CTRF Confirmation User Guide
Contents
1. a Loan Transfer Form information ISIN CODE NOMINAL SOURCE OF ISIN CODE NOMINAL SOURCE OF LOANS must be accompanied Sr SECURITIES by a Loan Transfer Form The Collateral In tab can be used when requesting a Margin or for Substitutions a 5 Enter the ISIN codeand Ff nominal that is being delivered A Sd When used for a Substitution the security to be delivered must be on the Collateral In form and sent in conjunction with the security to be returned on the Collateral Out form 8 Use the dropdown box to select the Source of the Security being delivered Collateral OUT DECREASE COLLATERAL OUT DECREASE SETTLEMENT DETAILS EUROCLEAR NO E 7 Depending on the delivery ANT NAME 1 In all circumstances Participant name contact name number and email CLEARSTREAM NO E method enter the relevant account boxes must be completed 10 CREST ID A a BoNY DTC ACCOUNT ee S 2 Input the date and use the dropdown BoNYSUB ACCOUNT boxes to select trade type I E Margin FRBNY Substitution BOJ 3 Enter the reference of the repo you BANK OF CANADA wish to remove collateral from 4 The Additional Information box can be used to specify the start end dates of the Repo as well as any additional settlement information COLLATERAL DETAILS a DESTINATION OF ISIN CODE NOMINAL SECURITIES 5 Enter the ISIN code and nominal that is2. BANK OF ENGLAND Bank of England Guide to completing CTRF confirmations Contents Confirmation Dedd E S a A A A cent al nk SoM arse Mase e araa eea New BUS MNCS tases acct SIA A AE Maturity seve dee eats Collateral i INCREAS Esta AS tdo Collateral Out DECREASE Pe ccccccccr eer er er reser rere rere cersevece CTRF Confirmation Deadlines 8 00 day of Settlement or 14 00 on the New Business day of auction if using Scottish Loans Margin 11 30 Substitutions 13 30 Maturity 14 00 day before Settlement Email confirmations to be sent to CMC Team bankofengland co uk New Business 1 In all circumstances Participant name contact name number and 2 Enter the Start Maturity dates of the Repo Use the dropdown boxes to select Payment Method I E CHAPS email boxes must be completed NEW BUSINESS PARTICIPANTNAME sd CONTACTNAME Wi CONTACT NUMBER GROUP EMAIL REPO INFORMATION INITAL REPURCHASE PRICE PURCHASE PRICE O O D 5 Complete the Purchase Price and Rate This will then calculate the Initial Repurchase Price 4 Enter the Repo reference Each Repo must have its own confirmation template ADDITIONAL INFORMATION 9 If netting with a maturity enter the amount to be rolled over LOANS must be accompanied by a Loan Transfer Fo If collateralising with a LOAN held on an existing CTRF input LOAN ISIN in ISIN Code field le as Source of Securities code and
3. ORMATION code and nominal of collateral that is held against the repo that is being returned 7 Use the drop down to select the destination of securities 9 If netting on to a new business enter the amount to be rolled over 10 Enter the amount to be paid back to the BoE The interest amount will auto populate CASH TO BE NETTED AGAINST NEW REPO CASH TO BE REPAID TO BANK OF ENGLAND INTEREST TO BE REPAID TO BANK OFENGLAND lt Collateral IN INCREASE COLLATERAL IN INCREASE DELIVERY OF RAW LOANS MUST BE ACCOMPANIED BY A LOAN TRANSFER FORM 1 In all circumstances bo SETTLEMENT DETAILS Participant name contact name E a no 6 Depending on the number and email boxes must be g _ e A s delivery method enter the completed pa A PR relevant account number CONTACT NUMBER CRESTID GROUP EMAIL BoNY DTC ACCOUNT EA BoNYSUB ACCOUNT AA 2 Input the date and use the FrByy A dropdown box to select trade ME Bou type LE Margin Substitution PET BANK OF CANADA 7 Enter your BIC PARTICIPANT DETAILS code BIC CODE REPO REFERENCE 3 Enter the reference of the repo you wish to move collateral on to DDITIONAL INFORMATION 4 The Additional Information box can be used to specify the start end dates of the Repo as well as any additional settlement COLLATERAL DETAILS LOANS must be accompanied by
4. being returned The Collateral Out tab can be used when requesting a Margin or Substitutions 6 Use the dropdown box to select the destination of the Security being When used for a Substitution the returned security to be returned must be on the Collateral Out form and sent in conjunction with the security to be delivered on the Collateral In form
5. nominal of collateral being P Transfer F ransfer Form used to cover the 3 Input the payment details DELIVERY OF RAW LOANS MUST BE ACCOMRANIED BY A LOAN TRANSFER FORM BIC CODE COLLATERAL DETAILS ISIN CODE ascom NOM SOURCEOFSECURTES A A SS E A A AS ee 7 Use the dropdown box to EA select the source of the security I E DWF Pre Pos or CTRF if held on an existing repo LOANS must be po 7 accompanied by a Loan Initial Repurchase Price 10 Enter any amount to be paid back to the BoE Maturity 2 Enter the Start Maturity dates of the Repo Use the dropdown boxes to select Payment Method I E CHAPS 3 Depending on the delivery method enter the relevant account number 1 In all circumstances Participant name contact name number and email boxes must be completed MATURITY PARTICIPANT NAME BoNY DTC ACCOUNT CONTACT NAME REPO START DATE BoNY SUB ACCOUNT CONTACT NUMBER REPO MATURITY DATE GROUP EMAIL PAYMENT METHOD REPO INFORMATION COLLATERAL DETAILS DESTINATION OF SECURITIES 8 Enter the cash amount which has been secured against each line of collateral in CREST 4 Enter the Repo reference Each Repo must have its own confirmation template 5 Complete the Purchase Price rate and Repurchase Price i 6 Enter the ISIN ADDITIONAL INF
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