Option H:4!c//4!c(Qualifier) (Indicator)Option F:4!c/[8c]/4!c(Qualifier) (Data Source Scheme) (Indicator)| Option H |
:4!c//4!c |
(Qualifier) (Indicator) |
| Option F |
:4!c/[8c]/4!c |
(Qualifier) (Data Source Scheme) (Indicator) |
Mandatory
(Error code(s): T89)
| Order |
M/O |
Qualifier |
R/N |
CR |
Options |
Qualifier Description |
|---|---|---|---|---|---|---|
| 1 |
M |
STBA |
N |
|
F |
Statement Basis Indicator |
| 2 |
M |
COLA |
N |
|
F, H |
Exposure Type Indicator |
| 3 |
M |
REPR |
N |
|
H |
Collateral Receive/Provide Indicator |
| 4 |
O |
PRSS |
N |
|
F |
Process Indicator |
This qualified generic field specifies:
| STBA |
Statement Basis Indicator |
The type of information on which the statement is based. |
| COLA |
Exposure Type Indicator |
The underlying business area/type of trade causing the exposure. |
| REPR |
Collateral Receive/Provide Indicator |
Whether the client is the collateral taker or giver. |
| PRSS |
Process Indicator |
The settlement process in which the collateral will be settled. |
If Data Source Scheme is not present and Qualifier is STBA, Indicator must contain one of the following codes (Error code(s): K22):
| EOSP |
End of Settlement Positions |
The Mark-to-Market report is sent after settlement. |
| FUTM |
Future mark-to-market |
The mark-to-market report takes into account collateral management actions which are still pending execution. |
If Qualifier is COLA and Data Source Shceme is not present, Indicator must contain one of the following codes (Error code(s): K22):
| COMM |
Commodities |
Trading of exchanged traded commodities. |
| CRSP |
Credit Support |
Cash lending/borrowing; Letter of Credit; signing of master agreement. |
| EXTD |
Exchange Traded Derivatives |
Trading of exchanged traded derivatives in general. |
| OTCD |
OTC Derivatives |
OTC Derivatives trading. |
| REPO |
Repurchase Agreement |
Repo trading. |
| SECL |
Secured Loan |
Secured loan. |
| SLEB |
Securities Lending and Borrowing |
Securities lending and borrowing. |
If Qualifier is REPR, Indicator must contain one of the following codes (Error code(s): K22):
| RECE |
Collateral Taker |
The client is the collateral taker. |
| PROV |
Collateral Giver |
The client is the collateral giver. |
If Qualifier is PRSS, the Data Source Scheme allocated to the triparty agent should be used. Indicator must then be one of the codes published by the agent.
