This is the message format for reporting transactions to MAS. This adheres to the ISO 20022 message format auth.108.001.02.
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/DerivsTradMrgnDataRpt/TradData if .../Rpt/MrgnUpd exist, then "MARU" if .../Rpt/Crrctn exist, then "CORR" |
No |
ReportingTimestamp | 1.050 - Reporting timestamp | DateTime | .../RptgTmStmp | No |
Counterparty1_LEI | 1.001 - Counterparty 1 | Text | .../CtrPtyId/RptgCtrPty/Id/Lgl/Id/LEI | No |
Counterparty2_IdType | 1.003 - Counterparty 2 identifier type | Boolean |
In .../CtrPtyId/OthrCtrPty/IdTp if .../Lgl exists, then "True" if .../Ntrl exists, then "False" |
No |
Counterparty2_Legal_LEI | 1.002 - Counterparty 2 | Text | .../CtrPtyId/OthrCtrPty/IdTp/Lgl/Id/LEI | No |
Counterparty2_Legal_OtherId | 1.002 - Counterparty 2 | Text | .../CtrPtyId/OthrCtrPty/IdTp/Lgl/Id/Othr/Id/Id | No |
Counterparty2_Natural_Id | 1.002 - Counterparty 2 | Text | .../CtrPtyId/OthrCtrPty/IdTp/Ntrl/Id/Id/Id | No |
ReportSubmittingEntityId_LEI | 1.009 - Data submitter | Text | .../CtrPtyId/SubmitgAgt/LEI | No |
EntityResponsibleForReporting_LEI | 1.008 - Reporting specified person | Text | .../CtrPtyId/NttyRspnsblForRpt/LEI | No |
ExecutionAgent_LEI | - | Text | .../CtrPtyId/ExctnAgt/LEI | No |
TransactionId_Type | - | Text |
In .../TxId if .../UnqTxIdr exists, then "Unique Transaction Id" if .../Prtry exists, then "Proprietary Id" |
No |
TransactionId_UniqueTransactionId | 1.010 - Unique transaction identifier (UTI) | Text | .../TxId/UnqTxIdr | No |
TransactionId_ProprietaryId | 1.010 - Unique transaction identifier (UTI) | Text | .../TxId/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 | .../Coll/CollPrtflCd/MrgnPrtflCd/InitlMrgnPrtflCd/Prtfl/Cd | No |
InitialMargin_NoPortfolio | 1.058 - Collateral portfolio code (where applicable) | Text | .../Coll/CollPrtflCd/MrgnPrtflCd/InitlMrgnPrtflCd/NoPrtfl | No |
VariationMargin_PortfolioCode | 1.058 - Collateral portfolio code (where applicable) | Text | .../Coll/CollPrtflCd/MrgnPrtflCd/VartnMrgnPrtflCd/Prtfl/Cd | No |
VariationMargin_NoPortfolio | 1.058 - Collateral portfolio code (where applicable) | Text | .../Coll/CollPrtflCd/MrgnPrtflCd/VartnMrgnPrtflCd/NoPrtfl | No |
CollateralisationCategory | 1.075 - Collateralisation category (where applicable) | Text | .../Coll/CollstnCtgy | No |
CollateralTimestamp | 1.134 - Event date (where applicable) | DataTime | .../Coll/TmStmp | No |
InitlMrgnPstd_PreHrcut | 1.059 - Initial margin posted by Counterparty 1 (pre-haircut) (where applicable) | Decimal | .../PstdMrgnOrColl/InitlMrgnPstdPreHrcut | No |
Ccy_InitlMrgnPstd_PreHrcut | 1.061 - Currency of initial margin posted (where applicable) | Text | .../PstdMrgnOrColl/InitlMrgnPstdPreHrcut/@Ccy | No |
InitlMrgnPstd_PstHrcut | 1.060 - Initial margin posted by Counterparty 1 (post-haircut) (where applicable) | Decimal | .../PstdMrgnOrColl/InitlMrgnPstdPstHrcut | No |
Ccy_InitlMrgnPstd_PstHrcut | 1.061 - Currency of initial margin posted (where applicable) | Text | .../PstdMrgnOrColl/InitlMrgnPstdPstHrcut/@Ccy | No |
VartnMrgnPstd_PreHrcut | 1.065 - Variation margin posted by Counterparty 1 (pre-haircut) (where applicable) | Decimal | .../PstdMrgnOrColl/VartnMrgnPstdPreHrcut | No |
Ccy_VartnMrgnPstd_PreHrcut | 1.067 - Currency of variation margin posted (where applicable) | Text | .../PstdMrgnOrColl/VartnMrgnPstdPreHrcut/@Ccy | No |
VartnMrgnPstd_PstHrcut | 1.066 - Variation margin posted by Counterparty 1 (post-haircut) (where applicable) | Decimal | .../PstdMrgnOrColl/VartnMrgnPstdPstHrcut | No |
Ccy_VartnMrgnPstd_PstHrcut | 1.067 - Currency of variation margin posted (where applicable) | Text | .../PstdMrgnOrColl/VartnMrgnPstdPstHrcut/@Ccy | No |
XcssCollPstd | 1.071 - Excess collateral posted by Counterparty 1 (where applicable) | Decimal | .../PstdMrgnOrColl/XcssCollPstd | No |
Ccy_XcssCollPstd | 1.072 - Currency of excess collateral posted (where applicable) | Text | .../PstdMrgnOrColl/XcssCollPstd/@Ccy | No |
InitlMrgnRcvd_PreHrcut | 1.062 - Initial margin collected by Counterparty 1 (pre-haircut) (where applicable) | Decimal | .../RcvdMrgnOrColl/InitlMrgnRcvdPreHrcut | No |
Ccy_InitlMrgnRcvd_PreHrcut | 1.064 - Currency of initial margin collected (where applicable) | Text | .../RcvdMrgnOrColl/InitlMrgnRcvdPreHrcut/@Ccy | No |
InitlMrgnRcvd_PstHrcut | 1.063 - Initial margin collected by Counterparty 1 (post-haircut) (where applicable) | Decimal | .../RcvdMrgnOrColl/InitlMrgnRcvdPstHrcut | No |
Ccy_InitlMrgnRcvd_PstHrcut | 1.064 - Currency of initial margin collected (where applicable) | Text | .../RcvdMrgnOrColl/InitlMrgnRcvdPstHrcut/@Ccy | No |
VartnMrgnRcvd_PreHrcut | 1.068 - Variation margin collected by Counterparty 1 (pre-haircut) (where applicable) | Decimal | .../RcvdMrgnOrColl/VartnMrgnRcvdPreHrcut | No |
Ccy_VartnMrgnRcvd_PreHrcut | 1.070 - Currency of variation margin collected (where applicable) | Text | .../RcvdMrgnOrColl/VartnMrgnRcvdPreHrcut/@Ccy | No |
VartnMrgnRcvd_PstHrcut | 1.069 - Variation margin collected by Counterparty 1 (post-haircut) (where applicable) | Decimal | .../RcvdMrgnOrColl/VartnMrgnRcvdPstHrcut | No |
Ccy_VartnMrgnRcvd_PstHrcut | 1.070 - Currency of variation margin collected (where applicable) | Text | .../RcvdMrgnOrColl/VartnMrgnRcvdPstHrcut/@Ccy | No |
XcssCollRcvd | 1.073 - Excess collateral collected by Counterparty 1 (where applicable) | Decimal | .../RcvdMrgnOrColl/XcssCollRcvd | No |
Ccy_XcssCollRcvd | 1.074 - Currency of excess collateral collected (where applicable) | Text | .../RcvdMrgnOrColl/XcssCollRcvd/Ccy | No |
TechnicalRecordId | - | Text | .../TechAttrbts/TechRcrdId | No |
ReportReceiptTimeStamp | - | DateTime | .../TechAttrbts/RptRctTmStmp | No |
mp | e | mp |