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)
Lot Number
LotNb
Mandatory
Transaction Amount
TxAmt
Optional
Period
Prd
Optional
Date
Dt
Choice

From Date

FrDt
Choice

Definition: Date at which the date period range starts.

Type: ISODate

Restrictions:

    To Date
    ToDt
    Choice
    From Date To Date
    FrDtToDt
    Choice
    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)
    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