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)
Option Attributes
OptnAttrbts
Optional

Expiration Style

XprtnStyle
Repetition (1..4)

Definition: Expiration style of the option.

Type: OptionStyle5Code (String)

Allowed Values:

  • AMER (American): Option can be exercised before or on expiry date.
  • ASIA (Asian): Option where the payoff is not determined by the underlying price at maturity but by the average underlying price over some pre-set period of time.
  • BERM (Bermudan): Option that can be exercised on multiple discrete dates prior to, or on expiry date.
  • EURO (European): Option that can be exercised on expiry date only.

Option Style
OptnStyle
Optional
Option Type
OptnTp
Optional
Barrier Indicator
BrrrInd
Optional
Event Type
EvtTp
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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