DerivativesTradeMarginDataTransactionStateReportV01auth.109.001.01

DerivativesTradeMarginDataTransactionStateReportV01

DerivsTradMrgnDataTxStatRpt

Mandatory

RptHdr

Mandatory

TradData

Mandatory

Data Set Action

DataSetActn

Choice

Stat

Choice (1..n)

Reporting Time Stamp

RptgTmStmp

Optional

Counterparty Identification

CtrPtyId

Mandatory

EvtDt

Optional

Transaction Identification

TxId

Optional

Coll

Mandatory

Collateral Portfolio Code

CollPrtflCd

Mandatory

Prtfl

Choice

Margin Portfolio Code

MrgnPrtflCd

Choice

Definition: Specifies the unique code assigned by the reporting counterparty to the margin portfolio if the collateral is posted on a margin portfolio basis.

Type: MarginPortfolio3

Initial Margin Portfolio Code

InitlMrgnPrtflCd

Mandatory

Variation Margin Portfolio Code

VartnMrgnPrtflCd

Optional

Collateralisation Category

CollstnCtgy

Mandatory

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

Contract Modification

CtrctMod

Optional

Technical Attributes

TechAttrbts

Optional

Supplementary Data

SplmtryData

Repetition (0..n)

Supplementary Data

SplmtryData

Repetition (0..n)

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