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
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
Quantity
Qty
Optional
Delivery Type
DlvryTp
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)
Master Agreement
MstrAgrmt
Optional
Compression
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
Trade Clearing
TradClr
Optional

Clearing Obligation

ClrOblgtn
Optional

Definition: Indicates, whether the reported contract belongs to a class of OTC derivatives that has been declared subject to the clearing obligation and both counterparties to the contract are subject to the clearing obligation, as of the time of execution of the contract.

Type: ClearingObligationType1Code (String)

Allowed Values:

  • FLSE (No): Reported contract does not belong to a class of OTC derivatives that has been declared subject to the clearing obligation.
  • UKWN (Unknown): Unknown whether reported contract belongs to a class of OTC derivatives that has been declared subject to the clearing obligation.
  • TRUE (Yes): Reported contract belongs to a class of OTC derivatives that has been declared subject to the clearing obligation.

Clearing Status
ClrSts
Optional
Intra Group
IntraGrp
Optional
Block Trade Election
BlckTradElctn
Optional
Large Notional Off Facility Election
LrgNtnlOffFcltyElctn
Optional
Interest Rate
IntrstRate
Optional
Currency
Ccy
Optional
Commodity
Cmmdty
Optional
Option
Optn
Optional
Energy Specific Attributes
NrgySpcfcAttrbts
Optional
Credit
Cdt
Optional
Other Payment
OthrPmt
Repetition (0..n)
Package
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)
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