MoneyMarketOvernightIndexSwapsStatisticalReportV02auth.015.001.02

  • MoneyMarketOvernightIndexSwapsStatisticalReportV02

Scope

The MoneyMarketOvernightIndexSwapsStatisticalReport message is sent by the reporting agents to the relevant competent authority, to report the daily overnight index swaps (OIS) transactions.

Outline

The MoneyMarketOvernightIndexSwapsStatisticalReportV02 MessageDefinition is composed of 3 MessageBuildingBlocks:

  • Report Header — Provides the elements specific to the report.
  • Overnight Index Swaps Report — Provides the reason why no activity is reported or the required list of transactions for the overnight index swaps segment.
  • Supplementary Data — Additional information that can not be captured in the structured fields and/or any other specific block.

MoneyMarketOvernightIndexSwapsStatisticalReportV02

MnyMktOvrnghtIndxSwpsSttstclRpt
Mandatory

Type: MoneyMarketOvernightIndexSwapsStatisticalReportV02

Report Header
RptHdr
Mandatory
Overnight Index Swaps Report
OvrnghtIndxSwpsRpt
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
Reporting AgentRelevant Competent AuthorityMoneyMarketOvernightIndexSwapsStatisticalReportV02
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