CCPAccountPositionReportV01auth.068.001.01

CCPAccountPositionReportV01
CCPAcctPosRpt
Mandatory
Portfolio
Prtfl
Repetition (1..n)
Identification
Id
Mandatory
Position
Pos
Repetition (1..n)
Product Identification
PdctId
Mandatory
Risk Requirement
RskRqrmnt
Optional

Gross Notional

GrssNtnl
Mandatory

Definition: Gross notional of positions of the product without netting of long/short positions, or delta equivalent notional for options.

Type: ActiveCurrencyAnd24Amount (Decimal)

Restrictions:

  • FractionDigits: 5
  • TotalDigits: 24
  • MinInclusive: 0

Attributes:

  • Ccy (ActiveCurrencyCode)

    Restrictions:

    • Pattern: [A-Z]{3,3}

Net Notional
NetNtnl
Mandatory
Gross Delta Equivalent Value
GrssDltaEqvtVal
Optional
Net Delta Equivalent Value
NetDltaEqvtVal
Optional
Gross Delta Equivalent Quantity
GrssDltaEqvtQty
Optional
Net Delta Equivalent Quantity
NetDltaEqvtQty
Optional
Gross Market Value
GrssMktVal
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
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