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 Value
CtrctVal
Optional
Type
Tp
Optional
Value 1
Val1
Optional

Value 2

Val2
Optional

Definition: Information for the second side of the transaction.

Type: ValuationType1Code (String)

Allowed Values:

  • CCPV (CCP Valuation): Central counterparty (CCP) valuation.
  • MTMA (Mark To Market): Mark to market valuation.
  • MTMO (Mark To Model): Mark to model valuation.

Contract Matching Criteria
CtrctMtchgCrit
Optional
Transaction Matching Criteria
TxMtchgCrit
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
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