Regulatory Reporting
| Report Name | Description |
|---|---|
| DMO GEMM | Ad-hoc extract containing data needed for weekly UK gilts trading turnover by GEMM books, used for DMO reporting (part of the BoE). Output is shown, categorised according to BoE requirements, for external trades (TU01 records), internal trades (CE01 records) and with a header line (DT02). |
| DMO GEMM Detail | Ad-hoc extract containing all weekly UK gilt trading turnover by GEMM books, used for DMO reporting. Will contain all the data used in the actual DMO submission, but will show all the underlying attributes to enable further analysis if required. |
| UK Tax: Direct Tax | Ad-hoc report showing the data needed for computing the annual report to UK Inland Revenue disclosing details of interest paid and tax withheld to all counterparties and foreign individuals for loans, repo and collateral transactions. The report is used by UK Tax group for its analysis and as an input to the actual regulatory report. It includes adjustments, including any input on the date at which report is generated. |
You can define the start and end date for which the report needs to be generated, alhough normally the report will be run annually after the end of the tax year.
The report is summarized to the level of counterparty/SLICE account code/transaction currency/Security Id.
| |UK Tax: Withholding Tax|Ad-hoc report providing details needed for analysis of foreign coupon income to assess withholding tax obligation by UK Tax group. The report includes adjustments, including any input on the date at which report is generated. You can define the start and end date for which the report needs to be generated. The report is summarized to the level of counterparty/SLICE account code/Transaction currency.
| |Repo Stock Lending (RSL1/2)| An extract, required by the BoE quarterly, providing the details of repo-like transactions involving UK gilt bonds, on a trade date basis. The data will be extracted from SLICE monthly and built up outside of SLICE. Start and end dates for the report range are user selectable.
The same output provides the basis for both RSL1 and RSL 2 submissions.
Both submissions categorise transactions by repo type and by original maturity of trade, with a series of time bands. RSL1 categorises the transactions by transaction value, and RSL2 by number of transactions. The outputs are fed to FiRE by Financial control to generate BoE regulatory report in the specified format.
| |Repo Stock Lending (RSL3)|Quarterly extract providing the current value of all outstanding repo-like transactions involving UK gilt bonds as of the reporting date. Reporting is made on the value date basis based on GL balances and the consideration is cash given or taken on each such transaction which can either be originally transacted amount or accrual amount.
The report provides the break-up of outstanding value of different types of repo over various maturity bands.
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Parent topic: Quick reference Guide to SLICE Reports