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)
Dimensions
Dmnsns
Mandatory
Counterparty Identification
CtrPtyId
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

Definition: Indicates whether the contract was entered into as an intragroup transaction.

Type: TrueFalseIndicator

Restrictions:

    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)
    We use cookies to personalize content and ads, as well as to analyze our traffic. We also share information about your use of our site with our advertising and analytics partners who may combine it with other information that you've provided to them or that they've collected from your use of their services.
    DenyAllow