SctiesSttlmTxGnrtnNtfctn
Mandatory
TxIdDtls
Mandatory
NbCounts
Optional
Lnkgs
Repetition (0..n)
TradDtls
Mandatory
FinInstrmId
Mandatory
FinInstrmAttrbts
Optional
QtyAndAcctDtls
Repetition (1..n)
SttlmParams
Mandatory
HldInd
Optional
Prty
Optional
SctiesTxTp
Mandatory
SttlmTxCond
Repetition (0..n)
PrtlSttlmInd
Optional
BnfclOwnrsh
Optional
BlckTrad
Optional
CCPElgblty
Optional
DlvryRtrRsn
Optional
CshClrSys
Optional
XpsrTp
Optional
Code
Cd
Choice
Definition: Collateral movement exposure type expressed as an ISO 20022 code.
Type: ExposureType12Code (String)
Allowed Values:
- BFWD (Bond Forward): Any securities traded out beyond 3 days which include treasury notes, Japanese Governement Bonds (JGBs) and Gilts.
- PAYM (Cash Settlement): In support of any type of cash settlement.
- CCPC (CCP Collateral): Collateral covering the initial margin requirements for OTC trades cleared through a CCP.
- COMM (Commodities): Any good exchanged during commerce, which includes goods traded on a commodity exchange.
- CRDS (Credit Default Swap): Swap designed to transfer the credit exposure of fixed income products between parties.
- CRTL (Credit Line): Opening of a credit line before trading.
- CRSP (Credit Support): Cash lending/borrowing; letter of credit; signing of master agreement.
- CCIR (Cross Currency IRS): Cross currency agreement between two parties (known as counterparties) where one stream of future interest payments is exchanged for another based on a specified principal amount.
- CRPR (Cross Product): Combination of various types of trades.
- EQPT (Equity Option): Trading of equity option (also known as stock options).
- EXTD (Exchange Traded Derivatives): Trading of exchanged traded derivatives in general.
- EQUS (Equity Swap): Equity swap trades where the return of an equity is exchanged for either a fixed or a floating rate of interest.
- EXPT (Exotic Option): Trading of exotic option, for example, a non standard option.
- FIXI (Fixed Income): Trading of fixed income instruments.
- FORX (Foreign Exchange): FX trades in general.
- FORW (Forward Foreign Exchange): Forward FX trades.
- FUTR (Futures): Agreement to buy or sell a specific amount of a commodity or financial instrument at a particular price on a stipulated future date.
- OPTN (FX Option): A contract that grants the holder the right, but not the obligation, to buy or sell currency at a specified exchange rate during a specified period of time.
- LIQU (Liquidity): In support of settlement via an RTGS or other clearing system.
- OTCD (OTC Derivatives): OTC derivatives trading.
- REPO (Repurchase Agreement): Relates to repurchase agreement trading.
- RVPO (Reverse Repurchase Agreement): In support of a reverse repurchase agreement transaction.
- SLOA (Secured Loan): Exposure is linked to a secured loan.
- SBSC (Securities Buy Sell Sell Buy Back): Securities buy sell back.
- SCRP (Securities Cross Products): Combination of securities related exposure types.
- SLEB (Securities Lending And Borrowing): Exposure is linked to a securities lending or borrowing activity.
- SHSL (Short Sell): Short sell exposure.
- SCIR (Single Currency IRS): Single currency interest rate swap.
- SCIE (Single Currency IRS Exotic): Exotic single currency interest rate swap.
- SWPT (Swaption): Option on interest rate swap.
- TBAS (To Be Announced): To be announced (TBA) related collateral.
- UDMS (Uncleared Derivative Margin Segregation): Relates to uncleared derivative margin segregation. This could be for variation or initial margin.
- TRCP (Treasury Cross Product): Combination of treasury related exposure types.
Prtry
Choice
FxStgInstr
Optional
MktClntSd
Optional
NetgElgblty
Optional
Regn
Optional
RpTp
Optional
LglRstrctns
Optional
SctiesRTGS
Optional
SttlgCpcty
Optional
SttlmSysMtd
Optional
TaxCpcty
Optional
StmpDtyTaxBsis
Optional
Trckg
Optional
AutomtcBrrwg
Optional
LttrOfGrnt
Optional
RtrLeg
Optional
ModCxlAllwd
Optional
ElgblForColl
Optional
SctiesSubBalTp
Optional
CshSubBalTp
Optional
DlvrgSttlmPties
Optional
RcvgSttlmPties
Optional
CshPties
Optional
SttlmAmt
Optional
OthrAmts
Optional
OthrBizPties
Optional
AddtlPhysOrRegnDtls
Optional
GnrtdRsn
Repetition (0..n)
StsAndRsn
Optional
SplmtryData
Repetition (0..n)