TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
1850TradeAllocAmtReasonRsnintReserved1000Plus

Specifies the reason for an amount type when reported on an allocation. Useful when multiple instances of the same amount type are reported.


PosAmtReasonCodeSet
0=

Options settlement

Added EP107 [OptionsSettlement]
1=

Pending erosion adjustment

Added EP107 [PendingErosionAdjustment]
2=

Final erosion adjustment

Added EP107 [FinalErosionAdjustment]
3=

Tear-up coupon amount

Added EP107 [TearUpCouponAmount]
4=

Price alignment interest

To minimize the impact of daily cash variation margin payments on the pricing of interest rate swaps, the Clearing House will charge interest on cumulative variation margin received and pay interest on cumulative variation margin paid in respect of these instruments. This interest element is known as price alignment interest.

Added EP107 Updated EP141 [PriceAlignmentInterest]
5=

Delivery invoice charges

Added EP107 [DeliveryInvoiceCharges]
6=

Delivery storage charges

Added EP107 [DeliveryStorageCharges]
Added EP141
Used in components:
[TradeAllocAmtGrp]