| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1704 | Currency value currently attributed to the collateral. |
| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2689 | CollateralMarketPrice | Price | MktPx | 0 | Market price of the collateral, either from market sources or pre-agreed by the counterparties. | ||||||
| 2690 | CollateralPercentOverage | Percentage | PctOvrg | 0 | Percentage of over-collateralization particularly when CollateralAmountType(2632) = 4 (Additional collateral value) | ||||||
| 2691 | NoSideCollateralAmounts | NumInGroup | 1 | Number of side collateral amount entries. | |||||||
| 2692 | SideCollateralAmountMarketID | String | MktID | 0 | Market associated with the collateral amount. | ||||||
| 2693 | SideCollateralAmountMarketSegmentID | String | MktSegID | 0 | Market segment associated with the collateral amount. | ||||||
| 2694 | SideCollateralAmountType | int | AmtTyp | 0 | 2632 | The type of value in CurrentCollateralAmount(1704). | |||||
| 2695 | SideCollateralCurrency | Currency | Ccy | 0 | Specifies the currency of the collateral; optional, defaults to the settlement currency if not specified. Uses ISO 4217 Currency Code. | ||||||
| 2696 | SideCollateralFXRate | float | FxRt | 0 | Foreign exchange rate used to compute the SideCurrentCollateralAmount(2702) from the SideCollateralCurrency(2695) and the Currency(15). | ||||||
| 2697 | SideCollateralFXRateCalc | char | FxRtCalc | 0 | 1046 | Specifies whether or not SideCollateralFXRate(2696) should be multiplied or divided. | |||||
| 2698 | SideCollateralMarketPrice | Price | MktPx | 0 | Market price of the collateral, either from market sources or pre-agreed by the counterparties. | ||||||
| 2699 | SideCollateralPercentOverage | Percentage | PctOvrg | 0 | Percentage of over-collateralization particularly when SideCollateralAmountType(2694) = 4 (Additional collateral value). | ||||||
| 2700 | SideCollateralPortfolioID | String | PrtflioID | 0 | Identifier of the collateral portfolio when reporting on a portfolio basis. | ||||||
| 2701 | SideCollateralType | String | Typ | 0 | Type of collateral on deposit being reported. | ||||||
| 2702 | SideCurrentCollateralAmount | Amt | Amt | 0 | Currency value currently attributed to the collateral. | ||||||
| 2703 | SideHaircutIndicator | Boolean | HrctInd | 0 | Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation. |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|
| 829 | 41 | Trade at Settlement (TAS) | |||||
| 829 | 42 | Mutually exclusive with TrdSubType(829) = 50 (Balancing). | |||||
| 829 | 43 | Trade at Marker (TAM) |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration |
|---|---|---|---|---|---|---|
| 829 | 50 | Balancing | 50 | Balancing | Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers. Mutually exclusive with TrdSubType(829) = 42 =(Auction). | |
| 829 | 51 | BasisTradeIndexClose | 51 | Basis Trade index Close (BTIC) | The marketplace name given to Trade at Marker (TAM) transactions in equity index futures. | |
| 1123 | 8 | OnePartyReportAutoMatch | 8 | One-party report for auto-match | Indicates that the submission is a transfer trade to a firm or account that is part of the same corporate entity and that once validated the transfer should be automatically accepted without confirmation. | |
| 2632 | 4 | AdditionalCollateralValue | 4 | Additional collateral value | Additional collateral deposited by the collateral provider at trade or post-trade. CollateralPercentOverage(2690) gives the overage percent |
| ComponentID | ComponentType | CategoryID | Name | AbbrName | NotReqXML | Volume | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|
| 2260 | BlockRepeating | Common | SideCollateralAmountGrp | CollAmt | 0 | The SideCollateralAmountGrp component block is a repeating group that provides the current value of the collateral type on deposit for a side of the trade report. The currency of the collateral value may be optionally included. |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 2191 | 2690 | 1 | 7 | 0 | |
| 2191 | 2689 | 1 | 8 | 0 | |
| 2260 | 2691 | 0 | 1 | 0 | |
| 2260 | 2702 | 1 | 2 | 0 | Required if NoSideCollateralAmounts(2691) > 0. |
| 2260 | 2695 | 1 | 3 | 0 | Can be used to specify the currency of SideCollateralAmount(2702) if Currency(15) is not specified or is not the same. |
| 2260 | 2694 | 1 | 4 | 0 | |
| 2260 | 2696 | 1 | 5 | 0 | |
| 2260 | 2697 | 1 | 6 | 0 | |
| 2260 | 2701 | 1 | 7 | 0 | |
| 2260 | 2693 | 1 | 8 | 0 | |
| 2260 | 2692 | 1 | 9 | 0 | |
| 2260 | 2703 | 1 | 10 | 0 | |
| 2260 | 2700 | 1 | 11 | 0 | |
| 2260 | 2699 | 1 | 12 | 0 | |
| 2260 | 2698 | 1 | 13 | 0 | |
| 2061 | SideCollateralAmountGrp | 1 | 80 | 0 |