Collateral Basket Identifier

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Collateral Basket Identifier

Field 2.96 | Matching Date: 2020-04-01 | Tolerance: None | Agent Lender Data Provision: Yes

Status: Under Review Last Updated: 03/07/2023

Field 2.96 | Matching Date: 2020-04-01 | Tolerance: None | Agent Lender Data Provision: Yes

Description:
If the collateral basket can be identified with an ISIN, the ISIN of the collateral basket. If the collateral basket cannot be identified with an ISIN, this field should be populated with ‘NTAV’.

Best Practice:
Where Field 2.04 is populated with SLEB

• For NEWT template:
  If Business Use Case = Uncollateralised SLEB and Field2.72 = True
  Then do not populate Field 2.96

• If Business Use Case = Individually Collateralised SLEB (Cash Rebates) and Field 2.72 = false and Field 2.73 (NE) = False and type of collateral is cash
  Then do not populate Field 2.96

• If Business Use Case = SLEB against Net Exposure Collateral and Field 2.72 = FALSE and Field 2.73 (NE) = TRUE
  Then populate with ‘NTAV’

• For CORR Template:
  If Business Use Case = Uncollateralised SLEB and Field 2.72 = True
  Then do not populate Field 2.96

• If Business Use Case = Individually Collateralised SLEB (Cash Rebates) and Field 2.72 = FALSE and Field 2.73 (NE) = FALSE and type of collateral is CASH
  Then do not populate Field 2.96

• If Business Use Case = SLEB against Net Exposure Collateral and Field 2.72 = FALSE and Field 2.73 (NE) = TRUE
  Then populate with ‘NTAV’ (as per NEWT)

• For COLU Template:
  If Business Use Case = Uncollateralised SLEB
  Then not applicable as no COLUs are reported for Uncollateralised SLEBs

• If Business Use Case = TB COLU for Individually Collateralised SLEB (Cash Rebates) and Field 2.73 = False type of collateral is cash
  Then do not populate Field 2.96

• If Business Use Case = NE COLU for SLEB against Net Exposure Collateral and Field 2.73 = TRUE
  Then do not populate Field 2.96 (SFTR-116)