This is the message format for reporting transactions to ASIC. This adheres to the ISO 20022 message format auth.107.001.02.
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 | Transaction information | Valuation information | Collateral information | Duco field type | Xpath | Repeating structure |
| NewTradeRepositoryId | 1.105 - New Derivative Trade Repository | - | - | Text | /Document/DerivsTradStatRpt/RptHdr/NewTradRpstryIdr/LEI | No |
| Counterparty1_LEI | 1.006 - Counterparty 1 | 2.03 - Counterparty 1 | 3.03 - Counterparty 1 | Text |
/Document/DerivsTradStatRpt/TradData/Stat: .../CtrPtySpcfcData/CtrPty/RptgCtrPty/Id/Lgl/Id/LEI |
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 |
| ReportingExemption_Reason | - | 2.04 - Small-scale Buy-side Entity indicator | 3.04 - Small-scale Buy-side Entity indicator | Text | .../CtrPtyId/RptgCtrPty/RptgXmptn/Rsn | 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 | Text |
In ...//CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp
if .../Lgl exists, then …/Id/Othr/Nm if .../Ntrl exists, then …/Id/Nm |
No |
| Counterparty2_Country | 1.009 - Country of Counterparty 2 | - | - | Text |
In ...//CtrPtySpcfcData/CtrPty/OthrCtrPty/IdTp
if .../Lgl exists, then …/Lgl/Ctry if .../Ntrl exists, then …/Ntrl/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 | - | - | Boolean |
In .../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 | /Document/DerivsTradStatRpt/TradData/Stat/CtrPtySpcfcData/CtrPty/Bnfcry/Lgl/Id/LEI | No |
| Beneficiary_ID_Legal_OtherId | 1.010 - Beneficiary 1 | - | - | Text | /Document/DerivsTradStatRpt/TradData/Stat/CtrPtySpcfcData/CtrPty/Bnfcry/Lgl/Id/Othr/Id/Id | No |
| Beneficiary_ID_Natural_Id | 1.010 - Beneficiary 1 | - | - | Text | /Document/DerivsTradStatRpt/TradData/Stat/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 | .../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 | DateTime | .../CtrPtySpcfcData/RptgTmStmp | No |
| ContractType | 1.004 - Contract type | - | - | Text | .../CmonTradData/CtrctData/CtrctTp | No |
| AssetClass | 1.003 - Asset class | - | - | Text | .../CmonTradData/CtrctData/AsstClss | No |
| ProductId_type | - | - | - | Text |
In .../CmonTradData/CtrctData/PdctId/UnqPdctIdr:
if .../Id exists, then "UPI Id" If .../Prtry/Id exists, then "UPI Proprietary Id" |
No |
| ProductId_UPI_Id | 1.002 - Unique product identifier | - | - | Text | .../CmonTradData/CtrctData/PdctId/UnqPdctIdr/Id | No |
| ProductId_UPI_ProprietaryId | - | - | - | Text | .../CmonTradData/CtrctData/PdctId/UnqPdctIdr/Prtry/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" |
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 | - | - | Text | .../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 | - | - | Text | .../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 | .../CmonTradData/TxData/TradClr/ClrSts/Clrd/Dtls/CCP/LEI | No |
| ClearingTimestamp | 1.021 - Clearing timestamp | - | - | DateTime | .../CmonTradData/TxData/TradClr/ClrSts/Clrd/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_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 "2" if .../BsisPtSprd exists, then "3" |
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 |
| Leg1_FloatingRate_NextFloatingResetDate | - | 2.11 - Next floating reference reset date - Leg 1 | - | Date | .../CmonTradData/TxData/IntrstRate/FrstLeg/Fltg/NxtFltgRst/Dt | 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_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 | - | - | Text | .../CmonTradData/TxData/IntrstRate/ScndLeg/Fltg/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 |
| ExchangeRate | 1.064 - Exchange rate | - | - | Text | .../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 | In .../CmonTradData/TxData/OthrPmt/PmtAmt | 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 |
| ActionType | 1.101 - Action Type | 2.13 - Action Type | 3.22 - Action Type | Text | .../CmonTradData/CtrctMod/ActnTp | No |
| TechnicalRecordId | - | - | - | Text | .../TechAttrbts/TechRcrdId | No |
| ReportReceiptTimeStamp | - | - | - | DateTime | .../TechAttrbts/RptRctTmStmp | No |