DerivativesTradeStateReportV01auth.107.001.01

DerivativesTradeStateReportV01

DerivsTradStatRpt

Mandatory

RptHdr

Mandatory

TradData

Mandatory

Data Set Action

DataSetActn

Choice

Stat

Choice (1..n)

Counterparty Specific Data

CtrPtySpcfcData

Repetition (1..2)

Common Trade Data

CmonTradData

Mandatory

CtrctData

Optional

Transaction Data

TxData

Mandatory

Transaction Identification

TxId

Optional

Prior Transaction Identification

PrrTxId

Optional

Subsequent Transaction Identification

SbsqntTxId

Optional

Collateral Portfolio Code

CollPrtflCd

Optional

Report Tracking Number

RptTrckgNb

Optional

Platform Identifier

PltfmIdr

Optional

Mirror Or Trigger Transaction

MrrrOrTrggrTx

Optional

Transaction Price

TxPric

Optional

Notional Amount

NtnlAmt

Optional

Notional Quantity

NtnlQty

Optional

Qty

Optional

DlvryTp

Optional

Execution Time Stamp

ExctnTmStmp

Optional

FctvDt

Optional

Expiration Date

XprtnDt

Optional

Early Termination Date

EarlyTermntnDt

Optional

Settlement Date

SttlmDt

Repetition (0..n)

Master Agreement

MstrAgrmt

Optional

Cmprssn

Optional

Post Trade Risk Reduction Flag

PstTradRskRdctnFlg

Optional

Post Trade Risk Reduction Event

PstTradRskRdctnEvt

Optional

Derivative Event

DerivEvt

Optional

Trade Confirmation

TradConf

Optional

Non Standardised Term

NonStdsdTerm

Optional

TradClr

Optional

Block Trade Election

BlckTradElctn

Optional

Large Notional Off Facility Election

LrgNtnlOffFcltyElctn

Optional

IntrstRate

Optional

Ccy

Optional

Cmmdty

Optional

Optn

Optional

Tp

Optional

MbddTp

Optional

Exercise Style

ExrcStyle

Repetition (0..n)

Definition: Indication as to whether the option may be exercised only at a fixed date (European, and Asian style), a series of pre-specified dates (Bermudan) or at any time during the life of the contract (American style). This field does not have to be populated for ISIN instruments.

Type: OptionStyle6Code (String)

Allowed Values:

EURO (European): Option that can be exercised on expiry date only.
BERM (Bermudan): Option that can be exercised on multiple discrete dates prior to, or on expiry date.
ASIA (Asian): Option where the payoff is not determined by the underlying price at maturity but by the average underlying price over some pre-set period of time.
AMER (American): Option can be exercised before or on expiry date.

ExrcDt

Optional

StrkPric

Optional

Strike Price Schedule

StrkPricSchdl

Repetition (0..n)

CallAmt

Optional

PutAmt

Optional

PrmAmt

Optional

Premium Payment Date

PrmPmtDt

Optional

Maturity Date Of Underlying

MtrtyDtOfUndrlyg

Optional

Energy Specific Attributes

NrgySpcfcAttrbts

Optional

Cdt

Optional

OthrPmt

Repetition (0..n)

Packg

Optional

Trade Allocation Status

TradAllcnSts

Optional

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)

We use cookies to personalize content and ads, as well as to analyze our traffic. We also share information about your use of our site with our advertising and analytics partners who may combine it with other information that you've provided to them or that they've collected from your use of their services.