| ID |
Name |
Abbr |
Presence |
Description |
| 2702 | SideCurrentCollateralAmount | Amt |
optional |
SYNOPSIS:
Currency value currently attributed to the collateral.
|
| 2695 | SideCollateralCurrency | Ccy |
optional |
SYNOPSIS:
Specifies the currency of the collateral; optional, defaults to the settlement currency if not specified. Uses ISO 4217 Currency Code.
|
| 2694 | SideCollateralAmountType | AmtTyp |
optional |
SYNOPSIS:
The type of value in CurrentCollateralAmount(1704).
|
| 2696 | SideCollateralFXRate | FxRt |
optional |
SYNOPSIS:
Foreign exchange rate used to compute the SideCurrentCollateralAmount(2702) from the SideCollateralCurrency(2695) and the Currency(15).
|
| 2697 | SideCollateralFXRateCalc | FxRtCalc |
optional |
SYNOPSIS:
Specifies whether or not SideCollateralFXRate(2696) should be multiplied or divided.
|
| 2701 | SideCollateralType | Typ |
optional |
SYNOPSIS:
Type of collateral on deposit being reported.
|
| 2693 | SideCollateralAmountMarketSegmentID | MktSegID |
optional |
SYNOPSIS:
Market segment associated with the collateral amount.
|
| 2692 | SideCollateralAmountMarketID | MktID |
optional |
SYNOPSIS:
Market associated with the collateral amount.
|
| 2703 | SideHaircutIndicator | 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.
|
| 2700 | SideCollateralPortfolioID | PrtflioID |
optional |
SYNOPSIS:
Identifier of the collateral portfolio when reporting on a portfolio basis.
|
| 2699 | SideCollateralPercentOverage | PctOvrg |
optional |
SYNOPSIS:
Percentage of over-collateralization particularly when SideCollateralAmountType(2694) = 4 (Additional collateral value).
|
| 2698 | SideCollateralMarketPrice | MktPx |
optional |
SYNOPSIS:
Market price of the collateral, either from market sources or pre-agreed by the counterparties.
|
| 2862 | SideCollateralReinvestmentRate | 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.
|
| 2269 | SideCollateralReinvestmentGrp | CollRnvstmnt | optional | SYNOPSIS:
The SideCollateralReinvestmentGrp 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. SideCollateralType(2701)="CASH").
ELABORATION:
|
| 2863 | SideUnderlyingRefID | UndlyRefID |
optional |
SYNOPSIS:
Identifies the underlying instrument the entity applies to by referencing the underlying instrument's UnderlyingID(2874).
|