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 |