CCPClearedProductReportV01auth.069.001.01

Mandatory
ClrdPdct
Repetition (1..n)
TradgVn
Repetition (1..n)
Mandatory
Optional
Pdct
Mandatory
Deriv
Choice
Mandatory
DerivUndrlygLeg
Repetition (1..2)
CtrctAttrbts
Mandatory
CtrctTerm
Optional
Repetition (0..3)

Payment Frequency

PmtFrqcy
Mandatory

Definition: Schedule for leg payments.

Type: Frequency11Code (String)

Allowed Values:

  • YEAR (Annual): Event takes place every year or once a year.
  • DAIL (Daily): Event takes place every day.
  • MNTH (Monthly): Event takes place every month or once a month.
  • EXPI (On Expiry): Event occurs on expiry of a financial contract.
  • OVNG (Overnight): Event takes place overnight.
  • QURT (Quarterly): Event takes place every three months or four times a year.
  • MIAN (Semi Annual): Event takes place every six months or two times a year.
  • UPFR (Upfront): Event that takes place at the initiation of a trade or agreement.
  • WEEK (Weekly): Event takes place once a week.
  • CRED (On Credit Event): Event occurs due to a credit event occurring for an issuer.

DfndAttrbts
Optional
OptnAttrbts
Optional
Choice
Scty
Choice
OpnIntrst
Mandatory
TrdsClrd
Optional
SplmtryData
Repetition (0..n)
We use cookies to personalize content and ads, as well as to analyze our traffic. We also share information about your use of our site with our advertising and analytics partners who may combine it with other information that you've provided to them or that they've collected from your use of their services.
DenyAllow