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
Error
Err
Choice
Early Termination
EarlyTermntn
Choice
Position Component
PosCmpnt
Choice
Technical Record Identification
TechRcrdId
Optional
Counterparty Specific Data
CtrPtySpcfcData
Mandatory
Loan Data
LnData
Optional
Collateral Data
CollData
Optional
Asset Type
AsstTp
Optional
Security
Scty
Repetition (0..n)
Cash
Csh
Repetition (0..n)
Amount
Amt
Mandatory

Haircut Or Margin

HrcutOrMrgn
Optional

Definition: Collateral haircut, a risk control measure applied to underlying collateral whereby the value of that underlying collateral is calculated as the market value of the assets reduced by a certain percentage. In the case of margin lending, collateral haircut or margin requirement, a risk control measure applied to the entire collateral portfolio whereby the value of that underlying collateral is calculated as the market value of the assets reduced by a certain percentage. Only actual values, as opposed to estimated or default values are to be reported for this attribute.

Type: PercentageRate (Decimal)

Restrictions:

  • FractionDigits: 10
  • TotalDigits: 11

Commodity
Cmmdty
Repetition (0..n)
Net Exposure Collateralisation Indicator
NetXpsrCollstnInd
Optional
Basket Identifier
BsktIdr
Optional
Level Type
LvlTp
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
Collateral Update
CollUpd
Choice
Correction
Crrctn
Choice
Valuation Update
ValtnUpd
Choice
Supplementary Data
SplmtryData
Repetition (0..n)
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