{"text_format":"1","workbook":"xlsx","n_sheets":6,"sheets":["General information","Cpty_Transaction","SBL-New","Repo-New","Margins","Re-use"],"not_rendered":{"charts":0,"images":0,"macros":1,"external_links":0,"defined_names":3,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

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[null,"1. The mandatory nature of the fields is described for each combination of Action Type and, where relevant, Level (Trade/Position) in the following way:\n- ‘M’ – mandatory: the field is strictly required and validations of format and content are applied.\n- ‘C’ – conditionally mandatory: Conditionally mandatory: the field is required if the specific conditions set out in the validation rules are met. Format and content validations are applied\n- ‘O’ – optional: the field shall be populated if applicable. Only format and content validations are applied when the field is populated.\n- ‘-‘ – not applicable: the field shall be left blank\n2. Conditional validations (i.e. validations of the dependencies between the fields) as well as the format and content validations are described in the last column of each table.  "]

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[]
["Technical standards",null,null,null,"Trade level",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"Position level"]
[null,null,null,null,"NEWT (New)",null,null,null,"MODI (Modification)",null,null,null,"EROR (Error)",null,null,null,"ETRM (Termination / Early Termination)",null,null,null,"POSC (Position component)",null,null,"COLU (Collateral update)",null,null,null,"CORR (Correction)",null,null,null,"VALU (Valuation)","NEWT (New)",null,null,"MODI (Modification)",null,null,"EROR (Error)",null,null,"ETRM (Termination / Early Termination)",null,null,"COLU (Collateral update)",null,null,"CORR (Correction)",null,null,"VALU (Valuation)","- Conditional validations\n-Format and content"]
["No","Field","Details to be reported","Format ","Repo","BSB","SL","ML","Repo","BSB","SL","ML","Repo","BSB","SL","ML","Repo","BSB","SL","ML","Repo","BSB","SL","Repo","BSB","SL","ML","Repo","BSB","SL","ML","SL","Repo","BSB","SL","Repo","BSB","SL","Repo","BSB","SL","Repo","BSB","SL","Repo","BSB","SL","Repo","BSB","SL","SL"]
[1,"Reporting timestamp","Date and time of submission of the report to the trade repository.","ISO 8601 date in the format and Coordinated Universal \nTime (UTC) time format YYYY-MM-DDThh:mm:ssZ","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M"," This fiield shall be populated in a common input format: YYYY-MM-DDThh:MM:SSZ"]
[2,"Report submitting entity","Unique code identifying the entity which submits the report. In the case where submission of the report has been delegated to a third party or to the other counterparty, a unique code identifying that entity. ","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code.\n","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","This field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\", \"Pending transfer\" or \"Pending archival\". The LEI shall pertain to a legal entity and not a branch."]
[3,"Reporting counterparty","Unique code identifying the reporting counterparty ","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code.\n","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","This field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\", \"Pending transfer\" or \"Pending archival\". The LEI shall pertain to a legal entity and not a branch."]
[4,"Nature of the reporting counterparty","Indicates if the reporting counterparty is a financial or non-financial counterparty","F' - Financial counterparty \n'N' - Non-financial counterparty ","M","M","M","M","O","O","O","O","-","-","-","-","-","-","-","-","M","M","M","-","-","-","-","O","O","O","O","-","M","M","M","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","When populated, shall contain only one of the following values: \"F\"or \"N\", \" 1 alphabetical character."]
[5,"Sector of the reporting counterparty","One or more codes that classify the nature of the Reporting Counterparty's business activities. If the reporting counterparty is a financial counterparty, all necessary codes included in the Taxonomy for financial counterparties and applying to that counterparty shall be reported. If the reporting counterparty is a non-financial counterparty, all necessary codes included in the Taxonomy for non-financial counterparties and applying to that counterparty shall be reported. Where more than one activity is reported, the codes shall be populated in order of the relative importance of the corresponding activities.","Taxonomy for Financial Counterparties: 'CDTI' - Credit institution authorized in accordance with Directive 2013/36/EU or Regulation (EU) No 1024/2013 or a third thirdcountry entity which would require authorisation or registration in accordance with that legislative act  'INVF' - Investment firm authorized in accordance with Directive 2014/65/EU or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'INUN' - Insurance undertaking authorized in accordance with Directive 2009/138/EC or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'AIFD' - AIF managed by AIFMs authorized or registered in accordance with Directive 2011/61/EU or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'ORPI' - Institution for occupational retirement provision authorized or registered in accordance with Directive 2003/41/EC or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'CCPS' - Central counterparty authorized in accordance with Regulation (EU) No 648/2012 or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'REIN' - Reinsurance undertaking authorized in accordance with Directive 2009/138/EC or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'CSDS' - Central securities depository authorized in accordance with Regulation (EU) No 909/2014 or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'UCIT' - UCITS and its management company, authorized in accordance with Directive 2009/65/EC or a third third-country entity which would require authorisation or registration in accordance with that legislative act  Taxonomy for Non-Financial Counterparties. The categories below correspond to the main sections of NACE classification as defined in Regulation (EC) No 1893/2006  'A' - Agriculture, forestry and fishing 'B' - Mining and quarrying 'C' - Manufacturing 'D' - Electricity, gas, steam and air conditioning supply 'E' - Water supply, sewerage, waste management and remediation activities 'F' - Construction 'G' - Wholesale and retail trade, repair of motor vehicles and motorcycles 'H' - Transportation and storage 'I' - Accommodation and food service activities 'J' - Information and communication 'K' - Financial and insurance activities 'L' - Real estate activities 'M' - Professional, scientific and technical activities 'N' - Administrative and support service activities 'O' - Public administration and defence; compulsory social security 'P' - Education 'Q' - Human health and social work activities 'R' - Arts, entertainment and recreation 'S' - Other service activities 'T' - Activities of households as employers; undifferentiated goods – and services –producing activities of households for own use 'U' - Activities of extraterritorial organizations and bodies ","M","M","M","M","O","O","O","O","-","-","-","-","-","-","-","-","M","M","M","-","-","-","-","O","O","O","O","-","M","M","M","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","If field 4 is populated with \"F\", at least one code pertaining to the classification of the financial counterparties shall be provided.\nIf field 4 is populated with \"N\", at least one code pertaining to the classification of the non-financial counterparties shall be provided."]
[6,"Additional sector classification","In the case where the reporting counterparty is an  Undertaking for Collective Investment in Transferable Securities (UCITS) or Alternative Investment Fund (AIF),  a code that determines whether it is an Exchange-Traded Fund (ETF) or a Money Market Fund (MMF). In the case where the reporting counterparty is an Alternative Investment Fund (AIF) or a non-financial counterparty undertaking financial and insurance activities or real estate activities, a code that determines whether it is a Real Estate Investment Trust (REIT).","ETFT' - ETF \n'MMFT' - MMF \n'REIT' - REIT \n'OTHR' – Other ","C","C","C","C","O","O","O","O","-","-","-","-","-","-","-","-","C","C","C","-","-","-","-","O","O","O","O","-","C","C","C","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","If field 5 is populated with 'UCIT' or 'AIFD', this field shall be populated and shall contain only one of the following values: 'ETFT', 'MMFT', REIT' or ' OTHR'. 4 alphabetical characters."]
[7,"Branch of the reporting counterparty","When the Reporting Counterparty concludes an SFT through a branch office, the LEI of the branch. Until the LEI for branches is endorsed by ESMA, the code of the country where the branch is located shall be reported.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code or ISO 3166-1 alpha-2  country code 2 alphabetic characters ","O","O","O","O","O","O","O","O","-","-","-","-","-","-","-","-","O","O","O","-","-","-","-","O","O","O","O","-","O","O","O","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","When populated, shall contain a valid ISO 3166 country code,  2 alphabetical characters.\n"]
[8,"Branch of the other counterparty","When the Other Counterparty concludes an SFT through a branch office, the LEI of the branch. Until the LEI for branches is endorsed by ESMA, the code of the country where the branch is located shall be reported.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code or ISO 3166-1 alpha-2  country code 2 alphabetic characters ","O","O","O","O","O","O","O","O","-","-","-","-","-","-","-","-","O","O","O","-","-","-","-","O","O","O","O","-","O","O","O","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","When populated, shall contain a valid ISO 3166 country code,  2 alphabetical characters.\n"]
[9,"Counterparty side","Identifies whether the reporting counterparty is a collateral provider  or a collateral taker in accordance with the Article 4 of the [ITS]","TAKE' - Collateral taker\n'GIVE' - Collateral provider","M","M","M","M","O","O","O","O","-","-","-","-","-","-","-","-","M","M","M","-","-","-","-","O","O","O","O","-","M","M","M","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","When populated, shall contain only one of the following values: \"TAKE\" or \"GIVE\", \" 4 alphabetical characters."]
[10,"Entity responsible for the report","In the case where a financial counterparty is responsible for reporting on behalf of the other counterparty in accordance with Article 4(3) of  Regulation (EU) No 2365/2015, the unique code identifying that counterparty. In the case where a management company is responsible for reporting on behalf of an Undertaking for Collective Investment in Transferable Securities (UCITS) in accordance with Article 4(3) of Regulation (EU) No 2365/2015, the unique code identifying that management company. In the case where an Alternative Investment Fund Manager (AIFM) is responsible for reporting on behalf of an Alternative Investment Fund (AIF) in accordance with Article 4(3) of Regulation (EU) No 2365/2015, the unique code identifying that AIFM.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character\ncode.","M","M","M","M","O","O","O","O","-","-","-","-","-","-","-","-","M","M","M","-","-","-","-","O","O","O","O","-","M","M","M","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","When populated, this field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\", \"Pending transfer\" or \"Pending archival\".\nThe LEI shall pertain to a legal entity and not a branch.\nIf field 5 is populated with 'UCIT' or 'AIFD', this field shall be populated with an LEI different from the LEI of the reporting counterparty."]
[11,"Other counterparty","Unique code identifying the entity with which the reporting counterparty concluded the SFT. In case of a private individual a client code shall be used in a consistent manner.  ","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code. Client code (up to 50 alphanumeric characters).","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","This field shall contain\n- a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\", 'Lapsed', \"Pending transfer\" or \"Pending archival\".\nThe LEI shall pertain to a legal entity and not a branch.\nor\n-up to 50 alphanumerical characters\n"]
[12,"Country of the other Counterparty","The code of country where the registered office of the other counterparty is located or country of residence in case that the other counterparty is a natural person. ","ISO 3166-1 alpha-2 country code 2 alphabetic characters","M","M","M","M","O","O","O","O","-","-","-","-","-","-","-","-","M","M","M","-","-","-","-","O","O","O","O","-","M","M","M","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","When populated, shall contain a valid ISO 3166 country code,  2 alphabetical characters.\nIf field 11  is populated with \"LEI\", the country code provided in this field shall pertain to the country of the registered office of the other counterparty as specified in the LEI reference data."]
[13,"Beneficiary","If the beneficiary of the contract is not a counterparty to this contract, the reporting counterparty has to identify this beneficiary by a unique code or, in case of a private individual, by a client code used in a consistent manner as assigned by the legal entity used by the private individual.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code. Client code (up to 50 alphanumeric characters).","M\nO","M\nO","M\nO","-","O","O","O","-","-","-","-","-","-","-","-","-","M\nO","M\nO","M\nO","-","-","-","-","O","O","O","-","-","M\nO","M\nO","M\nO","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","When populated, this field shall contain\n- a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\", 'Lapsed', \"Pending transfer\" or \"Pending archival\".\nThe LEI shall pertain to a legal entity and not a branch.\nor\n-up to 50 alphanumerical characters\n"]
[14,"Tri-party agent ","Unique code identifying the third party to which the Reporting Counterparty has outsourced the post-trade processing of an SFT. When no tri-party agent is used, this information shall not be provided.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.","O","O","O","-","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","-","-","-","O","O","O","-","-","O","O","O","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","When populated, this field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\",  'Lapsed', \"Pending transfer\" or \"Pending archival\".\nThe LEI shall pertain to a legal entity and not a branch.\n"]
[15,"Broker","The unique code of the entity that acts as intermediary for the reporting counterparty without becoming a counterparty to the SFT itself. For securities lending transactions, broker does not include the agent lender.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.","O","O","O","-","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","-","-","-","O","O","O","-","-","O","O","O","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","When populated, this field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\",  'Lapsed', \"Pending transfer\" or \"Pending archival\".\nThe LEI shall pertain to a legal entity and not a branch."]
[16,"Clearing member ","In the case where the trade is cleared, the responsible clearing member shall be identified in this field by a unique code ","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.","C","C","C","-","O","O","O","-","-","-","-","-","-","-","-","-","C","C","C","-","-","-","-","O","O","O","-","-","C","C","C","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","If field 2.5 is populated with 'true'  this field shall be populated\nWhen populated, shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\", \"Lapsed\", \"Pending transfer\" or \"Pending archival\".\nThe LEI shall pertain to a legal entity and not a branch"]
[17,"CSD participant or indirect participant","The unique code of the - CSD participant or indirect participant of the reporting counterparty In the case where both CSD participant and indirect participant are involved in the transaction, the indirect participant shall be identified in this field. This field is not applicable for commodities.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.","O","O","O","-","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","-","-","-","O","O","O","-","-","O","O","O","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","When populated, this field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\",  'Lapsed', \"Pending transfer\" or \"Pending archival\".\nThe LEI shall pertain to a legal entity and not a branch\n"]
[18,"Agent lender","The unique code of the agent lender involved in the securities lending transaction","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.","-\nO","-","O","-","-\nO","-","O","-","-","-","-","-","-","-","-","-","-\nO","-","O","-","-","-","-","-\nO","-","O","-","-","-\nO","-","O","-\nO","-","O","-","-","-","-","-","-","-","-","-","-\nO","-","O","-","When populated, this field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\",  'Lapsed', \"Pending transfer\" or \"Pending archival\".\nThe LEI shall pertain to a legal entity and not a branch\n"]
["Table 2"]
["Loan and Collateral Data"]
[1,"Unique Transaction Identifier (UTI)","The unique reference assigned to the SFT to identify the trade.","Up to 52 alphanumeric character code including four special characters: Only upper-case alphabetic characters A–Z and the digits 0–9, inclusive in both cases, are allowed.","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","O","O","O","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","O","O","O","M","M","M","M","When populated, this field shall contain up to 52 alphanumerical characters. \nOnly upper-case alphabetic characters A–Z and the digits 0–9, inclusive in both cases, are allowed\nNot allowed to change the content of this field once it is reported. \nThe uniqueness of the Trade ID shall be preserved at counterparties level, i.e. the combination of the fields Counterparty ID- ID of the other counterparty-Trade ID shall be unique. "]
[2,"Report tracking number","In the case of transactions resulting from clearing, the prior UTI, i.e. UTI of original bilateral transaction. The prior-UTI is not required to be reported by counterparties that are CCPs that cleared the SFT.\nWhere an SFT was executed on a trading venue and cleared on the same day, a number generated by the trading venue and unique to that execution. ","Up to 52 alphanumeric character code including four special characters: Only upper-case alphabetic characters A–Z and the digits 0–9, inclusive in both cases, are allowed.","C","C","C","-","O","O","O","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","O","O","O","-","-","C","C","C","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","If field 2.5 is populated with 'true' and field 1.3 Reporting Counterparty is different from the field 2.7 CCP, this field shall be populated\nWhen populated, this field shall contain up to 52 alphanumerical characters. \nOnly upper-case alphabetic characters A–Z and the digits 0–9, inclusive in both cases, are allowed\nIf field 2.5 is populated with \"false\", this field shall be left blank"]
[3,"Event date","Date on which the reportable event pertaining to the SFT and captured by the report took place. In the case of Action Types \"Valuation update\", \"Collateral update\", “Reuse update”, “Margin update”, the date for which the information contained in the report is provided.","ISO 8601 date in the format YYYY-MMDD","M","M","M","M","M","M","M","M","-","-","-","-","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","-","-","-","M","M","M","M","M","M","M","M","M","M","This field shall be populated in a common input format: YYYY-MM-DD.\nThe date populated in this field shall be:\n- prior or equal to the date part of the reporting timestamp\n- greater than or equal to the date part of the execution timestamp.\n-prior  or equal to the value of the field maturity date"]
[4,"Type of SFT","Specifies the type of SFT transaction as defined under Article 3(7)-3(10) of Regulation (EU) No 2365/2015","SLEB' - securities or commodities lending or securities or commodities borrowing\n'SBSC' - buy-sell back transaction or sell-buy back transaction \n'REPO' - repurchase transaction \n'MGLD' - margin lending transaction","M","M","M","M","O","O","O","O","-","-","-","-","-","-","-","-","M","M","M","-","-","-","-","O","O","O","O","-","M","M","M","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","When populated, shall contain only one of the following values: \"SLEB\" , 'SBSC', 'REPO' or \"MGLD\", \" 4 alphabetical character."]
[5,"Cleared ","Indicates, whether central clearing has taken place. ","‘true’ \n‘false’","M","M","M","-","O","O","O","-","-","-","-","-","-","-","-","-","M","M","M","-","-","-","-","O","O","O","-","-","M","M","M","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","When populated, this field shall contain one of the values: 'true' or 'false'"]
[6,"Clearing timestamp","Time and date when clearing took place.","ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ","C","C","C","-","O","O","O","-","-","-","-","-","-","-","-","-","C","C","C","-","-","-","-","O","O","O","-","-","C","C","C","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","If field 2.5 is populated with 'true' this field shall be populated in a common input format:  YYYY-MM-DDThh:mm:ssZ. \nThe value of this field shall be greater than or equal to the value of the field 2.12.\nIf field 2.5 is populated with \"false\", this field shall be left blank."]
[7,"CCP","In the case of a contract that has been cleared, the unique code for the CCP that has cleared the contract","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.","C","C","C","-","O","O","O","-","-","-","-","-","-","-","-","-","C","C","C","-","-","-","-","O","O","O","-","-","C","C","C","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","If field 2.5 is populated with 'true' this field shall be populated with a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\", \"Lapsed\",  \"Pending transfer\" or \"Pending archival\".\nThe LEI shall pertain to a legal entity and not a branch.\nIf field 2.5 is populated with \"false\", this field shall be left blank.\n"]
[8,"Trading venue","The venue of execution shall be identified by a unique code for this venue.","ISO 10383 Market Identifier Code (MIC), 4 alphanumeric characters. Where segmental MICs exist for a trading venue, the segmental MIC shall be used.","M","M","M","-","-","-","-","-","-","-","-","-","-","-","-","-","M","M","M","-","-","-","-","O","O","O","-","-","M","M","M","-","-","-","-","-","-","-","-","-","-","-","-","O","O","O","-","When populated, this field shall contain a  MIC code included in the list maintained and updated by ISO and published at: http://www.iso15022.org/MIC/homepageMIC.htm (column \"MIC\" in table \"MICs List by Country\" of the respective Excel file)."]
[null,null,"Where a transaction was concluded OTC and the respective instrument is admitted to trading but traded OTC, MIC code ‘ XOFF’ shall be used."]
[null,null,"Where a transaction was concluded OTC and the respective instrument is not admitted to trading and traded OTC, MIC code ‘XXXX’ shall be used."]
[9,"Master agreement type","Reference to master agreement under which the counterparties concluded a documented SFT.","‘MRAA' - MRA \n'GMRA' – GMRA \n'MSLA' - MSLA \n'GMSL' - GMSLA \n'ISDA' - ISDA \n'DERP' - Deutscher Rahmenvertrag für Wertpapierpensionsgeschäfte \n'CNBR' - China Bond Repurchase Master Agreement,\n‘KRRA’ - Korea Financial Investment Association (KOFIA) Standard Repurchase Agreement \n'CARA' - Investment Industry Regulatory Organization of Canada (IIROC) Repurchase/Reverse Repurchase Transaction Agreement \n'FRFB' - Convention-Cadre Relative aux Operations de Pensions Livrees, \n'CHRA' -Swiss Master Repurchase Agreement \n'DEMA' - German Master Agreement \n'JPBR' - Japanese Master Agreement on the Transaction with Repurchase Agreement of the Bonds \n'ESRA' - Contrato Marco de compraventa y Reporto de valores 'OSLA' - Overseas Securities Lending Agreement (OSLA) \n'MEFI' - Master Equity and Fixed Interest Stock Lending Agreement (MEFISLA)\n'GESL' - Gilt Edged Stock Lending Agreement (GESLA) \n'KRSL' - Korean Securities Lending Agreement (KOSLA) \n'DERD' - Deutscher Rahmenvertrag für Wertpapierdarlehen 'AUSL' - Australian Masters Securities Lending Agreement (AMSLA) \n'JPBL' - Japanese Master Agreement on Lending Transaction of Bonds \n'JPSL' - Japanese Master Agreement on the Borrowing and Lending Transactions of Share Certificates \n'BIAG' - bilateral agreement\n‘CSDA’ - CSD bilateral agreement Or \n'OTHR' if the master agreement type is not included in the above list","O","O","O","-","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","O","O","O","-","O","O","O","-","-","O","O","O","O","O","O","-","-","-","-","-","-","O","O","O","O","O","O","-","When populated, shall contain only one of the following values: \"MRAA\" , 'GMRA', 'MSLA' ,\"GMSL\", \"ISDA', 'DERP', 'CNBR'. 'KRRA', 'CARA', 'FRFB', ' CHRA', 'DEMA', JPBR' , 'ESRA', 'MEFI', 'GESL', 'KRSL', 'DERD'. 'JPBL', 'JPSL', 'BIAG', 'CSDR' or 'OTHR'.    4 alphabetical characters."]
[10,"Other master agreement type","The name of the Master Agreement, this field should only be filled in where \"OTHR\" is reported in the Master agreement type field","Up to 50 alphanumeric characters","O","O","O","-","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","O","O","O","-","O","O","O","-","-","O","O","O","O","O","O","-","-","-","-","-","-","O","O","O","O","O","O","-","If field 2.9 is populated with 'OTHR', this field shall be populated and shall contain up to 50 alphanumeric characters"]
[11,"Master agreement version","Reference to the year of the master agreement version used for the reported trade, if applicable (e.g. 1992, 2002, etc.)","ISO 8601 date in the format YYYY","O","O","O","-","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","-","-","-","O","O","O","-","-","O","O","O","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","If field 2.9 is populated, this field shall be populated n a common input format: YYYY. First two digits shall be \"19\" or \"20\". \nOtherwise, it shall be left bank."]
[12,"Execution timestamp","Date and time when the SFT was executed.","ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ","M","M","M","M","-","-","-","-","-","-","-","-","-","-","-","-","M","M","M","-","-","-","-","O","O","O","O","-","M","M","M","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","When populated, this field shall be populated in a common input format: YYYY-MM-DDThh:mm:ssZ."]
[13,"Value date (Start date)","Date on which the counterparties contractually agree the exchange of cash, securities, or commodities versus collateral for the opening leg (spot leg) of the securities financing transaction.","ISO 8601 date in the format YYYY-MMDD","M","M","M","-","O","O","O","-","-","-","-","-","-","-","-","-","M","M","M","-","-","-","-","O","O","O","-","-","M","M","M","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","C\n-","When populated, this field shall be populated in a common input format: YYYY-MM-DD.\nValue date shall be greater than or equal to the 2.12 Execution timestamp"]
[14,"Maturity date (End date)","Date on which the counterparties contractually agree the exchange of cash, securities, or commodities versus collateral for the closing leg (forward leg) of the secured financing transaction. This information shall not be reported for open term repos.","ISO 8601 date in the format YYYY-MMDD","C","M","C","-","O","O","O","-","-","-","-","-","-","-","-","-","C","M","C","-","-","-","-","O","O","O","-","-","C","M","C","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","When populated, this field shall be populated in a common input format: YYYY-MM-DD.\nFor repos and SL, if the field 2.21 is populated with 'false' and field 2.22 is blank, maturity date shall be populated, Otherwise it shall be left blank.\nMaturity date shall be greater than or equal to the 2.13 Effective Value date"]
[15,"Termination date","Termination date in the case of a full early termination of the reported SFT.","ISO 8601 date in the format YYYY-MMDD","-","-","-","-","-","-","-","-","-","-","-","-","M","M","M","M","M","M","M","-","-","-","-","O","O","O","O","-","-","-","-","-","-","-","-","-","-","M","M","M","-","-","-","O","O","O","-","When populated, this field shall be populated in a common input format: YYYY-MM-DD.\nTermination date shall be greater than or equal to the date part of the field 2,12 Execution timestamp.\nIf fields 2.14 and 2.15 are both populated, the Termination date shall be less than  or equal to the 2.14 Maturity date"]
[16,"Minimum notice period","The minimum number of business days that one of the counterparties has to inform about the termination of the transaction.","Integer field up to 3 digits","M\nC","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","-","M\nC","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","If field 2.21 is populated with \"true\" or field 2.22 is populated, When populated, this field shall contain an integer number greater than zero.\nUp to 3 digits"]
[17,"Earliest call-back date","The earliest date that the cash lender has the right to call back a portion of the funds or to terminate the transaction","ISO 8601 date in the format YYYY-MMDD","M\nC","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","-","M\nC","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","If field 2.21 is populated with \"true\" or field 2.22 is populated, When populated, this field shall be populated in a common input format: YYYY-MM-DD.\nIf fields 2.14 and 2.17 are both populated, the Termination date shall be less than  or equal to the 2.14 Maturity date"]
[18,"General collateral indicator","Indication whether the secured financing transaction is subject to a general collateral arrangement. In the case of a securities lending transaction, the field refers to the securities provided as a collateral, and not to the security on loan.","’SPEC’ - specific collateral \n‘GENE’ - general collateral","M","M","M\nC","-","O","O","O","-","-","-","-","-","-","-","-","-","M","M","M\nC","-","-","-","-","O","O","O","-","-","M","M","M\nC","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","-","If field 2.72 is populated with 'false' this field shall be populated\nWhen populated, shall contain only one of the following values: \"SPEC\" or 'GENE',   4 alphabetical characters."]
[null,null,"-‘GENE’ shall be populated for general collateral. General collateral specifies a collateral arrangement for a transaction in which the collateral giver  may choose the security to",null,null,null,null,null,"O","O","O","-","-","-","-","-","-","-","-","-",null,null,null,"-","-","-","-","-","-","-","-",null,null,null,null,"O","O","O","-","-","-","-","-","-","-","-","-","-","-","-"]
[null,null,"provide as collateral amongst a relatively wide range of securities meeting predefined criteria.",null,null,null,null,null,"O","O","O","-","-","-","-","-","-","-","-","-",null,null,null,"-","-","-","-","-","-","-","-",null,null,null,null,"O","O","O","-","-","-","-","-","-","-","-","-","-","-","-"]
[null,null,"-‘SPEC’ shall be populated for specific collateral. Specific collateral specifies a collateral arrangement for a  transaction in which the  collateral taker requests a specific security  commodity (individual ISIN) to be provided by the collateral provider",null,null,null,null,null,"O","O","O","-","-","-","-","-","-","-","-","-",null,null,null,"-","-","-","-","-","-","-","-",null,null,null,null,"O","O","O","-","-","-","-","-","-","-","-","-","-","-","-"]
[19,"DBV indicator","This field specifies whether the transaction was settled using the Delivery-by-Value (DBV)  mechanism ","‘true’ \n‘false’","M","-","M","-","O","-","O","-","-","-","-","-","-","-","-","-","M","-","M","-","-","-","-","O","-","O","-","-","M","-","M","O","-","O","-","-","-","-","-","-","-","-","-","O","-","O","-","When populated, this field shall contain one of the values: 'true' or 'false'"]
[20,"Method used to provide collateral","Indication whether the collateral is subject to a title transfer collateral arrangement, a securities  financial collateral arrangement, or a securities  financial with the right of use.","TTCA'- title transfer collateral arrangement\n'SICA'- securities financial collateral arrangement \n'SIUR'- securities financial with the right of use","M","-","M\nC","M","O","-","O","O","-","-","-","-","-","-","-","-","M","-","M\nC","-","-","-","-","O","-","O","O","-","M","-","M\nC","O","-","O","-","-","-","-","-","-","-","-","-","O","-","O","-","If field 2.72 is populated with 'false' this field shall be populated\nWhen populated, shall contain only one of the following values: \"TTCA\", 'SICA' or 'SIUR',   4 alphabetical characters."]
[null,null,"Where more than one method was used to provide collateral, the primary collateral arrangement should be specified in this field",null,null,null,null,null,"O",null,"O","O","-","-","-","-","-","-","-","-",null,null,null,null,"-","-","-","-","-","-","-",null,null,null,null,"O","-","O","-","-","-","-","-","-",null,null,"-","-","-","-"]
[21,"Open term","Indication whether the transaction is open term or, i.e. has no fixed maturity date, or fixed term with a contractually agreed maturity date.","‘true’ \n‘false’","M","-","M","-","O","-","O","-","-","-","-","-","-","-","-","-","M","-","M","-","-","-","-","O","-","O","-","-","M","-","M","O","-","O","-","-","-","-","-","-","-","-","-","O","-","O","-","When populated, this field shall contain one of the values: 'true' or 'false'"]
[null,null,"‘true’ shall be populated for open term transactions, and ‘false’ for fixed term.",null,null,null,null,null,"O",null,"O",null,"-","-","-","-","-","-","-","-",null,null,null,"-","-","-","-","-",null,"-",null,null,null,null,null,"O",null,"O","-","-","-","-","-","-","-",null,"-","-",null,"-"]
[22,"Termination optionality","A code specifying whether the transaction is an evergreen or extendable SFT.","‘EGRN’ - evergreen \n‘ETSB’ - extendable","C\nO","-","C\nO","-","O","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-",null,"-","-","O","-","O","-","-","C\nO","-","C\nO","O","-","O","-","-","-","-","-","-","-","-","-","O","-","O","-","If field 2.21 Open term is populated with 'false', this field shall be populated and\nWhen populated, this field shall contain only one of the following values: \"EGRN' or 'ETSB', Otherwise it shall be left blank."]
["In the case of margin lending, the attributes listed in fields 23-34 shall be repeated for each currency of the margin loan. "]
[23,"Fixed rate","In the case of repos, the annualized interest rate on the principal amount of the repurchase transaction in accordance with the day count conventions","Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented as “100”. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","C","-","-","C","O","-","-","O","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","O","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","For repos: one of the fields 2,23 Fixed rate or 2.25 Floating rate, shall be populated.\nFor ML: at least one rate (2.23 Fixed rate or 2.25 Floating rate) shall be populated.\nWhen populated, this field shall contain up to 110 numerical characters including up to 109 decimals. \nThe decimal mark is not counted as a numerical character. If populated, it shall be represented with a  dot.\n"]
[null,null,"In the case of margin lending, the annualized interest rate on the loan value that the borrower pays to the lender.",null,null,null,null,null,null,null,"-",null,"-","-","-","-","-",null,null,null,null,null,"-","-","-","-","-",null,null,null,null,null,null,null,null,null,null,null,"-","-","-","-",null,null,"-","-","-"]
[24,"Day count convention","The method for calculating the accrued interest on the principal amount for a fixed  rate","The code representing day count convention: \n‘A001’ - IC30360ISDAor30360AmericanBasicRule \n‘A002’ - IC30365 \n‘A003’ - IC30Actual \n‘A004’ - Actual360 \n‘A005’ - Actual365Fixed \n‘A006’ - ActualActualICMA \n‘A007’ - IC30E360orEuroBondBasismodel1 \n‘A008’ - ActualActualISDA \n‘A009’ - Actual365LorActuActubasisRule \n‘A010’ - ActualActualAFB \n‘A011’ - IC30360ICMAor30360basicrule \n‘A012’ - IC30E2360orEurobondbasismodel2 \n‘A013’ - IC30E3360orEurobondbasismodel3 \n‘A014’ - Actual365NL \nOr up to 35 alphanumeric characters if the day count convention is not included in the above list.","C","-","-","C","O","-","-","O","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","O","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","If field 2.23 Fixed rate or 2.25 Floating rate is populated, this field shall be populated.\nWhen populated, the field shall contain\n-only one of the following values: \"A001', 'A002', 'A003', 'A004', 'A005', 'A006', 'A007', A008', 'A009', A010', 'A011', 'A012'. 'A013' or 'A014'. 4 alphanumeric characters\nor\n-up to 35 alphanumeric characters"]
[25,"Floating rate","An indication of the reference interest rate used which is reset at predetermined intervals by reference to a market reference rate, if applicable.","The code representing the floating rate index \n‘EONA’ - EONIA \n‘EONS’ - EONIA SWAP \n‘EURI’ - EURIBOR \n‘EUUS’ - EURODOLLAR \n‘EUCH’ - EuroSwiss \n‘GCFR’ - GCF REPO \n‘ISDA’ - ISDAFIX \n’LIBI’ - LIBID \n‘LIBO’ - LIBOR \n‘MAAA’ - Muni AAA \n‘PFAN’ - Pfandbriefe \n‘TIBO’ - TIBOR \n‘STBO’ - STIBOR \n‘BBSW’ - BBSW \n‘JIBA’ - JIBAR \n‘BUBO’ - BUBOR \n‘CDOR’ - CDOR \n‘CIBO’ - CIBOR \n‘MOSP’ - MOSPRIM \n‘NIBO’ - NIBOR \n‘PRBO’ - PRIBOR \n‘TLBO’ - TELBOR \n‘WIBO’ - WIBOR \n‘TREA’ - Treasury \n‘SWAP’ - SWAP\n‘FUSW’ - Future SWAP Or up to 25 alphanumeric characters if the reference rate is not included in the above list","C","-","-","C","O","-","-","O","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","O","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","For repos: one of the fields 2,23 Fixed rate or 2.25 Floating rate, shall be populated.\nFor ML: at least one rate (2.23 Fixed rate or 2.25 Floating rate) shall be populated.\nWhen populated, the field shall contain\n-only one of the following values: \"EONA'. 'EONS', 'EURI', 'EUUS', 'EUCH', 'GCFR'. 'ISDA', 'LIBI', 'MAAA', 'PFAN', 'TIBO', 'STBO', 'BBSW', 'JIBA', BUBO', 'CDOR', 'CIBO'. 'MOSP', 'NIBO'. 'PRBO', 'TLBO' , ' WIBO', 'TREA', 'SWAP' or 'FUSW'. 4 alphabetic characters\nor\n-up to 25 alphanumeric characters"]
[26,"Floating rate reference period - time period","Time period describing reference period of the floating rate. ","Time period describing reference period, whereby the following\nabbreviations apply:\n'YEAR' - Year\n'MNTH' - Month\n'WEEK' - Week\n'DAYS' - Day","C","-","-","C","O","-","-","O","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","O","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","If field 2.25 Floating rate is populated, this field shall be populated and shall contain only one of the following values: \"YEAR\", \"MNTH\", WEEK\" or \"DAYS\". 4 alphabetic characters.\nOtherwise the field shall be left blank."]
[27,"Floating rate reference period - multiplier","Multiplier of the time period describing reference period of the floating rate.","Integer multiplier of the time period describing reference period of\nthe floating rate.\nUp to 3 numeric characters.","C","-","-","C","O","-","-","O","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","O","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","If field 2.25 Floating rate is populated, this field shall be populated and shall contain up to 3 numerical characters.\nOtherwise the field shall be left blank."]
[28,"Floating rate payment","Time period describing frequency of payments for the floating rate.","Time period describing reference period, whereby the following abbreviations apply:\n'YEAR' - Year \n'MNTH' - Month \n'WEEK' - Week \n'DAYS' - Day","C\nO","-","-","C\nO","O","-","-","O","-","-","-","-","-","-","-","-","C\nO","-","-","-","-","-","-","O","-","-","O","-","C\nO","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","If field 2.25 Floating rate is populated, this field shall be  populated, and shall contain only one of the following values: \"YEAR\", \"MNTH\", WEEK\" or \"DAYS\". 4 alphabetic characters.\nOtherwise the field shall be left blank."]
[null,"frequency - time period ",null,null,null,null,null,null,null,null,"-",null,"-","-","-","-","-",null,null,null,null,null,"-","-","-","-","-",null,null,null,null,null,null,null,null,null,null,null,"-","-","-","-",null,null,"-",null,"-"]
[29,"Floating rate payment","Multiplier of the time period describing frequency of payments for the floating rate.","Integer multiplier of the time period describing how often the counterparties exchange payments. Up to 3 numeric characters.","C\nO","-","-","C\nO","O","-","-","O","-","-","-","-","-","-","-","-","C\nO","-","-","-","-","-","-","O","-","-","O","-","C\nO","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","If field 2.25 Floating rate is populated, this field shall be populated, and shall contain up to 3 numerical characters.\nOtherwise the field shall be left blank."]
[null,"frequency - multiplier",null,null,null,null,null,null,null,null,"-",null,"-","-","-","-","-",null,null,null,null,null,"-","-","-","-","-",null,null,null,null,null,null,null,null,null,null,null,"-","-","-","-",null,null,"-",null,"-"]
[30,"Floating rate reset","Time period describing frequency of the floating rate resets.","Time period describing how often the counterparties reset the floating repo rate, whereby the following abbreviations apply: 'YEAR' - Year \n'MNTH' - Month \n'WEEK' - Week \n'DAYS' - Day","C","-","-","O","O","-","-","O","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","O","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","If field 2.25 Floating rate is populated, this field shall be populated and shall contain only one of the following values: \"YEAR\", \"MNTH\", WEEK\" or \"DAYS\". 4 alphabetic characters.\nOtherwise the field shall be left blank."]
[null,"frequency - time period",null,null,null,null,null,null,null,null,"-",null,"-","-","-","-","-",null,null,null,null,null,"-","-","-","-","-",null,null,null,null,null,null,null,null,null,null,null,"-","-","-","-",null,null,"-",null,"-"]
[31,"Floating rate reset","Multiplier of the time period describing frequency of the floating rate resets.","Integer multiplier of the time period describing how often the counterparties reset the floating repo rate. Up to 3 numeric characters.","C","-","-","C","O","-","-","O","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","O","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","If field 2.25 Floating rate is populated, this field shall be populated and shall contain up to 3 numerical characters.\nOtherwise the field shall be left blank."]
[null,"frequency - multiplier",null,null,null,null,null,null,null,null,"-",null,"-","-","-","-","-",null,null,null,null,null,"-","-","-","-","-",null,null,null,null,null,null,null,null,null,null,null,"-","-","-","-",null,null,"-",null,"-"]
[32,"Spread","The number of basis points to be added to or subtracted from the floating interest rate in order to determine the interest rate of the loan","Up to 5 numeric characters.","C","-","-","C","O","-","-","O","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","O","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","If field 2.25 Floating rate is populated, this field shall be populated and shall contain up to 5 numerical characters.\nThe negative symbol, if populated, shall not be counted as a numerical character.\nOtherwise the field shall be left blank."]
[33,"Margin lending currency amount","Amount of a margin loan in a given currency ","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","-","-","-","M","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","-",null,"-","-","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","When populated, this field shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\nThe negative symbol, if populated, shall not be counted as a numerical character."]
[34,"Margin lending currency","Currency of the margin loan","ISO 4217 Currency Code, 3 alphabetic characters","-","-","-","M","-","-","-","C","-","-","-","-","-","-","-","-","-","-","-","-",null,"-","-","-","-","-","C","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","If field 2.33 is populated, this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters.\nOtherwise it shall be left blank."]
["Fields 35-36 shall be populated for each floating rate adjustment "]
[35,"Adjusted rate","This reporting attribute specifies the rate as determined by the rate schedule ","Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented as “100”. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","O","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-",null,"-","-","O","-","-","-","-","O","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","When populated, this field shall contain up to 11 numeric characters including up to 10 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[36,"Rate date","This reporting attribute specifies date as of which the rate is effective.","ISO 8601 date in the format YYYY-MM-DD","C","-","-","-","C","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-",null,"-","-","C","-","-","-","-","C","-","-","C","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","If field 2.35 is populated, this field shall be popluated. in a common input format: YYYY-MM-DD.\nOtherwise it shall be left blank."]
[37,"Principal amount on value date","Cash value to be settled as of the value date of the transaction. ","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","M","M","-","-","O","O","-","-","-","-","-","-","-","-","-","-","M","M","-","-","-","-","-","O","O","-","-","-","M","M","-","O","O","-","-","-","-","-","-","-","-","-","-","O","O","-","-","When populated, this field shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[38,"Principal amount on maturity date","Cash value to be settled as of the maturity date of the transaction.","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","M","M","-","-","O","O","-","-","-","-","-","-","-","-","-","-","M","M","-","-","-","-","-","O","O","-","-","-","M","M","-","O","O","-","-","-","-","-","-","-","-","-","-","O","O","-","-","When populated, this field shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[39,"Principal amount currency","Currency of the principal amount ","ISO 4217 Currency Code, 3 alphabetic characters","M","M","-","-","O","O","-","-","-","-","-","-","-","-","-","-","M","M","-","-","-","-","-","O","O","-","-","-","M","M","-","O","O","-","-","-","-","-","-","-","-","-","-","O","O","-","-","When populated, this field shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters."]
[40,"Type of asset","Indication of the type of asset subject of the SFT","‘SECU' - Securities\n'COMM' - Commodities","-","-","M","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","M","-","-","-","-","-","-","O","-","-","-","-","M","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","When populated, shall contain only one of the following values: \"SECU\" or 'COMM',   4 alphabetical characters."]
[41,"Security identifier","Identifier of the security subject of the SFT.","ISO 6166 ISIN 12 character alphanumeric code","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.40 is populated with 'SECU', this field shall be populated and shall contain 12 alphanumerical characters and a check digit"]
[null,null,"This field is not applicable for commodities",null,null,null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-",null,null,"-",null,"-","-","-","-","-","-","-",null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-"]
[42,"Classification of a security","CFI code of the security subject of the SFT.","ISO 10692 CFI, 6 characters alphabetical code","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.40 is populated with 'SECU', this field shall be populated with CFI code composed of 6 characters and compliant with ISO 10962 Standard. At least the first  2 characters of the CFI code and the character representing asset class (if applicable for a given instrument)  shall be provided (ie. these characters cannot be \"X\",  which represents not applicable or undefined value). "]
[null,null,"This field is not applicable for commodities",null,null,null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-",null,null,"-",null,"-","-","-","-","-","-","-",null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-"]
["Where a commodity was subject of the SFT it shall be classified in fields 43-45 "]
[43,"Base product","The Base product as specified in the classification of commodities table.","Only values in the 'Base product' column of the classification of commodities derivatives table are allowed.","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.40 is populated with 'COMM', this field shall be populated and shall contain only one of the following values:  \"AGRI\", \"NRGY\", \"ENVR\", \"FRGT\", \"FRTL\", \"INDP\", \"METL\", \"MCEX\", \"PAPR\", \"POLY\", \"INFL\", \"OEST\", \"OTHC\" or \"OTHR\". 4 alphabetical characters."]
[44,"Sub - product ","The Sub - Product as specified in the classification of commodities table.","Only values in the 'Sub - product' column of the classification of commodities derivatives table are allowed are allowed.","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.43 is populated with 'AGRI', this field shall  contain only one of the following values: 'GROS', 'SOFT','POTA', 'OOLI', 'DIRY', 'FRST', 'SEAF', 'LSTK', 'GRIN' or 'OTHR'. 4 alphabetical characters.\nIf field 2.43 is populated with 'NRGY', this field shall  contain only one of the following values: 'ELEC', 'NGAS','OILP', 'COAL', 'INRG', 'RNNG', 'LGHT', 'DIST' or 'OTHR'. 4 alphabetical characters.\nIf field 2.43 is populated with 'ENVR', this field shall  contain only one of the following values: 'EMIS', 'WTHR', 'CRBR' or 'OTHR'. 4 alphabetical characters.\nIf field 2.43 is populated with 'FRGT', this field shall  contain only one of the following values: 'WETF', 'DRYF', 'CSHP' or 'OTHR'. 4 alphabetical characters.\nIf field 2.43 is populated with 'FRTL', this field shall  contain only one of the following values: 'AMMO', 'DAPH', 'PTSH', 'SLPH', 'UREA', 'UAAN' or 'OTHR'. 4 alphabetical characters.\nIf field 2.43 is populated with 'INDP', this field shall  contain only one of the following values: 'CSTR' or 'MFTG'. 4 alphabetical characters.\nIf field 2.43 is populated with 'METL', this field shall  contain only one of the following values: 'NPRM' or 'PRME'. 4 alphabetical characters.\nIf field 2.43 is populated with 'PAPR', this field shall  contain only one of the following values: 'CBRD', 'NSPT', 'PULP', 'RCVP' or 'OTHR'. 4 alphabetical characters.\nIf field 2.43 is populated with 'POLY', this field shall  contain only one of the following values: 'PLST' or 'OTHR'. 4 alphabetical characters.\nOtherwise the field shall be left blank"]
[null,null,"Field requires a Base product.",null,null,null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-",null,null,"-",null,"-","-","-","-","-","-","-",null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-"]
[45,"Further sub - product ","The Further sub product as specified in the classification of commodities table.","Only values in the 'Further sub - product' of the classification of commodities derivatives table are allowed.","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.44 is populated with 'GROS', this field shall  contain only one of the following values: 'FWHT', 'SOYB','CORN', 'RPSD', 'RICE' or 'OTHR'. 4 alphabetical characters.\nIf field 2.44 is populated with 'SOFT', this field shall  contain only one of the following values: 'CCOA', 'ROBU','WHSG', 'BRWN' or 'OTHR'. 4 alphabetical characters.\nIf field 2.44 is populated with 'OOLI', this field shall  contain only one of the following values: 'LAMP' or 'OTHR'. 4 alphabetical characters.\nIf field 2.44 is populated with 'GRIN', this field shall  contain only one of the following values: 'MWHT' or 'OTHR'. 4 alphabetical characters.\nIf field 2.44 is populated with 'ELEC', this field shall  contain only one of the following values: 'BSLD', 'FITR','PKLD', 'OFFP' or 'OTHR'. 4 alphabetical characters.\nIf field 2.44 is populated with 'NGAS', this field shall  contain only one of the following values: 'GASP', 'LNGG','NBPG', 'NCGG', 'TTFG' or 'OTHR'. 4 alphabetical characters.\nIf field 2.44 is populated with 'OILP', this field shall  contain only one of the following values: 'BAKK', 'BDSL','BRNT', 'BRNX', 'CNDA', 'COND', 'DSEL', 'DUBA', 'ESPO', 'ETHA', 'FUEL', 'FOIL', ' GOIL', 'GSLN', 'HEAT', 'JTFL', 'KERO', ' LLSO', ' MARS', 'NAPH', 'NGLO', ' TAPI', 'URAL', WTIO' or 'OTHR'. 4 alphabetical characters.\nIf field 2.44 is populated with 'EMIS', this field shall  contain only one of the following values: 'CERE', 'ERUE','EUAE', 'EUAA' or 'OTHR'. 4 alphabetical characters.\nIf field 2.44 is populated with 'WETF', this field shall  contain only one of the following values: 'TNKR' or 'OTHR'. 4 alphabetical characters.\nIf field 2.44 is populated with 'DRYF', this field shall  contain only one of the following values: 'DBCR' or 'OTHR'. 4 alphabetical characters.\nIf field 2.44 is populated with 'NPRM', this field shall  contain only one of the following values: 'ALUM', 'ALUA','CBLT', 'COPR', 'IRON', 'LEAD', 'MOLY', 'NASC', 'STEL', 'TINN', 'ZINC' or 'OTHR'. 4 alphabetical characters.\nIf field 2.44 is populated with 'PRME', this field shall  contain only one of the following values: 'GOLD', 'SLVR','PTNM', 'PLDM' or 'OTHR'. 4 alphabetical characters.\nOtherwise the field shall be left blank."]
[null,null,"Field requires a Sub product.",null,null,null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-",null,null,"-",null,"-","-","-","-","-","-","-",null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-"]
[46,"Quantity or nominal amount ","Quantity or nominal amount of the security or commodity subject of the SFT","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","-","-","M","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","M","-","-","-","-","-","-","O","-","-","-","-","M","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","When populated, this field shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[null,null,"In the case of bond a total nominal amount should be reported in this field (number of bonds multiplied by the face value)",null,null,null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-",null,null,null,"-","-","-","-","-","-",null,"-","-",null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-","-",null,"-"]
[null,null,"In the case of other securities or commodities, a quantity shall be specified in this field",null,null,null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-",null,null,null,"-","-","-","-","-","-",null,"-","-",null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-","-",null,"-"]
[47,"Unit of measure","Unit of measure in which the quantity is expressed. This field is applicable to commodities.","KILO' - Kilogram, 'PIEC' - Piece, 'TONS' - Ton, 'METR' - Metre, 'INCH' - Inch, 'YARD' - Yard, 'GBGA' - GBGallon, 'GRAM' - Gram, 'CMET' - Centimetre, 'SMET' - SquareMetre, 'FOOT' - Foot, 'MILE' - Mile, 'SQIN' - SquareInch, 'SQFO' - SquareFoot, 'SQMI' - SquareMile, 'GBOU' - GBOunce, 'USOU' - USOunce, 'GBPI' - GBPint, 'USPI' - USPint, 'GBQA' - GBQuart, 'USQA' - USQuart, 'USGA' - USGallon, 'MMET' - Millimetre, 'KMET' - Kilometre, 'SQYA' - SquareYard, 'ACRE' - Acre, 'ARES' - Are, 'SMIL' - SquareMillimetre, 'SCMT' - SquareCentimetre, 'HECT' - Hectare, 'SQKI' - SquareKilometre, 'MILI' - MilliLitre, 'CELI' - Centilitre, 'LITR' - Litre, 'PUND' - Pound, 'ALOW' - Allowances, 'ACCY' - AmountOfCurrency, 'BARL' - Barrels, 'BCUF' - BillionCubicFeet, 'BDFT' - BoardFeet, 'BUSL' - Bushels, 'CEER' - CertifiedEmissionsReduction, 'CLRT' - ClimateReserveTonnes, 'CBME' - CubicMeters, 'DAYS' - Days, 'DMET' - DryMetricTons, 'ENVC' - EnvironmentalCredit, 'ENVO' - EnvironmentalOffset, 'HUWG' - Hundredweight, 'KWDC' - KilowattDayCapacity, 'KWHO' - KilowattHours, 'KWHC' - KilowattHoursCapacity, 'KMOC' - KilowattMinuteCapacity, 'KWMC' - KilowattMonthCapacity, 'KWYC' - KilowattYearCapacity, 'MWDC' - MegawattDayCapacity, 'MWHO' - MegawattHours, 'MWHC' - MegawattHoursCapacity, 'MWMC' - MegawattMinuteCapacity, 'MMOC' - MegawattMonthCapacity, 'MWYC' - MegawattYearCapacity, 'TONE' - MetricTons, 'MIBA' - MillionBarrels, 'MBTU' - OneMillionBTU, 'OZTR' - TroyOunces, 'UCWT' - USHundredweight, 'IPNT' - IndexPoint, 'PWRD' - PrincipalWithRelationToDebtInstrument, 'DGEU' - DieselGallonEquivalent, 'GGEU' - GasolineGallonEquivalent, 'TOCD' - TonsOfCarbonDioxide,","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.40 is populated with 'COMM', this field shall be populated and shall contain only one of the following values: 'KILO', 'PIEC', 'TONS', 'METR', 'INCH', 'YARD', 'GBGA', 'GRAM', 'CMET', 'SMET', 'FOOT', 'MILE', 'SQIN', 'SQFO', 'SQMI', 'GBOU', 'USOU', 'GBPI', 'USPI', 'GBQA', 'USQA', 'USGA', 'MMET', 'KMET', 'SQYA', 'ACRE', 'ARES', 'SMIL', 'SCMT', 'HECT', 'SQKI', 'MILI', 'CELI', 'LITR', 'PUND', 'ALOW', 'ACCY', 'BARL', 'BCUF', 'BDFT', 'BUSL', 'CEER' , 'CLRT' , 'CBME' , 'DAYS' , 'DMET', 'ENVC' , 'ENVO' , 'HUWG' , 'KWDC' , 'KWHO' , 'KWHC' , 'KMOC', 'KWMC' , 'KWYC', 'MWDC' , 'MWHO', 'MWHC', 'MWMC', 'MMOC', 'MWYC', 'TONE', 'MIBA', 'MBTU', 'OZTR', 'UCWT' , 'IPNT', 'PWRD', 'DGEU', 'GGEU' or 'TOCD'. 4 alphabetic characters"]
[48,"Currency of nominal amount","In the case where nominal amount is provided, the currency of the nominal amount shall be populated in this field. ","ISO 4217 Currency Code, 3 alphabetic characters","-","-","O","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","-","-","-","O","-","-","-","-","O","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","When populated, this field shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters."]
[49,"Security or commodity price","In the case of securities and commodities lending and borrowing, the price of the security or commodity used to calculate the loan value.","Up to 18 numeric characters including up to 5 decimals in case the price is expressed units. Up to 11 numeric characters including up to 10 decimals in case the price is expressed as percentage or yield The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","-","-","M","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","M","-","-","-","-","-","-","O","-","-","-","-","M","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","When populated, this field shall contain up to 18 numeric characters including up to 5 decimals or up to 11 numeric characters including up to 10 decimals The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[null,null,"In the case of buy-sell back, the price of the security or commodity used to calculate the trade amount for the spot leg of the buy-sell back.",null,null,null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-",null,null,"-",null,"-","-","-","-","-","-","-",null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-"]
[50,"Price currency","The currency in which the security or commodity price is denominated.","ISO 4217 Currency Code, 3 alphabetic characters","-","-","M\nC","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","M\nC","-","-","-","-","-","-","O","-","-","-","-","M\nC","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","When populated, this field If field 2.40 is populated with   'COMM' or the field 2.42 is populated with a CFI code starting with \"E\", this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters."]
[51,"Security quality","Code that classifies the credit risk of the security","INVG' - Investment grade \n'NIVG' - Non-investment grade \n'NOTR' - Non-rated","-","-","O","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","-","-","-","O","-","-","-","-","O","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.40 is populated with 'COMM' this field shall be left blank\nWhen populated this field shall contain only one of the following values: 'INVG', 'NIVG' or 'NOTR'. 4 alphabetic characters"]
[52,"Maturity of the security","Maturity of the security","ISO 8601 date in the format YYYY-MM-DD","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.40 is populated with 'SECU' and CFI code provided in the field 2.42 starts with \"D\", this field shall be populated in a common input format: YYYY-MM-DD.\nOtherwise it shall be left blank."]
[null,null,"This field is not applicable for commodities",null,null,null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-",null,null,"-",null,"-","-","-","-","-","-","-",null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-"]
[53,"Jurisdiction of the issuer","Jurisdiction of the issuer of the security. In case of securities issued by a foreign subsidiary, the jurisdiction of the ultimate parent company shall be reported or, if not known, jurisdiction of the subsidiary.","ISO 3166-1 alpha-2 country code 2 alphabetic characters","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.40 is populated with 'SECU' this field shall be populated and shall contain a valid ISO 3166 country code,  2 alphabetical characters.\nOtherwise it shall be left blank.\nThe country code provided in this field shall pertain to the country of the registered office of the issuer as specified in the LEI reference data.\n"]
[null,null,"This field is not applicable for commodities",null,null,null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-",null,null,"-",null,"-","-","-","-","-","-","-",null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-"]
[54,"LEI of the issuer","LEI of the issuer of the security.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.40 is populated with 'SECU' this field shall be populated and  shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\",  'Lapsed', \"Pending transfer\" or \"Pending archival\".\nOtherwise it shall be left blank."]
[null,null,"This field is not applicable for commodities",null,null,null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-",null,null,"-",null,"-","-","-","-","-","-","-",null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-"]
[55,"Security type","Code that classifies the type of the security ","GOVS' - Government securities\n'SUNS' - Supra-nationals and agencies securities \n'FIDE' - Debt securities (including covered bonds) issued by banks and other financial institutions \n'NFID' - Corporate debt securities (including covered bonds) issued by non-financial institutions \n'SEPR' - Securitized products (including CDO, CMBS, ABCP) \n'MEQU' - Main index equities (including convertible bonds) 'OEQU' - Other equities (including convertible bonds) 'OTHR'- Other assets (including shares in mutual funds)","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.40 is populated with 'SECU' this field shall be populated and shall contain only one of the following values: 'GOVS', 'SUNS', 'FIDE', 'NFID', 'SEPR', 'MEQU', 'OEQU'  or 'OTHR'. 4 alphabetic characters\nOtherwise it shall be left blank."]
[56,"Loan value","This reporting attribute specifies loan value, i.e. the quantity or nominal amount multiplied by the price","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","-","-","M","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","M","-","-","-","-","-","-","O","-","-","-","-","M","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","When populated, this field shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[57,"Market value","Market value of the securities or commodifies on loan or borrowed","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","-","-","-","O","-","M","-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-","-","O","M","When populated, this field shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[58,"Fixed rebate rate","Fixed interest rate (rate  agreed to be paid by the lender for the reinvestment of the cash collateral minus lending fee) paid by the lender of the security or commodity to the borrower (positive rebate rate) or by the borrower to the lender (negative rebate rate) on the balance of the provided cash collateral.","Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented as “100”. The negative symbol, if populated, shall not be counted as a numerical character.","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","One of the fields 2.58 Fixed rebate rate or 2.59 Floating rebate rate must be populated.\nWhen populated, this field shall contain up to 11 numeric characters including up to 10 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\nThe negative symbol, if populated, shall not be counted as a numerical character."]
[59,"Floating rebate rate","An indication of the reference interest rate used to calculate the rebate rate (rate  agreed to be paid by the lender for the reinvestment of the cash collateral minus lending fee) paid by the lender of the security or commodity to the borrower (positive rebate rate) or by the borrower to the lender (negative rebate rate) on the balance of the provided cash collateral.","The code representing the floating rate index \n‘EONA’ - EONIA \n‘EONS’ - EONIA SWAP \n‘EURI’ - EURIBOR \n‘EUUS’ - EURODOLLAR \n‘EUCH’ - EuroSwiss \n‘GCFR’ - GCF REPO \n‘ISDA’ - ISDAFIX \n’LIBI’ - LIBID \n‘LIBO’ - LIBOR \n‘MAAA’ - Muni AAA \n‘PFAN’ - Pfandbriefe \n‘TIBO’ - TIBOR \n‘STBO’ - STIBOR \n‘BBSW’ - BBSW \n‘JIBA’ - JIBAR \n‘BUBO’ - BUBOR \n‘CDOR’ - CDOR \n‘CIBO’ - CIBOR \n‘MOSP’ - MOSPRIM \n‘NIBO’ - NIBOR \n‘PRBO’ - PRIBOR \n‘TLBO’ - TELBOR \n‘WIBO’ - WIBOR \n‘TREA’ - Treasury \n‘SWAP’ - SWAP \n‘FUSW’ - Future SWAP \nOr up to 25 alphanumeric characters if the reference rate is not included in the above list","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","One of the fields 2.58 Fixed rebate rate or 2.59 Floating rebate rate must be populated.\nWhen populated, the field shall contain\n-only one of the following values: \"EONA'. 'EONS', 'EURI', 'EUUS', 'EUCH', 'GCFR'. 'ISDA', 'LIBI', 'MAAA', 'PFAN', 'TIBO', 'STBO', 'BBSW', 'JIBA', BUBO', 'CDOR', 'CIBO'. 'MOSP', 'NIBO'. 'PRBO', 'TLBO' , ' WIBO', 'TREA', 'SWAP' or 'FUSW'. 4 alphabetic characters\nor\n-up to 25 alphanumeric characters"]
[60,"Floating rebate rate reference period - time period","Time period describing reference period of the floating rebate rate. ","Time period describing reference period, whereby the following abbreviations apply: 'YEAR' - Year 'MNTH' - Month 'WEEK' - Week 'DAYS' - Day","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.59 Floating rebate rate is populated, this field shall be populated and shall contain only one of the following values: \"YEAR\", \"MNTH\", WEEK\" or \"DAYS\". 4 alphabetic characters.\nOtherwise the field shall be left blank."]
[61,"Floating rebate rate reference period - multiplier","Multiplier of the time period describing reference period of the floating rebate rate.","Integer multiplier of the time period describing reference period of the floating rebate rate. Up to 3 numeric characters.","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.59 Floating rebate rate is populated, this field shall be populated and shall contain up to 3 numerical characters.\nOtherwise the field shall be left blank."]
[62,"Floating rebate rate payment","Time period describing frequency of payments for the floating rebate rate.","Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply: 'YEAR' - Year 'MNTH' - Month 'WEEK' - Week 'DAYS' - Day","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.59 Floating rebate rate is populated, this field shall be populated and shall contain only one of the following values: \"YEAR\", \"MNTH\", WEEK\" or \"DAYS\". 4 alphabetic characters.\nOtherwise the field shall be left blank."]
[null,"frequency - time period ",".",null,null,null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-",null,null,"-",null,"-","-","-","-","-","-","-",null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-"]
[63,"Floating rebate rate payment frequency - multiplier","Multiplier of the time period describing frequency of payments for the floating rebate rate.","Integer multiplier of the time period describing how often the counterparties exchange payments. Up to 3 numeric characters.","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.59 Floating rebate rate is populated, this field shall be populated and shall contain up to 3 numerical characters.\nOtherwise the field shall be left blank."]
[null,null,null,null,null,null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-",null,null,"-",null,"-","-","-","-","-","-","-",null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-"]
[64,"Floating rebate rate reset frequency - time period","Time period describing frequency of the floating rebate rate resets.","Time period describing how often the counterparties reset the floating rebate rate, whereby the following abbreviations apply: \n'YEAR' - Year \n'MNTH' - Month \n'WEEK' - Week \n'DAYS' - Day","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.59 Floating rebate rate is populated, this field shall be populated and shall contain only one of the following values: \"YEAR\", \"MNTH\", WEEK\" or \"DAYS\". 4 alphabetic characters.\nOtherwise the field shall be left blank."]
[null,null,null,null,null,null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-",null,null,"-",null,"-","-","-","-","-","-","-",null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-"]
[65,"Floating rebate rate reset frequency - multiplier","Multiplier of the time period describing frequency of the floating rebate rate resets.","Integer multiplier of the time period describing how often the counterparties reset the floating rebate rate. Up to 3 numeric characters.","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.59 Floating rebate rate is populated, this field shall be populated and shall contain up to 3 numerical characters.\nOtherwise the field shall be left blank."]
[null,null,null,null,null,null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-",null,null,"-",null,"-","-","-","-","-","-","-",null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-"]
[66,"Spread of the rebate rate","Spread for the floating rebate rate expressed in basis point.","Up to 5 numeric characters.","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.59 Floating rebate rate is populated, this field shall be populated and shall contain up to 5 numerical characters.\nOtherwise the field shall be left blank."]
[67,"Lending fee","Fee that the borrower of the security or commodity pays to the lender.","Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented as “100”.","-","-","M","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","M","-","-","-","-","-","-","O","-","-","-","-","M","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","When populated, this field shall contain up to 11 numeric characters including up to 10 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[68,"Exclusive arrangements","In the case of securities borrowing and lending, indication whether the borrower has exclusive access to borrow from the lender’s securities portfolio.","‘true’ \n‘false’","-","-","C","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","C","-","-","-","-","-","-","O","-","-","-","-","C","-","-","O","-","-","-","-","-","-","-","-","-","-","-","O","-","If field 2.40 is populated with 'SECU' this field shall be populated.\nWhen populated, this field shall contain one of the values: 'true' or 'false'"]
[null,null,"This field is not applicable to commodities.",null,null,null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-",null,null,"-",null,"-","-","-","-","-","-","-",null,null,null,"-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-"]
[69,"Outstanding margin loan","Total amount of margin loans, in base currency ","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","-","-","-","M","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","-",null,"-","-","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","When populated, this field shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[70,"Base currency of outstanding margin loan","The base currency of outstanding margin loans","ISO 4217 Currency Code, 3 alphabetic characters","-","-","-","M","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","When populated, this field shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters."]
[71,"Short market value","Market value of short position, in base currency.","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","-","-","-","M","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","When populated, this field shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
["Collateral data"]
[72,"Uncollateralised SL flag","Indicates whether the securities lending transaction is uncollateralised","‘true’ \n‘false’","-","-","M","-","-","-","O","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","-","O","-","-","-","-","M","-","-","O","-","-","-","-","-","-","-","-","O","-","-","O","-","When populated, this field shall contain one of the values: 'true' or 'false'"]
[null,null,"This field shall not be used when the counterparties  agree to collateralise the trade but the specific allocation of collateral is not yet known.",null,null,null,null,null,"O","O","O","O","-","-","-","-",null,"-","-","-","-",null,"-","O","O","O","O","O","O",null,"O","-",null,null,null,"O","O","O","-","-","-",null,"-","-","O","O","O","O","O",null,"-"]
[73,"Collateralisation of net exposure","Indicates whether the collateral has been provided for a net exposure, rather than for a single transaction.","‘true’ \n‘false’","M","M","C","-","O","O","O","-","-","-","-","-","-","-","-","-","-","-","-","M","M","M","-","O","O","O","-","-","M","M","C","O","O","O","-","-","-","-","-","-","M","M","M","O","O","O","-","If field 2.72 is populated with 'false' this field shall be populated\nWhen populated, this field shall contain one of the values: 'true' or 'false'"]
[74,"Value date of the collateral","Where trades have been collateralised on a net exposure basis, the latest value date contained in the netting set of SFTs, considering all transactions for which the collateral was provided.","ISO 8601 date in the format YYYY-MMDD","C","C","C","-","O","O","O","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","-","O","O","O","-","-","C","C","C","O","O","O","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.73 is populated with 'true' this field shall be populated  in a common input format: YYYY-MM-DD."]
["Where specific collateral was used, the attributes listed in fields 75-94 shall be repeated for each component of collateral, if applicable"]
[75,"Type of collateral component","Indication of the type of collateral component","SECU' - Securities \n'COMM' - Commodities (only for repos and buy-sell backs) 'CASH' - Cash","C","C","C","M","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","M","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.72 is populated with 'true' this field shall be left blank.\nOtherwise, at least one of the fields 2.75 Type of collateral component or 2.96 Collateral basket identifier should be populated.\nIf populated, this field shall contain one of the following values: 'SECU', 'COMM' or 'CASH'. 4 alphabetic characters"]
["Where cash was used as a collateral it shall be described in fields 76-77"]
[76,"Cash collateral amount","Amount of funds provided as collateral for borrowing the securities or commodities.","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","-","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.75 is populated with 'CASH', this field shall be populated and shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[77,"Cash collateral currency","Currency of the cash collateral","ISO 4217 Currency Code, 3 alphabetic characters","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","-","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.75 is populated with 'CASH', this field shall be populated and  shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters."]
[78,"Identification of a security used as collateral","Identifier of the security used as collateral.","ISO 6166 ISIN 12 character alphanumeric code","C","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","C","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.75 is populated with 'SECU', this field shall be populated and shall contain 12 alphanumerical characters and a check digit"]
[null,null,"This field is not applicable for commodities",null,null,null,null,null,"-","-","-","-","-","-","-","-","-","-","-","-",null,null,null,null,null,null,null,"O","O","O","O","-",null,null,null,"-","-","-","-","-","-","-","-","-",null,null,null,"O","O","O","-","-"]
[79,"Classification of a security used as collateral","CFI code of the security used as collateral.","ISO 10692 CFI, 6 characters alphabetical code","C","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","C","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.75 is populated with 'SECU', this field shall be populated with CFI code composed of 6 characters and compliant with ISO 10962 Standard. At least the first  2 characters of the CFI code and the character representing asset class (if applicable for a given instrument)  shall be provided (ie. these characters cannot be \"X\",  which represents not applicable or undefined value). "]
[null,null,"This field is not applicable for commodities",null,null,null,null,null,"-","-","-","-","-","-","-","-","-","-","-","-",null,null,null,null,null,null,null,"O","O","O","O","-",null,null,null,"-","-","-","-","-","-","-","-","-",null,null,null,"O","O","O","-","-"]
["Where a commodity was used as a collateral it shall be classified in fields 80-82 "]
[80,"Base product","Base product as specified in the classification of commodities table.","Only values in the 'Base product' column of the classification of commodities derivatives table are allowed.","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","-","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.75 is populated with 'COMM', this field shall be populated and shall contain only one of the following values:  \"AGRI\", \"NRGY\", \"ENVR\", \"FRGT\", \"FRTL\", \"INDP\", \"METL\", \"MCEX\", \"PAPR\", \"POLY\", \"INFL\", \"OEST\", \"OTHC\" or \"OTHR\". 4 alphabetical characters."]
[81,"Sub - product ","The sub - product as specified in the classification of commodities table.","Only values in the 'Sub - product' column of the classification of commodities derivatives table are allowed are allowed.","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","-","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.80 is populated with 'AGRI', this field shall  contain only one of the following values: 'GROS', 'SOFT','POTA', 'OOLI', 'DIRY', 'FRST', 'SEAF', 'LSTK', 'GRIN' or 'OTHR'. 4 alphabetical characters.\nIf field 2.80 is populated with 'NRGY', this field shall  contain only one of the following values: 'ELEC', 'NGAS','OILP', 'COAL', 'INRG', 'RNNG', 'LGHT', 'DIST' or 'OTHR'. 4 alphabetical characters.\nIf field 2.80 is populated with 'ENVR', this field shall  contain only one of the following values: 'EMIS', 'WTHR', 'CRBR' or 'OTHR'. 4 alphabetical characters.\nIf field 2.80 is populated with 'FRGT', this field shall  contain only one of the following values: 'WETF', 'DRYF', 'CSHP' or 'OTHR'. 4 alphabetical characters.\nIf field 2.80 is populated with 'FRTL', this field shall  contain only one of the following values: 'AMMO', 'DAPH', 'PTSH', 'SLPH', 'UREA', 'UAAN' or 'OTHR'. 4 alphabetical characters.\nIf field 2.80 is populated with 'INDP', this field shall  contain only one of the following values: 'CSTR' or 'MFTG'. 4 alphabetical characters.\nIf field 2.80 is populated with 'METL', this field shall  contain only one of the following values: 'NPRM' or 'PRME'. 4 alphabetical characters.\nIf field 2.80 is populated with 'PAPR', this field shall  contain only one of the following values: 'CBRD', 'NSPT', 'PULP', 'RCVP' or 'OTHR'. 4 alphabetical characters.\nIf field 2.80 is populated with 'POLY', this field shall  contain only one of the following values: 'PLST' or 'OTHR'. 4 alphabetical characters.\nOtherwise the field shall be left blank"]
[null,null,"Field requires a Base product.",null,null,null,null,null,"-","-","-","-","-","-","-","-","-","-","-","-",null,null,null,null,null,null,"-","O","O","O","O","-",null,null,null,"-","-","-","-","-","-","-","-","-",null,null,null,"O","O","O","-"]
[82,"Further sub - product ","The further sub - product as specified in the classification of commodities table.","Only values in the 'Further sub - product' of the classification of commodities derivatives table are allowed.","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","-","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.81 is populated with 'GROS', this field shall  contain only one of the following values: 'FWHT', 'SOYB','CORN', 'RPSD', 'RICE' or 'OTHR'. 4 alphabetical characters.\nIf field 2.81 is populated with 'SOFT', this field shall  contain only one of the following values: 'CCOA', 'ROBU','WHSG', 'BRWN' or 'OTHR'. 4 alphabetical characters.\nIf field 2.81 is populated with 'OOLI', this field shall  contain only one of the following values: 'LAMP' or 'OTHR'. 4 alphabetical characters.\nIf field 2.81 is populated with 'GRIN', this field shall  contain only one of the following values: 'MWHT' or 'OTHR'. 4 alphabetical characters.\nIf field 2.81 is populated with 'ELEC', this field shall  contain only one of the following values: 'BSLD', 'FITR','PKLD', 'OFFP' or 'OTHR'. 4 alphabetical characters.\nIf field 2.81 is populated with 'NGAS', this field shall  contain only one of the following values: 'GASP', 'LNGG','NBPG', 'NCGG', 'TTFG' or 'OTHR'. 4 alphabetical characters.\nIf field 2.81 is populated with 'OILP', this field shall  contain only one of the following values: 'BAKK', 'BDSL','BRNT', 'BRNX', 'CNDA', 'COND', 'DSEL', 'DUBA', 'ESPO', 'ETHA', 'FUEL', 'FOIL', ' GOIL', 'GSLN', 'HEAT', 'JTFL', 'KERO', ' LLSO', ' MARS', 'NAPH', 'NGLO', ' TAPI', 'URAL', WTIO' or 'OTHR'. 4 alphabetical characters.\nIf field 2.81 is populated with 'EMIS', this field shall  contain only one of the following values: 'CERE', 'ERUE','EUAE', 'EUAA' or 'OTHR'. 4 alphabetical characters.\nIf field 2.81 is populated with 'WETF', this field shall  contain only one of the following values: 'TNKR' or 'OTHR'. 4 alphabetical characters.\nIf field 2.81 is populated with 'DRYF', this field shall  contain only one of the following values: 'DBCR' or 'OTHR'. 4 alphabetical characters.\nIf field 2.81 is populated with 'NPRM', this field shall  contain only one of the following values: 'ALUM', 'ALUA','CBLT', 'COPR', 'IRON', 'LEAD', 'MOLY', 'NASC', 'STEL', 'TINN', 'ZINC' or 'OTHR'. 4 alphabetical characters.\nIf field 2.81 is populated with 'PRME', this field shall  contain only one of the following values: 'GOLD', 'SLVR','PTNM', 'PLDM' or 'OTHR'. 4 alphabetical characters.\nOtherwise the field shall be left blank."]
[null,null,"Field requires a Sub product.",null,null,null,null,null,"-","-","-","-","-","-","-","-","-","-","-","-",null,null,null,null,null,null,"-","O","O","O","O","-",null,null,null,"-","-","-","-","-","-","-","-","-",null,null,null,"O","O","O","-"]
[83,"Collateral quantity or nominal amount","Quantity or nominal amount of the security or commodity used as collateral","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","C","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","C","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.75 is populated with 'SECU' or  'COMM', this field shall be populated  and shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[null,null,"In the case of bond a total nominal amount should be reported in this field (number of bonds multiplied by the face value)",null,null,null,null,null,"-","-","-","-","-","-","-","-","-","-","-","-",null,null,null,null,null,null,null,"O","O","O","O","-",null,null,null,"-","-","-","-","-","-","-","-","-",null,null,null,"O","O","O","-"]
[null,null,"In the case of other securities or commodities, a quantity shall be specified in this field",null,null,null,null,null,"-","-","-","-","-","-","-","-","-","-","-","-",null,null,null,null,null,null,null,"O","O","O","O","-",null,null,null,"-","-","-","-","-","-","-","-","-",null,null,null,"O","O","O","-"]
[84,"Collateral unit of measure","Unit of measure in which the collateral quantity is expressed. This field is applicable to commodities.","KILO' - Kilogram, 'PIEC' - Piece, 'TONS' - Ton, 'METR' - Metre, 'INCH' - Inch, 'YARD' - Yard, 'GBGA' - GBGallon, 'GRAM' - Gram, 'CMET' - Centimetre, 'SMET' - SquareMetre, 'FOOT' - Foot, 'MILE' - Mile, 'SQIN' - SquareInch, 'SQFO' - SquareFoot, 'SQMI' - SquareMile, 'GBOU' - GBOunce, 'USOU' - USOunce, 'GBPI' - GBPint, 'USPI' - USPint, 'GBQA' - GBQuart, 'USQA' - USQuart, 'USGA' - USGallon, 'MMET' - Millimetre, 'KMET' - Kilometre, 'SQYA' - SquareYard, 'ACRE' - Acre, 'ARES' - Are, 'SMIL' - SquareMillimetre, 'SCMT' - SquareCentimetre, 'HECT' - Hectare, 'SQKI' - SquareKilometre, 'MILI' - MilliLitre, 'CELI' - Centilitre, 'LITR' - Litre, 'PUND' - Pound, 'ALOW' - Allowances, 'ACCY' - AmountOfCurrency, 'BARL' - Barrels, 'BCUF' - BillionCubicFeet, 'BDFT' - BoardFeet, 'BUSL' - Bushels, 'CEER' - CertifiedEmissionsReduction, 'CLRT' - ClimateReserveTonnes, 'CBME' - CubicMeters, 'DAYS' - Days, 'DMET' - DryMetricTons, 'ENVC' - EnvironmentalCredit, 'ENVO' - EnvironmentalOffset, 'HUWG' - Hundredweight, 'KWDC' - KilowattDayCapacity, 'KWHO' - KilowattHours, 'KWHC' - KilowattHoursCapacity, 'KMOC' - KilowattMinuteCapacity, 'KWMC' - KilowattMonthCapacity, 'KWYC' - KilowattYearCapacity, 'MWDC' - MegawattDayCapacity, 'MWHO' - MegawattHours, 'MWHC' - MegawattHoursCapacity, 'MWMC' - MegawattMinuteCapacity, 'MMOC' - MegawattMonthCapacity, 'MWYC' - MegawattYearCapacity, 'TONE' - MetricTons, 'MIBA' - MillionBarrels, 'MBTU' - OneMillionBTU, 'OZTR' - TroyOunces, 'UCWT' - USHundredweight, 'IPNT' - IndexPoint, 'PWRD' - PrincipalWithRelationToDebtInstrument, 'DGEU' - DieselGallonEquivalent, 'GGEU' - GasolineGallonEquivalent, 'TOCD' - TonsOfCarbonDioxide,","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","-","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.75 is populated with 'COMM', this field shall be populated and shall contain only one of the following values: 'KILO', 'PIEC', 'TONS', 'METR', 'INCH', 'YARD', 'GBGA', 'GRAM', 'CMET', 'SMET', 'FOOT', 'MILE', 'SQIN', 'SQFO', 'SQMI', 'GBOU', 'USOU', 'GBPI', 'USPI', 'GBQA', 'USQA', 'USGA', 'MMET', 'KMET', 'SQYA', 'ACRE', 'ARES', 'SMIL', 'SCMT', 'HECT', 'SQKI', 'MILI', 'CELI', 'LITR', 'PUND', 'ALOW', 'ACCY', 'BARL', 'BCUF', 'BDFT', 'BUSL', 'CEER' , 'CLRT' , 'CBME' , 'DAYS' , 'DMET', 'ENVC' , 'ENVO' , 'HUWG' , 'KWDC' , 'KWHO' , 'KWHC' , 'KMOC', 'KWMC' , 'KWYC', 'MWDC' , 'MWHO', 'MWHC', 'MWMC', 'MMOC', 'MWYC', 'TONE', 'MIBA', 'MBTU', 'OZTR', 'UCWT' , 'IPNT', 'PWRD', 'DGEU', 'GGEU' or 'TOCD'. 4 alphabetic characters"]
[85,"Currency of collateral nominal amount","In the case where collateral nominal amount is provided, the currency of the nominal amount shall be populated in this field.","ISO 4217 Currency Code, 3 alphabetic characters","O","O","O","O","-","-","-","-","-","-","-","-","-","-","-","-","O","O","O","O","O","O","O","O","O","O","O","-","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","O","O","O","-","If field 2.75 is populated with 'CASH' or  'COMM', this field shall be left blank\nWhen populated, this field shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters."]
[86,"Price currency","Currency of the price of the collateral component ","ISO 4217 Currency Code, 3 alphabetic characters","C","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","C","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.75 is populated with \"SECU\" or  'COMM' or the field 2.79 is populated with a CFI code starting with \"E\", this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters."]
[87,"Price per unit","Price of unit of collateral component, including accrued interest for interest-bearing securities, used to value the security or commodity .","Up to 18 numeric characters including up to 5 decimals in case the price is expressed in units. Up to 11 numeric characters including up to 10 decimals in case the price is expressed as percentage or yield The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","C","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","C","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.75 is populated with 'SECU' or 'COMM', this field shall be populated and shall contain up to 18 numeric characters including up to 5 decimals or up to 11 numeric characters including up to 10 decimals The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[88,"Collateral market value","Fair value of the individual collateral component expressed in price currency.","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","C","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","C","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.75 is populated with 'SECU' or 'COMM', this field shall be populated and shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[89,"Haircut or margin","For repos and buy-sell backs: collateral haircut, a risk control measure applied to underlying collateral at ISIN level whereby the value of that underlying collateral is calculated as the market value of the assets reduced by a certain percentage.","Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented as “100”. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","C","C","C","C","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","C","C","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.75 is populated with 'SECU', this field shall be populated and shall contain up to 11 numeric characters including up to 10 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[null,null,"For securities lending: collateral haircut, a risk control measure applied to underlying collateral applied either at ISIN or portfolio-level whereby the value of that underlying collateral is calculated as the market value of the assets reduced by a certain percentage",null,null,null,null,null,"-","-","-","-","-","-","-","-","-","-","-",null,null,null,null,null,null,null,null,"O","O","O","O","-",null,null,null,"-","-","-","-","-","-","-","-","-",null,null,null,"O","O","O","-"]
[null,null,"For margin lending: margin requirement applied to the entire collateral portfolio held in a client’s prime brokerage account.",null,null,null,null,null,"-","-","-","-","-","-","-","-","-","-","-",null,null,null,null,null,null,null,null,"O","O","O","O","-",null,null,null,"-","-","-","-","-","-","-","-","-",null,null,null,"O","O","O","-"]
[null,null,"Only actual values, as opposed to estimated or default values are to be reported for this attribute.",null,null,null,null,null,"-","-","-","-","-","-","-","-","-","-","-",null,null,null,null,null,null,null,null,"O","O","O","O","-",null,null,null,"-","-","-","-","-","-","-","-","-",null,null,null,"O","O","O","-"]
[90,"Collateral quality","Code that classifies the risk of the security used as collateral","'INVG' - Investment grade 'NIVG' - Non-investment grade 'NOTR' - Non-rated 'NOAP' - Not applicable","O","O","O","O","-","-","-","-","-","-","-","-","-","-","-","-","O","O","O","O","O","O","O","O","O","O","O","-","O","O","O","-","-","-","-","-","-","-","-","-","O","O","O","O","O","O","-","If field 2.75 is populated with 'CASH' or  'COMM', this field shall be left blank\nWhen populated this field shall contain only one of the following values: 'INVG', 'NIVG', 'NOTR' or 'NOAP'.  4 alphabetic characters"]
[91,"Maturity of the security","Maturity of the security used as collateral,","ISO 8601 date in the format YYYY-MM-DD","C","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","C","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.75 is populated with 'SECU' and CFI code provided in the field 2.79 starts with \"D\",\n this field shall be populated  in a common input format: YYYY-MM-DD."]
[null,null,"This field is not applicable for commodities",null,null,null,null,null,"-","-","-","-","-","-","-","-","-","-","-","-",null,null,null,null,null,null,null,"O","O","O","O","-",null,null,null,"-","-","-","-","-","-","-","-","-",null,null,null,"O","O","O","-"]
[92,"Jurisdiction of the issuer","Jurisdiction of the issuer of the security used as collateral. In case of securities issued by a foreign subsidiary, the jurisdiction of the ultimate parent company shall be reported or, if not known, jurisdiction of the subsidiary.","ISO 3166-1 alpha-2 country code 2 alphabetic characters","C","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","C","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.75 is populated with 'SECU', this field shall be populated and shall contain a valid ISO 3166 country code,  2 alphabetical characters.\nOtherwise it shall be left blank.\nThe country code provided in this field shall pertain to the country of the registered office of the issuer as specified in the LEI reference data.\n"]
[null,null,"This field is not applicable for commodities",null,null,null,null,null,"-","-","-","-","-","-","-","-","-","-","-","-",null,null,null,null,null,null,null,"O","O","O","O","-",null,null,null,"-","-","-","-","-","-","-","-","-",null,null,null,"O","O","O","-"]
[93,"LEI of the issuer","LEI of the issuer of the security used as collateral.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.","C","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","C","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.75 is populated with 'SECU', this field shall be populated and  shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\",  'Lapsed', \"Pending transfer\" or \"Pending archival\".\nOtherwise it shall be left blank."]
[null,null,"This field is not applicable for commodities",null,null,null,null,null,"-","-","-","-","-","-","-","-","-","-","-","-",null,null,null,null,null,null,null,"O","O","O","O","-",null,null,null,"-","-","-","-","-","-","-","-","-",null,null,null,"O","O","O","-"]
[94,"Collateral type","Code that classifies the type of the security used as collateral","GOVS' - Government securities \n'SUNS' - Supra-nationals and agencies securities \n'FIDE' - Debt securities (including covered bonds) issued by banks and other financial institutions \n'NFID' - Corporate debt securities (including covered bonds) issued by non-financial institutions \n'SEPR' - Securitized products (including CDO, CMBS, ABCP) \n'MEQU' - Main index equities (including convertible bonds) 'OEQU' - Other equities (including convertible bonds) 'OTHR'- Other assets (including shares in mutual funds)","C","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","C","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.75 is populated with 'SECU', this field shall be populated and shall contain only one of the following values: 'GOVS', 'SUNS', 'FIDE', 'NFID', 'SEPR', 'MEQU', OEQU'  or 'OTHR'. 4 alphabetic characters\nOtherwise it shall be left blank."]
[95,"Availability for collateral reuse ","Indication whether the collateral taker can reuse the securities provided as a collateral","‘true’ \n‘false’","C","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","C","O","O","O","O","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C","O","O","O","-","If field 2.75 is populated with 'SECU', this field shall be populated\nWhen populated, this field shall contain one of the values: 'true' or 'false'"]
["Field 96 shall be populated in the case where collateral basket was used.  The explicit collateral allocation for SFTs transacted against a collateral pool should be reported in fields 75-94 when available "]
[96,"Collateral basket identifier","If the collateral basket can be identified with an ISIN, the ISIN of the collateral basket.","ISO 6166 ISIN 12 character alphanumeric code, or 'NTAV'","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","C","C","C","-",0,0,0,"-","-","C","C","C","-","-","-","-","-","-","-","-","-","C","C","C",0,0,0,"-","If field 2.72 is populated with 'true' this field shall be left blank.\nOtherwise, at least one of the fields 2.75 Type of collateral component or 2.96 Collateral basket identifier should be populated.\nWhen populated, this field shall contain - 12 alphanumerical characters and a check digit\nor\n- the value 'NTAV', 4 alphabetic characters"]
[null,null,"If the collateral basket cannot be identified with an ISIN, this field should be populated with 'NTAV'.",null,null,null,null,null,null,null,null,null,"-","-","-","-","-","-","-","-",null,null,null,null,null,null,"-",null,null,null,"-","-",null,null,null,null,null,null,"-","-","-","-","-","-",null,null,null,null,null,null,"-"]
[97,"Portfolio code","If the transaction is cleared and is included in a portfolio of transactions for which margins are exchanged, this portfolio should be identified by a unique code determined by the reporting counterparty.","52 alphanumeric character code including four special characters: .- _. Special characters are not allowed at the beginning and at the end of the code. No space allowed.","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","-","C","C","C","-","-","-","-","O","O","O","-","-","C","C","C","-","-","-","-","-","-","-","-","-","-","-","-","O","O","O","-","If the field 2.5 Cleared is populated with 'true' this field shall be populated and shall contain  52 alphanumerical characters. Four special characters are allowed \":\", \".\",  \"-\", \" _\" .  Special characters are not allowed at the beginning or the end.  No space allowed."]
[null,null,"If the portfolio of transactions includes also derivative contracts reportable under EMIR, the portfolio code should be the same as reported under EMIR.",null,null,null,null,null,null,null,null,null,"-","-","-","-","-","-","-","-",null,null,null,"-","-","-","-",null,null,null,"-","-",null,null,null,null,null,null,"-","-","-","-","-","-","-","-","-",null,null,null,"-"]
[98,"Action type","Whether the report contains:","NEWT' - New \n'MODI' - Modification \n'VALU' - Valuation \n'COLU' - Collateral update \n'EROR' - Error \n'CORR' - Correction \n'ETRM' - Termination / Early Termination \n'POSC' - Position component","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","M","This field shall contain only one of the following values: 'NEWT', 'MODI', VALU', 'COLU', 'EROR', 'CORR', 'ETRM' or ' POSC'. 4 alphabetical characters.\nThe first report received for given UTI and pair of counterparties shall only contain value \"NEWT\" or \"POSC\" in this field. If the first report for a given UTI and pair of counterparties is with action types \"MODI\", \"VALU\", \"COLU\", \"EROR\", \"CORR\"  or \"ETRM\" it shall be rejected.\nOnly one report with the action type \"NEWT\" for a given combination of Counterparty ID- ID of the other counterparty-Trade ID  shall be accepted. \nAfter a report with action type \"EROR\" is submitted, the only allowed action type to be submitted by the other counterparty, if reporting to the same TR, is \"EROR\". No additional reports shall be allowed for that UTI. \nIt is allowed to report only one of the folowing Action types for given UTI and pair of counterparties: \"ETRM\" and \"POSC\""]
[null,null,"- a SFT reported for the first time, in which case it will be identified as ‘new’;"]
[null,null,"- a modification of a previously reported SFT  in which case it will be identified as ‘Modification’. This includes an update to a previous report that is showing a position in order to reflect new trades included in that position;"]
[null,null,"- a valuation of the security or commodity subject to a securities or commodities lending transaction in which case it will be identified as ‘Valuation Update'"]
[null,null,"-a modification of the details of collateral data, including its valuation, in which case it will be identified as \"Collateral update\","]
[null,null,"- a cancellation of a wrongly submitted entire report in case the SFT never came into existence or was not subject to SFTR reporting requirements but was reported to a trade repository by mistake, in which case, it will be identified as ‘error’;"]
[null,null,"- a previously submitted report contains erroneous data fields, in which case the report correcting the erroneous data fields of the previous report shall be identified as ‘correction’;"]
[null,null,"- a termination of an open term SFT or an early termination of a fixed term SFT, in which case it will be identified as ‘termination /early termination’;"]
[null,null,"-   a SFT that is to be reported as a new trade and also included in a separate position report on the same day, in which case it will be identified as a “position component”. "]
[99,"Level","Indication whether the report is done at trade or position level.","TCTN' - Transaction \n'PSTN' - Position","M","M","M","M","M","M","M","M","-","-","-","-","-","-","-","-","M","M","M","-","-","-","-","M","M","M","M","-","M","M","M","M","M","M","-","-","-","-","-","-","-","-","-","M","M","M","-","When populated, this field shall contain only one of the following values: 'TCTN' or ' PSTN'. 4 alphabetical characters."]
[null,null,"Position level report can be used only as a supplement to trade level reporting to report post-trade events and only if the individual trades in fungible products have been replaced by the position."]

{"sheet":"SBL-New","index":2,"n_rows":97,"n_cols":10,"rows_kept":97,"cut":false,"hidden":false,"merged":[]}
["No","Field","Key Data Field","Details to be reported","Format ","FpML mapping","FpML format / values","FpML XAPWG Comments","Category","ID"]
[1,"Reporting timestamp","Reporting timestamp","Date and time of submission of the report to the trade repository.","ISO 8601 date in the format and Coordinated Universal \nTime (UTC) time format YYYY-MM-DDThh:mm:ssZ",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal",{"$f":"I2&\"-\"&A2","v":"Principal-1"}]
[2,"Report submitting entity","Report-submitting entity","Unique code identifying the entity which submits the report. In the case where submission of the report has been delegated to a third party or to the other counterparty, a unique code identifying that entity. ","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code.\n",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-2"]
[3,"Reporting counterparty","Counterparty 1 (reporting counterparty)","Unique code identifying the reporting counterparty ","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code.\n",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-3"]
[4,"Nature of the reporting counterparty","Nature of the reporting counterparty","Indicates if the reporting counterparty is a financial or non-financial counterparty","F' - Financial counterparty \n'N' - Non-financial counterparty ",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-4"]
[5,"Sector of the reporting counterparty","Corporate sector of the reporting counterparty","One or more codes that classify the nature of the Reporting Counterparty's business activities. If the reporting counterparty is a financial counterparty, all necessary codes included in the Taxonomy for financial counterparties and applying to that counterparty shall be reported. If the reporting counterparty is a non-financial counterparty, all necessary codes included in the Taxonomy for non-financial counterparties and applying to that counterparty shall be reported. Where more than one activity is reported, the codes shall be populated in order of the relative importance of the corresponding activities.","Taxonomy for Financial Counterparties: 'CDTI' - Credit institution authorized in accordance with Directive 2013/36/EU or Regulation (EU) No 1024/2013 or a third thirdcountry entity which would require authorisation or registration in accordance with that legislative act  'INVF' - Investment firm authorized in accordance with Directive 2014/65/EU or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'INUN' - Insurance undertaking authorized in accordance with Directive 2009/138/EC or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'AIFD' - AIF managed by AIFMs authorized or registered in accordance with Directive 2011/61/EU or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'ORPI' - Institution for occupational retirement provision authorized or registered in accordance with Directive 2003/41/EC or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'CCPS' - Central counterparty authorized in accordance with Regulation (EU) No 648/2012 or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'REIN' - Reinsurance undertaking authorized in accordance with Directive 2009/138/EC or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'CSDS' - Central securities depository authorized in accordance with Regulation (EU) No 909/2014 or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'UCIT' - UCITS and its management company, authorized in accordance with Directive 2009/65/EC or a third third-country entity which would require authorisation or registration in accordance with that legislative act  Taxonomy for Non-Financial Counterparties. The categories below correspond to the main sections of NACE classification as defined in Regulation (EC) No 1893/2006  'A' - Agriculture, forestry and fishing 'B' - Mining and quarrying 'C' - Manufacturing 'D' - Electricity, gas, steam and air conditioning supply 'E' - Water supply, sewerage, waste management and remediation activities 'F' - Construction 'G' - Wholesale and retail trade, repair of motor vehicles and motorcycles 'H' - Transportation and storage 'I' - Accommodation and food service activities 'J' - Information and communication 'K' - Financial and insurance activities 'L' - Real estate activities 'M' - Professional, scientific and technical activities 'N' - Administrative and support service activities 'O' - Public administration and defence; compulsory social security 'P' - Education 'Q' - Human health and social work activities 'R' - Arts, entertainment and recreation 'S' - Other service activities 'T' - Activities of households as employers; undifferentiated goods – and services –producing activities of households for own use 'U' - Activities of extraterritorial organizations and bodies ",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-5"]
[6,"Additional sector classification",null,"In the case where the reporting counterparty is an  Undertaking for Collective Investment in Transferable Securities (UCITS) or Alternative Investment Fund (AIF),  a code that determines whether it is an Exchange-Traded Fund (ETF) or a Money Market Fund (MMF). In the case where the reporting counterparty is an Alternative Investment Fund (AIF) or a non-financial counterparty undertaking financial and insurance activities or real estate activities, a code that determines whether it is a Real Estate Investment Trust (REIT).","ETFT' - ETF \n'MMFT' - MMF \n'REIT' - REIT \n'OTHR' – Other ",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-6"]
[7,"Branch of the reporting counterparty",null,"When the Reporting Counterparty concludes an SFT through a branch office, the LEI of the branch. Until the LEI for branches is endorsed by ESMA, the code of the country where the branch is located shall be reported.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code or ISO 3166-1 alpha-2  country code 2 alphabetic characters ",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-7"]
[8,"Branch of the other counterparty",null,"When the Other Counterparty concludes an SFT through a branch office, the LEI of the branch. Until the LEI for branches is endorsed by ESMA, the code of the country where the branch is located shall be reported.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code or ISO 3166-1 alpha-2  country code 2 alphabetic characters ",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-8"]
[9,"Counterparty side","Direction","Identifies whether the reporting counterparty is a collateral provider  or a collateral taker in accordance with the Article 4 of the [ITS]","TAKE' - Collateral taker\n'GIVE' - Collateral provider",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-9"]
[10,"Entity responsible for the report",null,"In the case where a financial counterparty is responsible for reporting on behalf of the other counterparty in accordance with Article 4(3) of  Regulation (EU) No 2365/2015, the unique code identifying that counterparty. In the case where a management company is responsible for reporting on behalf of an Undertaking for Collective Investment in Transferable Securities (UCITS) in accordance with Article 4(3) of Regulation (EU) No 2365/2015, the unique code identifying that management company. In the case where an Alternative Investment Fund Manager (AIFM) is responsible for reporting on behalf of an Alternative Investment Fund (AIF) in accordance with Article 4(3) of Regulation (EU) No 2365/2015, the unique code identifying that AIFM.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character\ncode.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-10"]
[11,"Other counterparty","Counterparty 2","Unique code identifying the entity with which the reporting counterparty concluded the SFT. In case of a private individual a client code shall be used in a consistent manner.  ","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code. Client code (up to 50 alphanumeric characters).",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-11"]
[12,"Country of the other Counterparty","Jurisdiction of nonreporting counterparty","The code of country where the registered office of the other counterparty is located or country of residence in case that the other counterparty is a natural person. ","ISO 3166-1 alpha-2 country code 2 alphabetic characters",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-12"]
[13,"Beneficiary","Beneficiary 1","If the beneficiary of the contract is not a counterparty to this contract, the reporting counterparty has to identify this beneficiary by a unique code or, in case of a private individual, by a client code used in a consistent manner as assigned by the legal entity used by the private individual.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code. Client code (up to 50 alphanumeric characters).",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-13"]
[14,"Tri-party agent ",null,"Unique code identifying the third party to which the Reporting Counterparty has outsourced the post-trade processing of an SFT. When no tri-party agent is used, this information shall not be provided.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-14"]
[15,"Broker","Broker of counterparty 1","The unique code of the entity that acts as intermediary for the reporting counterparty without becoming a counterparty to the SFT itself. For securities lending transactions, broker does not include the agent lender.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-15"]
[16,"Clearing member ","Clearing member","In the case where the trade is cleared, the responsible clearing member shall be identified in this field by a unique code ","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-16"]
[17,"CSD participant or indirect participant",null,"The unique code of the - CSD participant or indirect participant of the reporting counterparty In the case where both CSD participant and indirect participant are involved in the transaction, the indirect participant shall be identified in this field. This field is not applicable for commodities.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-17"]
[18,"Agent lender",null,"The unique code of the agent lender involved in the securities lending transaction","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-18"]
[1,"Unique Transaction Identifier (UTI)","Unique transaction identifier (UTI)","The unique reference assigned to the SFT to identify the trade.","Up to 52 alphanumeric character code including four special characters: Only upper-case alphabetic characters A–Z and the digits 0–9, inclusive in both cases, are allowed.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-1"]
[2,"Report tracking number","Report tracking number","In the case of transactions resulting from clearing, the prior UTI, i.e. UTI of original bilateral transaction. The prior-UTI is not required to be reported by counterparties that are CCPs that cleared the SFT.\nWhere an SFT was executed on a trading venue and cleared on the same day, a number generated by the trading venue and unique to that execution. ","Up to 52 alphanumeric character code including four special characters: Only upper-case alphabetic characters A–Z and the digits 0–9, inclusive in both cases, are allowed.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-2"]
[3,"Event date","Event timestamp","Date on which the reportable event pertaining to the SFT and captured by the report took place. In the case of Action Types \"Valuation update\", \"Collateral update\", “Reuse update”, “Margin update”, the date for which the information contained in the report is provided.","ISO 8601 date in the format YYYY-MMDD",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-3"]
[4,"Type of SFT",null,"Specifies the type of SFT transaction as defined under Article 3(7)-3(10) of Regulation (EU) No 2365/2015","SLEB' - securities or commodities lending or securities or commodities borrowing\n'SBSC' - buy-sell back transaction or sell-buy back transaction \n'REPO' - repurchase transaction \n'MGLD' - margin lending transaction",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-4"]
[5,"Cleared ","Cleared","Indicates, whether central clearing has taken place. ","‘true’ \n‘false’",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-5"]
[6,"Clearing timestamp","Clearing receipt timestamp","Time and date when clearing took place.","ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-6"]
[7,"CCP","Central counterparty","In the case of a contract that has been cleared, the unique code for the CCP that has cleared the contract","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-7"]
[8,"Trading venue","Platform identifier","The venue of execution shall be identified by a unique code for this venue.","ISO 10383 Market Identifier Code (MIC), 4 alphanumeric characters. Where segmental MICs exist for a trading venue, the segmental MIC shall be used.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-8"]
[9,"Master agreement type","Master agreement type","Reference to master agreement under which the counterparties concluded a documented SFT.","‘MRAA' - MRA \n'GMRA' – GMRA \n'MSLA' - MSLA \n'GMSL' - GMSLA \n'ISDA' - ISDA \n'DERP' - Deutscher Rahmenvertrag für Wertpapierpensionsgeschäfte \n'CNBR' - China Bond Repurchase Master Agreement,\n‘KRRA’ - Korea Financial Investment Association (KOFIA) Standard Repurchase Agreement \n'CARA' - Investment Industry Regulatory Organization of Canada (IIROC) Repurchase/Reverse Repurchase Transaction Agreement \n'FRFB' - Convention-Cadre Relative aux Operations de Pensions Livrees, \n'CHRA' -Swiss Master Repurchase Agreement \n'DEMA' - German Master Agreement \n'JPBR' - Japanese Master Agreement on the Transaction with Repurchase Agreement of the Bonds \n'ESRA' - Contrato Marco de compraventa y Reporto de valores 'OSLA' - Overseas Securities Lending Agreement (OSLA) \n'MEFI' - Master Equity and Fixed Interest Stock Lending Agreement (MEFISLA)\n'GESL' - Gilt Edged Stock Lending Agreement (GESLA) \n'KRSL' - Korean Securities Lending Agreement (KOSLA) \n'DERD' - Deutscher Rahmenvertrag für Wertpapierdarlehen 'AUSL' - Australian Masters Securities Lending Agreement (AMSLA) \n'JPBL' - Japanese Master Agreement on Lending Transaction of Bonds \n'JPSL' - Japanese Master Agreement on the Borrowing and Lending Transactions of Share Certificates \n'BIAG' - bilateral agreement\n‘CSDA’ - CSD bilateral agreement Or \n'OTHR' if the master agreement type is not included in the above list",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-9"]
[10,"Other master agreement type",null,"The name of the Master Agreement, this field should only be filled in where \"OTHR\" is reported in the Master agreement type field","Up to 50 alphanumeric characters",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-10"]
[11,"Master agreement version",null,"Reference to the year of the master agreement version used for the reported trade, if applicable (e.g. 1992, 2002, etc.)","ISO 8601 date in the format YYYY",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-11"]
[12,"Execution timestamp","Execution timestamp","Date and time when the SFT was executed.","ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-12"]
[13,"Value date (Start date)","Effective Date","Date on which the counterparties contractually agree the exchange of cash, securities, or commodities versus collateral for the opening leg (spot leg) of the securities financing transaction.","ISO 8601 date in the format YYYY-MMDD"," securityLending/initiation/settlementDate","YYYY-MM-DD",null,"Collateral","Collateral-13"]
[14,"Maturity date (End date)","Expiration date (Contract or obligation end date)","Date on which the counterparties contractually agree the exchange of cash, securities, or commodities versus collateral for the closing leg (forward leg) of the secured financing transaction. This information shall not be reported for open term repos.","ISO 8601 date in the format YYYY-MMDD","securityLending/termination/settlementDate","xsd:date; YYYY-MM-DD\n",null,"Collateral","Collateral-14"]
[18,"General collateral indicator",null,"Indication whether the secured financing transaction is subject to a general collateral arrangement. In the case of a securities lending transaction, the field refers to the securities provided as a collateral, and not to the security on loan.","’SPEC’ - specific collateral \n‘GENE’ - general collateral","Always defaults to general - 'GENE'",null,"The collateral in security landing should default to general, because it does not make any sense to categorize it any other way. ","Collateral",{"$f":"I34&\"-\"&A34","v":"Collateral-18"}]
[19,"DBV indicator",null,"This field specifies whether the transaction was settled using the Delivery-by-Value (DBV)  mechanism ","‘true’ \n‘false’","securityLending/collateralProvisions/triParty/deliveryByValue","True' / 'False'",null,"Collateral","Collateral-19"]
[20,"Method used to provide collateral",null,"Indication whether the collateral is subject to a title transfer collateral arrangement, a securities  financial collateral arrangement, or a securities  financial with the right of use.","TTCA'- title transfer collateral arrangement\n'SICA'- securities financial collateral arrangement \n'SIUR'- securities financial with the right of use","securityLending/collateralProvisions/collateralArrangement","securityLending/collateralProvisions/collateralArrangement/@collateralArrangementScheme\n\nvalues from this list: http://www.fpml.org/coding-scheme/collateral-arrangement",null,"Collateral","Collateral-20"]
[21,"Open term",null,"Indication whether the transaction is open term or, i.e. has no fixed maturity date, or fixed term with a contractually agreed maturity date.","‘true’ \n‘false’","securityLending/duration\n\n\n","values from SecurityLendingDurationEnum list (Open, Term)\n\n\"True\" =  securityLending/duration  = \"Open\"\n\"False\" = securityLending/duration != \"Open\"",null,"Collateral","Collateral-21"]
[22,"Termination optionality",null,"A code specifying whether the transaction is an evergreen or extendable SFT.","‘EGRN’ - evergreen \n‘ETSB’ - extendable","securityLending/extensionStyle","values from ExtensionStyleEnum list ( \"Evergreen\" / \"Extendable\" )",null,"Collateral","Collateral-22"]
[40,"Type of asset",null,"Indication of the type of asset subject of the SFT","‘SECU' - Securities\n'COMM' - Commodities","securityLending/principal/security (structure)","Presence of securityLending/principal/security (structure)","Commodity will not be covered in the FpML Sec. Lending product\"\n","Collateral","Collateral-40"]
[41,"Security identifier",null,"Identifier of the security subject of the SFT.","ISO 6166 ISIN 12 character alphanumeric code","securityLending/principal/security/instumentId\n","securityLending/principal/security/instumentId/@instrumentIdScheme\n\ncoding-scheme/external list (e.g. ISO 6166 ISIN  code)",null,"Collateral","Collateral-41"]
[42,"Classification of a security",null,"CFI code of the security subject of the SFT.","ISO 10692 CFI, 6 characters alphabetical code","securityLending/security/instumentType","securityLending/security/instumentType/@instrumentTypeScheme\n\nURI for external list http://www.fpml.org/coding-scheme/external/iso10962 ",null,"Collateral","Collateral-42"]
[43,"Base product",null,"The Base product as specified in the classification of commodities table.","Only values in the 'Base product' column of the classification of commodities derivatives table are allowed.",null,null,"Commodity will not be covered in the FpML Sec. Lending product","Collateral","Collateral-43"]
[44,"Sub - product ",null,"The Sub - Product as specified in the classification of commodities table.","Only values in the 'Sub - product' column of the classification of commodities derivatives table are allowed are allowed.",null,null,"Commodity will not be covered in the FpML Sec. Lending product","Collateral","Collateral-44"]
[45,"Further sub - product ",null,"The Further sub product as specified in the classification of commodities table.","Only values in the 'Further sub - product' of the classification of commodities derivatives table are allowed.",null,null,"Commodity will not be covered in the FpML Sec. Lending product","Collateral","Collateral-45"]
[46,"Quantity or nominal amount ","Notional amount","Quantity or nominal amount of the security or commodity subject of the SFT","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","securityLending/principal/nominalAmount/amount or \nsecurityLending/principal/quantity","xsd:decimal","Commodity will not be covered in the FpML Sec. Lending product\n","Collateral","Collateral-46"]
[47,"Unit of measure","Quantity unit of measure","Unit of measure in which the quantity is expressed. This field is applicable to commodities.","KILO' - Kilogram, 'PIEC' - Piece, 'TONS' - Ton, 'METR' - Metre, 'INCH' - Inch, 'YARD' - Yard, 'GBGA' - GBGallon, 'GRAM' - Gram, 'CMET' - Centimetre, 'SMET' - SquareMetre, 'FOOT' - Foot, 'MILE' - Mile, 'SQIN' - SquareInch, 'SQFO' - SquareFoot, 'SQMI' - SquareMile, 'GBOU' - GBOunce, 'USOU' - USOunce, 'GBPI' - GBPint, 'USPI' - USPint, 'GBQA' - GBQuart, 'USQA' - USQuart, 'USGA' - USGallon, 'MMET' - Millimetre, 'KMET' - Kilometre, 'SQYA' - SquareYard, 'ACRE' - Acre, 'ARES' - Are, 'SMIL' - SquareMillimetre, 'SCMT' - SquareCentimetre, 'HECT' - Hectare, 'SQKI' - SquareKilometre, 'MILI' - MilliLitre, 'CELI' - Centilitre, 'LITR' - Litre, 'PUND' - Pound, 'ALOW' - Allowances, 'ACCY' - AmountOfCurrency, 'BARL' - Barrels, 'BCUF' - BillionCubicFeet, 'BDFT' - BoardFeet, 'BUSL' - Bushels, 'CEER' - CertifiedEmissionsReduction, 'CLRT' - ClimateReserveTonnes, 'CBME' - CubicMeters, 'DAYS' - Days, 'DMET' - DryMetricTons, 'ENVC' - EnvironmentalCredit, 'ENVO' - EnvironmentalOffset, 'HUWG' - Hundredweight, 'KWDC' - KilowattDayCapacity, 'KWHO' - KilowattHours, 'KWHC' - KilowattHoursCapacity, 'KMOC' - KilowattMinuteCapacity, 'KWMC' - KilowattMonthCapacity, 'KWYC' - KilowattYearCapacity, 'MWDC' - MegawattDayCapacity, 'MWHO' - MegawattHours, 'MWHC' - MegawattHoursCapacity, 'MWMC' - MegawattMinuteCapacity, 'MMOC' - MegawattMonthCapacity, 'MWYC' - MegawattYearCapacity, 'TONE' - MetricTons, 'MIBA' - MillionBarrels, 'MBTU' - OneMillionBTU, 'OZTR' - TroyOunces, 'UCWT' - USHundredweight, 'IPNT' - IndexPoint, 'PWRD' - PrincipalWithRelationToDebtInstrument, 'DGEU' - DieselGallonEquivalent, 'GGEU' - GasolineGallonEquivalent, 'TOCD' - TonsOfCarbonDioxide,",null,null,"Commodity will not be covered in the FpML Sec. Lending product","Collateral","Collateral-47"]
[48,"Currency of nominal amount","Notional Currency","In the case where nominal amount is provided, the currency of the nominal amount shall be populated in this field. ","ISO 4217 Currency Code, 3 alphabetic characters","securityLending/principal/nominalAmount/currency or \nsecurityLending/principal/unitPrice/currency","securityLending/principal/nominalAmount/currency/@currencyScheme or\nsecurityLending/principal/unitPrice/currency/@currencyScheme\n\ncoding-scheme/external list (e.g. ISO 4217 Currency code)",null,"Collateral","Collateral-48"]
[49,"Security or commodity price","Price","In the case of securities and commodities lending and borrowing, the price of the security or commodity used to calculate the loan value.","Up to 18 numeric characters including up to 5 decimals in case the price is expressed units. Up to 11 numeric characters including up to 10 decimals in case the price is expressed as percentage or yield The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","securityLending/principal/unitPrice/amount or \nsecurityLending/principal/dirtyPrice","xsd:decimal","Commodity will not be covered in the FpML Sec. Lending product\n","Collateral","Collateral-49"]
[50,"Price currency","Price currency","The currency in which the security or commodity price is denominated.","ISO 4217 Currency Code, 3 alphabetic characters","securityLending/principal/unitPrice/currency or \nsecurityLending/principal/nominalAmount/currency","securityLending/principal/unitPrice/currency/@currencyScheme or \nsecurityLending/principal/nominalAmount/currency/@currencyScheme\n\ncoding-scheme/external list (e.g. ISO 4217 Currency code)",null,"Collateral","Collateral-50"]
[51,"Security quality",null,"Code that classifies the credit risk of the security","INVG' - Investment grade \n'NIVG' - Non-investment grade \n'NOTR' - Non-rated","securityLending/principal/security/creditQualityType","securityLending/principal/security/creditQualityType/@creditQualityTypeScheme\n\nfrom FpML (Source=SFTR) http://www.fpml.org/coding-scheme/sftr-credit-quality-type list",null,"Collateral","Collateral-51"]
[52,"Maturity of the security",null,"Maturity of the security","ISO 8601 date in the format YYYY-MM-DD","securityLending/principal/security/maturity","xsd:date; YYYY-MM-DD\n","party/partyId","Collateral","Collateral-52"]
[53,"Jurisdiction of the issuer",null,"Jurisdiction of the issuer of the security. In case of securities issued by a foreign subsidiary, the jurisdiction of the ultimate parent company shall be reported or, if not known, jurisdiction of the subsidiary.","ISO 3166-1 alpha-2 country code 2 alphabetic characters","party/partyId"," party/partyId/@partyIdScheme\n\nfrom coding-scheme/external list (e.g. ISO 17442 LEI code)","\n- This issue is closed from FpML perspective, as FpML covers all the necessary fields. The mapped to party/partyId. The../security/bond/issuerPartyReference should be resolved to one of the <party> blocks, where partyId should be specified. In the <party> block, there is an ability to specify the “domicile” property as well as the “jurisdiction” with respect of a particular regulation. \n- If firms cannot get clarity from ESMA on this point, then the firms would need to adopt the industry best practice. ","Collateral","Collateral-53"]
[54,"LEI of the issuer",null,"LEI of the issuer of the security.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code."," party/partyId"," party/partyId/@partyIdScheme\n\nfrom coding-scheme/external list (e.g. ISO 17442 LEI code)","LEI of the issuer – mapped to party/partyId. The ../security/issuerPartyReference should be resolved to one of the party block, which partyId should be specified.","Collateral","Collateral-54"]
[55,"Security type",null,"Code that classifies the type of the security ","GOVS' - Government securities\n'SUNS' - Supra-nationals and agencies securities \n'FIDE' - Debt securities (including covered bonds) issued by banks and other financial institutions \n'NFID' - Corporate debt securities (including covered bonds) issued by non-financial institutions \n'SEPR' - Securitized products (including CDO, CMBS, ABCP) \n'MEQU' - Main index equities (including convertible bonds) 'OEQU' - Other equities (including convertible bonds) 'OTHR'- Other assets (including shares in mutual funds)","securityLending/principal/security/instrumentType","securityLending/principal/security/instrumentType/@instrumentTypeScheme\n\n\n(Alt) URI for external list http://www.fpml.org/coding-scheme/external/esma-security-type",null,"Collateral","Collateral-55"]
[56,"Loan value",null,"This reporting attribute specifies loan value, i.e. the quantity or nominal amount multiplied by the price","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."," securityLending/principal/nominalAmount, or  \n securityLending/principal/quantity and securityLending/principal/unitPrice, or\n securityLending/principal/quantity and securityLending/principal/dirtyPrice\n","xsd:decimal",null,"Collateral","Collateral-56"]
[57,"Market value",null,"Market value of the securities or commodifies on loan or borrowed","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","securityLending/principal/valuationAmount/amount\n","PositiveDecimal",null,"Collateral","Collateral-57"]
[58,"Fixed rebate rate",null,"Fixed interest rate (rate  agreed to be paid by the lender for the reinvestment of the cash collateral minus lending fee) paid by the lender of the security or commodity to the borrower (positive rebate rate) or by the borrower to the lender (negative rebate rate) on the balance of the provided cash collateral.","Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented as “100”. The negative symbol, if populated, shall not be counted as a numerical character.","securityLending/rebate/fixedRateSchedule/initialValue","xsd:decimal",null,"Collateral","Collateral-58"]
[59,"Floating rebate rate",null,"An indication of the reference interest rate used to calculate the rebate rate (rate  agreed to be paid by the lender for the reinvestment of the cash collateral minus lending fee) paid by the lender of the security or commodity to the borrower (positive rebate rate) or by the borrower to the lender (negative rebate rate) on the balance of the provided cash collateral.","The code representing the floating rate index \n‘EONA’ - EONIA \n‘EONS’ - EONIA SWAP \n‘EURI’ - EURIBOR \n‘EUUS’ - EURODOLLAR \n‘EUCH’ - EuroSwiss \n‘GCFR’ - GCF REPO \n‘ISDA’ - ISDAFIX \n’LIBI’ - LIBID \n‘LIBO’ - LIBOR \n‘MAAA’ - Muni AAA \n‘PFAN’ - Pfandbriefe \n‘TIBO’ - TIBOR \n‘STBO’ - STIBOR \n‘BBSW’ - BBSW \n‘JIBA’ - JIBAR \n‘BUBO’ - BUBOR \n‘CDOR’ - CDOR \n‘CIBO’ - CIBOR \n‘MOSP’ - MOSPRIM \n‘NIBO’ - NIBOR \n‘PRBO’ - PRIBOR \n‘TLBO’ - TELBOR \n‘WIBO’ - WIBOR \n‘TREA’ - Treasury \n‘SWAP’ - SWAP \n‘FUSW’ - Future SWAP \nOr up to 25 alphanumeric characters if the reference rate is not included in the above list","securityLending/rebate/floatingRateCalculation/floatingRateIndex","securityLending/rebate/floatingRateCalculation/floatingRateIndex/@floatingRateIndexScheme\n\nvalues from FpML coding scheme list http://www.fpml.org/coding-scheme/floating-rate-index",null,"Collateral","Collateral-59"]
[60,"Floating rebate rate reference period - time period",null,"Time period describing reference period of the floating rebate rate. ","Time period describing reference period, whereby the following abbreviations apply: 'YEAR' - Year 'MNTH' - Month 'WEEK' - Week 'DAYS' - Day","securityLending/rebate/floatingRateCalculation/indexTenor/period","values from PeriodEnum list (D, W, M, Y)",null,"Collateral","Collateral-60"]
[61,"Floating rebate rate reference period - multiplier",null,"Multiplier of the time period describing reference period of the floating rebate rate.","Integer multiplier of the time period describing reference period of the floating rebate rate. Up to 3 numeric characters.","securityLending/rebate/floatingRateCalculation/indexTenor/periodMultiplier","xsd:integer",null,"Collateral","Collateral-61"]
[62,"Floating rebate rate payment",null,"Time period describing frequency of payments for the floating rebate rate.","Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply: 'YEAR' - Year 'MNTH' - Month 'WEEK' - Week 'DAYS' - Day,","securityLending/rebatePaymentFrequency/period","values from PeriodEnum list (D, W, M, Y, T)",null,"Collateral","Collateral-62"]
[63,"Floating rebate rate payment frequency - multiplier",null,"Multiplier of the time period describing frequency of payments for the floating rebate rate.","Integer multiplier of the time period describing how often the counterparties exchange payments. Up to 3 numeric characters.","securityLending/rebatePaymentFrequency/periodMultiplier","xsd:integer","Business rule: Floating Rate Payment Frequency may be specified, in case of Floating Rebate Rate.\nQuestion: If the group believes that the floating rebate payment frequency is monthly, or daily, do we need business rules here?\nNote: When we have payout information block, we might want to move the floating rebate rate payment frequency to that block  \n\n","Collateral","Collateral-63"]
[64,"Floating rebate rate reset frequency - time period",null,"Time period describing frequency of the floating rebate rate resets.","Time period describing how often the counterparties reset the floating rebate rate, whereby the following abbreviations apply: \n'YEAR' - Year \n'MNTH' - Month \n'WEEK' - Week \n'DAYS' - Day","securityLending/rebate/resetFrequency/period","values from PeriodEnum list (D, W, M, Y, T)",null,"Collateral","Collateral-64"]
[65,"Floating rebate rate reset frequency - multiplier",null,"Multiplier of the time period describing frequency of the floating rebate rate resets.","Integer multiplier of the time period describing how often the counterparties reset the floating rebate rate. Up to 3 numeric characters.","securityLending/rebate/resetFrequency/periodMultiplier","xsd:integer",null,"Collateral","Collateral-65"]
[66,"Spread of the rebate rate",null,"Spread for the floating rebate rate expressed in basis point.","Up to 5 numeric characters.","securityLending/rebate/floatingRateCalculation/spreadSchedule/initialValue","xsd:decimal",null,"Collateral","Collateral-66"]
[67,"Lending fee",null,"Fee that the borrower of the security or commodity pays to the lender.","Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented as “100”.","securityLending/fee/fixedRateSchedule/initialValue or\nsecurityLending/fee/floatingRateCalculation/floatingRateIndex","xsd:decemal or \n\nsecurityLending/rebate/floatingRateCalculation/floatingRateIndex/@floatingRateIndexScheme\n\nvalues from FpML coding scheme list http://www.fpml.org/coding-scheme/floating-rate-index","Commodity will not be covered in the FpML Sec. Lending product\n","Collateral",{"$f":"I66&\"-\"&A66","v":"Collateral-67"}]
["Collateral",null,null,null,null,null,null,null,"Collateral","Collateral-Collateral"]
[68,"Exclusive arrangements",null,"In the case of securities borrowing and lending, indication whether the borrower has exclusive access to borrow from the lender’s securities portfolio.","‘true’ \n‘false’","securityLending/collateralProvisions/exclusiveArrangements","True' / 'False'",null,"Collateral","Collateral-68"]
[72,"Uncollateralised SL flag",null,"Indicates whether the securities lending transaction is uncollateralised","‘true’ \n‘false’","collateralization/collateralizationType","collateralization/collateralizationType/@collateralTypeScheme\n\nthe values from FpML coding-scheme list  http://www.fpml.org/coding-scheme/collateral-type\n\n'True' = 'Uncollateralized', otherwise 'False'",null,"Collateral","Collateral-72"]
[73,"Collateralisation of net exposure","Collateral portfolio indicator","Indicates whether the collateral has been provided for a net exposure, rather than for a single transaction.","‘true’ \n‘false’","/collateralization/collateralizedExposureGrouping","/collateralization/collateralizedExposureGrouping/@collateralizedExposureGroupingScheme\n\nthe values from FpML coding-scheme list  http://www.fpml.org/coding-scheme/collateralized-exposure-groupingl\n\n'True' = 'Net' otherwise 'False'",null,"Collateral","Collateral-73"]
[74,"Value date of the collateral",null,"Where trades have been collateralised on a net exposure basis, the latest value date contained in the netting set of SFTs, considering all transactions for which the collateral was provided.","ISO 8601 date in the format YYYY-MMDD","/collateralization/postedCollateral/valueDate/","xsd:date; YYYY-MM-DD\n",null,"Collateral","Collateral-74"]
[75,"Type of collateral component",null,"Indication of the type of collateral component","SECU' - Securities \n'COMM' - Commodities (only for repos and buy-sell backs) 'CASH' - Cash","securityLending/collateralProvisions/collateralType or securityLending/collateralProvisions/triParty/collateralType","\"SECU' - Securities; 'CASH' - Cash\"",null,"Collateral","Collateral-75"]
[76,"Cash collateral amount",null,"Amount of funds provided as collateral for borrowing the securities or commodities.","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","collateralization/postedCollateral/cash/amount","PositiveDecimal",null,"Collateral","Collateral-76"]
[77,"Cash collateral currency",null,"Currency of the cash collateral","ISO 4217 Currency Code, 3 alphabetic characters","collateralization/postedCollateral/cash/currency","collateralization/postedCollateral/cash/currency/@currencyScheme\n\ncoding-scheme/external list (e.g. ISO 4217 Currency code)",null,"Collateral","Collateral-77"]
[78,"Identification of a security used as collateral",null,"Identifier of the security used as collateral.","ISO 6166 ISIN 12 character alphanumeric code","collateralization/postedCollateral/noneCash/security/instrumentId\n","collateralization/postedCollateral/noneCash/security/instumentId/@instrumentIdScheme\n\ncoding-scheme/external list (e.g. ISO 6166 ISIN  code)",null,"Collateral","Collateral-78"]
[79,"Classification of a security used as collateral",null,"CFI code of the security used as collateral.","ISO 10692 CFI, 6 characters alphabetical code","collateralization/postedCollateral/noneCash/security/instrumentType\n","collateralization/postedCollateral/noneCash/security/instumentType/@instrumentTypeScheme\n\ncoding-scheme/external list (e.g. ISO 10962 CFI code)",null,"Collateral","Collateral-79"]
[80,"Base product",null,"Base product as specified in the classification of commodities table.","Only values in the 'Base product' column of the classification of commodities derivatives table are allowed.",null,null,"Commodity will not be covered in the FpML Sec. Lending product","Collateral","Collateral-80"]
[81,"Sub - product ",null,"The sub - product as specified in the classification of commodities table.","Only values in the 'Sub - product' column of the classification of commodities derivatives table are allowed are allowed.",null,null,"Commodity will not be covered in the FpML Sec. Lending product","Collateral","Collateral-81"]
[82,"Further sub - product ",null,"The further sub - product as specified in the classification of commodities table.","Only values in the 'Further sub - product' of the classification of commodities derivatives table are allowed.",null,null,"Commodity will not be covered in the FpML Sec. Lending product","Collateral","Collateral-82"]
[83,"Collateral quantity or nominal amount",null,"Quantity or nominal amount of the security or commodity used as collateral","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","/collateralization/postedCollateral/nonCash/nominalAmount/amount \nor \n/collateralization/postedCollateral/nonCash/quantity\n","xsd:decimal",null,"Collateral","Collateral-83"]
[84,"Collateral unit of measure",null,"Unit of measure in which the collateral quantity is expressed. This field is applicable to commodities.","KILO' - Kilogram, 'PIEC' - Piece, 'TONS' - Ton, 'METR' - Metre, 'INCH' - Inch, 'YARD' - Yard, 'GBGA' - GBGallon, 'GRAM' - Gram, 'CMET' - Centimetre, 'SMET' - SquareMetre, 'FOOT' - Foot, 'MILE' - Mile, 'SQIN' - SquareInch, 'SQFO' - SquareFoot, 'SQMI' - SquareMile, 'GBOU' - GBOunce, 'USOU' - USOunce, 'GBPI' - GBPint, 'USPI' - USPint, 'GBQA' - GBQuart, 'USQA' - USQuart, 'USGA' - USGallon, 'MMET' - Millimetre, 'KMET' - Kilometre, 'SQYA' - SquareYard, 'ACRE' - Acre, 'ARES' - Are, 'SMIL' - SquareMillimetre, 'SCMT' - SquareCentimetre, 'HECT' - Hectare, 'SQKI' - SquareKilometre, 'MILI' - MilliLitre, 'CELI' - Centilitre, 'LITR' - Litre, 'PUND' - Pound, 'ALOW' - Allowances, 'ACCY' - AmountOfCurrency, 'BARL' - Barrels, 'BCUF' - BillionCubicFeet, 'BDFT' - BoardFeet, 'BUSL' - Bushels, 'CEER' - CertifiedEmissionsReduction, 'CLRT' - ClimateReserveTonnes, 'CBME' - CubicMeters, 'DAYS' - Days, 'DMET' - DryMetricTons, 'ENVC' - EnvironmentalCredit, 'ENVO' - EnvironmentalOffset, 'HUWG' - Hundredweight, 'KWDC' - KilowattDayCapacity, 'KWHO' - KilowattHours, 'KWHC' - KilowattHoursCapacity, 'KMOC' - KilowattMinuteCapacity, 'KWMC' - KilowattMonthCapacity, 'KWYC' - KilowattYearCapacity, 'MWDC' - MegawattDayCapacity, 'MWHO' - MegawattHours, 'MWHC' - MegawattHoursCapacity, 'MWMC' - MegawattMinuteCapacity, 'MMOC' - MegawattMonthCapacity, 'MWYC' - MegawattYearCapacity, 'TONE' - MetricTons, 'MIBA' - MillionBarrels, 'MBTU' - OneMillionBTU, 'OZTR' - TroyOunces, 'UCWT' - USHundredweight, 'IPNT' - IndexPoint, 'PWRD' - PrincipalWithRelationToDebtInstrument, 'DGEU' - DieselGallonEquivalent, 'GGEU' - GasolineGallonEquivalent, 'TOCD' - TonsOfCarbonDioxide,",null,null,"Commodity will not be covered in the FpML Sec. Lending product","Collateral","Collateral-84"]
[85,"Currency of collateral nominal amount",null,"In the case where collateral nominal amount is provided, the currency of the nominal amount shall be populated in this field.","ISO 4217 Currency Code, 3 alphabetic characters","collateralization/postedCollateral/noneCash/nominalAmount/currency \nor \ncollateralization/postedCollateral/noneCash/unitPrice/currency\n","collateralization/postedCollateral/noneCash/nominalAmount/currency/@currencyScheme or\ncollateralization/postedCollateral/noneCash/unitPrice/currency/@currencyScheme\n\ncoding-scheme/external list (e.g. ISO 4217 Currency code)",null,"Collateral","Collateral-85"]
[86,"Price currency",null,"Currency of the price of the collateral component ","ISO 4217 Currency Code, 3 alphabetic characters","collateralization/postedCollateral/noneCash/unitPrice/currency \nor \ncollateralization/postedCollateral/noneCash/nominalAmount/currency","collateralization/postedCollateral/noneCash/unitPrice/currency/@currencyScheme or\ncollateralization/postedCollateral/noneCash/nominalAmount/currency/@currencyScheme\n\ncoding-scheme/external list (e.g. ISO 4217 Currency code)",null,"Collateral","Collateral-86"]
[87,"Price per unit",null,"Price of unit of collateral component, including accrued interest for interest-bearing securities, used to value the security or commodity .","Up to 18 numeric characters including up to 5 decimals in case the price is expressed in units. Up to 11 numeric characters including up to 10 decimals in case the price is expressed as percentage or yield The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","collateralization/postedCollateral/noneCash/unitPrice/amount \nor \ncollateralization/postedCollateral/noneCash/dirtyPrice\n","xsd:decimal",null,"Collateral","Collateral-87"]
[88,"Collateral market value","Value of collateral","Fair value of the individual collateral component expressed in price currency.","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","collateralization/postedCollateral/totalValuationAmount/amount\n\n","PositiveDecimal",null,"Collateral","Collateral-88"]
[89,"Haircut or margin",null,"For repos and buy-sell backs: collateral haircut, a risk control measure applied to underlying collateral at ISIN level whereby the value of that underlying collateral is calculated as the market value of the assets reduced by a certain percentage.","Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented as “100”. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","securityLending/collateralProvisions/marginRation or  securityLending/collateralProvisions/haircut","xsd:decimal",null,"Collateral","Collateral-89"]
[90,"Collateral quality",null,"Code that classifies the risk of the security used as collateral","INVG' - Investment grade 'NIVG' - Non-investment grade 'NOTR' - Non-rated 'NOAP' - Not applicable","\ncollateralization/postedCollateral/nonCash/security/creditQuality","collateralization/postedCollateral/nonCash/security/creditQuality/@creditQualityScheme\n\nfrom FpML (Source=SFTR) http://www.fpml.org/coding-scheme/sftr-credit-quality list",null,"Collateral","Collateral-90"]
[91,"Maturity of the security",null,"Maturity of the security used as collateral,","ISO 8601 date in the format YYYY-MM-DD","collateralization/postedCollateral/nonCash/security/maturity","xsd:date; YYYY-MM-DD\n",null,"Collateral","Collateral-91"]
[92,"Jurisdiction of the issuer",null,"Jurisdiction of the issuer of the security used as collateral. In case of securities issued by a foreign subsidiary, the jurisdiction of the ultimate parent company shall be reported or, if not known, jurisdiction of the subsidiary.","ISO 3166-1 alpha-2 country code 2 alphabetic characters","party/partyId"," party/partyId/@partyIdScheme\n\nfrom coding-scheme/external list (e.g. ISO 17442 LEI code)","\n- This issue is closed from FpML perspective, as FpML covers all the necessary fields. The mapped to party/partyId. The../security/bond/issuerPartyReference should be resolved to one of the <party> blocks, where partyId should be specified. In the <party> block, there is an ability to specify the “domicile” property as well as the “jurisdiction” with respect of a particular regulation. \n- If firms cannot get clarity from ESMA on this point, then the firms would need to adopt the industry best practice. \n","Collateral","Collateral-92"]
[93,"LEI of the issuer",null,"LEI of the issuer of the security used as collateral.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.","party/partyId"," party/partyId/@partyIdScheme\n\nfrom coding-scheme/external list (e.g. ISO 17442 LEI code)",null,"Collateral","Collateral-93"]
[94,"Collateral type",null,"Code that classifies the type of the security used as collateral","GOVS' - Government securities \n'SUNS' - Supra-nationals and agencies securities \n'FIDE' - Debt securities (including covered bonds) issued by banks and other financial institutions \n'NFID' - Corporate debt securities (including covered bonds) issued by non-financial institutions \n'SEPR' - Securitized products (including CDO, CMBS, ABCP) \n'MEQU' - Main index equities (including convertible bonds) 'OEQU' - Other equities (including convertible bonds) 'OTHR'- Other assets (including shares in mutual funds)","collateralization/postedCollateral/nonCash/security/instrumentType","securityLending/principal/security/instrumentType/@instrumentTypeScheme\n\n(Alt) URI for external list http://www.fpml.org/coding-scheme/external/esma-security-type, URI= https://www.iso20022.org\n\n","values from securityLending/security/instumentType/@instrumentTypeScheme external coding scheme\n with alternative list from URI=http://www.fpml.org/coding-scheme/external/esma-security-type the source URI point to https://www.iso20022.org. ESMA SFTR Security Type (e.g. 'GOVS' - Government securities; 'SUNS' - Supra-nationals and agencies securities;). Currently, the list of values is defined in ISO20022 Enum","Collateral","Collateral-94"]
[95,"Availability for collateral reuse ",null,"Indication whether the collateral taker can reuse the securities provided as a collateral","‘true’ \n‘false’","securityLending/collateralProvisions/eligibleForRehypothecation","True' / 'False'",null,"Collateral","Collateral-95"]
[96,"Collateral basket identifier",null,"If the collateral basket can be identified with an ISIN, the ISIN of the collateral basket.","ISO 6166 ISIN 12 character alphanumeric code, or 'NTAV'","collateralization/postedCollateral/nonCash/security/instrumentId","collateralization/postedCollateral/nonCash/security/instumentId/@instrumentIdScheme\n\ncoding-scheme/external list (e.g. ISO 6166 ISIN  code)",null,"Collateral","Collateral-96"]
[null,null,null,null,null,null,null,null,"Collateral","Collateral-"]
[97,"Portfolio code","Collateral portfolio code","If the transaction is cleared and is included in a portfolio of transactions for which margins are exchanged, this portfolio should be identified by a unique code determined by the reporting counterparty.","52 alphanumeric character code including four special characters: .- _. Special characters are not allowed at the beginning and at the end of the code. No space allowed.","collateralization/portfolioId","collateralization/portfolioId/@portfolioIdScheme\n\nNo coding scheme is defined. Values are implementation specific ",null,"Collateral","Collateral-97"]
[98,"Action type","Action type","Whether the report contains:","NEWT' - New \n'MODI' - Modification \n'VALU' - Valuation \n'COLU' - Collateral update \n'EROR' - Error \n'CORR' - Correction \n'ETRM' - Termination / Early Termination \n'POSC' - Position component","regulationSpecificInformation/sftr/actionType","regulationSpecificInformation/sftr/actionType/@actionTypeScheme\n\nvalues from FpML (Source=SFTR) coding scheme http://www.fpml.org/coding-scheme/sftr-action-type ",null,"Collateral","Collateral-98"]
[99,"Level","Level","Indication whether the report is done at trade or position level.","TCTN' - Transaction \n'PSTN' - Position","regulatorySpecificInformation/sftr/reportingLevel","regulatorySpecificInformation/sftr/reportingLevel/@reportingLevelScheme\n\nvalues from FpML coding scheme http://www.fpml.org/coding-scheme/reporting-level (e.g. Trade, Position)",null,"Collateral","Collateral-99"]

{"sheet":"Repo-New","index":3,"n_rows":97,"n_cols":10,"rows_kept":97,"cut":false,"hidden":false,"merged":[]}
["No","Field","Key Data Field","Details to be reported","Format ","FpML mapping","FpML format/values","FpML XAPWG Comments","Category","ID"]
[1,"Reporting timestamp","Reporting timestamp","Date and time of submission of the report to the trade repository.","ISO 8601 date in the format and Coordinated Universal \nTime (UTC) time format YYYY-MM-DDThh:mm:ssZ",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal",{"$f":"I2&\"-\"&A2","v":"Principal-1"}]
[2,"Report submitting entity","Report-submitting entity","Unique code identifying the entity which submits the report. In the case where submission of the report has been delegated to a third party or to the other counterparty, a unique code identifying that entity. ","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code.\n",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-2"]
[3,"Reporting counterparty","Counterparty 1 (reporting counterparty)","Unique code identifying the reporting counterparty ","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code.\n",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-3"]
[4,"Nature of the reporting counterparty","Nature of the reporting counterparty","Indicates if the reporting counterparty is a financial or non-financial counterparty","F' - Financial counterparty \n'N' - Non-financial counterparty ",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-4"]
[5,"Sector of the reporting counterparty","Corporate sector of the reporting counterparty","One or more codes that classify the nature of the Reporting Counterparty's business activities. If the reporting counterparty is a financial counterparty, all necessary codes included in the Taxonomy for financial counterparties and applying to that counterparty shall be reported. If the reporting counterparty is a non-financial counterparty, all necessary codes included in the Taxonomy for non-financial counterparties and applying to that counterparty shall be reported. Where more than one activity is reported, the codes shall be populated in order of the relative importance of the corresponding activities.","Taxonomy for Financial Counterparties: 'CDTI' - Credit institution authorized in accordance with Directive 2013/36/EU or Regulation (EU) No 1024/2013 or a third thirdcountry entity which would require authorisation or registration in accordance with that legislative act  'INVF' - Investment firm authorized in accordance with Directive 2014/65/EU or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'INUN' - Insurance undertaking authorized in accordance with Directive 2009/138/EC or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'AIFD' - AIF managed by AIFMs authorized or registered in accordance with Directive 2011/61/EU or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'ORPI' - Institution for occupational retirement provision authorized or registered in accordance with Directive 2003/41/EC or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'CCPS' - Central counterparty authorized in accordance with Regulation (EU) No 648/2012 or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'REIN' - Reinsurance undertaking authorized in accordance with Directive 2009/138/EC or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'CSDS' - Central securities depository authorized in accordance with Regulation (EU) No 909/2014 or a third third-country entity which would require authorisation or registration in accordance with that legislative act  'UCIT' - UCITS and its management company, authorized in accordance with Directive 2009/65/EC or a third third-country entity which would require authorisation or registration in accordance with that legislative act  Taxonomy for Non-Financial Counterparties. The categories below correspond to the main sections of NACE classification as defined in Regulation (EC) No 1893/2006  'A' - Agriculture, forestry and fishing 'B' - Mining and quarrying 'C' - Manufacturing 'D' - Electricity, gas, steam and air conditioning supply 'E' - Water supply, sewerage, waste management and remediation activities 'F' - Construction 'G' - Wholesale and retail trade, repair of motor vehicles and motorcycles 'H' - Transportation and storage 'I' - Accommodation and food service activities 'J' - Information and communication 'K' - Financial and insurance activities 'L' - Real estate activities 'M' - Professional, scientific and technical activities 'N' - Administrative and support service activities 'O' - Public administration and defence; compulsory social security 'P' - Education 'Q' - Human health and social work activities 'R' - Arts, entertainment and recreation 'S' - Other service activities 'T' - Activities of households as employers; undifferentiated goods – and services –producing activities of households for own use 'U' - Activities of extraterritorial organizations and bodies ",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-5"]
[6,"Additional sector classification",null,"In the case where the reporting counterparty is an  Undertaking for Collective Investment in Transferable Securities (UCITS) or Alternative Investment Fund (AIF),  a code that determines whether it is an Exchange-Traded Fund (ETF) or a Money Market Fund (MMF). In the case where the reporting counterparty is an Alternative Investment Fund (AIF) or a non-financial counterparty undertaking financial and insurance activities or real estate activities, a code that determines whether it is a Real Estate Investment Trust (REIT).","ETFT' - ETF \n'MMFT' - MMF \n'REIT' - REIT \n'OTHR' – Other ",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-6"]
[7,"Branch of the reporting counterparty",null,"When the Reporting Counterparty concludes an SFT through a branch office, the LEI of the branch. Until the LEI for branches is endorsed by ESMA, the code of the country where the branch is located shall be reported.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code or ISO 3166-1 alpha-2  country code 2 alphabetic characters ",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-7"]
[8,"Branch of the other counterparty",null,"When the Other Counterparty concludes an SFT through a branch office, the LEI of the branch. Until the LEI for branches is endorsed by ESMA, the code of the country where the branch is located shall be reported.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code or ISO 3166-1 alpha-2  country code 2 alphabetic characters ",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-8"]
[9,"Counterparty side","Direction","Identifies whether the reporting counterparty is a collateral provider  or a collateral taker in accordance with the Article 4 of the [ITS]","TAKE' - Collateral taker\n'GIVE' - Collateral provider",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-9"]
[10,"Entity responsible for the report",null,"In the case where a financial counterparty is responsible for reporting on behalf of the other counterparty in accordance with Article 4(3) of  Regulation (EU) No 2365/2015, the unique code identifying that counterparty. In the case where a management company is responsible for reporting on behalf of an Undertaking for Collective Investment in Transferable Securities (UCITS) in accordance with Article 4(3) of Regulation (EU) No 2365/2015, the unique code identifying that management company. In the case where an Alternative Investment Fund Manager (AIFM) is responsible for reporting on behalf of an Alternative Investment Fund (AIF) in accordance with Article 4(3) of Regulation (EU) No 2365/2015, the unique code identifying that AIFM.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character\ncode.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-10"]
[11,"Other counterparty","Counterparty 2","Unique code identifying the entity with which the reporting counterparty concluded the SFT. In case of a private individual a client code shall be used in a consistent manner.  ","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code. Client code (up to 50 alphanumeric characters).",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-11"]
[12,"Country of the other Counterparty","Jurisdiction of nonreporting counterparty","The code of country where the registered office of the other counterparty is located or country of residence in case that the other counterparty is a natural person. ","ISO 3166-1 alpha-2 country code 2 alphabetic characters",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-12"]
[13,"Beneficiary","Beneficiary 1","If the beneficiary of the contract is not a counterparty to this contract, the reporting counterparty has to identify this beneficiary by a unique code or, in case of a private individual, by a client code used in a consistent manner as assigned by the legal entity used by the private individual.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code. Client code (up to 50 alphanumeric characters).",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-13"]
[14,"Tri-party agent ",null,"Unique code identifying the third party to which the Reporting Counterparty has outsourced the post-trade processing of an SFT. When no tri-party agent is used, this information shall not be provided.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-14"]
[15,"Broker","Broker of counterparty 1","The unique code of the entity that acts as intermediary for the reporting counterparty without becoming a counterparty to the SFT itself. For securities lending transactions, broker does not include the agent lender.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-15"]
[16,"Clearing member ","Clearing member","In the case where the trade is cleared, the responsible clearing member shall be identified in this field by a unique code ","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-16"]
[17,"CSD participant or indirect participant",null,"The unique code of the - CSD participant or indirect participant of the reporting counterparty In the case where both CSD participant and indirect participant are involved in the transaction, the indirect participant shall be identified in this field. This field is not applicable for commodities.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-17"]
[18,"Agent lender",null,"The unique code of the agent lender involved in the securities lending transaction","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Principal","Principal-18"]
[1,"Unique Transaction Identifier (UTI)","Unique transaction identifier (UTI)","The unique reference assigned to the SFT to identify the trade.","Up to 52 alphanumeric character code including four special characters: Only upper-case alphabetic characters A–Z and the digits 0–9, inclusive in both cases, are allowed.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-1"]
[2,"Report tracking number","Report tracking number","In the case of transactions resulting from clearing, the prior UTI, i.e. UTI of original bilateral transaction. The prior-UTI is not required to be reported by counterparties that are CCPs that cleared the SFT.\nWhere an SFT was executed on a trading venue and cleared on the same day, a number generated by the trading venue and unique to that execution. ","Up to 52 alphanumeric character code including four special characters: Only upper-case alphabetic characters A–Z and the digits 0–9, inclusive in both cases, are allowed.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-2"]
[3,"Event date","Event timestamp","Date on which the reportable event pertaining to the SFT and captured by the report took place. In the case of Action Types \"Valuation update\", \"Collateral update\", “Reuse update”, “Margin update”, the date for which the information contained in the report is provided.","ISO 8601 date in the format YYYY-MMDD",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-3"]
[4,"Type of SFT",null,"Specifies the type of SFT transaction as defined under Article 3(7)-3(10) of Regulation (EU) No 2365/2015","SLEB' - securities or commodities lending or securities or commodities borrowing\n'SBSC' - buy-sell back transaction or sell-buy back transaction \n'REPO' - repurchase transaction \n'MGLD' - margin lending transaction",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-4"]
[5,"Cleared ","Cleared","Indicates, whether central clearing has taken place. ","‘true’ \n‘false’",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-5"]
[6,"Clearing timestamp","Clearing receipt timestamp","Time and date when clearing took place.","ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-6"]
[7,"CCP","Central counterparty","In the case of a contract that has been cleared, the unique code for the CCP that has cleared the contract","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-7"]
[8,"Trading venue","Platform identifier","The venue of execution shall be identified by a unique code for this venue.","ISO 10383 Market Identifier Code (MIC), 4 alphanumeric characters. Where segmental MICs exist for a trading venue, the segmental MIC shall be used.",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-8"]
[9,"Master agreement type","Master agreement type","Reference to master agreement under which the counterparties concluded a documented SFT.","‘MRAA' - MRA \n'GMRA' – GMRA \n'MSLA' - MSLA \n'GMSL' - GMSLA \n'ISDA' - ISDA \n'DERP' - Deutscher Rahmenvertrag für Wertpapierpensionsgeschäfte \n'CNBR' - China Bond Repurchase Master Agreement,\n‘KRRA’ - Korea Financial Investment Association (KOFIA) Standard Repurchase Agreement \n'CARA' - Investment Industry Regulatory Organization of Canada (IIROC) Repurchase/Reverse Repurchase Transaction Agreement \n'FRFB' - Convention-Cadre Relative aux Operations de Pensions Livrees, \n'CHRA' -Swiss Master Repurchase Agreement \n'DEMA' - German Master Agreement \n'JPBR' - Japanese Master Agreement on the Transaction with Repurchase Agreement of the Bonds \n'ESRA' - Contrato Marco de compraventa y Reporto de valores 'OSLA' - Overseas Securities Lending Agreement (OSLA) \n'MEFI' - Master Equity and Fixed Interest Stock Lending Agreement (MEFISLA)\n'GESL' - Gilt Edged Stock Lending Agreement (GESLA) \n'KRSL' - Korean Securities Lending Agreement (KOSLA) \n'DERD' - Deutscher Rahmenvertrag für Wertpapierdarlehen 'AUSL' - Australian Masters Securities Lending Agreement (AMSLA) \n'JPBL' - Japanese Master Agreement on Lending Transaction of Bonds \n'JPSL' - Japanese Master Agreement on the Borrowing and Lending Transactions of Share Certificates \n'BIAG' - bilateral agreement\n‘CSDA’ - CSD bilateral agreement Or \n'OTHR' if the master agreement type is not included in the above list",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-9"]
[10,"Other master agreement type",null,"The name of the Master Agreement, this field should only be filled in where \"OTHR\" is reported in the Master agreement type field","Up to 50 alphanumeric characters",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-10"]
[11,"Master agreement version",null,"Reference to the year of the master agreement version used for the reported trade, if applicable (e.g. 1992, 2002, etc.)","ISO 8601 date in the format YYYY",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-11"]
[12,"Execution timestamp","Execution timestamp","Date and time when the SFT was executed.","ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ",null,null,"Reporting specific or regarding general economics/documentation, does not need to be accounted for in the SFT product model","Collateral","Collateral-12"]
[13,"Value date (Start date)","Effective Date","Date on which the counterparties contractually agree the exchange of cash, securities, or commodities versus collateral for the opening leg (spot leg) of the securities financing transaction.","ISO 8601 date in the format YYYY-MMDD","repo/nearLeg/settlementDate/adjustableDate/adjustedDate","YYYY-MM-DD",null,"Collateral","Collateral-13"]
[14,"Maturity date (End date)","Expiration date (Contract or obligation end date)","Date on which the counterparties contractually agree the exchange of cash, securities, or commodities versus collateral for the closing leg (forward leg) of the secured financing transaction. This information shall not be reported for open term repos.","ISO 8601 date in the format YYYY-MMDD","repo/farLeg/settlementDate/adjustableDate/adjustedDate","YYYY-MM-DD",null,"Collateral","Collateral-14"]
[16,"Minimum notice period",null,"The minimum number of business days that one of the counterparties has to inform about the termination of the transaction.","Integer field up to 3 digits","repo/noticePeriod/periodMultiplier\nand /repo/noticePeriod/period\nor\nrepo/partyNoticePeriod/noticePeriod/periodMultiplier\nand /repo/partyNoticePeriod/noticePeriod/period",null,null,"Collateral",{"$f":"I34&\"-\"&A34","v":"Collateral-16"}]
[17,"Earliest call-back date",null,"The earliest date that the cash lender has the right to call back a portion of the funds or to terminate the transaction","ISO 8601 date in the format YYYY-MMDD","repo/earliestCallDate/adjustableDate/unadjustedDate","YYYY-MM-DD",null,"Collateral","Collateral-17"]
[18,"General collateral indicator",null,"Indication whether the secured financing transaction is subject to a general collateral arrangement. In the case of a securities lending transaction, the field refers to the securities provided as a collateral, and not to the security on loan.","’SPEC’ - specific collateral \n‘GENE’ - general collateral","repo/generalCollateral","If generalCollateral = ‘True’, it is ‘GENE’ (general collateral). If generalCollateral = ‘False’, it is ’SPEC’ (specific collateral)”","Business Rules: if repo/triParty/triPartyAgent presents, generalCollateral = ‘True’. Rationale: the business rule covers the cases where a trade is flagged as triparty.\n","Collateral","Collateral-18"]
[19,"DBV indicator",null,"This field specifies whether the transaction was settled using the Delivery-by-Value (DBV)  mechanism ","‘true’ \n‘false’","repo/triParty/deliveryByValue","True' / 'False'",null,"Collateral","Collateral-19"]
[20,"Method used to provide collateral",null,"Indication whether the collateral is subject to a title transfer collateral arrangement, a securities  financial collateral arrangement, or a securities  financial with the right of use.","TTCA'- title transfer collateral arrangement\n'SICA'- securities financial collateral arrangement \n'SIUR'- securities financial with the right of use","repo/collateralArrangement","with values from repo/collateralArrangement/@collateralArrangementScheme this list: http://www.fpml.org/coding-scheme/collateral-arrangement ",null,"Collateral","Collateral-20"]
[21,"Open term",null,"Indication whether the transaction is open term or, i.e. has no fixed maturity date, or fixed term with a contractually agreed maturity date.","‘true’ \n‘false’","repo/duration","values from RepoDurationEnum list ( 'Open' / 'Term' / 'Overnight')",null,"Collateral","Collateral-21"]
[22,"Termination optionality",null,"A code specifying whether the transaction is an evergreen or extendable SFT.","‘EGRN’ - evergreen \n‘ETSB’ - extendable","repo/extensionStyle","values from ExtensionStyleEnum list ( \"Evergreen\" / \"Extendable\" )","Business Rules: repo/extensionStyle exists if repo/duration = Open\n","Collateral","Collateral-22"]
[23,"Fixed rate",null,"In the case of repos, the annualized interest rate on the principal amount of the repurchase transaction in accordance with the day count conventions","Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented as “100”. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","repo/fixedRateSchedule/initialValue","xsd:decimal",null,"Collateral","Collateral-23"]
[24,"Day count convention",null,"The method for calculating the accrued interest on the principal amount for a fixed  rate","The code representing day count convention: \n‘A001’ - IC30360ISDAor30360AmericanBasicRule \n‘A002’ - IC30365 \n‘A003’ - IC30Actual \n‘A004’ - Actual360 \n‘A005’ - Actual365Fixed \n‘A006’ - ActualActualICMA \n‘A007’ - IC30E360orEuroBondBasismodel1 \n‘A008’ - ActualActualISDA \n‘A009’ - Actual365LorActuActubasisRule \n‘A010’ - ActualActualAFB \n‘A011’ - IC30360ICMAor30360basicrule \n‘A012’ - IC30E2360orEurobondbasismodel2 \n‘A013’ - IC30E3360orEurobondbasismodel3 \n‘A014’ - Actual365NL \nOr up to 35 alphanumeric characters if the day count convention is not included in the above list.","repo/dayCountFraction","values from repo/datCountFraction/@dayCountFractionScheme list http://www.fpml.org/coding-scheme/day-count-fraction",null,"Collateral","Collateral-24"]
[25,"Floating rate",null,"An indication of the reference interest rate used which is reset at predetermined intervals by reference to a market reference rate, if applicable.","The code representing the floating rate index \n‘EONA’ - EONIA \n‘EONS’ - EONIA SWAP \n‘EURI’ - EURIBOR \n‘EUUS’ - EURODOLLAR \n‘EUCH’ - EuroSwiss \n‘GCFR’ - GCF REPO \n‘ISDA’ - ISDAFIX \n’LIBI’ - LIBID \n‘LIBO’ - LIBOR \n‘MAAA’ - Muni AAA \n‘PFAN’ - Pfandbriefe \n‘TIBO’ - TIBOR \n‘STBO’ - STIBOR \n‘BBSW’ - BBSW \n‘JIBA’ - JIBAR \n‘BUBO’ - BUBOR \n‘CDOR’ - CDOR \n‘CIBO’ - CIBOR \n‘MOSP’ - MOSPRIM \n‘NIBO’ - NIBOR \n‘PRBO’ - PRIBOR \n‘TLBO’ - TELBOR \n‘WIBO’ - WIBOR \n‘TREA’ - Treasury \n‘SWAP’ - SWAP\n‘FUSW’ - Future SWAP Or up to 25 alphanumeric characters if the reference rate is not included in the above list","repo/floatingRateCalculation/floatingRateIndex","repo/floatingRateCalculation/floatingRateIndex/@floatingRateIndexScheme\n\nvalues from FpML coding scheme list http://www.fpml.org/coding-scheme/floating-rate-index",null,"Collateral","Collateral-25"]
[26,"Floating rate reference period - time period",null,"Time period describing reference period of the floating rate. ","Time period describing reference period, whereby the following\nabbreviations apply:\n'YEAR' - Year\n'MNTH' - Month\n'WEEK' - Week\n'DAYS' - Day","repo/floatingRateCalculation/indexTenor/period","values from PeriodEnum list (D, W, M, Y, T)",null,"Collateral","Collateral-26"]
[27,"Floating rate reference period - multiplier","Notional amount","Multiplier of the time period describing reference period of the floating rate.","Integer multiplier of the time period describing reference period of\nthe floating rate.\nUp to 3 numeric characters.","repo/floatingRateCalculation/indexTenor/periodMultiplier","xsd:integer",null,"Collateral","Collateral-27"]
[28,"Floating rate payment","Quantity unit of measure","Time period describing frequency of payments for the floating rate.","Time period describing reference period, whereby the following abbreviations apply:\n'YEAR' - Year \n'MNTH' - Month \n'WEEK' - Week \n'DAYS' - Day","repo/rebatePaymentFrequency/period","values from PeriodEnum list (D, W, M, Y, T)","Business rule: repo/rebatePaymentFrequency exists if repo/floatingRateCalculation exists","Collateral","Collateral-28"]
[29,"Floating rate payment","Notional Currency","Multiplier of the time period describing frequency of payments for the floating rate.","Integer multiplier of the time period describing how often the counterparties exchange payments. Up to 3 numeric characters.","repo/rebatePaymentFrequency/periodMultiplier","xsd:integer",null,"Collateral","Collateral-29"]
[30,"Floating rate reset","Price","Time period describing frequency of the floating rate resets.","Time period describing how often the counterparties reset the floating repo rate, whereby the following abbreviations apply: 'YEAR' - Year \n'MNTH' - Month \n'WEEK' - Week \n'DAYS' - Day","repo/resetFrequency/period","values from PeriodEnum list (D, W, M, Y, T)",null,"Collateral","Collateral-30"]
[31,"Floating rate reset","Price currency","Multiplier of the time period describing frequency of the floating rate resets.","Integer multiplier of the time period describing how often the counterparties reset the floating repo rate. Up to 3 numeric characters.","repo/resetFrequency/periodMultiplier","xsd:integer",null,"Collateral","Collateral-31"]
[32,"Spread",null,"The number of basis points to be added to or subtracted from the floating interest rate in order to determine the interest rate of the loan","Up to 5 numeric characters.","floatingRateCalculation/spreadSchedule/initialValue",null,null,"Collateral","Collateral-32"]
[35,"Adjusted rate",null,"This reporting attribute specifies the rate as determined by the rate schedule ","Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented as “100”. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","for fixed rate:  repo/fixedRateSchedule/stepValue or \nfor floating rate: repo/floatingRatecalculation/initialRate ","xsd:decimal","XAPWG Guidance for reporting floating rate: \no As typical market practice to recognize a re-rate event is by termination of the repo contract at the old rate, and the booking of a contiguous repo at the new rate - giving rise to a so-called interlife chain of contracts. Then reporting of a reset would be triggered by the booking of the new repo with a “Rerate” reason code (or similar).\no The re-rate event is recognized by termination of the repo contract at the old rate, and the booking of a contiguous repo at the new rate, creating, so-called, interlife chain of contracts. The reporting of a reset would be triggered by the booking of the new repo with a “Rerate” reason code (or similar).\no In the interlife event, the starting rate for the main duration period can be captured in repo floating rate calculation’s initial value. The date when the rate comes into effect is the near settlement date on a new repo. For the historic rate, to look at the previous trade.\n","Collateral","Collateral-35"]
[36,"Rate date",null,"This reporting attribute specifies date as of which the rate is effective.","ISO 8601 date in the format YYYY-MM-DD","for fixed rate: repo/fixedRateSchedule/stepDate or\nfor floating rate: repo/nearLeg/settlementDate/adjustableDate/unadjustedDate \n","YYYY-MM-DD","XAPWG Guidance for reporting floating rate: \no As typical market practice to recognize a re-rate event is by termination of the repo contract at the old rate, and the booking of a contiguous repo at the new rate - giving rise to a so-called interlife chain of contracts. Then reporting of a reset would be triggered by the booking of the new repo with a “Rerate” reason code (or similar).\no The re-rate event is recognized by termination of the repo contract at the old rate, and the booking of a contiguous repo at the new rate, creating, so-called, interlife chain of contracts. The reporting of a reset would be triggered by the booking of the new repo with a “Rerate” reason code (or similar).\no In the interlife event, the starting rate for the main duration period can be captured in repo floating rate calculation’s initial value. The date when the rate comes into effect is the near settlement date on a new repo. For the historic rate, to look at the previous trade.\n","Collateral","Collateral-36"]
[37,"Principal amount on value date",null,"Cash value to be settled as of the value date of the transaction. ","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","repo/nearLeg/settlementAmount/amount",null,null,"Collateral","Collateral-37"]
[38,"Principal amount on maturity date",null,"Cash value to be settled as of the maturity date of the transaction.","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","repo/farLeg/settlementAmount/amount",null,null,"Collateral","Collateral-38"]
[39,"Principal amount currency",null,"Currency of the principal amount ","ISO 4217 Currency Code, 3 alphabetic characters","repo/nearLeg/settlementAmount/currency",null,null,"Collateral","Collateral-39"]
[73,"Collateralisation of net exposure",null,"Indicates whether the collateral has been provided for a net exposure, rather than for a single transaction.","‘true’ \n‘false’","collateralization/collateralizedExposureGrouping","/collateralization/collateralizedExposureGrouping/@collateralizedExposureGroupingScheme\n\nthe values from FpML coding-scheme list  http://www.fpml.org/coding-scheme/collateralized-exposure-groupingl\n\n'True' = 'Net' otherwise 'False'",null,"Collateral","Collateral-73"]
[74,"Value date of the collateral",null,"Where trades have been collateralised on a net exposure basis, the latest value date contained in the netting set of SFTs, considering all transactions for which the collateral was provided.","ISO 8601 date in the format YYYY-MMDD","/collateralization/postedCollateral/valueDate","xsd:date; YYYY-MM-DD",null,"Collateral","Collateral-74"]
[75,"Type of collateral component",null,"Indication of the type of collateral component","SECU' - Securities \n'COMM' - Commodities (only for repos and buy-sell backs) 'CASH' - Cash","repo/bond or repo/convertableBond, or repo/equity, or repo/security, or repo/triparty/collateralType","Value is always  'SECU' \nrepo/bond or repo/convertableBond, or repo/equity, or repo/security (structurally, will mean  “Type of collateral component” = 'SECU' ), or repo/triparty/collateralType (should have ‘SECU’ as value) ",null,"Collateral","Collateral-75"]
[76,"Cash collateral amount",null,"Amount of funds provided as collateral for borrowing the securities or commodities.","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","N/A","N/A","The SFTR fields 76 and 77 are not applicable to Repo","Collateral","Collateral-76"]
[77,"Cash collateral currency",null,"Currency of the cash collateral","ISO 4217 Currency Code, 3 alphabetic characters","N/A","N/A","The SFTR fields 76 and 77 are not applicable to Repo","Collateral","Collateral-77"]
[78,"Identification of a security used as collateral",null,"Identifier of the security used as collateral.","ISO 6166 ISIN 12 character alphanumeric code","repo/bond/instrumentId or repo/convertableBond/instrumentId or repo/equity/instrumentId","repo/bond/instrumentId/@instrumentIdScheme or repo/convertableBond/instrumentId/@instrumentIdScheme or repo/equity/instrumentId/@instrumentIdScheme\n\ncoding-scheme/external list (e.g. ISO 6166 ISIN  code)",null,"Collateral","Collateral-78"]
[79,"Classification of a security used as collateral",null,"CFI code of the security used as collateral.","ISO 10692 CFI, 6 characters alphabetical code","repo/bond/instrumentType, or repo/convertableBond/instrumentType, or repo/equity/instrumentType","A new external instrumentTypeScheme coding scheme URI is created  \n- http://www.fpml.org/coding-scheme/external/iso10962",null,"Collateral","Collateral-79"]
[80,"Base product",null,"Base product as specified in the classification of commodities table.","Only values in the 'Base product' column of the classification of commodities derivatives table are allowed.",null,null,"Commodity will not be covered in the FpML Repo product","Collateral","Collateral-80"]
[81,"Sub - product ",null,"The sub - product as specified in the classification of commodities table.","Only values in the 'Sub - product' column of the classification of commodities derivatives table are allowed are allowed.",null,null,"Commodity will not be covered in the FpML Repo product","Collateral","Collateral-81"]
[82,"Further sub - product ",null,"The further sub - product as specified in the classification of commodities table.","Only values in the 'Further sub - product' of the classification of commodities derivatives table are allowed.",null,null,"Commodity will not be covered in the FpML Repo product","Collateral","Collateral-82"]
[83,"Collateral quantity or nominal amount",null,"Quantity or nominal amount of the security or commodity used as collateral","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","repo/nearLeg/collateral/nominalAmount/amount or  repo/nearLeg/collateral/quantity or  repo/nearLeg/collateral/numberOfUnits",null,"Commodity will not be covered in the FpML Repo product\n\n","Collateral",{"$f":"I66&\"-\"&A66","v":"Collateral-83"}]
[84,"Collateral unit of measure",null,"Unit of measure in which the collateral quantity is expressed. This field is applicable to commodities.","KILO' - Kilogram, 'PIEC' - Piece, 'TONS' - Ton, 'METR' - Metre, 'INCH' - Inch, 'YARD' - Yard, 'GBGA' - GBGallon, 'GRAM' - Gram, 'CMET' - Centimetre, 'SMET' - SquareMetre, 'FOOT' - Foot, 'MILE' - Mile, 'SQIN' - SquareInch, 'SQFO' - SquareFoot, 'SQMI' - SquareMile, 'GBOU' - GBOunce, 'USOU' - USOunce, 'GBPI' - GBPint, 'USPI' - USPint, 'GBQA' - GBQuart, 'USQA' - USQuart, 'USGA' - USGallon, 'MMET' - Millimetre, 'KMET' - Kilometre, 'SQYA' - SquareYard, 'ACRE' - Acre, 'ARES' - Are, 'SMIL' - SquareMillimetre, 'SCMT' - SquareCentimetre, 'HECT' - Hectare, 'SQKI' - SquareKilometre, 'MILI' - MilliLitre, 'CELI' - Centilitre, 'LITR' - Litre, 'PUND' - Pound, 'ALOW' - Allowances, 'ACCY' - AmountOfCurrency, 'BARL' - Barrels, 'BCUF' - BillionCubicFeet, 'BDFT' - BoardFeet, 'BUSL' - Bushels, 'CEER' - CertifiedEmissionsReduction, 'CLRT' - ClimateReserveTonnes, 'CBME' - CubicMeters, 'DAYS' - Days, 'DMET' - DryMetricTons, 'ENVC' - EnvironmentalCredit, 'ENVO' - EnvironmentalOffset, 'HUWG' - Hundredweight, 'KWDC' - KilowattDayCapacity, 'KWHO' - KilowattHours, 'KWHC' - KilowattHoursCapacity, 'KMOC' - KilowattMinuteCapacity, 'KWMC' - KilowattMonthCapacity, 'KWYC' - KilowattYearCapacity, 'MWDC' - MegawattDayCapacity, 'MWHO' - MegawattHours, 'MWHC' - MegawattHoursCapacity, 'MWMC' - MegawattMinuteCapacity, 'MMOC' - MegawattMonthCapacity, 'MWYC' - MegawattYearCapacity, 'TONE' - MetricTons, 'MIBA' - MillionBarrels, 'MBTU' - OneMillionBTU, 'OZTR' - TroyOunces, 'UCWT' - USHundredweight, 'IPNT' - IndexPoint, 'PWRD' - PrincipalWithRelationToDebtInstrument, 'DGEU' - DieselGallonEquivalent, 'GGEU' - GasolineGallonEquivalent, 'TOCD' - TonsOfCarbonDioxide,",null,null,"Commodity will not be covered in the FpML Repo product","Collateral","Collateral-84"]
[85,"Currency of collateral nominal amount",null,"In the case where collateral nominal amount is provided, the currency of the nominal amount shall be populated in this field.","ISO 4217 Currency Code, 3 alphabetic characters","repo/nearLeg/collateral/nominalAmount/currency or repo/nearLeg/collateral/unitPrice/currency","values from coding-scheme/external list (e.g. ISO 4217 Currency code)",null,"Collateral","Collateral-85"]
[86,"Price currency",null,"Currency of the price of the collateral component ","ISO 4217 Currency Code, 3 alphabetic characters","repo/nearLeg/collateral/nominalAmount/currency or repo/nearLeg/collateral/unitPrice/currency","values from coding-scheme/external list (e.g. ISO 4217 Currency code)",null,"Collateral","Collateral-86"]
[87,"Price per unit","Collateral portfolio indicator","Price of unit of collateral component, including accrued interest for interest-bearing securities, used to value the security or commodity .","Up to 18 numeric characters including up to 5 decimals in case the price is expressed in units. Up to 11 numeric characters including up to 10 decimals in case the price is expressed as percentage or yield The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","repo/nearLeg/collateral/dirtyPrice or repo/nearLeg/collateral/unitPrice/amount",null,null,"Collateral","Collateral-87"]
[88,"Collateral market value",null,"Fair value of the individual collateral component expressed in price currency.","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","for bond:\nrepo/nearLeg/collateral/nominalAmount or\nrepo/nearLeg/collateral/quantity and repo/nearLeg/collateral/dirtyPrice\nfor equity:\nrepo/nearLeg/collateral/numberOfUnit and repo/nearLeg/collateral/unitPrice\nfor day-by-day valuation if supported: quote/value",null,null,"Collateral","Collateral-88"]
[89,"Haircut or margin",null,"For repos and buy-sell backs: collateral haircut, a risk control measure applied to underlying collateral at ISIN level whereby the value of that underlying collateral is calculated as the market value of the assets reduced by a certain percentage.","Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented as “100”. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","repo/initialMargin/margin/haircut or \nrepo/initialMargin/margin/marginRatio","xsd:decimal",null,"Collateral","Collateral-89"]
[90,"Collateral quality",null,"Code that classifies the risk of the security used as collateral","'INVG' - Investment grade 'NIVG' - Non-investment grade 'NOTR' - Non-rated 'NOAP' - Not applicable","repo/bond/creditQuality or repo/convertibleBond/creditQuality, or repo/security/creditQuality","repo/bond/creditQuality/@creditQualityScheme or repo/convertibleBond/creditQuality/@creditQualityScheme\n\nfrom FpML (Source=SFTR) http://www.fpml.org/coding-scheme/sftr-credit-quality list",null,"Collateral","Collateral-90"]
[91,"Maturity of the security",null,"Maturity of the security used as collateral,","ISO 8601 date in the format YYYY-MM-DD","repo/bond/maturity\nrepo/convertableBond/maturity","xsd:date; YYYY-MM-DD\n",null,"Collateral","Collateral-91"]
[92,"Jurisdiction of the issuer",null,"Jurisdiction of the issuer of the security used as collateral. In case of securities issued by a foreign subsidiary, the jurisdiction of the ultimate parent company shall be reported or, if not known, jurisdiction of the subsidiary.","ISO 3166-1 alpha-2 country code 2 alphabetic characters","party/partyId"," party/partyId/@partyIdScheme\n\nfrom coding-scheme/external list (e.g. ISO 17442 LEI code)"," The../security/bond/issuerPartyReference should be resolved to one of the <party> blocks, where partyId should be specified. In the <party> block, there is an ability to specify the “domicile” property as well as the “jurisdiction” with respect of a particular regulation. \n- If firms cannot get clarity from ESMA on this point, then the firms would need to adopt the industry best practice.","Collateral","Collateral-92"]
[93,"LEI of the issuer",null,"LEI of the issuer of the security used as collateral.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.","party/partyId"," party/partyId/@partyIdScheme\n\nfrom coding-scheme/external list (e.g. ISO 17442 LEI code)",null,"Collateral","Collateral-93"]
[94,"Collateral type",null,"Code that classifies the type of the security used as collateral","GOVS' - Government securities \n'SUNS' - Supra-nationals and agencies securities \n'FIDE' - Debt securities (including covered bonds) issued by banks and other financial institutions \n'NFID' - Corporate debt securities (including covered bonds) issued by non-financial institutions \n'SEPR' - Securitized products (including CDO, CMBS, ABCP) \n'MEQU' - Main index equities (including convertible bonds) 'OEQU' - Other equities (including convertible bonds) 'OTHR'- Other assets (including shares in mutual funds)","repo/bond/instrumentType, or repo/convertableBond/instrumentType, or repo/equity/instrumentType","A new external instrumentTypeScheme coding scheme URI is created  \n with alternative list from URI=http://www.fpml.org/coding-scheme/external/esma-security-type the source URI=https://www.iso20022.org","A  external instrumentTypeScheme coding scheme URI is created  \n with alternative list from URI=http://www.fpml.org/coding-scheme/external/esma-security-type the source URI point to https://www.iso20022.org. ESMA SFTR Security Type (e.g. 'GOVS' - Government securities; 'SUNS' - Supra-nationals and agencies securities;). Currently, the list of values is defined in ISO20022 Enum\n","Collateral","Collateral-94"]
[95,"Availability for collateral reuse ",null,"Indication whether the collateral taker can reuse the securities provided as a collateral","‘true’ \n‘false’","repo/eligibleForRehypothecation","True' / 'False'",null,"Collateral","Collateral-95"]
[96,"Collateral basket identifier",null,"If the collateral basket can be identified with an ISIN, the ISIN of the collateral basket.","ISO 6166 ISIN 12 character alphanumeric code, or 'NTAV'","repo/security/instrumentId or \n repo/bond/instrumentId or repo/convertableBond/instrumentId or repo/equity/instrumentId","../instumentId/@instrumentIdScheme\ncoding-scheme/external list (e.g. ISO 6166 ISIN  code)",null,"Collateral","Collateral-96"]
[97,"Portfolio code",null,"If the transaction is cleared and is included in a portfolio of transactions for which margins are exchanged, this portfolio should be identified by a unique code determined by the reporting counterparty.","52 alphanumeric character code including four special characters: .- _. Special characters are not allowed at the beginning and at the end of the code. No space allowed.","collateralization/portfolioId \n(alternative mapping  trade/tradeheader/partyTradeInformation/collateralPortfolio)","collateralization/portfolioId/@portfolioIdScheme\nNo coding scheme is defined. Values are implementation specific ","Gap. Not a product field. \nNote, in sec lending we created\ncollateralization/portfolioId/@portfolioIdScheme\nNo coding scheme is defined. Values are implementation specific \nSame for Repo\n2019-10-16\n- Proposed FpML mapping: collateralization/portfolioId (alternative mapping  trade/tradeheader/partyTradeInformation/collateralPortfolio)\n2019-10-23\n- The group agreed to SFTR Field 97 to  FpML fields: collateralization/portfolioId (alternative mapping  trade/tradeheader/partyTradeInformation/collateralPortfolio)\n","Collateral","Collateral-97"]
[98,"Action type",null,"Whether the report contains:","NEWT' - New \n'MODI' - Modification \n'VALU' - Valuation \n'COLU' - Collateral update \n'EROR' - Error \n'CORR' - Correction \n'ETRM' - Termination / Early Termination \n'POSC' - Position component","regulatoryDisclosuer/regulationSpecificInformation/sftr/actionType","values from FpML (Source=SFTR) actionTypeScheme coding scheme http://www.fpml.org/coding-scheme/sftr-action-type ",null,"Collateral","Collateral-98"]
[99,"Level",null,"Indication whether the report is done at trade or position level.","TCTN' - Transaction \n'PSTN' - Position","regulatoryDisclosuer/regulatorySpecificInformation/sftr/reportingLevel","values from FpML reportingLevelScheme coding scheme http://www.fpml.org/coding-scheme/reporting-level (e.g. Trade, Position)",null,"Collateral","Collateral-99"]
[null,null,null,null,null,null,null,null,"Collateral","Collateral-"]
[null,null,null,null,null,null,null,null,"Collateral","Collateral-"]
[null,null,"Value of collateral",null,null,null,null,null,"Collateral","Collateral-"]
[null,null,null,null,null,null,null,null,"Collateral","Collateral-"]
[null,null,null,null,null,null,null,null,"Collateral","Collateral-"]
[null,null,null,null,null,null,null,null,"Collateral","Collateral-"]
[null,null,null,null,null,null,null,null,"Collateral","Collateral-"]
[null,null,null,null,null,null,null,null,"Collateral","Collateral-"]
[null,null,null,null,null,null,null,null,"Collateral","Collateral-"]
[null,null,null,null,null,null,null,null,"Collateral","Collateral-"]
[null,null,null,null,null,null,null,null,"Collateral","Collateral-"]
[null,null,null,null,null,null,null,null,"Collateral","Collateral-"]
[null,null,"Collateral portfolio code",null,null,null,null,null,"Collateral","Collateral-"]
[null,null,"Action type",null,null,null,null,null,"Collateral","Collateral-"]
[null,null,"Level",null,null,null,null,null,"Collateral","Collateral-"]

{"sheet":"Margins","index":4,"n_rows":32,"n_cols":9,"rows_kept":32,"cut":false,"hidden":false,"merged":[[2,0,2,3],[25,3,26,3],[28,3,29,3],[31,3,34,3],[10,3,12,3],[13,3,14,3],[16,3,17,3],[19,3,20,3],[22,3,23,3],[10,1,12,1],[13,0,14,0],[13,1,14,1],[16,0,17,0],[16,1,17,1],[10,0,12,0],[25,2,26,2],[28,0,29,0],[28,1,29,1],[31,0,34,0],[31,1,34,1],[31,4,34,4],[28,2,29,2],[31,2,34,2],[19,0,20,0],[19,1,20,1],[22,0,23,0],[22,1,23,1],[25,0,26,0],[25,1,26,1],[10,4,12,4],[10,5,12,5],[10,6,12,6],[10,7,12,7],[31,8,34,8],[31,6,34,6],[31,7,34,7],[31,5,34,5],[19,4,20,4],[13,4,14,4],[13,5,14,5],[13,6,14,6],[13,7,14,7],[16,4,17,4],[16,5,17,5],[16,6,17,6],[16,7,17,7],[19,5,20,5],[19,6,20,6],[19,7,20,7],[22,4,23,4],[22,5,23,5],[22,6,23,6],[22,7,23,7],[25,4,26,4],[25,5,26,5],[25,6,26,6],[25,7,26,7],[28,4,29,4],[28,5,29,5],[28,6,29,6],[28,7,29,7],[10,2,12,2],[13,2,14,2],[16,2,17,2],[19,2,20,2],[22,2,23,2],[25,8,26,8],[28,8,29,8],[10,8,12,8],[13,8,14,8],[16,8,17,8],[19,8,20,8],[22,8,23,8]]}
[]
[]
["Technical standards"]
["No","Field","Details to be reported","Format ","NEWT (New)","EROR (Error)","CORR (Correction)","MARU (Margin update)","- Conditional validations\n-Format and content"]
[1,"Reporting timestamp","Date and time of submission of the report to the trade repository.","ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ","M","M","M","M"," This fiield shall be populated in a common input format: YYYY-MM-DDThh:MM:SSZ"]
[2,"Event date","Date on which the reportable event pertaining to the SFT and captured by the report took place. In the case of Action Types \"Valuation update\", \"Collateral update\", “Reuse update”, “Margin update”, the date for which the information contained in the report is provided.","ISO 8601 date in the format YYYY-MMDD","M","-","M","M","This field shall be populated in a common input format: YYYY-MM-DD.\nThe date populated in this field shall be prior or equal to the date part of the reporting timestamp"]
[3,"Report submitting entity","Unique code identifying the entity which submits the report. In the case where submission of the report has been delegated to a third party or to the other counterparty, a unique code identifying that entity.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.","M","M","M","M","This field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\", \"Pending transfer\" or \"Pending archival\"."]
[4,"Reporting Counterparty","Unique code identifying the reporting counterparty","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.","M","M","M","M","This field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\", \"Pending transfer\" or \"Pending archival\"."]
[5,"Entity responsible for the report","In the case where a financial counterparty is responsible for reporting on behalf of the other counterparty in accordance with Article 4(3) of Regulation (EU) No 2365/2015, the unique code identifying that counterparty. In the case where a management company is responsible for reporting on behalf of an Undertaking for Collective Investment in Transferable Securities (UCITS) in accordance with Article 4(3) of Regulation (EU) No 2365/2015, the unique code identifying that management company. In the case where an Alternative Investment Fund Manager (AIFM) is responsible for reporting on behalf of an Alternative Investment Fund (AIF) in accordance with Article 4(3) of Regulation (EU) No 2365/2015, the unique code identifying that AIFM.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.","M","-","O","O","When populated, this field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\", \"Pending transfer\" or \"Pending archival\".\n"]
[6,"Other counterparty","Unique code identifying the entity with which the reporting counterparty concluded the SFT","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.","M","M","M","M","This field shall contain\n- a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\", 'Lapsed', \"Pending transfer\" or \"Pending archival\".\nor\n-up to 50 alphanumerical characters\n"]
[7,"Portfolio code","The portfolio of transactions for which margins are exchanged should be identified by a unique code determined by the reporting counterparty. If the portfolio of transactions includes also derivative contracts reportable under EMIR, the portfolio code should be the same as reported under EMIR.","52 alphanumeric character code including four special characters: .- _. Special characters are not allowed at the beginning and at the end of the code. No space allowed.","M","M","M","M","This field shall contain  52 alphanumerical characters. Four special characters are allowed \":\", \".\",  \"-\", \" _\" .  Special characters are not allowed at the beginning or the end.  No space allowed."]
[]
[]
[8,"Initial margin posted","Value of the initial margin posted by the reporting counterparty to the other counterparty. Where initial margin is posted on a portfolio basis, this field should include the overall value of initial margin posted for the portfolio.","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","O","-","O","O","When populated, this field shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\nNegative values are not allowed.\n\n\n"]
[null,null,null,null,"O","-","O","O"]
[9,"Currency of the initial margin posted","Specify the currency of the initial margin posted.","ISO 4217 Currency Code, 3 alphabetic characters","C","-","C","C","If field 3.8 is populated, this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters."]
[10,"Variation margin posted","Value of the variation margin posted, including cash settled, by the reporting counterparty to the other counterparty. Where variation margin is posted on a portfolio basis, this field should include the overall value of variation margin posted for the portfolio.","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","O","-","O","O","When populated, this field shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\nNegative values are not allowed.\n"]
[null,null,null,null,"O","-","O","O"]
[11,"Currency of the variation margins posted","Specify the currency of variation margin posted.","ISO 4217 Currency Code, 3 alphabetic characters","C","-","C","C","If field 3.10 is populated, this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters."]
[12,"Initial margin received","Value of the initial margin received by the reporting counterparty from the other counterparty. Where initial margin is received on a portfolio basis, this field should include the overall value of initial margin received for the portfolio.","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","O","-","O","O","When populated, this field shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\nNegative values are not allowed.\n"]
[null,null,null,null,"O","-","O","O"]
[13,"Currency of the initial margin received","Specify the currency of the initial margin received.","ISO 4217 Currency Code, 3 alphabetic characters","C","-","C","C","If field 3.12 is populated, this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters."]
[14,"Variation margin received","Value of the variation margin received, including cash settled, by the reporting counterparty from the other counterparty. Where variation margin is received on a portfolio basis, this field should include the overall value of variation margin received for the portfolio.","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","O","-","O","O","When populated, this field shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\nNegative values are not allowed.\n"]
[null,null,null,null,"O","-","O","O"]
[15,"Currency of the variation margins received","Specify the currency of the variation margin received.","ISO 4217 Currency Code, 3 alphabetic characters","C","-","C","C","If field 3.14 is populated, this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters."]
[16,"Excess collateral posted","Value of collateral posted in excess of the required collateral.","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","O","-","O","O","When populated, this field shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\nNegative values are not allowed.\n"]
[null,null,null,null,"O","-","O","O"]
[17,"Currency of the excess collateral posted","Specify the currency of the excess collateral posted.","ISO 4217 Currency Code, 3 alphabetic characters","C","-","C","C","If field 3.16 is populated, this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters."]
[18,"Excess collateral received","Value of collateral received in excess of the required collateral","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","O","-","O","O","When populated, this field shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\nNegative values are not allowed.\n"]
[null,null,null,null,"O","-","O","O"]
[19,"Currency of the excess collateral received","Specify the currency of the excess collateral received.","ISO 4217 Currency Code, 3 alphabetic characters","C","-","C","C","If field 3.18 is populated, this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters."]
[20,"Action type","Whether the report contains: - a new margin balance, in which case it will be identified as ‘new’; - a modification of the details of the margins in which case it will be identified as 'Margin update' - a cancellation of a wrongly submitted entire report , in which case, it will be identified as ‘error’; - a previously submitted report contains erroneous data fields, in which case the report correcting the erroneous data fields of the previous report shall be identified as ‘correction’;","NEWT' - New \n'MARU' - Margin update \n'EROR' - Error \n'CORR' - Correction","M","M","M","M","This field shall contain only one of the following values: 'NEWT', 'MARU', 'EROR' or 'CORR'. 4 alphabetical characters.\nThe first report received for given pair of counterparties shall only contain value \"NEWT\" in this field. If the first report for a given pair of counterparties is with action types \"MARU\", \"EROR\"or \"CORR\"  it shall be rejected.\nOnly one report with the action type \"NEWT\" for a given combination of Counterparty ID- ID of the other counterparty shall be accepted. \n"]

{"sheet":"Re-use","index":5,"n_rows":42,"n_cols":9,"rows_kept":42,"cut":false,"hidden":false,"merged":[[35,7,37,7],[29,7,34,7],[38,7,41,7],[38,4,41,4],[38,5,41,5],[38,6,41,6],[9,4,10,4],[9,5,10,5],[9,6,10,6],[29,4,34,4],[35,4,37,4],[35,5,37,5],[35,6,37,6],[29,6,34,6],[29,5,34,5],[20,4,24,4],[9,7,10,7],[12,4,13,4],[12,5,13,5],[12,6,13,6],[25,4,26,4],[25,5,26,5],[25,6,26,6],[25,7,26,7],[12,7,13,7],[14,7,15,7],[14,4,15,4],[16,6,17,6],[16,5,17,5],[20,5,24,5],[20,6,24,6],[16,4,17,4],[2,0,2,3],[20,8,24,8],[9,0,10,0],[11,0,11,2],[12,0,13,0],[14,0,15,0],[9,1,10,1],[9,2,10,2],[12,2,13,2],[14,2,15,2],[12,1,13,1],[14,1,15,1],[20,7,24,7],[14,6,15,6],[16,7,17,7],[14,5,15,5],[9,3,10,3],[12,3,13,3],[35,3,37,3],[28,0,28,3],[38,3,41,3],[25,3,26,3],[20,0,24,0],[25,0,26,0],[29,0,34,0],[20,1,24,1],[25,1,26,1],[29,3,34,3],[16,0,17,0],[16,1,17,1],[14,3,15,3],[16,3,17,3],[38,8,41,8],[9,8,10,8],[12,8,13,8],[14,8,15,8],[16,8,17,8],[25,8,26,8],[29,8,34,8],[35,8,37,8],[38,1,41,1],[38,0,41,0],[16,2,17,2],[35,2,37,2],[38,2,41,2],[35,1,37,1],[35,0,37,0],[19,0,19,3],[29,1,34,1],[29,2,34,2],[25,2,26,2],[20,3,24,3],[20,2,24,2]]}
[]
[]
["Technical standards"]
["No","Field","Details to be reported","Format ","NEWT (New)","EROR (Error)","CORR (Correction)","REUU (Reuse update)","- Conditional validations\n-Format and content"]
[1,"Reporting timestamp","Date and time of submission of the report to the trade repository.","ISO 8601 date in the format and UTC time format, i.e. YYYY-MM-DDThh:mm:ssZ","M","M","M","M"," This fiield shall be populated in a common input format: YYYY-MM-DDThh:MM:SSZ"]
[2,"Event date","Date on which the reportable event pertaining to the SFT and captured by the report took place. In the case of Action Types \"Valuation update\", \"Collateral update\", “Reuse update”, “Margin update”, the date for which the information contained in the report is provided.","ISO 8601 date in the format YYYY-MMDD","M","-","M","M","This field shall be populated in a common input format: YYYY-MM-DD.\nThe date populated in this field shall be prior or equal to the date part of the reporting timestamp"]
[3,"Report submitting entity","Unique code identifying the entity which submits the report. In the case where submission of the report has been delegated to a third party or to the other counterparty, a unique code identifying that entity.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.","M","M","M","M","This field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\", \"Pending transfer\" or \"Pending archival\"."]
[4,"Reporting counterparty","Unique code identifying the reporting counterparty","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.","M","M","M","M","This field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\", \"Pending transfer\" or \"Pending archival\"."]
[5,"Entity responsible for the report","In the case where a financial counterparty is responsible for reporting on behalf of the other counterparty in accordance with Article 4(3) of Regulation (EU) No 2365/2015, the unique code identifying that counterparty. In the case where a management company is responsible for reporting on behalf of an Undertaking for Collective Investment in Transferable Securities (UCITS) in accordance with Article 4(3) of Regulation (EU) No 2365/2015, the unique code identifying that management company. In the case where an Alternative Investment Fund Manager (AIFM) is responsible for reporting on behalf of an Alternative Investment Fund (AIF) in accordance with Article 4(3) of Regulation (EU) No 2365/2015, the unique code identifying the AIFM.","ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.","M","-","O","O","When populated, this field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be \"Issued\", \"Pending transfer\" or \"Pending archival\"."]
[6,"Type of collateral component","Indication of the type of collateral component"," SECU' - Securities \n'CASH' - Cash","M","-","M","M","When populated, shall contain only one of the following values: 'SECU or \"CASH\", \" 4 alphabetical characters."]
[null,null,null,null,null,"-"]
["Fields 7-9 should be repeatable for each security"]
[7,"Collateral component","Identifier of the security used as collateral.","ISO 6166 ISIN 12 character alphanumeric code","C","-","C","C","If field 2.6 is populated with 'SECU' this field shall be populated and shall contain 12 alphanumerical characters and a check digit"]
[null,null,null,null,null,null,"O","O"]
[8,"Value of reused collateral","Total value of the collateral reused when it can be defined at SFT transaction level.","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","C","-","C","C","If field 2.6 is populated with 'SECU' , one of the fields 2.8 and 2.9 shall be populated.\nWhen populated, it shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[null,"collateral",null,null,null,"-","O","O"]
[9,"Estimated reuse of collateral","In the case when the actual value of reused collateral is unknown or cannot be calculated, an estimate value of reuse at individual financial instrument level calculated in accordance with the reuse measure established by FSB.","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","C","-","C","C","If field 2.6 is populated with 'SECU' , one of the fields 2.8 and 2.9 shall be populated\nWhen populated, it shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[null,"of collateral",null,null,null,"-","O","O"]
[10,"Reinvestment Rate","The average interest rate received on cash collateral reinvestment by the lender for reinvestment of cash collateral","Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented as “100”.","C","-","C","C","If field 2.6 is populated with 'CASH' this field shall be populated and shall contain up to 11 numeric characters including up to 10 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
["Fields 11-13 should be repeated for each investment which cash collateral has been re-invested in and each currency."]
[11,"Re-invested cash","Determines the type of re-investment","MMFT' - registered money market fund 'OCMP' - any other commingled pool 'REPM' - the repo market 'SDPU' - direct purchase of securities 'OTHR' - other","C","-","C","C","If field 2.6 is populated with 'CASH' this field shall be populated and shall contain only one of the following values: '~MMFT', 'OCMP', 'SDPU' or \"CASH\", \" 4 alphabetical characters."]
[null,null,null,null,null,"-","O","O"]
[null,null,null,null,null,"-","O","O"]
[null,null,null,null,null,"-","O","O"]
[null,null,null,null,null,"-","O","O"]
[12,"Re-invested cash amount","Amount of the re-invested cash in a given currency","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.","C","-","C","C","If field 2.6 is populated with 'CASH' this field shall be populated and shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[null,null,null,null,null,"-","C","C","If field 2.6 is populated with 'CASH' this field shall be populated and shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[13,"Re-invested cash currency","Currency of the re-invested cash","ISO 4217 Currency Code, 3 alphabetic characters","C","-","C","C","If field 2.6 is populated with 'CASH' this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters."]
["In the case of margin lending transactions, the counterparty should report fields 14-15. Information in these fields should be provided at entity level."]
[14,"Funding sources","Funding sources used to finance margin loans.","REPO' - repos or BSB \n'SECL' - cash collateral from securities lending \n'FREE' - free credits \n'CSHS' - proceeds from customer short sales \n'BSHS' - proceeds from broker short sales \n'UBOR' - unsecured borrowing \n'OTHR' - other","O","-","O","O","When populated, shall contain only one of the following values: 'REPO', 'SECL', 'FREE', 'CSHS', BSHS', 'OBOR' or 'OTHR', \" 4 alphabetical characters."]
[]
[]
[]
[]
[]
[15,"Market value of the funding sources","Market value of funding sources referenced above, in base currency","Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If not possible, pro rata amount.","O","-","O","O","When populated, this field shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot."]
[]
[]
[16,"Action type","Whether the report contains: - a new reuse balance, in which case it will be identified as ‘New’; - a modification of the details of the reuse in which case it will be identified as 'reuse update' - a cancellation of a wrongly submitted entire report , in which case, it will be identified as ‘error’; - a previously submitted report contains erroneous data fields, in which case the report correcting the erroneous data fields of the previous report shall be identified as ‘Correction’;","NEWT' - New \n'REUU' - reuse update \n'EROR' - Error \n'CORR' - Correction","M","M","M","M","This field shall contain only one of the following values: 'NEWT', 'REUU', 'EROR' or 'CORR'. 4 alphabetical characters.\nThe first report received for given reporting counterparty shall only contain value \"NEWT\" in this field. If the first report for a given reporting counterparty is with action types \"REUU\", \"EROR\" or \"CORR\" it shall be rejected.\nOnly one report with the action type \"NEWT\" for a given reporting counterparty shall be accepted. \n"]
[null,null,null,null,null,"O","O","O","O"]
[null,null,null,null,null,"O","O","O","O"]
[null,null,null,null,null,"O","O","O","O"]