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
Counterparty Specific Data
CtrPtySpcfcData
Repetition (1..2)
Counterparty
CtrPty
Mandatory
Valuation
Valtn
Optional
Contract Value
CtrctVal
Optional
Time Stamp
TmStmp
Optional
Type
Tp
Optional

Delta

Dlta
Optional

Definition: Specifies the ratio of the absolute change in price of a derivative transaction to the change in price of the underlier, at the time a new transaction is reported or when a change in the notional amount is reported.

Type: LongFraction19DecimalNumber (Decimal)

Restrictions:

  • FractionDigits: 19
  • TotalDigits: 25

Reporting Time Stamp
RptgTmStmp
Optional
Common Trade Data
CmonTradData
Mandatory
Level
Lvl
Optional
Technical Attributes
TechAttrbts
Optional
Public Dissemination Data
PblcDssmntnData
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
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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