DerivativesTradePositionSetReportV02auth.090.001.02

DerivativesTradePositionSetReportV02
DerivsTradPosSetRpt
Mandatory
PositionSetAggregated2Choice
AggtdPos
Mandatory
ReportPeriodActivity1Code
DataSetActn
Choice
PositionSetAggregated4
Rpt
Choice
ISODate
RefDt
Mandatory
PositionSet21
PosSet
Repetition (0..n)
PositionSetDimensions16
Dmnsns
Mandatory
PositionSetMetrics14
Mtrcs
Mandatory
PositionSetBuyerAndSeller2
Ttl
Optional
PositionSetBuyerAndSeller2
Clean
Optional
PositionSetTotal2
Buyr
Optional
PositionSetTotal2
Sellr
Optional
Max20PositiveNumber
NbOfTrds
Optional
ActiveOrHistoricCurrencyAnd19DecimalAmount
PostvVal
Optional
ActiveOrHistoricCurrencyAnd19DecimalAmount
NegVal
Optional
NotionalAmountLegs6
Ntnl
Optional
NotionalAmount7
FrstLeg
Optional
ActiveOrHistoricCurrencyAnd19DecimalAmount
Amt
Optional
ActiveOrHistoricCurrencyAnd19DecimalAmount
AmtInFct
Repetition (0..n)

LongFraction19DecimalNumber

WghtdAvrgDlta
Optional

Type: LongFraction19DecimalNumber (Decimal)

Restrictions:

  • FractionDigits: 19
  • TotalDigits: 25

NotionalAmount7
ScndLeg
Optional
ActiveOrHistoricCurrencyAnd19DecimalAmount
OthrPmtAmt
Repetition (0..n)
PositionSet21
CcyPosSet
Repetition (0..n)
PositionSet22
CollPosSet
Repetition (0..n)
PositionSet22
CcyCollPosSet
Repetition (0..n)
SupplementaryData1
SplmtryData
Repetition (0..n)
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