MoneyMarketOvernightIndexSwapsStatisticalReportV02auth.015.001.02

MoneyMarketOvernightIndexSwapsStatisticalReportV02
MnyMktOvrnghtIndxSwpsSttstclRpt
Mandatory
Report Header
RptHdr
Mandatory
Overnight Index Swaps Report
OvrnghtIndxSwpsRpt
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
Start Date
StartDt
Mandatory
Maturity Date
MtrtyDt
Mandatory
Fixed Interest Rate
FxdIntrstRate
Mandatory
Transaction Type
TxTp
Mandatory

Transaction Nominal Amount

TxNmnlAmt
Mandatory

Definition: Notional amount of the overnight index swap.

Type: ActiveCurrencyAndAmount (Decimal)

Restrictions:

  • FractionDigits: 5
  • TotalDigits: 18
  • MinInclusive: 0

Attributes:

  • Ccy (ActiveCurrencyCode)

    Restrictions:

    • Pattern: [A-Z]{3,3}

Supplementary Data
SplmtryData
Repetition (0..n)
Supplementary Data
SplmtryData
Repetition (0..n)
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