CollateralSubstitutionRequestV05colr.010.001.05

Definition: Specifies the underlying business area or type of trade causing the collateral movement.

Type: ExposureType11Code (String)

Allowed Values:

• BFWD (Bond Forward): Any securities traded out beyond 3 days which include treasury notes, Japanese Governement Bonds (JGBs) and Gilts.
• PAYM (Cash Settlement): In support of any type of cash settlement.
• CBCO (Central Bank Credit Operations): Exposures related to activity with central banks.
• COMM (Commodities): Any good exchanged during commerce, which includes goods traded on a commodity exchange.
• CRDS (Credit Default Swap): Swap designed to transfer the credit exposure of fixed income products between parties.
• CRTL (Credit Line): Opening of a credit line before trading.
• CRSP (Credit Support): Cash lending/borrowing; letter of credit; signing of master agreement.
• CCIR (Cross Currency IRS): Cross currency agreement between two parties (known as counterparties) where one stream of future interest payments is exchanged for another based on a specified principal amount.
• CRPR (Cross Product): Combination of various types of trades.
• EQPT (Equity Option): Trading of equity option (also known as stock options).
• EQUS (Equity Swap): Equity swap trades where the return of an equity is exchanged for either a fixed or a floating rate of interest.
• EXTD (Exchange Traded Derivatives): Trading of exchanged traded derivatives in general.
• EXPT (Exotic Option): Trading of exotic option, for example, a non standard option.
• FIXI (Fixed Income): Trading of fixed income instruments.
• FORX (Foreign Exchange): FX trades in general.
• FORW (Forward Foreign Exchange): Forward FX trades.
• FUTR (Futures): Agreement to buy or sell a specific amount of a commodity or financial instrument at a particular price on a stipulated future date.
• OPTN (FX Option): A contract that grants the holder the right, but not the obligation, to buy or sell currency at a specified exchange rate during a specified period of time.
• LIQU (Liquidity): In support of settlement via an RTGS or other clearing system.
• OTCD (OTC Derivatives): OTC derivatives trading.
• RVPO (Reverse Repurchase Agreement): In support of a reverse repurchase agreement transaction.
• SLOA (Secured Loan): Exposure is linked to a secured loan.
• SBSC (Securities Buy Sell Sell Buy Back): Securities buy sell back.
• SCRP (Securities Cross Products): Combination of securities related exposure types.
• SLEB (Securities Lending And Borrowing): Exposure is linked to a securities lending or borrowing activity.
• SCIR (Single Currency IRS): Single currency interest rate swap.
• SCIE (Single Currency IRS Exotic): Exotic single currency interest rate swap.
• SWPT (Swaption): Option on interest rate swap.
• TBAS (To Be Announced): To be announced (TBA) related collateral.
• TRCP (Treasury Cross Product): Combination of treasury related exposure types.
• UDMS (Uncleared Derivative Margin Segregation): Relates to uncleared derivative margin segregation. This could be for variation or initial margin.
• CCPC (CCP Collateral): Collateral covering the initial margin requirements for OTC trades cleared through a CCP.
• EQUI (Equity): Trading of equity.
• TRBD (Treasury Bonds): Trading of treasury bonds.
• REPO (Repurchase Agreement): Relates to repurchase agreement trading.
• SHSL (Short Sell): Short sell exposure.