Securities Lending and Borrowing Service: Updates to Securities Lending SLBC and SFCR report
Clearstream Banking1 informs clients that use the ASLplus, ASL principal or ASL securities lending programme, that effective
16 June 2025
there will be some updates to the lending reporting that affect the commission and collateral reports, respectively the Securities Lending and Borrowing Commissions Report (SLBC) and Securities Financing Collateral Report (SFCR).
All existing and available versions of the reports (XML, XLS and PDF) are affected.
Changes to SLBC report
PDF version
- Reporting Activity “Borrowing” is shortened to “Borrow”
- Reporting Activity “Lending” is shortened to “Lend”
- Loan type “TERM-bnd” is replaced by “ASLplus-TERM-bnd”
- Loan type “TERM-equ” is replaced by “ASLplus-TERM-equ”
- Loan type “TERM-fnd” is replaced by “ASLplus-TERM-fnd”
- Loan type “EVERGREEN-bnd” is replaced by “ASLplus-EVG-bnd”
- Loan type “EVERGREEN-equ” is replaced by “ASLplus-EVG-equ”
- Loan type “EVERGREEN-fnd” is replaced by “ASLplus-EVG-fnd”
- Summary sections include new product “STRATsec” in addition to ASL, DASL, ASLplus and ASLprincipal.
XLS version
- “Loan Activity” tab
- Loan type STREET is replaced by “ASLplus”
- Loan type TERM and EVERGREEN are no longer considered, instead a new column “Mat Type” is added to reflect the Maturity type: possible values are OpenEnded, TERM, EVRGRN. Inserted between column “Loan type” and “Lender/Borrower”
- Column “ASLplus rate Change or Loan value Change” is renamed “Rate Change or Loan value Change”
- “Commission-Fee Summary” tab
- Loan type STREET is replaced by “ASLplus”
- New loan type “STRATsec” is added of the products list, on top of the existing ASL, DASL, ASLplus and ASLprincipal list of products.
XML version
- Loan type “STREET” is replaced by “ASLplus”
- Loan type TERM and EVERGREEN are no longer considered, instead a new “matTyp” attribute is added to reflect the Maturity type: possible values are OpenEnded, TERM, EVRGRN
- Summary section includes a new loan type “STRATsec” which is added of the products list, on top of the existing DASL, ASL, ASLplus and ASLprincipal list of products.
Changes to SFCR report
XLS version
- “ASLplus – Principal” tab
- Loan type “TERM-bnd” is replaced by “ASLplus-TERM-bnd”
- Loan type “TERM-equ” is replaced by “ASLplus-TERM-equ”
- Loan type “EVERGREEN-bnd” is replaced by “ASLplus-EVG-bnd”
- Loan type “EVERGREEN-equ” is replaced by “ASLplus-EVG-equ”
- “Sub-Totals” tab
- New loan type “STRATsec” is added of the products list, on top of the existing ASLplus, ASLguaranteed, ASLsecured, DASL and ASLprincipal list of products.
XML version
- In the Summary section reflecting all loan type groups, a new loan type “STRATsec” is added to the products list, on top of the existing ASLplus, ASLguaranteed, ASLsecured, DASL and ASLprincipal list of products.
Clients will find the respective updates in the "CBL Securities Lending Programmes - Reporting Guide" attached below and on the ASL product description page.
Further Information
For further information, clients may contact Clearstream Banking Client Services or their Relationship Officer.
------------------------------------------
1. Clearstream Banking refers collectively to Clearstream Banking S.A., registered office at 42, avenue John F. Kennedy, L-1855 Luxembourg, and registered with the Luxembourg Trade and Companies Register under number B-9248, and Clearstream Banking AG (for Clearstream Banking AG clients using Creation Accounts), registered office at 61, Mergenthalerallee, 65760 Eschborn, Germany, and registered in Register B of the Amtsgericht Frankfurt am Main, Germany, under number HRB 7500.