Description

Type: int

Indicates the type of investment the cash collateral is re-invested in.

Valid values:

  • 0 = Money market fund

    Registered money market fund. In the context of EU SFTR reporting this corresponds to code "MMFT".

  • 1 = Other comingled pool

    Any commingled pool other than money market fund. In the context of EU SFTR reporting this corresponds to code "OCMP".

  • 2 = Repo market

    The repurchase agreement market. In the context of EU SFTR reporting this corresponds to code "REPM".

  • 3 = Direct purchase of securities

    In the context of EU SFTR reporting this corresponds to code "SDPU".

  • 4 = Other investments

    In the context of EU SFTR reporting this corresponds to code "OTHR".

Used In