Description
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.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 2691 | NoSideCollateralAmounts | N | ||
| → | 2702 | SideCurrentCollateralAmount | N |
Required if NoSideCollateralAmounts <2691> > 0. |
| → | 2695 | SideCollateralCurrency | N |
Can be used to specify the currency of SideCurrentCollateralAmount <2702> if Currency <15> is not specified or is not the same. |
| → | 2930 | SideCollateralCurrencyCodeSource | N | |
| → | 2694 | SideCollateralAmountType | N | |
| → | 2696 | SideCollateralFXRate | N | |
| → | 2697 | SideCollateralFXRateCalc | N | |
| → | 2701 | SideCollateralType | N | |
| → | 2693 | SideCollateralAmountMarketSegmentID | N | |
| → | 2692 | SideCollateralAmountMarketID | N | |
| → | 2703 | SideHaircutIndicator | N | |
| → | 2700 | SideCollateralPortfolioID | N | |
| → | 2699 | SideCollateralPercentOverage | N | |
| → | 2698 | SideCollateralMarketPrice | N | |
| → | 2862 | SideCollateralReinvestmentRate | N |
When multiple instances of the SideCollateralReinvestmentGrp component are present this field specifies the average reinvestment rate. |
| → | Component Block - <SideCollateralReinvestmentGrp> | N | ||
| → | 2863 | SideUnderlyingRefID | N |
May be used to indicate that this entry applies to the underlying collateral instrument being referenced by the value in UnderlyingID <2874>. |