Scribd Logo
Upload

Welcome to Scribd!

  • Recon DD Trax

    Uploaded by

    Varun Chopra
    21 views2 pages
    This document provides field mapping information between Murex and CMRS interim name reporting standards. It lists various trade data fields such as trading venue ID, executing entity ID, trade date/time, quantity, price, and other terms for reporting fixed income transactions from the Murex system to the CMRS interim standard.

    Original Description:

    yjv

    Copyright

    © © All Rights Reserved

    Available Formats

    XLSX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    This document provides field mapping information between Murex and CMRS interim name reporting standards. It lists various trade data fields such as trading venue ID, executing entity ID, trade date/time, quantity, price, and other terms for reporting fixed income transactions from the Murex system to the CMRS interim standard.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    21 views2 pages

    Recon DD Trax

    Uploaded by

    Varun Chopra
    This document provides field mapping information between Murex and CMRS interim name reporting standards. It lists various trade data fields such as trading venue ID, executing entity ID, trade date/time, quantity, price, and other terms for reporting fixed income transactions from the Murex system to the CMRS interim standard.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 2

    Murex CMRS interim name

    Report Status (Matching Key) OriginatingEvent


    Trading Venue ID Code ExecutionVenueTradeRefID

    "ExecutionAgentParty1Value
    OR
    Executing entity identification code Party ID OR TradeParty2Value"
    Submitting Entity Identification Code Party1
    Buyer identification code
    Seller identification code

    PO - TradeExecutionTimestamp;
    Trading date time (Matching Key) NPO- EventExecutionDtTime
    Quantity QuantityUnit_TRAX
    Quantity currency
    Price PriceNotationPrice1_TRAX
    Price Currency
    Net amount Net_Amount
    Venue ExecutionVenueID or ExecutionVenueID_TRAX
    Complex Trade component id
    Notional currency 1 NotionalCurrencyleg1_TRAX
    Notional currency 2 NotionalCurrencyleg2
    Underlying index name leg1 Underlying_Index_Name
    Term of the underlying index leg1 Underlying_Index_Term
    Underlying index name leg2 Underlying_Index_Name_Leg_2
    Term of the underlying index leg2 Underlying_Index_Term_Unit_Leg_2
    Maturity date TerminationDate
    Adjusted Maturity
    Expiry date ExpirationDate or CancelationOptnExpirationDate
    Delivery type SettlementType
    Investment decision within firm Code_InvestmentDecision_WithinFirm
    Waiver Indicator Waiver_Indicator
    OTC Post Trade Indicator OTC_PostTrade_Indicator
    Original Contract ID
    Root Contract ID
    Version Number MessageSpecificationVersion
    Auto send for clearing
    Booking Entity Name Legal Entity
    Counterparty Name Counterparty
    TRN Typology
    TRN Usage
    TRN Status
    PL Currency
    Close of Business Date COBdate
    Product
    Notional Schedule
    Murex Event
    Reg recon name
    OriginatingEvent

    ExecutionVenueTradeRefID

    ExecutionAgentParty1Value
    Party1/LegalEntity

    TradeExecutionTimestamp or
    TradeExecutionTimestamp_TRA
    X

    Quantity

    PriceNotationPriceTRAX
    CurrencyOfPrice
    Net_Amount
    ExecutionVenueID or ExecutionVenueID_TRAX
    ComplextradecomponentID
    NotionalCurrencyleg1
    NotionalCurrencyleg2
    Underlying_Index_Name
    Term_Underlying_Index

    TerminationDate

    nExpirationDate

    You might also like