Reporting Triparty Cash in-Lieu of Eligible Collateral

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Reporting Triparty Cash in-Lieu of Eligible Collateral

Status: Finalised Last Updated: 26/04/2021

Question:
Where cash is received from triparty agent in-lieu of eligible securities collateral, how should this be reflected within daily COLU messages?

Best Practice:
Where cash is received from triparty agent in-lieu of eligible collateral it should be reported as part of the daily COLU message as "CASH" reflecting its end of day state. (SFTR-238)