EMIR Outgoing messages [zip]

In view of the upcoming changes to the reporting requirements of counterparties to derivative transactions (please see EventID #19865 in this context), the Financial Conduct Authority (FCA) has now published a second set of corresponding documents to provide guidance to both trade repositories and counterparties for the submission or receipt of the below listed reports:
1. The Derivatives Trade Report (message) to be sent by the counterparty to the trade repository (TR) to report on the derivative transactions;
2. The Derivatives Trade Report Reconciliation Statistical Report (message) that will be sent by the TR to the counterparty to „report cumulative information
within the reference period for the reconciliation status of the reported and outstanding derivatives“.
3. The Derivatives Trade Rejection Statistical Report (message) that will be sent by the TR to the counterparty to identify transactions that have been rejected and state the reasons for such rejection.
4. The Derivatives Trade Warnings Report that will be sent by the TR to the supervisory body of the TR and / or the submitting counterparty to provide „information on missing valuations of outstanding derivatives, missing margin information of outstanding derivatives, as well as on abnormal values reported in the fields“.
5. The Derivatives Trade State Report that will be sent from one TR to the other and may also be made available to submitting counterparties.
6. The Derivatives Trade Margin Data Report (message) to be sent by the counterparty to the trade repository to report on exchanged margin on derivative transactions.
7. The Derivatives Trade Margin Data Transaction State Report (message) which will be sent by the TR to competent authority or may be made available to submitting counterparties containing information about the „latest state of the margins exchanged in relation to the derivatives transactions“.
In each case, the enclosed documents describe the data that will be enclosed in the reports, specific data fields, and their contents. The enclosed dataset also includes corresponding xls files stipulating corresponding technical requirements.