MoneyMarketForeignExchangeSwapsStatisticalReportV02auth.014.001.02

MoneyMarketForeignExchangeSwapsStatisticalReportV02
MnyMktFXSwpsSttstclRpt
Mandatory
Report Header
RptHdr
Mandatory
Foreign Exchange Swaps Report
FXSwpsRpt
Mandatory
Data Set Action
DataSetActn
Choice
Transaction
Tx
Choice (1..n)
Reported Transaction Status
RptdTxSts
Mandatory
Novation Status
NvtnSts
Optional
Branch Identification
BrnchId
Optional
Unique Transaction Identifier
UnqTxIdr
Optional
Proprietary Transaction Identification
PrtryTxId
Mandatory
Related Proprietary Transaction Identification
RltdPrtryTxId
Optional
Counterparty Proprietary Transaction Identification
CtrPtyPrtryTxId
Optional
Counterparty Identification
CtrPtyId
Mandatory
Trade Date
TradDt
Mandatory
Spot Value Date
SpotValDt
Mandatory
Maturity Date
MtrtyDt
Mandatory
Transaction Type
TxTp
Mandatory
Transaction Nominal Amount
TxNmnlAmt
Mandatory
Foreign Exchange
FX
Mandatory
Foreign Currency
FrgnCcy
Mandatory

Exchange Spot Rate

XchgSpotRate
Mandatory

Definition: Foreign exchange rate between the source and the foreign currency applicable to the first leg of the FX swap transaction. The foreign exchange spot rate will be reported as the number of foreign currency units per one unit of the source currency.

Type: BaseOneRate (Decimal)

Restrictions:

  • FractionDigits: 10
  • TotalDigits: 11

Exchange Forward Point
XchgFwdPt
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
Supplementary Data
SplmtryData
Repetition (0..n)
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