CCPClearedProductReportV01auth.069.001.01

CCPClearedProductReportV01
CCPClrdPdctRpt
Mandatory
Cleared Product
ClrdPdct
Repetition (1..n)
Trading Venue
TradgVn
Repetition (1..n)
CCP Product Identification
CCPPdctId
Mandatory
Universal Product Identification
UvrslPdctId
Optional
Product
Pdct
Mandatory
Derivative
Deriv
Choice
Derivative Classification
DerivClssfctn
Mandatory
Derivative Underlying Leg
DerivUndrlygLeg
Repetition (1..2)
Contract Attributes
CtrctAttrbts
Mandatory
Defined Attributes
DfndAttrbts
Optional
Quantity Defined Attributes
QtyDfndAttrbts
Choice

Value Defined Attributes

ValDfndAttrbts
Choice

Definition: Value defined attributes for derivatives where the terms of the contract define the value of payable per unit of a move in some published index. This includes the floating leg of interest rate swaps which implicitly are payments proportional to the change in the index.

Type: FinancialInstrumentAttributes90

Notional
Ntnl
Optional
Unit Value
UnitVal
Mandatory
Index Identification
IndxId
Mandatory
Index Unit
IndxUnit
Mandatory
Interest Rate Terms
IntrstRateTerms
Optional
Option Attributes
OptnAttrbts
Optional
Securities Financing Transaction
SctiesFincgTx
Choice
Security
Scty
Choice
Open Interest
OpnIntrst
Mandatory
Trades Cleared
TrdsClrd
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
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