DerivativesTradePositionSetReportV02auth.090.001.02

DerivativesTradePositionSetReportV02

DerivsTradPosSetRpt

Mandatory

PositionSetAggregated2Choice

AggtdPos

Mandatory

ReportPeriodActivity1Code

DataSetActn

Choice

PositionSetAggregated4

Rpt

Choice

RefDt

Mandatory

PosSet

Repetition (0..n)

CcyPosSet

Repetition (0..n)

CollPosSet

Repetition (0..n)

PositionSetCollateralDimensions3

Dmnsns

Mandatory

TradeCounterpartyReport20

CtrPtyId

Optional

MarginCollateralReport4

Coll

Optional

CollateralPortfolioCode5Choice

CollPrtflCd

Mandatory

CollateralisationType3Code

CollstnCtgy

Mandatory

Type: CollateralisationType3Code (String)

Allowed Values:

FLCL
OWCL
OWC1
OWC2
OWP1
OWP2
PRCL
PRC1
PRC2
UNCL

TmStmp

Optional

ActiveOrHistoricCurrencyCode

InitlMrgnPstdCcy

Optional

ActiveOrHistoricCurrencyCode

VartnMrgnPstdCcy

Optional

ActiveOrHistoricCurrencyCode

InitlMrgnRcvdCcy

Optional

ActiveOrHistoricCurrencyCode

VartnMrgnRcvdCcy

Optional

ActiveOrHistoricCurrencyCode

XcssCollPstdCcy

Optional

ActiveOrHistoricCurrencyCode

XcssCollRcvdCcy

Optional

PositionSetCollateralMetrics2

Mtrcs

Mandatory

CcyCollPosSet

Repetition (0..n)

SupplementaryData1

SplmtryData

Repetition (0..n)

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