CCPClearedProductReportV03auth.069.001.03

CCPClearedProductReportV03
CCPClrdPdctRpt
Mandatory
Cleared Product
ClrdPdct
Repetition (1..n)
Trading Venue
TradgVn
Repetition (1..n)
CCP Product Identification
CCPPdctId
Mandatory
Universal Product Identification
UvrslPdctId
Optional
Product
Pdct
Mandatory
Open Interest
OpnIntrst
Mandatory
Trades Cleared
TrdsClrd
Optional
Cleared Gross Notional Amount
ClrdGrssNtnlAmt
Mandatory
Margin Rate Portfolio
MrgnRatePrtfl
Optional

Long Margin Rate

LngMrgnRate
Mandatory

Definition: Margin charged on a portfolio where the value of the contract increases when the value of the underlying increases.

Type: ActiveCurrencyAnd24Amount (Decimal)

Restrictions:

  • FractionDigits: 5
  • TotalDigits: 24
  • MinInclusive: 0

Attributes:

  • Ccy (ActiveCurrencyCode)

    Restrictions:

    • Pattern: [A-Z]{3,3}

Short Margin Rate
ShrtMrgnRate
Mandatory
Description
Desc
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
Central CounterpartyNational Competent AuthorityCCPClearedProductReportV03
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