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)
Transactions
Txs
Repetition (0..n)
Client Triparty Collateral Transaction Identification
ClntTrptyCollTxId
Optional
Triparty Agent Service Provider Collateral Transaction Identification
TrptyAgtSvcPrvdrCollTxId
Mandatory
Counterparty Collateral Transaction Reference
CtrPtyCollTxRef
Optional
Common Transaction Identification
CmonTxId
Optional
Exposure Type
XpsrTp
Mandatory
Option Type
OptnTp
Optional
Termination Option
TermntnOptn
Optional
Basket Identification And Eligibility Set Profile
BsktIdAndElgbltySetPrfl
Optional
Collateral Parties
CollPties
Mandatory
Execution Requested Date
ExctnReqdDt
Mandatory
Closing Date
ClsgDt
Mandatory
Valuation Amounts
ValtnAmts
Mandatory
Pricing Rate
PricgRate
Optional
Margin Rate
MrgnRate
Optional
Spread Rate
SprdRate
Optional
Day Count Basis
DayCntBsis
Optional

Automatic Allocation

AutomtcAllcn
Optional

Definition: Specifies whether the allocation of the collateral is manual or automatic.

Type: YesNoIndicator

Restrictions:

    Transaction Status
    TxSts
    Repetition (0..2)
    Securities Balance
    SctiesBal
    Repetition (0..n)
    Cash Balance
    CshBal
    Repetition (0..n)
    Account Base Currency Total Amounts
    AcctBaseCcyTtlAmts
    Optional
    Supplementary Data
    SplmtryData
    Repetition (0..n)
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    DenyAllow