ForeignExchangeTradeCaptureReportV01fxtr.031.001.01

ForeignExchangeTradeCaptureReportV01
FXTradCaptrRpt
Mandatory
Header
Hdr
Mandatory
Report Identification
RptId
Optional
Trading Side Identification
TradgSdId
Optional
Counterparty Side Identification
CtrPtySdId
Optional
Trade Detail
TradDtl
Optional
Trade Identification
TradId
Mandatory
Date And Time
DtAndTm
Mandatory
Foreign Exchange Trade Product
FXTradPdct
Optional
Trading Currency
TradgCcy
Optional
Settlement Currency
SttlmCcy
Optional
Trading Method
TradgMtd
Mandatory
Trading Mode
TradgMd
Optional
Clearing Method
ClrMtd
Mandatory
Execution Type
ExctnTp
Mandatory
Symbol
Symb
Mandatory
Place Of Confirmation
PlcOfConf
Optional
Transaction Time
TxTm
Optional
Foreign Exchange Details
FXDtls
Optional
Swap Leg
SwpLeg
Repetition (0..n)
Option
Optn
Optional
Data
Data
Mandatory
Exercise Status
ExrcSts
Mandatory

Exercise Style

ExrcStyle
Mandatory

Definition: Defines how an option can be exercised.

Type: OptionStyle2Code (String)

Allowed Values:

  • AMER (American): Option can be exercised before or on expiry date.
  • EURO (European): Option that can be exercised on expiry date only.

Option Type
OptnTp
Mandatory
Derivative Option Identification
DerivOptnId
Mandatory
Option Payout Type
OptnPyoutTp
Mandatory
Valuation Rate
ValtnRate
Mandatory
Strike Price
StrkPric
Mandatory
Volatility Margin
VoltlyMrgn
Mandatory
Risk Amount
RskAmt
Mandatory
Expiry Date And Time
XpryDtAndTm
Mandatory
Expiry Location
XpryLctn
Mandatory
Settlement Type
SttlmTp
Mandatory
Option Amounts
OptnAmts
Mandatory
Premium
Prm
Mandatory
Settlement Amount Type
SttlmAmtTp
Mandatory
Additional Option Information
AddtlOptnInf
Mandatory
Product Identification
PdctId
Optional
Reference
Ref
Optional
Request Responder
ReqRspndr
Mandatory
Request Rejected
ReqRjctd
Optional
Query Reject Reason
QryRjctRsn
Optional
Total Number Trades
TtlNbTrds
Optional
Last Report Requested
LastRptReqd
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
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