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
Rate
Rate
Choice
Rate Index Details
RateIndxDtls
Choice
Type
Tp
Mandatory
Look Back Days
LookBckDays
Optional

Crystallisation Date

CrstllstnDt
Optional

Definition: Identifies the penultimate accrual date of the transaction to the final (repurchase) date. Crystallising 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.

Type: CrystallisationDay1

Day
Day
Mandatory
Period
Prd
Optional
Tenor
Tnr
Optional
Currency
Ccy
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)
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