Option B:4!c//3!a15d(Qualifier) (Currency Code) (Amount)| Option B |
:4!c//3!a15d |
(Qualifier) (Currency Code) (Amount) |
Optional
(Error code(s): T89)
| Order |
M/O |
Qualifier |
R/N |
CR |
Options |
Qualifier Description |
|---|---|---|---|---|---|---|
| 1 |
O |
THRS |
N |
|
B |
Secured Threshold Amount |
| |
or |
THRU |
N |
|
B |
Unsecured Threshold Amount |
| 2 |
O |
PRHA |
N |
|
B |
Pre-haircut Collateral Value |
| 3 |
O |
AEXP |
N |
|
B |
Adjusted Exposure Amount |
| 4 |
O |
CORE |
N |
|
B |
Collateral Required Amount |
| 5 |
O |
RADD |
N |
|
B |
Basic Amount |
| 6 |
O |
NRAD |
N |
|
B |
Netted Independent Amount |
| 7 |
O |
MITR |
N |
|
B |
Minimum Transfer Amount |
| 8 |
O |
ROUN |
N |
|
B |
Rounding Integer Amount |
| 9 |
O |
PRCV |
N |
|
B |
Previous Collateral Value |
| 10 |
O |
PEVA |
N |
|
B |
Previous Market Price Value |
| 11 |
O |
TPIN |
N |
|
B |
Total Pending Collateral In |
| 12 |
O |
TPOU |
N |
|
B |
Total Pending Collateral Out |
| 13 |
O |
TACR |
N |
|
B |
Total Accrued Interest Amount |
| 14 |
O |
TCHA |
N |
|
B |
Total Fees/Commissions |
This qualified generic field specifies:
| THRS |
Secured Threshold Amount |
The amount of secured risk the exposed party is willing to tolerate. If the exposure is bigger than this amount, the whole exposure needs to be offset otherwise no collateral is needed. |
| THRU |
Unsecured Threshold Amount |
The amount for which the exposed party doesn't have to post collateral. The difference between the total exposure amount and this amount needs to be collateralised. |
| PRHA |
Pre-haircut Collateral Value |
The total value of posted collateral (pre-haircut) held by the taker. |
| AEXP |
Adjusted Exposure Amount |
The total amount of collateral required (unrounded). |
| CORE |
Collateral Required Amount |
The total amount of collateral required (rounded). |
| RADD |
Basic Amount |
The recoverable add-on amount to the exposure. |
| NRAD |
Netted Independent Amount |
The non recoverable add-on amount to the exposure. |
| MITR |
Minimum Transfer Amount |
The minimum additional collateral amount required above the collateral held. |
| ROUN |
Rounding Integer Amount |
The amount to which the value of the collateral collected may be rounded up. |
| PRCV |
Previous Collateral Value |
Value of Collateral at Previous Valuation. |
| PEVA |
Previous Market Price Value |
Exposure Value at Previous Valuation. |
| TPIN |
Total of Pending Collateral In |
Value of incoming collateral, to be settled. |
| TPOU |
Total of Pending Collateral Out |
Value of outgoing collateral, to be settled. |
| TACR |
Total Accrued Interest Amount |
Sum of accrued interest. |
| TCHA |
Total Fees/Commissions |
Sum of fees/commissions. |
The integer part of Amount must contain at least one digit. The decimal comma is mandatory and is included in the maximum length. The number of digits following the comma must not exceed the maximum allowed for the specified currency (Error code(s): C03, T40, T43).
Currency Code must be a valid ISO 4217 currency code (Error code(s): T52).
See also the ISDA definitions in the Usage Rules section for a more detailed explanation of the amount fields and examples.
