| 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 |
STBA |
N |
|
F |
Statement Basis 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 |
This qualified generic field specifies:
COLA |
Exposure Type Indicator |
Specifies the underlying business area/type of trade causing the exposure. |
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. |
STBA |
Statement Basis Indicator |
Specifies the type of balances on which the statement is prepared. |
In option F, if Qualifier is STBA and Data Source Scheme is not present, Indicator must contain one of the following codes :
EOSP |
End of Settlement Positions |
Mark-to-Market report sent after settlement. |
FUTM |
Future mark-to-market |
Mark-to-market report taking into account collateral management actions which are still pending execution. |
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 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.