SecuritiesFinancingReportingTransactionStateReportV02auth.079.001.02

SecuritiesFinancingReportingTransactionStateReportV02

SctiesFincgRptgTxStatRpt

Mandatory

TradData

Mandatory

Data Set Action

DataSetActn

Choice

Stat

Choice (1..n)

Technical Record Identification

TechRcrdId

Optional

Counterparty Specific Data

CtrPtySpcfcData

Mandatory

LnData

Optional

Repurchase Trade

RpTrad

Choice

BuySellBck

Choice

Securities Lending

SctiesLndg

Choice

MrgnLndg

Choice

Unique Trade Identifier

UnqTradIdr

Optional

EvtDt

Mandatory

Execution Date Time

ExctnDtTm

Optional

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)

Amt

Mandatory

IntrstRate

Mandatory

Fxd

Choice

Fltg

Choice

RefRate

Optional

Term

Optional

Payment Frequency

PmtFrqcy

Optional

Unit

Unit

Mandatory

Definition: Unit for the rate basis.

Type: RateBasis1Code (String)

Allowed Values:

DAYS (Days): Rate is reported in days.
MNTH (Months): Rate is reported in months.
WEEK (Weeks): Rate is reported in weeks.
YEAR (Years): Rate is reported in years.

Val

Mandatory

Reset Frequency

RstFrqcy

Optional

Sprd

Optional

Rate Adjustment

RateAdjstmnt

Repetition (0..n)

Day Count Basis

DayCntBsis

Optional

Termination Date

TermntnDt

Optional

Collateral Data

CollData

Optional

Reconciliation Flag

RcncltnFlg

Optional

Contract Modification

CtrctMod

Mandatory

Supplementary Data

SplmtryData

Repetition (0..n)

Supplementary Data

SplmtryData

Repetition (0..n)

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