FinancialInstrumentReportingNonEquityTransparencyDataReportV02auth.033.001.02

Mandatory
RptHdr
Mandatory
NonEqtyTrnsprncyData
Repetition (1..n)
Optional
Mandatory
FullNm
Optional
TradgVn
Optional
Optional
MtrtyDt
Optional
Mandatory
UndrlygInstrmAsstClss
Optional
Optional
Bd
Optional
EmssnAllwncTp
Optional
Deriv
Optional
Cmmdty
Choice
IntrstRate
Choice
UndrlygTp
Mandatory

Swap Related

SwpRltd
Choice

Definition: Underlying interest rate type is a swap, swaption, a future on a swap or a forward on a swap with regard to the underlying swap.

Type: SwapType1Code (String)

Allowed Values:

  • OSSC (Overnight Index Single Currency Swap): Overnight Index Single Currency Swap.
  • XFSC (Fixed To Float Single Currency Swap): Fixed to Float Single Currency Swap.
  • XFMC (Fixed To Float Multi Currency Swap): Fixed to Float Multi Currency Swap.
  • XXSC (Fixed To Fixed Single Currency Swap): Fixed to Fixed Single Currency Swap.
  • XXMC (Fixed To Fixed Multi Currency Swap): Fixed to Fixed Multi Currency Swap.
  • IFMC (Inflation Multi Currency Swap): Inflation Multi Currency Swap.
  • FFSC (Float To Float Single Currency Swap): Float to Float Single Currency Swap.
  • FFMC (Float To Float Multi Currency Swap): Float to Float Multi Currency Swap.
  • IFSC (Inflation Single Currency Swap): Inflation Single Currency Swap.
  • OSMC (Overnight Index Multi Currency Swap): Overnight Index Multi Currency Swap.

Othr
Choice
UndrlygBd
Optional
Optional
UndrlygSwpMtrtyDt
Optional
InfltnIndx
Optional
IntrstRateRef
Mandatory
Choice
Eqty
Choice
Choice
Cdt
Choice
EmssnAllwnc
Choice
SplmtryData
Repetition (0..n)
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