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

Day

Day
Mandatory

Definition: Fix of the penultimate accrual date of the transaction to the final (repurchase) date. Crystallizing 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. If not 1 then crystallization period must be used.

Type: YesNoIndicator

Restrictions:

    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)
    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