Basket Identification And Eligibility Set Profile (BsktIdAndElgbltySetPrfl)

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

Definition: Provides information on the baskets identification and the Eligiblity Set Profile.

Type: BasketIdentificationAndEligibilitySetProfile1

Preferential Basket Identification Number

PrfrntlBsktIdNb

Optional

Fallback Starting Basket Identification

FllbckStartgBsktId

Optional

Exclusion Basket Identification

ExclsnBsktId

Optional

Eligibility Set Profile

ElgbltySetPrfl

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

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)