Option A:4!c//[N]3!a15d(Qualifier) (Sign) (Currency Code) (Amount)| Option A |
:4!c//[N]3!a15d |
(Qualifier) (Sign) (Currency Code) (Amount) |
Mandatory
(Error code(s): T89)
| Order |
M/O |
Qualifier |
R/N |
CR |
Options |
Qualifier Description |
|---|---|---|---|---|---|---|
| 1 |
M |
LICO |
N |
|
A |
Liability/Collateral in Transaction Currency |
| 2 |
O |
RELC |
N |
|
A |
Liability/Collateral in Reporting Currency |
| 3 |
M |
MKTP |
N |
|
A |
Market Value Amount Post Valuation Factor |
| 4 |
M |
MKTB |
N |
|
A |
Market Value Amount Before Valuation Factor |
| 5 |
O |
ACRU |
N |
|
A |
Accrued Interest Amount |
| 6 |
O |
CLPR |
N |
|
A |
Clean Price Amount |
This qualified generic field specifies:
| LICO |
Liability/Collateral Currency and Amount |
The amount of the liability/collateral in the deal/collateral currency. |
| RELC |
Liability/Collateral in Reporting Currency |
The amount of the liability/collateral in the reporting currency. |
| MKTP |
Market Value Post Valuation Factor |
Actual market value post valuation factor expressed in the transaction currency.For cash it is the value post haircut. |
| MKTB |
Market Value Before Valuation Factor |
Actual market value before valuation factor expressed in the transaction currency.For cash it is the value before haircut. |
| ACRU |
Accrued Interest Amount |
The accrued interest on the value of the collateral. |
| CLPR |
Clean Price Amount |
Price amount excluding the accrued interest. |
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).
Sign must not be present when Amount is '0' (Error code(s): T14).
The clean price amount (qualifier CLPR) must not be used for cash.
