This is the message format for reporting transactions to ASIC. 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 | Transaction information | Valuation information | Collateral information | Duco field type | Xpath | Repeating structure |
| NewTradeRepositoryId | 1.105 - New Derivative Trade Repository | - | - | Text | /Document/DerivsTradRpt/RptHdr/NewTradRpstryIdr/LEI | No |
| ActionType | 1.101 - Action Type | 2.13 - Action Type | 3.22 - 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 | 1.006 - Counterparty 1 | 2.03 - Counterparty 1 | 3.03 - Counterparty 1 | Text |
for each Action Type .../CtrPtySpcfcData/CtrPty/RptgCtrPty: .../Id/Lgl/Id/LEI |
No |
| ReportingExemption_Reason | - | 2.04 - Small-scale Buy-side Entity indicator | 3.04 - Small-scale Buy-side Entity indicator | Text | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/RptgXmptn/Rsn | No |
| DirectionOfLeg1 | 1.015 - Direction 2—Leg 1 | - | - | Text | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/DrctnOrSd/Drctn/DrctnOfTheFrstLeg | No |
| DirectionOfLeg2 | 1.016 - Direction 2—Leg 2 | - | - | Text | .../CtrPtySpcfcData/CtrPty/RptgCtrPty/DrctnOrSd/Drctn/DrctnOfTheScndLeg | No |
| Direction | 1.014 - Direction 1 | - | - | 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 | 1.007 - Counterparty 2 | 2.05 - Counterparty 2 | 3.05 - Counterparty 2 | Text | .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp/Lgl/Id/LEI | No |
| Counterparty2_Legal_OtherId | 1.007 - Counterparty 2 | 2.05 - Counterparty 2 | 3.05 - Counterparty 2 | Text | .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp/Lgl/Id/Othr/Id/Id | No |
| Counterparty2_Natural_Id | 1.007 - Counterparty 2 | 2.05 - Counterparty 2 | 3.05 - Counterparty 2 | Text | .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp/Ntrl/Id/Id/Id | No |
| Counterparty2_Name | 1.007 - Counterparty 2 | 2.05 - Counterparty 2 | 3.05 - Counterparty 2 |
In .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp if .../IdTp/Lgl/Id/Othr exists, then .../Nm if .../IdTp/Ntrl exists, then .../Id/Nm |
||
| Counterparty2_Country | 1.009 - Country of Counterparty 2 | - | - | Text |
In .../CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp if .../IdTp/Lgl exists, then .../Ctry if .../IdTp/Ntrl exists, then .../Ctry |
No |
| BrokerID_LEI | 1.012 - Broker | - | - | Text | .../CtrPtySpcfcData/CtrPty/Brkr/LEI | No |
| ReportSubmittingEntityID_LEI | 1.104 - Report submitting entity | 2.15 - Report submitting entity | 3.24 - Report submitting entity | Text | .../CtrPtySpcfcData/CtrPty/SubmitgAgt/LEI | No |
| ClearingMember_LEI | 1.024 - Clearing member | - | - | Text | .../CtrPtySpcfcData/CtrPty/ClrMmb/Lgl/Id/LEI | No |
| Beneficiary_IdType | 1.011 - Beneficiary 1 identifier type | - | - | Integer |
.../CtrPtySpcfcData/CtrPty/Bnfcry if .../Lgl/Id/LEI exists, then "True" if .../Lgl/Id/Othr/Id/Id exists, then "False" if .../Ntrl/Id/Id/Id exists, then "False" |
No |
| Beneficiary_ID_Legal_LEI | 1.010 - Beneficiary 1 | - | - | Text | .../CtrPtySpcfcData/CtrPty/Bnfcry/Lgl/Id/LEI | No |
| Beneficiary_ID_Legal_OtherId | 1.010 - Beneficiary 1 | - | - | Text | .../CtrPtySpcfcData/CtrPty/Bnfcry/Lgl/Id/Othr/Id/Id | No |
| Beneficiary_ID_Natural_Id | 1.010 - Beneficiary 1 | - | - | Text | .../CtrPtySpcfcData/CtrPty/Bnfcry/Ntrl/Id/Id/Id | No |
| EntityResponsibleForReporting_LEI | 1.005 - Reporting Entity | 2.02 - Reporting Entity | 3.02 - Reporting Entity | Text | .../CtrPtySpcfcData/CtrPty/NttyRspnsblForRpt/LEI | No |
| ExecutionAgent_LEI | 1.013 - Execution agent of the Counterparty 1 | - | - | Text | .../CtrPtySpcfcData/CtrPty/ExctnAgt/LEI | No |
| ValuationAmount | - | 2.07 - Valuation amount | - | Decimal |
In .../CtrPtySpcfcData/Valtn/CtrctVal/ if .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| ValuationCurrency | - | 2.08 - Valuation currency | - | Text | .../CtrPtySpcfcData/Valtn/CtrctVal/Amt/@Ccy | No |
| ValuationTimestamp | - | 2.06 - Valuation timestamp | - | DateTime (YYYY-MM-DDThh:mm:ssZ) | .../CtrPtySpcfcData/Valtn/TmStmp | No |
| ValuationMethod | - | 2.09 - Valuation method | - | Text | .../CtrPtySpcfcData/Valtn/Tp | No |
| Delta | - | 2.10 - Delta | - | Decimal | .../CtrPtySpcfcData/Valtn/Dlta | No |
| ReportingTimestamp | 1.103 - Reporting timestamp | 2.14 - Reporting timestamp | 3.23 - Reporting timestamp | .../CtrPtySpcfcData/RptgTmStmp | ||
| ContractType | 1.004 - Contract type | - | - | Text | .../CmonTradData/CtrctData/CtrctTp | No |
| AssetClass | 1.003 - Asset class | - | - | Text | .../CmonTradData/CtrctData/AsstClss | No |
| ProductId_UPI_Id | 1.002 - Unique product identifier | - | - | Text | .../CmonTradData/CtrctData/PdctId/UnqPdctIdr/Id | No |
| UnderlyingId_Type | - | - | - | Text |
In .../CmonTradData/CtrctData/UndrlygInstrm if .../ISIN exists, then "I" if .../Bskt exists, then "B" if .../Othr exists, then "O" |
No |
| UnderlyingId_ISIN | 1.083 - Underlier ID (Other) | - | - | Text | .../CmonTradData/CtrctData/UndrlygInstrm/ISIN | No |
| CustomBasketCode_Structurer | 1.080 - Custom basket code | - | - | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Strr | No |
| CustomBasketCode_Id | 1.080 - Custom basket code | - | - | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Id | No |
| IdentifierOfTheBasketsConstituents_Type | - | - | - | Text |
In .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Cnsttnts/InstrmId If .../ISIN exists, then "ISIN" If .../OthrId exists, then "Other Id" |
Yes |
| IdentifierOfTheBasketsConstituents_ISIN | 1.081 - Identifiers of the basket’s constituents | - | - | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Cnsttnts/InstrmId/ISIN | Yes |
| IdentifierOfTheBasketsConstituents_OtherId | 1.081 - Identifiers of the basket’s constituents | - | - | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Cnsttnts/InstrmId/OthrId/Id | Yes |
| IdentifierOfTheBasketsConstituents_OtherSource | 1.082 - Source of the identifiers of the basket constituents | - | - | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Bskt/Cnsttnts/InstrmId/OthrId/Src | Yes |
| UnderlyingId_OtherId | 1.083 - Underlier ID (Other) | - | - | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Othr/Id | No |
| UnderlyingId_OtherSource | 1.084 - Underlier ID (Other) source | - | - | Text | .../CmonTradData/CtrctData/UndrlygInstrm/Othr/Src | No |
| SettlementCurrency1 | 1.072 - Settlement currency - Leg 1 | - | - | Text | .../CmonTradData/CtrctData/SttlmCcy/Ccy | No |
| SettlementCurrency2 | 1.073 - Settlement currency - Leg 2 | - | - | 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 | 1.001 - Unique transaction identifier | 2.01 - Unique transaction identifier | 3.01 - Unique transaction identifier | Text | .../CmonTradData/TxData/TxId/UnqTxIdr | No |
| TransactionId_ProprietaryId | 1.001 - Unique transaction identifier | 2.01 - Unique transaction identifier | 3.01 - Unique transaction identifier | Text | .../CmonTradData/TxData/TxId/Prtry/Id | No |
| SecondaryTransactionId | 1.001a - Secondary transaction identifier | - | - | Text | .../CmonTradData/TxData/ScndryTxId | 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 | 1.099 - Prior UTI | - | - | Text | .../CmonTradData/TxData/PrrTxId/UnqTxIdr | No |
| PriorTransactionId_ProprietaryId | 1.099 - Prior UTI | - | - | Text | .../CmonTradData/TxData/PrrTxId/Prtry/Id | No |
| CollateralPortfolioIndicator_InitialMargin | - | - | 3.08 - Collateral portfolio indicator | Boolean |
In .../CollPrtflCd/MrgnPrtflCd if .../InitlMrgnPrtflCd/Prtfl/Cd, then "True" if .../InitlMrgnPrtflCd/NoPrtfl, then "False" |
No |
| CollateralPortfolioIndicator_VariationMargin | - | - | 3.08 - Collateral portfolio indicator | Boolean |
In .../CollPrtflCd/MrgnPrtflCd if .../VartnMrgnPrtflCd/Prtfl/Cd, then "True" if .../VartnMrgnPrtflCd/NoPrtfl, then "False" |
No |
| InitialMargin_PortfolioCode | - | - | 3.10 - Collateral portfolio code (initial margin) | Text | .../CollPrtflCd/MrgnPrtflCd/InitlMrgnPrtflCd/Prtfl/Cd | No |
| InitialMargin_NoPortfolio | - | - | - | Text | .../CollPrtflCd/MrgnPrtflCd/InitlMrgnPrtflCd/NoPrtfl | No |
| VariationMargin_PortfolioCode | - | - | 3.11 - Collateral portfolio code (variation margin) | Text | .../CollPrtflCd/MrgnPrtflCd/VartnMrgnPrtflCd/Prtfl/Cd | No |
| VariationMargin_NoPortfolio | - | - | - | Text | .../CollPrtflCd/MrgnPrtflCd/VartnMrgnPrtflCd/NoPrtfl | No |
| VenueOfExecution | 1.025 - Platform identifier | - | - | Text | .../CmonTradData/TxData/PltfmIdr | No |
| TransactionPrice_Notation | 1.046 - Price notation | - | - | 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 | 1.047 - Price | - | - | Decimal |
In .../CmonTradData/TxData/TxPric/Pric/MntryVal: if .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| TransactionPrice_Decimal | 1.047 - Price | - | - | Decimal | .../CmonTradData/TxData/TxPric/Pric/Dcml | No |
| TransactionPrice_Currency | 1.048 - Price currency | - | - | Text | .../CmonTradData/TxData/TxPric/Pric/MntryVal/Amt/@Ccy | No |
| TransactionPrice_UnitOfMeasure | 1.049 - Price unit of measure | - | - | Text | .../CmonTradData/TxData/TxPric/UnitOfMeasr/Cd | No |
| Leg1_NotionalAmount | 1.026 - Notional amount—Leg 1 | - | - | Decimal |
In .../CmonTradData/TxData/NtnlAmt/FrstLeg/Amt If .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| Leg1_NotionalAmount_Currency | 1.034 - Notional currency—Leg 1 | - | - | Text | .../CmonTradData/TxData/NtnlAmt/FrstLeg/Amt/Amt/@Ccy | No |
| Leg1_NotionalAmount_EffectiveDate | 1.040 - Notional amount schedule effective date—Leg 1 | - | - | Text | .../CmonTradData/TxData/NtnlAmt/FrstLeg/SchdlPrd/UadjstdFctvDt | Yes |
| Leg1_NotionalAmount_EndDate | 1.041 - Notional amount schedule end date—Leg 1 | - | - | Text | .../CmonTradData/TxData/NtnlAmt/FrstLeg/SchdlPrd/UadjstdEndDt | Yes |
| Leg1_NotionalAmount_Effect | 1.042 - Notional amount schedule amount—Leg 1 | - | - | Text |
.../CmonTradData/TxData/NtnlAmt/FrstLeg/SchdlPrd/Amt/Amt If .../Sgn = False: -1 * .../Amt, else: .../Amt |
Yes |
| Leg1_NotionalAmount_EffectCurrency | - | - | - | Text | .../CmonTradData/TxData/NtnlAmt/FrstLeg/SchdlPrd/Amt/Amt/@Ccy | Yes |
| Leg2_NotionalAmount | 1.027 - Notional amount—Leg 2 | - | - | Decimal |
In .../CmonTradData/TxData/NtnlAmt/ScndLeg/Amt/Amt If .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| Leg2_NotionalAmount_Currency | 1.035 - Notional currency—Leg 2 | - | - | Text | .../CmonTradData/TxData/NtnlAmt/ScndLeg/Amt/Amt/@Ccy | No |
| Leg2_NotionalAmount_EffectiveDate | 1.043 - Notional amount schedule effective date—Leg 2 | - | - | Text | .../CmonTradData/TxData/NtnlAmt/ScndLeg/SchdlPrd/UadjstdFctvDt | Yes |
| Leg2_NotionalAmount_EndDate | 1.044 - Notional amount schedule end date—Leg 2 | - | - | Text | .../CmonTradData/TxData/NtnlAmt/ScndLeg/SchdlPrd/UadjstdEndDt | Yes |
| Leg2_NotionalAmount_Effect | 1.045 - Notional amount schedule amount—Leg 2 | - | - | Text |
.../CmonTradData/TxData/NtnlAmt/ScndLeg/SchdlPrd/Amt/Amt If .../Sgn = False: -1 * .../Amt, else: .../Amt |
Yes |
| Leg2_NotionalAmount_EffectCurrency | - | - | - | Text | .../CmonTradData/TxData/NtnlAmt/ScndLeg/SchdlPrd/Amt/Amt/@Ccy | Yes |
| Leg1_NotionalQuantity_Total | 1.028 - Total notional quantity—Leg 1 | - | - | Decimal | .../CmonTradData/TxData/NtnlQty/FrstLeg/TtlQty | No |
| Leg1_NotionalQuantity_UnitOfMeasure | 1.036 - Quantity unit of measure—Leg 1 | - | - | Text | .../CmonTradData/TxData/NtnlQty/FrstLeg/UnitOfMeasr/Cd | No |
| Leg1_NotionalQuantity_TermQuantity | 1.030 - Notional quantity—Leg 1 | - | - | Decimal | .../CmonTradData/TxData/NtnlQty/FrstLeg/Dtls/Term/Qty | No |
| Leg2_NotionalQuantity_Total | 1.029 - Total notional quantity—Leg 2 | - | - | Decimal | .../CmonTradData/TxData/NtnlQty/ScndLeg/TtlQty | No |
| Leg2_NotionalQuantity_UnitOfMeasure | 1.037 - Quantity unit of measure—Leg 2 | - | - | Text | .../CmonTradData/TxData/NtnlQty/ScndLeg/UnitOfMeasr/Cd | No |
| Leg2_NotionalQuantity_TermQuantity | 1.031 - Notional quantity—Leg 2 | - | - | Decimal | .../CmonTradData/TxData/NtnlQty/ScndLeg/Dtls/Term/Qty | No |
| ExecutionTimestamp | 1.019 - Execution Timestamp | - | - | DateTime | .../CmonTradData/TxData/ExctnTmStmp | No |
| EffectiveDate | 1.017 - Effective Date | - | - | Date | .../CmonTradData/TxData/FctvDt | No |
| ExpirationDate | 1.018 - Expiration Date | - | - | Date | .../CmonTradData/TxData/XprtnDt | No |
| EventType | 1.102 - Event type | - | - | Text | .../CmonTradData/TxData/DerivEvt/Tp | No |
| EventId | 1.100 - Event identifier | - | - | Text | .../CmonTradData/TxData/DerivEvt/Id/EvtIdr | No |
| EventDateTime | 1.020 - Event timestamp | - | - | DateTime | .../CmonTradData/TxData/DerivEvt/TmStmp/DtTm | No |
| Cleared | 1.022 - 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 | 1.023 - Central counterparty | - | - | Text |
In .../CmonTradData/TxData/TradClr/ClrSts if .../Clrd exists, then .../Dtls/CCP/LEI |
No |
| ClearingTimestamp | 1.021 - Clearing timestamp | - | - | DateTime |
In .../CmonTradData/TxData/TradClr/ClrSts if .../Clrd exists, then .../Dtls/ClrDtTm |
No |
| IntendToClear_CentralCounterparty_LEI | 1.023 - Central counterparty | - | - | Text | .../CmonTradData/TxData/TradClr/ClrSts/IntndToClear/Dtls/CCP/LEI | No |
| Leg1_FixedRate | 1.050 - Fixed rate —Leg 1 | - | - | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/Rate/Dcml | No |
| Leg1_FixedRate_DayCount_Code | 1.066 - Day count convention - Leg 1 | - | - | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/DayCnt/Cd | No |
| Leg1_FixedRate_PaymentFrequency_Unit | 1.068 - Payment frequency period - Leg 1 | - | - | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/PmtFrqcy/Term/Unit | No |
| Leg1_FixedRate_PaymentFrequency_Value | 1.070 - Payment frequency period multiplier - Leg 1 | - | - | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fxd/PmtFrqcy/Term/Val | No |
| Leg1_FloatingRate_NextFloatingResetDate | - | 2.11 - Next floating reference reset date - Leg 1 | - | Date | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/NxtFltgRst/Dt | No |
| Leg1_Spread_Notation | 1.052 - Spread notation - Leg 1 | - | - | 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 | 1.053 - Spread - Leg 1 | - | - | Decimal |
In .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd/MntryVal If .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| Leg1_Spread_Decimal | 1.053 - Spread - Leg 1 | - | - | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd/Dcml | No |
| Leg1_Spread_BasisPointSpread | 1.053 - Spread - Leg 1 | - | - | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd/BsisPtSprd | No |
| Leg1_Spread_Currency | 1.056 - Spread currency - Leg 1 | - | - | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/Sprd/MntryVal/Amt/@Ccy | No |
| Leg1_FloatingRate_DayCount_Code | 1.066 - Day count convention - Leg 1 | - | - | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/DayCnt/Cd | No |
| Leg1_FloatingRate_PaymentFrequency_Unit | 1.068 - Payment frequency period - Leg 1 | - | - | Text | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/PmtFrqcy/Term/Unit | No |
| Leg1_FloatingRate_PaymentFrequency_Value | 1.070 - Payment frequency period multiplier - Leg 1 | - | - | Decimal | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/PmtFrqcy/Term/Val | No |
| Leg2_FixedRate | 1.051 - Fixed rate —Leg 2 | - | - | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/Rate/Dcml | No |
| Leg2_FixedRate_DayCount_Code | 1.067 - Day count convention - Leg 2 | - | - | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/DayCnt/Cd | No |
| Leg2_FixedRate_PaymentFrequency_Unit | 1.069 - Payment frequency period - Leg 2 | - | - | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/PmtFrqcy/Term/Unit | No |
| Leg2_FixedRate_PaymentFrequency_Value | 1.071 - Payment frequency period multiplier - Leg 2 | - | - | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fxd/PmtFrqcy/Term/Val | No |
| Leg2_FloatingRate_NextFloatingResetDate | - | 2.12 - Next floating reference reset date - Leg 2 | - | Date | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/NxtFltgRst/Dt | No |
| Leg2_FloatingRateIndicator_Code | 1.086 - Identifier of the floating rate - Leg 2 | - | - | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Rate/Cd | No |
| Leg2_FloatingRate_TimePeriod | 1.087 - Floating rate reference period - Leg 2 | - | - | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/RefPrd/Unit | No |
| Leg2_FloatingRate_Multiplier | 1.088 - Floating rate reference period multiplier - Leg 2 | - | - | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/RefPrd/Val | No |
| Leg2_Spread_Notation | 1.054 - Spread notation - Leg 2 | - | - | 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 | 1.055 - Spread - Leg 2 | - | - | Decimal |
In .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Sprd/MntryVal If .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| Leg2_Spread_Decimal | 1.055 - Spread - Leg 2 | - | - | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Sprd/Dcml | No |
| Leg2_Spread_BasisPointSpread | 1.055 - Spread - Leg 2 | - | - | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Sprd/BsisPtSprd | No |
| Leg2_Spread_Currency | 1.057 - Spread currency - Leg 2 | - | - | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/Sprd/MntryVal/Amt/@Ccy | No |
| Leg2_FloatingRate_DayCount_Code | 1.067 - Day count convention - Leg 2 | - | - | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/DayCnt/Cd | No |
| Leg2_FloatingRate_PaymentFrequency_Unit | 1.069 - Payment frequency period - Leg 2 | - | - | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/PmtFrqcy/Term/Unit | No |
| Leg2_FloatingRate_PaymentFrequency_Value | 1.071 - Payment frequency period multiplier - Leg 2 | - | - | Decimal | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/PmtFrqcy/Term/Val | No |
| ExchangeRate | 1.064 - Exchange rate | - | - | Decimal | .../CmonTradData/TxData/Ccy/XchgRate | No |
| ExchangeRateBasis_BaseCurrency | 1.065 - Exchange rate basis | - | - | Text | .../CmonTradData/TxData/Ccy/XchgRateBsis/CcyPair/BaseCcy | No |
| ExchangeRateBasis_QuotedCurrency | 1.065 - Exchange rate basis | - | - | Text | .../CmonTradData/TxData/Ccy/XchgRateBsis/CcyPair/QtdCcy | No |
| StrikePrice_Notation | 1.058 - Strike price notation | - | - | 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 | 1.059 - Strike price | - | - | Decimal |
In .../CmonTradData/TxData/Optn/StrkPric if .../MntryVal/Sgn = False: -1 * .../MntryVal/Amt, else: .../MntryVal/Amt |
No |
| StrikePrice_Decimal | 1.059 - Strike price | - | - | Decimal | .../CmonTradData/TxData/Optn/StrkPric/Dcml | No |
| StrikePrice_Currency | 1.060 - Strike price currency / currency pair | - | - | Decimal | .../CmonTradData/TxData/Optn/StrkPric/MntryVal/Amt/@Ccy | No |
| Option_CallAmount | 1.032 - Call amount | - | - | Decimal | .../CmonTradData/TxData/Optn/CallAmt | No |
| Option_CallCurrency | 1.038 - Call currency | - | - | Text | .../CmonTradData/TxData/Optn/CallAmt/@Ccy | No |
| Option_PutAmount | 1.033 - Put amount | - | - | Decimal | .../CmonTradData/TxData/Optn/PutAmt | No |
| Option_PutCurrency | 1.039 - Put currency | - | - | Text | .../CmonTradData/TxData/Optn/PutAmt/@Ccy | No |
| Option_PremiumAmount | 1.061 - Option premium amount | - | - | Decimal | .../CmonTradData/TxData/Optn/PrmAmt | No |
| Option_PremiumCurrency | 1.062 - Option premium currency | - | - | Text | .../CmonTradData/TxData/Optn/PrmAmt/@Ccy | No |
| Option_PremiumPaymentDate | 1.063 - Option premium payment date | - | - | Date | .../CmonTradData/TxData/Optn/PrmPmtDt | No |
| Option_PremiumMaturityDate | 1.085 - Maturity date of the underlier | - | - | Date | .../CmonTradData/TxData/Optn/MtrtyDtOfUndrlyg | No |
| SingleBarrierPrice_Notation | 1.058a - Lower or only barrier price notation | - | - | Integer |
In .../CmonTradData/TxData/Optn/BrrrLvls/Sngl if .../MntryVal exists, then "1" if .../Dcml exists, then "3" |
No |
| LowerBarrierPrice_Notation | 1.058a - Lower or only barrier price notation | - | - | Integer |
In .../CmonTradData/TxData/Optn/BrrrLvls/Mltpl/LwrLvl if .../MntryVal exists, then "1" if .../Dcml exists, then "3" |
No |
| UpperBarrierPrice_Notation | 1.058b - Upper barrier price notation | - | - | Integer |
In .../CmonTradData/TxData/Optn/BrrrLvls/Mltpl/UpperLvl if .../MntryVal exists, then "1" if .../Dcml exists, then "3" |
No |
| BarrierLevels_Single_MonetaryValue | 1.059a - Lower or only barrier price | - | - | Decimal |
In .../CmonTradData/TxData/Optn/BrrrLvls/Sngl/MntryVal: if .../MntryVal/Sgn = False: -1 * .../MntryVal/Amt, else: .../MntryVal/Amt |
No |
| BarrierLevels_Single_Decimal | 1.059a - Lower or only barrier price | - | - | Decimal | .../CmonTradData/TxData/Optn/BrrrLvls/Sngl/Dcml | No |
| BarrierLevels_Single_Currency | - | - | - | Text | .../CmonTradData/TxData/Optn/BrrrLvls/Sngl/MntryVal/Amt/@Ccy | No |
| BarrierLevels_Multiple_LowerLevel_MonetaryValue | 1.059a - Lower or only barrier price | - | - | Decimal |
.../CmonTradData/TxData/Optn/BrrrLvls/Mltpl/LwrLvl/MntryVal: if .../MntryVal/Sgn = False: -1 * .../MntryVal/Amt, else: .../MntryVal/Amt |
No |
| BarrierLevels_Multiple_LowerLevel_Decimal | 1.059a - Lower or only barrier price | - | - | Decimal | .../CmonTradData/TxData/Optn/BrrrLvls/Mltpl/LwrLvl/Dcml | No |
| BarrierLevels_Multiple_LowerLevel_Currency | - | - | - | Text | .../CmonTradData/TxData/Optn/BrrrLvls/Mltpl/LwrLvl/MntryVal/Amt/@Ccy | No |
| BarrierLevels_Multiple_UpperLevel_MonetaryValue | 1.059b - Upper barrier price | - | - | Decimal |
.../CmonTradData/TxData/Optn/BrrrLvls/Mltpl/UpperLvl/MntryVal: if .../MntryVal/Sgn = False: -1 * .../MntryVal/Amt, else: .../MntryVal/Amt |
No |
| BarrierLevels_Multiple_UpperLevel_Decimal | 1.059b - Upper barrier price | - | - | Decimal | .../CmonTradData/TxData/Optn/BrrrLvls/Mltpl/UpperLvl/Dcml | No |
| BarrierLevels_Multiple_UpperLevel_Currency | - | - | - | Text | .../CmonTradData/TxData/Optn/BrrrLvls/Mltpl/UpperLvl/MntryVal/Amt/@Ccy | No |
| IndexFactor | 1.091 - Index factor | - | - | Decimal | .../CmonTradData/TxData/Cdt/IndxFctr | No |
| CDS_AttachmentPoint | 1.089 - CDS index attachment point | - | - | Decimal | .../CmonTradData/TxData/Cdt/Trch/Trnchd/AttchmntPt | No |
| CDS_DetachmentPoint | 1.090 - CDS index detachment point | - | - | Decimal | .../CmonTradData/TxData/Cdt/Trch/Trnchd/DtchmntPt | No |
| OtherPayment_Amount | 1.074 - Other payment amount | - | - | Text | .../CmonTradData/TxData/OthrPmt/PmtAmt/Amt | Yes |
| OtherPayment_Currency | 1.076 - Other payment currency | - | - | Text | .../CmonTradData/TxData/OthrPmt/PmtAmt/Amt/@Ccy | Yes |
| OtherPayment_Type | 1.075 - Other payment type | - | - | Text | .../CmonTradData/TxData/OthrPmt/PmtTp/Tp | Yes |
| OtherPayment_Date | 1.077 - 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 | 1.078 - Other payment payer | - | - | Text | .../CmonTradData/TxData/OthrPmt/PmtPyer/Lgl/LEI | Yes |
| OtherPayment_Payer_Legal_OtherId | 1.078 - Other payment payer | - | - | Text | .../CmonTradData/TxData/OthrPmt/PmtPyer/Lgl/Othr/Id/Id | Yes |
| OtherPayment_Payer_Natural_Id | 1.078 - Other payment payer | - | - | 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 | 1.079 - Other payment receiver | - | - | Text | .../CmonTradData/TxData/OthrPmt/PmtRcvr/Lgl/LEI | Yes |
| OtherPayment_Receiver_Legal_OtherId | 1.079 - Other payment receiver | - | - | Text | .../CmonTradData/TxData/OthrPmt/PmtRcvr/Lgl/Othr/Id/Id | Yes |
| OtherPayment_Receiver_Natural_Id | 1.079 - Other payment receiver | - | - | Text | .../CmonTradData/TxData/OthrPmt/PmtRcvr/Ntrl/Id/Id | Yes |
| Package_ComplexTradeId | 1.092 - Package identifier | - | - | Text | .../CmonTradData/TxData/Packg/CmplxTradId | No |
| Package_FXSwapLinkId | 1.092 - Package identifier | - | - | Text | .../CmonTradData/TxData/Packg/FxSwpLkId | No |
| PackageTransaction_Price_Notation | 1.093 - Package transaction price notation | - | - | Integer |
In .../CmonTradData/TxData/Packg/Pric if .../MntryVal exists, then "1" if .../Dcml exists, then "3" |
No |
| PackageTransaction_Price_Type | - | - | - | Text |
In .../CmonTradData/TxData/Packg/Pric if .../MntryVal exists, then "Monetary Value" if .../Dcml exists, then "Decimal" |
No |
| PackageTransaction_Price_MonetaryValue | 1.094 - Package transaction price | - | - | Decimal |
In .../CmonTradData/TxData/Packg/Pric/MntryVal If .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| PackageTransaction_Price_Decimal | 1.094 - Package transaction price | - | - | Decimal | .../CmonTradData/TxData/Packg/Pric/Dcml | No |
| PackageTransaction_Price_Currency | 1.095 - Package transaction price currency | - | - | Text | .../CmonTradData/TxData/Packg/Pric/MntryVal/Amt/@Ccy | No |
| PackageTransaction_Spread_Notation | 1.096 - Package transaction spread notation | - | - | Integer |
In .../CmonTradData/TxData/Packg/Sprd if .../MntryVal exists, then "1" if .../Dcml exists, then "3" if .../BsisPtSprd exists, then "4" |
No |
| PackageTransaction_Spread_Type | - | - | - | Text |
In .../CmonTradData/TxData/Packg/Sprd if .../MntryVal exists, then "Monetary Value" if .../Dcml exists, then "Decimal" if .../BsisPtSprd exists, then "Basis Point Spread" |
No |
| PackageTransaction_Spread_MonetaryValue | 1.097 - Package transaction spread | - | - | Decimal |
In .../CmonTradData/TxData/Packg/Sprd/MntryVal If .../Sgn = False: -1 * .../Amt, else: .../Amt |
No |
| PackageTransaction_Spread_Decimal | 1.097 - Package transaction spread | - | - | Decimal | .../CmonTradData/TxData/Packg/Sprd/Dcml | No |
| PackageTransaction_Spread_BasisPointSpread | 1.097 - Package transaction spread | - | - | Decimal | .../CmonTradData/TxData/Packg/Sprd/BsisPtSprd | No |
| PackageTransaction_Spread_Currency | 1.098 - Package transaction spread currency | - | - | Text | .../CmonTradData/TxData/Packg/Sprd/MntryVal/Amt/@Ccy | No |
| TechnicalRecordId | - | - | - | Text | .../TechAttrbts/TechRcrdId | No |
| ReportReceiptTimeStamp | - | - | - | DateTime | .../TechAttrbts/RptRctTmStmp | No |