| ID |
Name |
Abbr |
Presence |
Description |
| 1704 | CurrentCollateralAmount | Amt |
optional |
SYNOPSIS:
Currency value currently attributed to the collateral.
|
| 1705 | CollateralCurrency | Ccy |
optional |
SYNOPSIS:
Currency of the collateral; optional, defaults to the Settlement Currency if not specified.
|
| 2632 | CollateralAmountType | AmtTyp |
optional |
SYNOPSIS:
The type of value in CurrentCollateralAmount(1704).
|
| 2090 | CollateralFXRate | FxRt |
optional |
SYNOPSIS:
Foreign exchange rate used to compute the CurrentCollateralAmount(1704) from the CollateralCurrency(1646) and the Currency(15).
|
| 2091 | CollateralFXRateCalc | FxRtCalc |
optional |
SYNOPSIS:
Specifies whether or not CollateralFXRate(2090) should be multipled or divided.
|
| 1706 | CollateralType | Typ |
optional |
SYNOPSIS:
Type of collateral on deposit being reported.
|
| 2092 | CollateralAmountMarketSegmentID | MktSegID |
optional |
SYNOPSIS:
Market segment associated with the collateral amount.
|
| 2093 | CollateralAmountMarketID | MktID |
optional |
SYNOPSIS:
Market associated with the collateral amount.
|
| 1902 | HaircutIndicator | HrctInd |
optional |
SYNOPSIS:
Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation.
|
| 2350 | CollateralPortfolioID | PrtflioID |
optional |
SYNOPSIS:
Identifier of the collateral portfolio when reporting on a portfolio basis.
|
| 2690 | CollateralPercentOverage | PctOvrg |
optional |
SYNOPSIS:
Percentage of over-collateralization particularly when CollateralAmountType(2632) = 4 (Additional collateral value)
|
| 2689 | CollateralMarketPrice | MktPx |
optional |
SYNOPSIS:
Market price of the collateral, either from market sources or pre-agreed by the counterparties.
|
| 2840 | CollateralReinvestmentRate | RnvstmntRt |
optional |
SYNOPSIS:
Interest rate received for collateral reinvestment.
ELABORATION:
In the context of EU SFTR this is the reinvestment interest rate received from cash collateral made by the lender. If there are multiple reinvestment types, this is an average rate.
|
| 2266 | CollateralReinvestmentGrp | CollRnvstmnt | optional | SYNOPSIS:
The CollateralReinvestmentGrp component block is a repeating group that may be used to provide a breakdown of the cash collateral's reinvestment types and amounts (e.g. CollateralType(1704)="CASH").
ELABORATION:
|
| 2841 | UnderlyingRefID | UndlyRefID |
optional |
SYNOPSIS:
Identifies the underlying instrument the entity applies to by referencing the underlying instrument's UnderlyingID(2874).
|