Regulatory Reporting SFTR

SFTR Reporting

Under article 4 of the Securities Financing Transactions Regulation, Counterparties to SFTs shall report SFT they have concluded, as well as any modification or termination thereof, to a trade repository.

Nasdaq Clearing is under the obligation to report Nadaq clearing, as the CCP, data related to, trades and positions cleared with the clearing house. This webpage describes how we report and how necessary data can be sourced to allow for Nasdaq Clearing counterparts to align their reporting to achieve pairing and matching of trades and positions.

Nasdaq Clearing Counterparty Details

Legal name Nasdaq Clearing AB

Legal Entity Identifier (LEI) 54930002A8LR1AAUCU78

Trade Repository DTCC

 

Unique Trade Identifiers (UTI) for Cleared Buy/Sell - backs

Nasdaq Clearing generates UTIs for Cleared Buy/Sell – backs on transaction level and makes them available for reporting counterparts in relevant systems. Counterparts to the clearing house are expected to use UTIs generated by Nasdaq Clearing in their reporting.
 

Reportable Fields

Detailed information on how Nasdaq Clearing populates reportable fields for Buy/Sell - backs is available in the SFTR Reporting Handbook.
 

Data Available from the Clearing House

Nasdaq Clearing provides its counterparts with data reports for SFTR reporting purposes, one report for table 1 and 2 and one report for table 3 of SFTR. Both the reports are available on a daily basis in the Genium INET clearing system.

• Table 1 and 2 Report – reportable values for transactions, collateral updates and terminations including specific counterparty data.
• Table 3 Report – Margin data including specific counterparty data

Example reports are available in the Resource Center below.

Data can also be sourced from other reports and directly through the clearing system API. Please contact the clearing house for more information or visit the Genium INET protocol specifications page.

While Nasdaq Clearing has used reasonable endeavors to ensure that the data of any issued report is correct, Nasdaq Clearing assumes no responsibility or liability for any errors or omissions in the content of such reports, or for the result of use of any information contained therein. Any information given in reports shall not be construed to alter the clearing member’s or non-clearing member’s obligations and liabilities under the Clearing Rules of Nasdaq Derivatives Market and/or Clearing Rules for Commodity Derivatives, as applicable, and related agreements.