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
Received Margin Or Collateral
RcvdMrgnOrColl
Optional
Initial Margin Received Pre Haircut
InitlMrgnRcvdPreHrcut
Optional
Initial Margin Received Post Haircut
InitlMrgnRcvdPstHrcut
Optional

Variation Margin Received Pre Haircut

VartnMrgnRcvdPreHrcut
Optional

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

Type: ActiveOrHistoricCurrencyAnd20DecimalAmount (Decimal)

Restrictions:

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

Attributes:

  • Ccy (ActiveOrHistoricCurrencyCode)

    Restrictions:

    • Pattern: [A-Z]{3,3}

Variation Margin Received Post Haircut
VartnMrgnRcvdPstHrcut
Optional
Excess Collateral Received
XcssCollRcvd
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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