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
Counterparty Specific Data
CtrPtySpcfcData
Repetition (1..2)
Common Trade Data
CmonTradData
Mandatory
Contract Data
CtrctData
Optional
Transaction Data
TxData
Mandatory
Transaction Identification
TxId
Optional
Prior Transaction Identification
PrrTxId
Optional
Subsequent Transaction Identification
SbsqntTxId
Optional
Collateral Portfolio Code
CollPrtflCd
Optional
Report Tracking Number
RptTrckgNb
Optional
Platform Identifier
PltfmIdr
Optional
Mirror Or Trigger Transaction
MrrrOrTrggrTx
Optional
Transaction Price
TxPric
Optional
Notional Amount
NtnlAmt
Optional
Notional Quantity
NtnlQty
Optional
Quantity
Qty
Optional
Delivery Type
DlvryTp
Optional
Execution Time Stamp
ExctnTmStmp
Optional
Effective Date
FctvDt
Optional
Expiration Date
XprtnDt
Optional
Early Termination Date
EarlyTermntnDt
Optional
Settlement Date
SttlmDt
Repetition (0..n)
Master Agreement
MstrAgrmt
Optional
Compression
Cmprssn
Optional
Post Trade Risk Reduction Flag
PstTradRskRdctnFlg
Optional
Post Trade Risk Reduction Event
PstTradRskRdctnEvt
Optional
Derivative Event
DerivEvt
Optional
Trade Confirmation
TradConf
Optional
Non Standardised Term
NonStdsdTerm
Optional
Trade Clearing
TradClr
Optional
Block Trade Election
BlckTradElctn
Optional
Large Notional Off Facility Election
LrgNtnlOffFcltyElctn
Optional
Interest Rate
IntrstRate
Optional
Currency
Ccy
Optional
Commodity
Cmmdty
Optional
Option
Optn
Optional
Energy Specific Attributes
NrgySpcfcAttrbts
Optional
Credit
Cdt
Optional
Other Payment
OthrPmt
Repetition (0..n)
Package
Packg
Optional
Complex Trade Identification
CmplxTradId
Optional
FX Swap Link Identification
FxSwpLkId
Optional
Price
Pric
Optional
Monetary Value
MntryVal
Choice
Amount
Amt
Mandatory

Sign

Sgn
Optional

Definition: Indicates that the amount value is positive or negative.

Type: PlusOrMinusIndicator

Restrictions:

    Unit
    Unit
    Choice
    Percentage
    Pctg
    Choice
    Yield
    Yld
    Choice
    Decimal
    Dcml
    Choice
    Pending Price
    PdgPric
    Choice
    Other
    Othr
    Choice
    Spread
    Sprd
    Optional
    Trade Allocation Status
    TradAllcnSts
    Optional
    Level
    Lvl
    Optional
    Technical Attributes
    TechAttrbts
    Optional
    Public Dissemination Data
    PblcDssmntnData
    Optional
    Supplementary Data
    SplmtryData
    Repetition (0..n)
    Modification
    Mod
    Choice
    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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