Your Reliable Source for All Required Data to Calculate Cash Penalties and Report Settlement Fails

The EU Central Securities Depositories Regulation (CSDR) imposes the obligation to calculate cash penalties for settlement fails and to provide settlement fails reports. SIX supports the industry with a comprehensive CSDR-SDR data set for the calculation of cash penalties. SIX additionally supports the Internalized Settlement reporting obligations.

  • Asset Servicing
  • Asset Management
  • Wealth Management / Private Banking
  • Investment Banking
  • Retail / Brokerage

  • Reporting
  • Securities Services

SIX offering focuses on the key areas of CSDR - SDR – cash penalties calculation and settlement fails reporting. It carries around 1.5 million financial instruments with CSDR data points and provides also with a marker for Instruments in scope for Internalized Settlement reporting and Issuer CSD information.

  • Provision of a reliable source for closing price information and reference data in order to fulfill the CSDR-SDR obligations.
  • Efficient calculation and reconciliation of cash penalties based on the application of penalty rates on ISIN level, dependent on the instrument classification, the liquidity indication and the identification of an instrument that is admitted for trading on a SME growth market.

Our CSDR - SDR data is also available in a ready-to-use mode with the CSDR - SDR Eligible Securities package. This SIX Managed package delivers the up-to-date full universe of active CSDR - SDR relevant instruments on a daily basis.