Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)=
REPO, the SecuritySubType=
General Collateral can be used to further specify the type of REPO.
If SecuritySubType is used, then SecurityType is required.
MLEG a name of the option or futures strategy name can be specified, such as
OPT the subclassification can be specified, such as
SWAPTION a value of
Straddle is used to identify a straddle swaption.
In the context of EU SFTR reporting use the appropriate 4-character code noted in the regulations -
GENE for general collateral or
SPEC for specific collateral (without quote marks).