DerivativesTradePositionSetReportV01auth.090.001.01

DerivativesTradePositionSetReportV01

DerivsTradPosSetRpt

Mandatory

Aggregated Position

AggtdPos

Mandatory

Data Set Action

DataSetActn

Choice

Rpt

Choice

RefDt

Mandatory

PosSet

Repetition (0..n)

Dmnsns

Mandatory

Counterparty Identification

CtrPtyId

Optional

ValCcy

Optional

Collateralisation

Collstn

Optional

Prtfl

Optional

CtrctTp

Optional

AsstClss

Optional

Underlying Instrument

UndrlygInstrm

Optional

First Leg Notional Currency

FrstLegNtnlCcy

Optional

Second Leg Notional Currency

ScndLegNtnlCcy

Optional

Definition: Other currency of the notional amount.

Type: ActiveCurrencyCode (String)

Restrictions:

Pattern: [A-Z]{3,3}

Deliverable Currency

DlvrblCcy

Optional

Deliverable Cross Currency

DlvrblCrossCcy

Optional

Master Agreement

MstrAgrmt

Optional

Clearing Status

ClrSts

Optional

IntraGrp

Optional

Exchange Rate Basis

XchgRateBsis

Optional

OptnTp

Optional

Time To Maturity

TmToMtrty

Optional

IRSTp

Optional

Snrty

Optional

Trch

Optional

Cmmdty

Optional

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)

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