This is the message format for reporting transactions to CFTC.
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 |
| ClearingStatus | 1.001 - Cleared | Text | document/submission/harmonizedData/clearingStatus | |
| ClearingVenue_ID | 1.002 - Central counterparty | Text | document/submission/harmonizedData/clearingVenueId | |
| ClearingAccount_Origin | 1.003 - Clearing account origin | Text | document/submission/harmonizedData/origin | |
| TradeParty1_ClearingBroker_ID | 1.004 - Clearing member | Text | document/submission/harmonizedData/tradeParty1ClearingBrokerId | |
| ClearingSwap_USI_ID | 1.005 - Clearing swap USIs | Text | document/submission/harmonizedRepeatableData/clearingSwapUsiId | Yes |
| ClearingSwap_UTI_ID | 1.006 - Clearing swap UTIs | Text | document/submission/harmonizedData/clearingSwapUtiId | |
| OriginalSwap_USI | 1.007 - Original swap USI | Text | document/submission/harmonizedData/originalSwapUsi | |
| OriginalSwap_UTI | 1.008 - Original swap UTI | Text | document/submission/harmonizedData/originalSwapUti | |
| OriginalSwap_SDR_ID | 1.009 - Original swap SDR identifier | Text | document/submission/harmonizedData/originalSwapSdrId | |
| ClearingReceipt_DateTime | 1.010 - Clearing receipt timestamp | DateTime | document/submission/harmonizedData/clearingReceiptDatetime | |
| ClearingException_Type_Party1 | 1.011 - Clearing exceptions and exemptions - Counterparty 1 | Text | document/submission/harmonizedData/clearingExceptionType | |
| ClearingException_Type_Party2 | 1.012 - Clearing exceptions and exemptions - Counterparty 2 | Text | document/submission/harmonizedRepeatableData/clearingExceptionTypeParty2 | Yes |
| TradeParty1_ID | 1.013 - Counterparty 1 (reporting counterparty) | Text | document/submission/core/tradeParty1Id | |
| TradeParty2_ID | 1.014 - Counterparty 2 | Text | document/submission/core/tradeParty2Id | |
| TradeParty2_ID_Type | 1.015 - Counterparty 2 identifier source | Text | document/submission/core/tradeParty2IdType | |
| TradeParty1_CFTCFinancialEntityStatus | 1.016 - Counterparty 1 financial entity indicator | Text | document/submission/harmonizedData/tradeParty1CftcFinancialEntityStatus | |
| TradeParty2_CFTCFinancialEntityStatus | 1.017 - Counterparty 2 financial entity indicator | Text | document/submission/harmonizedData/tradeParty2CftcFinancialEntityStatus | |
| Buyer_Payer1 | 1.018 - Buyer identifier | Text | document/submission/harmonizedData/buyerPayer1 | |
| Seller_Payer2 | 1.019 - Seller identifier | Text | document/submission/harmonizedData/sellerPayer2 | |
| PayerID_Leg1 | 1.020a - Payer identifier - Leg 1 | Text | document/submission/harmonizedData/payment1Payer | |
| PayerID_Leg2 | 1.020b - Payer identifier - Leg 2 | Text | document/submission/harmonizedData/payment2Payer | |
| ReceiverID_Leg1 | 1.021a - Receiver identifier - Leg 1 | Text | document/submission/harmonizedData/payment1Receiver | |
| ReceiverID_Leg2 | 1.021b - Receiver identifier - Leg 2 | Text | document/submission/harmonizedData/cdeReceiverIdentifierLeg2 | |
| SubmittingPartyID | 1.022 - Submitter identifier | Text | document/submission/core/submittingPartyId | |
| Counterparty1_FederalEntityIndicator | 1.023 - Counterparty 1 federal entity indicator | Boolean | document/submission/harmonizedData/counterparty1FederalEntityIndicator | |
| Counterparty2_FederalEntityIndicator | 1.024 - Counterparty 2 federal entity indicator | Boolean | document/submission/harmonizedData/counterparty2FederalEntityIndicator | |
| CustomBasket_Indicator | 1.025 - Custom basket indicator | Boolean | document/submission/harmonizedData/customBasketIndicator | |
| ActionType | 1.026 - Action type | Text | document/submission/harmonizedData/noaActionType | |
| EventType | 1.027 - Event type | Text | document/submission/harmonizedData/eventType | |
| Amendment_Indicator | 1.028 - Amendment indicator | Boolean | document/submission/harmonizedData/amendmentIndicator | |
| Event_Identifier | 1.029 - Event identifier | Text | document/submission/harmonizedData/eventIdentifier | |
| LatestExecution_DateTime | 1.030 - Event timestamp | DateTime | document/submission/core/latestExecutionDatetime | |
| NotionalAmount_Leg1 | 1.031a - Notional amount - Leg 1 | Decimal | document/submission/harmonizedData/notionalAmount1 | |
| NotionalAmount_Leg2 | 1.031b - Notional amount - Leg 2 | Decimal | document/submission/harmonizedData/notionalAmount2 | |
| NotionalCurrency_Leg1 | 1.032a - Notional currency - Leg 1 | Text | document/submission/harmonizedData/notionalCurrency1 | |
| NotionalCurrency_Leg2 | 1.032b - Notional currency - Leg 2 | Text | document/submission/harmonizedData/notionalCurrency2 | |
| NotionalAmount_InEffectOnAssociatedEffectiveDate_Leg1 | 1.033a - Notional amount in effect on associated effective date - Leg 1 | Text | document/submission/schedules/cdeNotionalSchedule1/cdeNotionalAmountInEffectOnAssociatedEffectiveDateLeg1 | Yes |
| NotionalAmount_InEffectOnAssociatedEffectiveDate_Leg2 | 1.033b - Notional amount in effect on associated effective date - Leg 2 | Text | document/submission/schedules/cdeNotionalSchedule2/cdeNotionalAmountInEffectOnAssociatedEffectiveDateLeg2 | Yes |
| EffectiveDateOfTheNotionalAmount_Leg1 | 1.034a - Effective date of the notional amount - Leg 1 | Text | document/submission/schedules/cdeNotionalSchedule1/cdeEffectiveDateOfTheNotionalAmountLeg1 | Yes |
| EffectiveDateOfTheNotionalAmount_Leg2 | 1.034b - Effective date of the notional amount - Leg 2 | Text | document/submission/schedules/cdeNotionalSchedule2/cdeEffectiveDateOfTheNotionalAmountLeg2 | Yes |
| EndDateOfTheNotionalAmount_Leg1 | 1.035a - End date of the notional amount - Leg 1 | Text | document/submission/schedules/cdeNotionalSchedule1/cdeEndDateOfTheNotionalAmountLeg1 | Yes |
| EndDateOfTheNotionalAmount_Leg2 | 1.035b - End date of the notional amount - Leg 2 | Text | document/submission/schedules/cdeNotionalSchedule2/cdeEndDateOfTheNotionalAmountLeg2 | Yes |
| CallAmount_Leg1 | 1.036 - Call amount | Decimal | document/submission/harmonizedData/cdeCallAmountLeg1 | |
| CallCurrency_Leg1 | 1.037 - Call currency | Text | document/submission/harmonizedData/cdeCallCurrencyLeg1 | |
| PutAmount_Leg1 | 1.038 - Put amount | Decimal | document/submission/harmonizedData/cdePutAmountLeg1 | |
| PutCurrency_Leg1 | 1.039 - Put currency | Text | document/submission/harmonizedData/cdePutCurrencyLeg1 | |
| NotionalQuantity_Leg1 | 1.040a - Notional quantity - Leg 1 | Decimal | document/submission/harmonizedData/leg1NotionalQuantity | |
| NotionalQuantity_Leg2 | 1.040b - Notional quantity - Leg 2 | Decimal | document/submission/harmonizedData/leg2NotionalQuantity | |
| QuantityFrequency_Leg1 | 1.041a - Quantity frequency - Leg 1 | Text | document/submission/harmonizedRepeatableData/leg1QuantityFrequency | Yes |
| QuantityFrequency_Leg2 | 1.041b - Quantity frequency - Leg 2 | Text | document/submission/harmonizedData/leg2QuantityFrequency | |
| QuantityFrequencyMultiplier_Leg1 | 1.042a - Quantity frequency multiplier - Leg 1 | Decimal | document/submission/harmonizedData/quantityFrequencyMultiplierLeg1 | |
| QuantityFrequencyMultiplier_Leg2 | 1.042b - Quantity frequency multiplier - Leg 2 | Decimal | document/submission/harmonizedData/quantityFrequencyMultiplierLeg2 | |
| QuantityUnitOfMeasure_Leg1 | 1.043a - Quantity unit of measure - Leg 1 | Text | document/submission/harmonizedData/cdeQuantityUnitOfMeasureLeg1 | |
| QuantityUnitOfMeasure_Leg2 | 1.043b - Quantity unit of measure - Leg 2 | Text | document/submission/harmonizedData/cdeQuantityUnitOfMeasureLeg2 | |
| TotalNotionalQuantity_Leg1 | 1.044a - Total notional quantity - Leg 1 | Decimal | document/submission/harmonizedData/leg1TotalNotionalQuantity | |
| TotalNotionalQuantity_Leg2 | 1.044b - Total notional quantity - Leg 2 | Decimal | document/submission/harmonizedData/leg2TotalNotionalQuantity | |
| Package_Indicator | 1.045 - Package indicator | Boolean | document/submission/harmonizedData/packageIndicator | |
| Package_Identifier | 1.046 - Package identifier | Text | document/submission/harmonizedData/cdePackageIdentifier | |
| PackageTransactionPrice | 1.047 - Package transaction price | Decimal | document/submission/harmonizedData/cdePackageTransactionPrice | |
| PackageTransactionPrice_Currency | 1.048 - Package transaction price currency | Text | document/submission/harmonizedData/cdePackageTransactionPriceCurrency | |
| PackageTransactionPrice_Notation | 1.049 - Package transaction price notation | Text | document/submission/harmonizedData/cdePackageTransactionPriceNotation | |
| PackageTransactionSpread | 1.050 - Package transaction spread | Decimal | document/submission/harmonizedData/cdePackageTransactionSpread | |
| PackageTransactionSpread_Currency | 1.051 - Package transaction spread currency | Text | document/submission/harmonizedData/cdePackageTransactionSpreadCurrency | |
| PackageTransactionSpread_Notation | 1.052 - Package transaction spread notation | Text | document/submission/harmonizedData/cdePackageTransactionSpreadNotation | |
| FixedRateDayCountConvention_Leg1 | 1.053a - Fixed rate day count convention - Leg 1 | Text | document/submission/harmonizedData/cdeFixedRateDayCountConventionLeg1 | |
| FixedRateDayCountConvention_Leg2 | 1.053b - Fixed rate day count convention - Leg 2 | Text | document/submission/harmonizedData/cdeFixedRateDayCountConventionLeg2 | |
| FloatingRateDayCountConvention_Leg1 | 1.053c - Floating rate day count convention - Leg 1 | Text | document/submission/harmonizedData/cdeFloatingRateDayCountConventionLeg1 | |
| FloatingRateDayCountConvention_Leg2 | 1.053d - Floating rate-day count convention - Leg 2 | Text | document/submission/harmonizedData/cdeFloatingRateDayCountConventionLeg2 | |
| FixingDate_Leg1 | 1.054a - Fixing date - Leg 1 | Date | document/submission/harmonizedData/fixingDateLeg1 | |
| FixingDate_Leg2 | 1.054b - Fixing date - Leg 2 | Date | document/submission/harmonizedData/fixingDateLeg2 | |
| ResetFrequencyPeriod_Leg1 | 1.055a - Floating rate reset frequency period - Leg 1 | Text | document/submission/harmonizedData/resetFrequencyPeriod1 | |
| ResetFrequencyPeriod_Leg2 | 1.055b - Floating rate reset frequency period - Leg 2 | Text | document/submission/harmonizedData/leg2ResetFrequencyPeriod | |
| ResetFrequencyPeriodMultiplier_Leg1 | 1.056a - Floating rate reset frequency period multiplier - Leg 1 | Decimal | document/submission/harmonizedData/resetFrequencyPeriodMultiplier1 | |
| ResetFrequencyPeriodMultiplier_Leg2 | 1.056b - Floating rate reset frequency period multiplier - Leg 2 | Decimal | document/submission/harmonizedData/leg2ResetFrequencyPeriodMultiplier | |
| OtherPayment_Type | 1.057 - Other payment type | Text | document/submission/harmonizedRepeatableData/cdeOtherPaymentType | Yes |
| OtherPayment_Amount | 1.058 - Other payment amount | Text | document/submission/harmonizedRepeatableData/cdeOtherPaymentAmount | Yes |
| OtherPayment_Currency | 1.059 - Other payment currency | Text | document/submission/harmonizedRepeatableData/cdeOtherPaymentCurrency | Yes |
| OtherPayment_Date | 1.060 - Other payment date | Date | document/submission/harmonizedRepeatableData/cdeOtherPaymentDate | Yes |
| OtherPayment_Payer | 1.061 - Other payment payer | Text | document/submission/harmonizedRepeatableData/cdeOtherPaymentPayer | Yes |
| OtherPayment_Receiver | 1.062 - Other payment receiver | Text | document/submission/harmonizedRepeatableData/cdeOtherPaymentReceiver | Yes |
| FixedRatePaymentFrequencyPeriod_Leg1 | 1.063a - Fixed rate payment frequency period - Leg 1 | Text | document/submission/harmonizedData/cdeFixedRatePaymentFrequencyPeriodLeg1 | |
| FixedRatePaymentFrequencyPeriod_Leg2 | 1.063b - Fixed rate payment frequency period - Leg 2 | Text | document/submission/harmonizedData/cdeFixedRatePaymentFrequencyPeriodLeg2 | |
| FloatingRatePaymentFrequencyPeriod_Leg1 | 1.063c - Floating rate payment frequency period - Leg 1 | Text | document/submission/harmonizedData/cdeFloatingRatePaymentFrequencyPeriodLeg1 | |
| FloatingRatePaymentFrequencyPeriod_Leg2 | 1.063d - Floating rate payment frequency period - Leg 2 | Text | document/submission/harmonizedData/cdeFloatingRatePaymentFrequencyPeriodLeg2 | |
| FixedRatePaymentFrequencyPeriodMultiplier_Leg1 | 1.064a - Fixed rate payment frequency period multiplier - Leg 1 | Decimal | document/submission/harmonizedData/cdeFixedRatePaymentFrequencyPeriodMultiplierLeg1 | |
| FixedRatePaymentFrequencyPeriodMultiplier_Leg2 | 1.064b - Fixed rate payment frequency period multiplier - Leg 2 | Decimal | document/submission/harmonizedData/cdeFixedRatePaymentFrequencyPeriodMultiplierLeg2 | |
| FloatingRatePaymentFrequencyPeriodMultiplier_Leg1 | 1.064c - Floating rate payment frequency period multiplier - Leg 1 | Decimal | document/submission/harmonizedData/cdeFloatingRatePaymentFrequencyPeriodMultiplierLeg1 | |
| FloatingRatePaymentFrequencyPeriodMultiplier_Leg2 | 1.064d - Floating rate payment frequency period multiplier - Leg 2 | Decimal | document/submission/harmonizedData/cdeFloatingRatePaymentFrequencyPeriodMultiplierLeg2 | |
| ExchangeRate | 1.065 - Exchange rate | Decimal | document/submission/harmonizedData/exchangeRate | |
| ExchangeRateBasis1 | 1.066 - Exchange rate basis | Text | document/submission/harmonizedData/exchangeRateBasisCurrency1 | |
| ExchangeRateBasis2 | 1.066 - Exchange rate basis | Text | document/submission/harmonizedData/exchangeRateBasisCurrency2 | |
| FixedRateInitial_Leg1 | 1.067a - Fixed rate - Leg 1 | Decimal | document/submission/harmonizedData/leg1FixedRateInitial | |
| FixedRateInitial_Leg2 | 1.067b - Fixed rate - Leg 2 | Decimal | document/submission/harmonizedData/leg2FixedRateInitial | |
| PostPriced_SwapIndicator | 1.068 - Post-priced swap indicator | Boolean | document/submission/harmonizedData/postPricedSwapIndicator | |
| Price | 1.069 - Price | Decimal | document/submission/harmonizedData/price1Price | |
| Price_Currency | 1.070 - Price currency | Text | document/submission/harmonizedData/cdePriceCurrency | |
| Price_Notation | 1.071 - Price notation | Text | document/submission/harmonizedData/cdePriceNotation | |
| Price_Units | 1.072 - Price unit of measure | Text | document/submission/harmonizedData/price1Units | |
| SpreadAmount_Leg1 | 1.073a - Spread - Leg 1 | Decimal | document/submission/harmonizedData/leg1SpreadAmount | |
| SpreadAmount_Leg2 | 1.073b - Spread - Leg 2 | Decimal | document/submission/harmonizedData/leg2SpreadAmount | |
| SpreadCurrency_Leg1 | 1.074a - Spread currency - Leg 1 | Text | document/submission/harmonizedData/leg1SpreadCurrency | |
| SpreadCurrency_Leg2 | 1.074b - Spread currency - Leg 2 | Text | document/submission/harmonizedData/leg2SpreadCurrency | |
| SpreadNotation_Leg1 | 1.075a - Spread notation - Leg 1 | Text | document/submission/harmonizedData/cdeSpreadNotationLeg1 | |
| SpreadNotation_Leg2 | 1.075b - Spread notation - Leg 2 | Text | document/submission/harmonizedData/cdeSpreadNotationLeg2 | |
| StrikePrice | 1.076 - Strike price | Decimal | document/submission/harmonizedData/strikePrice | |
| StrikePrice_Currency1 | 1.077 - Strike price currency/currency pair | Text | document/submission/harmonizedData/strikePriceCurrency | |
| StrikePrice_Currency2 | 1.077 - Strike price currency/currency pair | Text | document/submission/harmonizedData/cdeStrikePriceCurrency2 | |
| StrikePrice_Notation | 1.078 - Strike price notation | Text | document/submission/harmonizedData/cdeStrikePriceNotation | |
| PremiumAmount | 1.079 - Option premium amount | Decimal | document/submission/harmonizedData/premiumAmount | |
| PremiumCurrency | 1.080 - Option premium currency | Text | document/submission/harmonizedData/premiumCurrency | |
| PremiumPaymentDate | 1.081 - Option premium payment date | Date | document/submission/harmonizedData/premiumPaymentDateUnadjusted | |
| FirstExerciseDate | 1.082 - First exercise date | Date | document/submission/harmonizedData/cdeFirstExerciseDate | |
| AttachmentPoint | 1.083 - CDS index attachment point | Decimal | document/submission/harmonizedData/attachmentPoint | |
| ExhaustionPoint | 1.084 - CDS index detachment point | Decimal | document/submission/harmonizedData/exhaustionPoint | |
| IndexFactor | 1.085 - Index factor | Decimal | document/submission/harmonizedData/indexFactor | |
| EmbeddedOptionOnSwap | 1.086 - Embedded option type | Text | document/submission/harmonizedData/embeddedOptionOnSwap | |
| UPI | 1.087 - Unique product identifier | Text | document/submission/core/upi | |
| FinalContractualSettlementDate | 1.088 - Final contractual settlement date | Date | document/submission/harmonizedData/cdeFinalContractualSettlementDate | |
| SettlementCurrency_Leg1 | 1.089a - Settlement currency - Leg 1 | Text | document/submission/harmonizedData/settlementCurrency1 | |
| SettlementCurrency_Leg2 | 1.089b - Settlement currency - Leg 2 | Text | document/submission/harmonizedData/leg2SettlementCurrency | |
| SettlementLocation_Leg1 | 1.090 - Settlement location | Text | document/submission/harmonizedData/cdeSettlementLocationLeg1 | |
| AllocationType | 1.091 - Allocation indicator | Text | document/submission/harmonizedData/allocationType | |
| NonStandardTradeIndicator | 1.092 - Non-standardized term indicator | Boolean | document/submission/harmonizedData/nonStandardTradeIndicator | |
| BlockTrade_ElectionIndicator | 1.093 - Block trade election indicator | Boolean | document/submission/harmonizedData/blockTradeElectionIndicator | |
| LargeNotional_OffFacilitySwapElectionIndicator | /document/submission/harmonizedData/largeNotionalOffFacilitySwapElectionIndicator/text() | |||
| EffectiveDate | 1.094 - Effective date | Date | document/submission/harmonizedData/cdeEffectiveDate | |
| ExpirationDate | 1.095 - Expiration date | Date | document/submission/harmonizedData/cdeExpirationDate | |
| OriginalExecutionTimestamp | 1.096 - Execution timestamp | DateTime | document/submission/harmonizedData/originalExecutionTimestamp | |
| ReportingTimestamp | 1.097 - Reporting timestamp | DateTime | document/submission/core/reportingTimestamp | |
| PlatformIdentifier | 1.098 - Platform identifier | Text | document/submission/harmonizedData/cdePlatformIdentifier | |
| SEF_or_DCM_Indicator | /document/submission/harmonizedData/sefOrDcmIndicator/text() | |||
| SEF_or_DCM_AnonymousExecutionIndicator | /document/submission/harmonizedData/sefOrDcmAnonymousExecutionIndicator/text() | |||
| PrimeBrokerage_TransactionIndicator | 1.099 - Prime brokerage transaction indicator | Boolean | document/submission/harmonizedData/primeBrokerageTransactionIndicator | |
| PriorUSI_ID_Prefix | 1.100 - Prior USI (for one-to-one and one-to-many relations between transactions) | Text | document/submission/harmonizedData/priorUsiIdPrefix | |
| PriorUSI_ID | 1.100 - Prior USI (for one-to-one and one-to-many relations between transactions) | Text | document/submission/harmonizedData/priorUsiId | |
| PriorUTI_ID_Prefix | 1.101 - Prior UTI (for one-to-one and one-to-many relations between transactions) | Text | document/submission/harmonizedData/priorUtiIdPrefix | |
| PriorUTI_ID | 1.101 - Prior UTI (for one-to-one and one-to-many relations between transactions) | Text | document/submission/harmonizedData/priorUtiId | |
| USI_ID_Prefix | 1.102 - Unique swap identifier (USI) | Text | document/submission/core/usiIdPrefix | |
| USI_ID | 1.102 - Unique swap identifier (USI) | Text | document/submission/core/usiId | |
| UTI_ID_Prefix | 1.103 - Unique transaction identifier (UTI) | Text | document/submission/core/utiIdPrefix | |
| UTI_ID | 1.103 - Unique transaction identifier (UTI) | Text | document/submission/core/utiId | |
| SwapReportingJurisdiction | 1.104 - Jurisdiction | Text | document/submission/harmonizedData/swapReportingJurisdiction | |
| NewSDR_Identifier | 1.105 - New SDR identifier | Text | document/submission/harmonizedData/newSdrIdentifier | |
| InitialMarginCollateral_PortfolioCode | 1.116 - Initial margin collateral portfolio code | Text | document/submission/harmonizedData/initialMarginCollateralPortfolioCode | |
| VariationMarginCollateral_PortfolioCode | 1.124 - Variation margin collateral portfolio code | Text | document/submission/harmonizedData/variationMarginCollateralPortfolioCode | |
| NextFloatingReferenceResetDate_Leg1 | 2.106a - Next floating reference reset date - Leg 1 | Date | document/submission/harmonizedData/nextFloatingReferenceResetDateLeg1 | |
| NextFloatingReferenceResetDate_Leg2 | 2.106b - Next floating reference reset date - Leg 2 | Date | document/submission/harmonizedData/nextFloatingReferenceResetDateLeg2 | |
| LastFloatingReferenceValue_Leg1 | 2.107a - Last floating reference value - Leg 1 | Decimal | document/submission/harmonizedData/lastFloatingReferenceValueLeg1 | |
| LastFloatingReferenceValue_Leg2 | 2.107b - Last floating reference value - Leg 2 | Decimal | document/submission/harmonizedData/lastFloatingReferenceValueLeg2 | |
| LastFloatingReferenceResetDate_Leg1 | 2.108a - Last floating reference reset date - Leg 1 | Date | document/submission/harmonizedData/lastFloatingReferenceResetDateLeg1 | |
| LastFloatingReferenceResetDate_Leg2 | 2.108b - Last floating reference reset date - Leg 2 | Date | document/submission/harmonizedData/lastFloatingReferenceResetDateLeg2 | |
| Delta | 2.109 - Delta | Decimal | document/submission/harmonizedData/cdeDelta | |
| TradeParty1_ValuationAmount | 2.110 - Valuation amount | Decimal | document/submission/harmonizedData/tradeParty1ValuationAmount | |
| TradeParty1_ValuationCurrency | 2.111 - Valuation currency | Text | document/submission/harmonizedData/tradeParty1ValuationCurrency | |
| TradeParty1_ValuationType | 2.112 - Valuation method | Text | document/submission/harmonizedData/tradeParty1ValuationType | |
| TradeParty1_ValuationDateTime | 2.113 - Valuation timestamp | DateTime | document/submission/harmonizedData/tradeParty1ValuationDatetime | |
| AffiliatedCounterpartyForMarginAndCapitalIndicator | 3.114 - Affiliated counterparty for margin and capital indicator | Boolean | #N/A | |
| TradeParty1_CollateralizationType | 3.115 - Collateralisation category | Text | document/submission/harmonizedData/tradeParty1CollateralizationType | |
| PortfolioContainingNonReportableComponentIndicator | 3.117 - Portfolio containing non-reportable component indicator | Boolean | #N/A | |
| InitialMarginPosted_PostHaircut | 3.118 - Initial margin posted by the reporting counterparty (post-haircut) | Decimal | #N/A | |
| InitialMarginPosted_PreHaircut | 3.119 - Initial margin posted by the reporting counterparty (pre-haircut) | Decimal | #N/A | |
| InitialMarginPosted_Currency | 3.120 - Currency of initial margin posted | Text | #N/A | |
| InitialMarginCollected_PostHaircut | 3.121 - Initial margin collected by the reporting counterparty (post-haircut) | Decimal | #N/A | |
| InitialMarginCollected_PreHaircut | 3.122 - Initial margin collected by the reporting counterparty (pre-haircut) | Decimal | #N/A | |
| InitialMarginReceived_Currency | 3.123 - Currency of initial margin collected | Text | #N/A | |
| VariationMarginPosted_PreHaircut | 3.125 - Variation margin posted by the reporting counterparty (pre-haircut) | Decimal | #N/A | |
| VariationMarginPosted_Currency | 3.126 - Currency of variation margin posted | Text | #N/A | |
| VariationMarginCollected_PreHaircut | 3.127 - Variation margin collected by the reporting counterparty (pre-haircut) | Decimal | #N/A | |
| VariationMarginReceived_Currency | 3.128 - Currency of variation margin collected | Text | #N/A |