DerivativesTradeReportV03auth.030.001.03

Mandatory
RptHdr
Mandatory
TradData
Mandatory
DataSetActn
Choice
Rpt
Choice (1..n)
New
Choice
Choice
Crrctn
Choice
Termntn
Choice
CtrPtySpcfcData
Repetition (1..2)
CmonTradData
Mandatory
CtrctData
Optional
Mandatory
Optional
Optional
Optional
Optional
Optional
NtnlAmt
Optional
Optional
Qty
Optional
DlvryTp
Optional
ExctnTmStmp
Optional
Optional
XprtnDt
Optional
EarlyTermntnDt
Optional
SttlmDt
Repetition (0..n)
MstrAgrmt
Optional
Cmprssn
Optional
PstTradRskRdctnFlg
Optional
PstTradRskRdctnEvt
Optional

Technique

Tchnq
Mandatory

Definition: Indicator of a type of a post trade risk reduction operation for the purpose of reporting. Portfolio Compression without a third-party service provider: An arrangement to reduce risk in existing portfolios of trades using non-price forming trades mainly to reduce notional amount outstanding, the number of transactions or otherwise harmonise the terms, by wholly or partially terminate trades and commonly to replace the terminated derivatives with new replacement trades. Portfolio Compression with a third-party service provider or CCP: A post trade risk reduction service provided by a service provider or CCP to reduce risk in existing portfolios of trades using non-price forming trades mainly to reduce notional amount outstanding, the number of transactions or otherwise harmonise the terms, by wholly or partially terminate trades and commonly to replace the terminated derivatives with new replacement trades. Portfolio Rebalancing/Margin management: A PTRR service provided by a service provider to reduce risk in an existing portfolio of trades by adding new non-price forming trades and where no existing trades in the portfolio are terminated or replaced and the notional is increased rather than decreased. Other Portfolio post trade risk reduction services: A post trade risk reduction service provided by a service provider to reduce risk in existing portfolios of trades using non-price forming trades and where such service does not qualify as Portfolio Compression or Portfolio Rebalancing.

Type: RiskReductionService1Code (String)

Allowed Values:

  • NORR (No Risk Reduction): There is no portfolio compression.
  • PWOS (No Third Party Portfolio Compression): Portfolio Compression without a third- party service provider.
  • OTHR (Other Compression): Other portfolio compression.
  • PRBM (Portfolio Rebalancing): Portfolio rebalancing or margin management.
  • PWAS (Third Party Portfolio Compression): Portfolio Compression with a third-party service provider or CCP.

SvcPrvdr
Optional
DerivEvt
Optional
Optional
NonStdsdTerm
Optional
TradClr
Optional
BlckTradElctn
Optional
Optional
IntrstRate
Optional
Ccy
Optional
Cmmdty
Optional
Optn
Optional
NrgySpcfcAttrbts
Optional
Cdt
Optional
OthrPmt
Repetition (0..n)
Packg
Optional
Optional
Lvl
Optional
TechAttrbts
Optional
PblcDssmntnData
Optional
SplmtryData
Repetition (0..n)
Choice
ValtnUpd
Choice
Cmprssn
Choice
Err
Choice
PortOut
Choice
Rvv
Choice
Othr
Choice
SplmtryData
Repetition (0..n)
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