CollateralAndExposureReportV05colr.016.001.05

CollateralAndExposureReportV05
CollAndXpsrRpt
Mandatory
Report Parameters
RptParams
Mandatory
Pagination
Pgntn
Optional
Obligation
Oblgtn
Mandatory
Agreement
Agrmt
Optional
Collateral Report
CollRpt
Repetition (1..n)
Account Identification
AcctId
Optional
Block Chain Address Or Wallet
BlckChainAdrOrWllt
Optional
Report Summary
RptSummry
Mandatory
Collateral Valuation
CollValtn
Repetition (0..n)
Collateral Identification
CollId
Optional
Collateral Type
CollTp
Mandatory
Collateral Direction
CollDrctn
Optional
Settlement Status
SttlmSts
Mandatory
Applied Excess Indicator
ApldXcssInd
Optional
Number Of Days Accrued
NbOfDaysAcrd
Optional
Valuation Amounts
ValtnAmts
Mandatory
Day Count Basis
DayCntBsis
Optional
Exchange Rate
XchgRate
Optional
Currency Haircut
CcyHrcut
Optional
Adjusted Rate
AdjstdRate
Optional
Securities Collateral
SctiesColl
Optional
Asset Number
AsstNb
Optional
Security Identification
SctyId
Mandatory
Maturity Date
MtrtyDt
Optional

Collateral Ownership

CollOwnrsh
Optional

Definition: Indicates whether the collateral is proprietarily owned or client owned.

Type: CollateralOwnership3

Proprietary
Prtry
Mandatory
Client Name
ClntNm
Optional
Limited Coverage Indicator
LtdCvrgInd
Optional
Quantity
Qty
Mandatory
Blocked Quantity
BlckdQty
Optional
Price
Pric
Optional
Market Value
MktVal
Optional
Haircut
Hrcut
Optional
Collateral Value
CollVal
Optional
Value Date
ValDt
Optional
Safekeeping Account
SfkpgAcct
Optional
Block Chain Address Or Wallet
BlckChainAdrOrWllt
Optional
Safekeeping Place
SfkpgPlc
Mandatory
Cash Collateral
CshColl
Optional
Other Collateral
OthrColl
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
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