| Item | Data type | Reported data |
|---|
(B) APPLICABLE TO LVNAV MMF |
| | a) Indicate every event in which the price of an asset valued by using the amortised cost method in accordance with the first subparagraph of Article 29(7) of Regulation (EU) 2017/1131 deviates from the price of that asset calculated in accordance with paragraphs 2, 3 and 4 of Article 29 of Regulation (EU) 2017/1131 by more than 10 basis points. These fields should be reported for every asset the price of which, by using the amortised cost method, would deviate in such a way. |
| (B.1.1) | Valuation date (the first day where the event occurs) | ISO 8601 date in the format YYYY-MM-DD |
| (B.1.2) | ISIN of the asset | ISO 6166 ISIN 12 character alphanumerical code |
| (B.1.3) | CFI code (if available and if the ISIN is not available) of the asset | ISO 10692 CFI, 6 characters alphabetical code |
| (B.1.4) | Price (paragraphs 2, 3 and 4 of Article 29 of Regulation (EU) 2017/1131) (at the valuation date mentioned in field B.1.1. when the event occurs) | |
| (B.1.5) | Price (amortised cost method) (at the valuation date mentioned in field B.1.1. when the event occurs) | |
| (B.1.6) | From the valuation date specified in field B.1.1, state how long the price of an asset valued by using the amortised cost method deviated by more than 10 basis points from the price of that asset | (days) |
| (B.1.7) | During the period mentioned in field B.1.6, state the average difference between the two values mentioned in field B.1.6 | |
| (B.1.8) | During the period mentioned in field B.1.6., state the minimum price deviation between the two values | |
| (B.1.9) | During the period mentioned in field B.1.6, state the maximum price deviation between the two values | |
| b) Indicate every event in which the constant NAV per unit or share calculated in accordance with paragraphs 1 and 2 of Article 32 of Regulation (EU) 2017/1131 deviates from the NAV per unit or share calculated in accordance with Article 30 of Regulation (EU) 2017/1131 by more than 20 basis points. |
| (B.1.10) | Valuation date (the first day the event occurs) | ISO 8601 date in the format YYYY-MM-DD |
| (B.1.11) | Constant NAV (Article 31 of Regulation (EU) 2017/1131) (at the valuation date mentioned in field B.1.10, when the event occurs) | (in EUR) (if the base currency is not in EUR the exchange ratio used shall be the rate most recently set by the European Central Bank) |
| (B.1.12) | Constant NAV (Article 31 of Regulation (EU) 2017/1131) (at the valuation date mentioned in field B.1.10, when the event occurs) | (in base currency) |
| (B.1.13) | NAV (Article 30 of Regulation (EU) 2017/1131) (at the valuation date mentioned in field B.1.10, when the event occurs) | (in EUR) (if the base currency is not in EUR the exchange ratio used shall be the rate most recently set by the European Central Bank) |
| (B.1.14) | NAV (Article 30 of Regulation (EU) 2017/1131) (at the valuation date mentioned in field B.1.10, when the event occurs) | (in base currency) |
| (B.1.15) | From the valuation date specified in field B.1.10, state how long did the constant NAV per unit or share calculated deviate from the NAV per unit or share calculated by more than 20 basis points | (days) |
| (B.1.16) | During the period mentioned in field B.1.15, state the average difference between the two values mentioned on field B.1.15 | |
| (B.1.17) | During the period mentioned in field B.1.15, state the minimum price deviation between the two values | |
| (B.1.18) | During the period mentioned in field B.1.15, state the maximum price deviation between the two values | |
| c) Indicate every event in which a situation mentioned in Article 34(3) of Regulation (EU) 2017/1131 occurs and the measures taken by the board in accordance with points (a) and (b) of Article 34(1) of that Regulation. |
| (B.1.19) | Date of the event | ISO 8601 date in the format YYYY-MM-DD |
| (B.1.20) | Date when the measure was taken | ISO 8601 date in the format YYYY-MM-DD |
| (B.1.21) | Type of measure (Whenever the proportion of weekly maturing assets falls below 30 % of the total assets of the MMF and whenever the net daily redemptions on a single business day exceed 10 % of total assets) | liquidity fees on redemptions
redemption gates
suspension of redemptions
take no immediate action other than correcting the situation where limits referred to in Article 24(1) of Regulation (EU) 2017/1131 are exceeded, in accordance with Article 24(2) of that Regulation
|
| (B.1.22) | Type of measure (Whenever the proportion of weekly maturing assets falls below 10 % of its total assets) | liquidity fees on redemptions
suspension of redemptions
|