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)
Dimensions
Dmnsns
Mandatory
Metrics
Mtrcs
Mandatory
Total
Ttl
Optional
Clean
Clean
Optional

Number Of Reports

NbOfRpts
Optional

Definition: Refers to the number of reports used for calculating the position set.

Type: Max20PositiveNumber (Decimal)

Restrictions:

  • FractionDigits: 0
  • TotalDigits: 20
  • MinInclusive: 0

Initial Margin
InitlMrgn
Optional
Variation Margin
VartnMrgn
Optional
Excess Cash
XcssCsh
Optional
Currency Collateral Position Set
CcyCollPosSet
Repetition (0..n)
Supplementary Data
SplmtryData
Repetition (0..n)
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