CLSReporting
MiFID II
Support your MiFID II and other regulatory reporting obligations with our end-of-day FX matched instructions report.
Regulation such as MiFID II has introduced a broad range of changes to data and reporting obligations for post-trade transparency. In addition to the public reporting of trades (price and volume), obligations now extend to all financial instruments and asset classes with increased data field requirements.
CLSReporting is an end-of-day FX matched instructions report that provides an enhanced view of your overall FX trade activity. Data required for reporting under MiFID II, such as legal entity identifiers (LEIs) for counterparties and funds, execution timestamps, product identifier (spot, forward or swap) and execution venues, will be available in each report, allowing our clients to address their transactional reporting requirements more effectively. In addition, the report enables originators and counterparties to efficiently exchange their trade details.
Report highlights
- Daily end-of-day FX matched instructions report across CLSSettlement, CLSSameDay, CLSNow, and CLSNet
- Delivered in XML format from Monday to Friday from 22:00 CET
- Report consolidates the previously offered CLS Unique SWAP Identifier (USI) / Unique Transaction Identifier (UTI) reports
- Additional data fields supplied in the settlement instructions by the originator and counterparty to the corresponding FX trade that are matched in the CLS services at the time of production of the report
- Report is easy to import into your warehouse systems using the Settlement Session ID and CLSB Reference keys