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

Day

Day
Mandatory

Definition: Fix of the penultimate accrual date of the transaction to the final (repurchase) date. Crystallizing 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. If not 1 then crystallization period must be used.

Type: YesNoIndicator

Restrictions:

    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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