MoneyMarketOvernightIndexSwapsStatisticalReportV02auth.015.001.02

MoneyMarketOvernightIndexSwapsStatisticalReportV02

MnyMktOvrnghtIndxSwpsSttstclRpt

Mandatory

RptHdr

Mandatory

Overnight Index Swaps Report

OvrnghtIndxSwpsRpt

Mandatory

Data Set Action

DataSetActn

Choice

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

TradDt

Mandatory

Start Date

StartDt

Mandatory

Definition: Represents the date as of which the overnight rate of the floating leg is computed.

Type: ISODate

Restrictions:

MtrtyDt

Mandatory

Fixed Interest Rate

FxdIntrstRate

Mandatory

Transaction Type

TxTp

Mandatory

Transaction Nominal Amount

TxNmnlAmt

Mandatory

Supplementary Data

SplmtryData

Repetition (0..n)

Supplementary Data

SplmtryData

Repetition (0..n)

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