Collateral Keys
The ALERT® service supports eleven collateral key combinations available when creating Collateral Settlement instructions on the Alternative Instructions page. The next table lists the collateral key combinations.
The collateral key combinations are derived from the following fields of the Create Settlement Instruction dialog:
- Purpose: Collateral Management
- Margin Type: Any / Initial Margin / Variation Margin
- Direction: Any / Deliver / Receive
- Call Indicator: Any / Call / Recall
| Purpose | Margin Type |
Margin Direction |
Margin Call Indicator |
Name |
|---|---|---|---|---|
| COLL | Any | Any | Any | COLL:ANY/ANY/ANY |
| COLL | Initial | Any | Any | COLL:INIT/ANY/ANY |
| COLL | Initial | Receive | Call | COLL:INIT/REC/CALL |
| COLL | Initial | Deliver | Call | COLL:INIT/DEL/CALL |
| COLL | Initial | Receive | Recall | COLL:INIT/REC/RECALL |
| COLL | Initial | Deliver | Recall | COLL:INIT/DEL/RECALL |
| COLL | Variation | Any | Any | COLL:VAR/ANY/ANY |
| COLL | Variation | Receive | Call | COLL:VAR/REC/CALL |
| COLL | Variation | Deliver | Call | COLL:VAR/DEL/CALL |
| COLL | Variation | Receive | Recall | COLL:VAR/REC/RECALL |
| COLL | Variation | Deliver | Recall | COLL:VAR/DEL/RECALL |