FIX Version FIX.5.0SP2 Extension Pack EP254

Approval Date 2019-11-15T12:00:00

Description EU Securities Financing Transactions (SFTR) Regulations

Field Changes

Updated Fields

Tag	Description	Elaboration
762	Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. If SecuritySubType is used, then SecurityType is required. For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly". For SecurityType(167)="OPT" the subclassification can be specified, such as "Asian". For SecurityType(167)="SWAPTION" a value of "Straddle" is used to identify a straddle swaption. In the context of EU SFTR reporting use the appropriate 4-character code noted in the regulations - "GENE" for general collateral or "SPEC" for specific collateral (without quote marks).
913		For EU SFTR reporting use the appropriate 4-character code noted in the regulations. See SFTR ITS "Commission Implementing Regulation (EU) 2019/363" Annexes 1 to 2 for values. For other agreement type use OTHR and the name of the agreement concatenated with a hyphen, e.g. OTHR-<IndexName>.
1936		In the context of Dodd-Frank, all values shown except for 4 (Net exposure) apply. In the context of ESMA EU SFTR reporting only the values 1 (Uncollateralized), 3 (Fully collateralized) and 4 (Net exposure) apply.

New Fields

Tag	Name	Type	AbbrName	NotReqXML	EnumDatatype	UnionDataType	Description	Elaboration
2840	CollateralReinvestmentRate	Percentage	RnvstmntRt	0			Interest rate received for collateral reinvestment.	In the context of EU SFTR this is the reinvestment interest rate received from cash collateral made by the lender. If there are multiple reinvestment types, this is an average rate.
2841	UnderlyingRefID	String	UndlyRefID	0			Identifies the underlying instrument the entity applies to by referencing the underlying instrument's UnderlyingID(2874).
2842	CollateralReinvestmentAmount	Amt	Amt	0			The cash amount of the specified re-investment type.
2843	CollateralReinvestmentCurrency	Currency	Ccy	0			The currency denomination of the re-invested cash amount. Uses ISO 4217 currency codes.
2844	CollateralReinvestmentType	int	Typ	0		Reserved100Plus	Indicates the type of investment the cash collateral is re-invested in.
2845	NoCollateralReinvestments	NumInGroup		1			Number of instances of CollateralReinvestmentType(2844) in the repeating group.
2846	FundingSource	int	Src	0		Reserved100Plus	Specifies the funding source used to finance margin or collateralized loan.
2847	FundingSourceCurrency	Currency	Ccy	0			Currency denomination of the market value of the funding source. Uses ISO 4217 currency codes.
2848	FundingSourceMarketValue	Amt	MktValu	0			Market value of the funding source.
2849	NoFundingSources	NumInGroup		1			Number of instances of FundingSource(2846) in the repeating group.
43108	LegPaymentStreamOtherDayCount	String	OtherDayCnt	0			The industry name of the day count convention not listed in LegPaymentStreamDayCount(40283).
2851	MarginDirection	int	Dirctn	0			Indicates whether the margin described is posted or received.
43097	PaymentFixedRate	Percentage	Rt	0			The rate applicable to the fixed rate payment.
43098	PaymentFloatingRateIndex	String	Ndx	0			The payment floating rate index. See SpreadOrBenchmarkCurveData(221) for suggested values.
43099	PaymentFloatingRateIndexCurvePeriod	int	NdxPeriod	0			Time unit multiplier for the floating rate index.
43100	PaymentFloatingRateIndexCurveUnit	String	NdxUnit	0	40791		Time unit associated with the floating rate index.
43101	PaymentFloatingRateSpread	PriceOffset	Spread	0			Spread from floating rate index.
43102	PaymentFrequencyPeriod	int	FreqPeriod	0			Time unit multiplier for the payment frequency.
43103	PaymentFrequencyUnit	String	FreqUnit	0	40791		Time unit associated with the payment frequency.
43104	PaymentRateResetFrequencyPeriod	int	ResetFreqPeriod	0			Time unit multiplier for the floating rate reset frequency.
43105	PaymentRateResetFrequencyUnit	String	ResetFreqUnit	0	40791		Time unit associated with the floating rate reset frequency.
43106	PaymentStreamOtherDayCount	String	OtherDayCnt	0			The industry name of the day count convention not listed in PaymentStreamDayCount(40742).
2862	SideCollateralReinvestmentRate	Percentage	RnvstmntRt	0			Interest rate received for collateral reinvestment.	In the context of EU SFTR this is the reinvestment interest rate received from cash collateral made by the lender. If there are multiple reinvestment types, this is an average rate.
2863	SideUnderlyingRefID	String	UndlyRefID	0			Identifies the underlying instrument the entity applies to by referencing the underlying instrument's UnderlyingID(2874).
2864	NoSideCollateralReinvestments	NumInGroup		1			Number of instances of SideCollateralReinvestmentType(2867) in the repeating group.
2865	SideCollateralReinvestmentAmount	Amt	Amt	0			The cash amount of the specified re-investment type.
2866	SideCollateralReinvestmentCurrency	Currency	Ccy	0			The currency denomination of the re-invested cash amount. Uses ISO 4217 currency codes.
2867	SideCollateralReinvestmentType	int	Typ	0	2844	Reserved100Plus	Indicates the type of investment the cash collateral is re-invested in.
2868	CollateralizationValueDate	LocalMktDate	CollztnValuDt	0			Date when the collateral is to be assessed or assigned.
2869	RegulatoryReportTypeBusinessDate	LocalMktDate	RegRptTypBizDt	0			The business date on which the event identified in RegulatoryReportType(1934) took place.	In the context of EU SFTR reports with a RegulatoryReportType(1934) value 7 (Post-trade valuation), 31 (Collateral update) or 32 (Margin update), the business date on which the business event took place, which results in the information contained in the report.
2870	ClearingPortfolioID	String	ClrPrtflioID	0			When the transaction is cleared and included in a portfolio of transactions this identifies the portfolio by its unique identifier.	In the context of EU SFTR reporting this applies to cleared transactions grouped in a portfolio for which margins are exchanged.
2871	NoTransactionAttributes	NumInGroup		1			Number of instances of TransactionAttributeType(2872) in the repeating group.
2872	TransactionAttributeType	int	Typ	0			Type of attribute(s) or characteristic(s) associated with the transaction.
2873	TransactionAttributeValue	String	Valu	0			Value associated with the specificed TransactionAttributeType(2872).
2874	UnderlyingID	String	UdlyID	0			Unique identifier for the underlying instrument within the context of a message.	The UnderlyingID(2874) can be referenced by other fields, for example UnderlyingRefID(tbd2841) and SideUnderlyingRefID(2863), from other components . The scope of uniqueness is agreed upon between counterparties.
43107	UnderlyingPaymentStreamOtherDayCount	String	OtherDayCnt	0			The industry name of the day count convention not listed in UnderlyingPaymentStreamDayCount(40572).
2876	PosAmtPrice	Price	Px	0			The price used to calculate the PosAmt(708).	This may be used for certain PosAmtType(707) values where the PosAmt(708) is based on the current price of the position's security. In the context of EU SFTR reporting, this is the price used to calculate the loan value for securities loan and borrowing, and buy-sell back. The price may be expressed in units or percentage of the underlying security, yield or an absolute amount that ignores netting. For Buy/Sellback it expresses the initial spot price.
2877	PosAmtPriceType	int	PxTyp	0	423		Specifies the type of price for PosAmtPrice(2876).
2878	TerminationDate	LocalMktDate	TmntnDt	0			The date of a contract's early termination or other post-trade event when the event is prior to the contract natural end or maturity not defined as part of the security's reference data or contractual terms/agreement.
2879	CouponOtherDayCount	String	CpnOtherDayCnt	0			The industry name of the day count convention not listed in CouponDayCount(1950).
2880	LegCouponOtherDayCount	String	CpnOtherDayCnt	0			The industry name of the day count convention not listed in LegCouponDayCount(2165).
2881	UnderlyingCouponOtherDayCount	String	CpnOtherDayCnt	0			The industry name of the day count convention not listed in UnderlyingCouponDayCount(1993).

Enumerations

Updated Enumerations

Tag	Value	Description	Elaboration
54	1		For Securities Financing indicates the receipt of securities or collateral.
54	2		For Securities Financing indicates the delivery of securities or collateral.
803	64		For regulatory reporting. ID values include: A = Assurance undertaking authorized in accordance with Directive 2002/83/EC C=Credit institution authorized in accordance with Directive 2006/48/EC F=Investment firm in accordance with Directive 2004/39/EC I=Insurance undertaking authorized in accordance with Directive 73/239/EC L=Alternative investment fund managed by AIFMs authorized or registered in accordance with Directive 2011/61/EC O=Institution for occupational retirement provision within the meaning of Article 6(a0 of Directive 2003/41/EC R=Reinsurance undertaking authorized in accordance with Directive 2005/68/EC U=UCITS and its management company, authorized in accordance with Directive 2009/65/EC or blank in case of coverage by LEI or in case of non-financial counterparties. In the context of EU SFTR reporting use the appropriate 4- or 1-character code noted in the regulations. See SFTR ITS "Commission Implementing Regulation (EU) 2019/363" Annexes 1 and 2 for values.
996	kW-a	Kilowatt year (electrical capacity)
996	kW-d	Kilowatt day (electrical capacity)
996	kW-h	Kilowatt hour (electrical capacity)
996	kW-M	Kilowatt month (electrical capacity)
996	MW-a	Megawatt year (electrical capacity)
996	MW-d	Megawatt day (electrical capacity)
996	MW-h	Megawatt hour (electrical capacity)
996	MW-M	Megawatt month (electrical capacity)
996	MW-min	Megawatt minute (electrical capacity)
1950	1		See also ISO 15022 MICO code 'A001'.
1950	4		See also ISO 15022 MICO code 'A007'.
1950	6		See also ISO 15022 MICO code 'A004'.
1950	7		See also ISO 15022 MICO code 'A005'.
1950	8		See also ISO 15022 MICO code 'A010'.
1950	9		See also ISO 15022 MICO code 'A006'.
1950	10	Act/Act (ICMA Ultimo)
1950	11		See also ISO 15022 MICO code 'A008'.
1950	14		See also ISO 15022 MICO code 'A009'.
1950	15		See also ISO 15022 MICO code 'A014'.
40091	3	Extendable	The contract can be extended by either party usually with a specific time notice prior to the expiry date. In the context of EU SFTR reporting this corresponds to "termination optionality" code "ETSB".

Enumerations Added

Tag	Value	SymbolicName	Group	Sort	Description	Elaboration
2844	0	MoneyMarketFund		0	Money market fund	Registered money market fund. In the context of EU SFTR reporting this corresponds to code "MMFT".
2844	1	OtherComingledPool		1	Other comingled pool	Any commingled pool other than money market fund. In the context of EU SFTR reporting this corresponds to code "OCMP".
2844	2	RepoMarket		2	Repo market	The repurchase agreement market. In the context of EU SFTR reporting this corresponds to code "REPM".
2844	3	DirectPurchaseOfSecurities		3	Direct purchase of securities	In the context of EU SFTR reporting this corresponds to code "SDPU".
2844	4	OtherInvestments		4	Other investments	In the context of EU SFTR reporting this corresponds to code "OTHR".
2846	0	Repo		0	Repurchase agreement	Repurchase agreements or Buy Sellbacks. In the context of EU SFTR reporting this corresponds to code "REPO".
2846	1	Cash		1	Cash	Cash collateral from securities lending. In the context of EU SFTR reporting this corresponds to code "SECL".
2846	2	FreeCedits		2	Free credits	In the context of EU SFTR reporting this corresponds to code "FREE".
2846	3	CustomerShortSales		3	Customer short sales	Proceeds from customer short sales. In the context of EU SFTR reporting this corresponds to code "CSHS".
2846	4	BrokerShortSales		4	Broker short sales	Proceeds from broker short sales. In the context of EU SFTR reporting this corresponds to code "BSHS".
2846	5	UnsecuredBorrowing		5	Unsecured borrowing	In the context of EU SFTR reporting this corresponds to code "UBOR".
2846	99	Other		99	Other	In the context of EU SFTR reporting this corresponds to code "OTHR".
2851	0	Posted		0	Posted	The party or account that is the object of the report posted margin.
2851	1	Received		1	Received	The party or account that is the object of the report received margin.
2872	0	ExclusiveArrangement		0	Exclusive arrangement	In the context of securities borrowing and lending transaction, an indication of whether the borrower has exclusive access to borrow from the lender's securities portfolio. Not applicable to commodities. TransactionAttributeValue(2873) takes Y or N value.
2872	1	CollateralReuse		1	Collateral reuse	Indication of whether the collateral taker can reuse the securities provided as collateral for the transaction. TransactionAttributeValue(tbd2873) takes Y or N value.
2872	2	CollateralArrangmentType		2	Collateral arrangement type	In the context of securities financing transactions, indicates the type of collateral arrangement. For EU SFTR reporting, TransactionAttributeValue(2873) may take ESMA assigned values "TTCA" (title transfer), "SICA" (securities financial interest), or "SIUR" (securities financial interest with right of use).
167	MRGNLOAN	MarginLoan	Financing	9	Margin loan
221	AUBSW	AUBSW		16	Australian Bank Bill Swap Rate
221	BUBOR	BUBOR		17	Budapest Bank Offered Rate
221	CDOR	CDOR		18	Canadian Dollar Offered Rate
221	CIBOR	CIBOR		19	Copenhagen Interbank Offered Rate
221	EONIASWAP	EONIASWAP		20	Euro Overnight Index Average Swap Rate
221	ESTR	ESTR		21	Euro Short Term Rate	Replaces EONIA.
221	EURODOLLAR	EURODOLLAR		22	Euro Dollar Rate
221	EUROSWISS	EUROSWISS		23	Euro Swiss Franc Rate
221	GCFREPO	GCFREPO		24	DTCC General Collateral Finance Repo Index
221	ISDAFIX	ISDAFIX		25	ICE Swap Rate
221	JIBAR	JIBAR		26	Johannesburg Interbank Agreed Rate
221	MOSPRIM	MOSPRIM		27	Moscow Prime Offered Rate
221	NIBOR	NIBOR		28	Nigeria Three Month Interbank Rate
221	PRIBOR	PRIBOR		29	Czech Republic Interbank Offered Rate
221	SOFR	SOFR		30	Secured Overnight Financing Rate	Replaces LIBOR.
221	STIBOR	STIBOR		31	Stockholm Interbank Offered Rate
221	TELBOR	TELBOR		32	Bank of Israel Interbank Offered Rate
221	TIBOR	TIBOR		33	Tokyo Interbank Offered Rate
221	WIBOR	WIBOR		34	Warsaw Interbank Offered Rate
452	124	CSDParticipant		124	Central Securities Depository (CSD) Participant	In the context of EU SFTR reporting the identifier of the CSD participant or indirect participant of the reporting counterparty. Where both the CSD participant and indirect participant are involved in the transaction this should identify the indirect participant.
452	125	Issuer		125	Issuer	The issuer of the security.
703	SECLN	LoanOrBorrowedQuantity		36	Loan or borrowed quantity	The number of shares, par value of bonds or commodity contracts on loan or borrowed.
707	ENDV	EndVale		32	End value	Principal amount of a securities financing transaction on matuity date.
707	MGNLN	OutstandingMarginLoan		33	Outstanding margin loan	The amount of the outstanding margin loan. In the event that the loan has a short market value, PosAmt(708) would be a negative value.
707	LNVL	LoanValue		34	Loan value	The amount of the loan.
803	85	SubSectorClassification		85	Sub-sector classification	Supplemental to party sub-ID type "64" (Company activities) for regulatory reporting. For EU SFTR reporting use the appropriate 4-character code noted in the regulations applying the conditional association rules. See SFTR ITS "Commission Implementing Regulation (EU) 2019/363" Annexes 1 and 2 for values.
803	86	PartySide		86	Party side	May be used, when appropriate, to explicitly indicate the transaction side of the party, e.g. Buyer, Seller, Lender, Borrower, Maker, Taker, etc. in the ID. In the context of EU SFTR reporting, use values as required by SFTR, "GIVE" and "TAKE" in the ID, to identify collateral giver and taker.
803	87	LegalRegistrationCountry		87	Legal registration country	ISO Country Code where the registered office of the party is located as specified in the LEI reference data.
910	5	Reused		6	Reused	A modification of the details of the collateral re-use. In the context of EU SFTR reporting, to be used with RegulatoryReportType(1934)=31 (Collateral update).
919	4	DeliverByValue		5	Deliver-by-Value	In the context of EU SFTR reporting, indicates that the transaction is to be or was settled using the DBV mechanism.
996	tnCO2	TonsOfCarbonDioxide	Fixed Magnitude UOM	10	Tons of carbon dioxide
996	a	Are	Variable Quantity UOM	39	Are
996	ac	Acre	Variable Quantity UOM	40	Acre
996	cL	Centiliter	Variable Quantity UOM	41	Centiliter
996	cM	Centimeter	Variable Quantity UOM	42	Centimeter
996	DGE	DieselGallonEquivalent	Variable Quantity UOM	43	Diesel gallon equivalent
996	ft	Foot	Variable Quantity UOM	44	Foot
996	Gal_gb	GBGallon	Variable Quantity UOM	45	GB Gallon
996	GGE	GasolineGallonEquivalent	Variable Quantity UOM	46	Gasonline gallon equivalent
996	ha	Hectare	Variable Quantity UOM	47	Hectare
996	in	Inch	Variable Quantity UOM	48	Inch
996	kM	Kilometer	Variable Quantity UOM	49	Kilometer
996	M	Meter	Variable Quantity UOM	50	Meter
996	mi	Mile	Variable Quantity UOM	51	Mile
996	mL	Milliliter	Variable Quantity UOM	52	Milliliter
996	mM	Millimeter	Variable Quantity UOM	53	Millimeter
996	oz	USOunce	Variable Quantity UOM	54	US ounce
996	pc	Piece	Variable Quantity UOM	55	Piece
996	pt	USPint	Variable Quantity UOM	56	US Pint
996	pt_gb	GBPint	Variable Quantity UOM	57	GB pint
996	qt	USQuart	Variable Quantity UOM	58	US Quart
996	qt_gb	GBQuart	Variable Quantity UOM	59	GB Quart
996	SqcM	SquareCentimeter	Variable Quantity UOM	60	Square centimeter
996	Sqft	SquareFoot	Variable Quantity UOM	61	Square foot
996	Sqin	SquareInch	Variable Quantity UOM	62	Square inch
996	SqkM	SquareKilometer	Variable Quantity UOM	63	Square kilometer
996	SqM	SquareMeter	Variable Quantity UOM	64	Square meter
996	Sqmi	SquareMile	Variable Quantity UOM	65	Square mile
996	SqmM	SquareMillimeter	Variable Quantity UOM	66	Square millimeter
996	Sqyd	SquareYard	Variable Quantity UOM	67	Square yard
996	yd	Yard	Variable Quantity UOM	68	Yard
1934	28	NewTransaction		28	New transaction	In the context of EU SFTR reporting this corresponds to "action type" "NEWT".
1934	29	TransactionCorrection		29	Transaction correction	In the context of EU SFTR reporting this corresponds to "action type" "CORR".
1934	30	TransactionModification		30	Transaction modification	In the context of EU SFTR reporting this corresponds to "action type" "MODI".
1934	31	CollateralUpdate		31	Collateral update	In the context of EU SFTR reporting this corresponds to "action type" "COLU" if CollStatus(910)=3 (Assigned (Accepted)), or "REUU" if CollStatus(910)=5 (Reused).
1934	32	MarginUpdate		32	Margin update	In the context of EU SFTR reporting this corresponds to "action type" "MARU".
1934	33	TransactionReportedInError		33	Transaction reported in error	In the context of EU SFTR reporting this corresponds to "action type" "EROR".
1934	34	TerminationEarlyTermination		34	Termination / Early termination	In the context of EU SFTR reporting this corresponds to "action type" "ETRM".
1936	4	NetExposure		4	Net exposure	Indication of whether the collateral has been provided for a net exposure, rather than for a single transaction.
1937	31	EarlyTermination		31	Early termination	The transaction/contract has closed before its natural end (maturity date or end date).
1938	11	Index		11	Index	A main index identified as a security type, for example under EU SFTR reporting.
1950	18	ThirtyThreeSixtyFive		18	30/365	Interest is calculated based on a 30-day month in a way similar to the 30/360 (basic rule) and a 365-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February. This means that a 31 is assumed to be a 30 and the 28 February (or 29 February for a leap year) is assumed to be a 28 (or 29). See also ISO 15022 MICO code 'A002'.
1950	19	ThirtyActual		19	30/Actual	Interest is calculated based on a 30-day month in a way similar to the 30/360 (basic rule) and the assumed number of days in a year in a way similar to the Actual/Actual (ICMA). Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February. This means that a 31 is assumed to be a 30 and the 28 February (or 29 February for a leap year) is assumed to be a 28 (or 29). The assumed number of days in a year is computed as the actual number of days in the coupon period multiplied by the number of interest payments in the year. See also ISO 15022 MICO code 'A003'.
1950	20	ThirtyThreeSixtyICMA		20	30/360 (ICMA or basis rule)	Interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30 calendar day of the same month, except for February. This means that a 31 is assumed to be a 30 and the 28 February (or 29 February for a leap year) is assumed to be a 28 (or 29). It is the most commonly used 30/360 method for non-US straight and convertible bonds issued before 1 January 1999. See also ISO 15022 MICO code 'A011'.
1950	21	ThirtyETwoThreeSixty		21	30E2/360 (Eurobond basis model two)	Interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for the last day of February whose day of the month value shall be adapted to the value of the first day of the interest period if the latter is higher and if the period is one of a regular schedule. This means that a 31 is assumed to be a 30 and the 28 February of a non-leap year is assumed to be equivalent to a 29 February when the first day of the interest period is a 29, or to a 30 February when the first day of the interest period is a 30 or a 31. The 29 February of a leap year is assumed to be equivalent to a 30 February when the first day of the interest period is a 30 or a 31. Similarly, if the coupon period starts on the last day of February, it is assumed to produce only one day of interest in February as if it was starting on a 30 February when the end of the period is a 30 or a 31, or two days of interest in February when the end of the period is a 29, or three days of interest in February when it is the 28 February of a non-leap year and the end of the period is before the 29. See also ISO 15022 MICO code 'A012'.
1950	22	ThirtyEThreeThreeSixty		22	30E3/360 (Eurobond basis model three)	Interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month. This means that a 31 is assumed to be a 30 and the 28 February (or 29 February for a leap year) is assumed to be equivalent to a 30 February. It is a variation of the 30E/360 (or Eurobond basis) method where the last day of February is always assumed to be a 30, even if it is the last day of the maturity coupon period. See also ISO 15022 MICO code 'A013'.
1950	99	Other		99	Other	For other day count method. See also ISO 15022 MICO code 'OTHR'.
1674	28	TriParty	For party role 30 (Agent)	28	Tri-party	In the context of EU SFTR reporting, identifies the third party, not necessarily the custodian, to which the reporting counterparty has outsourced the post-trade processing of an SFT (if applicable).
1674	29	Lender	For party role 30 (Agent)	29	Lender	In the context of EU SFTR reporting, identifies the agent lender involved in the securities lending transaction.
2632	5	EstimatedMarketValuation		5	Estimated market valuation	Estimated market valuation of collateral. In the context of EU SFTR this may be used for value of re-use of collateral.
40091	5	Evergreen		5	Evergreen	The contract automatically renews after the expiry date until one party gives the other notice to terminate. In the context of EU SFTR reporting this corresponds to "termination optionality" code "EGRN".
40091	6	Callable		6	Callable	Contract is callable.
40091	7	Puttable		7	Puttable	Contract is puttable.
40213	13	SecurityLending		13	Security lending	Fee that the borrower of the security or commodity pays to the lender. The basis rate is specified in PaymentFixedRate(43097). A security lending fee payment may be periodic, in which case specify PaymentFrequencyPeriod(43102) and PaymentFrequencyUnit(43103).
40213	14	Rebate		14	Rebate	For contracts calling for rebate payment(s), e.g. Securities Lending, normally specified as a fixed or floating rate rather than a fixed amount. A rebate payment may be periodic, in which case specify PaymentFrequencyPeriod(43102) and PaymentFrequencyUnit(43103).
40993	9	FixedRate		9	Fixed rate	Applicable to PaymentType(40213)=14 (Rebate) for which PaymentFixedRate(43097) and its qualifiers supersede PaymentAmount(40217).
40993	10	FloatingRate		10	Floating rate	Applicable to PaymentType(40213)=14 (Rebate) for which PaymentFloatingRateIndex(43098) and its qualifiers supersede PaymentAmount(40217).

Components

Components Changed

ComponentID	ComponentType	CategoryID	Name	AbbrName	NotReqXML	Volume	Description	Elaboration	Deprecated
2035								MiscFeesGrp should be used to convey fees related to the transaction (e.g. taxes, transaction based fees, etc.) and should not be used to specify payments based on the price or terms of the contract (e.g. upfront fee, premium amount, security lending fee, contract-based rebates, related fee resets, payment frequency, etc.). For contractual payments use the PaymentGrp component instead.
4027								This component is positioned outside the Instrument component as it is used to specify payments based on the price and terms of the contract, e.g. upfront fee, premium amount, security lending fee and contract-based rebates. When PaymentFrequencyUnit(43103) and PaymentFrequencyPeriod(43102) are specified the payments are deemed to be periodic for the specified PaymentType(40213).

Components Added

ComponentID	ComponentType	CategoryID	Name	AbbrName	Description
2266	XMLDataBlock	Common	CollateralReinvestmentGrp	CollRnvstmnt	The CollateralReinvestmentGrp component block is a repeating group that may be used to provide a breakdown of the cash collateral's reinvestment types and amounts (e.g. CollateralType(1704)="CASH").
2267	BlockRepeating	Common	FundingSourceGrp	FndngSrc	This component is used to specify the funding source(s) used to finance a margin loan or collateralized loan.
2268	BlockRepeating	Common	TransactionAttributeGrp	TxnAttrb	The TransactionAttributeGrp component block is a repeating group that may be used to provide additional transaction attributes for the trade and other post-trade events.
2269	BlockRepeating	Common	SideCollateralReinvestmentGrp	CollRnvstmnt	The SideCollateralReinvestmentGrp component block is a repeating group that may be used to provide a breakdown of the cash collateral's reinvestment types and amounts (e.g. SideCollateralType(2701)="CASH").

Message/Component Content

Message/Components Content Changes

ComponentID	TagText	Indent	Position	Reqd	Description
4027	40217				Either PaymentAmount(40217), PaymentFixedRate(43097) or PaymentRFloatingRateIndex(43098) must be specified.

Messages/Components Content Added

ComponentID	TagText	Indent	Position	Description
86	2868	0	31.4
86	1936	0	31.5
86	1934	0	51.3
86	2869	0	51.7	May be used when the business event date differs from when the regulatory report is actually being submitted (typically specified in TrdRegTimestamps component).
86	FundingSourceGrp	0	52.86
86	TransactionAttributeGrp	0	52.94
121	1934	0	9.2
121	2869	0	9.5	May be used when the business event date differs from when the regulatory report is actually being submitted (typically specified in TrdRegTimestamps component).
121	TrdRegTimestamps	0	9.8
121	2870	0	10.5
75	1934	0	7.4
75	2869	0	7.7	May be used when the business event date differs from when the regulatory report is actually being submitted (typically specified in TrdRegTimestamps component).
75	TransactionAttributeGrp	0	8.4
75	TrdRegTimestamps	0	8.7
75	2870	0	9.6
75	2878	0	11.72
75	2868	0	22.5
64	2868	0	32.25
64	TransactionAttributeGrp	0	32.75
64	2870	0	42.5
64	2878	0	65.05
64	2869	0	156.5	May be used when the business event date differs from when the regulatory report is actually being submitted (typically specified in TrdRegTimestamps component).
2191	2840	1	9	May be used to specify the average reinvestment rate when there are multiple instances of the CollateralReinvestmentGrp.
2191	CollateralReinvestmentGrp	1	10
2191	2841	1	11	May be used to indicate that this entry applies to the underlying collateral instrument being referenced by the value in UnderlyingID(2874).
2266	2845	0	1
2266	2844	1	2	Required if NoCollateralReinvestments(2845) > 0.
2266	2842	1	3
2266	2843	1	4
2267	2849	0	1
2267	2846	1	2	Required if NoFundingSources(2849) > 0.
2267	2848	1	3
2267	2847	1	4
4035	43108	0	5.5	May be used to specify a count method not listed in LegPaymentStreamDayCount(40283).
2177	2851	1	7
4027	43097	1	5.91	Either PaymentAmount(40217), PaymentFixedRate(43097) or PaymentFloatingRateIndex(43098) must be specified.
4027	43098	1	5.92	Either PaymentAmount(40217), PaymentFixedRate(43097) or PaymentFloatingRateIndex(43098) must be specified.
4027	43100	1	5.93	Conditionally required when PaymentFloatingRateIndexCurvePeriod(43099) is specified.
4027	43099	1	5.94	Conditionally required when PaymentFloatingRateIndexCurveUnit(43100) is specified.
4027	43101	1	5.95	Conditionally required when PaymentFloatingRateIndex(43098) is specified and the spread to the index is not "zero". When the spread to the index is "zero" this may be omitted.
4027	43105	1	5.96	Conditionally required when PaymentRateResetFrequencyPeriod(43104) is specified.
4027	43104	1	5.97	Conditionally required when PaymentRateResetFrequencyUnit(43105) is specified.
4027	43103	1	5.98	Conditionally required when PaymentFrequencyPeriod(43102) is specified.
4027	43102	1	5.99	Conditionally required when PaymentFrequencyUnitPeriod(43103) is specified.
4070	43106	0	5.5	May be used to specify a count method not listed in PaymentStreamDayCount(40742).
2268	2871	0	1
2268	2872	1	2	Required if NoTransactionAttributes(2871) > 0.
2268	2873	1	3
2260	2862	1	14	When multiple instances of the SideCollateralReinvestmentGrp component are present this field specifies the average reinvestment rate.
2260	SideCollateralReinvestmentGrp	1	15
2260	2863	1	16	May be used to indicate that this entry applies to the underlying collateral instrument being referenced by the value in UnderlyingID(2874).
2269	2864	0	1
2269	2867	1	2	Required if NoSideCollateralReinvestments(2864) > 0.
2269	2865	1	3
2269	2866	1	4
1021	2874	0	6	Used for unique identification of the underlying instance that can subsequently be used to serve as input value for fields such as UnderlyingRefID(2841), for example, whenever a simple underlying reference is allowed or needed.
4059	43107	0	5.5	May be used to specify a count method not listed in UnderlyingPaymentStreamDayCount(40572).
1014	2876	1	5
1014	2877	1	6
1003	2879	0	14.866
1005	2880	0	14.937
1021	2881	0	57.1