Tag | FieldName | AbbrName | Type | Desc | Pattern |
---|
1152 | LegNumber | LegNo | int | Allow sequencing of Legs for a Strategy to be captured | |
1153 | SettlementCycleNo | CycleNo | int | Settlement cycle in which the settlement obligation was generated | |
1154 | SideCurrency | Ccy | Currency | Used to identify the trading currency on the Trade Capture Report Side | |
1155 | SideSettlCurrency | SettlCcy | Currency | Used to identify the settlement currency on the Trade Capture Report Side | |
1157 | CcyAmt | CcyAmt | Amt | Net flow of Currency 1 | |
1158 | NoSettlDetails | NoSettlDetails | NumInGroup | Used to group Each Settlement Party | |
1159 | SettlObligMode | SettlMode | int | Used to identify the reporting mode of the settlement obligation which is either preliminary or final | |
1160 | SettlObligMsgID | SettlMsgID | String | Message identifier for Settlement Obligation Report | |
1161 | SettlObligID | SettlID | String | Unique ID for this settlement instruction. | |
1162 | SettlObligTransType | SettlTransTyp | char | Transaction Type - required except where SettlInstMode is 5=Reject SSI request | |
1163 | SettlObligRefID | SettlRefID | String | Required where SettlInstTransType is Cancel or Replace | |
1164 | SettlObligSource | SettlSrc | char | Used to identify whether these delivery instructions are for the buyside or the sellside. | |
1165 | NoSettlOblig | NoSettlOblig | NumInGroup | Number of settlement obligations | |
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'Tag = xxx'> where xxx is a tag number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'Tag = xxx and Enum = yyy'> where xxx is a tag number and yyy is an enum string may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.
Name | Ind | Tag | Reqd | Description |
---|
TradeCaptureReport | 0 | 15 | No | Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout |
TradeCaptureReport | 0 | 120 | No | Contra currency of the deal. Used to qualify CalculatedCcyLastQty |
TradeCaptureReportAck | 0 | 15 | No | Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout |
TradeCaptureReportAck | 0 | 120 | No | Contra currency of the deal. Used to qualify CalculatedCcyLastQty |
| 0 | StandardHeader | Yes | MsgType = BQ |
| 0 | 715 | No |
|
| 0 | 1153 | No | Settlement cycle in which the settlement obligation was generated |
| 0 | 1160 | Yes | Unique identifier for this message |
| 0 | 1159 | Yes | Used to identify the reporting mode of the settlement obligation which is either preliminary or final |
| 0 | 58 | No | Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. |
| 0 | 354 | No |
|
| 0 | 355 | No |
|
| 0 | 60 | No | Time when the Settlemnt Obligation Report was created. |
| 0 | SettlObligationInstructions | Yes | |
| 0 | StandardTrailer | Yes |
|
TrdCapRptSideGrp | 1 | 430 | No | Code to represent whether value is net (inclusive of tax) or gross. |
TrdCapRptSideGrp | 1 | 1154 | No | Used to Identify the Currency of the Trade Report Side. |
TrdCapRptSideGrp | 1 | 1155 | No | Used to Identify the Settlement Currency of the Trade Report Side. |
TrdCapRptSideGrp | 1 | SettlDetails | No | Conveys settlement account details reported as part of obligation |
TrdInstrmtLegGrp | 1 | 1152 | No | Allow sequencing of Legs for a Strategy to be captured |
TrdCapRptAckSideGrp | 1 | 430 | No | Code to represent whether value is net (inclusive of tax) or gross. |
TrdCapRptAckSideGrp | 1 | 1154 | No | Used to Identify the Currency of the Trade Report Side. |
TrdCapRptAckSideGrp | 1 | 1155 | No | Used to Identify the Settlement Currency of the Trade Report Side. |
TrdCapRptAckSideGrp | 1 | SettlDetails | No | Conveys settlement account details reported as part of obligation |
| 0 | 1165 | No | Number of Settlement Obligations |
| 1 | 430 | No |
|
| 1 | 1161 | No | Unique ID for this settlement instruction |
| 1 | 1162 | No | New, Replace, Cancel, or Restate |
| 1 | 1163 | No | Required where SettlObligTransType(1162) is Cancel or Replace. The SettlObligID(1161) of the settlement obligation being canceled or replaced. |
| 1 | 1157 | No | Net flow of currency 1 |
| 1 | 119 | No | Net flow of currency 2 |
| 1 | 15 | No | Currency 1 in the stated currency pair, the dealt currency |
| 1 | 120 | No | Currency 2 in the stated currency pair, the contra currency |
| 1 | 155 | No | Derived rate of Ccy2 per Ccy1 based on netting |
| 1 | 64 | No | Value Date |
| 1 | Instrument | No | Used to express the instrument in which settlement is taking place |
| 1 | Parties | No |
|
| 1 | 168 | No | Effective (start) date/time for this settlement instruction |
| 1 | 126 | No | Termination date/time for this settlement instruction. |
| 1 | 779 | No | Date/time this settlement instruction was last updated (or created if not updated since creation). |
| 1 | SettlDetails | No | Conveys settlement account details reported as part of obligation |
| 0 | 1158 | No | Number of settlement parties |
| 1 | 1164 | No | Indicates the Source of the Settlement Instructions |
| 1 | SettlParties | No | Carries settlement account information |
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx and Position = yyy'> where xxx is a MsgID number and yyy is an Position number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx'> where xxx is a MsgID number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx'> where xxx is a MsgID number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.