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
Counterparty Specific Data
CtrPtySpcfcData
Repetition (1..2)
Counterparty
CtrPty
Mandatory
Valuation
Valtn
Optional
Contract Value
CtrctVal
Optional

Time Stamp

TmStmp
Optional

Definition: Indicates the date and time of the last valuation marked to market provided by the central counterparty (CCP) or calculated using the current or last available market price of the inputs.

Type: ISODateTime

Restrictions:

    Type
    Tp
    Optional
    Delta
    Dlta
    Optional
    Reporting Time Stamp
    RptgTmStmp
    Optional
    Common Trade Data
    CmonTradData
    Mandatory
    Level
    Lvl
    Optional
    Technical Attributes
    TechAttrbts
    Optional
    Public Dissemination Data
    PblcDssmntnData
    Optional
    Supplementary Data
    SplmtryData
    Repetition (0..n)
    Correction
    Crrctn
    Choice
    Termination
    Termntn
    Choice
    Position Component
    PosCmpnt
    Choice
    Valuation Update
    ValtnUpd
    Choice
    Compression
    Cmprssn
    Choice
    Error
    Err
    Choice
    Port Out
    PortOut
    Choice
    Revive
    Rvv
    Choice
    Other
    Othr
    Choice
    Supplementary Data
    SplmtryData
    Repetition (0..n)
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