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 :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 2691 | NoSideCollateralAmounts | CollAmt | N |
Number of side collateral amount entries. |
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| => | 2702 | SideCurrentCollateralAmount | @Amt | C |
Required if NoSideCollateralAmounts(2691) > 0. |
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| => | 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. |
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| => | 2930 | SideCollateralCurrencyCodeSource | @CcySrc | N |
Identifies class or source of the SideCollateralCurrency(2695) value. |
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| => | 2694 | SideCollateralAmountType | @AmtTyp | N |
The type of value in CurrentCollateralAmount(1704). |
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| => | 2696 | SideCollateralFXRate | @FxRt | N |
Foreign exchange rate used to compute the SideCurrentCollateralAmount(2702) from the SideCollateralCurrency(2695) and the Currency(15). |
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| => | 2697 | SideCollateralFXRateCalc | @FxRtCalc | N |
Specifies whether or not SideCollateralFXRate(2696) should be multiplied or divided. |
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| => | 2701 | SideCollateralType | @Typ | N |
Type of collateral on deposit being reported. |
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| => | 2693 | SideCollateralAmountMarketSegmentID | @MktSegID | N |
Market segment associated with the collateral amount. |
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| => | 2692 | SideCollateralAmountMarketID | @MktID | N |
Market associated with the collateral amount. |
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| => | 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. |
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| => | 2700 | SideCollateralPortfolioID | @PrtflioID | N |
Identifier of the collateral portfolio when reporting on a portfolio basis. |
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| => | 2699 | SideCollateralPercentOverage | @PctOvrg | N |
Percentage of over-collateralization particularly when SideCollateralAmountType(2694) = 4 (Additional collateral value). |
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| => | 2698 | SideCollateralMarketPrice | @MktPx | N |
Market price of the collateral, either from market sources or pre-agreed by the counterparties. |
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| => | 2862 | SideCollateralReinvestmentRate | @RnvstmntRt | N |
When multiple instances of the SideCollateralReinvestmentGrp component are present this field specifies the average reinvestment rate. |
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| => | <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. |
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| => | 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). |
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