Investment firms, trading facilities and settlement systems (ESMA)
A detailed methodology for all statements submitted in the capital market area by investment firms, regulated market operators, multilateral trading facility operators, settlement system operators and the central depository is available via the SDNS information system in the publicly accessible methodological information. It covers all statements regardless of their legal enactment. In the case of statements based on the single reporting frameworks, the basic description includes the relevant template for the framework. In the SDNS application, the areas "OCP" and "Kapitálové trhy" are relevant to investment firms and only "Kapitálové trhy" is relevant to other market participants, i.e. trading facilities and settlement systems.
The methodology according to the EBA reporting frameworks for "OCP" is available in the SDAT system in the section Methodological information, EBA frameworks. More detailed information on the EBA methodology can also be found on the supervisory statistics page of banks, branches of foreign banks and credit unions.
Up-to-date additional methodological information and documents:
- XSD schema for transaction data of the TRAFIM10 report (xsd, 134 kB, available in Czech only)
- Complete set of XSD schemas for transaction reporting (zip, 17 kB, available in Czech only)
- Methodological information for investment firms (docx, 93 kB, available in Czech only)
- External validations – basic information (docx, 19 kB, available in Czech only)
- External validations – algorithms MKT20180103_JISIFEXX, TRAFIM20, TRAFIM30, PERFIM30, REFFIM10, TRAFIM11 (rtf, 1 MB, available in Czech only)
- External validations – algorithms MKT20180103_TRAFIM10_1 (rtf, 25 kB, available in Czech only)
- External validations – algorithms MKT20180103_TRAFIM10_2 (rtf, 182 kB, available in Czech only)
- Examples of derivative operations – TRAFIM10 (xlsx, 26 kB), TRAFIM20 (xlsx, 37 kB), REFFIM10 (xlsx, 299 kB), TRAFIM30 (xlsx, 25 kB), TRAFIM11 (xlsx, 20 kB), examples – description (docx, 107 kB) (all available in Czech only)
- Examples of REPO operations - TRAFIM20 (xlsx, 24 kB), TRAFIM30 (xlsx, 20 kB), TRAFIM11 (xlsx, 16 kB), examples-description (docx, 16 kB) (all available in Czech only)