Code Set TradeCollateralizationCodeSet Scenario base

SYNOPSIS: Specifies how the trade is collateralized.
ELABORATION: In the context of Dodd-Frank, all values shown except for 4 (Net exposure) apply. In the context of ESMA EU SFTR reporting only the values 1 (Uncollateralized), 3 (Fully collateralized) and 4 (Net exposure) apply.

ID Datatype
1936int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
1936001Uncollateralized0SYNOPSIS: Uncollateralized
✓FIX.5.0SP2161
1936002PartiallyCollateralized1SYNOPSIS: Partially collateralized
✓FIX.5.0SP2161
1936003OneWayCollaterallization2SYNOPSIS: One-way collaterallization
✓FIX.5.0SP2161
1936004FullyCollateralized3SYNOPSIS: Fully collateralized
✓FIX.5.0SP2161
1936005NetExposure4SYNOPSIS: Net exposure
ELABORATION: Indication of whether the collateral has been provided for a net exposure, rather than for a single transaction.
✓FIX.5.0SP2254