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Status: Please note you should read all Brexit changes to the FCA Handbook and BTS alongside the main FCA transitional directions. Where these directions apply the 'standstill', firms have the choice between complying with the pre-IP completion day rules, or the post-IP completion day rules. To see a full list of Handbook modules affected, please see Annex B to the main FCA transitional directions.

You are viewing the version of the document as on 2021-01-01.

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}

SEAP8

Counterparty Rating Source Legal Entity Identifier

{LEI}

SEAP9

Counterparty Rating Source Name

{ALPHANUM-100}

Any other information section

SEAO1

Unique Identifier

{ALPHANUM-28}

SEAO2

Any Other Information Line Number

{INTEGER-9999}

SEAO3

Any Other Information

{ALPHANUM-1000}