This is the message format for reporting transactions to FCA - 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 |
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 |
| ExecutionAgent1 | 1.021a - Execution agent 1 | Text | .../CtrPtySpcfcData/CtrPty/ExctnAgt[1]/LEI | No |
| ExecutionAgent2 | 1.021b - Execution agent 2 | Text | .../CtrPtySpcfcData/CtrPty/ExctnAgt[2]/LEI | No |
| StartRelationshipParty | Text | .../CtrPtySpcfcData/CtrPty/RltshRcrd/StartRltshPty | No | |
| EndRelationshipParty | Text | .../CtrPtySpcfcData/CtrPty/RltshRcrd/EndRltshPty | No | |
| RelationshipType | Text | .../CtrPtySpcfcData/CtrPty/RltshRcrd/RltshTp/Prtry | 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 | 2.017a Custom basket code Structurer | Text |
In .../CmonTradData/CtrctData/UndrlygInstrm if .../Bskt exists, then .../Strr |
No |
| CustomBasketCode_Id | 2.017b Custom basket code Id | 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 OR.../UnqTxIdr OR.../Prtry/Id |
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 |
No |
| SubsequentPositionUTI | 2.004 Subsequent Position UTI | Text |
In .../CmonTradData/TxData/SbsqntTxId OR...UnqTxIdr OR.../Prtry/Id |
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.../Pctg exists, then "Percentage" |
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.../Pctg |
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 | 2.005a PTRR ID Structurer | Text | .../CmonTradData/TxData/DerivEvt/Id/PstTradRskRdctnIdr/Strr | No |
| PTRR_ID_Id | 2.005b PTRR ID 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 exissts, 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 | 2.115a Exchange rate basis (Base) | Text | .../CmonTradData/TxData/Ccy/XchgRateBsis/CcyPair/BaseCcy | No |
| QuotedCurrency | 2.115b Exchange rate basis (Quoted) | 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/StrkPric 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 |
In .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryPtOrZone OR.../Cd OR.../Prtry |
No |
| InterConnectionPoint | 2.120 Interconnection Point | Text |
In .../CmonTradData/TxData/NrgySpcfcAttrbts/IntrCnnctnPt OR.../Cd OR.../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 | 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 (if .../MntryVal/Sgn = False: -1 * .../MntryVal/Amt, else: .../MntryVal/Amt) 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:
-
1.21 - Execution agent regulatory field
Execution agent is a repeating field and could occur twice per in one transaction. Since there is a limited repeat, each value is mapped to a separate field:- ExecutionAgent1
- ExecutionAgent2
- 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