CCPInteroperabilityReportV01auth.112.001.01

CCPInteroperabilityReportV01
CCPIntrprbltyRpt
Mandatory
Interoperability CCP
IntrprbltyCCP
Repetition (1..n)
Identification
Id
Mandatory
Total Initial Margin
TtlInitlMrgn
Repetition (1..n)
Trades Cleared
TrdsClrd
Optional
Gross Notional Amount
GrssNtnlAmt
Repetition (1..n)
Asset Holding
AsstHldg
Repetition (1..n)
Post Haircut Value
PstHrcutVal
Mandatory
Asset Type
AsstTp
Mandatory
Gold
Gold
Choice
Triparty
Trpty
Choice
Cash
Csh
Choice
Security
Scty
Choice
Identification
Id
Mandatory

Market Value

MktVal
Mandatory

Definition: Value of the outright investment according to the CCP's system of record.

Type: ActiveCurrencyAnd24Amount (Decimal)

Restrictions:

  • FractionDigits: 5
  • TotalDigits: 24
  • MinInclusive: 0

Attributes:

  • Ccy (ActiveCurrencyCode)

    Restrictions:

    • Pattern: [A-Z]{3,3}

Financial Instrument Type
FinInstrmTp
Mandatory
Guarantee
Grnt
Choice
Commodity
Cmmdty
Choice
Collateral Requirement
CollRqrmnt
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
Central CounterpartyNational Competent AuthorityCCPInteroperabilityReportV01
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