Description

Type: int

Specifies how the trade is collateralized.

In the context of Dodd-Frank, all values shown except for 4 (Net exposure) apply.

In the context of ESMA EU SFTR reporting only the values 1 (Uncollateralized), 3 (Fully collateralized) and 4 (Net exposure) apply.

Valid values:

  • 0 = Uncollateralized
  • 1 = Partially collateralized
  • 2 = One-way collaterallization
  • 3 = Fully collateralized
  • 4 = Net exposure

    Indication of whether the collateral has been provided for a net exposure, rather than for a single transaction.

Used In