SecuritiesFinancingReportingPositionSetReportV01auth.105.001.01

SecuritiesFinancingReportingPositionSetReportV01
SctiesFincgRptgPosSetRpt
Mandatory
Aggregated Positions
AggtdPoss
Mandatory
Data Set Action
DataSetActn
Choice
Report
Rpt
Choice
Reference Date
RefDt
Mandatory
General Information
GnlInf
Repetition (0..n)
Loan
Ln
Repetition (0..n)
Collateral
Coll
Repetition (0..n)
Dimensions
Dmnsns
Mandatory
Metrics
Mtrcs
Mandatory
Volume Metrics
VolMtrcs
Optional
Positive
Postv
Optional

Negative

Neg
Optional

Definition: Aggregations of all negative values of the derivative for all derivatives pertaining to a position set.

Type: ExposureMetrics5

Cash Collateral Amount
CshCollAmt
Optional
Collateral Market Value
CollMktVal
Optional
Haircut Or Margin
HrcutOrMrgn
Optional
Quantity Or Nominal Amount
QtyOrNmnlAmt
Optional
Margin
Mrgn
Repetition (0..n)
Reuse
Reuse
Repetition (0..n)
Supplementary Data
SplmtryData
Repetition (0..n)
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