DerivativesTradeMarginDataReportV01auth.108.001.01

DerivativesTradeMarginDataReportV01
DerivsTradMrgnDataRpt
Mandatory
Report Header
RptHdr
Mandatory
Trade Data
TradData
Mandatory
Data Set Action
DataSetActn
Choice
Report
Rpt
Choice (1..n)
New
New
Choice
Margin Update
MrgnUpd
Choice
Error
Err
Choice
Reporting Time Stamp
RptgTmStmp
Optional
Counterparty Identification
CtrPtyId
Mandatory
Reporting Counterparty
RptgCtrPty
Mandatory
Identification
Id
Mandatory
Nature
Ntr
Optional
Trading Capacity
TradgCpcty
Optional
Direction Or Side
DrctnOrSd
Optional
Direction
Drctn
Choice
Direction Of The First Leg
DrctnOfTheFrstLeg
Mandatory

Direction Of The Second Leg

DrctnOfTheScndLeg
Optional

Definition: Identifies whether the reporting counterparty is the payer (Taker) or the receiver (Maker) of the second leg as determined at the time of transaction.

Type: OptionParty3Code (String)

Allowed Values:

  • MAKE (Maker): Indicates the receiver of the trade.
  • TAKE (Taker): Indicates the initiator of the trade.

Counterparty Side
CtrPtySd
Choice
Trader Location
TradrLctn
Optional
Booking Location
BookgLctn
Optional
Reporting Exemption
RptgXmptn
Optional
Other Counterparty
OthrCtrPty
Mandatory
Broker
Brkr
Optional
Submitting Agent
SubmitgAgt
Optional
Clearing Member
ClrMmb
Optional
Beneficiary
Bnfcry
Repetition (0..2)
Entity Responsible For Report
NttyRspnsblForRpt
Optional
Execution Agent
ExctnAgt
Repetition (0..2)
Relationship Record
RltshRcrd
Repetition (0..n)
Event Date
EvtDt
Optional
Transaction Identification
TxId
Optional
Collateral
Coll
Mandatory
Posted Margin Or Collateral
PstdMrgnOrColl
Optional
Received Margin Or Collateral
RcvdMrgnOrColl
Optional
Counterparty Rating Trigger Indicator
CtrPtyRatgTrggrInd
Optional
Counterparty Rating Threshold Indicator
CtrPtyRatgThrshldInd
Optional
Technical Attributes
TechAttrbts
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
Correction
Crrctn
Choice
Supplementary Data
SplmtryData
Repetition (0..n)
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