Value Date of the Collateral

Field 2.74 | Matching Date: n/a | Tolerance: n/a | Agent Lender Data Provision: No>

Status: Best Practice Finalised, Last Updated: 02/02/2022

Field 2.74 | Matching Date: n/a | Tolerance: n/a | Agent Lender Data Provision: No

Description:
Where trades have been collateralised on a net exposure basis, the latest value date contained in the netting set of SFTs, considering all transactions for which the collateral was provided.

Best Practice:
If Net Collateral COLUs is non pre-pay Field 2.74 will be left 'Blank', however if Net Collateral COLUs are pre-pay Field 2.74 will be populated with 'MAX' (Field 2.13) Value Date from the netting set. (SFTR-94)