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
Notional
Ntnl
Optional
Unit Value
UnitVal
Mandatory
Index Identification
IndxId
Mandatory
Index Unit
IndxUnit
Mandatory

Interest Rate Terms

IntrstRateTerms
Optional

Definition: Day count convention for interest payments. Interest rate products only.

Type: InterestComputationMethod2Code (String)

Allowed Values:

  • A001
  • A002
  • A003
  • A004
  • A005
  • A006
  • A007
  • A008
  • A009
  • A010
  • A011
  • A012
  • A013
  • A014
  • NARR (Narrative): Other method than A001-A020. See Narrative.

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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