Report processing and registration message
Report processing and registration message
KDPW_TR system message
KDPW_TR system message
ActiveCurrencyAnd20Amount
A number of monetary units specified in an active currency where the unit of currency is explicit and compliant with ISO 4217.
Currency
Medium of exchange of value.
ActiveCurrencyAnd20Amount
A number of monetary units specified in an active currency where the unit of currency is explicit and compliant with ISO 4217.
Currency
Medium of exchange of value.
ActiveCurrencyCode
A code allocated to a currency by a Maintenance Agency under an international identification scheme as described in the latest edition of the international standard ISO 4217 "Codes for the representation of currencies and funds".
ActiveOrHistoricCurrencyAnd20Amount
A number of monetary units specified in an active or a historic currency where the unit of currency is explicit and compliant with ISO 4217.
Currency
Medium of exchange of currency.
ActiveOrHistoricCurrencyAnd20Amount
A number of monetary units specified in an active or a historic currency where the unit of currency is explicit and compliant with ISO 4217.
Currency
Medium of exchange of currency.
ActiveOrHistoricCurrencyCode
A code allocated to a currency by a Maintenance Agency under an international identification scheme, as described in the latest edition of the international standard ISO 4217 "Codes for the representation of currencies and funds".
AssetClassAttributes1Choice__1
Asset class specific details of a derivative.
Interest
Asset class is a non-financial instrument of type interest rate.
ForeignExchange
Asset class is a non-financial instrument of type foreign exchange.
CFIOct2015Identifier
Classification type of the financial instrument, as per the ISO 10962 Classification of Financial Instrument (CFI) codification, eg, common share with voting rights, fully paid, or registered.
ClearingObligationCode
Clearing obligation code.
Y
Y
N
N
X
X
Qualifier
Qualifier
CollateralisationType1Code
Specifies the type of collateral agreement between two parties.
FullyCollateralised
Fully collateralised
OneWayCollateralised
One Way Collateralised
PartiallyCollateralised
Partially Collateralised
Uncollateralised
uncollateralised
CommodityBase
Commodity base
AG
AG
EN
EN
FR
FR
ME
ME
IN
IN
EV
EV
EX
EX
OT
OT
CommodityDetails
Commodity details
GO
GO
DA
DA
LI
LI
FO
FO
SO
SO
SF
SF
OT
OT
OI
OI
NG
NG
CO
CO
EL
EL
IE
IE
DR
DR
WT
WT
PR
PR
NP
NP
WE
WE
EM
EM
Commodities and emission allowances
Commodities and emission allowances
Commodity base
Commodity base
Commodity details
Commodity details
DeliveryPointOrZone
Indicates the delivery point(s) of market area(s) for energy derivative contracts.
InterConnectionPoint
Identification of the border(s) or border point(s) of a transportation contract.
LoadType
Identification of the delivery profile.
DeliveryAttribute
Attributes related to delivery of derivative contracts.
CommonTradeDataReport17__1
Information related to contract and transaction details.
ContractData
Data related to a trade contract.
TransactionData
Data related to a trade transaction.
ContractType3__1
Information related to contract attributes.
ContractType
Classification of information according to contract type.
AssetClass
Specifies the classification according to the asset class of the contract.
ContractDetails
Contract details.
ContractDetails
Information related to contract attributes.
ProductClassification
Specifies the classification of the derivative product.
ProductIdentification
Specifies the identification of the derivative product.
UnderlyingInstrument
Unique identification to identify the direct underlying instrument based on its type.
Technical underlying
Technical underlying
NotionalCurrencyFirstLeg
Currency of the notional amount.
Usage:In the case of an interest rate or currency derivative contract, this will be the notional currency of first leg.
NotionalCurrencySecondLeg
Other currency of the notional amount.
Usage: In the case of an interest rate or currency derivative contract, this will be the notional currency of the second leg.
DeliverableCurrency
Specifies the currency to be delivered.
ContractValuationData2__1
Information related to contract valuation.
ContractValue
Mark to market valuation of the contract, or mark to model valuation where applicable under Article 11(2) of Regulation (EU) No 648/2012. The CCP’s valuation to be used for a cleared trade.
TimeStamp
Date and time of the last valuation.
Usage: For mark-to-market valuation the date and time of publishing of reference prices shall be reported.
Type
Indicate whether valuation was performed mark to market, mark to model or provided by the CCP.
CounterpartySpecificData
Data related specifically to counterparty.
Counterparty
Data specific to counterparties of the reported transaction/position.
Valuation
Data specific to the valuation of the transaction.
Collateral
Information related to collateral agreement existing between counterparties.
CounterpartyTR
Information related to counterparty identification.
Identification
Unique code identifying the reporting counterparty of the contract.
CounterpartySide
Identifies whether the reporting counterparty is a buyer or a seller.
Sector
Taxonomy for non-financial counterparties. The categories correspond to the main sections of NACE classification as defined in the regulation.
Nature
Indicates if the reporting counterparty is a central counterparty, a financial, non-financial counterparty or other type of counterparty in accordance with regulation.
Broker
Identification of the broker as an intermediary for the reporting counterparty.
ClearingMember
Identification of the clearing member in the case where the trade is cleared.
Beneficiary
Identification of the beneficiary who is subject to the rights and obligations arising from the contract.
TradingCapacity
Identifies the trading capacity of the seller.
CommercialActivity
Directly linked to commercial activity or treasury financing
Clearing treshhold
Clearing treshold
OtherCounterparty
Definition of the other counterparty in the transaction.
Counterparty2__1
Information related to counterparty identification.
Identification
Unique code identifying the other counterparty of the contract.
Usage:
This field shall be filled from the perspective of the reporting counterparty. In case of a private individual a client code shall be used in a consistent manner.
Country
The code of country where the registered office of the other counterparty is located or country of residence in case that the other counterparty is a natural person.
Subject to EMIR regulation obligation
Is the other counterparty subject to the EMIR regulation reporting obligation?
CounterpartyTradeNature
Nature of the reporting counterparty's company activities.
FinancialInstitution
Nature of the reporting counterparty's company activities.
NonFinancialInstitution
Indicates that reporting counterparty is a financial institution.
CentralCounterParty
Indicates that reporting party is a central counterparty.
COther
Indicates that reporting party is other type of counterparty.
CountryCode
Code to identify a country, a dependency, or another area of particular geopolitical interest, on the basis of country names obtained from the United Nations (ISO 3166, Alpha-2 code).
CountrySubDivisionCode
Code to identify a name of a unit resulting from the division of a country, dependency, or other area of special geopolitical interest contained in ISO 3166-1, on the basis of country names obtained from the United Nations (ISO 3166-2: Country subdivision code).
CreditDerivative
Information related specifically to credit derivatives attributes.
Seniority
Classification of seniority in case of contract on index or on a single name entity.
ReferenceParty
Designation of the underlying reference obligation.
PaymentFrequency
Frequency of payment of the interest rate or coupon.
CalculationBasis
Calculation basis of the interest rate, such as Act/360.
Series
Indicates the series number of the composition of the index if applicable.
Version
New version of a series is issued if one of the constituents defaults and the index has to be re-weighted to account for the new number of total constituents within the index.
IndexFactor
Factor to apply to the actual notional to adjust it to all the previous credit events in the index series.
Usage:The figure varies between 0 and 100.
Tranche
Indicates whether the derivative contract is tranched or not.
AttachmentPoint
Indicates the point at which losses in the pool will attach to a particular tranche.
DetachmentPoint
Indicates the point beyond which losses do not affect the particular tranche.
CurrencyExchange10__1
Describes the details of the currency exchange.
DeliverableCrossCurrency
Indicates the cross currency, if different from the currency of delivery.
ExchangeRate
Factor used to convert an amount from one currency into another. This reflects the price at which one currency was bought with another currency.
ForwardExchangeRate
Forward exchange rate as agreed between the counterparties in the contractual agreement, expressed as a price of base currency in the quoted currency.
ExchangeRateBasis
Indicates the quote base for the exchange rate.
Date and time
Date and time
Date
Date
Date and time
Date and time
DebtInstrumentSeniorityType2Code
Specifies the seniority type of a specific debt instrument.
SubordinatedDebt
Debt owed to an unsecured creditor that can only be paid, in the event of a liquidation, after the claims of secured creditors have been met.
SeniorDebt
Debt that takes priority over other unsecured or otherwise more junior debt owed by the issuer.
Other
Other type of debts.
DerivativeForeignExchange2
Attributes of non-financial instrument of type foreign exchange as underlying.
OtherNotionalCurrency
Underlying currency 2 of the currency pair (the currency 1 will be populated in the notional currency).
DerivativeInterest2
Specifies a multi-leg interest derivative.
OtherNotionalCurrency
Currency in which leg 2 of the contract is denominated, in case of multi-currency or cross-currency swaps.
Currency in which leg 2 of the swap is denominated, in case of swaptions where the underlying swap is multi-currency.
DurationType1Code
Specifies the duration of the delivery period.
Year
Duration is a year.
Week
Event takes place every week
Season
Event takes place every six months or two times a year.
Quarter
Event takes place every three months or four times a year.
Month
Event takes place every month or once a month.
Minute
Minute
Hour
Hour
Day
Duration is a day.
Other
Other
EICIdentifier
Energy identification coding scheme.
EnergyDeliveryAttribute3__1
Information related to energy derivatives attributes.
DeliveryInterval
Time interval for each block or shape.
DeliveryPeriod
Definition of delivery start datetime and end datetime.
Duration
The duration of the delivery period.
WeekDay
Days of the week of the delivery.
DeliveryCapacity
Delivery capacity for each delivery interval specified.
QuantityUnit
Daily or hourly quantity in MWh or kWh/d which corresponds to the underlying commodity.
PriceTimeIntervalQuantity
Indicates if applicable the price per quantity per delivery time interval.
EnergyLoadType1Code
Specifies the energy delivery profile.
BaseLoad
Base load.
GasDay
Gas day.
HourAndBlockHours
Hour and block hours.
Off-Peak
Off-Peak.
Other
Other.
PeakLoad
Peak load.
Shaped
Shaped.
EnergyQuantityUnit1Code
Specifies an energy quantity unit.
ThermPerDay
Therm per day.
MWhPerHour
Mega Watt hour per hour.
MWhPerDay
Mega Watt hour per day.
MW
Mega Watt.
MThermPerDay
MTherm per day.
CMPerDay
Cm per day.
MCMPerDay
Mcm per day.
KWhPerHour
Kilo Watt hour per hour.
KWhPerDay
Kilo Watt hour per day.
KW
Kilo Watt.
KThermPerDay
KTherm per day.
GWhPerHour
Giga Watt hour per hour.
GWhPerDay
Giga Watt hour per day.
GW
Giga Watt.
ESMADayCount
ESMA_AlphaNumericCapitalLettersMax50_Pattern
ESMA_AlphaNumericMax52_Pattern
ESMA_Concat_Pattern
ESMA_AlphaNumericAdditionalCharactersMax350_Pattern
ESMALongDecimalNumberMinExcl0
Positive decimal number
ESMAMax35AlphaNumeric
A string of up to 35 captial letters (A-Z) or numbers (0-9).
ESMAMax48AlphaNumericAdditionalCharactersAII
A string of up to 48 captial letters (A-Z), numbers (0-9) or special characters ".", "-".
ESMAMax50AlphaNumeric
A string of up to 50 captial letters (A-Z) or numbers (0-9).
ESMAMax52AlphaNumeric
A string of up to 52 captial letters (A-Z) or numbers (0-9).
ESMANormalisedTime
A particular point in the progression of time in a calendar day expressed in either UTC time format (hh:mm:ss.sssZ).
ESMAPositiveInteger5
Positive integer number of up to 5 digits.
ExchangeRateBasis1
Provides information about the terms of the foreign exchange transaction.
BaseCurrency
Currency in which the rate of exchange is expressed in a currency exchange.
Usage: In the example one GBP equals xxxUSD, the unit currency is GBP.
QuotedCurrency
Currency into which the base currency is converted, in a currency exchange.
FinancialInstrumentContractType2Code
Specifies the contract type of a derivate.
ContractForDifference
Contract of type contracts for difference.
ForwardRateAgreement
Contract of type forward rate agreement.
Futures
Contract of type future.
Forward
Contract of type forward.
Option
Contract of type option.
SpreadBetting
Contract of type spread betting.
Swap
Contract of type swap.
Swaption
Contract of type swaption.
Other
Contract of other financial instrument contract type.
FinancialInstrumentQuantity24Choice__2
Choice between formats for the quantity of security.
Unit
Quantity expressed as a number, such as a number of shares.
FixedRate
Fixed rate related information.
Rate
An indication of the fixed rate used.
DayCount
Actual number of days in the relevant fixed rate calculation period.
PaymentFrequencyTimePeriod
Payment frequency – time period.
PaymentFrequencyMultiplier
Payment frequency – multiplier.
FloatingRate
Floating rate related information.
Rate
Indication of the floating rate used.
ReferenceTimePeriod
Payment frequency – time period.
ReferenceFrequencyMultiplier
Payment frequency – multiplier.
PaymentFrequencyTimePeriod
Payment frequency – time period.
PaymentFrequencyMultiplier
Payment frequency – multiplier.
ResetFrequencyTimePeriod
Information related to reset of payment frequency - time period.
ResetFrequencyMultiplier
Information related to reset of payment frequency - multiplier.
FloatingRateIdentification1Choice
Identifies various types of floating rates
Proprietary
Defines a floating rate which is not included in the list of predefined floating curves.
Frequency8Code
Specifies the regularity of an event.
Annual
Event takes place every year or once a year.
SemiAnnual
Event takes place every six months or two times a year.
Monthly
Event takes place every month or once a month.
Quarterly
Event takes place every three months or four times a year.
General information
General information
Report submitting entity ID
Report submitting entity ID
Sender message reference
Sender message reference
ActionType
Action type as defined by ESMA
Level
Level
ReportingTimestamp
Reporting timestamp
Linkages
Linkages to related messages
IdentificationNotAvailableCode
Code stating that identification is not available.
NotAvailable
Id not available.
InterestRate11Choice__1
Choice between a fixed rate and a floating rate.
Fixed
Attributes related specifically to fixed rate of an interest rate contract.
Floating
Attributes related specifically to floating rate of an interest rate contract.
InterestRateLegs4__1
Details related to interest rate attributes.
FirstLeg
Details concerning the rate in the first leg of an interest rate contract.
SecondLeg
Details concerning the rate in the second leg of an interest rate contract.
ISINOct2015Identifier
International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country.
ISODate
A particular point in the progression of time in a calendar year expressed in the YYYY-MM-DD format. This representation is defined in "XML Schema Part 2: Datatypes Second Edition - W3C Recommendation 28 October 2004" which is aligned with ISO 8601.
ISODateTime
an ISODateTime
ISONormalisedDateTime
an ISODateTime whereby all timezoned dateTime values are UTC.
ISORestrictedYear
Year represented by YYYY (ISO 8601)
KDPW_TR system message
KDPW_TR system message
Report processing and registration message
Report processing and registration message
Senders KDPW institution code
Senders KDPW institution code
Receivers KDPW institution code
Receivers KDPW institution code
ESMAMax52AlphaNumericAdditionalCharacters
A string of up to 52 captial letters (A-Z), numbers (0-9) or special characters ":", ".", "-", "_". Special characters not allowed at the beginning and at the end.
KDPW institution code
KDPW institution code
LEIIdentifier
Legal Entity Identifier is a code allocated to a party as described in ISO 17442 "Financial Services - Legal Entity Identifier (LEI)".
Linkages
Linkages to related messages
PreviousReference
Previous message reference
TradeReference
Trade reference
MasterAgreement2
Information related to a master agreement.
Type
Reference to any master agreement, if existent (such as ISDA Master Agreement; Master Power Purchase and Sale Agreement; International ForEx Master Agreement; European Master Agreement or any local Master Agreements).
Version
Reference to the year of the master agreement version used for the reported trade, if applicable (such as 1992, 2002, etc)
Max1Text
Specifies a character string with a maximum length of 1 character.
Max25Text
Specifies a character string with a maximum length of 25 characters.
Max35Text
Specifies a character string with a maximum length of 35 characters.
Max3Number
Number (max 999) of objects represented as an integer.
Max2Text
Specifies a character string with a maximum length of 2 characters.
Max16Text
Specifies a character string with a maximum length of 16 characters.
Max20Text
Specifies a character string with a maximum length of 20 characters.
Max50Text
Specifies a character string with a maximum length of 50 characters.
Max52Text
Specifies a character string with a maximum length of 52 characters.
Max53Text
Specifies a character string with a maximum length of 53 characters.
Max140Text
Specifies a character string with a maximum length of 140 characters.
MICIdentifier
Market Identifier Code. The identification of a financial market, as stipulated in the norm ISO 10383 'Codes for exchanges and market identifications'.
Option
Option or swaption related attributes.
OptionType
Specifies the type of the Option whether it is a call option (right to purchase a specific underlying asset) or a put option (right to sell a specific underlying asset).
OptionExerciseStyle
Indication as to whether the option may be exercised only at a fixed date (European, and Asian style), a series of pre-specified dates (Bermudan) or at any time during the life of the contract (American style). This field does not have to be populated for ISIN instruments.
StrikePrice
Predetermined price at which the holder will have to buy or sell the underlying instrument.
MaturityDateOfUnderlying
In case of swaptions, maturity date of the underlying swap.
OptionParty1Code
Specifies if a trade party is a buyer or a seller.
Seller
Seller in a trade.
Buyer
Buyer in a trade.
OptionTypeCode
Specifies whether it is a call option (right to purchase a specific underlying asset) or a put option (right to sell a specific underlying asset) or any other type of option.
Call
Right to buy a quantity of an asset for an agreed price at exercise date.
Put
Right to sell a quantity of an asset for an agreed price at exercise date.
Other
Right where the holder of the option decides whether the option is put or call.
OptionStyle6Code
Specifies how an option can be exercised.
European
Option that can be exercised on expiry date only.
Bermudan
Option that can be exercised on multiple discrete dates prior to, or on expiry date.
Asian
Option where the payoff is not determined by the underlying price at maturity but by the average underlying price over some pre-set period of time.
American
Option can be exercised before or on expiry date.
AS
AS
BS
BS
ES
ES
OrganisationIdentification3Choice__1
Provides the identification of the organisation.
LEI
Identification is done through the use of legal entity identifier code.
ClientIdentification
Unique and unambiguous client identification of the organisation.
OrganisationIdentification3Choice__1
Provides the identification of the organisation.
LEI
Identification is done through the use of legal entity identifier code.
ClientIdentification
Unique and unambiguous client identification of the organisation.
PercentageRate
Rate expressed as a percentage, ie, in hundredths, eg, 0.7 is 7/10 of a percent, and 7.0 is 7%.
Period10__1
Time span defined by a start date and time, and an end date and time.
FromDateTime
Date and time at which the range starts.
ToDateTime
Date and time at which the range ends.
PhysicalTransferType4Code
Specifies the asset delivery type when the financial instrument is settled.
Physical
Physical transfer.
Optional
Determined by a third party or optional for counterparty.
Cash
Cash transfer.
PlusOrMinusIndicator
Indicates a positive or negative value.
ProductClassification1Choice
Type of relevant product classification.
ClassificationFinancialInstrument
ISO 10962 classification of financial instrument (CFI).
UniqueProductIdentifier
Unique and unambiguous identification of the product.
ProductType4Code
Specifies the underlying type of product or financial instrument.
Credit
Identifies categories of instruments that are credits.
Currency
Identifies categories of currency instruments.
Equity
Identifies the nature or type of an equity.
InterestRate
Identifies categories of instruments that are interest rates based.
Commodity
Identifies categories of instruments that are commodities.
Other
The asset type is other.
ProductType4Code__1
Specifies the underlying type of product or financial instrument.
Credit
Identifies categories of instruments that are credits.
Currency
Identifies categories of currency instruments.
Equity
Identifies the nature or type of an equity.
InterestRate
Identifies categories of instruments that are interest rates based.
Commodity
Identifies categories of instruments that are commodities.
RateBasis1Code
Specifies a rate basis.
Days
Rate is reported in days.
Months
Rate is reported in months.
Weeks
Rate is reported in weeks.
Years
Rate is reported in years.
Reason
Reason
ReasonCode
Reason code
ReasonText
Reason description
ReferenceParty
Reference party
LEI
LEI identifier
Country
Country
CountrySubdivisionCode
Country subdivision code ISO 3166-2.
SecurityIdentification18Choice__1
Choice between ISIN and an alternative format for the identification of a financial instrument. ISIN is the preferred format.
ISIN
International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country.
AlternativeInstrumentIdentification
Proprietary identification of a security assigned by an institution or organisation.
SecurityIdentification19Choice__2
Choice between ISIN and an alternative format for the identification of a financial instrument. ISIN is the preferred format.
ISIN
International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country.
AlternativeInstrumentIdentification
Proprietary identification of a security assigned by an institution or organisation.
UniqueProductIdentifier
Identification through a Unique Product Identifier.
BasketConstituents
Identification of constituents for basket of indexes.
Index
Indicates the index upon which the financial instrument is based.
IdentificationNotAvailable
Indicates that underlying identification is not available.
SecurityIdentification20Choice
Choice between ISIN and an alternative format for the identification of a financial instrument. ISIN is the preferred format.
ISIN
International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country.
Name
Proprietary identification of the index on which the financial instrument is based.
SecuritiesTransactionPrice7Choice__2
Choice to define the price of the securities transaction.
MonetaryValue
Indicates that price is expressed as a monetary value.
Percentage
Indicates that price is expressed as a rate, that is a percentage.
Yield
Indicates that price is expressed as a yield.
PendingPrice
Indicates that price is currently not available, but pending.
SecuritiesTransactionPrice7Choice__2
Choice to define the price of the securities transaction.
MonetaryValue
Indicates that price is expressed as a monetary value.
Percentage
Indicates that price is expressed as a rate, that is a percentage.
Yield
Indicates that price is expressed as a yield.
PendingPrice
Indicates that price is currently not available, but pending.
Status
Status
StatusCode
Status code
Reason
Reason
TradeClearing
Information related to the clearing of the contract
ClearingObligation
Indicates, whether the reported contract belongs to a class of OTC derivatives that has been declared subject to the clearing obligation and both counterparties to the contract are subject to the clearing obligation, as of the time of execution of the contract.
Cleared
Cleared
ClearingTimeStamp
Clearing Timestamp.
CCP
CCP identifier.
IntraGroup
Indicates whether the contract was entered into as an intragroup transaction.
Usage: When absent, default value is false.
TradeCollateralReport_TR
Details of collateral agreement between counterparties.
Collateralisation
Information indicating the type of collateral agreement existing between counterparties.
Collateral portfolio
Collateral portfolio
Portfolio
A unique code determined by the reporting counterparty to identify the portfolio if collateral is reported on a portfolio basis.
InitialMarginPosted
Value of the initial margin posted by the reporting counterparty to the other counterparty.
Usage:Where initial margin is posted on a portfolio basis, this field should include the overall value of initial margin posted for the portfolio.
VariationMarginPosted
Value of the variation margin posted, including cash settled, by the reporting counterparty to the other counterparty.
Usage:Where variation margin is posted on a portfolio basis, this field should include the overall value of variation margin posted for the portfolio.
InitialMarginReceived
Value of the initial margin received by the reporting counterparty from the other counterparty.
Usage:Where initial margin is received on a portfolio basis, this field should include the overall value of initial margin received for the portfolio.
VariationMarginReceived
Value of the variation margin received, including cash settled, by the reporting counterparty from the other counterparty.
Usage:Where variation margin is received on a portfolio basis, this field should include the overall value of variation margin received for the portfolio.
ExcessCollateralPosted
Value of collateral posted in excess of the required collateral.
ExcessCollateralReceived
Value of collateral received in excess of the required collateral.
TradeNewTransaction
Provides details of a new trade transaction report.
CounterpartySpecificData
Data specific to counterparties and related fields.
CommonTradeData
Data specifically related to transaction.
TradeTransaction10__1
Provides details of trade transaction.
UniqueTradeIdentifier
Unique trade Identifier (UTI) as agreed with the other counterparty.
ReportTrackingNumber
Unique number to indicate a group of reports which relate to the same execution.
ComplexTradeIdentification
Identification, internal to the reporting firm to identify all the reports related to the same execution of a combination of financial instruments. The code must be unique for the firm for the group of reports for the execution.
Usage:Field only applies when the instrument is complex.
TradingVenue
Venue of execution identified by a unique code for this venue.
In case of a contract concluded OTC, it has to be identified using specific MIC codes designating OTC transactions.
Compression
Identifies whether the contract results from a compression operation or not.
Price
Indicates the price per derivative excluding, where applicable, commission and accrued interest.
NotionalAmount
Reference amount from which contractual payments are determined.
Usage: In case of partial terminations, and amortisations and in case of contracts where the notional, due to the characteristics of the contract, varies over time, it shall reflect the remaining notional after the change took place.
PriceMultiplier
Number of units of the underlying instrument represented by a single derivative contract.
Quantity
Number of units of the financial instrument, that is, the nominal value.
UpFrontPayment
Amount of money of any up-front payment the reporting counterparty made or received.
Usage: The negative symbol to be used to indicate that the payment was made, not received.
DeliveryType
Indicates whether the financial instrument is settled physically or in cash or decided at expiration time by counterparty.
ExecutionDateTime
Indicates the date and time when the contract was executed.
EffectiveDate
Indicates the date when obligations under the contract come into effect.
MaturityDate
Indicates the original date of expiry of the reported contract.
Usage:
An early termination shall not be reported in this field.
TerminationDate
Indicates the date in the case of an early termination of the reported contract.
SettlementDate
Indicates the date of settlement of the underlying.
MasterAgreement
Details related to the master agreement.
TradeConfirmation
Provides information on whether the contract was electronically confirmed, non-electronically confirmed or remains unconfirmed.
TradeClearing
Information related to clearing of the reported contract.
InterestRate
Information related to interest rate asset class type.
Currency
Information related to currency asset class type.
Commodity
Information related to commodity asset class type.
Option
Information related to option asset class type.
Credit
Information related to credit derivative asset class type.
TradeConfirmation
Specifies time and type of contract confirmation.
Type
Specifies whether the contract was confirmed electronically or non-electronically.
TimeStamp
Date and time of the confirmation, as defined under Commission Delegated Regulation (EU) No 149/2013, indicating time zone in which the confirmation has taken place.
TradeConfirmationType1Code
Specifies whether the contract was electronically confirmed, non-electronically confirmed.
ElectronicallyConfirmed
Electronically confirmed.
NonElectronicallyConfirmed
Non-electronically confirmed.
NotConfirmed
Not confirmed.
TradeReference
Trade references
UniqueTradeIdentifier
Unique Trade identifier
CounterpartyIdentication
Counterparty identication
OtherCounterpartyIdentication
Other counterparty identication
TradeTransaction11__3
Provides details of trade transaction.
UniqueTradeIdentifier
Unique trade Identifier (UTI) as agreed with the other counterparty.
TradingCapacity7Code
Specifies the role of a trading party in a transaction.
Agent
Trading as Agent on behalf of a customer.
Principal
Trading as Principal.
Tranche
Indicates whether the derivative contract is tranched or not.
T
T
U
U
ValuationType1Code
Specifies the type used for the calculation of the valuation.
CCPValuation
Central counterparty (CCP) valuation.
MarkToMarket
Mark to market valuation.
MarkToModel
Mark to model valuation.
WeekDay1Code
Specifies the day of the week of the delivery.
Weekend
Weekend.
Weekdays
Weekdays.
Wednesday
Wednesday.
Tuesday
Tuesday.
Thursday
Thursday.
Sunday
Sunday.
Saturday
Saturday.
Monday
Monday.
Friday
Friday.
YesNoIndicator
Indicates a "Yes" or "No" type of answer for an element.
Report processing and registration message
Report processing and registration message
General information
General information
Status
Status
ReportDetails
Report details.