ForeignExchangeTradeCaptureReportV02 (FXTradCaptrRpt)

Scope

The ForeignExchangeTradeCaptureReport message is sent by a trading system to a participant for notification and providing details of a treasury trade.

Usage

The report is sent by the trading system to the two trading parties after their trade has been executed. The report can also be sent by the trading system to a trading parties to respond their inquiry (TradeCaptureRequest). Note that multiple reports can be sent to respond one inquiry message. The message may contains trade details and trading parties' information. Usage: when absent, default value is "false". I. QueryRejectReason Reason of rejection. J. TotalNumberTrades Indicates the total number of trades. K. LastReportRequested Indicates if this report is the last report sent for responding to one capture request. Usage: when absent, default value is "false". L. SupplementaryData Additional information that cannot be captured in the structured elements and/or any other specific block.

Outline

The ForeignExchangeTradeCaptureReportV02 MessageDefinition is composed of 12 MessageBuildingBlocks:

Header — Capture report message management information.
Report Identification — Identifies the capture report message.
Trading Side Identification — Specifies the trading side of the treasury trade which is captured.
Counterparty Side Identification — Specifies the counterparty side of the treasury trade which is captured.
Trade Detail — Details of the treasury trade captured.
Reference — Reference of the report.
Request Responder — Indicates if this report is for responding to a capture request.
Request Rejected — Indicates if this report is a rejection report for responding to a capture request.