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.
Code | Meaning |
---|---|
0 | Uncollateralized |
1 | Partially collateralized |
2 | One-way collaterallization |
3 | Fully collateralized |
4 | Net exposure |