Basis Points (BsisPts)

SecuritiesFinancingReportingTransactionStateReportV02

SctiesFincgRptgTxStatRpt

Mandatory

Trade Data

TradData

Mandatory

Data Set Action

DataSetActn

Choice

State

Stat

Choice (1..n)

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

Floating

Fltg

Choice

Reference Rate

RefRate

Optional

Term

Optional

Payment Frequency

PmtFrqcy

Optional

Reset Frequency

RstFrqcy

Optional

Spread

Sprd

Optional

Monetary Value

MntryVal

Choice

Percentage

Pctg

Choice

Decimal

Dcml

Choice

Basis Points

BsisPts

Choice

Definition: Used to express differences in interest rates, for example, a difference of 0.10% is equivalent to a change of 10 basis points.

Type: DecimalNumber (Decimal)

Restrictions:

FractionDigits: 17
TotalDigits: 18

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)