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
Valuation Matching Criteria
ValtnMtchgCrit
Optional
Contract Matching Criteria
CtrctMtchgCrit
Optional
Transaction Matching Criteria
TxMtchgCrit
Optional
Report Tracking Number
RptTrckgNb
Optional
Unique Transaction Identifier
UnqTxIdr
Optional
Prior Unique Transaction Identifier
PrrUnqTxIdr
Optional
Subsequent Position Unique Transaction Identifier
SbsqntPosUnqTxIdr
Optional
Delta
Dlta
Optional
Trade Confirmation
TradConf
Optional
Trade Clearing Obligation
TradClrOblgtn
Optional
Trade Clearing Status
TradClrSts
Optional
Master Agreement Type
MstrAgrmtTp
Optional
Master Agreement Version
MstrAgrmtVrsn
Optional
Intra Group
IntraGrp
Optional
Post Trade Risk Reduction
PstTradRskRdctn
Optional
Derivative Event
DerivEvt
Optional
Platform Identifier
PltfmIdr
Optional
Execution Time Stamp
ExctnTmStmp
Optional
Effective Date
FctvDt
Optional
Expiration Date
XprtnDt
Optional
Early Termination Date
EarlyTermntnDt
Optional
Settlement Date
SttlmDt
Repetition (0..n)
Delivery Type
DlvryTp
Optional
Transaction Price
TxPric
Optional
Price Schedule Unadjusted Effective Date
PricSchdlUadjstdFctvDt
Repetition (0..n)
Price Schedule Unadjusted End Date
PricSchdlUadjstdEndDt
Repetition (0..n)
Transaction Schedule Price
TxSchdlPric
Repetition (0..n)
Package Price
PackgPric
Optional
Notional Amount First Leg
NtnlAmtFrstLeg
Optional
Notional Amount First Leg Unadjusted Effective Date
NtnlAmtFrstLegUadjstdFctvDt
Repetition (0..n)
Notional Amount First Leg Unadjusted End Date
NtnlAmtFrstLegUadjstdEndDt
Repetition (0..n)
Notional Amount First Leg Schedule Amount
NtnlAmtFrstLegSchdlAmt
Repetition (0..n)
Notional Quantity First Leg
NtnlQtyFrstLeg
Optional
Notional Quantity First Leg Unadjusted Effective Date
NtnlQtyFrstLegUadjstdFctvDt
Repetition (0..n)
Notional Quantity First Leg Unadjusted End Date
NtnlQtyFrstLegUadjstdEndDt
Repetition (0..n)
Notional Quantity First Leg Schedule Quantity
NtnlQtyFrstLegSchdlQty
Repetition (0..n)
Notional Amount Second Leg
NtnlAmtScndLeg
Optional
Notional Amount Second Leg Unadjusted Effective Date
NtnlAmtScndLegUadjstdFctvDt
Repetition (0..n)
Notional Amount Second Leg Unadjusted End Date
NtnlAmtScndLegUadjstdEndDt
Repetition (0..n)
Notional Amount Second Leg Schedule Amount
NtnlAmtScndLegSchdlAmt
Repetition (0..n)
Notional Quantity Second Leg
NtnlQtyScndLeg
Optional
Notional Quantity Second Leg Unadjusted Effective Date
NtnlQtyScndLegUadjstdFctvDt
Repetition (0..n)
Notional Quantity Second Leg Unadjusted End Date
NtnlQtyScndLegUadjstdEndDt
Repetition (0..n)
Notional Quantity Second Leg Schedule Quantity
NtnlQtyScndLegSchdlQty
Repetition (0..n)
Other Payment
OthrPmt
Repetition (0..n)
Interest Fixed Rate First Leg
IntrstFxdRateFrstLeg
Optional
Interest Fixed Rate First Leg Day Count
IntrstFxdRateFrstLegDayCnt
Optional
Interest Fixed Rate First Leg Payment Frequency Unit
IntrstFxdRateFrstLegPmtFrqcyUnit
Optional
Interest Fixed Rate First Leg Payment Frequency Value
IntrstFxdRateFrstLegPmtFrqcyVal
Optional
Interest Floating Rate First Leg Identification
IntrstFltgRateFrstLegId
Optional
Interest Floating Rate First Leg Code
IntrstFltgRateFrstLegCd
Optional
Interest Floating Rate First Leg Name
IntrstFltgRateFrstLegNm
Optional
Interest Floating Rate First Leg Day Count
IntrstFltgRateFrstLegDayCnt
Optional
Interest Floating Rate First Leg Payment Frequency Unit
IntrstFltgRateFrstLegPmtFrqcyUnit
Optional
Interest Floating Rate First Leg Payment Frequency Value
IntrstFltgRateFrstLegPmtFrqcyVal
Optional
Interest Floating Rate First Leg Reference Period Unit
IntrstFltgRateFrstLegRefPrdUnit
Optional
Interest Floating Rate First Leg Reference Period Value
IntrstFltgRateFrstLegRefPrdVal
Optional
Interest Floating Rate First Leg Reset Frequency Unit
IntrstFltgRateFrstLegRstFrqcyUnit
Optional
Interest Floating Rate First Leg Reset Frequency Value
IntrstFltgRateFrstLegRstFrqcyVal
Optional
Interest Floating Rate First Leg Spread
IntrstFltgRateFrstLegSprd
Optional
Interest Rate Fixed Second Leg
IntrstRateFxdScndLeg
Optional
Interest Fixed Rate Second Leg Day Count
IntrstFxdRateScndLegDayCnt
Optional
Interest Fixed Rate Second Leg Payment Frequency Unit
IntrstFxdRateScndLegPmtFrqcyUnit
Optional
Interest Fixed Rate Second Leg Payment Frequency Value
IntrstFxdRateScndLegPmtFrqcyVal
Optional
Interest Floating Rate Second Leg Identification
IntrstFltgRateScndLegId
Optional
Interest Floating Rate Second Leg Code
IntrstFltgRateScndLegCd
Optional
Interest Floating Rate Second Leg Name
IntrstFltgRateScndLegNm
Optional
Interest Floating Rate Second Leg Day Count
IntrstFltgRateScndLegDayCnt
Optional
Interest Floating Rate Second Leg Payment Frequency Unit
IntrstFltgRateScndLegPmtFrqcyUnit
Optional
Interest Floating Rate Second Leg Payment Frequency Value
IntrstFltgRateScndLegPmtFrqcyVal
Optional
Interest Floating Rate Second Leg Reference Period Unit
IntrstFltgRateScndLegRefPrdUnit
Optional
Interest Floating Rate Second Leg Reference Period Value
IntrstFltgRateScndLegRefPrdVal
Optional
Interest Floating Rate Second Leg Reset Frequency Unit
IntrstFltgRateScndLegRstFrqcyUnit
Optional
Interest Floating Rate Second Leg Reset Frequency Value
IntrstFltgRateScndLegRstFrqcyVal
Optional
Interest Floating Rate Second Leg Spread
IntrstFltgRateScndLegSprd
Optional
Package Spread
PackgSprd
Optional
Currency Exchange Rate
CcyXchgRate
Optional
Currency Forward Exchange Rate
CcyFwdXchgRate
Optional
Currency Exchange Rate Basis
CcyXchgRateBsis
Optional
Commodity
Cmmdty
Optional
Value 1
Val1
Optional
Agricultural
Agrcltrl
Choice
Energy
Nrgy
Choice
Electricity
Elctrcty
Choice
Natural Gas
NtrlGas
Choice
Oil
Oil
Choice
Base Product
BasePdct
Mandatory
Sub Product
SubPdct
Optional

Additional Sub Product

AddtlSubPdct
Optional

Definition: Further subproduct type related to instruments that have a non-financial instrument or commodity as underlying.

Type: AssetClassDetailedSubProductType32Code (String)

Allowed Values:

  • BAKK (Bakken): Commodity attribute of type bakken.
  • BDSL (Biodiesel): Commodity attribute of type biodiesel.
  • BRNT (Brent): Commodity attribute of type Brent.
  • BRNX (Brent NX): Commodity attribute of type Brent NX (New Expiry).
  • CNDA (Canadian): Commodity attribute of type canadian.
  • COND (Condensate): Commodity attribute of type condensate.
  • DSEL (Diesel): Commodity attribute of type diesel.
  • DUBA (Dubai): Commodity attribute of type Dubai.
  • ESPO (ESPO): Commodity attribute of type ESPO (Eastern Siberia Pacific Ocean).
  • ETHA (Ethanol): Commodity attribute of type ethanol.
  • FUEL (Fuel): Commodity attribute of type fuel.
  • FOIL (Fuel Oil): Commodity attribute of type fuel oil.
  • GOIL (Gasoil): Commodity attribute of type gasoil.
  • GSLN (Gasoline): Commodity attribute of type gasoline.
  • HEAT (Heating Oil): Commodity attribute of type heating oil.
  • JTFL (Jet Fuel): Commodity attribute of type jet fuel.
  • KERO (Kerosene): Commodity attribute of type kerosene.
  • LLSO (Light Louisiana Sweet): Commodity attribute of type light Louisiana sweet (LLS).
  • MARS (Mars): Commodity attribute of type mars.
  • NAPH (Naphta): Commodity attribute of type naptha.
  • NGLO (NGL): Commodity attribute of type NGL (Natural Gas Liquids).
  • TAPI (Tapis): Commodity attribute of type tapis.
  • WTIO (WTI): Commodity attribute of type WTI (West Texas Intermediate).
  • URAL (Urals): Commodity attribute of type urals.
  • OTHR (Other): Commodity attribute of other type.

Coal
Coal
Choice
Inter Energy
IntrNrgy
Choice
Renewable Energy
RnwblNrgy
Choice
Light End
LghtEnd
Choice
Distillates
Dstllts
Choice
Other
Othr
Choice
Environmental
Envttl
Choice
Fertilizer
Frtlzr
Choice
Freight
Frght
Choice
Index
Indx
Choice
Industrial Product
IndstrlPdct
Choice
Inflation
Infltn
Choice
Metal
Metl
Choice
Multi Commodity Exotic
MultiCmmdtyExtc
Choice
Official Economic Statistics
OffclEcnmcSttstcs
Choice
Other
Othr
Choice
Other C 10
OthrC10
Choice
Paper
Ppr
Choice
Polypropylene
Plprpln
Choice
Value 2
Val2
Optional
Energy Delivery Point Or Zone
NrgyDlvryPtOrZone
Repetition (0..n)
Energy Inter Connection Point
NrgyIntrCnnctnPt
Optional
Energy Load Type
NrgyLdTp
Optional
Delivery Attribute
DlvryAttr
Repetition (0..n)
Option Type
OptnTp
Optional
Option Exercise Style
OptnExrcStyle
Repetition (0..n)
Option Strike Price
OptnStrkPric
Optional
Option Strike Price Schedule Unadjusted Effective Date
OptnStrkPricSchdlUadjstdFctvDt
Repetition (0..n)
Option Strike Price Schedule Unadjusted End Date
OptnStrkPricSchdlUadjstdEndDt
Repetition (0..n)
Option Strike Price Schedule Amount
OptnStrkPricSchdlAmt
Repetition (0..n)
Option Premium Amount
OptnPrmAmt
Optional
Option Premium Payment Date
OptnPrmPmtDt
Optional
Option Maturity Date Of Underlying
OptnMtrtyDtOfUndrlyg
Optional
Credit Seniority
CdtSnrty
Optional
Credit Reference Party
CdtRefPty
Optional
Credit Series
CdtSrs
Optional
Credit Version
CdtVrsn
Optional
Credit Index Factor
CdtIndxFctr
Optional
Credit Tranche
CdtTrch
Optional
Level
Lvl
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
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