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
Error
Err
Choice
Port Out
PortOut
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
Agricultural
Agrcltrl
Choice
Energy
Nrgy
Choice
Electricity
Elctrcty
Choice
Natural Gas
NtrlGas
Choice
Oil
Oil
Choice
Base Product
BasePdct
Mandatory
Sub Product
SubPdct
Optional

Additional Sub Product

AddtlSubPdct
Optional

Definition: Further subproduct type related to instruments that have a non-financial instrument or commodity as underlying.

Type: AssetClassDetailedSubProductType32Code (String)

Allowed Values:

  • BAKK (Bakken): Commodity attribute of type bakken.
  • BDSL (Biodiesel): Commodity attribute of type biodiesel.
  • BRNT (Brent): Commodity attribute of type Brent.
  • BRNX (Brent NX): Commodity attribute of type Brent NX (New Expiry).
  • CNDA (Canadian): Commodity attribute of type canadian.
  • COND (Condensate): Commodity attribute of type condensate.
  • DSEL (Diesel): Commodity attribute of type diesel.
  • DUBA (Dubai): Commodity attribute of type Dubai.
  • ESPO (ESPO): Commodity attribute of type ESPO (Eastern Siberia Pacific Ocean).
  • ETHA (Ethanol): Commodity attribute of type ethanol.
  • FUEL (Fuel): Commodity attribute of type fuel.
  • FOIL (Fuel Oil): Commodity attribute of type fuel oil.
  • GOIL (Gasoil): Commodity attribute of type gasoil.
  • GSLN (Gasoline): Commodity attribute of type gasoline.
  • HEAT (Heating Oil): Commodity attribute of type heating oil.
  • JTFL (Jet Fuel): Commodity attribute of type jet fuel.
  • KERO (Kerosene): Commodity attribute of type kerosene.
  • LLSO (Light Louisiana Sweet): Commodity attribute of type light Louisiana sweet (LLS).
  • MARS (Mars): Commodity attribute of type mars.
  • NAPH (Naphta): Commodity attribute of type naptha.
  • NGLO (NGL): Commodity attribute of type NGL (Natural Gas Liquids).
  • TAPI (Tapis): Commodity attribute of type tapis.
  • WTIO (WTI): Commodity attribute of type WTI (West Texas Intermediate).
  • URAL (Urals): Commodity attribute of type urals.
  • OTHR (Other): Commodity attribute of other type.

Coal
Coal
Choice
Inter Energy
IntrNrgy
Choice
Renewable Energy
RnwblNrgy
Choice
Light End
LghtEnd
Choice
Distillates
Dstllts
Choice
Other
Othr
Choice
Environmental
Envttl
Choice
Fertilizer
Frtlzr
Choice
Freight
Frght
Choice
Index
Indx
Choice
Industrial Product
IndstrlPdct
Choice
Inflation
Infltn
Choice
Metal
Metl
Choice
Multi Commodity Exotic
MultiCmmdtyExtc
Choice
Official Economic Statistics
OffclEcnmcSttstcs
Choice
Other
Othr
Choice
Other C 10
OthrC10
Choice
Paper
Ppr
Choice
Polypropylene
Plprpln
Choice
Option
Optn
Optional
Energy Specific Attributes
NrgySpcfcAttrbts
Optional
Credit
Cdt
Optional
Other Payment
OthrPmt
Repetition (0..n)
Package
Packg
Optional
Trade Allocation Status
TradAllcnSts
Optional
Level
Lvl
Optional
Technical Attributes
TechAttrbts
Optional
Public Dissemination Data
PblcDssmntnData
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
Revive
Rvv
Choice
Other
Othr
Choice
Supplementary Data
SplmtryData
Repetition (0..n)
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