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
Metrics
Mtrcs
Mandatory
Total
Ttl
Optional

Clean

Clean
Optional

Definition: Clean values by the reporting counterparty to the other counterparty with outliers removed.

Type: PositionSetCollateralTotal1

Number Of Reports
NbOfRpts
Optional
Initial Margin
InitlMrgn
Optional
Variation Margin
VartnMrgn
Optional
Excess Cash
XcssCsh
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
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