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
Derivative
Deriv
Choice
Derivative Classification
DerivClssfctn
Mandatory
Derivative Underlying Leg
DerivUndrlygLeg
Repetition (1..2)
Contract Attributes
CtrctAttrbts
Mandatory
Contract Term
CtrctTerm
Optional

Standardisation

Stdstn
Repetition (0..3)

Definition: Indicates whether certain terms of the derivative are defined purely according to exchange specifications or can be user defined.

Type: Standardisation1Code (String)

Allowed Values:

  • FLEX (Flexible): Derivatives defined according to exchange specifications, but certain characteristics can be user defined.
  • NSTA (Non Standardised): Custom-made instrument between two parties. Underlying instruments, expiration date and contract size of the derivatives are not standardised.
  • STAN (Standardised): The underlying instruments, expiration date and contract size of the derivatives are standardised.

Payment Frequency
PmtFrqcy
Mandatory
Defined Attributes
DfndAttrbts
Optional
Option Attributes
OptnAttrbts
Optional
Securities Financing Transaction
SctiesFincgTx
Choice
Security
Scty
Choice
Open Interest
OpnIntrst
Mandatory
Trades Cleared
TrdsClrd
Optional
Cleared Gross Notional Amount
ClrdGrssNtnlAmt
Mandatory
Margin Rate Portfolio
MrgnRatePrtfl
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
Central CounterpartyNational Competent AuthorityCCPClearedProductReportV03
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