| Option A | :4!c//[N]3!a15d | (Qualifier)(Sign)(Currency Code)(Amount) |
Order |
M/O |
Qualifier |
R/N |
CR |
Options |
Qualifier Description |
1 |
M |
COVA |
N |
|
A |
Value of Collateral Held |
2 |
M |
TEXA |
N |
|
A |
Total Exposure Amount |
3 |
O |
MARG |
N |
|
A |
Margin Amount |
4 |
O |
TACR |
N |
|
A |
Total Accrued Interest Amount |
5 |
O |
TPRI |
N |
|
A |
Total of Principals |
6 |
O |
TPIN |
N |
|
A |
Total Pending Collateral In |
7 |
O |
TPOU |
N |
|
A |
Total Pending Collateral Out |
This qualified generic field specifies:
COVA |
Value of Collateral Held |
Total value of posted collateral (post-haircut) in the transaction currency. |
MARG |
Margin Amount |
The difference between the total exposure and the total collateral value. |
TACR |
Total Accrued Interest Amount |
Total amount of money accrued interest computed in the case of interest bearing financial instruments. |
TEXA |
Total Exposure Amount |
Total exposure amount between the giver and taker expressed in the transaction currency. |
TPIN |
Total Pending Collateral In |
Value of incoming collateral, to be settled in the transaction currency. |
TPOU |
Total Pending Collateral Out |
Value of outgoing collateral, to be settled in the transaction currency. |
TPRI |
Total of Principals |
Total of principals in the transaction currency. |
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 .
Currency Code must be a valid ISO 4217 currency code .
Sign must not be present when Amount is '0' .
When qualifier is COVA, Amount must be equal to the sum of the collateral value of each piece of collateral in the transaction currency.
When qualifier is TACR, Amount must be equal to the sum of all accrued interests for all transactions in the transaction currency.
When qualifier is TPRI, Amount must be equal to the sum of all principals for all transactions in the transaction currency.
When there is only one transaction in the transaction currency, these amounts are equal to the respective amounts at the transaction details level.