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
Exchange Rate Basis
XchgRateBsis
Optional
Option Type
OptnTp
Optional
Time To Maturity
TmToMtrty
Optional
Period
Prd
Choice

Special

Spcl
Choice

Definition: Provides the time to maturity when no period is provide.

Type: SpecialPurpose2Code (String)

Allowed Values:

  • BLNK (Blank): Blank value.
  • NTAV (Not Available): Not available (N/A).

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)
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