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. |
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| => | 1704 | CurrentCollateralAmount | @Amt | C |
Required if NoCollateralAmounts(1703) > 0. |
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| => | 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. |
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| => | 2929 | CollateralCurrencyCodeSource | @CcySrc | N |
Identifies class or source of the CollateralCurrency(1705) value. |
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| => | 2632 | CollateralAmountType | @AmtTyp | N |
The type of value in CurrentCollateralAmount(1704). |
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| => | 2090 | CollateralFXRate | @FxRt | N |
Foreign exchange rate used to compute the CurrentCollateralAmount(1704) from the CollateralCurrency(1646) and the Currency(15). |
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| => | 2091 | CollateralFXRateCalc | @FxRtCalc | N |
Specifies whether or not CollateralFXRate(2090) should be multipled or divided. |
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| => | 1706 | CollateralType | @Typ | N |
Type of collateral on deposit being reported. |
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| => | 2092 | CollateralAmountMarketSegmentID | @MktSegID | N |
Market segment associated with the collateral amount. |
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| => | 2093 | CollateralAmountMarketID | @MktID | N |
Market associated with the collateral amount. |
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| => | 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. |
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| => | 2350 | CollateralPortfolioID | @PrtflioID | N |
Identifier of the collateral portfolio when reporting on a portfolio basis. |
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| => | 2690 | CollateralPercentOverage | @PctOvrg | N |
Percentage of over-collateralization particularly when CollateralAmountType(2632) = 4 (Additional collateral value) |
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| => | 2689 | CollateralMarketPrice | @MktPx | N |
Market price of the collateral, either from market sources or pre-agreed by the counterparties. |
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| => | 2840 | CollateralReinvestmentRate | @RnvstmntRt | N |
May be used to specify the average reinvestment rate when there are multiple instances of the CollateralReinvestmentGrp. |
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| => | <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. |
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| => | 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). |
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