Description

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.

Structure

Tag Field Name Req'd Comments
1703 NoCollateralAmounts N
1704 CurrentCollateralAmount N

Required if NoCollateralAmounts <1703> > 0.

1705 CollateralCurrency N

Can be used to specify the currency of CurrentCollateralAmount <1704> if Currency <15> is not specified or is not the same.

2929 CollateralCurrencyCodeSource N
2632 CollateralAmountType N
2090 CollateralFXRate N
2091 CollateralFXRateCalc N
1706 CollateralType N
2092 CollateralAmountMarketSegmentID N
2093 CollateralAmountMarketID N
1902 HaircutIndicator N
2350 CollateralPortfolioID N
2690 CollateralPercentOverage N
2689 CollateralMarketPrice N
2840 CollateralReinvestmentRate N

May be used to specify the average reinvestment rate when there are multiple instances of the CollateralReinvestmentGrp.

Component Block - <CollateralReinvestmentGrp> N
2841 UnderlyingRefID N

May be used to indicate that this entry applies to the underlying collateral instrument being referenced by the value in UnderlyingID <2874>.

Used In