This is the message format for reporting transactions to FCA - reference here. This adheres to the ISO 20022 message format UK.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 |
| Counterparty1_LEI | 1.004 - Counterparty 1 (Reporting counterparty) | Text |
In /Document/DerivsTradStatRpt/TradData/Stat: .../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 | Text |
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_Legal_LEI | 1.009 - Counterparty 2 | Text | .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp/Lgl/Id/LEI | No |
| Counterparty2_Natural_Id | 1.009 - Counterparty 2 | Text | .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp/Ntrl/Id/Id/Id | No |
| Counterparty2_Country | 1.010 - Country of the counterparty 2 | Text |
In ...//CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp if .../Ntrl exists, then …/Ntrl/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_LEI | 1.015 - Broker ID | Text | .../CtrPtySpcfcData/CtrPty/Brkr/LEI | No |
| ReportSubmittingEntityID_LEI | 1.002 - Report submitting entity ID | Text | .../CtrPtySpcfcData/CtrPty/SubmitgAgt/LEI | No |
| ClearingMember_LEI | 1.016 - Clearing member | Text | .../CtrPtySpcfcData/CtrPty/ClrMmb/Lgl/Id/LEI | No |
| EntityResponsibleForReporting_LEI | 1.003 - Entity responsible for reporting | Text | .../CtrPtySpcfcData/CtrPty/NttyRspnsblForRpt/LEI | No |
| ExecutionAgent1 | 1.021 - Execution agent | Text | .../CtrPtySpcfcData/CtrPty/ExctnAgt[1]/LEI | No |
| ExecutionAgent2 | 1.021 - Execution agent | 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 | .../CtrPtySpcfcData/Valtn/TmStmp | No |
| ValuationMethod | 2.024 - Valuation method | Text | .../CtrPtySpcfcData/Valtn/Tp | No |
| Delta | 2.025 - Delta | Decimal | .../CtrPtySpcfcData/Valtn/Dlta | No |
| ReportingTimestamp | 1.001 - Reporting timestamp | DateTime | .../CtrPtySpcfcData/RptgTmStmp | No |
| ContractType | 2.010 - Contract type | Text | .../CmonTradData/CtrctData/CtrctTp | No |
| AssetClass | 2.011 - Asset class | Text | .../CmonTradData/CtrctData/AsstClss | No |
| ProductClassification | 2.009 - Product classification | Text | .../CmonTradData/CtrctData/PdctClssfctn | No |
| ISIN | 2.007 - ISIN | Text | .../CmonTradData/CtrctData/PdctId/ISIN | No |
| UPI | 2.008 - Unique product identifier (UPI) | Text | .../CmonTradData/CtrctData/PdctId/UnqPdctIdr/Id | No |
| UnderlyingId_Type | 2.013 - Underlying identification type | Text |
In .../CmonTradData/CtrctData/UndrlygInstrm if .../ISIN exists, then "I" if .../Bskt exists, then "B" if .../Indx exists, then "X" |
No |
| UnderlyingId_ISIN | 2.014 - Underlying identification | Text |
In .../CmonTradData/CtrctData/UndrlygInstrm OR .../ISIN OR .../Indx/ISIN |
No |
| CustomBasketCode_Structurer | 2.017 - Custom basket code | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Strr | No |
| CustomBasketCode_Id | 2.017 - Custom basket code | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Id | No |
| IdentifierOfTheBasketsConstituents_ISIN | 2.018 - Identifier of the basket’s constituents ISIN | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Cnsttnts/InstrmId/ISIN | Yes |
| UnderlyingId_Index_Name | 2.016 - Name of the underlying index | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Indx/Nm | No |
| UnderlyingId_Index_Indicator | 2.015 - Indicator of the underlying index | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Indx/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 |
| TransactionId_Type | - | Text |
In .../CmonTradData/TxData/TxId If.../UnqTxIdr exists, then "Unique Transaction Id" If.../Prtry/Id exists, then "Proprietary Id" |
No |
| TransactionId_UniqueTransactionId | 2.001 - UTI | Text | .../CmonTradData/TxData/TxId/UnqTxIdr | No |
| TransactionId_ProprietaryId | 2.001 - UTI | Text | .../CmonTradData/TxData/TxId/Prtry/Id | No |
| PriorTransactionId_Type | - | Text |
In .../CmonTradData/TxData/PrrTxId If.../UnqTxIdr exists, then "Unique Transaction Id" If.../Prtry/Id exists, then "Proprietary Id" |
No |
| PriorTransactionId_UniqueTransactionId | 2.003 - Prior UTI (for one-to-one and one-to-many relations between transactions) | Text | .../CmonTradData/TxData/PrrTxId/UnqTxIdr | No |
| PriorTransactionId_ProprietaryId | 2.003 - Prior UTI (for one-to-one and one-to-many relations between transactions) | Text | .../CmonTradData/TxData/PrrTxId/Prtry/Id | No |
| SubsequentPositionTransactionId_Type | - | Text |
In .../CmonTradData/TxData/SbsqntTxId If.../UnqTxIdr exists, then "Unique Transaction Id" If.../Prtry/Id exists, then "Proprietary Id" |
No |
| SubsequentPositionTransactionId_UniqueTransactionId | 2.004 - Subsequent Position UTI | Text | .../CmonTradData/TxData/SbsqntTxId/UnqTxIdr | No |
| SubsequentPositionTransactionId_ProprietaryId | 2.004 - Subsequent Position UTI | Text | .../CmonTradData/TxData/SbsqntTxId/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 |
| TransactionPrice_Type | - | Text |
In .../CmonTradData/TxData/TxPric/Pric if.../MntryVal/Amt exists, then "Monetary Value" if.../Pctg exists, then "Percentage" |
No |
| TransactionPrice_MonetaryValue | 2.048 - Price | Decimal |
In .../CmonTradData/TxData/TxPric/Pric/MntryVal: if .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| TransactionPrice_Percentage | 2.048 - Price | Decimal | .../CmonTradData/TxData/TxPric/Pric/Pctg | 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 |
| Leg1_NotionalAmount | 2.055 - Notional amount of leg 1 | Decimal | .../CmonTradData/TxData/NtnlAmt/FrstLeg/Amt/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 |
| Leg2_NotionalAmount | 2.064 - Notional amount of leg 2 | Decimal | .../CmonTradData/TxData/NtnlAmt/ScndLeg/Amt/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 |
| 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 |
| MasterAgreement_Type | 2.034 - Master Agreement type | Text | .../CmonTradData/TxData/MstrAgrmt/Tp/Tp | No |
| MasterAgreement_Version | 2.036 - Master Agreement version | Text | .../CmonTradData/TxData/MstrAgrmt/Vrsn | No |
| OtherMasterAgreement_Type | 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 | .../CmonTradData/TxData/PstTradRskRdctnEvt/Tchnq | No |
| PTRR_ServiceProvider | 2.040 - PTRR service provider | Text | .../CmonTradData/TxData/PstTradRskRdctnEvt/SvcPrvdr/LEI | No |
| EventType | 2.152 - Event type | Text | .../CmonTradData/TxData/DerivEvt/Tp | No |
| PTRR_ID_Structurer | 2.005 - PTRR ID | Text | .../CmonTradData/TxData/DerivEvt/Id/PstTradRskRdctnIdr/Strr | No |
| PTRR_ID_Id | 2.005 - PTRR ID | Text | .../CmonTradData/TxData/DerivEvt/Id/PstTradRskRdctnIdr/Id | No |
| EventDate | 2.153 - Event date | Date | .../CmonTradData/TxData/DerivEvt/TmStmp/Dt | No |
| TradeConfirmation_Type | 2.029 - Confirmed | Text |
In .../CmonTradData/TxData/TradConf If .../Confd exists, then .../Confd/Tp If .../NonConfd exists, then .../NonConfd/Tp |
No |
| TradeConfirmation_Timestamp | 2.028 - Confirmation timestamp | DateTime | .../CmonTradData/TxData/TradConf/Confd/TmStmp | 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 |
| CentralCounterparty_LEI | 2.033 - Central counterparty | Text | .../CmonTradData/TxData/TradClr/ClrSts/Clrd/Dtls/CCP/LEI | No |
| ClearingTimestamp | 2.032 - Clearing timestamp | DateTime | .../CmonTradData/TxData/TradClr/ClrSts/Clrd/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_Unit | 2.081 - Fixed rate or coupon payment frequency period leg 1 Unit | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/PmtFrqcy/Term/Unit | 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_FloatingRate_Name | 2.085 - Name of the floating rate of leg 1 | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Nm | No |
| Leg1_FloatingRateIndicator_Code | 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_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 |
| 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_Unit | 2.087 - Floating rate payment frequency period of leg 1 | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/PmtFrqcy/Term/Unit | 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_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_Code | 2.096 - Fixed rate day count convention leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/DayCnt/Cd | 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_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_FloatingRate_Name | 2.101 - Name of the floating rate of leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Nm | 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_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_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 |
| 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_Unit | 2.103 - Floating rate payment frequency period of leg 2 | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/PmtFrqcy/Term/Unit | 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_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 | Text | .../CmonTradData/TxData/Ccy/XchgRate | No |
| ForwardExchangeRate | 2.114 - Forward exchange rate | Text | .../CmonTradData/TxData/Ccy/FwdXchgRate | 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 |
| 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_MonetaryValue | 2.134 - Strike price | Decimal |
In .../CmonTradData/TxData/Optn/StrkPric if .../MntryVal/Sgn = False: -1 * .../MntryVal/Amt, else: .../MntryVal/Amt |
No |
| StrikePrice_Percentage | 2.134 - Strike price | Decimal | .../CmonTradData/TxData/Optn/StrkPric/Pctg | No |
| StrikePrice_Currency | 2.134 - Strike price | Text | .../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 | 2.137 - 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 | 2.137 - Strike price in effect on associated effective date | Text | .../CmonTradData/TxData/Optn/StrkPricSchdl/Pric/Pctg | Yes |
| StrikePrice_AssociatedEffectiveDate_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 |
| DeliveryPoint_Type | - | Text |
In .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryPtOrZone If .../Cd exists, then "Code" If .../Prtry exists, then "Proprietary" |
No |
| DeliveryPoint_Code | 2.119 - Delivery point or zone | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryPtOrZone/Cd | No |
| DeliveryPoint_Proprietary | 2.119 - Delivery point or zone | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryPtOrZone/Prtry | No |
| 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 | 2.120 - Inter Connection Point | 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_Quantity | 2.128 - Delivery capacity | Text | .../CmonTradData/TxData/NrgySpcfcAttrbts/DlvryAttr/DlvryCpcty/Qty | Yes |
| QuantityUnit_Code | 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 |
O |
| 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_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 |
| OtherPayment_Amount | 2.074 - Other payment amount | Text | In .../CmonTradData/TxData/OthrPmt/PmtAmt | 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_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 | Text | .../CmonTradData/TxData/OthrPmt/PmtPyer/Lgl/LEI | Yes |
| OtherPayment_Payer_Natural_Id | 2.077 - Other payment payer | 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 receiver | Text | .../CmonTradData/TxData/OthrPmt/PmtRcvr/Lgl/LEI | Yes |
| OtherPayment_Receiver_Natural_Id | 2.078 - Other payment receiver | Text | .../CmonTradData/TxData/OthrPmt/PmtRcvr/Ntrl/Id/Id | Yes |
| Package_Id | 2.006 - Package identifier | Text | .../CmonTradData/TxData/Packg/CmplxTradId | No |
| PackageTransaction_Price_Type | - | Text |
In .../CmonTradData/TxData/Packg/Pric if .../MntryVal exists, then "Monetary Value" if .../Pctg exists, then "Percentage" |
No |
| PackageTransaction_Price_MonetaryValue | 2.053 - Package transaction price | Decimal |
In .../CmonTradData/TxData/Packg/Pric/MntryVal If .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| PackageTransaction_Price_Percentage | 2.053 - Package transaction price | Decimal | .../CmonTradData/TxData/Packg/Pric/Pctg | No |
| PackageTransaction_Price_Currency | 2.054 - Package transaction price currency | Text | .../CmonTradData/TxData/Packg/Pric/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 |
| Level | 2.151 - Action type | Text | .../CmonTradData/CtrctMod/ActnTp | No |
| ActionType | 2.154 - Level | Text | .../CmonTradData/CtrctMod/Lvl | No |
Notes:
- In repeating structures, when multiple values are present, they will be mapped as a pipe-separated list of values.
Fields that have a double-repeating structure will have values within the first repeat concatenated with a pipe "|", values within the second repeat concatenated with a slash "/".
Example: THUD/FRID|SUND/SATD