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Version date: 29 March 2021 - onwards
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5.4 Collateral data

314. The sub-sequent sections emphasise the population of a given set of fields that share specific characteristics of the collateral of an SFT. This would allow the reporting counterparties to directly assess the information that they should report for each specific data section when it is applicable.

315. The validation rules contain the complete guidance on applicable fields per SFT type and action type, as well as the relevant dependencies.

5.4.1 Reporting of collateralisation of an SLB

316. Depending on whether the SLB is collateralised or uncollateralised, the counterparties should report this information in Field 2.72 “Uncollateralised Securities Lending ('SL') flag”.

5.4.1.1 Uncollateralised SLB

317. Counterparties should report “true” in Field 2.72 “Uncollateralised Securities Lending ('SL') flag” when there is an uncollateralised lending of securities but still organised as an SLB transaction.

5.4.1.2 Collateralised SLB

318. Counterparties should report “false

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