| Option F | :4!c/[8c]/4!c | (Qualifier)(Data Source Scheme)(Indicator) |
| Option H | :4!c//4!c | (Qualifier)(Indicator) |
Order |
M/O |
Qualifier |
R/N |
CR |
Options |
Qualifier Description |
1 |
M |
CINT |
N |
|
F or H |
Collateral Instruction Type Indicator |
2 |
M |
COLA |
N |
|
F or H |
Exposure Type Indicator |
3 |
M |
REPR |
N |
|
H |
Collateral Receive/Provide Indicator |
4 |
O |
PRSS |
N |
|
F |
Process Indicator |
5 |
O |
PRIR |
N |
|
F |
Priority Indicator |
6 |
O |
AUTA |
N |
|
F |
Automatic Allocation Indicator |
7 |
O |
FSSA |
N |
|
F |
Failed Settlement Salvation Indicator |
This qualified generic field specifies:
AUTA |
Automatic Allocation Indicator |
Specifies whether the allocation of the collateral is manual or automatic. |
CINT |
Collateral Instruction Type Indicator |
Specifies the type of collateral instruction. |
COLA |
Exposure Type Indicator |
Specifies the underlying business area/type of trade causing the exposure. |
FSSA |
Failed Settlement Salvation Indicator |
Specifies whether the receiver is allowed to solve failure in the settlement by proposing other collateral movements. |
PRIR |
Priority Indicator |
Specifies the priority with which the instruction needs to be executed. |
PRSS |
Process Indicator |
Specifies the settlement process in which the collateral will be settled. |
REPR |
Collateral Receive/Provide Indicator |
Specifies whether the client is the collateral taker or giver. |
In option F or H, if Qualifier is CINT and Data Source Scheme is not present, Indicator must be one of the following codes :
AADJ |
Automatic/Manual Settlement Adjustment |
Automatic/manual settlement adjustment. |
CADJ |
Collateral Adjustment |
Change to collateral. |
DADJ |
Data Adjustment |
Change dates, pricing rate, ... |
INIT |
Initiation |
Creation of a Collateral Management Transaction. |
MADJ |
Margin Adjustment |
Change to margin. |
PADJ |
Price Adjustment |
Change Price |
TERM |
Termination |
End of the Collateral Management Transaction. |
In option F or H, if Qualifier is COLA and Data Source Scheme is not present, Indicator must contain one of the following codes :
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. |
SLOA |
Secured Loan |
Secured loan. |
SLEB |
Securities Lending and Borrowing |
Securities lending and borrowing. |
In option H, if Qualifier is REPR, Indicator must contain one of the following codes :
PROV |
Collateral Giver |
The client is the collateral giver. |
RECE |
Collateral Taker |
The client is the collateral taker. |
In option F, if Qualifier is PRIR and Data Source Scheme is not present, Indicator must contain a numerical value in the range 0001 - 9999 where 0001 refers to the highest priority :
In option F, if Qualifier is AUTA and Data Source Scheme is not present, Indicator must contain one of the following codes :
AUTO |
Automatic Allocation |
Allocation of the collateral is made automatically. |
MANU |
Manual Allocation |
Allocation of the collateral is made manually. |
In option F, if Qualifier is FSSA and Data Source Scheme is not present, Indicator must contain one of the following codes :
FSSN |
No Salvation |
Receiver is not allowed to solve failure in the settlement by proposing other collateral movements. |
FSSY |
Salvation |
Receiver is allowed to solve failure in the settlement by proposing other collateral movements. |
In option F, if Qualifier is PRSS, the Data Source Scheme allocated to the triparty agent must be used. Indicator must then be one of the codes published by the agent.