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

Tenor

Tnr
Optional

Definition: Specifies the tenor of the interest rate index (when the interest rate is calculated).

Type: InterestRateIndexTenor2Code (String)

Allowed Values:

  • INDA (Intra Day): Tenor is IntraDay.
  • MNTH (Month 1): Tenor is 1 month.
  • YEAR (Month 12): Tenor is 12 months.
  • TOMN (Month 2): Tenor is 2 months.
  • QUTR (Month 3): Tenor is 3 months.
  • FOMN (Month 4): Tenor is 4 months.
  • SEMI (Month 6): Tenor is 6 months.
  • OVNG (Overnight): Tenor is overnght.
  • WEEK (Week 1): Tenor is 1 week.
  • TOWK (Week 2): Tenor is 2 weeks.

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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