Description
Type: int
The type of value in CurrentCollateralAmount <1704>.
Valid values:
- 0 = Market valuation (the default)
- 1 = Portfolio value before processing pledge request
- 2 = Value confirmed as "locked-up" for processing a pledge request
- 3 = Credit value of collateral at CCP processing a pledge request
-
4 = Additional collateral value
Additional collateral deposited by the collateral provider at trade or post-trade. CollateralPercentOverage <2690> gives the overage percent
-
5 = Estimated market valuation
Estimated market valuation of collateral. In the context of EU SFTR this may be used for value of re-use of collateral.