ANNEX IX
Underlying exposures template – Esoteric
FIELD CODE |
FIELD NAME |
FORMAT |
Underlying exposures information section |
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ESTL1 |
Unique Identifier |
{ALPHANUM-28} |
ESTL2 |
Original Underlying Exposure Identifier |
{ALPHANUM-1000} |
ESTL3 |
New Underlying Exposure Identifier |
{ALPHANUM-1000} |
ESTL4 |
Original Obligor Identifier |
{ALPHANUM-1000} |
ESTL5 |
New Obligor Identifier |
{ALPHANUM-1000} |
ESTL6 |
Data Cut-Off Date |
{DATEFORMAT} |
ESTL7 |
Pool Addition Date |
{DATEFORMAT} |
ESTL8 |
Date Of Repurchase |
{DATEFORMAT} |
ESTL9 |
Redemption Date |
{DATEFORMAT} |
ESTL10 |
Description |
{ALPHANUM-1000} |
ESTL11 |
Geographic Region — Obligor |
{NUTS} |
ESTL12 |
Geographic Region Classification |
{YEAR} |
ESTL13 |
Employment Status |
{LIST} |
ESTL14 |
Credit Impaired Obligor |
{Y/N} |
ESTL15 |
Obligor Legal Type |
{LIST} |
ESTL16 |
SIC Industry Code |
{SIC} |
ESTL17 |
Primary Income |
{MONETARY} |
ESTL18 |
Primary Income Type |
{LIST} |
ESTL19 |
Primary Income Currency |
{CURRENCYCODE_3} |
ESTL20 |
Primary Income Verification |
{LIST} |
ESTL21 |
Revenue |
{MONETARY} |
ESTL22 |
Financial Statement Currency |
{CURRENCYCODE_3} |
ESTL23 |
International Securities Identification Number |
{ISIN} |
ESTL24 |
Origination Date |
{DATEFORMAT} |
ESTL25 |
Maturity Date |
{DATEFORMAT} |
ESTL26 |
Currency Denomination |
{CURRENCYCODE_3} |
ESTL27 |
Original Principal Balance |
{MONETARY} |
ESTL28 |
Current Principal Balance |
{MONETARY} |
ESTL29 |
Total Credit Limit |
{MONETARY} |
ESTL30 |
Purchase Price |
{PERCENTAGE} |
ESTL31 |
Amortisation Type |
{LIST} |
ESTL32 |
Principal Grace Period End Date |
{DATEFORMAT} |
ESTL33 |
Scheduled Principal Payment Frequency |
{LIST} |
ESTL34 |
Scheduled Interest Payment Frequency |
{LIST} |
ESTL35 |
Payment Due |
{MONETARY} |
ESTL36 |
Debt To Income Ratio |
{PERCENTAGE} |
ESTL37 |
Balloon Amount |
{MONETARY} |
ESTL38 |
Interest Rate Reset Interval |
{INTEGER-9999} |
ESTL39 |
Current Interest Rate |
{PERCENTAGE} |
ESTL40 |
Current Interest Rate Index |
{LIST} |
ESTL41 |
Current Interest Rate Index Tenor |
{LIST} |
ESTL42 |
Current Interest Rate Margin |
{PERCENTAGE} |
ESTL43 |
Interest Rate Cap |
{PERCENTAGE} |
ESTL44 |
Interest Rate Floor |
{PERCENTAGE} |
ESTL45 |
Number Of Payments Before Securitisation |
{INTEGER-9999} |
ESTL46 |
Percentage Of Prepayments Allowed Per Year |
{PERCENTAGE} |
ESTL47 |
Prepayment Lock-Out End Date |
{DATEFORMAT} |
ESTL48 |
Prepayment Fee |
{MONETARY} |
ESTL49 |
Prepayment Fee End Date |
{DATEFORMAT} |
ESTL50 |
Prepayment Date |
{DATEFORMAT} |
ESTL51 |
Cumulative Prepayments |
{MONETARY} |
ESTL52 |
Date Last In Arrears |
{DATEFORMAT} |
ESTL53 |
Arrears Balance |
{MONETARY} |
ESTL54 |
Number Of Days In Arrears |
{INTEGER-9999} |
ESTL55 |
Account Status |
{LIST} |
ESTL56 |
Reason for Default or Foreclosure |
{LIST} |
ESTL57 |
Default Amount |
{MONETARY} |
ESTL58 |
Default Date |
{DATEFORMAT} |
ESTL59 |
Allocated Losses |
{MONETARY} |
ESTL60 |
Cumulative Recoveries |
{MONETARY} |
ESTL61 |
Originator Name |
{ALPHANUM-100} |
ESTL62 |
Originator Legal Entity Identifier |
{LEI} |
ESTL63 |
Originator Establishment Country |
{COUNTRYCODE_2} |
ESTL64 |
Original Lender Name |
{ALPHANUM-100} |
ESTL65 |
Original Lender Legal Entity Identifier |
{LEI} |
ESTL66 |
Original Lender Establishment Country |
{COUNTRYCODE_2} |
Collateral-level information section |
||
ESTC1 |
Unique Identifier |
{ALPHANUM-28} |
ESTC2 |
Underlying Exposure Identifier |
{ALPHANUM-1000} |
ESTC3 |
Original Collateral Identifier |
{ALPHANUM-1000} |
ESTC4 |
New Collateral Identifier |
{ALPHANUM-1000} |
ESTC5 |
Geographic Region — Collateral |
{NUTS} |
ESTC6 |
Security Type |
{LIST} |
ESTC7 |
Charge Type |
{LIST} |
ESTC8 |
Lien |
{INTEGER-9999} |
ESTC9 |
Collateral Type |
{LIST} |
ESTC10 |
Current Valuation Amount |
{MONETARY} |
ESTC11 |
Current Valuation Method |
{LIST} |
ESTC12 |
Current Valuation Date |
{DATEFORMAT} |
ESTC13 |
Current Loan-To-Value |
{PERCENTAGE} |
ESTC14 |
Original Valuation Amount |
{MONETARY} |
ESTC15 |
Original Valuation Method |
{LIST} |
ESTC16 |
Original Valuation Date |
{DATEFORMAT} |
ESTC17 |
Original Loan-To-Value |
{PERCENTAGE} |
ESTC18 |
Date Of Sale |
{DATEFORMAT} |
ESTC19 |
Sale Price |
{MONETARY} |
ESTC20 |
Collateral Currency |
{CURRENCYCODE_3} |