DerivativesTradeReportV03auth.030.001.03

DerivativesTradeReportV03
DerivsTradRpt
Mandatory
Report Header
RptHdr
Mandatory
Trade Data
TradData
Mandatory
Data Set Action
DataSetActn
Choice
Report
Rpt
Choice (1..n)
New
New
Choice
Modification
Mod
Choice
Correction
Crrctn
Choice
Termination
Termntn
Choice
Position Component
PosCmpnt
Choice
Valuation Update
ValtnUpd
Choice
Compression
Cmprssn
Choice
Counterparty Specific Data
CtrPtySpcfcData
Repetition (1..2)
Common Trade Data
CmonTradData
Mandatory
Contract Data
CtrctData
Optional
Contract Type
CtrctTp
Optional
Asset Class
AsstClss
Optional
Product Classification
PdctClssfctn
Optional
Product Identification
PdctId
Optional
Underlying Instrument
UndrlygInstrm
Optional
Settlement Currency
SttlmCcy
Optional
Settlement Currency Second Leg
SttlmCcyScndLeg
Optional
Currency
Ccy
Mandatory
Exchange Rate
XchgRate
Optional
Forward Exchange Rate
FwdXchgRate
Optional
Exchange Rate Basis
XchgRateBsis
Optional
Currency Pair
CcyPair
Choice

Base Currency

BaseCcy
Mandatory

Definition: Currency in which the rate of exchange is expressed in a currency exchange.

Type: ActiveCurrencyCode (String)

Restrictions:

  • Pattern: [A-Z]{3,3}

Quoted Currency
QtdCcy
Mandatory
Proprietary
Prtry
Choice
Fixing Date
FxgDt
Optional
Place Of Settlement
PlcOfSttlm
Optional
Derivative Based On Crypto Asset
DerivBasedOnCrptAsst
Optional
Transaction Data
TxData
Mandatory
Level
Lvl
Optional
Technical Attributes
TechAttrbts
Optional
Public Dissemination Data
PblcDssmntnData
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
Error
Err
Choice
Port Out
PortOut
Choice
Revive
Rvv
Choice
Other
Othr
Choice
Supplementary Data
SplmtryData
Repetition (0..n)
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