTAGE} |
SESS23 | Currency Swap Maturity Date | {DATEFORMAT} |
SESS24 | Currency Swap Notional | {MONETARY} |
Tranche/bond-level information section | ||
SEST1 | Unique Identifier | {ALPHANUM-28} |
SEST2 | Original Tranche Identifier | {ALPHANUM-1000} |
SEST3 | New Tranche Identifier | {ALPHANUM-1000} |
SEST4 | International Securities Identification Number | {ISIN} |
SEST5 | Tranche Name | {ALPHANUM-100} |
SEST6 | Tranche/Bond Type | {LIST} |
SEST7 | Currency | {CURRENCYCODE_3} |
SEST8 | Original Principal Balance | {MONETARY} |
SEST9 | Current Principal Balance | {MONETARY} |
SEST10 | Interest Payment Frequency | {LIST} |
SEST11 | Interest Payment Date | {DATEFORMAT} |
SEST12 | Principal Payment Date | {DATEFORMAT} |
SEST13 | Current Coupon | {PERCENTAGE} |
SEST14 | Current Interest Rate Margin/Spread | {PERCENTAGE} |
SEST15 | Coupon Floor | {PERCENTAGE} |
SEST16 | Coupon Cap | {PERCENTAGE} |
SEST17 | Step-Up/Step-Down Coupon Value | {PERCENTAGE} |
SEST18 | Step-Up/Step-Down Coupon Date | {DATEFORMAT} |
SEST19 | Business Day Convention | {LIST} |
SEST20 | Current Interest Rate Index | {LIST} |
SEST21 | Current Interest Rate Index Tenor | {LIST} |
SEST22 | Issue Date | {DATEFORMAT} |
SEST23 | Disbursement Date | {DATEFORMAT} |
SEST24 | Legal Maturity | {DATEFORMAT} |
SEST25 | Extension Clause | {LIST} |
SEST26 | Next Call Date | {DATEFORMAT} |
SEST27 | Clean-Up Call Threshold | {ALPHANUM-1000} |
SEST28 | Next Put date | {DATEFORMAT} |
SEST29 | Day Count Convention | {LIST} |
SEST30 | Settlement Convention | {LIST} |
SEST31 | Current Attachment Point | {PERCENTAGE} |
SEST32 | Original Attachment Point | {PERCENTAGE} |
SEST33 | Current Credit Enhancement | {PERCENTAGE} |
SEST34 | Original Credit Enhancement | {PERCENTAGE} |
SEST35 | Credit Enhancement Formula | {ALPHANUM-1000} |
SEST36 | Pari-Passu Tranches | {ISIN} |
SEST37 | Senior Tranches | {ISIN} |
SEST38 | Outstanding Principal Deficiency Ledger Balance | {MONETARY} |
SEST39 | Guarantor Legal Entity Identifier | {LEI} |
SEST40 | Guarantor Name | {ALPHANUM-1000} |
SEST41 | Guarantor ESA Subsector | {ESA} |
SEST42 | Protection Type | {LIST} |
Account-level information section | ||
SESA1 | Unique Identifier | {ALPHANUM-28} |
SESA2 | Original Account Identifier | {ALPHANUM-1000} |
SESA3 | New Account Identifier | {ALPHANUM-1000} |
SESA4 | Account Type | {LIST} |
SESA5 | Account Target Balance | {MONETARY} |
SESA6 | Account Actual Balance | {MONETARY} |
SESA7 | Amortising Account | {Y/N} |
Counterparty-level information section | ||
SESP1 | Unique Identifier | {ALPHANUM-28} |
SESP2 | Counterparty Legal Entity Identifier | {LEI} |
SESP3 | Counterparty Name | {ALPHANUM-100} |
SESP4 | Counterparty Type | {LIST} |
SESP5 | Counterparty Country Of Establishment | {COUNTRYCODE_2} |
SESP6 | Counterparty Rating Threshold | {ALPHANUM-100000} |
SESP7 | Counterparty Rating | {ALPHANUM-100000} |
SESP8 | Counterparty Rating Source Legal Entity Identifier | {LEI} |
SESP9 | Counterparty Rating Source Name | {ALPHANUM-100} |
CLO Securitisation information section | ||
SESC1 | Unique Identifier | {ALPHANUM-28} |
SESC2 | Non-Call Period End-Date | {DATEFORMAT} |
SESC3 | CLO Type | {LIST} |
SESC4 | Current Period | {LIST} |
SESC5 | Current Period Start Date | {DATEFORMAT} |
SESC6 | Current Period End Date | {DATEFORMAT} |
SESC7 | Concentration Limit | {PERCENTAGE} |
SESC8 | Restrictions — Legal Maturity | {PERCENTAGE} |
SESC9 | Restrictions — Subordinated Exposures | {PERCENTAGE} |
SESC10 | Restrictions — Non-Performing Exposures | {PERCENTAGE} |
SESC11 | Restrictions — PIK Exposures | {PERCENTAGE} |
SESC12 | Restrictions — Zero-Coupon Exposures | {PERCENTAGE} |