{"Table 1": [{"No": 1, "Field": "Reporting timestamp", "Details to be reported": "Date and time of submission of the report to the trade repository.", "Format": "ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ", "Conditional Validations": " This fiield shall be populated in a common input format: YYYY-MM-DDThh:MM:SSZ '-\nThe reporting timestamp should be equal or earlier than the timestamp of the receipt of the report by the TR. The date part of the timestamp cannot be earlier than the day preceding the date of the receipt of the report by the TR.\nThe receipt of the report should be understood as the moment the report enters a TR\u2019s system", "Error code": "SFT-001", "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "EROR (Error)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "ETRM (Termination / Early Termination)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "VALU (Valuation)": {"SL": "M"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "M", "BSB": "M", "SL": "M"}, "ETRM (Termination / Early Termination)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "M"}}}, {"No": 2, "Field": "Report submitting entity", "Details to be reported": "Unique code identifying the entity which submits the\nreport. Where the submission of the report has been\ndelegated to a third party or to the other counterparty, a unique code identifying that entity. ", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code.\n", "Conditional Validations": "For action types 'NEWT', 'MODI', 'VALU', 'COLU','ETRM', 'CORR', or ' POSC'.\": 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.\nFor action type EROR: This field shall contain an LEI included in the GLEIF database maintained by the Central Operating Unit, irrespective of the registration status of that LEI.", "Error code": "SFT-002", "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "EROR (Error)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "ETRM (Termination / Early Termination)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "VALU (Valuation)": {"SL": "M"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "M", "BSB": "M", "SL": "M"}, "ETRM (Termination / Early Termination)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "M"}}}, {"No": 3, "Field": "Reporting counterparty", "Details to be reported": "Unique code identifying the reporting counterparty. ", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code.\n", "Conditional Validations": "For action types 'NEWT', 'MODI', 'VALU', 'COLU', 'CORR', or ' POSC'. This field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit.  The LEI shall pertain to a legal entity and not a branch. \nThe status of the LEI for all the above action types shall be \"Issued\", \"Pending transfer\" or \"Pending archival\" and in addition for action type \"ETRM\": the status of the LEI could also  be \"Lapsed\" and \"Retired\".\nFor action type \"EROR\": This field shall contain an LEI included in the GLEIF database maintained by the Central Operating Unit, irrespective of the registration status of that LEI.", "Error code": "SFT-003", "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "EROR (Error)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "ETRM (Termination / Early Termination)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "VALU (Valuation)": {"SL": "M"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "M", "BSB": "M", "SL": "M"}, "ETRM (Termination / Early Termination)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "M"}}}, {"No": 4, "Field": "Nature of the reporting counterparty", "Details to be reported": "Indication of whether the reporting counterparty is a financial or non-financial counterparty.", "Format": "F' - Financial counterparty \n'N' - Non-financial counterparty            ", "Conditional Validations": "Shall contain only one of the following values: \"F\" or \"N\".", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 5, "Field": "Sector of the reporting counterparty", "Details to be reported": "One or more codes that classify the nature of the reporting counterparty's business activities.\nWhere the reporting counterparty is a financial counterparty, all relevant codes included in the taxonomy\nfor financial counterparties and applying to that counterparty.\nWhere the reporting counterparty is a non-financial counterparty, all relevant codes included in the taxonomy for non-financial counterparties and applying to that counterparty.\nWhere more than one activity is reported, the codes shall be specified in order of the relative importance of the corresponding activities.", "Format": "Taxonomy for Financial Counterparties: \u2018CDTI\u2019 - Credit institution authorised in accordance with Directive 2013/36/EU of the European Parliament and of the Council(1) or Council Regulation (EU) No 1024/2013(2) or a third-country entity which would require authorisation or registration in accordance with that legislative act \u2018INVF\u2019 - Investment firm authorized in accordance with Directive 2014/65/EU of the European Parliament and of the Council(3) or a third-country entity which would require authorisation or registration in accordance with that legislative act \u2018INUN\u2019 - Insurance undertaking authorized in accordance with Directive 2009/138/EC of the European Parliament and of the Council(4) (Solvency II) or a third-country entity which would require authorisation or registration in accordance with that legislative act \u2018AIFD\u2019 - AIF managed by AIFMs authorized or registered in accordance with Directive 2011/61/EU of the European Parliament and of the Council(5) or a third- country entity which would require authorisation or registration in accordance with that legislative act \u2018ORPI\u2019 - Institution for occupational retirement provision authorized or registered in accordance with Directive 2003/41/EC of the European Parliament and of the Council(6) or a third-country entity which would require authorisation or registration in accordance with that legislative act \u2018CCPS\u2019 - Central counterparty authorized in accordance with Regulation (EU) No 648/2012 of the European Parliament and of the Council(7) or a third-country entity which would require authorisation or registration in accordance with that legislative act \u2018REIN\u2019 - Reinsurance undertaking authorized in accordance with Solvency II or a third-country entity which would require authorisation or registration in accordance with that legislative act \u2018CSDS\u2019 - Central securities depository authorized in accordance with Regulation (EU) No 909/2014 of the European Parliament and of the Council(8) or a third-country entity which would require authorisation or registration in accordance with that legislative act \u2018UCIT\u2019 - UCITS and its management company, authorized in accordance with Directive 2009/65/EC of the European Parliament and of the Council(9) or a third- country entity which would require authorisation or registration in accordance with that legislative act\nTaxonomy for Non-Financial Counterparties. The categories below correspond to the main sections of NACE classification as defined in Regulation (EC) No 1893/2006 of the European Parliament and of the Council(10) \u2018A\u2019 - Agriculture, forestry and fishing \u2018B\u2019 - Mining and quarrying \u2018C\u2019 - Manufacturing \u2018D\u2019 - Electricity, gas, steam and air conditioning supply \u2018E\u2019 - Water supply, sewerage, waste management and remediation activities \u2018F\u2019 - Construction \u2018G\u2019 - Wholesale and retail trade, repair of motor vehicles and motorcycles \u2018H\u2019 - Transportation and storage \u2018I\u2019 - Accommodation and food service activities \u2018J\u2019 - Information and communication \u2018K\u2019 - Financial and insurance activities \u2018L\u2019 - Real estate activities \u2018M\u2019 - Professional, scientific and technical activities \u2018N\u2019 - Administrative and support service activities \u2018O\u2019 - Public administration and defence; compulsory social security \u2018P\u2019 - Education \u2018Q\u2019 - Human health and social work activities \u2018R\u2019 - Arts, entertainment and recreation \u2018S\u2019 - Other service activities \u2018T\u2019 - Activities of households as employers; undifferentiated goods \u2013 and services \u2013 producing activities of households for own use \u2018U\u2019 - Activities of extraterritorial organizations and bodies", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 6, "Field": "Additional sector classification", "Details to be reported": "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) 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)", "Format": "ETFT' - ETF \n'MMFT' - MMF \n'REIT' - REIT \n'OTHR' \u2013 Other ", "Conditional Validations": "If field 5 is populated with 'UCIT', 'AIFD', 'K' or 'L', this field shall be populated and shall contain only one of the following values: 'ETFT', 'MMFT', REIT' or ' OTHR'. 4 alphabetical characters.\nOtherwise, it shall be left bank.", "Error code": "SFT-004", "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "C", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 7, "Field": "Branch of the reporting counterparty", "Details to be reported": "Where the reporting counterparty concludes an SFT through a branch office, the code identifying the branch.", "Format": "ISO 3166-1 alpha-2  country code 2 alphabetic characters. ", "Conditional Validations": "When populated, shall contain a valid ISO 3166 country code,  2 alphabetical characters.\n", "Error code": "SFT-005", "Trade Level": {"NEWT (New)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "O"}, "MODI (Modification)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "O"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "O", "BSB": "O", "SL": "O"}, "COLU (Collateral update)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "O"}, "CORR (Correction)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "O"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "O", "BSB": "O", "SL": "O"}, "MODI (Modification)": {"Repo": "O", "BSB": "O", "SL": "O"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "O", "BSB": "O", "SL": "O"}, "CORR (Correction)": {"Repo": "O", "BSB": "O", "SL": "O"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 8, "Field": "Branch of the other counterparty", "Details to be reported": "Where the other counterparty concludes an SFT through a branch office, the code identifying the branch.", "Format": "ISO 3166-1 alpha-2  country code 2 alphabetic characters. ", "Conditional Validations": "When populated, shall contain a valid ISO 3166 country code,  2 alphabetical characters.\n", "Error code": "SFT-006", "Trade Level": {"NEWT (New)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "O"}, "MODI (Modification)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "O"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "O", "BSB": "O", "SL": "O"}, "COLU (Collateral update)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "O"}, "CORR (Correction)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "O"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "O", "BSB": "O", "SL": "O"}, "MODI (Modification)": {"Repo": "O", "BSB": "O", "SL": "O"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "O", "BSB": "O", "SL": "O"}, "CORR (Correction)": {"Repo": "O", "BSB": "O", "SL": "O"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 9, "Field": "Counterparty side", "Details to be reported": "Indication of whether the reporting counterparty is a collateral provider  or a collateral taker in accordance with the Article 4 of the the Commission Implementing Regulation (EU) 2019/363", "Format": "TAKE' - Collateral taker\n'GIVE' - Collateral provider", "Conditional Validations": "This field shall contain only one of the following values: \"TAKE\" or \"GIVE\", \" 4 alphabetical characters.\n", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 10, "Field": "Entity responsible for the report", "Details to be reported": "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 of the Parliament and of the Council (2), the unique code identifying that financial counterparty. 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 that Regulation the unique code identifying that management company. 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.", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character\ncode.", "Conditional Validations": "For action types 'NEWT', 'MODI', 'VALU', 'COLU', 'CORR' or ' POSC': When populated, This field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The LEI shall pertain to a legal entity and not a branch. \nThe status of the LEI for all the above action types shall be \"Issued\", \"Pending transfer\" or \"Pending archival\" and in addition for action type \"ETRM\": the status of the LEI could also  be \"Lapsed\" and \"Retired\".\nFor action type \"EROR\": This field shall contain an LEI included in the GLEIF database maintained by the Central Operating Unit, irrespective of the registration status of that LEI.\n", "Error code": "SFT-007", "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 11, "Field": "Other counterparty", "Details to be reported": "Unique code identifying the entity with which the reporting counterparty concluded the SFT. In case of a private individual, a client code shall be specified in a consistent manner.  ", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code. Client code (up to 50 alphanumeric characters).", "Conditional Validations": "This field shall contain\n- a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The LEI shall pertain to a legal entity and not a branch. The LEI shall not pertain to a member of the European System of Central Banks (ESCB). For action types \"NEWT\", \"MODI\", \"ETRM\", \"CORR\", \"COLU\", \"VALU\" and \"POSC\": The status of the LEI shall be \"Issued\", \"Lapsed\", \"Pending transfer\" or \"Pending archival\" and in addition for action type \"ETRM\" the status of the LEI could also  be \"Retired\".\nFor action type \"EROR\": This field shall contain an LEI included in the GLEIF database maintained by the Central Operating Unit, irrespective of the registration status of that LEI.\nor\n-up to 50 alphanumerical characters             \n", "Error code": "SFT-008", "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "EROR (Error)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "ETRM (Termination / Early Termination)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "VALU (Valuation)": {"SL": "M"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "M", "BSB": "M", "SL": "M"}, "ETRM (Termination / Early Termination)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "M"}}}, {"No": 12, "Field": "Country of the other Counterparty", "Details to be reported": "Code of country where the registered office of the other counterparty is located or code of the country of residence in case that the other counterparty is a natural person. ", "Format": "ISO 3166-1 alpha-2 country code 2 alphabetic characters.", "Conditional Validations": "When populated, shall contain a valid ISO 3166 country code,  2 alphabetical characters.\nIf field 11  is populated with a valid LEI, then 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.         In case that the other counterparty is a natural person, the code of the country of residence. ", "Error code": "SFT-009, SFT-010", "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 13, "Field": "Beneficiary", "Details to be reported": "Where the beneficiary of the contract is not a counterparty to this contract, the reporting counterparty has to identify this beneficiary by specifying a unique code or, in case of a private individual, by specifying a client code used in a consistent manner as assigned by the legal entity used by that private individual.", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code. Client code (up to 50 alphanumeric characters).", "Conditional Validations": "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 where any character is allowed.\n", "Error code": "SFT-011", "Trade Level": {"NEWT (New)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "-"}, "MODI (Modification)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "O", "BSB": "O", "SL": "O"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "O", "BSB": "O", "SL": "O"}, "MODI (Modification)": {"Repo": "O", "BSB": "O", "SL": "O"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "O", "BSB": "O", "SL": "O"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 14, "Field": "Tri-party agent ", "Details to be reported": "Unique code identifying the third party to which the reporting counterparty has outsourced the post-trade processing of an SFT (if applicable).", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.", "Conditional Validations": "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", "Error code": "SFT-012", "Trade Level": {"NEWT (New)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "-"}, "MODI (Modification)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "O", "BSB": "O", "SL": "O"}, "COLU (Collateral update)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "-"}, "CORR (Correction)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "O", "BSB": "O", "SL": "O"}, "MODI (Modification)": {"Repo": "O", "BSB": "O", "SL": "O"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "O", "BSB": "O", "SL": "O"}, "CORR (Correction)": {"Repo": "O", "BSB": "O", "SL": "O"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 15, "Field": "Broker", "Details to be reported": "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, a broker does not include the agent lender.", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.", "Conditional Validations": "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.", "Error code": "SFT-013", "Trade Level": {"NEWT (New)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "-"}, "MODI (Modification)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "O", "BSB": "O", "SL": "O"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "O", "BSB": "O", "SL": "O"}, "MODI (Modification)": {"Repo": "O", "BSB": "O", "SL": "O"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "O", "BSB": "O", "SL": "O"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 16, "Field": "Clearing member ", "Details to be reported": "Where the trade is cleared, unique code identifying the responsible clearing member of the reporting counterparty.", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.", "Conditional Validations": "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.\nIf field 2.5 is populated with 'false', this field shall be left blank.", "Error code": "SFT-014", "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "C", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 17, "Field": "Central Securities Depository (\u2018CSD\u2019) participant or indirect participant", "Details to be reported": "Unique code of the CSD participant or indirect participant of the reporting counterparty. Where both the CSD participant and indirect participant are involved in the transaction, the code of the indirect participant. This field is not applicable to commodities.", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.", "Conditional Validations": "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", "Error code": "SFT-015", "Trade Level": {"NEWT (New)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "-"}, "MODI (Modification)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "O", "BSB": "O", "SL": "O"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "O", "BSB": "O", "SL": "O"}, "MODI (Modification)": {"Repo": "O", "BSB": "O", "SL": "O"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "O", "BSB": "O", "SL": "O"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 18, "Field": "Agent lender", "Details to be reported": "Unique code of the agent lender involved in the securities lending transaction.", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.", "Conditional Validations": "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", "Error code": "SFT-016", "Trade Level": {"NEWT (New)": {"Repo": "O", "BSB": "-", "SL": "O", "ML": "-"}, "MODI (Modification)": {"Repo": "O", "BSB": "-", "SL": "O", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "O", "BSB": "-", "SL": "O"}, "COLU (Collateral update)": {"Repo": "O", "BSB": "-", "SL": "O", "ML": "-"}, "CORR (Correction)": {"Repo": "O", "BSB": "-", "SL": "O", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "O", "BSB": "-", "SL": "O"}, "MODI (Modification)": {"Repo": "O", "BSB": "-", "SL": "O"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "O", "BSB": "-", "SL": "O"}, "CORR (Correction)": {"Repo": "O", "BSB": "-", "SL": "O"}, "VALU (Valuation)": {"SL": "-"}}}], "Table 2 (Loan and Collateral Data)": [{"No": 1, "Field": "Unique Transaction Identifier ('UTI')", "Details to be reported": "Unique reference assigned to the SFT in order to identify the trade.", "Format": "Up to 52 alphanumeric character code including four special characters: Only upper-case alphabetic characters A\u2013Z and the digits 0\u20139, inclusive in both cases, are allowed.", "Conditional Validations": "When populated, this field shall contain up to 52 alphanumerical characters. \nOnly upper-case alphabetic characters A\u2013Z and the digits 0\u20139, 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. ", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "EROR (Error)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "ETRM (Termination / Early Termination)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "O"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "VALU (Valuation)": {"SL": "M"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "M", "BSB": "M", "SL": "M"}, "ETRM (Termination / Early Termination)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "O", "BSB": "O", "SL": "O"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "M"}}}, {"No": 2, "Field": "Report tracking number", "Details to be reported": "In the case of transactions resulting from clearing, the prior UTI, namely the UTI of the original bilateral transaction shall be reported. However, the prior UTI is not required to be reported by counterparties that are central counterparties (\u2018CCP's\u2019) which have 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.", "Format": "Up to 52 alphanumeric character code including four special characters: Only upper-case alphabetic characters A\u2013Z and the digits 0\u20139, inclusive in both cases, are allowed.", "Conditional Validations": "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\u2013Z and the digits 0\u20139, inclusive in both cases, are allowed\nIf field 2.5 is populated with \"false\", this field shall be left blank", "Error code": "SFT-017", "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 3, "Field": "Event date", "Details to be reported": "Date on which the reportable event relating to the SFT and captured by the report took place. In the case of action types \u2018Valuation update\u2019, \u2018Collateral update\u2019, \u2018Reuse update\u2019, \u2018Margin update\u2019, the date for which the information contained in the report is provided.", "Format": "ISO 8601 date in the format YYYY-MM-DD", "Conditional Validations": "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 or, where populated, the termination date", "Error code": "SFT-018, SFT-019, SFT-020  ", "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "VALU (Valuation)": {"SL": "M"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "M"}}}, {"No": 4, "Field": "Type of SFT", "Details to be reported": "Type of SFT transaction as defined in paragraphs (7) to (10) of Article 3 of Regulation (EU) No 2365/2015.", "Format": "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", "Conditional Validations": "When populated, shall contain only one of the following values: \"SLEB\" , 'SBSC', 'REPO' or \"MGLD\", \" 4 alphabetical character.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 5, "Field": "Cleared ", "Details to be reported": "Indication of whether central clearing has taken place. ", "Format": "\u2018true\u2019 \n\u2018false\u2019", "Conditional Validations": "When populated, this field shall contain one of the values: 'true' or 'false'", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "-"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 6, "Field": "Clearing timestamp", "Details to be reported": "Time and date when clearing took place.", "Format": "ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ", "Conditional Validations": "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.", "Error code": "SFT-021", "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "C", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 7, "Field": "CCP", "Details to be reported": "Where a contract has been cleared, the unique code for the CCP that has cleared the contract.", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.", "Conditional Validations": "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", "Error code": "SFT-022", "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "C", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 8, "Field": "Trading venue", "Details to be reported": "Unique code identifying the venue of execution of the SFT. Where the SFT was concluded over the counter and it is admitted to trading, the MIC code \u2018XOFF\u2019. Where the SFT was concluded over the counter and it is not admitted to trading, the MIC code \u2018XXXX\u2019.", "Format": "ISO 10383 Market Identifier Code (MIC), 4 alphanumeric characters. Where segmental MICs exist for a trading venue, the segmental MIC shall be used.", "Conditional Validations": "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).", "Error code": "SFT-023", "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "-"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 9, "Field": "Master agreement type", "Details to be reported": "Reference to the master agreement type under which the counterparties concluded a  SFT.", "Format": "\u2018MRAA\u2019 - MRA \n\u2018GMRA\u2019 \u2013 GMRA \n\u2018MSLA\u2019 - MSLA \n\u2018GMSL\u2019 - GMSLA \n\u2018ISDA\u2019 - ISDA \n\u2018DERP\u2019 - Deutscher Rahmenvertrag f\u00fcr Wertpapierpensionsgesch\u00e4fte \n\u2018CNBR\u2019 - China Bond Repurchase Master Agreement, \n\u2018KRRA\u2019 - Korea Financial Investment Association (KOFIA) Standard Repurchase Agreement \n\u2018CARA\u2019 - Investment Industry Regulatory Organization of Canada (IIROC) Repurchase/Reverse Repurchase Transaction Agreement \n\u2018FRFB\u2019 - Convention-Cadre Relative aux Operations de Pensions Livrees, \n\u2018CHRA\u2019 -Swiss Master Repurchase Agreement \n\u2018DEMA\u2019 - German Master Agreement \n\u2018JPBR\u2019 - Japanese Master Agreement on the Transaction with \nRepurchase Agreement of the Bonds \n\u2018ESRA\u2019 - Contrato Marco de compraventa y Reporto de valores \n\u2018OSLA\u2019 - Overseas Securities Lending Agreement (OSLA) \n\u2018MEFI\u2019 - Master Equity and Fixed Interest Stock Lending Agreement (MEFISLA) \n\u2018GESL\u2019 - Gilt Edged Stock Lending Agreement (GESLA) \n\u2018KRSL\u2019 - Korean Securities Lending Agreement (KOSLA) \n\u2018DERD\u2019 - Deutscher Rahmenvertrag f\u00fcr Wertpapierdarlehen \n\u2018AUSL\u2019 - Australian Masters Securities Lending Agreement (AMSLA) \n\u2018JPBL\u2019 - Japanese Master Agreement on Lending Transaction of Bonds \n\u2018JPSL\u2019 - Japanese Master Agreement on the Borrowing and Lending Transactions of Share Certificates \n\u2018BIAG\u2019 - bilateral agreement \n\u2018CSDA\u2019 - CSD bilateral agreement \nOr \u2018OTHR\u2019 if the master agreement type is not included in the above list", "Conditional Validations": "When populated, shall contain only one of the following values: \"MRAA\" , 'GMRA', 'MSLA' ,\"GMSL\", \"ISDA', 'DERP', 'CNBR'. 'KRRA', 'CARA', 'FRFB', ' CHRA', 'DEMA', JPBR' , 'ESRA', 'OSLA', 'MEFI', 'GESL', 'KRSL', 'DERD'. 'JPBL', 'JPSL', 'BIAG', 'CSDA' or 'OTHR'.    4 alphabetical characters.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "-"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 10, "Field": "Other master agreement type", "Details to be reported": "Name of the master agreement. This field shall only be completed where \"OTHR\" is reported in field 9.", "Format": "Up to 50 alphanumeric characters.", "Conditional Validations": "If field 2.9 is populated with 'OTHR', this field shall be populated and shall contain up to 50 alphanumeric characters. If field 2.9 is populated with 'OTHR' and the SFT is not documented, this field shal be populated with 'Undocumented'.\n 'Otherwise, it shall be left blank.'", "Error code": "SFT-024", "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "C", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 11, "Field": "Master agreement version", "Details to be reported": "Reference to the year of the master agreement relevant to the reported trade, if applicable.", "Format": "ISO 8601 date in the format YYYY", "Conditional Validations": "If field 2.9 is populated with a value different than 'BIAG', 'CSDA' or 'OTHR', this field shall be populated in a common input format: YYYY. First two digits shall be \"19\" or \"20\". \nOtherwise, it shall be left blank.", "Error code": "SFT-025", "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "C", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 12, "Field": "Execution timestamp", "Details to be reported": "Date and time when the SFT was executed.", "Format": "ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ", "Conditional Validations": "When populated, this field shall be populated in a common input format: YYYY-MM-DDThh:mm:ssZ.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 13, "Field": "Value date (Start date)", "Details to be reported": "Date contractually agreed between the counterparties for the exchange of cash, securities, or commodities versus collateral for the opening leg (spot leg) of the SFT.", "Format": "ISO 8601 date in the format YYYY-MM-DD", "Conditional Validations": "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", "Error code": "SFT-026", "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "-"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 14, "Field": "Maturity date (End date)", "Details to be reported": "Date contractually agreed between the counterparties for the exchange of cash, securities, or commodities versus collateral for the closing leg (forward leg) of the SFT. This information shall not be reported for open term repos.", "Format": "ISO 8601 date in the format YYYY-MM-DD", "Conditional Validations": "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', maturity date shall be populated, Otherwise it shall be left blank.\nMaturity date shall be greater than or equal to the 2.13  Value date", "Error code": "SFT-027", "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "M", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "M", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "M", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "M", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "M", "SL": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "M", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "M", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 15, "Field": "Termination date", "Details to be reported": "Termination date in the case of a full early termination of the SFT.", "Format": "ISO 8601 date in the format YYYY-MM-DD", "Conditional Validations": "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.\nTermination date shall be less than or equal to the date part of the field 1.1 Reporting 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", "Error code": "SFT-028, SFT-029", "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "O"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "O", "BSB": "O", "SL": "O"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 16, "Field": "Minimum notice period", "Details to be reported": "Minimum number of business days that one of the counterparties has to inform the other counterparty of the termination of the transaction.", "Format": "Integer field up to 3 digits.", "Conditional Validations": "If field 2.21 is populated with \"true\" or field 2.22 is populated with \u2018EGRN\u2019 or\n\u2018ETSB,  this field shall be populated and shall contain an integer number greater than zero.\nUp to 3 digits", "Error code": "SFT-030", "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 17, "Field": "Earliest call-back date", "Details to be reported": "Earliest date that the cash lender has the right to call back a portion of the funds or to terminate the transaction.", "Format": "ISO 8601 date in the format YYYY-MM-DD", "Conditional Validations": "If field 2.21 is populated with \"true\" or field 2.22 is populated with \u2018EGRN\u2019or\n\u2018ETSB\u2019 , When populated, this field shall be populated in a common input format: YYYY-MM-DD.\n", "Error code": "SFT-031", "Trade Level": {"NEWT (New)": {"Repo": "O", "BSB": "-", "SL": "-", "ML": "-"}, "MODI (Modification)": {"Repo": "O", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "O", "BSB": "-", "SL": "-", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "O", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "O", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "O", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 18, "Field": "General collateral indicator", "Details to be reported": "Indication of whether the SFT is subject to a general collateral arrangement. In the case of a securities lending transaction, the field refers to securities provided as collateral, and not to the security provided on loan. The code \u2018GENE\u2019 shall be specified for an SFT which is subject to a general collateral arrangement. A general collateral arrangement specifies a collateral arrangement for a transaction in which the collateral giver may choose the security to be provided as collateral amongst a relatively wide range of securities satisfying predefined criteria. The code \u2018SPEC\u2019 shall be specified for an SFT which is subject to a specific collateral arrangement. A specific collateral arrangement specifies a collateral arrangement for a transaction in which the collateral taker requests a specific International Securities Identification Number (\u2018ISIN\u2019) to be provided by the collateral provider.", "Format": "\u2019SPEC\u2019 - specific collateral \n\u2018GENE\u2019 - general collateral", "Conditional Validations": "If, for SL,  field 2.72 is populated with 'false' and field 2.75 is populated with 'SECU', this field shall be populated\nWhen populated, shall contain only one of the following values: \"SPEC\" or 'GENE',   4 alphabetical characters.\n", "Error code": "SFT-032", "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "C"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 19, "Field": "Delivery by Value ('DBV') indicator", "Details to be reported": "Indication of whether the transaction was settled using the DBV mechanism .", "Format": "\u2018true\u2019 \n\u2018false\u2019", "Conditional Validations": "When populated, this field shall contain one of the values: 'true' or 'false'", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "-", "SL": "M", "ML": "-"}, "MODI (Modification)": {"Repo": "M", "BSB": "-", "SL": "M", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "-", "SL": "M"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "-", "SL": "M", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "-", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "-", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "-", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 20, "Field": "Method used to provide collateral", "Details to be reported": "Indication of whether the collateral in the SFT is subject to a title transfer collateral arrangement, a security financial collateral arrangement, or a security financial collateral arrangement with a right of use.", "Format": "TTCA'- title transfer collateral arrangement\n'SICA'- securities financial collateral arrangement \n'SIUR'- securities financial collateral arrangement with the right of use", "Conditional Validations": "If field 2.72 is populated with 'false' and for SL field 2.75 is populated with 'SECU', this field shall be populated.\nWhen populated, shall contain only one of the following values: \"TTCA\", 'SICA' or 'SIUR',   4 alphabetical characters.", "Error code": "SFT-033", "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "-", "SL": "C", "ML": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "-", "SL": "C", "ML": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "-", "SL": "C", "ML": "M"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "M", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 21, "Field": "Open term", "Details to be reported": "Indication of whether the SFT is open term (which has no fixed maturity date) or fixed term with a contractually agreed maturity date.", "Format": "\u2018true\u2019 \n\u2018false\u2019", "Conditional Validations": "This field shall contain one of the values: 'true' or 'false'\nIf field 2.22 Termination optionality is populated with 'ETSB', this field shall be populated with 'false'", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "-", "SL": "M", "ML": "-"}, "MODI (Modification)": {"Repo": "M", "BSB": "-", "SL": "M", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "-", "SL": "M"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "-", "SL": "M", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "-", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "-", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "-", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 22, "Field": "Termination optionality", "Details to be reported": "Indication of whether the SFT is an evergreen or extendable SFT.", "Format": "\u2018EGRN\u2019 - evergreen \n\u2018ETSB\u2019 - extendable           \n 'NOAP' - non applicable", "Conditional Validations": "This field shall contain only one of the following values: \"EGRN', 'ETSB' or 'NOAP'.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "-", "SL": "M", "ML": "-"}, "MODI (Modification)": {"Repo": "M", "BSB": "-", "SL": "M", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": null, "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "-", "SL": "M", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "-", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "-", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "-", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 23, "Field": "Fixed rate", "Details to be reported": "In the case of repos, the annualised interest rate on the principal amount of the repurchase transaction in accordance with the day count conventions.", "Format": "Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100 % is represented as \u2018100\u2019. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.", "Conditional Validations": "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 11 numerical characters including up to 10 decimals. \nThe decimal mark is not counted as a numerical character. If populated, it shall be represented with a  dot.\nThe negative symbol, if populated, shall not be counted as a numerical character.\n", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 24, "Field": "Day count convention", "Details to be reported": "Method of calculating the accrued interest on the principal amount for a rate.", "Format": "The code representing day count convention: \n\u2018A001\u2019 - IC30360ISDAor30360AmericanBasicRule \n\u2018A002\u2019 - IC30365 \n\u2018A003\u2019 - IC30Actual \n\u2018A004\u2019 - Actual360 \n\u2018A005\u2019 - Actual365Fixed \n\u2018A006\u2019 - ActualActualICMA \n\u2018A007\u2019 - IC30E360orEuroBondBasismodel1 \n\u2018A008\u2019 - ActualActualISDA \n\u2018A009\u2019 - Actual365LorActuActubasisRule \n\u2018A010\u2019 - ActualActualAFB \n\u2018A011\u2019 - IC30360ICMAor30360basicrule \n\u2018A012\u2019 - IC30E2360orEurobondbasismodel2 \n\u2018A013\u2019 - IC30E3360orEurobondbasismodel3 \n\u2018A014\u2019 - Actual365NL \nOr up to 35 alphanumeric characters if the day count convention is not included in the above list.", "Conditional Validations": "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", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 25, "Field": "Floating rate", "Details to be reported": "Indication of the reference interest rate used which is reset at predetermined intervals by reference to a market reference rate, if applicable.", "Format": "The code representing the floating rate index \n\u2018EONA\u2019 - EONIA \n\u2018EONS\u2019 - EONIA SWAP \n\u2018EURI\u2019 - EURIBOR \n\u2018EUUS\u2019 - EURODOLLAR \n\u2018EUCH\u2019 - EuroSwiss \n\u2018GCFR\u2019 - GCF REPO \n\u2018ISDA\u2019 - ISDAFIX \n\u2019LIBI\u2019 - LIBID \n\u2018LIBO\u2019 - LIBOR \n\u2018MAAA\u2019 - Muni AAA \n\u2018PFAN\u2019 - Pfandbriefe \n\u2018TIBO\u2019 - TIBOR \n\u2018STBO\u2019 - STIBOR \n\u2018BBSW\u2019 - BBSW \n\u2018JIBA\u2019 - JIBAR \n\u2018BUBO\u2019 - BUBOR \n\u2018CDOR\u2019 - CDOR \n\u2018CIBO\u2019 - CIBOR \n\u2018MOSP\u2019 - MOSPRIM \n\u2018NIBO\u2019 - NIBOR \n\u2018PRBO\u2019 - PRIBOR \n\u2018TLBO\u2019 - TELBOR \n\u2018WIBO\u2019 - WIBOR \n\u2018TREA\u2019 - Treasury \n\u2018SWAP\u2019 - SWAP\n\u2018FUSW\u2019 - Future SWAP            \n Or up to 25 alphanumeric characters if the reference rate is not included in the above list", "Conditional Validations": "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', 'LIBO', '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", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 26, "Field": "Floating rate reference period - time period", "Details to be reported": "Time period describing the reference period of the floating rate.", "Format": "Time period describing reference period, whereby the following\nabbreviations apply:\n'YEAR' - Year\n'MNTH' - Month\n'WEEK' - Week\n'DAYS' - Day", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 27, "Field": "Floating rate reference period - multiplier", "Details to be reported": "Multiplier for the time period describing the reference period of the floating rate specified in field 26.", "Format": "Integer multiplier of the time period describing reference period of the floating rate.\nUp to 3 numeric characters.", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 28, "Field": "Floating rate payment", "Details to be reported": "Time period describing the frequency of payments subject to the floating rate.", "Format": "Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply:\n'YEAR' - Year \n'MNTH' - Month \n'WEEK' - Week \n'DAYS' - Day", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 29, "Field": "Floating rate payment", "Details to be reported": "Multiplier for the time period describing the payment frequency for the floating rate specified in field 28.", "Format": "Integer multiplier of the time period describing how often the counterparties exchange payments. Up to 3 numeric characters.", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 30, "Field": "Floating rate reset", "Details to be reported": "Time period describing the frequency of the floating rate resets.", "Format": "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", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 31, "Field": "Floating rate reset", "Details to be reported": "Multiplier for the time period describing the frequency for the floating rate resets specified in field 30.", "Format": "Integer multiplier of the time period describing how often the counterparties reset the floating repo rate. Up to 3 numeric characters.", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 32, "Field": "Spread", "Details to be reported": "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.", "Format": "Up to 5 numeric characters.", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 33, "Field": "Margin lending currency amount", "Details to be reported": "Amount of a margin loan in a given currency. ", "Format": "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.", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "M"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": null, "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "M"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 34, "Field": "Margin lending currency", "Details to be reported": "Currency of the margin loan.", "Format": "ISO 4217 Currency Code, 3 alphabetic characters.", "Conditional Validations": "When populated, this field shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters.\nOtherwise it shall be left blank.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "M"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": null, "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "M"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 35, "Field": "Adjusted rate", "Details to be reported": "Rate as determined by the rate schedule. ", "Format": "Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100 % is represented as \u2018100\u2019. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.", "Conditional Validations": "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.\nThe negative symbol, if populated, shall not be counted as a numerical character.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "O", "BSB": "-", "SL": "-", "ML": "-"}, "MODI (Modification)": {"Repo": "O", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "O", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": null, "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "O", "BSB": "-", "SL": "-", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "O", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "O", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "O", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 36, "Field": "Rate date", "Details to be reported": "Date from which the rate is effective.", "Format": "ISO 8601 date in the format YYYY-MM-DD", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": null, "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 37, "Field": "Principal amount on value date", "Details to be reported": "Cash value to be settled as of the value date of the transaction. ", "Format": "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.", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "-", "ML": "-"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "-", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "-"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 38, "Field": "Principal amount on maturity date", "Details to be reported": "Cash value to be settled as of the maturity date of the transaction.", "Format": "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.", "Conditional Validations": "If field 2.21 is populated with \"false\" and field 2.23 is populated, then this field shoudl be populated.\nWhen 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.", "Error code": "SFT-034", "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "M", "SL": "-", "ML": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "M", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "M", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "M", "SL": "-", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "M", "SL": "-"}, "MODI (Modification)": {"Repo": "C", "BSB": "M", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "M", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 39, "Field": "Principal amount currency", "Details to be reported": "Currency of the principal amount. ", "Format": "ISO 4217 Currency Code, 3 alphabetic characters.", "Conditional Validations": "When populated, this field shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "-", "ML": "-"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "-", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "-"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 40, "Field": "Type of asset", "Details to be reported": "Indication of the type of asset that is the subject of the SFT.", "Format": "\u2018SECU' - Securities\n'COMM' - Commodities", "Conditional Validations": "When populated, shall contain only one of the following values: \"SECU\" or 'COMM',   4 alphabetical characters.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "M", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "M", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "M"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "M", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "M"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 41, "Field": "Security identifier", "Details to be reported": "Identification of the security that is the subject of the SFT.", "Format": "ISO 6166 ISIN 12 character alphanumeric code.", "Conditional Validations": "If field 2.40 is populated with 'SECU', this field shall be populated and shall contain 12 alphanumerical characters and a check digit.\nOtherwise, it shall be left blank.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 42, "Field": "Classification of a security", "Details to be reported": "Classification of Financial Instruments ('CFI') code of the security that is the subject of the SFT.", "Format": "ISO 10692 CFI, 6 characters alphabetical code.", "Conditional Validations": "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). \nOtherwise, it shall be left blank.", "Error code": "SFT-035", "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 43, "Field": "Base product", "Details to be reported": "Base product as specified in the classification of commodities in Table 5 of Annex I of the Implementing Regulation (EU) 2019/363.", "Format": "Only values in the 'Base product' column of the classification of commodities derivatives table are allowed.", "Conditional Validations": "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.\nOtherwise, it shall be left blank.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 44, "Field": "Sub - product ", "Details to be reported": "Sub - Product as specified in the classification of commodities in Table 5 of Annex I of the Implementing Regulation (EU) 2019/363.", "Format": "Only values in the 'Sub - product' column of the classification of commodities derivatives table are allowed are allowed.", "Conditional Validations": "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", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 45, "Field": "Further sub - product ", "Details to be reported": "Further sub product as specified in the classification of commodities table.", "Format": "Only values in the 'Further sub - product' of the classification of commodities derivatives table are allowed.", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 46, "Field": "Quantity or nominal amount ", "Details to be reported": "Quantity or nominal amount of the security or commodity subject of the SFT.", "Format": "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.", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "M", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "M", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "M"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "M", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "M"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 47, "Field": "Unit of measure", "Details to be reported": "Unit of measure in which the quantity is expressed. This field is applicable to commodities.", "Format": "\u2018KILO\u2019 - Kilogram, \u2018PIEC\u2019 - Piece, \u2018TONS\u2019 - Ton, \u2018METR\u2019 - Metre, \u2018INCH\u2019 - Inch, \u2018YARD\u2019 - Yard, \u2018GBGA\u2019 - GBGallon, \u2018GRAM\u2019 - Gram, \u2018CMET\u2019 - Centimetre, \u2018SMET\u2019 - SquareMetre, \u2018FOOT\u2019 - Foot, \u2018MILE\u2019 - Mile, \u2018SQIN\u2019 - SquareInch, \u2018SQFO\u2019 - SquareFoot, \u2018SQMI\u2019 - SquareMile, \u2018GBOU\u2019 - GBOunce, \u2018USOU\u2019 - USOunce, \u2018GBPI\u2019 - GBPint, \u2018USPI\u2019 - USPint, \u2018GBQA\u2019 - GBQuart, \u2018USQA\u2019 - USQuart, \u2018USGA\u2019 - USGallon, \u2018MMET\u2019 - Millimetre, \u2018KMET\u2019 - Kilometre, \u2018SQYA\u2019 - SquareYard, \u2018ACRE\u2019 - Acre, \u2018ARES\u2019 - Are, \u2018SMIL\u2019 - SquareMillimetre, \u2018SCMT\u2019 - SquareCentimetre, \u2018HECT\u2019 - Hectare, \u2018SQKI\u2019 - SquareKilometre, \u2018MILI\u2019 - MilliLitre, \u2018CELI\u2019 - Centilitre, \u2018LITR\u2019 - Litre, \u2018PUND\u2019 - Pound, \u2018ALOW\u2019 - Allowances, \u2018ACCY\u2019 - AmountOfCurrency, \u2018BARL\u2019 - Barrels, \u2018BCUF\u2019 - BillionCubicFeet, \u2018BDFT\u2019 - BoardFeet, \u2018BUSL\u2019 - Bushels, \u2018CEER\u2019 - CertifiedEmissionsReduction, \u2018CLRT\u2019 - ClimateReserveTonnes, \u2018CBME\u2019 - CubicMeters, \u2018DAYS\u2019 - Days, \u2018DMET\u2019 - DryMetricTons, \u2018ENVC\u2019 - EnvironmentalCredit, \u2018ENVO\u2019 - EnvironmentalOffset, \u2018HUWG\u2019 - Hundredweight, \u2018KWDC\u2019 - KilowattDayCapacity, \u2018KWHO\u2019 - KilowattHours, \u2018KWHC\u2019 - KilowattHoursCapacity, \u2018KMOC\u2019 - KilowattMinuteCapacity, \u2018KWMC\u2019 - KilowattMonthCapacity, \u2018KWYC\u2019 - KilowattYearCapacity, \u2018MWDC\u2019 - MegawattDayCapacity, \u2018MWHO\u2019 - MegawattHours, \u2018MWHC\u2019 - MegawattHoursCapacity, \u2018MWMC\u2019 - MegawattMinuteCapacity, \u2018MMOC\u2019 - MegawattMonthCapacity, \u2018MWYC\u2019 - MegawattYearCapacity, \u2018TONE\u2019 - MetricTons, \u2018MIBA\u2019 - MillionBarrels, \u2018MBTU\u2019 - OneMillionBTU, \u2018OZTR\u2019 - TroyOunces, \u2018UCWT\u2019 - USHundredweight, \u2018IPNT\u2019 - IndexPoint, \u2018PWRD\u2019 - PrincipalWithRelationToDebtInstrument, \u2018DGEU\u2019 - DieselGallonEquivalent, \u2018GGEU\u2019 - GasolineGallonEquivalent, \u2018TOCD\u2019 - TonsOfCarbonDioxide.", "Conditional Validations": "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", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 48, "Field": "Currency of nominal amount", "Details to be reported": "In the case where the nominal amount is reported, the currency of the nominal amount. ", "Format": "ISO 4217 Currency Code, 3 alphabetic characters.", "Conditional Validations": "When populated, this field shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters.", "Error code": "SFT-036", "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "O", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "O", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "O"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "O", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "O"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "O"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "O"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 49, "Field": "Security or commodity price", "Details to be reported": "In the case of securities and commodities lending and borrowing, the price of the security or commodity used to calculate the loan value.", "Format": "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.", "Conditional Validations": "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.\nThe negative symbol, if populated, shall not be counted as a numerical character.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "M", "SL": "M", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "M", "SL": "M", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "M", "SL": "M", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "-", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 50, "Field": "Price currency", "Details to be reported": "Currency in which the security or commodity price is denominated.", "Format": "ISO 4217 Currency Code, 3 alphabetic characters.", "Conditional Validations": "When populated, this field shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters.", "Error code": "SFT-037", "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "MO", "SL": "MO", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "MO", "SL": "MO", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "MO", "SL": "MO"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "MO", "SL": "MO", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "MO", "SL": "MO"}, "MODI (Modification)": {"Repo": "-", "BSB": "MO", "SL": "MO"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "MO", "SL": "MO"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 51, "Field": "Security quality", "Details to be reported": "Code that classifies the credit risk of the security.", "Format": "INVG' - Investment grade \n'NIVG' - Non-investment grade \n'NOTR' - Non-rated \n'NOAP' - Not applicable", "Conditional Validations": "If field 2.40 is populated with 'SECU', this field shall be populated and shall contain only one of the following values: 'INVG', 'NIVG' , 'NOTR' or 'NOAP'. 4 alphabetic characters.\n If field 2.40 is populated with 'COMM' this field shall be left blank", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 52, "Field": "Maturity of the security", "Details to be reported": "Maturity of the security.", "Format": "ISO 8601 date in the format YYYY-MM-DD", "Conditional Validations": "If field 2.40 is populated with 'SECU' , this field shall be populated in a common input format: YYYY-MM-DD.\nWhen maturity date is not applicable use default code 9999-12-31.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 53, "Field": "Jurisdiction of the issuer", "Details to be reported": "Jurisdiction of the issuer of the security. In case of securities issued by a foreign subsidiary, the jurisdiction of the ultimate parent company or, if not known, the jurisdiction of the subsidiary.", "Format": "ISO 3166-1 alpha-2 country code, 2 alphabetic characters.", "Conditional Validations": "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.\n", "Error code": "SFT-038", "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 54, "Field": "LEI of the issuer", "Details to be reported": "LEI of the issuer of the security.", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.", "Conditional Validations": "If field 2.40 is populated with 'SECU' and field 2.53 is populated with a country code pertaining to an EEA country, 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 If field 2.40 is populated with 'COMM', this field shall be left blank.", "Error code": "SFT-039", "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 55, "Field": "Security type", "Details to be reported": "Code that classifies the type of the security. ", "Format": "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)", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 56, "Field": "Loan value", "Details to be reported": "Loan value, namely the quantity or nominal amount of the loan multiplied by the price contained in field 49.", "Format": "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.", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "M", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "M", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "M"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "M", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "M"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 57, "Field": "Market value", "Details to be reported": "Market value of the securities or commodifies on loan or borrowed.", "Format": "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.", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "O", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "O"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "O", "ML": "-"}, "VALU (Valuation)": {"SL": "M"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "O"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "O"}, "VALU (Valuation)": {"SL": "M"}}}, {"No": 58, "Field": "Fixed rebate rate", "Details to be reported": "Fixed interest rate (rate agreed to be paid by the lender for the reinvestment of the cash collateral minus any 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.", "Format": "Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented as \u201c100\u201d. The negative symbol, if populated, shall not be counted as a numerical character.", "Conditional Validations": "If field 2.73 is populated with \"false\", then 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.", "Error code": "SFT-040", "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 59, "Field": "Floating rebate rate", "Details to be reported": "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 any 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.", "Format": "The code representing the floating rate index \n\u2018EONA\u2019 - EONIA \n\u2018EONS\u2019 - EONIA SWAP \n\u2018EURI\u2019 - EURIBOR \n\u2018EUUS\u2019 - EURODOLLAR \n\u2018EUCH\u2019 - EuroSwiss \n\u2018GCFR\u2019 - GCF REPO \n\u2018ISDA\u2019 - ISDAFIX \n\u2019LIBI\u2019 - LIBID \n\u2018LIBO\u2019 - LIBOR \n\u2018MAAA\u2019 - Muni AAA \n\u2018PFAN\u2019 - Pfandbriefe \n\u2018TIBO\u2019 - TIBOR \n\u2018STBO\u2019 - STIBOR \n\u2018BBSW\u2019 - BBSW \n\u2018JIBA\u2019 - JIBAR \n\u2018BUBO\u2019 - BUBOR \n\u2018CDOR\u2019 - CDOR \n\u2018CIBO\u2019 - CIBOR \n\u2018MOSP\u2019 - MOSPRIM \n\u2018NIBO\u2019 - NIBOR \n\u2018PRBO\u2019 - PRIBOR \n\u2018TLBO\u2019 - TELBOR \n\u2018WIBO\u2019 - WIBOR \n\u2018TREA\u2019 - Treasury \n\u2018SWAP\u2019 - SWAP \n\u2018FUSW\u2019 - Future SWAP \nOr up to 25 alphanumeric characters if the reference rate is not included in the above list", "Conditional Validations": "If field 2.73 is populated with \"false\" , then 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", "Error code": "SFT-040", "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 60, "Field": "Floating rebate rate reference period - time period", "Details to be reported": "Time period describing the reference period of the floating rebate rate. ", "Format": "Time period describing reference period, whereby the following abbreviations apply: \n'YEAR' - Year \n'MNTH' - Month \n'WEEK' - Week \n'DAYS' - Day", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 61, "Field": "Floating rebate rate reference period - multiplier", "Details to be reported": "Multiplier for the time period describing the reference period for the floating rebate rate specified in field 60.", "Format": "Integer multiplier of the time period describing reference period of the floating rebate rate. Up to 3 numeric characters.", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 62, "Field": "Floating rebate rate payment frequency - time period ", "Details to be reported": "Time period describing the frequency of the payments for the floating rebate rate.", "Format": "Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply: \n'YEAR' - Year \n'MNTH' - Month \n'WEEK' - Week \n'DAYS' - Day", "Conditional Validations": "If field 2.59 Floating rebate rate is populated, this field shall be When populated, this field and shall contain only one of the following values: \"YEAR\", \"MNTH\", WEEK\" or \"DAYS\". 4 alphabetic characters.\nOtherwise the field shall be left blank.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "O", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "O", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "O"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "O", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "O"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "O"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "O"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 63, "Field": "Floating rebate rate payment frequency - multiplier", "Details to be reported": "Multiplier for the time period describing the payment frequency for the floating rebate rate specified in field 62.", "Format": "Integer multiplier of the time period describing how often the counterparties exchange payments. Up to 3 numeric characters.", "Conditional Validations": "If field 2.59 Floating rebate rate is populated, this field shall be When populated, this field and shall contain up to 3 numerical characters.\nOtherwise the field shall be left blank.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "O", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "O", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "O"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "O", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "O"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "O"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "O"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 64, "Field": "Floating rebate rate reset frequency - time period", "Details to be reported": "Time period describing the frequency of the floating rebate rate resets.", "Format": "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", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 65, "Field": "Floating rebate rate reset frequency - multiplier", "Details to be reported": "Multiplier for the time period describing the frequency of the floating rebate rate reset specified in field 64.", "Format": "Integer multiplier of the time period describing how often the counterparties reset the floating rebate rate. Up to 3 numeric characters.", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 66, "Field": "Spread of the rebate rate", "Details to be reported": "Spread for the floating rebate rate expressed in basis points.", "Format": "Up to 5 numeric characters.", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 67, "Field": "Lending fee", "Details to be reported": "Fee that the borrower of the security or commodity pays to the lender.", "Format": "Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100 % is represented as \u2018100\u2019.", "Conditional Validations": "If field 2.73 is populated with \"true\", then this field should be populated. 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.", "Error code": "SFT-041", "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 68, "Field": "Exclusive arrangements", "Details to be reported": "In the case of securities borrowing and lending, an indication of whether the borrower has exclusive access to borrow from the lender's securities portfolio.", "Format": "\u2018true\u2019 \n\u2018false\u2019", "Conditional Validations": "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'\nOtherwise, it shall be left blank", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 69, "Field": "Outstanding margin loan", "Details to be reported": "Total amount of margin loans, in the base currency. ", "Format": "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.", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "M"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": null, "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "M"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 70, "Field": "Base currency of outstanding margin loan", "Details to be reported": "Base currency of outstanding margin loans.", "Format": "ISO 4217 Currency Code, 3 alphabetic characters.", "Conditional Validations": "When populated, this field shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters.", "Error code": "SFT-042", "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "M"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "M"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 71, "Field": "Short market value", "Details to be reported": "Market value of the short position, in the base currency.", "Format": "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.", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "M"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "M"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "-"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 72, "Field": "Uncollateralised Securities Lending ('SL') flag", "Details to be reported": "Indication of whether the SL transaction is uncollateralised.", "Format": "\u2018true\u2019 \n\u2018false\u2019", "Conditional Validations": "When populated, this field shall contain one of the values: 'true' or 'false'", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "M", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "M", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "M", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "M"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "M"}, "CORR (Correction)": {"Repo": "-", "BSB": "-", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 73, "Field": "Collateralisation of net exposure", "Details to be reported": "Indication of whether the collateral has been provided for a net exposure, rather than for a single transaction.", "Format": "\u2018true\u2019 \n\u2018false\u2019", "Conditional Validations": "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'", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "C", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "CM"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "C"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "C"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 74, "Field": "Value date of the collateral", "Details to be reported": "Where trades have been collateralised on a net exposure basis, the latest value date contained in the netting set of SFTs, taking into consideration all of the transactions for which the collateral was provided.", "Format": "ISO 8601 date in the format YYYY-MM-DD", "Conditional Validations": "If field 2.73 is populated with 'true' this field shall be populated  in a common input format: YYYY-MM-DD.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "-", "BSB": "-", "SL": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 75, "Field": "Type of collateral component", "Details to be reported": "Indication of the type of collateral component.", "Format": "SECU' - Securities \n'COMM' - Commodities (only for repos and buy-sell backs) \n'CASH' - Cash", "Conditional Validations": "For action types NEWT and POSC, and SL transactions: If field 2.72 is populated with 'true',  this field shall be left blank. Otherwise it is optional for Repo, BSB and SL.\nFor action types COLU and CORR: at least one of the fields 2.75 Type of collateral component or 2.96 Collateral basket identifier should be populated for Repo, BSB and SL. \nIf populated, this field shall contain one of the following values: 'SECU', 'COMM' or 'CASH'. 4 alphabetic characters", "Error code": "SFT-043", "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "M"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "M"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "M"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 76, "Field": "Cash collateral amount", "Details to be reported": "Amount of funds provided as collateral for the borrowing of securities or commodities.", "Format": "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.", "Conditional Validations": "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. The negative symbol, if populated, shall not be counted as a numerical character.\nOtherwise, it shall be left blank", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 77, "Field": "Cash collateral currency", "Details to be reported": "Currency of the cash collateral.", "Format": "ISO 4217 Currency Code, 3 alphabetic characters.", "Conditional Validations": "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.\nOtherwise, it shall be left blank", "Error code": "SFT-044", "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 78, "Field": "Identification of a security used as collateral", "Details to be reported": "Identification of the security used as collateral.", "Format": "ISO 6166 ISIN 12 character alphanumeric code.", "Conditional Validations": "If field 2.75 is populated with 'SECU', this field shall be populated and shall contain 12 alphanumerical characters and a check digit\nOtherwise, it shall be left blank", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 79, "Field": "Classification of a security used as collateral", "Details to be reported": "CFI code of the security used as collateral.", "Format": "ISO 10692 CFI, 6 characters alphabetical code.", "Conditional Validations": "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). \nOtherwise, it shall be left blank", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 80, "Field": "Base product", "Details to be reported": "Base product as specified in the classification of commodities in Table 5 of Annex I of the Implementing Regulation (EU) 2019/363.", "Format": "Only values in the 'Base product' column of the classification of commodities derivatives table are allowed.", "Conditional Validations": "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.\nOtherwise, it shall be left blank", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 81, "Field": "Sub - product ", "Details to be reported": "Sub \u2014 product as specified in the classification of commodities in Table 5 of Annex I of the Implementing Regulation (EU) 2019/363.", "Format": "Only values in the 'Sub - product' column of the classification of commodities derivatives table are allowed are allowed.", "Conditional Validations": "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", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 82, "Field": "Further sub - product ", "Details to be reported": "Further sub \u2014 product as specified in the classification of commodities in Table 5 of Annex I of the Implementing Regulation (EU) 2019/363.", "Format": "Only values in the 'Further sub - product' of the classification of commodities derivatives table are allowed.", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 83, "Field": "Collateral quantity or nominal amount", "Details to be reported": "Quantity or nominal amount of the security or commodity used as collateral.", "Format": "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.", "Conditional Validations": "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.\nThe negative symbol, if populated, shall not be counted as a numerical character.\nOtherwise, it shall be left blank", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 84, "Field": "Collateral unit of measure", "Details to be reported": "Unit of measure in which the collateral quantity is specified. This field is applicable to commodities.", "Format": "\u2018KILO\u2019 - Kilogram, \u2018PIEC\u2019 - Piece, \u2018TONS\u2019 - Ton, \u2018METR\u2019 - Metre, \u2018INCH\u2019 - Inch, \u2018YARD\u2019 - Yard, \u2018GBGA\u2019 - GBGallon, \u2018GRAM\u2019 - Gram, \u2018CMET\u2019 - Centimetre, \u2018SMET\u2019 - SquareMetre, \u2018FOOT\u2019 - Foot, \u2018MILE\u2019 - Mile, \u2018SQIN\u2019 - SquareInch, \u2018SQFO\u2019 - SquareFoot, \u2018SQMI\u2019 - SquareMile, \u2018GBOU\u2019 - GBOunce, \u2018USOU\u2019 - USOunce, \u2018GBPI\u2019 - GBPint, \u2018USPI\u2019 - USPint, \u2018GBQA\u2019 - GBQuart, \u2018USQA\u2019 - USQuart, \u2018USGA\u2019 - USGallon, \u2018MMET\u2019 - Millimetre, \u2018KMET\u2019 - Kilometre, \u2018SQYA\u2019 - SquareYard, \u2018ACRE\u2019 - Acre, \u2018ARES\u2019 - Are, \u2018SMIL\u2019 - SquareMillimetre, \u2018SCMT\u2019 - SquareCentimetre, \u2018HECT\u2019 - Hectare, \u2018SQKI\u2019 - SquareKilometre, \u2018MILI\u2019 - MilliLitre, \u2018CELI\u2019 - Centilitre, \u2018LITR\u2019 - Litre, \u2018PUND\u2019 - Pound, \u2018ALOW\u2019 - Allowances, \u2018ACCY\u2019 - AmountOfCurrency, \u2018BARL\u2019 - Barrels, \u2018BCUF\u2019 - BillionCubicFeet, \u2018BDFT\u2019 - BoardFeet, \u2018BUSL\u2019 - Bushels, \u2018CEER\u2019 - CertifiedEmissionsReduction, \u2018CLRT\u2019 - ClimateReserveTonnes, \u2018CBME\u2019 - CubicMeters, \u2018DAYS\u2019 - Days, \u2018DMET\u2019 - DryMetricTons, \u2018ENVC\u2019 - EnvironmentalCredit, \u2018ENVO\u2019 - EnvironmentalOffset, \u2018HUWG\u2019 - Hundredweight, \u2018KWDC\u2019 - KilowattDayCapacity, \u2018KWHO\u2019 - KilowattHours, \u2018KWHC\u2019 - KilowattHoursCapacity, \u2018KMOC\u2019 - KilowattMinuteCapacity, \u2018KWMC\u2019 - KilowattMonthCapacity, \u2018KWYC\u2019 - KilowattYearCapacity, \u2018MWDC\u2019 - MegawattDayCapacity, \u2018MWHO\u2019 - MegawattHours, \u2018MWHC\u2019 - MegawattHoursCapacity, \u2018MWMC\u2019 - MegawattMinuteCapacity, \u2018MMOC\u2019 - MegawattMonthCapacity, \u2018MWYC\u2019 - MegawattYearCapacity, \u2018TONE\u2019 - MetricTons, \u2018MIBA\u2019 - MillionBarrels, \u2018MBTU\u2019 - OneMillionBTU, \u2018OZTR\u2019 - TroyOunces, \u2018UCWT\u2019 - USHundredweight, \u2018IPNT\u2019 - IndexPoint, \u2018PWRD\u2019 - PrincipalWithRelationToDebtInstrument, \u2018DGEU\u2019 - DieselGallonEquivalent, \u2018GGEU\u2019 - GasolineGallonEquivalent, \u2018TOCD\u2019 - TonsOfCarbonDioxide.", "Conditional Validations": "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\nOtherwise, it shall be left blank", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 85, "Field": "Currency of collateral nominal amount", "Details to be reported": "In the case where collateral nominal amount is reported, the currency of the nominal amount.", "Format": "ISO 4217 Currency Code, 3 alphabetic characters.", "Conditional Validations": "If field 2.75 is populated with 'SECU', this field should be populated.\nWhen populated, this field shall contain contain ISO 4217 Currency Code (official list only), 3 alphabetical characters. \nOtherwise, it shall be left blank", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "O"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "O", "BSB": "O", "SL": "O"}, "COLU (Collateral update)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "O"}, "CORR (Correction)": {"Repo": "O", "BSB": "O", "SL": "O", "ML": "O"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "O", "BSB": "O", "SL": "O"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "O", "BSB": "O", "SL": "O"}, "CORR (Correction)": {"Repo": "O", "BSB": "O", "SL": "O"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 86, "Field": "Price currency", "Details to be reported": "Currency of the price of the collateral component. ", "Format": "ISO 4217 Currency Code, 3 alphabetic characters.", "Conditional Validations": "If field 2.75 is populated with 'SECU' or 'COMM', this field should be populated.\nWhen populated, this field shall contain contain ISO 4217 Currency Code (official list only), 3 alphabetical characters.\nOtherwise, it shall be left blank", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "CO", "BSB": "CO", "SL": "CO", "ML": "CO"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "CO", "BSB": "CO", "SL": "CO"}, "COLU (Collateral update)": {"Repo": "CO", "BSB": "CO", "SL": "CO", "ML": "CO"}, "CORR (Correction)": {"Repo": "CO", "BSB": "CO", "SL": "CO", "ML": "CO"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "CO", "BSB": "CO", "SL": "CO"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "CO", "BSB": "CO", "SL": "CO"}, "CORR (Correction)": {"Repo": "CO", "BSB": "CO", "SL": "CO"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 87, "Field": "Price per unit", "Details to be reported": "Price per unit in respect of the collateral component, including accrued interest for interest-bearing securities used to value the security or commodity.", "Format": "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.", "Conditional Validations": "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.\nThe negative symbol, if populated, shall not be counted as a numerical character.\nOtherwise, it shall be left blank", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 88, "Field": "Collateral market value", "Details to be reported": "Market value of the individual collateral component expressed in price currency.", "Format": "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.", "Conditional Validations": "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.\nOtherwise, it shall be left blank", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 89, "Field": "Haircut or margin", "Details to be reported": "For repos and buy-sell backs, any collateral haircut shall be specified by reference to any risk control measure applied to the 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.", "Format": "Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100 % is represented as \u2018100\u2019. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.", "Conditional Validations": "If field 2.75 is populated with 'SECU' or 'CASH', this field shall be populated and shall contain up to 11 numeric characters including up to 10 decimals. This field allows negative values. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a dot.\nOtherwise, it shall be left blank", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 90, "Field": "Collateral quality", "Details to be reported": "Code that classifies the risk of the security used as collateral.", "Format": "INVG' - Investment grade \n'NIVG' - Non-investment grade \n'NOTR' - Non-rated \n'NOAP' - Not applicable", "Conditional Validations": "If field 2.75 is populated with 'SECU',this field shall be populated and shall contain only one of the following values: 'INVG', 'NIVG', 'NOTR' or 'NOAP'.  4 alphabetic characters\nOtherwise, it shall be left blank.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 91, "Field": "Maturity date of the security", "Details to be reported": "Maturity date of the security used as collateral.", "Format": "ISO 8601 date in the format YYYY-MM-DD", "Conditional Validations": "If field 2.75 is populated with 'SECU', this field shall be populated  in a common input format: YYYY-MM-DD.\nWhen maturity date is not applicable use default code 9999-12-31.\nOtherwise, it shall be left blank", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 92, "Field": "Jurisdiction of the issuer", "Details to be reported": "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, the jurisdiction of the subsidiary.", "Format": "ISO 3166-1 alpha-2 country code 2 alphabetic characters", "Conditional Validations": "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.\n", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 93, "Field": "LEI of the issuer", "Details to be reported": "LEI of the issuer of the security used as collateral.", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.", "Conditional Validations": "If field 2.75 is populated with 'SECU and field 2.92 is populated with a country code pertaining to an EEA country,  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 If field 2.75 is populated with 'COMM' or 'CASH', this field shall be left blank.", "Error code": "SFT-044", "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 94, "Field": "Collateral type", "Details to be reported": "Code that classifies the type of the security used as collateral.", "Format": "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) \n'OTHR'- Other assets (including shares in mutual funds)", "Conditional Validations": "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.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 95, "Field": "Availability for collateral reuse ", "Details to be reported": "Indication of whether the collateral taker can reuse the securities provided as a collateral.", "Format": "\u2018true\u2019 \n\u2018false\u2019", "Conditional Validations": "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'\nOtherwise it shall be left blank.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "C"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 96, "Field": "Collateral basket identifier", "Details to be reported": "Where the collateral basket can be identified with an ISIN, the ISIN of the collateral basket.", "Format": "ISO 6166 ISIN 12 character alphanumeric code, or 'NTAV'", "Conditional Validations": "For action types NEWT and POSC: If field 2.72 is populated with 'true' , this field shall be left blank. Otherwise it is optional.\nFor action types COLU and CORR: 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", "Error code": "SFT-043", "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "C", "BSB": "C", "SL": "C"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 97, "Field": "Portfolio code", "Details to be reported": "Where the transaction is cleared and is included in a portfolio of transactions for which margins are exchanged, the portfolio shall be identified by a unique code determined by the reporting counterparty.", "Format": "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.", "Conditional Validations": "If the field 2.5 Cleared is populated with 'true' this field shall be populated and shall contain up to 52 alphanumerical characters. Four special characters are allowed \":\", \".\",  \"-\", \" _\" .  Special characters are not allowed at the beginning or the end.  No space allowed.\nOtherwise it shall be left blank.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "C", "BSB": "C", "SL": "C"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C", "ML": "-"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "C", "BSB": "C", "SL": "C"}, "MODI (Modification)": {"Repo": "-", "BSB": "-", "SL": "-"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "C", "BSB": "C", "SL": "C"}, "VALU (Valuation)": {"SL": "-"}}}, {"No": 98, "Field": "Action type", "Details to be reported": "The report shall contain one of the following action types:", "Format": "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", "Conditional Validations": "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\"", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "EROR (Error)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "ETRM (Termination / Early Termination)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "VALU (Valuation)": {"SL": "M"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "M", "BSB": "M", "SL": "M"}, "ETRM (Termination / Early Termination)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "M", "BSB": "M", "SL": "M"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "M"}}}, {"No": 99, "Field": "Level", "Details to be reported": "Indication of whether the report is done at trade or position level.", "Format": "TCTN' - Transaction \n'PSTN' - Position", "Conditional Validations": "When populated, this field shall contain only one of the following values: 'TCTN' or ' PSTN'. 4 alphabetical characters.", "Error code": null, "Trade Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "POSC (Position component)": {"Repo": "M", "BSB": "M", "SL": "M"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-", "ML": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M", "ML": "M"}, "VALU (Valuation)": {"SL": "-"}}, "Position Level": {"NEWT (New)": {"Repo": "M", "BSB": "M", "SL": "M"}, "MODI (Modification)": {"Repo": "M", "BSB": "M", "SL": "M"}, "EROR (Error)": {"Repo": "-", "BSB": "-", "SL": "-"}, "ETRM (Termination / Early Termination)": {"Repo": "-", "BSB": "-", "SL": "-"}, "COLU (Collateral update)": {"Repo": "-", "BSB": "-", "SL": "-"}, "CORR (Correction)": {"Repo": "M", "BSB": "M", "SL": "M"}, "VALU (Valuation)": {"SL": "-"}}}], "Table 3 (Margins)": [{"No": 1, "Field": "Reporting timestamp", "Details to be reported": "Date and time of submission of the report to the trade repository.", "Format": "ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ", "Conditional Validations": " This fiield shall be populated in a common input format: YYYY-MM-DDThh:MM:SSZ \nThe reporting timestamp should be equal or earlier than the timestamp of the receipt of the report by the TR. The date part of the timestamp cannot be earlier than the day preceding the date of the receipt of the report by the TR.\nThe receipt of the report should be understood as the moment the report enters a TR\u2019s system", "Error code": "SFM-001", "NEWT (New)": "M", "EROR (Error)": "M", "CORR (Correction)": "M", "MARU (Margin update)": "M"}, {"No": 2, "Field": "Event date", "Details to be reported": "Date on which the reportable event relating to the SFT and captured by the report took place. In the case of action types \"Valuation update\", \"Collateral update\", \u201cReuse update\u201d, \u201cMargin update\u201d, the date for which the information contained in the report is provided.", "Format": "ISO 8601 date in the format YYYY-MM-DD", "Conditional Validations": "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", "Error code": "SFM-002", "NEWT (New)": "M", "EROR (Error)": "-", "CORR (Correction)": "M", "MARU (Margin update)": "M"}, {"No": 3, "Field": "Report submitting entity", "Details to be reported": "Unique code identifying the entity which submits the report. In the case where the submission of the report has been delegated to a third party or to the other counterparty, the unique code identifying that entity", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.", "Conditional Validations": "For action types \"NEWT\", \"CORR\" and \"MARU\":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\". \nFor action type \"EROR\": This field shall contain an LEI included in the GLEIF database maintained by the Central Operating Unit, irrespective of the registration status of that LEI.\nThe LEI shall pertain to a legal entity and not a branch.", "Error code": "SFM-003", "NEWT (New)": "M", "EROR (Error)": "M", "CORR (Correction)": "M", "MARU (Margin update)": "M"}, {"No": 4, "Field": "Reporting Counterparty", "Details to be reported": "Unique code identifying the reporting counterparty.", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.", "Conditional Validations": "For action types \"NEWT\", \"CORR\" and \"MARU\": This field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The LEI shall pertain to a legal entity and not a branch. \nThe status of the LEI for all the above action types shall be \"Issued\", \"Pending transfer\" or \"Pending archival\".\nFor action type \"EROR\": This field shall contain an LEI included in the GLEIF database maintained by the Central Operating Unit, irrespective of the registration status of that LEI.\n", "Error code": "SFM-004", "NEWT (New)": "M", "EROR (Error)": "M", "CORR (Correction)": "M", "MARU (Margin update)": "M"}, {"No": 5, "Field": "Entity responsible for the report", "Details to be reported": "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 financial counterparty. 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. 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.", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.", "Conditional Validations": "For action types \"NEWT\", \"CORR\" and \"MARU\":\nThis field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The LEI shall pertain to a legal entity and not a branch.  The status of the LEI for all the above action types shall be \"Issued\", \"Pending transfer\" or \"Pending archival\". For action type \"EROR\": This field shall contain an LEI included in the GLEIF database maintained by the Central Operating Unit, irrespective of the registration status of that LEI. ", "Error code": "SFM-005", "NEWT (New)": "M", "EROR (Error)": "-", "CORR (Correction)": "M", "MARU (Margin update)": "M"}, {"No": 6, "Field": "Other counterparty", "Details to be reported": "Unique code identifying the entity with whom the reporting counterparty concluded the SFT.", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.", "Conditional Validations": "This field shall contain\n- a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The LEI shall pertain to a legal entity and not a branch.  For action types \"NEWT\", \"MARU\" and \"CORR\" The status of the LEI shall be \"Issued\", \"Lapsed\", \"Pending transfer\" or \"Pending archival\" .\nFor action type \"EROR\": This field shall contain an LEI included in the GLEIF database maintained by the Central Operating Unit, irrespective of the registration status of that LEI.\nor\n-up to 50 alphanumerical characters             \n", "Error code": "SFM-006", "NEWT (New)": "M", "EROR (Error)": "M", "CORR (Correction)": "M", "MARU (Margin update)": "M"}, {"No": 7, "Field": "Portfolio code", "Details to be reported": "The portfolio of transactions for which margins are exchanged shall be identified by a unique code determined by the reporting counterparty. Where the portfolio of transactions also includes derivative contracts reportable under Regulation (EU) No 648/2012, the portfolio code shall be the same as that reported under Regulation (EU) No 648/2012.", "Format": "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.", "Conditional Validations": "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.", "Error code": null, "NEWT (New)": "M", "EROR (Error)": "M", "CORR (Correction)": "M", "MARU (Margin update)": "M"}, {"No": 8, "Field": "Initial margin posted", "Details to be reported": "Value of the initial margin posted by the reporting counterparty to the other counterparty. Where the initial margin is posted on a portfolio basis, this field shall specify the overall value of initial margin posted for the portfolio.", "Format": "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.", "Conditional Validations": "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", "Error code": null, "NEWT (New)": "O", "EROR (Error)": "-", "CORR (Correction)": "O", "MARU (Margin update)": "O"}, {"No": 9, "Field": "Currency of the initial margin posted", "Details to be reported": "Currency of the initial margin posted.", "Format": "ISO 4217 Currency Code, 3 alphabetic characters.", "Conditional Validations": "If field 3.8 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", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "MARU (Margin update)": "C"}, {"No": 10, "Field": "Variation margin posted", "Details to be reported": "Value of the variation margin posted, including the value of cash settled, by the reporting counterparty to the other counterparty. Where the variation margin is posted on a portfolio basis, this field shall specify the overall value of the variation margin posted for the portfolio.", "Format": "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.", "Conditional Validations": "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", "Error code": null, "NEWT (New)": "O", "EROR (Error)": "-", "CORR (Correction)": "O", "MARU (Margin update)": "O"}, {"No": 11, "Field": "Currency of the variation margins posted", "Details to be reported": "Currency of variation margin posted.", "Format": "ISO 4217 Currency Code, 3 alphabetic characters.", "Conditional Validations": "If field 3.10 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", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "MARU (Margin update)": "C"}, {"No": 12, "Field": "Initial margin received", "Details to be reported": "Value of the initial margin received by the reporting counterparty from the other counterparty. Where the initial margin is received on a portfolio basis, this field shall specify the overall value of the initial margin received for the portfolio.", "Format": "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.", "Conditional Validations": "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", "Error code": null, "NEWT (New)": "O", "EROR (Error)": "-", "CORR (Correction)": "O", "MARU (Margin update)": "O"}, {"No": 13, "Field": "Currency of the initial margin received", "Details to be reported": "Currency of the initial margin received.", "Format": "ISO 4217 Currency Code, 3 alphabetic characters.", "Conditional Validations": "If field 3.12 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", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "MARU (Margin update)": "C"}, {"No": 14, "Field": "Variation margin received", "Details to be reported": "Value of the variation margin received, including the value of cash settled, by the reporting counterparty from the other counterparty. Where the variation margin is received on a portfolio basis, this field shall specify the overall value of the variation margin received for the portfolio.", "Format": "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.", "Conditional Validations": "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", "Error code": null, "NEWT (New)": "O", "EROR (Error)": "-", "CORR (Correction)": "O", "MARU (Margin update)": "O"}, {"No": 15, "Field": "Currency of the variation margins received", "Details to be reported": "Currency of the variation margin received.", "Format": "ISO 4217 Currency Code, 3 alphabetic characters.", "Conditional Validations": "If field 3.14 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", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "MARU (Margin update)": "C"}, {"No": 16, "Field": "Excess collateral posted", "Details to be reported": "Value of collateral posted in excess of the required collateral.", "Format": "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.", "Conditional Validations": "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", "Error code": null, "NEWT (New)": "O", "EROR (Error)": "-", "CORR (Correction)": "O", "MARU (Margin update)": "O"}, {"No": 17, "Field": "Currency of the excess collateral posted", "Details to be reported": "Currency of the excess collateral posted.", "Format": "ISO 4217 Currency Code, 3 alphabetic characters.", "Conditional Validations": "If field 3.16 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.", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "MARU (Margin update)": "C"}, {"No": 18, "Field": "Excess collateral received", "Details to be reported": "Value of collateral received in excess of the required collateral.", "Format": "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.", "Conditional Validations": "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", "Error code": null, "NEWT (New)": "O", "EROR (Error)": "-", "CORR (Correction)": "O", "MARU (Margin update)": "O"}, {"No": 19, "Field": "Currency of the excess collateral received", "Details to be reported": "Currency of the excess collateral received.", "Format": "ISO 4217 Currency Code, 3 alphabetic characters.", "Conditional Validations": "If field 3.18 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", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "MARU (Margin update)": "C"}, {"No": 20, "Field": "Action type", "Details to be reported": "The report shall contain one of the following action types: (a) a new margin balance shall be identified as \u2018New\u2019; (b) a modification of the details of the margins shall be identified as \u2018Margin update\u2019; (c) a cancellation of a wrongly submitted entire report shall be identified as \u2018Error\u2019; (d) a correction of data fields that were submitted incorrectly in a previous report shall be identified as \u2018Correction\u2019;", "Format": "NEWT' - New \n'MARU' - Margin update \n'EROR' - Error \n'CORR' - Correction", "Conditional Validations": "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 and portfolio code shall only contain value \"NEWT\" in this field. If the first report for a given pair of counterparties and portfolio code  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 - Portfolio Code shall be accepted. \n", "Error code": null, "NEWT (New)": "M", "EROR (Error)": "M", "CORR (Correction)": "M", "MARU (Margin update)": "M"}], "Table 4 (Re-use)": [{"No": 1, "Field": "Reporting timestamp", "Details to be reported": "Date and time of submission of the report to the trade repository.", "Format": "ISO 8601 date in the format and UTC time format, i.e. YYYY-MM-DDThh:mm:ssZ", "Conditional Validations": " This fiield shall be populated in a common input format: YYYY-MM-DDThh:MM:SSZ '\nThe reporting timestamp should be equal or earlier than the timestamp of the receipt of the report by the TR. The date part of the timestamp cannot be earlier than the day preceding the date of the receipt of the report by the TR.\nThe receipt of the report should be understood as the moment the report enters a TR\u2019s system", "Error code": "SFR-001", "NEWT (New)": "M", "EROR (Error)": "M", "CORR (Correction)": "M", "REUU (Reuse update)": "M"}, {"No": 2, "Field": "Event date", "Details to be reported": "Date on which the reportable event relating to the SFT and captured by the report took place. In the case of action types \u2018Valuation update\u2019, \u2018Collateral update\u2019, \u2018Reuse update\u2019, \u2018Margin update\u2019, the date for which the information contained in the report is provided.", "Format": "ISO 8601 date in the format YYYY-MM-DD", "Conditional Validations": "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.", "Error code": "SFR-002", "NEWT (New)": "M", "EROR (Error)": "-", "CORR (Correction)": "M", "REUU (Reuse update)": "M"}, {"No": 3, "Field": "Report submitting entity", "Details to be reported": "Unique code identifying the entity which submits the report. In the case where the submission of the report has been delegated to a third party or to the other counterparty, the unique code identifying that entity.", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.", "Conditional Validations": "For action types \"NEWT\", \"CORR\" and \"REUU\": 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\".\nFor action type \"EROR\": This field shall contain an LEI included in the GLEIF database maintained by the Central Operating Unit, irrespective of the registration status of that LEI.\nThe LEI shall pertain to a legal entity and not a branch.", "Error code": "SFR-003", "NEWT (New)": "M", "EROR (Error)": "M", "CORR (Correction)": "M", "REUU (Reuse update)": "M"}, {"No": 4, "Field": "Reporting counterparty", "Details to be reported": "Unique code identifying the reporting counterparty.", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.", "Conditional Validations": "For action types \"NEWT\", \"CORR\" and \"REUU\": 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.\nFor action type \"EROR\": This field shall contain an LEI included in the GLEIF database maintained by the Central Operating Unit, irrespective of the registration status of that LEI.\n", "Error code": "SFR-004", "NEWT (New)": "M", "EROR (Error)": "M", "CORR (Correction)": "M", "REUU (Reuse update)": "M"}, {"No": 5, "Field": "Entity responsible for the report", "Details to be reported": "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 financial counterparty. 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. 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.", "Format": "ISO 17442 Legal Entity Identifier (LEI) 20 alphanumeric character code.", "Conditional Validations": "For action types \"NEWT\", \"CORR\" and \"REUU\":\nThis field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The LEI shall pertain to a legal entity and not a branch. \nThe status of the LEI   for all the above action types shall be \"Issued\", \"Pending transfer\" or \"Pending archival\". \n For action type \"EROR\": This field shall contain an LEI included in the GLEIF database maintained by the Central Operating Unit, irrespective of the registration status of that LEI. ", "Error code": "SFR-005", "NEWT (New)": "M", "EROR (Error)": "-", "CORR (Correction)": "M", "REUU (Reuse update)": "M"}, {"No": 6, "Field": "Type of collateral component", "Details to be reported": "Indication of the type of collateral component.", "Format": "SECU' - Securities \n'CASH' - Cash", "Conditional Validations": "At least one of the fields 4.6 or 4.15 shall be populated.\nIf populated, this field shall contain one of the following values: 'SECU', or 'CASH'. 4 alphabetic characters", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "REUU (Reuse update)": "C"}, {"No": 7, "Field": "Collateral component", "Details to be reported": "Identification of the security used as collateral.", "Format": "ISO 6166 ISIN 12 character alphanumeric code.", "Conditional Validations": "If field 4.6 is populated with 'SECU' this field shall be populated and shall contain 12 alphanumerical characters and a check digit.\nOtherwise, it shall be left blank", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "REUU (Reuse update)": "C"}, {"No": 8, "Field": "Value of reused collateral", "Details to be reported": "Total value of the collateral reused when it can be calculated at SFT transaction level.", "Format": "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.", "Conditional Validations": "If field 4.6 is populated with 'SECU' , one of the fields 4.8 and 4.9 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.\nOtherwise, it shall be left blank", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "REUU (Reuse update)": "C"}, {"No": 9, "Field": "Estimated reuse of collateral", "Details to be reported": "When the actual value of reused collateral is unknown or cannot be calculated, an estimate of the value of reuse at individual financial instrument level shall be calculated as laid down in the FSB report \u2018Transforming Shadow Banking into Resilient Market-based Finance, Non-Cash Collateral Re-Use: Measure and Metrics\u2019 of 25 January 2017.", "Format": "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.", "Conditional Validations": "If field 4.6 is populated with 'SECU' , one of the fields 4.8 and 4.9 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.\nOtherwise, it shall be left blank", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "REUU (Reuse update)": "C"}, {"No": 10, "Field": "Reused collateral currency", "Details to be reported": "Currency of the actual or estimated value of the collateral reused.", "Format": "ISO 4217 Currency Code, 3 alphabetic characters.", "Conditional Validations": "If field 4.6 is populated with 'SECU' this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters.\nOtherwise, it shall be left blank", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "REUU (Reuse update)": "C"}, {"No": 11, "Field": "Reinvestment Rate", "Details to be reported": "Average interest rate received from a cash collateral reinvestment made by the lender.", "Format": "Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented as \u201c100\u201d.", "Conditional Validations": "If field 4.6  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.\nOtherwise, it shall be left blank", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "REUU (Reuse update)": "C"}, {"No": 12, "Field": "Type of re-invested cash investment", "Details to be reported": "Type of re-investment.", "Format": "MMFT' - registered money market fund 'OCMP' - any other commingled pool       'REPM' - the repo market                           'SDPU' - direct purchase of securities        'OTHR' - other", "Conditional Validations": "If field 4.6 is populated with 'CASH' this field shall be populated and shall contain only one of the following values: 'MMFT', 'OCMP', 'REPM', 'SDPU' or OTHR', \" 4 alphabetical characters.\nOtherwise, it shall be left blank", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "REUU (Reuse update)": "C"}, {"No": 13, "Field": "Re-invested cash amount", "Details to be reported": "Amount of the re-invested cash in a given currency.", "Format": "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.", "Conditional Validations": "If field 4.6 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.\nOtherwise, it shall be left blank", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "REUU (Reuse update)": "C"}, {"No": 14, "Field": "Re-invested cash currency", "Details to be reported": "Currency of the re-invested cash.", "Format": "ISO 4217 Currency Code, 3 alphabetic characters.", "Conditional Validations": "If field 4.6 is populated with 'CASH' this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical characters.\nOtherwise, it shall be left blank", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "REUU (Reuse update)": "C"}, {"No": 15, "Field": "Funding sources", "Details to be reported": "Funding sources used to finance margin loans.", "Format": "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", "Conditional Validations": "At least one of the fields 4.6 or 4.15 shall be populated.\nWhen populated, shall contain only one of the following values: 'REPO', 'SECL', 'FREE', 'CSHS', BSHS', 'UBOR' or 'OTHR', \" 4 alphabetical characters.", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "REUU (Reuse update)": "C"}, {"No": 16, "Field": "Market value of the funding sources", "Details to be reported": "Market value of funding sources referred to in field 15.", "Format": "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.", "Conditional Validations": "If field 4.15 is 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.", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "REUU (Reuse update)": "C"}, {"No": 17, "Field": "Funding sources currency", "Details to be reported": "Currency of the market value of the funding sources.", "Format": "ISO 4217 Currency Code, 3 alphabetic characters.", "Conditional Validations": "if field 16 is populated, this field shall be populatd with ISO 4217 Currency Code.", "Error code": null, "NEWT (New)": "C", "EROR (Error)": "-", "CORR (Correction)": "C", "REUU (Reuse update)": "C"}, {"No": 18, "Field": "Action type", "Details to be reported": "The report shall contain one of the following action types: (a) a new reuse balance shall be identified as \u2018New\u2019; (b) a modification of the details of the reuse shall be identified as \u2018Reuse update\u2019; (c) a cancellation of a wrongly submitted entire report shall be identified as \u2018Error\u2019; (d) a correction of data fields that were submitted incorrectly in a previous report shall be identified as \u2018Correction\u2019.", "Format": "NEWT' - New \n'REUU' - reuse update \n'EROR' - Error \n'CORR' - Correction", "Conditional Validations": "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 combination of the reporting counterparty and entity responsible for reporting shall be accepted. \n", "Error code": null, "NEWT (New)": "M", "EROR (Error)": "M", "CORR (Correction)": "M", "REUU (Reuse update)": "M"}]}