TripartyCollateralAndExposureReportV01colr.022.001.01

TripartyCollateralAndExposureReportV01

TrptyCollAndXpsrRpt

Mandatory

Pgntn

Mandatory

Statement General Details

StmtGnlDtls

Mandatory

Collateral Parties

CollPties

Mandatory

Overall Collateral Aggregation

OvrllCollAggtn

Optional

Exposure Type Aggregation

XpsrTpAggtn

Repetition (0..n)

XpsrTp

Mandatory

Settlement Process

SttlmPrc

Optional

Valuation Amounts

ValtnAmts

Repetition (1..n)

Margin Rate

MrgnRate

Optional

Definition: The collateral excess/shortage expressed in the percentage of the collateral required.

Type: PercentageRate (Decimal)

Restrictions:

FractionDigits: 10
TotalDigits: 11

Global Exposure Type Status

GblXpsrTpSts

Optional

Counterparty Aggregation

CtrPtyAggtn

Repetition (0..n)

Txs

Repetition (0..n)

Account Base Currency Total Amounts

AcctBaseCcyTtlAmts

Optional

Supplementary Data

SplmtryData

Repetition (0..n)

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