Description
Type: int
Reason for CollateralAssignment <AY>
Valid values:
- 0 = Initial
- 1 = Scheduled
- 2 = Time Warning
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3 = Margin Deficiency
In a CollateralRequest <AX>, this indicates there is a margin deficiency. In a CollateralAssignment <AY>, this indicates that the assignment is a deposit to meet margin deficiency.
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4 = Margin Excess
In a CollateralRequest <AX>, this indicates there is excess margin. In a CollateralAssignment <AY>, this indicates that the assignment is a withdrawal of the margin excess.
- 5 = Forward Collateral Demand
- 6 = Event of default
- 7 = Adverse tax event
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8 = Transfer deposit
Collateral deposit in which the asset is to be transferred from an undesignated holding into collateral. I.e. there is no intermediate conversion to cash.
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9 = Transfer withdrawal
Collateral withdrawal in which the asset is to be transferred from collateral into an undesignated holding. I.e. there is no intermediate conversion to cash.
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10 = Pledge
The purpose of the collateral assignment is to pledge or "lock up" a value of a basket of securities, individual security or fund as collateral.