GSF: Release information February 2012

Equities eligible for lending in CBL

As notified in Announcement A11132 revised 1 February 2012, CBL will include equities as eligible for lending in both the ASL and the ASLplus Programme, leading to enhanced reporting.

ASL and ASLplus reporting will be enhanced so as to support non-fixed income information.

Highlighted below are the main reports that are impacted.

• The Securities Financing Collateral Report (SFCR)
• The Securities Lending and Borrowing Commissions Report (SLBCR)

The enhancements are highlighted in the updated version of the Reporting Guide for ASL and ASLplus that will be made available in due course.

GSF enhancements including CmaX reporting upgrade

As notified in Announcement A11149 revised 25 January 2012, changes will be implemented to Triparty Collateral Management Services (CmaX) leading to enhanced reporting and additional information about transaction details and allocated collateral. In addition, as notified in Announcement A12018 dated 20 January 2012, Clearstream Banking will launch a range of new, flexible services, giving customers the following additional tools to optimise their collateral:

• Floating rate repo;
• Flexible interest payments;
• Own valuation service;
• Enhanced eligibility criteria;
• Auto-substitution for unmatched bridge instructions;
• Joint reporting/empty reporting options.

Full information can be found in the Clearstream Banking Release Information February 2012 attached below.