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
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

Definition: Currency of collateral posted in excess of the required collateral.

Type: ActiveOrHistoricCurrencyCode (String)

Restrictions:

  • Pattern: [A-Z]{3,3}

Excess Collateral Received Currency
XcssCollRcvdCcy
Optional
Metrics
Mtrcs
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
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