SecuritiesFinancingReportingTransactionReportV02auth.052.001.02

SecuritiesFinancingReportingTransactionReportV02
SctiesFincgRptgTxRpt
Mandatory
Trade Data
TradData
Mandatory
Data Set Action
DataSetActn
Choice
Report
Rpt
Choice (1..n)
New
New
Choice
Modification
Mod
Choice
Technical Record Identification
TechRcrdId
Optional
Counterparty Specific Data
CtrPtySpcfcData
Mandatory
Loan Data
LnData
Optional
Repurchase Trade
RpTrad
Choice
Buy Sell Back
BuySellBck
Choice
Securities Lending
SctiesLndg
Choice
Margin Lending
MrgnLndg
Choice
Unique Trade Identifier
UnqTradIdr
Optional
Event Date
EvtDt
Mandatory
Execution Date Time
ExctnDtTm
Optional
Trading Venue
TradgVn
Optional
Collateral Delivery Method
CollDlvryMtd
Optional
Outstanding Margin Loan Amount
OutsdngMrgnLnAmt
Optional
Short Market Value Amount
ShrtMktValAmt
Optional
Margin Loan Attribute
MrgnLnAttr
Repetition (0..n)
Amount
Amt
Mandatory
Interest Rate
IntrstRate
Mandatory
Fixed
Fxd
Choice

Rate

Rate
Optional

Definition: Annualised interest rate on the principal amount of the repurchase transaction in accordance with the day count convention.

Type: PercentageRate (Decimal)

Restrictions:

  • FractionDigits: 10
  • TotalDigits: 11

Day Count Basis
DayCntBsis
Optional
Floating
Fltg
Choice
Termination Date
TermntnDt
Optional
Collateral Data
CollData
Optional
Level Type
LvlTp
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
Error
Err
Choice
Early Termination
EarlyTermntn
Choice
Position Component
PosCmpnt
Choice
Collateral Update
CollUpd
Choice
Correction
Crrctn
Choice
Valuation Update
ValtnUpd
Choice
Supplementary Data
SplmtryData
Repetition (0..n)
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