CollateralInformation

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
valuationDate	xsd:date	A date on which value of Credit support amount and Credit support balance in defined currency is indicated.	Valuation date.	Valuation date.	1-1, mfr
Choice begin
Branch1
collateralTransfers	CollateralTransfers		Collateral transfers		1-∞, mfr
Branch2
collateralBalance	CollateralBalance		Collateral balance		1-∞, mfr
Choice end

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CollateralInformation

reportReferences(ReportReferences1)

	Defines references to trades id, or master agreement id, or parties id.

A choice of the identifier types.

allTrades(boolean)

	Defines all trades of the party.

Sequence

tradeId(TradeId)

	Specifies identifiers of trades for which credit support amount and credit support balance are indicated.
	Unique transactions identifiers.

Sequence

masterAgreementId(TradeId)

	Identifier of the master agreement of trades for which credit support transfers, settlements and delivery on execution and fulfillment of commitments status are being reported.
	Master agreement identifier.

valuationDate(date)

	A date on which value of Credit support amount and Credit support balance in defined currency is indicated.
	Valuation date.

collateralTransfers(CollateralTransfers)

Selecting one of variants:

cashTransfer(CashTransferDetails)

transferDate(date)

	The date of the payment or the securities transfer.

payerPartyReference(PartyReference)

	A reference to the party responsible for making the payments defined by this structure.
	Party code.

receiverPartyReference(PartyReference)

	A reference to the party that receives the payments corresponding to this structure.
	Party code.

paymentAmount(Money)

	Payment amount in a given currency to be paid/received.

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(decimal)

	The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.

securityTransfer(SecurityTransferDetails)

transferDate(date)

	The date of the payment or the securities transfer.

assetReference(AssetReference)

	The asset being transfered.
	Underlying asset code.

delivererPartyReference(PartyReference)

	Reference to the party delivering the asset.

receiverPartyReference(PartyReference)

	Reference to the party receiving the asset.

A choice of the asset quantity definition.

nominalAmount(Money)

	The amount of cash to be moved.

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(decimal)

	The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.

numberOfUnits(nonNegativeInteger)

	Number of asset units.

marketValue(Money)

The market value of the asset.

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(decimal)

	The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.

collateralBalance(CollateralBalance)

Selecting one of variants:

cashCollateral(CashCollateral)

assetReference(AssetReference)

	Refers to the asset which specifies the currency of the cash being delivered or returned.

nominalAmount(decimal)

	The amount of cash to be moved.

valueDate(date)

	The date on which the proposed collateral will be settled.

marketValue(Money)

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(decimal)

	The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.

haircut(decimal)

	The amount to which the collaterals market value will be discounted to take into account the ability to realize the value of that collateral.

collateralValue(Money)

	This is the value of the proposed collateral after the application of the haircut.

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(decimal)

	The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.

securityCollateral(SecurityCollateral)

assetReference(AssetReference)

	Refers to the asset which specifies the securities being delivered or returned.

valueDate(date)

	The date on which the proposed collateral will be settled.

Selecting one of variants:

Group

nominalAmount(Money)

	Nominal amount of the securities to be delivered or to be moved as a collateral.

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(decimal)

	The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.

cleanPrice(decimal)

	Bond clean price, expressed in percentage points, 100 is the initial value of the bond.

accruals(decimal)

	Accruals, relationship is clean price and accruals equals dirty price, all prices are expressed in percentage points, 100 is the initial value of the bond.

dirtyPrice(decimal)

	Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.

Group

numberOfUnits(decimal)

	The number of units (index or securities).

unitPrice(Money)

	The price of each unit.

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(decimal)

	The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.

marketValue(Money)

	The value of the proposed collateral movement prior to the application of any haircut amount.

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(decimal)

	The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.

haircut(decimal)

	The amount to which the collaterals market value will be discounted to take into account the ability to realize the value of that collateral.

collateralValue(Money)

	This is the value of the proposed collateral after the application of the haircut.

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(decimal)

	The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.