TradeCollateralization

Tag: 1936
Type: Int
· No revisions

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.

Values

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