FinancialInstrumentReportingNonEquityTransparencyDataReportV02auth.033.001.02

FinancialInstrumentReportingNonEquityTransparencyDataReportV02
FinInstrmRptgNonEqtyTrnsprncyDataRpt
Mandatory
Report Header
RptHdr
Mandatory
Non Equity Transparency Data
NonEqtyTrnsprncyData
Repetition (1..n)
Technical Record Identification
TechRcrdId
Optional
Identification
Id
Mandatory
Full Name
FullNm
Optional
Trading Venue
TradgVn
Optional
Reporting Date
RptgDt
Optional
Maturity Date
MtrtyDt
Optional
Financial Instrument Classification
FinInstrmClssfctn
Mandatory
Underlying Instrument Asset Class
UndrlygInstrmAsstClss
Optional
Derivative Contract Type
DerivCtrctTp
Optional
Bond
Bd
Optional
Emission Allowance Type
EmssnAllwncTp
Optional
Derivative
Deriv
Optional
Commodity
Cmmdty
Choice
Interest Rate
IntrstRate
Choice
Underlying Type
UndrlygTp
Mandatory
Swap Related
SwpRltd
Choice

Other

Othr
Choice

Definition: Where contract type is different from swaps, swaptions, futures on swaps and forwards on a swap, this field is used.

Type: UnderlyingInterestRateType3Code (String)

Allowed Values:

  • BOND (Bond): Underlying is a bond.
  • BNDF (Bond Future): Underlying is a bond future.
  • INTR (Interest Rate): Underlying is interest rate.
  • IFUT (Interest Rate Future FRA): Underlying is an interest rate future or a forward rate agreement (FRA).

Underlying Bond
UndrlygBd
Optional
Swaption Notional Currency
SwptnNtnlCcy
Optional
Underlying Swap Maturity Date
UndrlygSwpMtrtyDt
Optional
Inflation Index
InfltnIndx
Optional
Interest Rate Reference
IntrstRateRef
Mandatory
Foreign Exchange
FX
Choice
Equity
Eqty
Choice
Contract For Difference
CtrctForDiff
Choice
Credit
Cdt
Choice
Emission Allowance
EmssnAllwnc
Choice
Supplementary Data
SplmtryData
Repetition (0..n)
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