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
Technical Record Identification
TechRcrdId
Optional
Action Type
ActnTp
Optional
Reporting Time Stamp
RptgTmStmp
Optional
Derivative Event Type
DerivEvtTp
Optional
Derivative Event Time Stamp
DerivEvtTmStmp
Optional
Other Counterparty
OthrCtrPty
Optional
Unique Identifier
UnqIdr
Optional
Master Agreement
MstrAgrmt
Optional
Collateral Portfolio Code
CollPrtflCd
Optional
Portfolio
Prtfl
Choice
Margin Portfolio Code
MrgnPrtflCd
Choice
Initial Margin Portfolio Code
InitlMrgnPrtflCd
Mandatory
Portfolio
Prtfl
Choice

Code

Cd
Mandatory

Definition: Unique code determined by the reporting counterparty to identify the portfolio if collateral is reported on a portfolio basis.

Type: Max52Text (String)

Restrictions:

  • MinLength: 1
  • MaxLength: 52

Portfolio Transaction Exemption
PrtflTxXmptn
Optional
No Portfolio
NoPrtfl
Choice
Variation Margin Portfolio Code
VartnMrgnPrtflCd
Optional
Matching Criteria
MtchgCrit
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
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