Code Set NameData TypeDescriptionPedigree
TradeCollateralizationCodeSetint

Specifies how the trade is collateralized.

In the context of Dodd-Frank, all values shown except for 4 (Net exposure) apply.
In the context of ESMA EU SFTR reporting only the values 1 (Uncollateralized), 3 (Fully collateralized) and 4 (Net exposure) apply.


0=

Uncollateralized

Added EP161 [Uncollateralized]
1=

Partially collateralized

Added EP161 [PartiallyCollateralized]
2=

One-way collaterallization

Added EP161 [OneWayCollaterallization]
3=

Fully collateralized

Added EP161 [FullyCollateralized]
4=

Net exposure

Indication of whether the collateral has been provided for a net exposure, rather than for a single transaction.

Added EP254 [NetExposure]
Added EP161 Updated EP254

Used in fields:
[TradeCollateralization]