ANNEX XV
Inside information or significant event template — Asset backed commercial paper securitisation
FIELD CODE | FIELD NAME | FORMAT |
Programme information section | ||
SEAS1 | Unique Identifier — ABCP Programme | {ALPHANUM-28} |
SEAS2 | Data Cut-Off Date | {DATEFORMAT} |
SEAS3 | No Longer STS | {Y/N} |
SEAS4 | Remedial Actions | {Y/N} |
SEAS5 | Administrative Actions | {Y/N} |
SEAS6 | Material Amendment to Transaction Documents | {ALPHANUM-100000} |
SEAS7 | Governing Law | {COUNTRYCODE_2} |
SEAS8 | Length Of The Liquidity Facility | {INTEGER-9999} |
SEAS9 | Liquidity Facility Coverage | {PERCENTAGE} |
SEAS10 | Liquidity Facility Coverage Interval | {INTEGER-9999} |
SEAS11 | Liquidity Facility Maturity Date | {DATEFORMAT} |
SEAS12 | Drawings Under Liquidity Facility | {Y/N} |
SEAS13 | Total Issuance | {MONETARY} |
SEAS14 | Maximum Issuance | {MONETARY} |
Transaction information section | ||
SEAR1 | Unique Identifier — ABCP Programme | {ALPHANUM-28} |
SEAR2 | Unique Identifier — ABCP Transaction | {ALPHANUM-36} |
SEAR3 | Number Of Programmes Funding The Transaction | {INTEGER-9999} |
SEAR4 | No Longer STS | {Y/N} |
SEAR5 | Originator A Client Of The Programme Sponsor | {Y/N} |
SEAR6 | Security Interest Granted | {Y/N} |
SEAR7 | Revenue | {MONETARY} |
SEAR8 | Operating Expenses | {MONETARY} |
SEAR9 | Current Assets | {MONETARY} |
SEAR10 | Cash | {MONETARY} |
SEAR11 | Marketable Securities | {MONETARY} |
SEAR12 | Accounts Receivable | {MONETARY} |
SEAR13 | Current Liabilities | {MONETARY} |
SEAR14 | Total Debt | {MONETARY} |
SEAR15 | Total Equity | {MONETARY} |
SEAR16 | Financial Statement Currency | {CURRENCYCODE_3} |
SEAR17 | Sponsor Supports Transaction | {LIST} |
SEAR18 | Sponsor Support Type | {Y/N} |
SEAR19 | Length Of The Liquidity Facility | {INTEGER-9999} |
SEAR20 | Liquidity Facility Drawn Amount | {MONETARY} |
SEAR21 | Liquidity Facility Coverage | {PERCENTAGE} |
SEAR22 | Liquidity Facility Coverage Interval | {INTEGER-9999} |
SEAR23 | Liquidity Facility Type | {LIST} |
SEAR24 | Liquidity Facility Repurchase Agreement Maturity Date | {DATEFORMAT} |
SEAR25 | Liquidity Facility Currency | {CURRENCYCODE_3} |
SEAR26 | Liquidity Facility Maturity Date | {DATEFORMAT} |
SEAR27 | Liquidity Facility Provider Name | {ALPHANUM-100} |
SEAR28 | Liquidity Facility Provider Legal Entity Identifier | {LEI} |
SEAR29 | Overcollateralisation/Subordinated Interest | {PERCENTAGE} |
SEAR30 | Transaction Excess Spread | {MONETARY} |
SEAR31 | Letter Of Credit Provider Name | {ALPHANUM-100} |
SEAR32 | Letter Of Credit Provider Legal Entity Identifier | {LEI} |
SEAR33 | Letter Of Credit Currency | {CURRENCYCODE_3} |
SEAR34 | Maximum Letter Of Credit Protection | {PERCENTAGE} |
SEAR35 | Guarantor Name | {ALPHANUM-100} |
SEAR36 | Guarantor Legal Entity Identifier | {LEI} |
SEAR37 | Maximum Guarantee Coverage | {MONETARY} |
SEAR38 | Guarantee Currency | {CURRENCYCODE_3} |
SEAR39 | Guarantee Maturity Date | {DATEFORMAT} |
SEAR40 | Receivables Transfer Type | {LIST} |
SEAR41 | Repurchase Agreement Maturity Date | {DATEFORMAT} |
SEAR42 | Purchased Amount | {MONETARY} |
SEAR43 | Maximum Funding Limit | {MONETARY} |
SEAR44 | Interest Rate Swap Benchmark | {LIST} |
SEAR45 | Interest Rate Swap Maturity Date | {DATEFORMAT} |
SEAR46 | Interest Rate Swap Notional | {MONETARY} |
SEAR47 | Currency Swap Payer Currency | {CURRENCYCODE_3} |
SEAR48 | Currency Swap Receiver Currency | {CURRENCYCODE_3} |
SEAR49 | Exchange Rate For Currency Swap | {PERCENTAGE} |
SEAR50 | Currency Swap Maturity Date | {DATEFORMAT} |
SEAR51 | Currency Swap Notional | {MONETARY} |
Tranche/bond-level information section | ||
SEAT1 | Unique Identifier — ABCP Programme | {ALPHANUM-28} |
SEAT2 | Original Bond Identifier | {ALPHANUM-1000} |
SEAT3 | New Bond Identifier | {ALPHANUM-1000} |
SEAT4 | International Securities Identification Number | {ISIN} |
SEAT5 | Tranche/Bond Type | {LIST} |
SEAT6 | Issue Date | {DATEFORMAT} |
SEAT7 | Legal Maturity | {DATEFORMAT} |
SEAT8 | Currency | {CURRENCYCODE_3} |
SEAT9 | Current Principal Balance | {MONETARY} |
SEAT10 | Current Coupon | {PERCENTAGE} |
SEAT11 | Current Interest Rate Index | {LIST} |
SEAT12 | Current Interest Rate Index Tenor | {LIST} |
SEAT13 | Interest Payment Frequency | {LIST} |
SEAT14 | Current Credit Enhancement | {PERCENTAGE} |
SEAT15 | Credit Enhancement Formula | {ALPHANUM-1000} |
Account-level information section | ||
SEAA1 | Unique Identifier — ABCP Transaction | {ALPHANUM-36} |
SEAA2 | Original Account Identifier | {ALPHANUM-1000} |
SEAA3 | New Account Identifier | {ALPHANUM-1000} |
SEAA4 | Account Type | {LIST} |
SEAA5 | Account Target Balance | {MONETARY} |
SEAA6 | Account Actual Balance | {MONETARY} |
SEAA7 | Amortising Account | {Y/N} |
Counterparty-level information section | ||
SEAP1 | Unique Identifier — ABCP Transaction | {ALPHANUM-36} |
SEAP2 | Counterparty Legal Entity Identifier | {LEI} |
SEAP3 | Counterparty Name | {ALPHANUM-100} |
SEAP4 | Counterparty Type | {LIST} |
SEAP5 | Counterparty Country Of Establishment | {COUNTRYCODE_2} |
SEAP6 | Counterparty Rating Threshold | {ALPHANUM-100000} |
SEAP7 | Counterparty Rating | {ALPHANUM-100000} |