Collateral Portfolio Code (2.27/3.9)
Collateral Portfolio Indicator (2.26)
Delta (2.25)
Valuation Method (2.24)
Valuation Timestamp (2.23)
Valuation Currency (2.22)
Valuation amount (2.21)
Settlement Currency 2 (2.20)
Settlement Currency 1 (2.19)
Identifier of the Basket’s Constituents (2.18)
