DerivativesTradePositionSetReportV01auth.090.001.01

DerivativesTradePositionSetReportV01
DerivsTradPosSetRpt
Mandatory
Aggregated Position
AggtdPos
Mandatory
Data Set Action
DataSetActn
Choice
Report
Rpt
Choice
Reference Date
RefDt
Mandatory
Position Set
PosSet
Repetition (0..n)
Currency Position Set
CcyPosSet
Repetition (0..n)
Collateral Position Set
CollPosSet
Repetition (0..n)
Currency Collateral Position Set
CcyCollPosSet
Repetition (0..n)
Dimensions
Dmnsns
Mandatory
Counterparty Identification
CtrPtyId
Optional
Reporting Counterparty
RptgCtrPty
Mandatory
Identification
Id
Mandatory
Nature
Ntr
Optional

Trading Capacity

TradgCpcty
Optional

Definition: Identifies the trading capacity of the seller.

Type: TradingCapacity7Code (String)

Allowed Values:

  • AGEN (Agent): Trading as Agent on behalf of a customer.
  • PRIN (Principal): Trading as Principal.

Counterparty Side
CtrPtySd
Optional
Other Counterparty
OthrCtrPty
Mandatory
Broker
Brkr
Optional
Submitting Agent
SubmitgAgt
Optional
Clearing Member
ClrMmb
Optional
Beneficiary
Bnfcry
Optional
Collateralisation
Collstn
Optional
Portfolio
Prtfl
Optional
Initial Margin Posted Currency
InitlMrgnPstdCcy
Optional
Variation Margin Posted Currency
VartnMrgnPstdCcy
Optional
Initial Margin Received Currency
InitlMrgnRcvdCcy
Optional
Variation Margin Received Currency
VartnMrgnRcvdCcy
Optional
Excess Collateral Posted Currency
XcssCollPstdCcy
Optional
Excess Collateral Received Currency
XcssCollRcvdCcy
Optional
Metrics
Mtrcs
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
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