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.
Pedigree Added EP227
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| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Repeating Group 2691 | NoSideCollateralAmounts | Added EP227 |
| 2702 | SideCurrentCollateralAmount | Amt | Required if NoSideCollateralAmounts(2691) > 0. | Added EP227 | |
| 2695 | SideCollateralCurrency | Ccy | Can be used to specify the currency of SideCollateralAmount(2702) if Currency(15) is not specified or is not the same. | Added EP227 | |
| 2930 | SideCollateralCurrencyCodeSource | CcySrc | Added EP273 | ||
| 2694 | SideCollateralAmountType | AmtTyp | Added EP227 | ||
| 2696 | SideCollateralFXRate | FxRt | Added EP227 | ||
| 2697 | SideCollateralFXRateCalc | FxRtCalc | Added EP227 | ||
| 2701 | SideCollateralType | Typ | Added EP227 | ||
| 2693 | SideCollateralAmountMarketSegmentID | MktSegID | Added EP227 | ||
| 2692 | SideCollateralAmountMarketID | MktID | Added EP227 | ||
| 2703 | SideHaircutIndicator | HrctInd | Added EP227 | ||
| 2700 | SideCollateralPortfolioID | PrtflioID | Added EP227 | ||
| 2699 | SideCollateralPercentOverage | PctOvrg | Added EP227 | ||
| 2698 | SideCollateralMarketPrice | MktPx | Added EP227 | ||
| 2862 | SideCollateralReinvestmentRate | RnvstmntRt | When multiple instances of the SideCollateralReinvestmentGrp component are present this field specifies the average reinvestment rate. | Added EP254 |
| Component | SideCollateralReinvestmentGrp | CollRnvstmnt | Added EP254 |
| 2863 | SideUnderlyingRefID | UndlyRefID | May be used to indicate that this entry applies to the underlying collateral instrument being referenced by the value in UnderlyingID(2874). | Added EP254 |
| end Repeating Group |
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