DerivativesTradeMarginDataTransactionStateReportV01auth.109.001.01

DerivativesTradeMarginDataTransactionStateReportV01
DerivsTradMrgnDataTxStatRpt
Mandatory
Report Header
RptHdr
Mandatory
Trade Data
TradData
Mandatory
Data Set Action
DataSetActn
Choice
State
Stat
Choice (1..n)
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

Definition: Information on posted collateral and margin.

Type: PostedMarginOrCollateral6

Initial Margin Posted Pre Haircut
InitlMrgnPstdPreHrcut
Optional
Initial Margin Posted Post Haircut
InitlMrgnPstdPstHrcut
Optional
Variation Margin Posted Pre Haircut
VartnMrgnPstdPreHrcut
Optional
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
Contract Modification
CtrctMod
Optional
Technical Attributes
TechAttrbts
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
Supplementary Data
SplmtryData
Repetition (0..n)
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