SecuritiesFinancingReportingTransactionMarginDataReportV02auth.070.001.02

SecuritiesFinancingReportingTransactionMarginDataReportV02
SctiesFincgRptgTxMrgnDataRpt
Mandatory
Trade Data
TradData
Mandatory
Data Set Action
DataSetActn
Choice
Report
Rpt
Choice (1..n)
New
New
Choice
Error
Err
Choice
Correction
Crrctn
Choice
Technical Record Identification
TechRcrdId
Optional
Reporting Date Time
RptgDtTm
Mandatory
Event Date
EvtDt
Mandatory
Counterparty
CtrPty
Mandatory
Collateral Portfolio Identification
CollPrtflId
Mandatory
Posted Margin Or Collateral
PstdMrgnOrColl
Optional
Initial Margin Posted
InitlMrgnPstd
Optional

Variation Margin Posted

VartnMrgnPstd
Optional

Definition: Value of the variation margin posted, including cash settled, by the reporting counterparty to the other counterparty. Where variation margin is posted on a portfolio basis, this field should include the overall value of variation margin posted for the portfolio.

Type: ActiveOrHistoricCurrencyAndAmount (Decimal)

Restrictions:

  • FractionDigits: 5
  • TotalDigits: 18
  • MinInclusive: 0

Attributes:

  • Ccy (ActiveOrHistoricCurrencyCode)

    Restrictions:

    • Pattern: [A-Z]{3,3}

Excess Collateral Posted
XcssCollPstd
Optional
Received Margin Or Collateral
RcvdMrgnOrColl
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
Trade Update
TradUpd
Choice
Supplementary Data
SplmtryData
Repetition (0..n)
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