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
Reporting Time Stamp
RptgTmStmp
Optional
Counterparty Identification
CtrPtyId
Mandatory
Event Date
EvtDt
Optional
Transaction Identification
TxId
Optional
Collateral
Coll
Mandatory
Posted Margin Or Collateral
PstdMrgnOrColl
Optional
Initial Margin Posted Pre Haircut
InitlMrgnPstdPreHrcut
Optional
Initial Margin Posted Post Haircut
InitlMrgnPstdPstHrcut
Optional

Variation Margin Posted Pre Haircut

VartnMrgnPstdPreHrcut
Optional

Definition: Value of the variation margin posted, including cash settled, by the reporting counterparty to the other counterparty. Where variation margin is posted on a portfolio basis, this field should include the overall value of variation margin posted for the portfolio.

Type: ActiveOrHistoricCurrencyAnd20DecimalAmount (Decimal)

Restrictions:

  • FractionDigits: 20
  • TotalDigits: 25
  • MinInclusive: 0

Attributes:

  • Ccy (ActiveOrHistoricCurrencyCode)

    Restrictions:

    • Pattern: [A-Z]{3,3}

Variation Margin Posted Post Haircut
VartnMrgnPstdPstHrcut
Optional
Excess Collateral Posted
XcssCollPstd
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)
Error
Err
Choice
Correction
Crrctn
Choice
Supplementary Data
SplmtryData
Repetition (0..n)
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