CCPAccountPositionReportV01auth.068.001.01

CCPAccountPositionReportV01

CCPAcctPosRpt

Mandatory

Prtfl

Repetition (1..n)

Id

Mandatory

Pos

Repetition (1..n)

Product Identification

PdctId

Mandatory

Risk Requirement

RskRqrmnt

Optional

GrssNtnl

Mandatory

Net Notional

NetNtnl

Mandatory

Definition: Net notional of positions of the product with netting between long and short positions, or delta equivalent notional for options. Indicates whether net long position is positive.

Type: AmountAndDirection102

Amt

Mandatory

Sgn

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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