Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
133 | The Currency Code, ISO 4217 alphabetic Code. Example: USD | ||||
264 | Interest rate for the currency. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.INTEREST. | ||||
260 | Interest amount for the currency. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. | ||||
71 | Total movement in Cash Collateral for the current day that will be settled in the given currency This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. | ||||
230 | FX Collateral position quantity (in FX currency). This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. | ||||
232 | FX collateral position market value (in ZAR). This is the value before haircut: qty * price. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. | ||||
231 | FX collateral value (in ZAR). This is the value calculated during the collateral process (using haircut%, max value). This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. |
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