SecuritiesFinancingModificationInstructionV08sese.036.001.08

SecuritiesFinancingModificationInstructionV08
SctiesFincgModInstr
Mandatory
TransactionTypeAndAdditionalParameters17
TxTpAndModAddtlParams
Mandatory
Trade Details
TradDtls
Mandatory
Financial Instrument Identification
FinInstrmId
Mandatory
Quantity And Account Details
QtyAndAcctDtls
Mandatory
Securities Financing Additional Details
SctiesFincgAddtlDtls
Mandatory
Securities Financing Trade Identification
SctiesFincgTradId
Optional
Closing Leg Identification
ClsgLegId
Optional
Termination Date
TermntnDt
Optional
Rate Change Date
RateChngDt
Optional
Earliest Call Back Date
EarlstCallBckDt
Optional
Commission Calculation Date
ComssnClctnDt
Optional
Rate Type
RateTp
Optional
Revaluation
Rvaltn
Optional
Legal Framework
LglFrmwk
Optional
Interest Computation Method
IntrstCmptnMtd
Optional
Maturity Date Modification
MtrtyDtMod
Optional
Interest Payment
IntrstPmt
Optional
Variable Rate Support
VarblRateSpprt
Optional
Repurchase Rate
RpRate
Optional
Stock Loan Margin
StockLnMrgn
Optional

Securities Haircut

SctiesHrcut
Optional

Definition: Haircut or valuation factor on the security expressed as a percentage.

Type: Rate2

Sign
Sgn
Optional
Rate
Rate
Mandatory
Charges Rate
ChrgsRate
Optional
Pricing Rate
PricgRate
Optional
Spread
Sprd
Optional
Transaction Call Delay
TxCallDely
Optional
Total Number Of Collateral Instructions
TtlNbOfCollInstrs
Optional
Local Broker Commission
LclBrkrComssn
Optional
Deal Amount
DealAmt
Optional
Accrued Interest Amount
AcrdIntrstAmt
Optional
Forfeit Amount
FrftAmt
Optional
Premium Amount
PrmAmt
Optional
Termination Amount Per Piece Of Collateral
TermntnAmtPerPcOfColl
Optional
Termination Transaction Amount
TermntnTxAmt
Optional
Second Leg Narrative
ScndLegNrrtv
Optional
Settlement Parameters
SttlmParams
Optional
Delivering Settlement Parties
DlvrgSttlmPties
Optional
Receiving Settlement Parties
RcvgSttlmPties
Optional
Opening Settlement Amount
OpngSttlmAmt
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
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