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)

Value 1

Val1
Optional

Definition: Information for the first side of the transaction.

Type: ISODate

Restrictions:

    Value 2
    Val2
    Optional
    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
    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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