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
Metrics
Mtrcs
Mandatory
Total
Ttl
Optional
Buyer
Buyr
Optional
Seller
Sellr
Optional
Number Of Trades
NbOfTrds
Optional
Positive
Postv
Optional

Negative

Neg
Optional

Definition: Aggregations of all negative values of the derivative for all derivatives pertaining to a position set.

Type: PositionSetValueAndNotional1

Notional
Ntnl
Optional
Value
Val
Optional
Clean
Clean
Optional
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