Annex I, Point (2) · Commission Delegated Regulation (EU) 2026/1536

Contents

(2)Table 2 is replaced by the following:Table 2Daily data on settlement fails to be reported by CSDs to the competent authorities and relevant authorities on a monthly basisDate (for each reporting day in the month)| | | | | Failure to deliver securities | Failure to deliver cash| | | | | Settlement fails | Total Instructions | Rate of fails | Settlement fails | Total Instructions | Rate of fails| | | | | Volume | Value (EUR) | Volume | Value (EUR) | Volume | Value (EUR) | Volume | Value (EUR) | Volume | Value (EUR) | Volume | Value (EUR)Place of trading | Type of financial instruments | Type of transaction | Internal vs Cross-system | Type of instruction | | | | | | | | | | | || Transferable securities referred to in point (a) of Article 4(1)(44) of Directive 2014/65/EU | Purchase or sale of financial instruments | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Collateral management operations | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Securities lending and securities borrowing | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Repurchase transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Buy-sell back or sell-buy back | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Other transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | || Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | Purchase or sale of financial instruments | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Collateral management operations | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Securities lending and securities borrowing | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Repurchase transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Buy-sell back or sell-buy back | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Other transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | || Transferable securities referred to in point (b) of Article 4(1)(44) of Directive 2014/65/EU other than sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | Purchase or sale of financial instruments | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Collateral management operations | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Securities lending and securities borrowing | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Repurchase transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Buy-sell back or sell-buy back | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Other transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | || Transferable securities referred to in point (c) of Article 4(1)(44) of Directive 2014/65/EU | Purchase or sale of financial instruments | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Collateral management operations | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Securities lending and securities borrowing | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Repurchase transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Buy-sell back or sell-buy back | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Other transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | || Exchange-traded funds as defined in point (46) of Article 4(1) of Directive 2014/65/EU | Purchase or sale of financial instruments | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Collateral management operations | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Securities lending and securities borrowing | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Repurchase transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Buy-sell back or sell-buy back | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Other transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | || Units in collective investment undertakings, other than ETFs | Purchase or sale of financial instruments | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Collateral management operations | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Securities lending and securities borrowing | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Repurchase transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Buy-sell back or sell-buy back | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Other transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | || Money market instruments other than Sovereign debt referred to in Article 4(1)(61) of Directive 2014/65/EU | Purchase or sale of financial instruments | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Collateral management operations | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Securities lending and securities borrowing | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Repurchase transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Buy-sell back or sell-buy back | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Other transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | || Emission allowances | Purchase or sale of financial instruments | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Collateral management operations | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Securities lending and securities borrowing | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Repurchase transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Buy sell-back or sell buy-back | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Other transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | || Other financial instruments | Purchase or sale of financial instruments | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Collateral management operations | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Securities lending and securities borrowing | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Repurchase transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Buy-sell back or sell-buy back | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Other transactions | Intra-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |Cross-CSD | DVP | | | | | | | | | | | |DWP | | | | | | | | | | | |PFOD | | | | | | | | | | | |FoP | | | | | | | | | | | |

Commission Delegated Regulation (EU) 2026/1536

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