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

Amount

Amt
Mandatory

Definition: Amount of money in the cash entry.

Type: ActiveCurrencyAndAmount (Decimal)

Restrictions:

  • FractionDigits: 5
  • TotalDigits: 18
  • MinInclusive: 0

Attributes:

  • Ccy (ActiveCurrencyCode)

    Restrictions:

    • Pattern: [A-Z]{3,3}

Sign
Sgn
Mandatory
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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