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
Value Of Collateral Held
ValOfCollHeld
Mandatory
Total Exposure
TtlXpsr
Mandatory
Transaction Amount
TxAmt
Optional

Transaction Amount Breakdown

TxAmtBrkdwn
Repetition (0..n)

Definition: Breakdown of transaction amount (required value for the exposure) into market value lots based on the term for the underlying trades.

Type: CollateralTransactionAmountBreakdown2

Lot Number
LotNb
Mandatory
Transaction Amount
TxAmt
Optional
Period
Prd
Optional
Margin
Mrgn
Optional
Total Accrued Interest
TtlAcrdIntrst
Optional
Total Collateral Required
TtlCollReqrd
Optional
Total Value Of Own Collateral
TtlValOfOwnColl
Optional
Total Value Of Reused Collateral
TtlValOfReusdColl
Optional
Total Pending Collateral In
TtlPdgCollIn
Optional
Total Pending Collateral Out
TtlPdgCollOut
Optional
Total Of Principals
TtlOfPrncpls
Optional
Termination Transaction Amount
TermntnTxAmt
Optional
Total Cash Failed
TtlCshFaild
Optional
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)
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