Contract Type (CtrctTp)

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)

Dimensions

Dmnsns

Mandatory

Counterparty Identification

CtrPtyId

Optional

Value Currency

ValCcy

Optional

Collateralisation

Collstn

Optional

Portfolio

Prtfl

Optional

Contract Type

CtrctTp

Optional

Definition: Classification according to the contract type.

Type: FinancialInstrumentContractType2Code (String)

Allowed Values:

CFDS (Contract For Difference): Contract of type contracts for difference.
FRAS (Forward Rate Agreement): Contract of type forward rate agreement.
FUTR (Futures): Contract of type future.
FORW (Forward): Contract of type forward.
OPTN (Option): Contract of type option.
SPDB (Spread Betting): Contract of type spread betting.
SWAP (Swap): Contract of type swap.
SWPT (Swaption): Contract of type swaption.
OTHR (Other): Contract of other financial instrument contract type.

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

Currency Position Set

CcyPosSet

Repetition (0..n)

Collateral Position Set

CollPosSet

Repetition (0..n)

Currency Collateral Position Set

CcyCollPosSet

Repetition (0..n)

Supplementary Data

SplmtryData

Repetition (0..n)