In the case of the Overview and Margin reports, how should TRs aggregate positions containing multiple currencies, irrespective of whether those currencies belong to the same or different currency buckets as per Guideline 15 of the “Guidelines on calculation of positions in SFTs by trade repositories”?

Where a counterparty reports on T+1:
• a repo, buy/sell back (sell/buy back) or securities lending transaction concluded on date T with a maturity date of T+1 (namely “overnight transactions”); or
• a repo, buy/sell back (sell-buy back) or securities lending transaction concluded and terminated on the same day (namely “intraday transactions”),
should counterparties send valuation and collateral updates on the last day of overnight transactions and for intraday transactions?
More generally, should counterparties send valuation and collateral updates on the last day of an SFT?

How should TRs take into consideration the maturity date of SFTs transactions for the construction of the Trade State Report?

In certain instances the reporting under Article 4 of SFTR is affected by events linked to the settlement of the respective SFT or of either of its legs. For this purpose, ‘settlement fail’ follows the definition included in Article 2(15) of Regulation 909/2014 and it means “the non-occurrence of settlement, or partial settlement of a securities transaction on the intended settlement date, due to a lack of securities or cash and regardless of the underlying cause”.

a) When is a settlement fail reportable?
b) How should a settlement fail on the closing leg be reported?
c) By when should a settlement fail be reported?
d) Is a settlement fail reportable, where the Counterparties have been unable to modify the maturity date of an SFT due to a failed settlement that takes place after the day following the maturity date (S+1)?
e) Contractually there is a difference between a settlement fail of the closing leg between securities borrowing and lending transaction and (reverse) repo transactions. Does this mean that the reporting of a settlement fail of the closing leg of a (reverse) repo transaction follows the contractual termination date?
f) How should a settlement fail on the closing leg of a CCP-cleared SFT be reported, where the settlement is on a net basis?

a) Which data fields should be updated in case of corporate restructuring events affecting the LEI?
b) To which entities the information on the LEI update should be broadcasted?