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

Definition: Indicates the source and method used for the valuation of the transaction by the reporting counterparty.

Type: ValuationType1Code (String)

Allowed Values:

  • CCPV (CCP Valuation): Central counterparty (CCP) valuation.
  • MTMA (Mark To Market): Mark to market valuation.
  • MTMO (Mark To Model): Mark to model valuation.

Delta
Dlta
Optional
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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