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
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
Type
Tp
Optional
Embedded Type
MbddTp
Optional

Exercise Style

ExrcStyle
Repetition (0..n)

Definition: Indication as to whether the option may be exercised only at a fixed date (European, and Asian style), a series of pre-specified dates (Bermudan) or at any time during the life of the contract (American style). This field does not have to be populated for ISIN instruments.

Type: OptionStyle6Code (String)

Allowed Values:

  • EURO (European): Option that can be exercised on expiry date only.
  • BERM (Bermudan): Option that can be exercised on multiple discrete dates prior to, or on expiry date.
  • ASIA (Asian): Option where the payoff is not determined by the underlying price at maturity but by the average underlying price over some pre-set period of time.
  • AMER (American): Option can be exercised before or on expiry date.

Exercise Date
ExrcDt
Optional
Strike Price
StrkPric
Optional
Strike Price Schedule
StrkPricSchdl
Repetition (0..n)
Call Amount
CallAmt
Optional
Put Amount
PutAmt
Optional
Premium Amount
PrmAmt
Optional
Premium Payment Date
PrmPmtDt
Optional
Maturity Date Of Underlying
MtrtyDtOfUndrlyg
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)
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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