TripartyCollateralTransactionInstructionV01colr.019.001.01

TripartyCollateralTransactionInstructionV01
TrptyCollTxInstr
Mandatory
Transaction Instruction Identification
TxInstrId
Mandatory
Linkages
Lnkgs
Repetition (0..n)
Pagination
Pgntn
Mandatory
General Parameters
GnlParams
Mandatory
Collateral Parties
CollPties
Mandatory
Deal Transaction Details
DealTxDtls
Mandatory
Place Of Trade
PlcOfTrad
Optional
Concentration Limit
CncntrtnLmt
Optional
Minimum Notice Period
MinNtcePrd
Optional
Closing Date
ClsgDt
Mandatory
Deal Details Amount
DealDtlsAmt
Optional
Pricing Rate And Index
PricgRateAndIndx
Optional
Rate
Rate
Choice
Rate Index Details
RateIndxDtls
Choice
Type
Tp
Mandatory
Look Back Days
LookBckDays
Optional

Crystallisation Date

CrstllstnDt
Optional

Definition: Identifies the penultimate accrual date of the transaction to the final (repurchase) date. Crystallising the penultimate fixing into a fixed rate for the final business day. This will allow for parties to send timely settlement instructions for the repurchase leg of the transaction. Default value is 1 day.

Type: CrystallisationDay1

Day
Day
Mandatory
Period
Prd
Optional
Tenor
Tnr
Optional
Currency
Ccy
Optional
Overnight Frequency Rate Fixing
OvrnghtFrqcyRateFxg
Optional
Spread
Sprd
Optional
Day Count Basis
DayCntBsis
Optional
Payment
Pmt
Optional
Option Type
OptnTp
Optional
Termination Option
TermntnOptn
Optional
Deal Transaction Date
DealTxDt
Mandatory
Securities Movement
SctiesMvmnt
Repetition (0..n)
Cash Movement
CshMvmnt
Repetition (0..n)
Other Parties
OthrPties
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
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