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
Code
Cd
Mandatory

Portfolio Transaction Exemption

PrtflTxXmptn
Optional

Definition: Indicates whether the collateral portfolio includes transactions exempt from reporting.

Type: TrueFalseIndicator

Restrictions:

    No Portfolio
    NoPrtfl
    Choice
    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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