CA SecDer - Operation types and expected information
Knock-out
The aim of this corporate action is to delist an instrument from the market due to the knock-out level being reached.
The expected CSV to upload should contain the following fields, with the corresponding formats:
| Field | Field Format | Mandatory |
|---|---|---|
| Instrument ISIN code | ISIN Code (12 characters) | Y |
| Note | Text (< 500 characters) | N |
| Observation date | Date : DD/MM/YYYY | Y |
| Timing | Time (HH:MM:SS) | Y |
| Underlying observed level | Numer (precision 17, scale 8) | Y |
| Barrier level | Number (precision 17, scale 8) should be >=0 | Y |
| New underlyin future | Text (<20 characters) | Y |
| Operation ID | Fixed value set to '302' |
Barrier Event
This corporate actions triggered when the Securitised Derivatives asset hit the (upper or lower) price barrier, modifying its maturity payoff.
The expected CSV to upload should contain the following fields, with the corresponding formats:
| Field | Field Format | Mandatory |
|---|---|---|
| Instrument ISIN code | ISIN Code (12 characters) | Y |
| Note | Text (< 500 characters) | N |
| Observation date | Date : DD/MM/YYYY | Y |
| Timing | Time (HH:MM:SS) | Y |
| Underlying observed level | Numer (precision 17, scale 8) | Y |
| Barrier level | Number (precision 17, scale 8) should be >=0 | Y |
| New underlying future | Text (<20 characters) | Y |
| Operation ID | Fixed value set to '302' | Y |
Periodic Amount
The aim of this corporate action is to inform the market about the occurrence of a coupon event.
The expected CSV to upload should contain the following fields, with the corresponding formats:
| Field | Field Format | Mandatory |
|---|---|---|
| Instrument ISIN code | ISIN Code (12 characters) | Y |
| Record date | Date : DD/MM/YYYY | Y |
| Payment date | Date : DD/MM/YYYY | N |
| Absolute value periodic amount | Number(precision 15, scale 6) Should be >= 0 | Y |
| Note | Test (<500 characters) | N |
| Observation date | Date : DD/MM/YYYY | Y |
| Timing | Time (HH:MM:SS) | Y |
| Underlying observed level | Numer (precision 17, scale 8) | Y |
| Barrier level | Number (precision 17, scale 8) should be >=0 | Y |
| New underlyin future | Text (<20 characters) | Y |
| Operation ID | Fixed value set to '307 | Y |
Rollover Leverage
The aim of this corporate action is to inform the market about the new underlying future contract and the new certificates strike and stop loss levels.
The expected CSV to upload should contain the following fields, with the corresponding formats:
| Field | Field Format | Mandatory |
|---|---|---|
| Instrument ISIN code | ISIN Code (12 characters) | Y |
| Effective date | Date : DD/MM/YYYY | Y |
| Note | Test (<500 characters) | N |
| Observation date | Date : DD/MM/YYYY | Y |
| Rollover ratio | Number(precision 17, scale 8) | Y |
| Current underlying future value | Number(precision 17, scale 8) | N |
| New underlying future value | Number(precision 17, scale 8) | N |
| Current underlying future | Text (< 20 characters) | Y |
| New underlying future | Text (< 20 characters) | Y |
| Last current strike level | Number(precision 15, scale 6) Should be > 0 | Y |
| Last stop loss level | Number(precision 15, scale 6) Should be > 0 | Y |
| New current strike level | Number(precision 15, scale 6) Should be > 0 | Y |
| New stop loss level | Number(precision 15, scale 6) Should be > 0 | |
| New ISIN underlying future | ISIN code | N |
| Operation ID | Fixed value set to"305" | Y |
Restrike
The aim of this corporate action is to notify the restrike event and reset price as a result of a restrike event.
The expected CSV to upload should contain the following fields, with the corresponding formats:
| Field | Field Format | Mandatory |
|---|---|---|
| Instrument ISIN code | ISIN Code (12 characters) | Y |
| Note | Test (<500 characters) | N |
| Observation date | Date : DD/MM/YYYY | Y |
| Timing | Time (HH:MM:SS) | Y |
| % Reset | Numer (precision 15, scale 6) should be >=0 | Y |
| Reset price | Number | Y |
| Operation ID | Fixed value set to '310' | Y |
Current Sktrike Level
The aim of this corporate action is to is to update the current strike and stop loss levels on a daily basis for leverage certificates.
The expected CSV to upload should contain the following fields, with the corresponding formats:
| Field | Field Format | Mandatory |
|---|---|---|
| Instrument ISIN code | ISIN Code (12 characters) | Y |
| Effective date | Date : DD/MM/YYYY | Y |
| Note | Test (<500 characters) | N |
| New current strike level | Number (precision 15, scale 6) should be >=0 | Y |
| New stop loss level | Number (precision 15, scale 6) should be >=0 | Y |
| Operation ID | Fixed value set to '306' | Y |
Current Parity
The aim of this corporate action is to update the Parity for a given instrument.
The expected CSV to upload should contain the following fields, with the corresponding formats:
| Field | Field Format | Mandatory |
|---|---|---|
| Instrument ISIN code | ISIN Code (12 characters) | Y |
| Effective date | Date : DD/MM/YYYY | Y |
| Note | Test (<500 characters) | N |
| New party | Number (precision 30, scale 25) should be >=0 | Y |
| Operation ID | Fixed value set to '309' | Y |
Variation Size
The aim of this corporate action is to increase/ decrease the number of Securitised derivatives for a given instrument.
The expected CSV to upload should contain the following fields, with the corresponding formats:
| Field | Field Format | Mandatory |
|---|---|---|
| Instrument ISIN code | ISIN Code (12 characters) | Y |
| Effective date | Date : DD/MM/YYYY | Y |
| Note | Test (<500 characters) | N |
| Delta Issue | Number(Integer, max 12 characters) Should be > 0 | Y |
| Issue update | Number(Integer, max 12 characters) Should be > 0 | Y |
| Operation ID | Fixed value set to '301' | Y |
Delisting Upon Issuer Request
The aim of this corporate action is to ask for a delisting of one or more instruments upon the conditions defined by the Market Rules.
Delisting upon issuer request will only be possible via MyENX portal (no SFTP).
The expected CSV to upload should contain the following fields, with the corresponding formats:
| Field | Field Format | Mandatory |
|---|---|---|
| Instrument ISIN code | ISIN Code (12 characters) | Y |
| Market | Allows only "SEDEX" or "CERT-X" values | Y |
| Operation ID | Fixed value set to '307 | Y |