List of T2S Change Requests

Technical Annex to the GUI Business Functionality Document

Correction of typos and minor clarifications on the UDFS v1.2

Correction of typos and minor clarifications on the UDFS v1.2

Naming convention for T2S specific messages

Pricing configuration for securities accounts

System users and certificates

Securities Account Position Response Message

Message subscription and copy configuration

CoSD on settlement instruction using restriction references

Compression, Sequencing and handling of messages exceeding the maximum volume of 32 MB

Implementation of additional parameters to restriction case 1 and case 2

Instructing Party

Validity of T2S generated settlement instructions and impact on the settlement process

Report configuration

Consistent rule-based model

Static data limitation of intraday update on Securities

Validation on Issuance Account and ISIN link

End-investor cash account at payment bank will not be part of a settlement confirmation

Minor inconsistencies/typos in the BFD

System Entities can only be blocked by the T2S Operator

Static data maintenance of rule-based models are only possible as of a future date

A2A messages to create the link between a T2S securities account and a T2S Dedicated cash account

A credit memorandum balance can only be created after the set-up of a T2S Dedicated Cash Account

Maximum credit percentage is not applicable for payment banks

Review of the General T2S Principles

Two additional test environments for user testing until go-live of final migration wave

Maintenance of restriction type rules in A2A

Close links and eligible securities deletion in A2A

Maintenance of roles and privileges in A2A

Security CSD links maintenance in A2A

Inclusion of the already matched flag criteria in the message subscription

Enhance cash side-reporting (Statement and real time notification) and new attribute in message subscription service.

New attribute at securities account level to identify account allocation instructions

Disallow partial settlement of blocking instruction related to corporate actions

Limit utilisation report to be pushed by T2S

CCP, Trading Platform and Stock Exchange are not possible party types

No consistency check of the holdings between the Investor CSD's accounts and its omnibus account at the Technical Issuer CSD for corporate action purposes

CSD validation Hold is not applicable to settlement restrictions

Minor modification of T2S principles 3 and 5

Reimbursement of intraday credit that remains pending at the end of the day

Modification of settlement instructions

Changes to CoSD functionality

Removal of URD annexes and keep annex on Glossary and Standards

Functionality for settlement banks in T2S: credit memorandum balance

Clarification of the term “T2S Platform” in the URD

Removal of Statement of Static Data Report

Change of EOD procedure for unused reserved or blocked cash

Keep a message duplication to report a static data update confirmation for cash accounts

Technical acknowledgement from T2S

Availability of U2A/A2A mode in T2S

T2S specific deadlines

Automatic partial settlement in T2S

Enhancement to roles and privileges setup

Earmarking in T2S

Settlement Instructions for realignment created at the point of matching

No static data changes during the night-time cycle sequences. Certain static data changes not allowed intra-day

Correction to Settlement Instruction Queries – Removal of CoSD flag

Clarification on liquidity transfer order processing and Introduction of query on Immediate liquidity transfer orders

Period for data archiving