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
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

Definition: Net weighted quantity of the lots in the position weighted by the delta of the contracts in the position.

Type: Fraction5DecimalNumber (Decimal)

Restrictions:

  • FractionDigits: 5
  • TotalDigits: 18

Gross Market Value
GrssMktVal
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
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