This is the message format for reporting transactions to ESMA - reference here. This adheres to the ISO 20022 message format auth.107.001.01.
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 |
| ReportingTimestamp | 1.001 - Reporting timestamp | DateTime | .../CtrPtySpcfcData/RptgTmStmp | No |
| ReportSubmittingEntityID_Type | Text |
In .../CtrPtySpcfcData/CtrPty/SubmitgAgt If .../LEI exists, then "LEI" If .../Othr exists, then "Other Id" |
No | |
| ReportSubmittingEntityID_LEI | 1.002 - Report submitting entity ID | Text | .../CtrPtySpcfcData/CtrPty/SubmitgAgt/LEI | No |
| ReportSubmittingEntityID_OtherId | 1.002 - Report submitting entity ID | Text | .../CtrPtySpcfcData/CtrPty/SubmitgAgt/Othr/Id/Id | No |
| ReportSubmittingEntityID_SchemeName | Text | .../CtrPtySpcfcData/CtrPty/SubmitgAgt/Othr/Id/SchmeNm | No | |
| ReportSubmittingEntityID_Issuer | Text | .../CtrPtySpcfcData/CtrPty/SubmitgAgt/Othr/Id/Issr | No | |
| ReportSubmittingEntityID_Name | Text | .../CtrPtySpcfcData/CtrPty/SubmitgAgt/Othr/Nm | No | |
| ReportSubmittingEntityID_Domicile | Text | .../CtrPtySpcfcData/CtrPty/SubmitgAgt/Othr/Dmcl | No | |
| EntityResponsibleForReporting_Type | Text |
In .../CtrPtySpcfcData/CtrPty/NttyRspnsblForRpt If .../LEI exists, then "LEI" If .../Othr exists, then "Other Id" |
No | |
| EntityResponsibleForReporting_LEI | 1.003 - Entity responsible for reporting | Text | .../CtrPtySpcfcData/CtrPty/NttyRspnsblForRpt/LEI | No |
| EntityResponsibleForReporting_OtherId | 1.003 - Entity responsible for reporting | Text | .../CtrPtySpcfcData/CtrPty/NttyRspnsblForRpt/Othr/Id/Id | No |
| EntityResponsibleForReporting_SchemeName | Text | .../CtrPtySpcfcData/CtrPty/NttyRspnsblForRpt/Othr/Id/SchmeNm | No | |
| EntityResponsibleForReporting_Issuer | Text | .../CtrPtySpcfcData/CtrPty/NttyRspnsblForRpt/Othr/Id/Issr | No | |
| EntityResponsibleForReporting_Name | Text | .../CtrPtySpcfcData/CtrPty/NttyRspnsblForRpt/Othr/Nm | No | |
| EntityResponsibleForReporting_Domicile | Text | .../CtrPtySpcfcData/CtrPty/NttyRspnsblForRpt/Othr/Dmcl | No | |
| Counterparty1_IdType | Text |
In .../CtrPtySpcfcData/CtrPty/RptgCtrPty/Id/Lgl/Id: if .../LEI exists, then "LEI" if .../Othr/Id/Id exists, then "Other Id" |
No | |
| Counterparty1_LEI | 1.004 - Counterparty 1 (Reporting counterparty) | Text | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/Id/Lgl/Id/LEI | No |
| Counterparty1_OtherId | Text | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/Id/Lgl/Id/Othr/Id/Id | No | |
| Counterparty1_Nature | 1.05 - 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 | 1.06 - Corporate sector of the counterparty 1 | Text |
In .../CtrPtySpcfcData/CtrPty/RptgCtrPty/Ntr if .../FI exists, then .../Sctr/Cd if .../NFI exists, then .../Sctr/Id |
Yes |
| Counterparty1_ClearingThreshold | 1.07 - Clearing threshold of counterparty 1 | Text |
In .../CtrPtySpcfcData/CtrPty/RptgCtrPty if .../Ntr/FI exists, then .../ClrThrshld if .../Ntr/NFI exists, then .../ClrThrshld |
No |
| Counterparty2_IdType | 1.08 - Counterparty 2 identifier type | Boolean |
In .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp if .../Lgl exists, then "True" if .../Ntrl exists, then "False" |
No |
| Counterparty2_Legal_LEI | 1.09 - Counterparty 2 | Text | .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp/Lgl/Id/LEI | No |
| Counterparty2_Natural_Id | 1.09 - Counterparty 2 | Text | .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp/Ntrl/Id/Id/Id | No |
| Counterparty2_Country | 1.10 - Country of the counterparty 2 | Text |
In ...//CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp if .../Lgl exists, then …/Lgl/Ctry if .../Ntrl exists, then …/Ntrl/Ctry |
No |
| Counterparty2_Nature | 1.11 - 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 | 1.12 - 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 | 1.13 - Clearing threshold of counterparty 2 | Boolean |
In .../CtrPtySpcfcData/CtrPty/OthrCtrPty OR .../Ntr/FI/ClrThrshld OR .../Ntr/NFI/ClrThrshld |
No |
| Counterparty2_ReportingObligation | 1.14 - Reporting obligation of the counterparty 2 | Boolean | .../CtrPtySpcfcData/CtrPty/OthrCtrPty/RptgOblgtn | No |
| BrokerID_Type | Test |
In .../CtrPtySpcfcData/CtrPty/Brkr If .../LEI exists, then "LEI" If .../Othr exists, then "Other Id" |
No | |
| BrokerID_LEI | 1.15 - Broker ID | Text | .../CtrPtySpcfcData/CtrPty/Brkr/LEI | No |
| BrokerID_OtherId | Text | .../CtrPtySpcfcData/CtrPty/Brkr/Othr/Id/Id | No | |
| BrokerID_SchemeName | Text | .../CtrPtySpcfcData/CtrPty/Brkr/Othr/Id/SchmeNm | No | |
| BrokerID_Issuer | Text | .../CtrPtySpcfcData/CtrPty/Brkr/Othr/Id/Issr | No | |
| BrokerID_Name | Text | .../CtrPtySpcfcData/CtrPty/Brkr/Othr/Nm | No | |
| BrokerID_Domicile | Text | .../CtrPtySpcfcData/CtrPty/Brkr/Othr/Dmcl | No | |
| ClearingMember_Type | Text |
In .../CtrPtySpcfcData/CtrPty/ClrMmb/Lgl/Id If .../LEI exists, then "LEI" If .../Othr exists, then "Other Id" |
No | |
| ClearingMember_LEI | 1.16 - Clearing member | Text | .../CtrPtySpcfcData/CtrPty/ClrMmb/Lgl/Id/LEI | No |
| ClearingMember_OtherId | Text | .../CtrPtySpcfcData/CtrPty/ClrMmb/Lgl/Id/Othr/Id/Id | No | |
| ClearingMember_SchemeName | Text | .../CtrPtySpcfcData/CtrPty/ClrMmb/Lgl/Id/Othr/Id/SchmeNm | No | |
| ClearingMember_Issuer | Text | .../CtrPtySpcfcData/CtrPty/ClrMmb/Lgl/Id/Othr/Id/Issr | No | |
| ClearingMember_Name | Text | .../CtrPtySpcfcData/CtrPty/ClrMmb/Lgl/Id/Othr/Nm | No | |
| ClearingMember_Domicile | Text | .../CtrPtySpcfcData/CtrPty/ClrMmb/Lgl/Id/Othr/Dmcl | No | |
| Direction | 1.17 - Direction | Text | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/DrctnOrSd/CtrPtySd | No |
| DirectionOfLeg1 | 1.18 - Direction of leg 1 | Text | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/DrctnOrSd/Drctn/DrctnOfTheFrstLeg | No |
| DirectionOfLeg2 | 1.19 - Direction of leg 2 | Text | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/DrctnOrSd/Drctn/DrctnOfTheScndLeg | No |
| DirectlyLinkedActivity | 1.20 - Directly linked to commercial activity or treasury financing | Boolean | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/Ntr/NFI/DrctlyLkdActvty | No |
| UTI_Type | Text |
In .../CmonTradData/TxData/TxId If.../UnqTxIdr exists, then "Unique Transaction Id" If.../Prtry/Id exists, then "Proprietary Id" |
No | |
| UTI_UniqueTransactionId | 2.001 - UTI | Text | .../CmonTradData/TxData/TxId/UnqTxIdr | No |
| UTI_ProprietaryId | 2.001 - UTI | Text | .../CmonTradData/TxData/TxId/Prtry/Id | No |
| ReportTrackingNumber | 2.002 - Report tracking number | Text | .../CmonTradData/TxData/RptTrckgNb | No |
| PriorUTI_Type | Text |
In .../CmonTradData/TxData/PrrTxId If.../UnqTxIdr exists, then "Unique Transaction Id" If.../Prtry/Id exists, then "Proprietary Id" If.../NotAvlbl exists, then "Not Available" |
No | |
| PriorUTI_UniqueTransactionId | 2.003 - Prior UTI (for one-to-one and one-to-many relations between transactions) | Text | .../CmonTradData/TxData/PrrTxId/UnqTxIdr | No |
| PriorUTI_ProprietaryId | 2.003 - Prior UTI (for one-to-one and one-to-many relations between transactions) | Text | .../CmonTradData/TxData/PrrTxId/Prtry/Id | No |
| PriorUTI_NotAvailable | 2.003 - Prior UTI (for one-to-one and one-to-many relations between transactions) | Text | .../CmonTradData/TxData/PrrTxId/NotAvlbl | No |
| SubsequentPositionUTI_Type | Text |
In .../CmonTradData/TxData/SbsqntTxId If.../UnqTxIdr exists, then "Unique Transaction Id" If.../Prtry/Id exists, then "Proprietary Id" If.../NotAvlbl exists, then "Not Available" |
No | |
| SubsequentPositionUTI_UniqueTransactionId | 2.004 - Subsequent Position UTI | Text | .../CmonTradData/TxData/SbsqntTxId/UnqTxIdr | No |
| SubsequentPositionUTI_ProprietaryId | 2.004 - Subsequent Position UTI | Text | .../CmonTradData/TxData/SbsqntTxId/Prtry/Id | No |
| SubsequentPositionUTI_NotAvailable | 2.004 - Subsequent Position UTI | Text | .../CmonTradData/TxData/SbsqntTxId/NotAvlbl | 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 |
| Package_Id | 2.006 - Package identifier | Text | .../CmonTradData/TxData/Packg/CmplxTradId | 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 |
| ProductClassification | 2.009 - Product classification | Text | .../CmonTradData/CtrctData/PdctClssfctn | No |
| ContractType | 2.010 - Contract type | Text | .../CmonTradData/CtrctData/CtrctTp | No |
| AssetClass | 2.011 - Asset class | Text | .../CmonTradData/CtrctData/AsstClss | No |
| DerivativeBasedOnCryptoAssets | 2.012 - Derivative based on crypto-assets | Boolean | .../CmonTradData/CtrctData/DerivBasedOnCrptAsst | 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 |
| UnderlyingId_Index_Indicator | 2.015 - Indicator of the underlying index | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Indx/Indx | No |
| UnderlyingId_Index_Name | 2.016 - Name of the underlying index | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Indx/Nm | No |
| CustomBasketCode_Structurer | 2.017 - Custom basket code | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Strr | No |
| CustomBasketCode_Id | 2.017 - Custom basket code | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Id | No |
| IdentifierOfTheBasketsConstituents_Type | Text |
In .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Cnsttnts/InstrmId If .../ISIN exists, then "ISIN" If .../AltrntvInstrmId exists, then "Alternative Instrument Id" |
Yes | |
| IdentifierOfTheBasketsConstituents_ISIN | 2.018 - Identifier of the basket’s constituents | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Cnsttnts/InstrmId/ISIN | Yes |
| IdentifierOfTheBasketsConstituents_AlternativeInstrument_Id | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Cnsttnts/InstrmId/AltrntvInstrmId | Yes | |
| SettlementCurrency1 | 2.019 - Settlement currency 1 | Text | .../CmonTradData/CtrctData/SttlmCcy/Ccy | No |
| SettlementCurrency2 | 2.020 - Settlement currency 2 | Text | .../CmonTradData/CtrctData/SttlmCcyScndLeg/Ccy | 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 | .../CtrPtySpcfcData/Valtn/TmStmp | No |
| ValuationMethod | 2.024 - Valuation method | Text | .../CtrPtySpcfcData/Valtn/Tp | No |
| Delta | 2.025 - Delta | Decimal | .../CtrPtySpcfcData/Valtn/Dlta | 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 |
| TradeConfirmation_Timestamp | 2.028 - Confirmation timestamp | DateTime | .../CmonTradData/TxData/TradConf/Confd/TmStmp | No |
| TradeConfirmation_Type | 2.029 - Confirmed | Text |
In .../CmonTradData/TxData/TradConf If .../Confd exists, then .../Confd/Tp If .../NonConfd exists, then .../NonConfd/Tp |
No |
| ClearingObligation | 2.030 - Clearing obligation | .../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 |
| ClearingTimestamp | 2.032 - Clearing timestamp | DateTime | .../CmonTradData/TxData/TradClr/ClrSts/Clrd/Dtls/ClrDtTm | No |
| CentralCounterparty_Type | Text |
In .../CmonTradData/TxData/TradClr/ClrSts/Clrd/Dtls/CCP: if .../LEI exists, then "LEI" if .../Othr/Id/Id exists, then "Other Id" |
No | |
| CentralCounterparty_LEI | 2.033 - Central counterparty | Text | .../CmonTradData/TxData/TradClr/ClrSts/Clrd/Dtls/CCP/LEI | No |
| CentralCounterparty_OtherId | Text | .../CmonTradData/TxData/TradClr/ClrSts/Clrd/Dtls/CCP/Othr/Id/Id | No | |
| CentralCounterparty_SchemeName | Text | .../CmonTradData/TxData/TradClr/ClrSts/Clrd/Dtls/CCP/Othr/Id/SchmeNm | No | |
| CentralCounterparty_Issuer | Text | .../CmonTradData/TxData/TradClr/ClrSts/Clrd/Dtls/CCP/Othr/Id/Issr | No | |
| CentralCounterparty_Name | Text | .../CmonTradData/TxData/TradClr/ClrSts/Clrd/Dtls/CCP/Othr/Nm | No | |
| CentralCounterparty_Domicile | Text | .../CmonTradData/TxData/TradClr/ClrSts/Clrd/Dtls/CCP/Othr/Dmcl | No | |
| MasterAgreementType | 2.034 - Master Agreement type | Text | .../CmonTradData/TxData/MstrAgrmt/Tp/Tp | No |
| MasterAgreementProprietary | Text | .../CmonTradData/TxData/MstrAgrmt/Tp/Prtry | No | |
| OtherMasterAgreementType | 2.035 - Other master agreement type | Text | .../CmonTradData/TxData/MstrAgrmt/OthrMstrAgrmtDtls | No |
| MasterAgreementVersion | 2.036 - Master Agreement version | Text | .../CmonTradData/TxData/MstrAgrmt/Vrsn | No |
| Intragroup | 2.037 - Intragroup | Boolean | .../CmonTradData/TxData/TradClr/IntraGrp | No |
| PTRR | 2.038 - PTRR | Boolean | .../CmonTradData/TxData/PstTradRskRdctnFlg | No |
| PTRR_Technique | 2.039 - Type of PTRR technique | Text | .../CmonTradData/TxData/PstTradRskRdctnEvt/Tchnq | No |
| PTRR_ServiceProvider | 2.040 - PTRR service provider | Text | .../CmonTradData/TxData/PstTradRskRdctnEvt/SvcPrvdr/LEI | No |
| VenueOfExecution | 2.041 - Venue of execution | Text | .../CmonTradData/TxData/PltfmIdr | 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 | Text | .../CmonTradData/TxData/SttlmDt | Yes |
| DeliveryType | 2.047 - Delivery type | Text | .../CmonTradData/TxData/DlvryTp | No |
| TransactionPrice_Type | Text |
In .../CmonTradData/TxData/TxPric/Pric if.../MntryVal/Amt exists, then "Monetary Value" if.../Unit exists, then "Unit" if.../Pctg exists, then "Percentage" if.../Yld exists, then "Yield" if.../PdgPric exists, then "Pending Price" if.../Othr/Val exists, then "Other" |
No | |
| TransactionPrice_MonetaryValue | 2.048 - Price | Decimal |
In .../CmonTradData/TxData/TxPric/Pric/MntryVal: if .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| TransactionPrice_Unit | Decimal | .../CmonTradData/TxData/TxPric/Pric/Unit | No | |
| TransactionPrice_Percentage | 2.048 - Price | Decimal | .../CmonTradData/TxData/TxPric/Pric/Pctg | No |
| TransactionPrice_Yield | Decimal | .../CmonTradData/TxData/TxPric/Pric/Yld | No | |
| TransactionPrice_PendingPrice | Text | .../CmonTradData/TxData/TxPric/Pric/PdgPric | No | |
| TransactionPrice_OtherValue | Decimal | .../CmonTradData/TxData/TxPric/Pric/Othr/Val | No | |
| TransactionPrice_OtherType | Text | .../CmonTradData/TxData/TxPric/Pric/Othr/Tp | No | |
| TransactionPrice_Currency | 2.049 - Price currency | Text | .../CmonTradData/TxData/TxPric/Pric/MntryVal/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_Price_Type | Text |
In .../CmonTradData/TxData/TxPric/SchdlPrd/Pric if.../MntryVal/Amt exists, then "Monetary Value" if.../Pctg exists, then "Percentage" |
Yes | |
| SchedulePeriod_Price_MonetaryValue | 2.052 - Price in effect between the unadjusted effective and end date | Text |
In .../CmonTradData/TxData/TxPric/SchdlPrd/Pric/MntryVal: if .../Sgn = False: -1 * .../Amt, else: .../Amt |
Yes |
| SchedulePeriod_Price_Percentage | 2.052 - Price in effect between the unadjusted effective and end date | Text | .../CmonTradData/TxData/TxPric/SchdlPrd/Pric/Pctg | Yes |
| SchedulePeriod_Price_Currency | Text | .../CmonTradData/TxData/TxPric/SchdlPrd/Pric/MntryVal/Amt/@Ccy | Yes | |
| PackageTransaction_Price_MonetaryValue | 2.053 - Package transaction price Monetary Value | Decimal |
In .../CmonTradData/TxData/Packg/Pric/MntryVal If .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| PackageTransaction_Price_Percentage | 2.053 - Package transaction price Percentage | Decimal | .../CmonTradData/TxData/Packg/Pric/Pctg | No |
| PackageTransaction_Price_Type | 2.053 - Package transaction price Type | Text |
In .../CmonTradData/TxData/Packg/Pric if .../MntryVal exists, then "Monetary Value" if .../Pctg exists, then "Percentage" |
No |
| PackageTransaction_Price_Currency | 2.054 - Package transaction price currency | Text | .../CmonTradData/TxData/Packg/Pric/MntryVal/Amt/@Ccy | No |
| Leg1_NotionalAmount | 2.055 - Notional amount of leg 1 | Decimal |
In .../CmonTradData/TxData/NtnlAmt/FrstLeg/Amt If .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| Leg1_NotionalAmount_Currency | 2.056 - Notional currency 1 | Text | .../CmonTradData/TxData/NtnlAmt/FrstLeg/Amt/Amt/@Ccy | No |
| Leg1_NotionalAmount_EffectiveDate | 2.057 - Effective date of the notional amount of leg 1 | Text | .../CmonTradData/TxData/NtnlAmt/FrstLeg/SchdlPrd/UadjstdFctvDt | Yes |
| Leg1_NotionalAmount_EndDate | 2.058 - End date of the notional amount of leg 1 | Text | .../CmonTradData/TxData/NtnlAmt/FrstLeg/SchdlPrd/UadjstdEndDt | Yes |
| Leg1_NotionalAmount_Effect | 2.059 - Notional amount in effect on associated effective date of leg 1 | Text | .../CmonTradData/TxData/NtnlAmt/FrstLeg/SchdlPrd/Amt/Amt | Yes |
| Leg1_NotionalAmount_EffectCurrency | Text | .../CmonTradData/TxData/NtnlAmt/FrstLeg/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_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 |
| 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 |
| Leg2_NotionalAmount | 2.064 - Notional amount of leg 2 | Decimal |
In .../CmonTradData/TxData/NtnlAmt/ScndLeg/Amt/Amt If .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| Leg2_NotionalAmount_Currency | 2.065 - Notional currency 2 | Text | .../CmonTradData/TxData/NtnlAmt/ScndLeg/Amt/Amt/@Ccy | No |
| Leg2_NotionalAmount_EffectiveDate | 2.066 - Effective date of the notional amount of leg 2 | Text | .../CmonTradData/TxData/NtnlAmt/ScndLeg/SchdlPrd/UadjstdFctvDt | Yes |
| Leg2_NotionalAmount_EndDate | 2.067 - End date of the notional amount of leg 2 | Text | .../CmonTradData/TxData/NtnlAmt/ScndLeg/SchdlPrd/UadjstdEndDt | Yes |
| Leg2_NotionalAmount_Effect | 2.068 - Notional amount in effect on associated effective date of leg 2 | Text | .../CmonTradData/TxData/NtnlAmt/ScndLeg/SchdlPrd/Amt/Amt | Yes |
| Leg2_NotionalAmount_EffectCurrency | Text | .../CmonTradData/TxData/NtnlAmt/ScndLeg/SchdlPrd/Amt/Amt/@Ccy | Yes | |
| Leg2_NotionalQuantity_Total | 2.069 - Total notional quantity of leg 2 | Decimal | .../CmonTradData/TxData/NtnlQty/ScndLeg/TtlQty | No |
| 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 |
| 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 |
| OtherPayment_Type | 2.073 - Other payment type | Text | .../CmonTradData/TxData/OthrPmt/PmtTp/Tp | Yes |
| OtherPayment_Amount | 2.074 - Other payment amount | Text |
In .../CmonTradData/TxData/OthrPmt/PmtAmt if .../Sgn = False: -1 * .../Amt, else: .../Amt |
Yes |
| OtherPayment_Currency | 2.075 - Other payment currency | Text | .../CmonTradData/TxData/OthrPmt/PmtAmt/Amt/@Ccy | Yes |
| OtherPayment_Date | 2.076 - Other payment date | Text | .../CmonTradData/TxData/OthrPmt/PmtDt | Yes |
| OtherPayment_Payer_Type | Text |
In .../CmonTradData/TxData/OthrPmt/PmtPyer If .../Lgl exists, then "Legal LEI" If .../Ntrl exists, then "Natural Id" |
Yes | |
| OtherPayment_Payer_Legal_LEI | 2.077 - Other payment payer Natural | Text | .../CmonTradData/TxData/OthrPmt/PmtPyer/Lgl/LEI | Yes |
| OtherPayment_Payer_Natural_Id | 2.077 - Other payment payer Natural | Text | .../CmonTradData/TxData/OthrPmt/PmtPyer/Ntrl/Id/Id | Yes |
| OtherPayment_Receiver_Type | Text |
In .../CmonTradData/TxData/OthrPmt/PmtRcvr If .../Lgl exists, then "Legal LEI" If .../Ntrl exists, then "Natural Id" |
Yes | |
| OtherPayment_Receiver_Legal_LEI | 2.078 - Other payment receive | Text | .../CmonTradData/TxData/OthrPmt/PmtRcvr/Lgl/LEI | Yes |
| OtherPayment_Receiver_Natural_Id | 2.078 - Other payment receive | Text | .../CmonTradData/TxData/OthrPmt/PmtRcvr/Ntrl/Id/Id | Yes |
| 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_Type | Text |
In .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/PmtFrqcy If .../Term exists, then "Term" If .../Prtry exists, then "Proprietary" |
No | |
| Leg1_FixedRate_PaymentFrequency_Unit | 2.081 - Fixed rate or coupon payment frequency period leg 1 | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/PmtFrqcy/Term/Unit | No |
| Leg1_FixedRate_PaymentFrequency_Proprietary | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/PmtFrqcy/Prtry | No | |
| Leg1_FixedRate_PaymentFrequency_Value | 2.082 - Fixed rate or coupon payment frequency period multiplier leg 1 | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/PmtFrqcy/Term/Val | No |
| Leg1_FloatingRate_ID | 2.083 - Identifier of the floating rate of leg 1 | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Id | No |
| Leg1_FloatingRateIndicator_Type | Text |
In .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Rate If .../Cd exists, then "Code" If .../Prtry exists, then "Proprietary" |
No | |
| Leg1_FloatingRateIndicator_Code | 2.084 - Indicator of the floating rate of leg 1 | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Rate/Cd | No |
| Leg1_FloatingRateIndicator_Proprietary | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Rate/Prtry | No | |
| Leg1_FloatingRate_Name | 2.085 - Name of the floating rate of leg 1 | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Nm | 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_Type | Text |
In .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/PmtFrqcy If .../Term exists, then "Term" If .../Prtry exists, then "Proprietary" |
No | |
| Leg1_FloatingRate_PaymentFrequency_Unit | 2.087 - Floating rate payment frequency period of leg 1 | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/PmtFrqcy/Term/Unit | No |
| Leg1_FloatingRate_PaymentFrequency_Proprietary | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/PmtFrqcy/Prtry | No | |
| Leg1_FloatingRate_PaymentFrequency_Value | 2.088 - Floating rate payment frequency period multiplier of leg 1 | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/PmtFrqcy/Term/Val | 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_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 |
| Leg1_Spread_Type | Text |
In .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd if .../MntryVal exists, then "Monetary Value" if .../Pctg exissts, then "Percentage" if .../BsisPtSprd exists, then "Basis Point Spread" |
No | |
| Leg1_Spread_MonetaryValue | 2.093 - Spread of leg 1 | Decimal |
In .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd/MntryVal If .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| Leg1_Spread_Percentage | 2.093 - Spread of leg 1 | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd/Pctg | No |
| Leg1_Spread_BasisPointSpread | 2.093 - Spread of leg 1 | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd/BsisPtSprd | No |
| Leg1_Spread_Currency | 2.094 - Spread currency of leg 1 | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd/MntryVal/Amt/@Ccy | No |
| Leg2_FixedRate | 2.095 - Fixed rate of leg 2 | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/Rate/Rate | No |
| Leg2_FixedRate_DayCount_Code | 2.096 - Fixed rate day count convention leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/DayCnt/Cd | No |
| Leg2_FixedRate_DayCount_Narrative | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/DayCnt/Nrrtv | No | |
| Leg2_FixedRate_PaymentFrequency_Type | Text |
In .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/PmtFrqcy If .../Term exists, then "Term" If .../Prtry exists, then "Proprietary" |
No | |
| Leg2_FixedRate_PaymentFrequency_Unit | 2.097 - Fixed rate payment frequency period leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/PmtFrqcy/Term/Unit | No |
| Leg2_FixedRate_PaymentFrequency_Proprietary | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/PmtFrqcy/Prtry | No | |
| Leg2_FixedRate_PaymentFrequency_Value | 2.098 - Fixed rate payment frequency period multiplier leg 2 | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/PmtFrqcy/Term/Val | No |
| Leg2_FloatingRate_ID | 2.099 - Identifier of the floating rate of leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Id | No |
| Leg2_FloatingRateIndicator_Type | Text |
In .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Rate If .../Cd exists, then "Code" If .../Prtry exists, then "Proprietary" |
No | |
| Leg2_FloatingRateIndicator_Code | 2.100 - Indicator of the floating rate of leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Rate/Cd | No |
| Leg2_FloatingRate_Name | 2.101 - Name of the floating rate of leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Nm | 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_Type | Text |
In .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/PmtFrqcy If .../Term exists, then "Term" If .../Prtry exists, then "Proprietary" |
No | |
| Leg2_FloatingRate_PaymentFrequency_Unit | 2.103 - Floating rate payment frequency period of leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/PmtFrqcy/Term/Unit | No |
| Leg2_FloatingRate_PaymentFrequency_Proprietary | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/PmtFrqcy/Prtry | No | |
| Leg2_FloatingRate_PaymentFrequency_Value | 2.104 - Floating rate payment frequency period multiplier of leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/PmtFrqcy/Term/Val | 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_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 |
| Leg2_Spread_Type | 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_MonetaryValue | 2.109 - Spread of leg 2 | Decimal |
In .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Sprd/MntryVal If .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| Leg2_Spread_Percentage | 2.109 - Spread of leg 2 | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Sprd/Pctg | No |
| Leg2_Spread_BasisPointSpread | 2.109 - Spread of leg 2 | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Sprd/BsisPtSprd | No |
| Leg2_Spread_Currency | 2.110 - Spread currency of leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Sprd/MntryVal/Amt/@Ccy | No |
| PackageTransaction_Spread_Type | 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_MonetaryValue | 2.111 - Package transaction spread | Decimal |
In .../CmonTradData/TxData/Packg/Sprd/MntryVal If .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| PackageTransaction_Spread_Percentage | 2.111 - Package transaction spread | Decimal | .../CmonTradData/TxData/Packg/Sprd/Pctg | No |
| PackageTransaction_Spread_BasisPointSpread | 2.111 - Package transaction spread | Decimal | .../CmonTradData/TxData/Packg/Sprd/BsisPtSprd | No |
| PackageTransaction_Spread_Currency | 2.112 - Package transaction spread currency | Text | .../CmonTradData/TxData/Packg/Sprd/MntryVal/Amt/@Ccy | No |
| ExchangeRate | 2.113 - Exchange rate 1 | Text | .../CmonTradData/TxData/Ccy/XchgRate | No |
| ForwardExchangeRate | 2.114 - Forward exchange rate | Text | .../CmonTradData/TxData/Ccy/FwdXchgRate | No |
| ExchangeRateBasis_Type | Text |
In .../CmonTradData/TxData/Ccy/XchgRateBsis If .../CcyPair exists, then "Currency pair" If .../Prtry exists, then "Proprietary" |
No | |
| ExchangeRateBasis_BaseCurrency |
2.115 - Exchange rate basis 2.138 - Strike price currency/currency pair |
Text | .../CmonTradData/TxData/Ccy/XchgRateBsis/CcyPair/BaseCcy | No |
| ExchangeRateBasis_QuotedCurrency |
2.115 - Exchange rate basis 2.138 - Strike price currency/currency pair |
Text | .../CmonTradData/TxData/Ccy/XchgRateBsis/CcyPair/QtdCcy | No |
| ExchangeRateBasis_Proprietary | Text | .../CmonTradData/TxData/Ccy/XchgRateBsis/Prtry | 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 |
| DeliveryPoint_Type | Text |
In .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryPtOrZone If .../Cd exists, then "Code" If .../Prtry exists, then "Proprietary" |
Yes | |
| DeliveryPoint_Code | 2.119 - Delivery point or zone | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryPtOrZone/Cd | Yes |
| DeliveryPoint_Proprietary | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryPtOrZone/Prtry | Yes | |
| InterConnectionPoint_Type | Text |
In .../CmonTradData/TxData/NrgySpcfcAttrbts/IntrCnnctnPt If .../Cd exists, then "Code" If .../Prtry exists, then "Proprietary" |
No | |
| InterConnectionPoint_Code | 2.120 - Inter Connection Point | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/IntrCnnctnPt/Cd | No |
| InterConnectionPoint_Proprietary | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/IntrCnnctnPt/Prtry | 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_Type | Text |
In .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/DlvryCpcty If .../Qty exists, then "Quantity" If .../Desc exists, then "Description" |
Yes | |
| DeliveryCapacity_Quantity | 2.128 - Delivery capacity | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/DlvryCpcty/Qty | Yes |
| DeliveryCapacity_Description | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/DlvryCpcty/Desc | Yes | |
| QuantityUnit_Type | Text |
In .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/QtyUnit If .../Cd exists, then "Code" If .../Prtry exists, then "Proprietary" |
Yes | |
| QuantityUnit_Code | 2.129 - Quantity Unit | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/QtyUnit/Cd | Yes |
| QuantityUnit_Proprietary | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/QtyUnit/Prtry | Yes | |
| PriceTime_IntervalQuantity | 2.130 - Price/time interval quantity | Text |
In .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/PricTmIntrvlQty if .../Sgn = False: -1 * .../Amt, else: .../Amt |
O |
| PriceTime_IntervalQuantity_Currency | 2.131 - Currency of the price/time interval quantity | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/PricTmIntrvlQty/Amt/@Ccy | Yes |
| 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 .../Unit exists, then "Unit" if .../Pctg exists, then "Percentage" if .../Yld exists, then "Yield" |
No | |
| StrikePrice_MonetaryValue | 2.134a - Strike price | Decimal |
In .../CmonTradData/TxData/Optn/StrkPric if .../MntryVal/Sgn = False: -1 * .../MntryVal/Amt, else: .../MntryVal/Amt |
No |
| StrikePrice_Unit | 2.134a - Strike price | Decimal | .../CmonTradData/TxData/Optn/StrkPric/Unit | No |
| StrikePrice_Percentage | 2.134a - Strike price | Decimal | .../CmonTradData/TxData/Optn/StrkPric/Pctg | No |
| StrikePrice_Yield | 2.134a - Strike price | Decimal | .../CmonTradData/TxData/Optn/StrkPric/Yld | No |
| StrikePrice_Currency | 2.134b - Strike price Currency | Decimal | .../CmonTradData/TxData/Optn/StrkPric/MntryVal/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_MonetaryValue | 2.137a - Strike price in effect on associated effective date | Text |
In .../CmonTradData/TxData/Optn/StrkPricSchdl/Pric/MntryVal If .../Sgn = False: -1 * .../Amt, else: .../Amt) |
Yes |
| StrikePrice_AssociatedEffectiveDate_Percentage | 2.137a - Strike price in effect on associated effective date | Text | .../CmonTradData/TxData/Optn/StrkPricSchdl/Pric/Pctg | Yes |
| StrikePrice_AssociatedEffectiveDate_Currency | 2.137b - Strike price in effect on associated effective date Currency | Text | .../CmonTradData/TxData/Optn/StrkPricSchdl/Pric/MntryVal/Amt/@Ccy | Yes |
| OptionPremium_Amount | 2.139 - Option premium amount | Decimal | .../CmonTradData/TxData/Optn/PrmAmt | No |
| OptionPremium_Currency | 2.140 - Option premium currency | Text | .../CmonTradData/TxData/Optn/PrmAmt/@Ccy | No |
| OptionPremium_PaymentDate | 2.141 - Option premium payment date | Date | .../CmonTradData/TxData/Optn/PrmPmtDt | No |
| OptionPremium_MaturityDate | 2.142 - Maturity date of the underlying | Date | .../CmonTradData/TxData/Optn/MtrtyDtOfUndrlyg | No |
| Seniority | 2.143 - Seniority | Text | .../CmonTradData/TxData/Cdt/Snrty | No |
| ReferenceEntity_Type | Text |
In .../CmonTradData/TxData/Cdt/RefPty If .../Ctry exists, then "Country" If .../CtrySubDvsn exists, then "Country Sub Division" If .../LEI exists, then "LEI" |
No | |
| ReferenceEntity_Country | 2.144 - Reference entity | Text | .../CmonTradData/TxData/Cdt/RefPty/Ctry | No |
| ReferenceEntity_CountrySubDivision | 2.144 - Reference entity | Text | .../CmonTradData/TxData/Cdt/RefPty/CtrySubDvsn | No |
| ReferenceEntity_LEI | 2.144 - Reference entity | Text | .../CmonTradData/TxData/Cdt/RefPty/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 |
| Level | 2.151 - Action type | Text | .../CmonTradData/CtrctMod/ActnTp | No |
| EventType | 2.152 - Event type | Text | .../CmonTradData/TxData/DerivEvt/Tp | No |
| EventDate | 2.153 - Event date | Date | .../CmonTradData/TxData/DerivEvt/TmStmp/Dt | No |
| ActionType | 2.154 - Level | Text | .../CmonTradData/CtrctMod/Lvl | No |
| Beneficiary1_ID_Type | Text |
In .../CtrPtySpcfcData/CtrPty/Bnfcry[1] If .../Lgl/Id/LEI exists, then "Legal LEI" If .../Lgl/Id/Othr/Id/Id exists, then "Legal Id" If .../Ntrl/Id/Id/Id exists, then "Natural Id" |
No | |
| Beneficiary1_ID_Legal_LEI | Text | /Document/DerivsTradStatRpt/TradData/Stat/CtrPtySpcfcData/CtrPty/Bnfcry[1]/Lgl/Id/LEI | No | |
| Beneficiary1_ID_Legal_Id | Text | /Document/DerivsTradStatRpt/TradData/Stat/CtrPtySpcfcData/CtrPty/Bnfcry[1]/Lgl/Id/Othr/Id/Id | No | |
| Beneficiary1_ID_Natural_Id | Text | /Document/DerivsTradStatRpt/TradData/Stat/CtrPtySpcfcData/CtrPty/Bnfcry[1]/Ntrl/Id/Id/Id | No | |
| Beneficiary2_ID_Type | Text |
In .../CtrPtySpcfcData/CtrPty/Bnfcry[2] If .../Lgl/Id/LEI exists, then "Legal LEI" If .../Lgl/Id/Othr/Id/Id exists, then "Legal Id" If .../Ntrl/Id/Id/Id exists, then "Natural Id" |
No | |
| Beneficiary2_ID_Legal_LEI | Text | /Document/DerivsTradStatRpt/TradData/Stat/CtrPtySpcfcData/CtrPty/Bnfcry[2]/Lgl/Id/LEI | No | |
| Beneficiary2_ID_Legal_Id | Text | /Document/DerivsTradStatRpt/TradData/Stat/CtrPtySpcfcData/CtrPty/Bnfcry[2]/Lgl/Id/Othr/Id/Id | No | |
| Beneficiary2_ID_Natural_Id | Text | /Document/DerivsTradStatRpt/TradData/Stat/CtrPtySpcfcData/CtrPty/Bnfcry[2]/Ntrl/Id/Id/Id | No | |
| TradingCapacity | Text | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/TradgCpcty | No | |
| ProductId_AlternativeInstrument_Id | Text | .../CmonTradData/CtrctData/PdctId/AltrntvInstrmId | No | |
| IdNotAvailable | Text | .../CmonTradData/CtrctData/UndrlygInstrm/IdNotAvlbl | No | |
| UnderlyingId_AlternativeInstrument_Id | Text | .../CmonTradData/CtrctData/UndrlygInstrm/AltrntvInstrmId | No | |
| UniqueProductIdentifier | Text | .../CmonTradData/CtrctData/UndrlygInstrm/UnqPdctIdr/Id | No | |
| DeliverableCrossCurrency | Text | .../CmonTradData/TxData/Ccy/DlvrblCrossCcy | No | |
| Compression | Boolean | .../CmonTradData/TxData/Cmprssn | No | |
| PriceMultiplier | Decimal | .../CmonTradData/TxData/TxPric/PricMltplr | No | |
| Quantity_Type | Text |
In .../CmonTradData/TxData/Qty: if .../Unit, then "Unit" if .../NmnlVal, then "Nominal Value" if .../MntryVal, then "Monetary Value" |
No | |
| Quantity_Unit | Decimal | .../CmonTradData/TxData/Qty/Unit | No | |
| Quantity_NominalValue | Decimal | .../CmonTradData/TxData/Qty/NmnlVal | No | |
| Quantity_MonetaryValue | Decimal | .../CmonTradData/TxData/Qty/MntryVal | No | |
| Quantity_Currency | Text |
In .../CmonTradData/TxData/Qty If .../NmnlVal exists, then .../NmnlVal/@Ccy If .../MntryVal exists, then .../MntryVal/@Ccy |
No | |
| Leg1_FixedRate_Narrative | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/DayCnt/Nrrtv | No | |
| Leg2_FloatingRateIndicator_Proprietary | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Rate/Prtry | No | |
| PaymentFrequency | Text | .../CmonTradData/TxData/Cdt/PmtFrqcy | No | |
| CalculationBasis | Text | .../CmonTradData/TxData/Cdt/ClctnBsis | No | |
| ReconciliationFlag | Text | .../TechAttrbts/RcncltnFlg | No |
Notes:
- 2.122 - Delivery interval start time and 2.123 - Delivery interval end time and 2.127 - Days of the week regulatory fields
These fields have a double-repeating structure. Values within the first repeat are separated with a pipe "|", values within the second repeat separated with a slash "/".
- 2.115 - Exchange rate basis and 2.138 - Strike price currency/currency pair regulatory fields
These regulatory fields report the same value, the pair of BaseCurrency and QuotedCurrency. BaseCurrency and QuotedCurrency are divided into two separate fields:
- ExchangeRateBasis_BaseCurrency
- ExchangeRateBasis_QuotedCurrency