DerivativesTradePositionSetReportV01auth.090.001.01

DerivativesTradePositionSetReportV01
DerivsTradPosSetRpt
Mandatory
Aggregated Position
AggtdPos
Mandatory
Data Set Action
DataSetActn
Choice
Report
Rpt
Choice
Reference Date
RefDt
Mandatory
Position Set
PosSet
Repetition (0..n)
Currency Position Set
CcyPosSet
Repetition (0..n)
Collateral Position Set
CollPosSet
Repetition (0..n)
Dimensions
Dmnsns
Mandatory
Counterparty Identification
CtrPtyId
Optional
Collateralisation
Collstn
Optional

Portfolio

Prtfl
Optional

Definition: A unique code determined by the reporting counterparty to identify the portfolio if collateral is reported on a portfolio basis.

Type: Max52Text (String)

Restrictions:

  • MinLength: 1
  • MaxLength: 52

Initial Margin Posted Currency
InitlMrgnPstdCcy
Optional
Variation Margin Posted Currency
VartnMrgnPstdCcy
Optional
Initial Margin Received Currency
InitlMrgnRcvdCcy
Optional
Variation Margin Received Currency
VartnMrgnRcvdCcy
Optional
Excess Collateral Posted Currency
XcssCollPstdCcy
Optional
Excess Collateral Received Currency
XcssCollRcvdCcy
Optional
Metrics
Mtrcs
Mandatory
Currency Collateral Position Set
CcyCollPosSet
Repetition (0..n)
Supplementary Data
SplmtryData
Repetition (0..n)
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