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)
Dimensions
Dmnsns
Mandatory
Counterparty Identification
CtrPtyId
Optional
Reporting Counterparty
RptgCtrPty
Mandatory
Identification
Id
Mandatory
Nature
Ntr
Optional
Financial Institution
FI
Choice (1..n)
Non Financial Institution
NFI
Choice
Sector
Sctr
Repetition (0..n)
Clearing Threshold
ClrThrshld
Optional

Directly Linked Activity

DrctlyLkdActvty
Optional

Definition: Directly linked to commercial activity or treasury financing: Information on whether the contract is objectively measurable as directly linked to the reporting counterparty's commercial or treasury financing activity.

Type: TrueFalseIndicator

Restrictions:

    Central Counter Party
    CntrlCntrPty
    Choice
    Other
    Othr
    Choice
    Trading Capacity
    TradgCpcty
    Optional
    Counterparty Side
    CtrPtySd
    Optional
    Other Counterparty
    OthrCtrPty
    Mandatory
    Broker
    Brkr
    Optional
    Submitting Agent
    SubmitgAgt
    Optional
    Clearing Member
    ClrMmb
    Optional
    Beneficiary
    Bnfcry
    Optional
    Value Currency
    ValCcy
    Optional
    Collateralisation
    Collstn
    Optional
    Portfolio
    Prtfl
    Optional
    Contract Type
    CtrctTp
    Optional
    Asset Class
    AsstClss
    Optional
    Underlying Instrument
    UndrlygInstrm
    Optional
    First Leg Notional Currency
    FrstLegNtnlCcy
    Optional
    Second Leg Notional Currency
    ScndLegNtnlCcy
    Optional
    Deliverable Currency
    DlvrblCcy
    Optional
    Deliverable Cross Currency
    DlvrblCrossCcy
    Optional
    Master Agreement
    MstrAgrmt
    Optional
    Clearing Status
    ClrSts
    Optional
    Intra Group
    IntraGrp
    Optional
    Exchange Rate Basis
    XchgRateBsis
    Optional
    Option Type
    OptnTp
    Optional
    Time To Maturity
    TmToMtrty
    Optional
    IRS Type
    IRSTp
    Optional
    Seniority
    Snrty
    Optional
    Tranche
    Trch
    Optional
    Commodity
    Cmmdty
    Optional
    Metrics
    Mtrcs
    Mandatory
    Collateral Position Set
    CollPosSet
    Repetition (0..n)
    Currency Collateral Position Set
    CcyCollPosSet
    Repetition (0..n)
    Supplementary Data
    SplmtryData
    Repetition (0..n)
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