DerivativesTradeReconciliationStatisticalReportV02auth.091.001.02

DerivativesTradeReconciliationStatisticalReportV02
DerivsTradRcncltnSttstclRpt
Mandatory
Reconciliation Statistics
RcncltnSttstcs
Mandatory
Data Set Action
DataSetActn
Choice
Report
Rpt
Choice (1..n)
Reference Date
RefDt
Mandatory
Reconciliation Categories
RcncltnCtgrs
Mandatory
Total Number Of Transactions
TtlNbOfTxs
Optional
Transaction Details
TxDtls
Repetition (0..n)
Counterparty Identification
CtrPtyId
Mandatory
Total Number Of Transactions
TtlNbOfTxs
Mandatory
Reconciliation Report
RcncltnRpt
Repetition (1..n)
Transaction Identification
TxId
Mandatory
Matching Criteria
MtchgCrit
Mandatory
Counterparty Matching Criteria
CtrPtyMtchgCrit
Optional
Reporting Counterparty
RptgCtrPty
Optional
Other Counterparty
OthrCtrPty
Optional
Direction Or Side
DrctnOrSd
Optional
Value 1
Val1
Optional
Direction
Drctn
Choice

Direction Of The First Leg

DrctnOfTheFrstLeg
Mandatory

Definition: Identifies whether the reporting counterparty is the payer (Taker) or the receiver (Maker) of the first leg as determined at the time of transaction.

Type: OptionParty3Code (String)

Allowed Values:

  • MAKE (Maker): Indicates the receiver of the trade.
  • TAKE (Taker): Indicates the initiator of the trade.

Direction Of The Second Leg
DrctnOfTheScndLeg
Optional
Counterparty Side
CtrPtySd
Choice
Value 2
Val2
Optional
Valuation Matching Criteria
ValtnMtchgCrit
Optional
Contract Matching Criteria
CtrctMtchgCrit
Optional
Transaction Matching Criteria
TxMtchgCrit
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
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