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
Transaction Status
TxSts
Repetition (0..2)
Securities Balance
SctiesBal
Repetition (0..n)
Financial Instrument Identification
FinInstrmId
Mandatory
Quantity
Qty
Mandatory
Collateral Indicator
CollInd
Optional
Safekeeping Place
SfkpgPlc
Optional
Account Owner
AcctOwnr
Optional
Safekeeping Account
SfkpgAcct
Optional
Block Chain Address Or Wallet
BlckChainAdrOrWllt
Optional
Settlement Status
SttlmSts
Optional
Denomination Currency
DnmtnCcy
Optional
Rating Details
RatgDtls
Repetition (0..n)
Foreign Exchange Details
FXDtls
Optional
Valuation Details
ValtnDtls
Optional
Market Price
MktPric
Optional
Source Of Price
SrcOfPric
Optional
Settlement Date
SttlmDt
Optional
Date
Dt
Choice

Date Time

DtTm
Choice

Definition: Specified date and time.

Type: ISODateTime

Restrictions:

    Valuation Details Amount
    ValtnDtlsAmt
    Mandatory
    Accrued Interest
    AcrdIntrst
    Optional
    Clean Price
    CleanPric
    Optional
    Valuation Factor Breakdown
    ValtnFctrBrkdwn
    Mandatory
    Number Of Days Accrued
    NbOfDaysAcrd
    Optional
    Quotation Age
    QtnAge
    Optional
    Transaction Lot Number
    TxLotNb
    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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