PositionReport (MsgType = AP, FIXML = PosRpt)

Unique identifier for this position entity.

Unique identifier for the Request for Positions associated with this report

This field should not be provided if the report was sent unsolicited.

Will be 7=Net Position if the report contains net position information for margin requirements.

Indicates action that triggered the Position Report.

Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited.

Used to subscribe / unsubscribe for trade capture reports

If the field is absent, the value 0 will be the default

Total number of Position Reports being returned

Total number of reports returned in response to a request.

Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD).

Result of a Request for Position

Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request.

Type of regulatory report.

May be used when the business event date differs from when the regulatory report is actually being submitted (typically specified in TrdRegTimestamps component).

Specifies the first or only reference currency of the trade.

UnderlyingComplexEventCurrencyOneCodeSource(2948) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent.

Applicable for complex FX option strategies.

Used to report volume with a trade

The business date previous to the clearing business date referred to by this maintenance request.

When the transaction is cleared and included in a portfolio of transactions this identifies the portfolio by its unique identifier.

In the context of EU SFTR reporting this applies to cleared transactions grouped in a portfolio for which margins are exchanged.

Identifies a specific settlement session

SubID value associated with SettlSessID(716)

Code to represent the price type.

Currency code of settlement denomination.

Identifies class or source of the SettlCurrency(120) value.

Used to identify the event or source which gave rise to a message

Indicates whether the trade or position being reported was cleared through a clearing organization.

Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type.

Used to describe the ownership of the position.

Indicates if the position has been terminated.

The date of a contract's early termination or other post-trade event when the event is prior to the contract natural end or maturity not defined as part of the security's reference data or contractual terms/agreement.

Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties.

In the context of EMIR this refers to Regulation (EU) 648/2012 Article 3 "intragroup transactions" section 1 which states: "In relation to a non-financial counterparty, an intragroup transaction is an OTC derivative contract entered into with another counterparty which is part of the same group provided that both counterparties are included in the same consolidation on a full basis and they are subject to an appropriate centralised risk evaluation, measurement and control procedures and that counterparty is established in the Union or, if it is established in a third country, the Commission has adopted an implementing act under Article 13(2) in respect of that third country. Canada's similar requirement is under Appendix A to OSC Rule 91-507."

Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties.

Free form text to specify additional trade continuation information or data.

Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.

Specifies how the trade is collateralized.

In the context of Dodd-Frank, all values shown except for 4 (Net exposure) apply.

In the context of ESMA EU SFTR reporting only the values 1 (Uncollateralized), 3 (Fully collateralized) and 4 (Net exposure) apply.

Account may also be specified through via Parties Block using Party Role 27 which signifies Account

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

Type of account associated with the order (Origin). Account may also be specified through via Parties Block using Party Role 27 which signifies Account

The type of identification taxonomy used to identify the security.

Identifies currency used for price or quantity fields, depending on the asset class being traded. CurrencyCodeSource(2897) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent.

Absence of this field is interpreted as the default currency for the security as defined by the respective reference data. It is recommended that systems provide the currency value whenever possible.

For securities trading and digital assets traded securities-style, identifies the currency used to denote the price. Absence of this field is interpreted as the default for the security. For Foreign Exchange (FX) and digital assets traded FX-style, identifies the dealt currency used to denominate the quantity related field(s).

Identifies class or source of the Currency(15) value.

Position Settlement Date

Settlement price

Expresses whether to multiply or divide SettlPrice(730) to arrive at the amount reported in PosAmt(708).

FX forward points added to SettlPrice(730). The value is expressed in decimal form and may be a negative.

As an example, 61.99 points is expressed as 0.006199.

Used to express the unit of measure of the settlement price if different from the contract.

Indicates the currency of the settlement price unit of measure if expressed in another currency than the base currency.

Conditionally required when SettlPriceUnitOfMeasure(1886)=Ccy.

Identifies the class or source of the SettlPriceUnitOfMeasureCurrency(1887) value.

Values = Final, Theoretical

Previous settlement price

Risk adjusted price used to calculate variation margin on a position.

For a forward position this is an appropriate value to discount the mark to market amount from the contract’s maturity date back to present value.

Valuation date of the position(s) in this report

Valuation time of the position(s) in this report

Business center of ValuationDate(2085) and ValuationTime(2086). Single value only.

Used to indicate if a Position Report is matched or unmatched

Specifies the number of legs that make up the Security

The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614).

Date when the collateral is to be assessed or assigned.

Specifies the number of underlying legs that make up the Security

Timestamp when the business transaction represented by the message occurred.

Insert here the set of "Position Qty" fields defined in "Common Components of Application Messages"

Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"

Trade side of payout payer.

RegNonRegInd

Date of delivery.

Type of pricing model used

The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based.

This value is normally between -1.0 and 1.0.

Indicates whether a restriction applies to short selling a security.

Free format text string

(Note: this field does not have a specified maximum length)