Note: This format is supported via the Data Prep capability. If it is not available in your environment, please contact your Client Success Manager.
This is the message format for reporting transactions to ESMA - reference here. This adheres to the ISO 20022 message format auth.030.001.03.
Data within the XML is transformed and flattened to rows of data with the following fields. Data in repeated structures are flattened into concatenated text.
| Duco field name | Regulatory Reporting Field | Duco field type | Xpath | Repeating structure |
| ActionType | 2.151 - Action Type | Text |
In /Document/DerivsTradRpt/TradData
if .../Rpt/New exist, then "NEWT" if .../Rpt/Mod exist, then "MODI" if .../Rpt/Crrctn exist, then "CORR" if .../Rpt/Termntn exist, then "TERM" if .../Rpt/PosCmpnt exist, then "POSC" if .../Rpt/ValtnUpd exist, then "VALU" if .../Rpt/Err exist, then "EROR" if .../Rpt/Rvv exist, then "REVI" |
No |
| Counterparty1 | 1.004 - Counterparty 1 (Reporting counterparty) | Text |
for each Action Type .../CtrPtySpcfcData/CtrPty/RptgCtrPty: .../Id/Lgl/Id/LEI |
No |
| Counterparty1_Nature | 1.005 - Nature of the counterparty 1 | Text |
In .../CtrPtySpcfcData/CtrPty/RptgCtrPty/Ntr
if .../FI exist, then "F" if .../NFI exist, then "N" if .../CntrlCntrPty exist, then "C" if .../Othr exist, then "O" |
No |
| Counterparty1_Sector | 1.006 - Corporate sector of the counterparty 1 | Text |
In .../CtrPtySpcfcData/CtrPty/RptgCtrPty/Ntr
if .../FI exists, then .../Sctr/Cd if .../NFI exists, then .../Sctr/Id if .../CntrlCntrPty exist, then .../CntrlCntrPty if .../Othr exist, then ../Othr |
Yes |
| Counterparty1_ClearingThreshold | 1.007 - Clearing threshold of counterparty 1 | Boolean |
In .../CtrPtySpcfcData/CtrPty/RptgCtrPty
if .../Ntr/FI exists, then .../ClrThrshld if .../Ntr/NFI exists, then .../ClrThrshld |
No |
| DirectlyLinkedActivity | 1.020 - Directly linked to commercial activity or treasury financing | Boolean | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/Ntr/NFI/DrctlyLkdActvty | No |
| DirectionOfLeg1 | 1.018 - Direction of leg 1 | Text | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/DrctnOrSd/Drctn/DrctnOfTheFrstLeg | No |
| DirectionOfLeg2 | 1.019 - Direction of leg 2 | Text | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/DrctnOrSd/Drctn/DrctnOfTheScndLeg | No |
| Direction | 1.017 - Direction | Text | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/DrctnOrSd/CtrPtySd | No |
| Counterparty2_IdType | 1.008 - Counterparty 2 identifier type | Boolean |
In .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp
if .../Lgl exists, then "True" if .../Ntrl exists, then "False" |
No |
| Counterparty2 | 1.009 - Counterparty 2 | Text |
In .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp
if .../IdTp/Lgl exists, then .../Id/LEI if .../IdTp/Ntrl exists, then .../Id/Id/Id |
No |
| Counterparty2_Country | 1.010 - Country of the counterparty 2 | Text |
if .../IdTp/Ntrl exists, then: .../Ctry |
No |
| Counterparty2_Nature | 1.011 - Nature of the counterparty 2 | Text |
In .../CtrPtySpcfcData/CtrPty/OthrCtrPty/Ntr
if .../FI exist, then "F" if .../NFI exist, then "N" if .../CntrlCntrPty exist, then "C" if .../Othr exist, then "O" |
No |
| Counterparty2_Sector | 1.012 - Corporate sector of the counterparty 2 | Text |
In ...CtrPtySpcfcData/CtrPty/OthrCtrPty/Ntr
if .../FI exists, then .../Sctr/Cd if .../NFI exists, then .../Sctr/Id |
Yes |
| Counterparty2_ClearingThreshold | 1.013 - Clearing threshold of counterparty 2 | Boolean |
In .../CtrPtySpcfcData/CtrPty/OthrCtrPty
OR .../Ntr/FI/ClrThrshld OR .../Ntr/NFI/ClrThrshld |
No |
| Counterparty2_ReportingObligation | 1.014 - Reporting obligation of the counterparty 2 | Boolean | .../CtrPtySpcfcData/CtrPty/OthrCtrPty/RptgOblgtn | No |
| BrokerID | 1.015 - Broker ID | Text | .../CtrPtySpcfcData/CtrPty/Brkr/LEI | No |
| ReportSubmittingEntityID | 1.002 - Report submitting entity ID | Text | .../CtrPtySpcfcData/CtrPty/SubmitgAgt/LEI | No |
| ClearingMember | 1.016 - Clearing member | Text | .../CtrPtySpcfcData/CtrPty/ClrMmb/Lgl/Id/LEI | No |
| EntityResponsibleForReporting | 1.003 - Entity responsible for reporting | Text | .../CtrPtySpcfcData/CtrPty/NttyRspnsblForRpt/LEI | No |
| ValuationAmount | 2.021 - Valuation amount | Decimal |
In .../CtrPtySpcfcData/Valtn/CtrctVal/
if .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| ValuationCurrency | 2.022 - Valuation currency | Text | .../CtrPtySpcfcData/Valtn/CtrctVal/Amt/@Ccy | No |
| ValuationTimestamp | 2.023 - Valuation timestamp | DateTime (YYYY-MM-DDThh:mm:ssZ) | .../CtrPtySpcfcData/Valtn/TmStmp | No |
| ValuationMethod | 2.024 - Valuation method | Text | .../CtrPtySpcfcData/Valtn/Tp | No |
| Delta | 2.025 - Delta | Decimal | .../CtrPtySpcfcData/Valtn/Dlta | No |
| ReportingTimestamp | 1.001 - Reporting timestamp | DateTime | .../CtrPtySpcfcData/RptgTmStmp | No |
| ContractType | 2.010 - Contract type | Text | .../CmonTradData/CtrctData/CtrctTp | No |
| AssetClass | 2.011 - Asset class | Text | .../CmonTradData/CtrctData/AsstClss | No |
| ProductClassification | 2.009 - Product classification | Text | .../CmonTradData/CtrctData/PdctClssfctn | No |
| ISIN | 2.007 - ISIN | Text | .../CmonTradData/CtrctData/PdctId/ISIN | No |
| UPI | 2.008 - Unique product identifier (UPI) | Text | .../CmonTradData/CtrctData/PdctId/UnqPdctIdr/Id | No |
| UnderlyingId_Type | 2.013 - Underlying identification type | Text |
In .../CmonTradData/CtrctData/UndrlygInstrm
if .../ISIN exists, then "I" if .../Bskt exists, then "B" if .../Indx exists, then "X" |
No |
| UnderlyingId_ISIN | 2.014 - Underlying identification | Text |
In .../CmonTradData/CtrctData/UndrlygInstrm
OR .../ISIN OR .../Indx/ISIN |
No |
| CustomBasketCode_Structurer | 2.017 - Custom basket code | Text |
In .../CmonTradData/CtrctData/UndrlygInstrm
if .../Bskt exists, then .../Strr |
No |
| CustomBasketCode_Id | 2.017 - Custom basket code | Text |
In .../CmonTradData/CtrctData/UndrlygInstrm
if .../Bskt exists, then .../Id |
No |
| IdentifierOfTheBasketsConstituents | 2.018 - Identifier of the basket’s constituents | Text |
In .../CmonTradData/CtrctData/UndrlygInstrm
if .../Bskt exists, then .../Cnsttnts/InstrmId/ISIN |
Yes |
| UnderlyingId_Index_Name | 2.016 - Name of the underlying index | Text |
In .../CmonTradData/CtrctData/UndrlygInstrm
if .../Indx exists, then .../Nm |
No |
| UnderlyingId_Index_Indicator | 2.015 - Indicator of the underlying index | Text |
In .../CmonTradData/CtrctData/UndrlygInstrm
if /Indx exists, then .../Indx |
No |
| SettlementCurrency1 | 2.019 - Settlement currency 1 | Text | .../CmonTradData/CtrctData/SttlmCcy/Ccy | No |
| SettlementCurrency2 | 2.020 - Settlement currency 2 | Text | .../CmonTradData/CtrctData/SttlmCcyScndLeg/Ccy | No |
| DerivativeBasedOnCryptoAssets | 2.012 - Derivative based on crypto-assets | Boolean | .../CmonTradData/CtrctData/DerivBasedOnCrptAsst | No |
| UTI | 2.001 - UTI | Text | In .../CmonTradData/TxData/TxId/UnqTxIdr | No |
| PriorUTI | 2.003 - Prior UTI (for one-to-one and one-to-many relations between transactions) | Text |
In .../CmonTradData/TxData/PrrTxId
OR...UnqTxIdr OR.../Prtry/Id OR.../NotAvlbl |
No |
| SubsequentPositionUTI | 2.004 - Subsequent Position UTI | Text |
In .../CmonTradData/TxData/SbsqntTxId
OR...UnqTxIdr OR.../Prtry/Id OR.../NotAvlbl |
No |
| CollateralPortfolioIndicator | 2.026 - Collateral portfolio indicator | Boolean |
In .../CmonTradData/TxData/CollPrtflCd/Prtfl
if .../Cd exists, then "True" if .../NoPrtfl exists, then "False" |
No |
| CollateralPortfolioCode | 2.027 - Collateral portfolio code | Text |
In .../CmonTradData/TxData/CollPrtflCd/Prtfl
OR .../Cd OR .../NoPrtfl |
No |
| ReportTrackingNumber | 2.002 - Report tracking number | Text | .../CmonTradData/TxData/RptTrckgNb | No |
| VenueOfExecution | 2.041 - Venue of execution | Text | .../CmonTradData/TxData/PltfmIdr | No |
| TransactionPriceType | Text |
In .../CmonTradData/TxData/TxPric/Pric
if .../MntryVal exists, then "Monetary Value" if .../Pctg exists, then "Percentage" |
No | |
| TransactionPrice | 2.048 - Price | Decimal |
In .../CmonTradData/TxData/TxPric/Pric
OR (if .../MntryVal/Sgn = False: -1 * .../MntryVal/Amt, else: .../MntryVal/Amt) OR .../Pctg |
No |
| TransactionPriceCurrency | 2.049 - Price currency | Text |
In .../CmonTradData/TxData/TxPric/Pric
if .../MntryVal exists, then .../Amt/@Ccy |
No |
| Unadjusted_EffectiveDate | 2.050 - Unadjusted effective date of the price | Text | .../CmonTradData/TxData/TxPric/SchdlPrd/UadjstdFctvDt | Yes |
| Unadjusted_EndDate | 2.051 - Unadjusted end date of the price | Text | .../CmonTradData/TxData/TxPric/SchdlPrd/UadjstdEndDt | Yes |
| SchedulePeriod_PriceType | Text |
In .../CmonTradData/TxData/TxPric/SchdlPrd/Pric
if.../MntryVal/Amt exists, then "Monetary Value" if.../Unit exists, then "Unit" if.../Pctg exists, then "Percentage" if.../Yld exists, then "Yield" if.../Dcml exists, then "Decimal" if.../PdgPric exists, then "Pending Price" if.../Othr/Val exists, then "Other" |
Yes | |
| SchedulePeriod_Price | 2.052 - Price in effect between the unadjusted effective and end date | Text |
In .../CmonTradData/TxData/TxPric/SchdlPrd/Pric
OR (if .../MntryVal/Sgn = False: -1 * .../MntryVal/Amt, else: .../MntryVal/Amt) OR.../Unit OR.../Pctg OR.../Yld OR.../Dcml OR.../PdgPric OR...(/Othr/Val (and/or) /Othr/Tp) |
Yes |
| SchedulePeriod_PriceCurrency | Text |
In .../CmonTradData/TxData/TxPric/SchdlPrd/Pric
if .../MntryVal exists, then .../Amt/@Ccy |
Yes | |
| Leg1_NotionalAmount | 2.055 - Notional amount of leg 1 | Decimal | .../CmonTradData/TxData/NtnlAmt/FrstLeg/Amt/Amt | No |
| Leg1_NotionalCurrency | 2.056 - Notional currency 1 | Text | .../CmonTradData/TxData/NtnlAmt/FrstLeg/Amt/Amt/@Ccy | No |
| Leg1_NotionalAmountEffectiveDate | 2.057 - Effective date of the notional amount of leg 1 | Text | .../CmonTradData/TxData/NtnlAmt/FrstLeg/SchdlPrd/UadjstdFctvDt | Yes |
| Leg1_NotionalAmountEndDate | 2.058 - End date of the notional amount of leg 1 | Text | .../CmonTradData/TxData/NtnlAmt/FrstLeg/SchdlPrd/UadjstdEndDt | Yes |
| Leg1_NotionalAmountEffect | 2.059 - Notional amount in effect on associated effective date of leg 1 | Text | .../CmonTradData/TxData/NtnlAmt/FrstLeg/SchdlPrd/Amt/Amt | Yes |
| Leg1_NotionalAmountEffectCurrency | Text | .../CmonTradData/TxData/NtnlAmt/FrstLeg/SchdlPrd/Amt/Amt/@Ccy | Yes | |
| Leg2_NotionalAmount | 2.064 - Notional amount of leg 2 | Decimal | .../CmonTradData/TxData/NtnlAmt/ScndLeg/Amt/Amt | No |
| Leg2_NotionalCurrency | 2.065 - Notional currency 2 | Text | .../CmonTradData/TxData/NtnlAmt/ScndLeg/Amt/Amt/@Ccy | No |
| Leg2_NotionalAmountEffectiveDate | 2.066 - Effective date of the notional amount of leg 2 | Text | .../CmonTradData/TxData/NtnlAmt/ScndLeg/SchdlPrd/UadjstdFctvDt | Yes |
| Leg2_NotionalAmountEndDate | 2.067 - End date of the notional amount of leg 2 | Text | .../CmonTradData/TxData/NtnlAmt/ScndLeg/SchdlPrd/UadjstdEndDt | Yes |
| Leg2_NotionalAmountEffect | 2.068 - Notional amount in effect on associated effective date of leg 2 | Text | .../CmonTradData/TxData/NtnlAmt/ScndLeg/SchdlPrd/Amt/Amt | Yes |
| Leg2_NotionalAmountEffectCurrency | Text | .../CmonTradData/TxData/NtnlAmt/ScndLeg/SchdlPrd/Amt/Amt/@Ccy | Yes | |
| Leg1_NotionalQuantity_Total | 2.060 - Total notional quantity of leg 1 | Decimal | .../CmonTradData/TxData/NtnlQty/FrstLeg/TtlQty | No |
| Leg1_NotionalQuantity_Quantity | 2.063 - Notional quantity in effect on associated effective date of leg 1 | Text | .../CmonTradData/TxData/NtnlQty/FrstLeg/Dtls/SchdlPrd/Qty | Yes |
| Leg1_NotionalQuantity_EffectiveDate | 2.061 - Effective date of the notional quantity of leg 1 | Text | .../CmonTradData/TxData/NtnlQty/FrstLeg/Dtls/SchdlPrd/UadjstdFctvDt | Yes |
| Leg1_NotionalQuantity_EndDate | 2.062 - End date of the notional quantity of leg 1 | Text | .../CmonTradData/TxData/NtnlQty/FrstLeg/Dtls/SchdlPrd/UadjstdEndDt | Yes |
| Leg2_NotionalQuantity_Total | 2.069 - Total notional quantity of leg 2 | Decimal | .../CmonTradData/TxData/NtnlQty/ScndLeg/TtlQty | No |
| Leg2_NotionalQuantity_Quantity | 2.072 - Notional quantity in effect on associated effective date of leg 2 | Text | .../CmonTradData/TxData/NtnlQty/ScndLeg/Dtls/SchdlPrd/Qty | Yes |
| Leg2_NotionalQuantity_EffectiveDate | 2.070 - Effective date of the notional quantity of leg 2 | Text | .../CmonTradData/TxData/NtnlQty/ScndLeg/Dtls/SchdlPrd/UadjstdFctvDt | Yes |
| Leg2_NotionalQuantity_EndDate | 2.071 - End date of the notional quantity of leg 2 | Text | .../CmonTradData/TxData/NtnlQty/ScndLeg/Dtls/SchdlPrd/UadjstdEndDt | Yes |
| DeliveryType | 2.047 - Delivery type | Text | .../CmonTradData/TxData/DlvryTp | No |
| ExecutionTimestamp | 2.042 - Execution timestamp | DateTime | .../CmonTradData/TxData/ExctnTmStmp | No |
| EffectiveDate | 2.043 - Effective date | Date | .../CmonTradData/TxData/FctvDt | No |
| ExpirationDate | 2.044 - Expiration date | Date | .../CmonTradData/TxData/XprtnDt | No |
| EarlyTerminationDate | 2.045 - Early termination date | Date | .../CmonTradData/TxData/EarlyTermntnDt | No |
| SettlementDate | 2.046 - Final contractual settlement date | Date | .../CmonTradData/TxData/SttlmDt | No |
| MasterAgreementType | 2.034 - Master Agreement type | Text | .../CmonTradData/TxData/MstrAgrmt/Tp/Tp | No |
| MasterAgreementVersion | 2.036 - Master Agreement version | Text | .../CmonTradData/TxData/MstrAgrmt/Vrsn | No |
| OtherMasterAgreementType | 2.035 - Other master agreement type | Text | .../CmonTradData/TxData/MstrAgrmt/OthrMstrAgrmtDtls | No |
| PTRR | 2.038 - PTRR | Boolean | ../CmonTradData/TxData/PstTradRskRdctnFlg | No |
| PTRR_Technique | 2.039 - Type of PTRR technique | Text |
if .../PstTradRskRdctnFlg is true, then
.../CmonTradData/TxData/PstTradRskRdctnEvt/Tchnq |
No |
| PTRR_ServiceProvider | 2.040 - PTRR service provider | Text |
if .../PstTradRskRdctnFlg is true, then
.../CmonTradData/TxData/PstTradRskRdctnEvt/SvcPrvdr/LEI |
No |
| EventType | 2.152 - Event type | Text | .../CmonTradData/TxData/DerivEvt/Tp | No |
| PTRR_ID_Structurer | 2.005 - PTRR ID | Text | .../CmonTradData/TxData/DerivEvt/Id/PstTradRskRdctnIdr/Strr | No |
| PTRR_ID_Id | 2.005 - PTRR ID | Text | .../CmonTradData/TxData/DerivEvt/Id/PstTradRskRdctnIdr/Id | No |
| EventDate | 2.153 - Event date | Date | .../CmonTradData/TxData/DerivEvt/TmStmp/Dt | No |
| TradeConfirmation_Type | 2.029 - Confirmed | Text |
In .../CmonTradData/TxData/TradConf
OR .../Confd/Tp OR .../NonConfd/Tp |
No |
| TradeConfirmation_Timestamp | 2.028 - Confirmation timestamp | DateTime |
if .../CmonTradData/TxData/TradConf/Confd exists, then: .../TmStmp |
No |
| ClearingObligation | 2.030 - Clearing obligation | Text | .../CmonTradData/TxData/TradClr/ClrOblgtn | No |
| Cleared | 2.031 - Cleared | Text |
In .../CmonTradData/TxData/TradClr/ClrSts
if .../Clrd exists, then "Y" if .../NonClrd exists, then "N" |
No |
| CentralCounterparty | 2.033 - Central counterparty | Text |
In .../CmonTradData/TxData/TradClr/ClrSts
if .../Clrd exists, then .../Dtls/CCP/LEI |
No |
| ClearingTimestamp | 2.032 - Clearing timestamp | DateTime |
In .../CmonTradData/TxData/TradClr/ClrSts
if .../Clrd exists, then .../Dtls/ClrDtTm |
No |
| Intragroup | 2.037 - Intragroup | Boolean | .../CmonTradData/TxData/TradClr/IntraGrp | No |
| Leg1_FixedRate | 2.079 - Fixed rate of leg 1 or coupon | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/Rate/Rate | No |
| Leg1_FixedRate_DayCount | 2.080 - Fixed rate or coupon day count convention leg 1 | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/DayCnt/Cd | No |
| Leg1_FixedRate_PaymentFrequency | 2.081 - Fixed rate or coupon payment frequency period leg 1 | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/PmtFrqcy/Term/Unit | No |
| Leg1_FixedRate_PaymentFrequency_PeriodMultiplier | 2.082 - Fixed rate or coupon payment frequency period multiplier leg 1 | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/PmtFrqcy/Term/Val | No |
| Leg1_FloatingRateID | 2.083 - Identifier of the floating rate of leg 1 | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Id | No |
| Leg1_FloatingRateName | 2.085 - Name of the floating rate of leg 1 | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Nm | No |
| Leg1_FloatingRateIndicator | 2.084 - Indicator of the floating rate of leg 1 | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Rate/Cd | No |
| Leg1_FloatingRate_TimePeriod | 2.089 - Floating rate reference period of leg 1 – time period | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/RefPrd/Unit | No |
| Leg1_FloatingRate_Multiplier | 2.090 - Floating rate reference period of leg 1 – multiplier | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/RefPrd/Val | No |
| Leg1_SpreadType | Text |
In .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd
if .../MntryVal exists, then "Monetary Value" if .../Pctg exists, then "Percentage" if .../BsisPtSprd exists, then "Basis Point Spread" |
No | |
| Leg1_Spread | 2.093 - Spread of leg 1 | Decimal |
In .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd
OR (if .../MntryVal/Sgn = False: -1 * .../MntryVal/Amt, else: .../MntryVal/Amt) OR .../Pctg OR .../BsisPtSprd |
No |
| Leg1_SpreadCurrency | 2.094 - Spread currency of leg 1 | Text |
In .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd
if .../MntryVal exists, then .../Amt/@Ccy |
No |
| Leg1_FloatingRate_DayCount | 2.086 - Floating rate day count convention of leg 1 | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/DayCnt/Cd | No |
| Leg1_FloatingRate_PaymentFrequency | 2.087 - Floating rate payment frequency period of leg 1 | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/PmtFrqcy/Term/Unit | No |
| Leg1_FloatingRate_PaymentFrequency_PeriodMultiplier | 2.088 - Floating rate payment frequency period multiplier of leg 1 | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/PmtFrqcy/Term/Val | No |
| Leg1_FloatingRate_ResetFrequency | 2.091 - Floating rate reset frequency period of leg 1 | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/RstFrqcy/Term/Unit | No |
| Leg1_FloatingRate_ResetFrequency_Multiplier | 2.092 - Floating rate reset frequency multiplier of leg 1 | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/RstFrqcy/Term/Val | No |
| Leg2_FixedRate | 2.095 - Fixed rate of leg 2 | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/Rate/Rate | No |
| Leg2_FixedRate_DayCount | 2.096 - Fixed rate day count convention leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/DayCnt/Cd | No |
| Leg2_FixedRate_PaymentFrequency | 2.097 - Fixed rate payment frequency period leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/PmtFrqcy/Term/Unit | No |
| Leg2_FixedRate_PaymentFrequency_PeriodMultiplier | 2.098 - Fixed rate payment frequency period multiplier leg 2 | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/PmtFrqcy/Term/Val | No |
| Leg2_FloatingRateID | 2.099 - Identifier of the floating rate of leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Id | No |
| Leg2_FloatingRateName | 2.101 - Name of the floating rate of leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Nm | No |
| Leg2_FloatingRateIndicator | 2.100 - Indicator of the floating rate of leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Rate/Cd | No |
| Leg2_FloatingRate_TimePeriod | 2.105 - Floating rate reference period of leg 2 – time period | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/RefPrd/Unit | No |
| Leg2_FloatingRate_Multiplier | 2.106 - Floating rate reference period of leg 2 – multiplier | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/RefPrd/Val | No |
| Leg2_SpreadType | Text |
In .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Sprd
if .../MntryVal exists, then "Monetary Value" if .../Pctg exissts, then "Percentage" if .../BsisPtSprd exists, then "Basis Point Spread" |
No | |
| Leg2_Spread | 2.109 - Spread of leg 2 | Decimal |
In .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Sprd
OR (if .../MntryVal/Sgn = False: -1 * .../MntryVal/Amt, else: .../MntryVal/Amt) OR .../Pctg OR .../BsisPtSprd |
No |
| Leg2_SpreadCurrency | 2.110 - Spread currency of leg 2 | Text |
In .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Sprd
if .../MntryVal exists, then .../Amt/@Ccy |
No |
| Leg2_FloatingRate_DayCount | 2.102 - Floating rate day count convention of leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/DayCnt/Cd | No |
| Leg2_FloatingRate_PaymentFrequency | 2.103 - Floating rate payment frequency period of leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/PmtFrqcy/Term/Unit | No |
| Leg2_FloatingRate_PaymentFrequency_PeriodMultiplier | 2.104 - Floating rate payment frequency period multiplier of leg 2 | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/PmtFrqcy/Term/Val | No |
| Leg2_FloatingRate_ResetFrequency | 2.107 - Floating rate reset frequency period of leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/RstFrqcy/Term/Unit | No |
| Leg2_FloatingRate_ResetFrequency_Multiplier | 2.108 - Floating rate reset frequency multiplier of leg 2 | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/RstFrqcy/Term/Val | No |
| ExchangeRate | 2.113 - Exchange rate 1 | Decimal | .../CmonTradData/TxData/Ccy/XchgRate | No |
| ForwardExchangeRate | 2.114 - Forward exchange rate | Decimal | .../CmonTradData/TxData/Ccy/FwdXchgRate | No |
| BaseCurrency |
2.115 - Exchange rate basis 2.138 - Strike price currency/currency pair |
Text | .../CmonTradData/TxData/Ccy/XchgRateBsis/CcyPair/BaseCcy | No |
| QuotedCurrency |
2.115 - Exchange rate basis 2.138 - Strike price currency/currency pair |
Text | .../CmonTradData/TxData/Ccy/XchgRateBsis/CcyPair/QtdCcy | No |
| BaseProduct | 2.116 - Base product | Text | .../CmonTradData/TxData/Cmmdty/.../.../BasePdct | No |
| SubProduct | 2.117 - Sub-product | Text | .../CmonTradData/TxData/Cmmdty/.../.../SubPdct | No |
| FurtherSubProduct | 2.118 - Further sub-product | Text | .../CmonTradData/TxData/Cmmdty/.../.../AddtlSubPdct | No |
| OptionType | 2.132 - Option type | Text | .../CmonTradData/TxData/Optn/Tp | No |
| OptionStyle | 2.133 - Option style | Text | .../CmonTradData/TxData/Optn/ExrcStyle | No |
| StrikePrice_Type | Text |
In .../CmonTradData/TxData/Optn/StrkPric
if .../MntryVal exists, then "Monetary Value" if .../Pctg exists, then "Percentage" |
No | |
| StrikePrice | 2.134 - Strike price | Decimal |
In .../CmonTradData/TxData/Optn/StrkPric
OR (if .../MntryVal/Sgn = False: -1 * .../MntryVal/Amt, else: .../MntryVal/Amt) OR .../Pctg |
No |
| StrikePrice_Currency | Text |
In .../CmonTradData/TxData/Optn/StrkPric
if .../MntryVal exists, then .../Amt/@Ccy |
No | |
| StrikePrice_EffectiveDate | 2.135 - Effective date of the strike price | Text | .../CmonTradData/TxData/Optn/StrkPricSchdl/UadjstdFctvDt | Yes |
| StrikePrice_EndDate | 2.136 - End date of the strike price | Text | .../CmonTradData/TxData/Optn/StrkPricSchdl/UadjstdEndDt | Yes |
| StrikePrice_AssociatedEffectiveDate_Type | Text |
In .../CmonTradData/TxData/Optn/StrkPricSchdl/Pric
if .../MntryVal exists, then "Monetary Value" if .../Pctg exists, then "Percentage" |
Yes | |
| StrikePrice_AssociatedEffectiveDate | 2.137 - Strike price in effect on associated effective date | Text |
In .../CmonTradData/TxData/Optn/StrkPricSchdl/Pric
OR (if .../MntryVal/Sgn = False: -1 * .../MntryVal/Amt, else: .../MntryVal/Amt) OR .../Pctg |
Yes |
| StrikePrice_AssociatedEffectiveDate_Currency | Text |
In .../CmonTradData/TxData/Optn/StrkPricSchdl/Pric
if .../MntryVal exists, then .../Amt/@Ccy |
Yes | |
| OptionPremiumAmount | 2.139 - Option premium amount | Decimal | .../CmonTradData/TxData/Optn/PrmAmt | No |
| OptionPremiumCurrency | 2.140 - Option premium currency | Text | .../CmonTradData/TxData/Optn/PrmAmt/@Ccy | No |
| UnderlyingPremiumPaymentDate | 2.141 - Option premium payment date | Date | .../CmonTradData/TxData/Optn/PrmPmtDt | No |
| UnderlyingMaturityDate | 2.142 - Maturity date of the underlying | Date | .../CmonTradData/TxData/Optn/MtrtyDtOfUndrlyg | No |
| DeliveryPoint | 2.119 - Delivery point or zone | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryPtOrZone/Cd | Yes |
| InterConnectionPoint | 2.120 - Inter Connection Point | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/IntrCnnctnPt/Cd | No |
| LoadType | 2.121 - Load type | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/LdTp | No |
| DeliveryInterval_StartTime | 2.122 - Delivery interval start time | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/DlvryIntrvl/FrTm | Yes |
| DeliveryInterval_EndTime | 2.123 - Delivery interval end time | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/DlvryIntrvl/ToTm | Yes |
| Delivery_StartDate | 2.124 - Delivery start date | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/DlvryDt/FrDt | Yes |
| Delivery_EndDate | 2.125 - Delivery end date | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/DlvryDt/ToDt | Yes |
| Duration | 2.126 - Duration | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/Drtn | Yes |
| Weekdays | 2.127 - Days of the week | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/WkDay | Yes |
| DeliveryCapacity | 2.128 - Delivery capacity | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/DlvryCpcty/Qty | Yes |
| QuantityUnit | 2.129 - Quantity Unit | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/QtyUnit/Cd | Yes |
| PriceTime_IntervalQuantity | 2.130 - Price/time interval quantity | Text |
In .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/PricTmIntrvlQty
if .../Sgn = False: -1 * .../Amt, else: .../Amt |
Yes |
| PriceTime_IntervalQuantity_Currency | 2.131 - Currency of the price/time interval quantity | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/PricTmIntrvlQty/Amt/@Ccy | Yes |
| Seniority | 2.143 - Seniority | Text | .../CmonTradData/TxData/Cdt/Snrty | No |
| ReferenceEntity | 2.144 - Reference entity | Text |
In .../CmonTradData/TxData/Cdt/RefPty
OR .../Ctry OR .../CtrySubDvsn OR .../LEI |
No |
| Series | 2.145 - Series | Decimal | .../CmonTradData/TxData/Cdt/Srs | No |
| Version | 2.146 - Version | Decimal | .../CmonTradData/TxData/Cdt/Vrsn | No |
| IndexFactor | 2.147 - Index factor | Decimal | .../CmonTradData/TxData/Cdt/IndxFctr | No |
| Tranche | 2.148 - Tranche | Boolean |
In .../CmonTradData/TxData/Cdt/Trch
if .../Trnchd exists, then "True" if .../Utrnchd exists, then "False" |
No |
| CDS_AttachmentPoint | 2.149 - CDS index attachment point | Decimal | .../CmonTradData/TxData/Cdt/Trch/Trnchd/AttchmntPt | No |
| CDS_DetachmentPoint | 2.150 - CDS index detachment point | Decimal | .../CmonTradData/TxData/Cdt/Trch/Trnchd/DtchmntPt | No |
| OtherPayment_Amount | 2.074 - Other payment amount | Text | .../CmonTradData/TxData/OthrPmt/PmtAmt/Amt | Yes |
| OtherPayment_Currency | 2.075 - Other payment currency | Text | .../CmonTradData/TxData/OthrPmt/PmtAmt/Amt/@Ccy | Yes |
| OtherPayment_Type | 2.073 - Other payment type | Text | .../CmonTradData/TxData/OthrPmt/PmtTp/Tp | Yes |
| OtherPayment_Date | 2.076 - Other payment date | Text | .../CmonTradData/TxData/OthrPmt/PmtDt | Yes |
| OtherPayment_Payer | 2.077 - Other payment payer | Text |
In .../CmonTradData/TxData/OthrPmt/PmtPyer
if .../Lgl exists, then .../LEI if .../Ntrl exists, then .../Id/Id |
Yes |
| OtherPayment_Receiver | 2.078 - Other payment receiver | Text |
In .../CmonTradData/TxData/OthrPmt/PmtRcvr
if .../Lgl exists, then .../LEI if .../Ntrl exists, then .../Id/Id |
Yes |
| Package_Id | 2.006 - Package identifier | Text | .../CmonTradData/TxData/Packg/CmplxTradId | No |
| PackageTransaction_PriceType | Text |
In .../CmonTradData/TxData/Packg/Pric
if .../MntryVal exists, then "Monetary Value" if .../Pctg exists, then "Percentage" |
No | |
| PackageTransaction_Price | 2.053 - Package transaction price | Decimal |
In .../CmonTradData/TxData/Packg/Pric
OR .../MntryVal exists OR .../Pctg |
No |
| PackageTransaction_PriceCurrency | 2.054 - Package transaction price currency | Text |
In .../CmonTradData/TxData/Packg/Pric
if .../MntryVal exists, then .../Amt/@Ccy |
No |
| PackageTransaction_SpreadType | Text |
In .../CmonTradData/TxData/Packg/Sprd
if .../MntryVal exists, then "Monetary Value" if .../Pctg exists, then "Percentage" if .../BsisPtSprd exists, then "Basis Point Spread" |
No | |
| PackageTransaction_Spread | 2.111 - Package transaction spread | Decimal |
In .../CmonTradData/TxData/Packg/Sprd
OR (if .../MntryVal/Sgn = False: -1 * .../MntryVal/Amt, else: .../MntryVal/Amt) OR .../Pctg OR .../BsisPtSprd |
No |
| PackageTransaction_SpreadCurrency | 2.112 - Package transaction spread currency | Text |
In .../CmonTradData/TxData/Packg/Sprd
if .../MntryVal exists, then .../Amt/@Ccy |
No |
| Level | 2.154 - Level | Text | .../Lvl | No |
Notes:
- In repeating structures, when multiple values are present, they will be mapped as a pipe-separated list of values.
- Reported fields 2.115 - Exchange rate basis and 2.138 - Strike price currency/currency pair both represent the same currency pair of Base Currency and Quoted Currency. In the CSV output they are separated into BaseCurrency and QuotedCurrency.
Fields 2.122 - Delivery interval start time, 2.123 - Delivery interval end time and 2.127 - Days of the week have a double-repeating structure. When multiple values are present, values within the first repeat will appear in the CSV output as a pipe-separated, values within the second repeat will appear in the CSV output as a slash-separated.
Example: THUD/FRID|SUND/SATD