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

On Venue

OnVn
Choice

Definition: Whether the Securities Financing Transaction was concluded on a domestic trading venue or a foregin trading venue.

Type: TradeMarket2Code (String)

Allowed Values:

  • DMST (Domestic): Transaction has an origin and a destination in the same country and is made in the currency of that country.
  • FRGN (Foreign): Transaction has an origin in one country and a destination in another and is made in the currency of either the origin or destination country.

Off Venue
OffVn
Choice
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
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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