This is the message format for reporting transactions to MAS. This adheres to the ISO 20022 message format auth.030.001.04.
Data within the XML is transformed and flattened to rows of data with the following fields. In repeating structures, when multiple values are present, they will be mapped as a pipe-separated list of values.
| Duco field name | Regulatory Reporting Field | Duco field type | Xpath | Repeating structure |
| ActionType | 1.132 - 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/ValtnUpd exist, then "VALU" if .../Rpt/Err exist, then "EROR" if .../Rpt/PortOut exist, then "PRTO" if .../Rpt/Rvv exist, then "REVI" |
No |
| Counterparty1_LEI | 1.001 - Counterparty 1 | Text |
for each Action Type .../CtrPtySpcfcData/CtrPty/RptgCtrPty: .../Id/Lgl/Id/LEI |
No |
| TradingCapacity | 1.004 - Trading capacity of specified person | Text | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/TradgCpcty | No |
| DirectionOfLeg1 | 1.006 - Direction of leg 1 (where applicable) | Text | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/DrctnOrSd/Drctn/DrctnOfTheFrstLeg | No |
| DirectionOfLeg2 | 1.007 - Direction of leg 2 (where applicable) | Text | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/DrctnOrSd/Drctn/DrctnOfTheScndLeg | No |
| Direction | 1.005 - Direction (where applicable) | Text | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/DrctnOrSd/CtrPtySd | No |
| TraderLocation | 1.046 - Trader location | Text | .../CtrPtyId/RptgCtrPty/TradrLctn | No |
| BookingLocation | 1.045 - Booking location | Text | .../CtrPtyId/RptgCtrPty/BookgLctn | No |
| Counterparty2_IdType | 1.003 - Counterparty 2 identifier type | Boolean |
In .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp if .../Lgl exists, then "True" if .../Ntrl exists, then "False" |
No |
| Counterparty2_Legal_LEI | 1.002 - Counterparty 2 | Text | .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp/Lgl/Id/LEI | No |
| Counterparty2_Legal_OtherId | 1.002 - Counterparty 2 | Text | .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp/Lgl/Id/Othr/Id/Id | No |
| Counterparty2_Legal_OtherName | - | Text | .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp/Lgl/Id/Othr/Nm | No |
| Counterparty2_Natural_Id | 1.002 - Counterparty 2 | Text | .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp/Ntrl/Id/Id/Id | No |
| Counterparty2_Natural_Name | - | Text | .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp/Ntrl/Id/Nm | No |
| ReportSubmittingEntityID_LEI | 1.009 - Data submitter | Text | .../CtrPtySpcfcData/CtrPty/SubmitgAgt/LEI | No |
| ClearingMember_LEI | 1.041 - Clearing member (where applicable) | Text | .../CtrPtySpcfcData/CtrPty/ClrMmb/Lgl/Id/LEI | No |
| EntityResponsibleForReporting_LEI | 1.008 - Reporting specified person | Text | .../CtrPtySpcfcData/CtrPty/NttyRspnsblForRpt/LEI | No |
| ExecutionAgent_LEI | - | Text | .../CtrPtySpcfcData/CtrPty/ExctnAgt/LEI | No |
| ReportingTimestamp | 1.050 - Reporting timestamp | DateTime | .../CtrPtySpcfcData/RptgTmStmp | No |
| ValuationAmount | 1.053 - Valuation amount | Decimal |
In .../CtrPtySpcfcData/Valtn/CtrctVal/ if .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| ValuationCurrency | 1.054 - Valuation currency | Text | .../CtrPtySpcfcData/Valtn/CtrctVal/Amt/@Ccy | No |
| ValuationTimestamp | 1.056 - Valuation timestamp | DateTime | .../CtrPtySpcfcData/Valtn/TmStmp | No |
| ValuationMethod | 1.055 - Valuation method | Text | .../CtrPtySpcfcData/Valtn/Tp | No |
| Delta | - | Decimal | .../CtrPtySpcfcData/Valtn/Dlta | No |
| ContractType | 1.013 - Contract type | Text | .../CmonTradData/CtrctData/CtrctTp | No |
| AssetClass | 1.014 - Asset class | Text | .../CmonTradData/CtrctData/AsstClss | No |
| ProductId_UPI_Id | 1.011 - Unique product identifier (UPI) | Text | .../CmonTradData/CtrctData/PdctId/UnqPdctIdr/Id | No |
| UnderlyingId_Type | 1.015 - Underlying(where applicable) | Text |
In .../CmonTradData/CtrctData/UndrlygInstrm if .../ISIN exists, then "I" if .../Bskt exists, then "B" if .../Indx exists, then "X" if .../Othr exists, then "O" |
No |
| UnderlyingId_ISIN | 1.015 - Underlying(where applicable) | Text | .../CmonTradData/CtrctData/UndrlygInstrm/ISIN | No |
| IdentifierOfTheBasketsConstituents_Type | - | Text |
In .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Cnsttnts/InstrmId If .../ISIN exists, then "ISIN" If .../OthrId exists, then "Other Id" |
Yes |
| IdentifierOfTheBasketsConstituents_ISIN | 1.051 - Identifier of the basket's constituents (where applicable) | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Cnsttnts/InstrmId/ISIN | Yes |
| IdentifierOfTheBasketsConstituents_OtherId | 1.051 - Identifier of the basket's constituents (where applicable) | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Cnsttnts/InstrmId/OthrId/Id | Yes |
| IdentifierOfTheBasketsConstituents_OtherSource | 1.052 - Source of the identifier of the basket constituents (where applicable) | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Cnsttnts/InstrmId/OthrId/Src | Yes |
| UnderlyingId_Index_ISIN | 1.015 - Underlying(where applicable) | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Indx/ISIN | No |
| UnderlyingId_Index_Name | 1.015 - Underlying(where applicable) | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Indx/Nm | No |
| UnderlyingId_OtherId | 1.015 - Underlying(where applicable) | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Othr/Id | No |
| UnderlyingId_OtherSource | 1.015 - Underlying(where applicable) | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Othr/Src | No |
| SettlementCurrency1 | 1.036 - Settlement currency of the contract or leg 1 (where applicable) | Text | .../CmonTradData/CtrctData/SttlmCcy/Ccy | No |
| SettlementCurrency2 | 1.037 - Settlement currency of leg 2 (where applicable) | Text | .../CmonTradData/CtrctData/SttlmCcyScndLeg/Ccy | 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 | 1.010 - Unique transaction identifier (UTI) | Text | .../CmonTradData/TxData/TxId/UnqTxIdr | No |
| TransactionId_ProprietaryId | 1.010 - Unique transaction identifier (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" If.../NotAvlbl exists, then "Not Available" |
No |
| PriorTransactionId_UniqueTransactionId | 1.012 - Prior UTI (where applicable) | Text | .../CmonTradData/TxData/PrrTxId/UnqTxIdr | No |
| PriorTransactionId_ProprietaryId | 1.012 - Prior UTI (where applicable) | Text | .../CmonTradData/TxData/PrrTxId/Prtry/Id | No |
| CollateralPortfolioIndicator_InitialMargin | 1.057 - Collateral portfolio indicator | Boolean |
In .../CollPrtflCd/MrgnPrtflCd if .../InitlMrgnPrtflCd/Prtfl/Cd, then "True" if .../InitlMrgnPrtflCd/NoPrtfl, then "False" |
No |
| CollateralPortfolioIndicator_VariationMargin | 1.057 - Collateral portfolio indicator | Boolean |
In .../CollPrtflCd/MrgnPrtflCd if .../VartnMrgnPrtflCd/Prtfl/Cd, then "True" if .../VartnMrgnPrtflCd/NoPrtfl, then "False" |
No |
| InitialMargin_PortfolioCode | 1.058 - Collateral portfolio code (where applicable) | Text | .../CollPrtflCd/MrgnPrtflCd/InitlMrgnPrtflCd/Prtfl/Cd | No |
| InitialMargin_NoPortfolio | 1.058 - Collateral portfolio code (where applicable) | Text | .../CollPrtflCd/MrgnPrtflCd/InitlMrgnPrtflCd/NoPrtfl | No |
| VariationMargin_PortfolioCode | 1.058 - Collateral portfolio code (where applicable) | Text | .../CollPrtflCd/MrgnPrtflCd/VartnMrgnPrtflCd/Prtfl/Cd | No |
| VariationMargin_NoPortfolio | 1.058 - Collateral portfolio code (where applicable) | Text | .../CollPrtflCd/MrgnPrtflCd/VartnMrgnPrtflCd/NoPrtfl | No |
| VenueOfExecution | 1.043 - Platform identifier | Text | .../CmonTradData/TxData/PltfmIdr | No |
| TransactionPrice_Notation | 1.096 - Price notation (where applicable) | Integer |
In .../CmonTradData/TxData/TxPric/Pric if.../MntryVal/Amt exists, then "1" if.../Dcmll exists, then "3" |
No |
| TransactionPrice_Type | - | Text |
In .../CmonTradData/TxData/TxPric/Pric if.../MntryVal/Amt exists, then "Monetary Value" if.../Dcmll exists, then "Decimal" |
No |
| TransactionPrice_MonetaryValue | 1.094 - Price (where applicable) | Decimal |
In .../CmonTradData/TxData/TxPric/Pric/MntryVal: if .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| TransactionPrice_Decimal | 1.094 - Price (where applicable) | Decimal | .../CmonTradData/TxData/TxPric/Pric/Dcml | No |
| TransactionPrice_Currency | 1.095 - Price currency (where applicable) | Text | .../CmonTradData/TxData/TxPric/Pric/MntryVal/Amt/@Ccy | No |
| SchedulePeriod_UnadjustedEffectiveDate | 1.098 - Unadjusted effective date of the price (Price schedule) (where applicable) | Text | .../CmonTradData/TxData/TxPric/SchdlPrd/UadjstdFctvDt | Yes |
| SchedulePeriod_UnadjustedEndDate | 1.099 - Unadjusted end date of the price (Price schedule) (where applicable) | 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.../Dcml exists, then "Decimal" |
Yes |
| SchedulePeriod_Price_MonetaryValue | 1.100 - Price in effect between the unadjusted effective date and end date (Price schedule) (where applicable) | Text |
In .../CmonTradData/TxData/TxPric/SchdlPrd/Pric/MntryVal: if .../Sgn = False: -1 * .../Amt, else: .../Amt |
Yes |
| SchedulePeriod_Price_Decimal | 1.100 - Price in effect between the unadjusted effective date and end date (Price schedule) (where applicable) | Text | .../CmonTradData/TxData/TxPric/SchdlPrd/Pric/Dcml | Yes |
| SchedulePeriod_Price_Currency | - | Text | .../CmonTradData/TxData/TxPric/SchdlPrd/Pric/MntryVal/Amt/@Ccy | Yes |
| TransactionPrice_UnitOfMeasure | 1.097 - Price unit of measure (where applicable) | Text | .../CmonTradData/TxData/TxPric/UnitOfMeasr/Cd | No |
| Leg1_NotionalAmount | 1.076 - Notional amount of the contract or leg 1 | Decimal |
In .../CmonTradData/TxData/NtnlAmt/FrstLeg/Amt If .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| Leg1_NotionalAmount_Currency | 1.077 - Notional currency of the contract or leg 1 | Text | .../CmonTradData/TxData/NtnlAmt/FrstLeg/Amt/Amt/@Ccy | No |
| Leg2_NotionalAmount | 1.078 - Notional amount of leg 2 (where applicable) | Decimal |
In .../CmonTradData/TxData/NtnlAmt/ScndLeg/Amt/Amt If .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| Leg2_NotionalAmount_Currency | 1.079 - Notional currency of leg 2 (where applicable) | Text | .../CmonTradData/TxData/NtnlAmt/ScndLeg/Amt/Amt/@Ccy | No |
| Leg1_NotionalQuantity_Total | 1.080 - Total notional quantity of the contract or leg 1 (where applicable) | Decimal | .../CmonTradData/TxData/NtnlQty/FrstLeg/TtlQty | No |
| Leg1_NotionalQuantity_UnitOfMeasure | 1.081 - Quantity unit of measure for the contract or leg 1 (where applicable) | Text | .../CmonTradData/TxData/NtnlQty/FrstLeg/UnitOfMeasr/Cd | No |
| Leg1_NotionalQuantity_Term_Quantity | 1.082 - Notional quantity of the contract or leg 1 (where applicable) | Decimal | .../CmonTradData/TxData/NtnlQty/FrstLeg/Dtls/Term/Qty | No |
| Leg1_NotionalQuantity_Term_Value | 1.084 - Quantity frequency multiplier of the contract or leg 1 (where applicable) | Decimal | .../CmonTradData/TxData/NtnlQty/FrstLeg/Dtls/Term/Val | No |
| Leg1_NotionalQuantity_Term_TimeUnit | 1.083 - Quantity frequency of the contract or leg 1 (where applicable) | Text | .../CmonTradData/TxData/NtnlQty/FrstLeg/Dtls/Term/TmUnit | No |
| Leg2_NotionalQuantity_Total | 1.085 - Total notional quantity of leg 2 (where applicable) | Decimal | .../CmonTradData/TxData/NtnlQty/ScndLeg/TtlQty | No |
| Leg2_NotionalQuantity_UnitOfMeasure | 1.086 - Quantity unit of measure of leg 2 (where applicable) | Text | .../CmonTradData/TxData/NtnlQty/ScndLeg/UnitOfMeasr/Cd | No |
| Leg2_NotionalQuantity_Term_Quantity | 1.087 - Notional quantity of leg 2 (where applicable) | Text | .../CmonTradData/TxData/NtnlQty/ScndLeg/Dtls/Term/Qty | No |
| Leg2_NotionalQuantity_Term_Value | 1.089 - Quantity frequency multiplier of leg 2 (where applicable) | Decimal | .../CmonTradData/TxData/NtnlQty/ScndLeg/Dtls/Term/Val | No |
| Leg2_NotionalQuantity_Term_TimeUnit | 1.088 - Quantity frequency of leg 2 (where applicable) | Text | .../CmonTradData/TxData/NtnlQty/ScndLeg/Dtls/Term/TmUnit | No |
| DeliveryType | 1.035 - Delivery type | Text | .../CmonTradData/TxData/DlvryTp | No |
| ExecutionTimestamp | 1.049 - Execution timestamp | DateTime | .../CmonTradData/TxData/ExctnTmStmp | No |
| EffectiveDate | 1.031 - Effective date | Date | .../CmonTradData/TxData/FctvDt | No |
| ExpirationDate | 1.032 - Expiration date | Date | .../CmonTradData/TxData/XprtnDt | No |
| SettlementDate | 1.038 - Final contractual settlement date | Date | .../CmonTradData/TxData/SttlmDt | No |
| EventType | 1.133 - Event type (where applicable) | Text | .../CmonTradData/TxData/DerivEvt/Tp | No |
| EventDateTime | 1.134 - Event date (where applicable) | DateTime | .../CmonTradData/TxData/DerivEvt/TmStmp/DtTm | No |
| TradeConfirmation_Type | 1.047 - Confirmed | Text |
In .../CmonTradData/TxData/TradConf If .../Confd exists, then .../Confd/Tp If .../NonConfd exists, then .../NonConfd/Tp |
No |
| TradeConfirmation_Timestamp | 1.048 - Confirmation timestamp (where applicable) | DateTime | .../CmonTradData/TxData/TradConf/Confd/TmStmp | No |
| Cleared | 1.039 - Cleared | Text |
In .../CmonTradData/TxData/TradClr/ClrSts if .../Clrd exists, then "Y" if .../NonClrd exists, then "N" if .../IntndToClear exists, then "I" |
No |
| Cleared_CentralCounterparty_LEI | 1.040 - Central counterparty (where applicable) | Text |
In .../CmonTradData/TxData/TradClr/ClrSts if .../Clrd exists, then .../Dtls/CCP/LEI |
No |
| ClearingTimestamp | 1.042 - Clearing timestamp (where applicable) | DateTime |
In .../CmonTradData/TxData/TradClr/ClrSts if .../Clrd exists, then .../Dtls/ClrDtTm |
No |
| IntendToClear_CentralCounterparty_LEI | 1.040 - Central counterparty (where applicable) | Text | .../CmonTradData/TxData/TradClr/ClrSts/IntndToClear/Dtls/CCP/LEI | No |
| Leg1_FixedRate_Decimal | 1.016 - Fixed rate of leg 1 (where applicable) | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/Rate/Dcml | No |
| Leg1_FixedRate_DayCount_Code | 1.111 - Fixed rate day count convention of leg 1 (where applicable) | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/DayCnt/Cd | No |
| Leg1_FixedRate_PaymentFrequency_Unit | 1.119 - Fixed rate payment frequency period of leg 1 (where applicable) | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/PmtFrqcy/Term/Unit | No |
| Leg1_FixedRate_PaymentFrequency_Value | 1.120 - Fixed rate payment frequency period multiplier of leg 1 (where applicable) | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/PmtFrqcy/Term/Val | No |
| Leg1_Floating_Id | 1.017 - Identifier of the floating rate of leg 1 (where applicable) | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Id | No |
| Leg1_Floating_Name | 1.018 - Name of the floating rate of leg 1 (where applicable) | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Nm | No |
| Leg1_Spread_Notation | 1.020 - Spread notation of leg 1 (where applicable) | Integer |
In .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd if .../MntryVal exists, then "1" if .../Dcml exissts, then "3" if .../BsisPtSprd exists, then "4" |
No |
| Leg1_Spread_Type | - | Text |
In .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd if .../MntryVal exists, then "Monetary Value" if .../Dcml exissts, then "Decimal" if .../BsisPtSprd exists, then "Basis Point Spread" |
No |
| Leg1_Spread_MonetaryValue | 1.019 - Spread of leg 1 (where applicable) | Decimal |
In .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd/MntryVal If .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| Leg1_Spread_Decimal | 1.019 - Spread of leg 1 (where applicable) | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd/Dcml | No |
| Leg1_Spread_BasisPointSpread | 1.019 - Spread of leg 1 (where applicable) | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd/BsisPtSprd | No |
| Leg1_Spread_Currency | 1.021 - Spread currency of leg 1 (where applicable) | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd/MntryVal/Amt/@Ccy | No |
| Leg1_FloatingRate_DayCount_Code | 1.113 - Floating rate day count convention of leg 1 (where applicable) | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/DayCnt/Cd | No |
| Leg1_FloatingRate_PaymentFrequency_Term_Unit | 1.123 - Floating rate payment frequency period of leg 1(where applicable) | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/PmtFrqcy/Term/Unit | No |
| Leg1_FloatingRate_PaymentFrequency_Term_Value | 1.124 - Floating rate payment frequency period multiplier of leg 1 (where applicable) | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/PmtFrqcy/Term/Val | No |
| Leg1_FloatingRate_ResetFrequency_Term_Unit | 1.115 - Floating rate reset frequency period of leg 1 (where applicable) | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/RstFrqcy/Term/Unit | No |
| Leg1_FloatingRate_ResetFrequency_Term_Value | 1.116 - Floating rate reset frequency period multiplier of leg 1 (where applicable) | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/RstFrqcy/Term/Val | No |
| Leg2_FixedRate_Decimal | 1.022 - Fixed rate of leg 2 (where applicable) | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/Rate/Dcml | No |
| Leg2_FixedRate_DayCount_Code | 1.112 - Fixed rate day count convention of leg 2 (where applicable) | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/DayCnt/Cd | No |
| Leg2_FixedRate_PaymentFrequency_Term_Unit | 1.121 - Fixed rate payment frequency period of leg 2 (where applicable) | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/PmtFrqcy/Term/Unit | No |
| Leg2_FixedRate_PaymentFrequency_Term_Value | 1.122 - Fixed rate payment frequency period multiplier of leg 2 (where applicable) | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/PmtFrqcy/Term/Val | No |
| Leg2_Floating_Id | 1.023 - Identifier of the floating rate of leg 2 (where applicable) | Text | In .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Id | No |
| Leg2_Floating_Name | 1.024 - Name of the floating rate of leg 2 (where applicable) | Text | In .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Nm | No |
| Leg2_Spread_Notation | 1.026 - Spread notation of leg 2 (where applicable) | Integer |
In .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Sprd if .../MntryVal exists, then "1" if .../Dcml exissts, then "3" if .../BsisPtSprd exists, then "4" |
No |
| Leg2_Spread_Type | - | Text |
In .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Sprd if .../MntryVal exists, then "Monetary Value" if .../Dcml exissts, then "Decimal" if .../BsisPtSprd exists, then "Basis Point Spread" |
No |
| Leg2_Spread_MonetaryValue | 1.025 - Spread of leg 2 (where applicable) | Decimal |
In .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Sprd/MntryVal If .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| Leg2_Spread_Decimal | 1.025 - Spread of leg 2 (where applicable) | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Sprd/Dcml | No |
| Leg2_Spread_BasisPointSpread | 1.025 - Spread of leg 2 (where applicable) | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Sprd/BsisPtSprd | No |
| Leg2_Spread_Currency | 1.027 - Spread currency of leg 2 (where applicable) | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Sprd/MntryVal/Amt/@Ccy | No |
| Leg2_FloatingRate_DayCount_Code | 1.114 - Floating rate day count convention of leg 2 (where applicable) | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/DayCnt/Cd | No |
| Leg2_FloatingRate_PaymentFrequency_Term_Unit | 1.125 - Floating rate payment frequency period of leg 2 (where applicable) | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/PmtFrqcy/Term/Unit | No |
| Leg2_FloatingRate_PaymentFrequency_Term_Value | 1.126 - Floating rate payment frequency period multiplier of leg 2 (where applicable) | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/PmtFrqcy/Term/Val | No |
| Leg2_FloatingRate_ResetFrequency_Term_Unit | 1.117 - Floating rate reset frequency period of leg 2 (where applicable) | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/RstFrqcy/Term/Unit | No |
| Leg2_FloatingRate_ResetFrequency_Term_Value | 1.118 - Floating rate reset frequency period multiplier of leg 2 (where applicable) | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/RstFrqcy/Term/Val | No |
| ExchangeRate | 1.109 - Exchange rate | Decimal | .../CmonTradData/TxData/Ccy/XchgRate | No |
| ExchangeRateBasis_BaseCurrency |
1.110 - Exchange rate basis 1.102 - Strike price currency / currency pair (where applicable) |
Text | .../CmonTradData/TxData/Ccy/XchgRateBsis/CcyPair/BaseCcy | No |
| ExchangeRateBasis_QuotedCurrency |
1.110 - Exchange rate basis 1.102 - Strike price currency / currency pair (where applicable) |
Text | .../CmonTradData/TxData/Ccy/XchgRateBsis/CcyPair/QtdCcy | No |
| Option_Type | 1.028 - Option type (where applicable) | Text | .../CmonTradData/TxData/Optn/Tp | No |
| Option_ExerciseStyle | 1.029 - Option style (where applicable) | Text | .../CmonTradData/TxData/Optn/ExrcStyle | No |
| Option_FirstExerciseDate | 1.030 - First exercise date (where applicable) | Date | .../CmonTradData/TxData/Optn/ExrcDt/FrstExrcDt | No |
| StrikePrice_Notation | 1.103 - Strike price notation (where applicable) | Integer |
In .../CmonTradData/TxData/Optn/StrkPric if .../MntryVal exists, then "1" if .../Dcml exists, then "3" |
No |
| StrikePrice_Type | - | Text |
In .../CmonTradData/TxData/Optn/StrkPric if .../MntryVal exists, then "Monetary Value" if .../Dcml exists, then "Decimal" |
No |
| StrikePrice_MonetaryValue | 1.101 - Strike price (where applicable) | Decimal |
In .../CmonTradData/TxData/Optn/StrkPric if .../MntryVal/Sgn = False: -1 * .../MntryVal/Amt, else: .../MntryVal/Amt |
No |
| StrikePrice_Decimal | 1.101 - Strike price (where applicable) | Decimal | .../CmonTradData/TxData/Optn/StrkPric/Dcml | No |
| StrikePrice_Currency | 1.102 - Strike price currency/ currency pair (where applicable) | Decimal | .../CmonTradData/TxData/Optn/StrkPric/MntryVal/Amt/@Ccy | No |
| StrikePriceSchedule_EffectiveDate | 1.104 - Effective date of strike price (Strike price schedule) (where applicable) | Text | .../CmonTradData/TxData/Optn/StrkPricSchdl/UadjstdFctvDt | Yes |
| StrikePriceSchedule_EndDate | 1.105 - End date of strike price (Strike price schedule) (where applicable) | Text | .../CmonTradData/TxData/Optn/StrkPricSchdl/UadjstdEndDt | Yes |
| StrikePriceSchedule_Price_Type | - | Text |
In .../CmonTradData/TxData/Optn/StrkPricSchdl/Pric if .../MntryVal exists, then "Monetary Value" if .../Dcml exists, then "Decimal" |
Yes |
| StrikePriceSchedule_Price_MonetaryValue | 1.106 - Strike price in effect on associated effective date (Strike price schedule) (where applicable) | Text |
In .../CmonTradData/TxData/Optn/StrkPricSchdl/Pric/MntryVal If .../Sgn = False: -1 * .../Amt, else: .../Amt) |
Yes |
| StrikePriceSchedule_Price_Decimal | 1.106 - Strike price in effect on associated effective date (Strike price schedule) (where applicable) | Text | .../CmonTradData/TxData/Optn/StrkPricSchdl/Pric/Pctg | Yes |
| StrikePriceSchedule_Price_Currency | - | Text | .../CmonTradData/TxData/Optn/StrkPricSchdl/Pric/MntryVal/Amt/@Ccy | Yes |
| Option_CallAmount | 1.090 - Call amount (where applicable) | Decimal | .../CmonTradData/TxData/Optn/CallAmt | No |
| Option_CallCurrency | 1.091 - Call currency (where applicable) | Text | .../CmonTradData/TxData/Optn/CallAmt/@Ccy | No |
| Option_PutAmount | 1.092 - Put amount (where applicable) | Decimal | .../CmonTradData/TxData/Optn/PutAmt | No |
| Option_PutCurrency | 1.093 - Put currency (where applicable) | Text | .../CmonTradData/TxData/Optn/PutAmt/@Ccy | No |
| Option_PremiumAmount | 1.107 - Option premium amount (where applicable) | Decimal | .../CmonTradData/TxData/Optn/PrmAmt | No |
| Option_PremiumCurrency | 1.108 - Option premium currency (where applicable) | Text | .../CmonTradData/TxData/Optn/PrmAmt/@Ccy | No |
| OtherPayment_Amount | 1.128 - Other payment amount (where applicable) | Text | .../CmonTradData/TxData/OthrPmt/PmtAmt/Amt | Yes |
| OtherPayment_Currency | 1.129 - Other payment currency (where applicable) | Text | .../CmonTradData/TxData/OthrPmt/PmtAmt/Amt/@Ccy | Yes |
| OtherPayment_Type | 1.127 - Other payment type (where applicable) | Text | .../CmonTradData/TxData/OthrPmt/PmtTp/Tp | Yes |
| OtherPayment_Date | Other payment date | Text | .../CmonTradData/TxData/OthrPmt/PmtDt | Yes |
| OtherPayment_Payer_Type | - | Text |
In .../CmonTradData/TxData/OthrPmt/PmtPyer If .../Lgl/LEI exists, then "Legal LEI" If .../Lgl/Othr/Id/Id exists, then "Legal Other Id" If .../Ntrl exists, then "Natural Id" |
Yes |
| OtherPayment_Payer_Legal_LEI | 1.130 - Other payment payer (where applicable) | Text | .../CmonTradData/TxData/OthrPmt/PmtPyer/Lgl/LEI | Yes |
| OtherPayment_Payer_Legal_OtherId | 1.130 - Other payment payer (where applicable) | Text | .../CmonTradData/TxData/OthrPmt/PmtPyer/Lgl/Othr/Id/Id | Yes |
| OtherPayment_Payer_Natural_Id | 1.130 - Other payment payer (where applicable) | Text | .../CmonTradData/TxData/OthrPmt/PmtPyer/Ntrl/Id/Id | Yes |
| OtherPayment_Receiver_Type | - | Text |
In .../CmonTradData/TxData/OthrPmt/PmtRcvr If .../Lgl/LEI exists, then "Legal LEI" If .../Lgl/Othr/Id/Id exists, then "Legal Other Id" If .../Ntrl exists, then "Natural Id" |
Yes |
| OtherPayment_Receiver_Legal_LEI | 1.131 - Other payment receiver (where applicable) | Text | .../CmonTradData/TxData/OthrPmt/PmtRcvr/Lgl/LEI | Yes |
| OtherPayment_Receiver_Legal_OtherId | 1.131 - Other payment receiver (where applicable) | Text | .../CmonTradData/TxData/OthrPmt/PmtRcvr/Lgl/Othr/Id/Id | Yes |
| OtherPayment_Receiver_Natural_Id | 1.131 - Other payment receiver (where applicable) | Text | .../CmonTradData/TxData/OthrPmt/PmtRcvr/Ntrl/Id/Id | Yes |
| Package_ComplexTradeId | 1.034 - Package Identifier (where applicable) | Text | .../CmonTradData/TxData/Packg/CmplxTradId | No |
| Package_FXSwapLinkId | 1.033 - Swap link ID (where applicable) | Text | .../CmonTradData/TxData/Packg/FxSwpLkId | No |
| TechnicalRecordId | - | Text | .../TechAttrbts/TechRcrdId | No |
| ReportReceiptTimeStamp | - | DateTime | .../TechAttrbts/RptRctTmStmp |
No |