TripartyCollateralAndExposureReportV01colr.022.001.01

TripartyCollateralAndExposureReportV01
TrptyCollAndXpsrRpt
Mandatory
Pagination
Pgntn
Mandatory
Statement General Details
StmtGnlDtls
Mandatory
Collateral Parties
CollPties
Mandatory
Overall Collateral Aggregation
OvrllCollAggtn
Optional
Exposure Type Aggregation
XpsrTpAggtn
Repetition (0..n)
Counterparty Aggregation
CtrPtyAggtn
Repetition (0..n)
Option Type
OptnTp
Optional
Termination Option
TermntnOptn
Optional
Basket Identification And Eligibility Set Profile
BsktIdAndElgbltySetPrfl
Optional
Collateral Parties
CollPties
Mandatory

Valuation Amounts

ValtnAmts
Repetition (1..n)

Definition: Provides details on the collateral valuation.

Type: CollateralAmount16

Value Of Collateral Held
ValOfCollHeld
Mandatory
Total Exposure
TtlXpsr
Mandatory
Margin
Mrgn
Optional
Total Collateral Required
TtlCollReqrd
Optional
Total Accrued Interest
TtlAcrdIntrst
Optional
Total Value Of Own Collateral
TtlValOfOwnColl
Optional
Total Value Of Reused Collateral
TtlValOfReusdColl
Optional
Total Of Principals
TtlOfPrncpls
Optional
Total Pending Collateral In
TtlPdgCollIn
Optional
Total Pending Collateral Out
TtlPdgCollOut
Optional
Total Cash Failed
TtlCshFaild
Optional
Margin Rate
MrgnRate
Optional
Global Counterparty Status
GblCtrPtySts
Optional
Transactions
Txs
Repetition (0..n)
Account Base Currency Total Amounts
AcctBaseCcyTtlAmts
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
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