Defines a scheme for expressing the level of reporting for regulatory reporting
2016-06-13
reportingLevelScheme
1-0
http://www.fpml.org/coding-scheme/reporting-level
http://www.fpml.org/coding-scheme/reporting-level
http://www.fpml.org/coding-scheme/reporting-level-1-0.xml
Code
63
Source
Description
key
Position
FpML
Code indicates that this is reported at the Position level. Position level means a collection (or portfolio) of trades all of which are on the identical security, which have been aggregated into a net position in that security, and this is represented by a single FpML trade conveying the aggregate exposure. This is equivalent to the SFTR “Position” (PSTN) value. It is not to be used for OTC derivative transaction.
Trade
FpML
Code indicates that this is reported on a trade by trade basis. SFTR synonym: Transaction. Value matches CPMI-IOSCO CDE, CFTC Part 45 (2019), EMIR, and MIFID ‘Trade' value and to SFTR 'Single Transaction' value.