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

Tenor

Tnr
Optional

Definition: Specifies the tenor of the interest rate index (when the interest rate is calculated).

Type: InterestRateIndexTenor2Code (String)

Allowed Values:

  • INDA (Intra Day): Tenor is IntraDay.
  • MNTH (Month 1): Tenor is 1 month.
  • YEAR (Month 12): Tenor is 12 months.
  • TOMN (Month 2): Tenor is 2 months.
  • QUTR (Month 3): Tenor is 3 months.
  • FOMN (Month 4): Tenor is 4 months.
  • SEMI (Month 6): Tenor is 6 months.
  • OVNG (Overnight): Tenor is overnght.
  • WEEK (Week 1): Tenor is 1 week.
  • TOWK (Week 2): Tenor is 2 weeks.

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)
We use cookies to personalize content and ads, as well as to analyze our traffic. We also share information about your use of our site with our advertising and analytics partners who may combine it with other information that you've provided to them or that they've collected from your use of their services.
DenyAllow