Code Set NameData TypeDescriptionPedigree
CollateralAmountTypeCodeSetint

The type of value in CurrentCollateralAmount(1704).


0=

Market valuation (the default)

Added EP197 [MarketValuation]
1=

Portfolio value before processing pledge request

Added EP197 [PortfolioValue]
2=

Value confirmed as locked-up for processing a pledge request

Added EP197 [ValueConfirmed]
3=

Credit value of collateral at CCP processing a pledge request

Added EP197 [CollateralCreditValue]
4=

Additional collateral value

Additional collateral deposited by the collateral provider at trade or post-trade. CollateralPercentOverage(2690) gives the overage percent

Added EP227 [AdditionalCollateralValue]
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.

Added EP254 [EstimatedMarketValuation]
Added EP197

Used in fields:
[CollateralAmountType] [SideCollateralAmountType]