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.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