<SideCollateralAmountGrp> Component Block

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.

Used in :

<TrdCapRptSideGrp>

Tag		Field Name	FIXML	Req'd	Comments
2691		NoSideCollateralAmounts	CollAmt	N	Number of side collateral amount entries.
=>	2702	SideCurrentCollateralAmount	@Amt	C	Required if NoSideCollateralAmounts(2691) > 0.
=>	2695	SideCollateralCurrency	@Ccy	N	Can be used to specify the currency of SideCollateralAmount(2702) if Currency(15) is not specified or is not the same.
=>	2930	SideCollateralCurrencyCodeSource	@CcySrc	N	Identifies class or source of the SideCollateralCurrency(2695) value.
=>	2694	SideCollateralAmountType	@AmtTyp	N	The type of value in CurrentCollateralAmount(1704).
=>	2696	SideCollateralFXRate	@FxRt	N	Foreign exchange rate used to compute the SideCurrentCollateralAmount(2702) from the SideCollateralCurrency(2695) and the Currency(15).
=>	2697	SideCollateralFXRateCalc	@FxRtCalc	N	Specifies whether or not SideCollateralFXRate(2696) should be multiplied or divided.
=>	2701	SideCollateralType	@Typ	N	Type of collateral on deposit being reported.
=>	2693	SideCollateralAmountMarketSegmentID	@MktSegID	N	Market segment associated with the collateral amount.
=>	2692	SideCollateralAmountMarketID	@MktID	N	Market associated with the collateral amount.
=>	2703	SideHaircutIndicator	@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.
=>	2700	SideCollateralPortfolioID	@PrtflioID	N	Identifier of the collateral portfolio when reporting on a portfolio basis.
=>	2699	SideCollateralPercentOverage	@PctOvrg	N	Percentage of over-collateralization particularly when SideCollateralAmountType(2694) = 4 (Additional collateral value).
=>	2698	SideCollateralMarketPrice	@MktPx	N	Market price of the collateral, either from market sources or pre-agreed by the counterparties.
=>	2862	SideCollateralReinvestmentRate	@RnvstmntRt	N	When multiple instances of the SideCollateralReinvestmentGrp component are present this field specifies the average reinvestment rate.
=>	<SideCollateralReinvestmentGrp>			N	Specifies the second reference currency of the trade. UnderlyingComplexEventCurrencyTwoCodeSource(2949) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Applicable for complex FX option strategies.
=>	2863	SideUnderlyingRefID	@UndlyRefID	N	May be used to indicate that this entry applies to the underlying collateral instrument being referenced by the value in UnderlyingID(2874).