This is the message format for reporting transactions to ASIC. 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 | 3.22 - Action Type | Text |
In /Document/DerivsTradMrgnDataRpt/TradData if .../Rpt/MrgnUpd exist, then "MARU" if .../Rpt/Crrctn exist, then "CORR" |
No |
| ReportingTimestamp | 3.23 - Reporting timestamp | DateTime | .../RptgTmStmp | No |
| Counterparty1_LEI | 3.03 - Counterparty 1 | Text | .../CtrPtyId/RptgCtrPty/Id/Lgl/Id/LEI | No |
| ReportingExemption_Reason | 3.04 - Small-scale Buy-side Entity indicator | Text | .../CtrPtyId/RptgCtrPty/RptgXmptn/Rsn | No |
| Counterparty2_IdType | - | Boolean |
In .../CtrPtyId/OthrCtrPty/IdTp if .../Lgl exists, then "True" if .../Ntrl exists, then "False" |
No |
| Counterparty2_Legal_LEI | 3.05 - Counterparty 2 | Text | .../CtrPtyId/OthrCtrPty/IdTp/Lgl/Id/LEI | No |
| Counterparty2_Legal_OtherId | 3.05 - Counterparty 2 | Text | .../CtrPtyId/OthrCtrPty/IdTp/Lgl/Id/Othr/Id/Id | No |
| Counterparty2_Natural_Id | 3.05 - Counterparty 2 | Text | .../CtrPtyId/OthrCtrPty/IdTp/Ntrl/Id/Id/Id | No |
| ReportSubmittingEntityId_LEI | 3.24 - Report submitting entity | Text | .../CtrPtyId/SubmitgAgt/LEI | No |
| EntityResponsibleForReporting_LEI | 3.02 - Reporting Entity | 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 | 3.01 - Unique transaction identifier | Text | .../TxId/UnqTxIdr | No |
| TransactionId_ProprietaryId | 3.01 - Unique transaction identifier | Text | .../TxId/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 | .../Coll/CollPrtflCd/MrgnPrtflCd/InitlMrgnPrtflCd/Prtfl/Cd | No |
| InitialMargin_PortfolioTransactionExemption | 3.09 - Portfolio containing non-reported component indicator | Boolean | .../Coll/CollPrtflCd/MrgnPrtflCd/InitlMrgnPrtflCd/Prtfl/PrtflTxXmptn | No |
| InitialMargin_NoPortfolio | - | Text | .../Coll/CollPrtflCd/MrgnPrtflCd/InitlMrgnPrtflCd/NoPrtfl | No |
| VariationMargin_PortfolioCode | 3.11 - Collateral portfolio code (variation margin) | Text | .../Coll/CollPrtflCd/MrgnPrtflCd/VartnMrgnPrtflCd/Prtfl/Cd | No |
| VariationMargin_PortfolioTransactionExemption | 3.09 - Portfolio containing non-reported component indicator | Boolean | .../Coll/CollPrtflCd/MrgnPrtflCd/VartnMrgnPrtflCd/Prtfl/PrtflTxXmptn | No |
| VariationMargin_NoPortfolio | - | Text | .../Coll/CollPrtflCd/MrgnPrtflCd/VartnMrgnPrtflCd/NoPrtfl | No |
| CollateralisationCategory | 3.07 - Collateralisation category | Text | .../Coll/CollstnCtgy | No |
| CollateralTimestamp | 3.06 - Collateral timestamp | DataTime | .../Coll/TmStmp | No |
| InitlMrgnPstd_PreHrcut | 3.12 - Initial margin posted by the Reporting Entity (pre-haircut) | Decimal | .../PstdMrgnOrColl/InitlMrgnPstdPreHrcut | No |
| Ccy_InitlMrgnPstd_PreHrcut | 3.14 - Currency of initial margin posted | Text | .../PstdMrgnOrColl/InitlMrgnPstdPreHrcut/@Ccy | No |
| InitlMrgnPstd_PstHrcut | 3.13 - Initial margin posted by the reporting Entity (post-haircut) | Decimal | .../PstdMrgnOrColl/InitlMrgnPstdPstHrcut | No |
| Ccy_InitlMrgnPstd_PstHrcut | 3.14 - Currency of initial margin posted | Text | .../PstdMrgnOrColl/InitlMrgnPstdPstHrcut/@Ccy | No |
| VartnMrgnPstd_PreHrcut | 3.18 - Variation margin posted by the reporting Entity (pre-haircut) | Decimal | .../PstdMrgnOrColl/VartnMrgnPstdPreHrcut | No |
| Ccy_VartnMrgnPstd_PreHrcut | 3.19 - Currency of variation margin posted | Text | .../PstdMrgnOrColl/VartnMrgnPstdPreHrcut/@Ccy | No |
| InitlMrgnRcvd_PreHrcut | 3.15 - Initial margin collected by the reporting Entity (pre-haircut) | Decimal | .../RcvdMrgnOrColl/InitlMrgnRcvdPreHrcut | No |
| Ccy_InitlMrgnRcvd_PreHrcut | 3.17 - Currency of initial margin collected | Text | .../RcvdMrgnOrColl/InitlMrgnRcvdPreHrcut/@Ccy | No |
| InitlMrgnRcvd_PstHrcut | 3.16 - Initial margin collected by the reporting Entity (post-haircut) | Decimal | .../RcvdMrgnOrColl/InitlMrgnRcvdPstHrcut | No |
| Ccy_InitlMrgnRcvd_PstHrcut | 3.17 - Currency of initial margin collected | Text | .../RcvdMrgnOrColl/InitlMrgnRcvdPstHrcut/@Ccy | No |
| VartnMrgnRcvd_PreHrcut | 3.20 - Variation margin collected by the reporting Entity (pre-haircut) | Decimal | .../RcvdMrgnOrColl/VartnMrgnRcvdPreHrcut | No |
| Ccy_VartnMrgnRcvd_PreHrcut | 3.21 - Currency of variation margin collected | Text | .../RcvdMrgnOrColl/VartnMrgnRcvdPreHrcut/@Ccy | No |
| TechnicalRecordId | - | Text | .../TechAttrbts/TechRcrdId | No |
| ReportReceiptTimeStamp | - | DateTime | .../TechAttrbts/RptRctTmStmp | No |