SecuritiesFinancingReportingTransactionReportV02auth.052.001.02

SecuritiesFinancingReportingTransactionReportV02
SctiesFincgRptgTxRpt
Mandatory
Trade Data
TradData
Mandatory
Data Set Action
DataSetActn
Choice
Report
Rpt
Choice (1..n)
New
New
Choice
Technical Record Identification
TechRcrdId
Optional
Counterparty Specific Data
CtrPtySpcfcData
Mandatory
Loan Data
LnData
Mandatory
Repurchase Trade
RpTrad
Choice
Buy Sell Back
BuySellBck
Choice
Securities Lending
SctiesLndg
Choice
Unique Trade Identifier
UnqTradIdr
Mandatory
Event Date
EvtDt
Mandatory
Execution Date Time
ExctnDtTm
Mandatory
Clearing Status
ClrSts
Optional
Trading Venue
TradgVn
Optional
Master Agreement
MstrAgrmt
Optional
Value Date
ValDt
Optional
General Collateral
GnlColl
Optional
Delivery By Value
DlvryByVal
Optional
Collateral Delivery Method
CollDlvryMtd
Optional
Term
Term
Repetition (0..n)
Asset Type
AsstTp
Optional
Security
Scty
Repetition (0..n)
Identification
Id
Optional
Classification Type
ClssfctnTp
Optional
Quantity Or Nominal Value
QtyOrNmnlVal
Optional
Unit Price
UnitPric
Optional
Market Value
MktVal
Optional

Quality

Qlty
Optional

Definition: Code that classifies the risk of the security.

Type: CollateralQualityType1Code (String)

Allowed Values:

  • INVG (Investment Grade): Security that is classified as investment grade according to external ratings.
  • NIVG (Non Investment Grade): Security with a rating different than investment grade.
  • NOTR (Not Rated): Security without a rating assigned.
  • NOAP (Non Applicable): Collateral quality type is not applicable.

Maturity
Mtrty
Optional
Issuer
Issr
Optional
Type
Tp
Repetition (0..n)
Exclusive Arrangement
ExclsvArrgmnt
Optional
Available For Collateral Reuse
AvlblForCollReuse
Optional
Commodity
Cmmdty
Repetition (0..n)
Loan Value
LnVal
Optional
Rebate Rate
RbtRate
Optional
Lending Fee
LndgFee
Optional
Termination Date
TermntnDt
Optional
Margin Lending
MrgnLndg
Choice
Collateral Data
CollData
Optional
Level Type
LvlTp
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
Modification
Mod
Choice
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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