CollateralAndExposureReportV05colr.016.001.05

CollateralAndExposureReportV05

CollAndXpsrRpt

Mandatory

Report Parameters

RptParams

Mandatory

Pgntn

Optional

Oblgtn

Mandatory

Agrmt

Optional

Collateral Report

CollRpt

Repetition (1..n)

Account Identification

AcctId

Optional

Block Chain Address Or Wallet

BlckChainAdrOrWllt

Optional

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

XchgRate

Optional

Currency Haircut

CcyHrcut

Optional

AdjstdRate

Optional

Securities Collateral

SctiesColl

Optional

AsstNb

Optional

Security Identification

SctyId

Mandatory

MtrtyDt

Optional

Collateral Ownership

CollOwnrsh

Optional

Limited Coverage Indicator

LtdCvrgInd

Optional

Definition: Indicates that the collateral posted in the clearing house covers the margin until a specific timeframe.

Type: YesNoIndicator

Restrictions:

Qty

Mandatory

Blocked Quantity

BlckdQty

Optional

Pric

Optional

MktVal

Optional

Hrcut

Optional

Collateral Value

CollVal

Optional

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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