<CollateralAmountGrp> Component Block

The Collateral Amount Group component block is a repeating group that provides the current value of the collateral type on deposit. The currency of the collateral value may be optionally included.

Used in :

Tag		Field Name	FIXML	Req'd	Comments
1703		NoCollateralAmounts	CollAmt	N	Number of collateral amount entries.
=>	1704	CurrentCollateralAmount	@Amt	C	Required if NoCollateralAmounts(1703) > 0.
=>	1705	CollateralCurrency	@Ccy	N	Can be used to specify the currency of CollateralAmount(1704) if Currency(15) is not specified or is not the same.
=>	2929	CollateralCurrencyCodeSource	@CcySrc	N	Identifies class or source of the CollateralCurrency(1705) value.
=>	2632	CollateralAmountType	@AmtTyp	N	The type of value in CurrentCollateralAmount(1704).
=>	2090	CollateralFXRate	@FxRt	N	Foreign exchange rate used to compute the CurrentCollateralAmount(1704) from the CollateralCurrency(1646) and the Currency(15).
=>	2091	CollateralFXRateCalc	@FxRtCalc	N	Specifies whether or not CollateralFXRate(2090) should be multipled or divided.
=>	1706	CollateralType	@Typ	N	Type of collateral on deposit being reported.
=>	2092	CollateralAmountMarketSegmentID	@MktSegID	N	Market segment associated with the collateral amount.
=>	2093	CollateralAmountMarketID	@MktID	N	Market associated with the collateral amount.
=>	1902	HaircutIndicator	@HrctInd	N	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.
=>	2350	CollateralPortfolioID	@PrtflioID	N	Identifier of the collateral portfolio when reporting on a portfolio basis.
=>	2690	CollateralPercentOverage	@PctOvrg	N	Percentage of over-collateralization particularly when CollateralAmountType(2632) = 4 (Additional collateral value)
=>	2689	CollateralMarketPrice	@MktPx	N	Market price of the collateral, either from market sources or pre-agreed by the counterparties.
=>	2840	CollateralReinvestmentRate	@RnvstmntRt	N	May be used to specify the average reinvestment rate when there are multiple instances of the CollateralReinvestmentGrp.
=>	<CollateralReinvestmentGrp>			N	Specifies the currency of the payout amount. UnderlyingComplexOptPayoutCurrencyCodeSource(2947) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent.
=>	2841	UnderlyingRefID	@UndlyRefID	N	May be used to indicate that this entry applies to the underlying collateral instrument being referenced by the value in UnderlyingID(2874).