Enum: USCFTCPREligibleCollateralEnum
Identifies US Eligible Collateral Assets classification categories based on Uncleared Margin Rules published by the CFTC and the US Prudential Regulator. Note: While the same basic categories exist in the CFTC and US Prudential Regulators margin rules, the precise definitions or application of those rules could differ between the two rules.
URI: common_domain_model:US_CFTC_PR_EligibleCollateralEnum
Permissible Values
| Value | Meaning | Description |
|---|---|---|
| US_CFTC_PRType1 | None | Denotes immediately available cash funds denominated in USD, a major currency... |
| US_CFTC_PRType2 | None | Denotes a security that is issued by, or unconditionally guaranteed as to the... |
| US_CFTC_PRType3 | None | Denotes a security that is issued by, or unconditionally guaranteed as to the... |
| US_CFTC_PRType4 | None | Denotes a security that is issued by, or fully guaranteed as to the payment o... |
| US_CFTC_PRType5A | None | Denotes a publicly traded debt security issued by, or an asset-backed securit... |
| US_CFTC_PRType5B | None | Denotes a publicly traded debt security, but not an asset backed security, th... |
| US_CFTC_PRType6 | None | Denotes a security that is issued by, or fully guaranteed as to the payment o... |
| US_CFTC_PRType7 | None | Denotes publicly-traded debt, but not an asset backed security, that is inves... |
| US_CFTC_PRType8A | None | Denotes a publicly traded common equity security that is included in the Stan... |
| US_CFTC_PRType8B | None | Denotes a publicly traded common equity security that is included in the Sta... |
| US_CFTC_PRType8C | None | Denotes a publicly traded common equity security that is included in an index... |
| US_CFTC_PRType9 | None | Denotes securities in the form of redeemable securities in a pooled investmen... |
| US_CTFC_PRType10 | None | Denotes Gold |
Slots
| Name | Description |
|---|---|
| us_CFTC_PR_EligibleCollateral | Identifies US Eligible Collateral Assets classification categories based on U... |
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
LinkML Source
name: US_CFTC_PR_EligibleCollateralEnum
description: 'Identifies US Eligible Collateral Assets classification categories based
on Uncleared Margin Rules published by the CFTC and the US Prudential Regulator.
Note: While the same basic categories exist in the CFTC and US Prudential Regulators
margin rules, the precise definitions or application of those rules could differ
between the two rules.'
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
US_CFTC_PRType1:
text: US_CFTC_PRType1
description: Denotes immediately available cash funds denominated in USD, a major
currency, a currency of settlement for the uncleared swap.
US_CFTC_PRType2:
text: US_CFTC_PRType2
description: Denotes a security that is issued by, or unconditionally guaranteed
as to the timely payment of principal and interest by, the U.S. Department of
the Treasury.
US_CFTC_PRType3:
text: US_CFTC_PRType3
description: Denotes a security that is issued by, or unconditionally guaranteed
as to the timely payment of principal and interest by, a U.S. government agency
(other than the U.S. Department of Treasury) whose obligations are fully guaranteed
by the full faith and credit of the United States government.
US_CFTC_PRType4:
text: US_CFTC_PRType4
description: Denotes a security that is issued by, or fully guaranteed as to the
payment of principal and interest by, the European Central Bank or a sovereign
entity that is assigned no higher than a 20 percent risk weight under the capital
rules applicable to swap dealers subject to regulation by a prudential regulator.
US_CFTC_PRType5A:
text: US_CFTC_PRType5A
description: Denotes a publicly traded debt security issued by, or an asset-backed
security fully guaranteed as to the timely payment of principal and interest
by, a U.S. Government-sponsored enterprise that is operating with capital support
or another form of direct financial assistance received from the U.S. government
that enables the repayments of the U.S. Government-sponsored enterprise's eligible
securities.
US_CFTC_PRType5B:
text: US_CFTC_PRType5B
description: Denotes a publicly traded debt security, but not an asset backed
security, that is investment grade and issued by a U.S. Government-sponsored
enterprise that is not operating with capital support or another form of direct
financial assistance received from the U.S. government.
US_CFTC_PRType6:
text: US_CFTC_PRType6
description: Denotes a security that is issued by, or fully guaranteed as to the
payment of principal and interest by, the Bank for International Settlements,
the International Monetary Fund, or a multilateral development bank.
US_CFTC_PRType7:
text: US_CFTC_PRType7
description: 'Denotes publicly-traded debt, but not an asset backed security,
that is investment grade and is not a debt security issued by a U.S. Government-sponsored
enterprise. This category excludes a security issued by a non-bank financial
institution supervised by the board of governors of the Federal Reserve System
under Title I of the Dodd-Frank Wall Street Reform and Consumer Protection Act.
This category also excludes a security issued by any of the following entities,
by a company that would be any of the following entities if it were the organized
under the laws of the United States or any State, or in either case by an affiliate
of such an entity: the party posting the collateral, a bank holding company,
a savings and loan holding company, a U.S. intermediate holding company, a foreign
bank, a depositary institution, a securities holding company, a broker, a dealer,
a futures commission merchant, a swap dealer, or a security-based swap dealer.'
US_CFTC_PRType8A:
text: US_CFTC_PRType8A
description: 'Denotes a publicly traded common equity security that is included
in the Standard & Poor''s Composite 500 Index or related indexes. This category
excludes a security issued by a non-bank financial institution supervised by
the board of governors of the Federal Reserve System under Title I of the Dodd-Frank
Wall Street Reform and Consumer Protection Act. This category also excludes
a security issued by any of the following entities, by a company that would
be any of the following entities if it were the organized under the laws of
the United States or any State, or in either case by an affiliate of such an
entity: the party posting the collateral, a bank holding company, a savings
and loan holding company, a U.S. intermediate holding company, a foreign bank,
a depositary institution, a securities holding company, a broker, a dealer,
a futures commission merchant, a swap dealer, or a security-based swap dealer.'
US_CFTC_PRType8B:
text: US_CFTC_PRType8B
description: ' Denotes a publicly traded common equity security that is included
in the Standard & Poor''s Composite 1500 Index or related indexes. This category
excludes a security issued by a non-bank financial institution supervised by
the board of governors of the Federal Reserve System under Title I of the Dodd-Frank
Wall Street Reform and Consumer Protection Act. This category also excludes
a security issued by any of the following entities, by a company that would
be any of the following entities if it were the organized under the laws of
the United States or any State, or in either case by an affiliate of such an
entity: the party posting the collateral, a bank holding company, a savings
and loan holding company, a U.S. intermediate holding company, a foreign bank,
a depositary institution, a securities holding company, a broker, a dealer,
a futures commission merchant, a swap dealer, or a security-based swap dealer.'
US_CFTC_PRType8C:
text: US_CFTC_PRType8C
description: 'Denotes a publicly traded common equity security that is included
in an index that a regulated swap entity''s supervisor in a foreign jurisdiction
recognizes for purposes of including publicly traded common equity as initial
margin under applicable regulatory policy, if held in that foreign jurisdiction.
This category excludes a security issued by a non-bank financial institution
supervised by the board of governors of the Federal Reserve System under Title
I of the Dodd-Frank Wall Street Reform and Consumer Protection Act. This category
also excludes a security issued by any of the following entities, by a company
that would be any of the following entities if it were the organized under the
laws of the United States or any State, or in either case by an affiliate of
such an entity: the party posting the collateral, a bank holding company, a
savings and loan holding company, a U.S. intermediate holding company, a foreign
bank, a depositary institution, a securities holding company, a broker, a dealer,
a futures commission merchant, a swap dealer, or a security-based swap dealer.'
US_CFTC_PRType9:
text: US_CFTC_PRType9
description: 'Denotes securities in the form of redeemable securities in a pooled
investment fund representing the security-holder''s proportional interest in
the fund''s net assets and that are issued and redeemed only on the basis of
the market value of the fund''s net assets prepared each business day after
the security-holder makes its investment commitment or redemption request to
the fund, if the fund''s investments are limited to the following: (A) securities
that are issued by, or unconditionally guaranteed as to the timely payment of
principal and interest by, the U.S. Department of the Treasury, and immediately-available
cash funds denominated in U.S. dollars; or (B) securities denominated in a common
currency and issued by, or fully guaranteed as to the payment of principal and
interest by, the European Central Bank or a sovereign entity that is assigned
no higher than a 20 percent risk weight under the capital rules applicable to
swap dealers subject to regulation by a prudential regulator, and immediately-available
cash funds denominated in the same currency; and (C) assets of the fund may
not be transferred through securities lending, securities borrowing, repurchase
agreements, reverse repurchase agreements, or other means that involve the fund
having rights to acquire the same or similar assets from the transferee.'
US_CTFC_PRType10:
text: US_CTFC_PRType10
description: Denotes Gold.