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
Reporting Time Stamp
RptgTmStmp
Optional
Counterparty Identification
CtrPtyId
Mandatory
Event Date
EvtDt
Optional
Transaction Identification
TxId
Optional
Collateral
Coll
Mandatory
Collateral Portfolio Code
CollPrtflCd
Mandatory
Portfolio
Prtfl
Choice
Margin Portfolio Code
MrgnPrtflCd
Choice
Initial Margin Portfolio Code
InitlMrgnPrtflCd
Mandatory
Portfolio
Prtfl
Choice

No Portfolio

NoPrtfl
Choice

Definition: Collateralisation was performed on a transaction level basis or if the collateral portfolio code is not known at the time of reporting.

Type: NotApplicable1Code (String)

Restrictions:

  • MinLength: 0
  • MaxLength: 4
  • Enumeration: NOAP

Variation Margin Portfolio Code
VartnMrgnPrtflCd
Optional
Collateralisation Category
CollstnCtgy
Mandatory
Time Stamp
TmStmp
Optional
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)
Margin Update
MrgnUpd
Choice
Error
Err
Choice
Correction
Crrctn
Choice
Supplementary Data
SplmtryData
Repetition (0..n)
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