DerivativesTradeStateReportV01auth.107.001.01

DerivativesTradeStateReportV01
DerivsTradStatRpt
Mandatory
Report Header
RptHdr
Mandatory
Trade Data
TradData
Mandatory
Data Set Action
DataSetActn
Choice
State
Stat
Choice (1..n)
Counterparty Specific Data
CtrPtySpcfcData
Repetition (1..2)
Common Trade Data
CmonTradData
Mandatory
Contract Data
CtrctData
Optional
Contract Type
CtrctTp
Optional
Asset Class
AsstClss
Optional
Product Classification
PdctClssfctn
Optional
Product Identification
PdctId
Optional
Underlying Instrument
UndrlygInstrm
Optional
Settlement Currency
SttlmCcy
Optional
Settlement Currency Second Leg
SttlmCcyScndLeg
Optional
Currency
Ccy
Mandatory
Exchange Rate
XchgRate
Optional
Forward Exchange Rate
FwdXchgRate
Optional
Exchange Rate Basis
XchgRateBsis
Optional

Fixing Date

FxgDt
Optional

Definition: Specifies the date when a derivative will fix against an interest rate or an exchange rate that will be used to compute the cash settlement.

Type: ISODateTime

Restrictions:

    Place Of Settlement
    PlcOfSttlm
    Optional
    Derivative Based On Crypto Asset
    DerivBasedOnCrptAsst
    Optional
    Transaction Data
    TxData
    Mandatory
    Contract Modification
    CtrctMod
    Optional
    Technical Attributes
    TechAttrbts
    Optional
    Public Dissemination Data
    PblcDssmntnData
    Optional
    Supplementary Data
    SplmtryData
    Repetition (0..n)
    Supplementary Data
    SplmtryData
    Repetition (0..n)
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