Code Set CollateralAmountTypeCodeSet Scenario base

SYNOPSIS: The type of value in CurrentCollateralAmount(1704).

ID Datatype
2632int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
2632001MarketValuation0SYNOPSIS: Market valuation (the default)
FIX.5.0SP2197
2632002PortfolioValue1SYNOPSIS: Portfolio value before processing pledge request
FIX.5.0SP2197
2632003ValueConfirmed2SYNOPSIS: Value confirmed as "locked-up" for processing a pledge request
FIX.5.0SP2197
2632004CollateralCreditValue3SYNOPSIS: Credit value of collateral at CCP processing a pledge request
FIX.5.0SP2197
2632005AdditionalCollateralValue4SYNOPSIS: Additional collateral value
ELABORATION: Additional collateral deposited by the collateral provider at trade or post-trade. CollateralPercentOverage(2690) gives the overage percent
FIX.5.0SP2227
2632006EstimatedMarketValuation5SYNOPSIS: Estimated market valuation
ELABORATION: Estimated market valuation of collateral. In the context of EU SFTR this may be used for value of re-use of collateral.
FIX.5.0SP2254