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)

Definition: Indicates the unadjusted date, as per the contract, by which all transfer of cash or assets should take place and the counterparties should no longer have any outstanding obligations to each other. For products that may not have a final contractual settlement date (eg American options), this data element reflects the date by which the transfer of cash or asset would take place if termination were to occur on the expiration date.

Type: ISODate

Restrictions:

    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
    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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