Raportin täyttäminen eri kaupankäyntitilanteissa - esimerkkejä

Koko: px

Aloita esitys sivulta:

Download "Raportin täyttäminen eri kaupankäyntitilanteissa - esimerkkejä 1.11.2007"

Kaarlo Kahma
8 vuotta sitten
Katselukertoja:

1 Raportin täyttäminen eri kaupankäyntitilanteissa - esimerkkejä

2 RAHOITUSTARKASTUS FINANSINSPEKTIONEN FINANCIAL SUPERVISION 2 Client vs. Counterparty Client on asiakas, jonka lukuun arvopaperinvälittäjä toteuttaa liiketoimen arvopaperinvälittäjän taustalla Counterparty on kaupassa vastapuolena, se jolta ostetaan tai jolle myydään arvopaperinvälittäjän edessä toinen arvopaperinvälittäjä, markkinapaikka, CCP tai asiakas

arvopaperinvälittäjän taustalla Counterparty on kaupassa vastapuolena, se jolta ostetaan

3 RAHOITUSTARKASTUS FINANSINSPEKTIONEN FINANCIAL SUPERVISION 3 Client Code Jos välittäjä tekee kaupan omaan lukuun, jätetään ClientCode-kenttä tyhjäksi Trading Capacity = P Jos välittäjä tekee kaupan asiakkaan lukuun, raportoidaan ClientCode Trading Capacity = A

jätetään ClientCode-kenttä tyhjäksi Trading Capacity = P Jos

4 RAHOITUSTARKASTUS FINANSINSPEKTIONEN FINANCIAL SUPERVISION 4 Liiketoimessa aina kaksi puolta Raportoinnissa keskitytään yhteen liiketoimen puoleen kerrallaan osto ja myynti raportoidaan erikseen joskus sama arvopaperinvälittäjä raportoi molemmat puolet useasti yksi arvopaperinvälittäjä raportoin oston ja toinen vastaavan myynnin jos toinen Counterparty ei ole raportointivelvollinen, liiketoimen toinen puoli jää raportoimatta

sama arvopaperinvälittäjä raportoi molemmat puolet useasti yksi arvopaperinvälittäjä raportoin oston ja

5 RAHOITUSTARKASTUS FINANSINSPEKTIONEN FINANCIAL SUPERVISION 5 Case 1: Two investment firms, A and B, dealing both on own account A deals as principal and buys the shares from B B deals as principal and sells the shares to A Off-exchange

both on own account A deals as principal and buys the shares

6 RAHOITUSTARKASTUS FINANSINSPEKTIONEN FINANCIAL SUPERVISION 6 Solution Case 1 Data Field Name Content of report 1 Content of report 2 ReportingFirmIdentification BIC of A BIC of B TradingDate TradingTime 15:32:43 15:32:45 TimeIdentifier BuySellIndicator B S TradingCapacity P P InstrumentIdentification US US UnitPrice PriceNotation EUR EUR Quantity CounterpartyCode BIC of B BIC of A CounterpartyCodeType B B VenueIdentification XOFF XOFF TransactionRefernceNumber 567RF ClientCode ClientCodeType

BuySellIndicator B S TradingCapacity P P InstrumentIdentification US5801351017 US5801351017 UnitPrice 32.59 32.

7 RAHOITUSTARKASTUS FINANSINSPEKTIONEN FINANCIAL SUPERVISION 7 Case 2: Investment firm A as an agent and investment firm B on own account An investor named Client buys the shares A deals as an agent on behalf of Client and buys the shares from B B deals as principal and sells the shares to A Off-exchange Report 2 Sell Buy Report 1

Client buys the shares A deals as an agent on behalf of Client and buys the shares

8 RAHOITUSTARKASTUS FINANSINSPEKTIONEN FINANCIAL SUPERVISION 8 Solution Case 2 Data Field Name Content of report 1 Content of report 2 ReportingFirmIdentification BIC of A BIC of B TradingDate TradingTime 15:32:43 15:32:44 TimeIdentifier BuySellIndicator B S TradingCapacity A P InstrumentIdentification US US UnitPrice PriceNotation EUR EUR Quantity CounterpartyCode BIC of B BIC of A CounterpartyCodeType B B VenueIdentification XOFF XOFF TransactionRefernceNumber 567RF ClientCode ClientCodeType Client I

BuySellIndicator B S TradingCapacity A P InstrumentIdentification US5801351017 US5801351017 UnitPrice 32.59 32.

9 RAHOITUSTARKASTUS FINANSINSPEKTIONEN FINANCIAL SUPERVISION 9 Case 3: Investment Firm A on own account and a client An investor named Client buys the shares from A A deals as principal, sells the shares to Client Off-exchange

a client An investor named Client buys the shares from A A

10 RAHOITUSTARKASTUS FINANSINSPEKTIONEN FINANCIAL SUPERVISION 10 Solution Case 3 Data Field Name Content of report 1 ReportingFirmIdentification BIC of A TradingDate TradingTime 15:32:43 TimeIdentifier +01 BuySellIndicator TradingCapacity InstrumentIdentification S P US UnitPrice PriceNotation EUR Quantity 100 CounterpartyCode CounterpartyCodeType VenueIdentification TransactionRefernceNumber Client C XOFF 567RF56 ClientCode ClientCodeType

BuySellIndicator TradingCapacity InstrumentIdentification S P US5801351017 UnitPrice 32.

11 RAHOITUSTARKASTUS FINANSINSPEKTIONEN FINANCIAL SUPERVISION 11 Case 4: Investment Firm A organizing a transaction between two clients and acting for both as principal An investor named Client1 buys the shares from A An investor named Client2 sells the shares to A A deals as principal and sells the shares to Client1 A deals as principal and buys the shares from Client2 Off-exchange

Client1 buys the shares from A An investor named Client2 sells the shares to A A deals as

12 RAHOITUSTARKASTUS FINANSINSPEKTIONEN FINANCIAL SUPERVISION 12 Solution Case 4 Data Field Name Content of report 1 Content of report 2 ReportingFirmIdentification BIC of A BIC of A TradingDate TradingTime 15:32:43 16:35:43 TimeIdentifier BuySellIndicator S B TradingCapacity P P InstrumentIdentification US US UnitPrice PriceNotation EUR EUR Quantity CounterpartyCode Client1 Client 2 CounterpartyCodeType C C VenueIdentification XOFF XOFF TransactionRefernceNumber 567RF56 567RF57 ClientCode ClientCodeType

BuySellIndicator S B TradingCapacity P P InstrumentIdentification US5801351017 US5801351017 UnitPrice 32.59 34.

13 RAHOITUSTARKASTUS FINANSINSPEKTIONEN FINANCIAL SUPERVISION 13 Case 5: Investment Firm A organizing a transaction between two clients and acting for both as an agent An investor named Client1 buys the shares An investor named Client2 sells the shares A deals as an agent on behalf of Client1 and buys the shares from Client2 A deals as agent on behalf of Client2 and sells the shares to Client 1 Off-exchange

buys the shares An investor named Client2 sells the shares A deals as an agent on behalf of Client1 and

14 RAHOITUSTARKASTUS FINANSINSPEKTIONEN FINANCIAL SUPERVISION 14 Solution Case 5 Data Field Name Content of report 1 Content of report 2 ReportingFirmIdentification BIC of A BIC of A TradingDate TradingTime 15:32:43 15:32:43 TimeIdentifier BuySellIndicator S B TradingCapacity A A InstrumentIdentification US US UnitPrice PriceNotation EUR EUR Quantity CounterpartyCode Client 1 Client 2 CounterpartyCodeType C C VenueIdentification XOFF XOFF TransactionReferenceNumber 567RF57 567RF56 ClientCode Client 2 Client 1 ClientCodeType I I

B TradingCapacity A A InstrumentIdentification US5801351017 US5801351017 UnitPrice 32.59 32.

15 RAHOITUSTARKASTUS FINANSINSPEKTIONEN FINANCIAL SUPERVISION 15 Case 6: Investment Firms A and B both as an agent on a regulated market An investor named Client1 buys the shares An investor named Client2 sells the shares A deals as an agent on behalf of Client1 and buys the shares on a regulated market named E B deals as an agent on behalf of Client2 and sells the shares on E Report 2 Sell Buy Report 1

Client2 sells the shares A deals as an agent on behalf of Client1 and buys the shares on a regulated

16 RAHOITUSTARKASTUS FINANSINSPEKTIONEN FINANCIAL SUPERVISION 16 Solution case 6 Data Field Name Content of report 1 Content of report 2 ReportingFirmIdentification BIC of A BIC of B TradingDate TradingTime 15:32:43 16:32:43 TimeIdentifier BuySellIndicator B S TradingCapacity A A InstrumentIdentification US US UnitPrice PriceNotation EUR EUR Quantity CounterpartyCode BIC of B (or MIC of E if the market acts as a counterparty) BIC of A (or MIC of E if the market acts as a counterparty) CounterpartyCodeType B (or M) B (or M) VenueIdentification MIC of E MIC of E TransactionRefernceNumber 567RF ClientCode Client 1 Client 2 ClientCodeType I I

17 RAHOITUSTARKASTUS FINANSINSPEKTIONEN FINANCIAL SUPERVISION 17 Case 7: Investment Firm A dealing as an agent and executing an internal transaction on the regulated market E An investor named Client 1 buys the shares A deals as an agent on behalf of Client 1 and buys the shares on the regulated market E A deals as principal on own account and sells the shares on E Report 2 Client1 A Buy E Sell A Report 1

Client 1 buys the shares A deals as an agent on behalf of Client 1 and buys the shares on the regulated

18 RAHOITUSTARKASTUS FINANSINSPEKTIONEN FINANCIAL SUPERVISION 18 Solution case 7 Data Field Name Content of report 1 Content of report 2 ReportingFirmIdentification BIC of A BIC of A TradingDate TradingTime 15:32:43 16:32:43 TimeIdentifier BuySellIndicator B S TradingCapacity A P InstrumentIdentification US US UnitPrice PriceNotation EUR EUR Quantity CounterpartyCode BIC of A BIC of A CounterpartyCodeType B B VenueIdentification MIC of E MIC of E TransactionRefernceNumber 567RF ClientCode Client 1 ClientCodeType I

S TradingCapacity A P InstrumentIdentification US5801351017 US5801351017 UnitPrice 32.59 32.

Samankaltaiset tiedostot

12.5.2009. Koodi on maksuton. Arvopaperinvälittäjä, joka raportoitavat liiketoimet on toteuttanut.

12.5.2009. Koodi on maksuton. Arvopaperinvälittäjä, joka raportoitavat liiketoimet on toteuttanut. Ohje 1 (5) RAPORTIN TÄYTTÖOHJEITA Technical reporting firm identification Yhtiö, joka raportin toimittaa. Joko arvopaperinvälittäjä itse tai tämän puolesta toimiva muu taho. Raportin toimittavan yhtiön