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)
Counterparty
CtrPty
Mandatory
Valuation
Valtn
Optional
Contract Value
CtrctVal
Optional
Time Stamp
TmStmp
Optional
Type
Tp
Optional

Delta

Dlta
Optional

Definition: Specifies the ratio of the absolute change in price of a derivative transaction to the change in price of the underlier, at the time a new transaction is reported or when a change in the notional amount is reported.

Type: LongFraction19DecimalNumber (Decimal)

Restrictions:

  • FractionDigits: 19
  • TotalDigits: 25

Reporting Time Stamp
RptgTmStmp
Optional
Common Trade Data
CmonTradData
Mandatory
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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