SecuritiesFinancingReportingPositionSetReportV01auth.105.001.01

SecuritiesFinancingReportingPositionSetReportV01
SctiesFincgRptgPosSetRpt
Mandatory
Aggregated Positions
AggtdPoss
Mandatory
Data Set Action
DataSetActn
Choice
Report
Rpt
Choice
Reference Date
RefDt
Mandatory
General Information
GnlInf
Repetition (0..n)
Loan
Ln
Repetition (0..n)
Dimensions
Dmnsns
Mandatory
Counterparty Data
CtrPtyData
Optional
Loan Data
LnData
Optional
Contract Type
CtrctTp
Optional
Cleared
Clrd
Optional
Portfolio Code
PrtflCd
Optional
Trading Venue
TradgVn
Optional
Master Agreement Type
MstrAgrmtTp
Optional
Maturity Date
MtrtyDt
Optional
General Collateral
GnlColl
Optional
Term
Term
Optional
Rates
Rates
Optional
Principal Amount Currency
PrncplAmtCcy
Optional
Price Currency
PricCcy
Optional
Security
Scty
Optional
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
Outstanding Margin Loan Currency
OutsdngMrgnLnCcy
Optional
Collateral Data
CollData
Optional
Outliers Included
OtlrsIncl
Optional
Metrics
Mtrcs
Mandatory
Collateral
Coll
Repetition (0..n)
Margin
Mrgn
Repetition (0..n)
Reuse
Reuse
Repetition (0..n)
Supplementary Data
SplmtryData
Repetition (0..n)
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