CFTC Guidebook: Valuation Report
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KOR Field Name
1
DSB Asset Class
2
DSB Instrument Type
3
DSB Level
4
DSB Product
5
DSB Additional Sub Product
6
DSB Base Product
7
DSB Contract Specification
8
DSB Debt Seniority
9
DSB_Delivery Type
10
DSB Instrument ISIN
11
DSB_Instrument LEI
12
DSB Notional Currency
13
DSB Notional Schedule
14
DSB Option Exercise Style
15
DSB_Option Type
16
DSB Other Additional Sub Product
17
DSB_Other Base Product
18
DSB_Other Leg Reference Rate
19
DSB Other Leg Reference Rate Term Unit
20
DSB_Other Leg Reference Rate Term Value
21
DSB_Other Leg Underlier Characteristic
22
DSB_Other Notional Currency
23
DSB_Other Reference Rate
24
DSB_Other Sub Product
25
DSB_Other Underlier Characteristic
26
DSB_Place of Settlement
27
DSB_Reference Rate
28
DSB_Reference Rate Term Unit
29
DSB_Reference Rate Term Value
30
DSB_Return or Payout Trigger
31
DSB_Settlement Currency
32
DSB_Sub Product
33
DSB_Underlier Characteristic
34
DSB_Underlying Asset Type
35
DSB_Underlying Credit Index Series
36
DSB_Underlying Credit Index Version
37
DSB_Underlying Instrument Index
38
DSB_Underlying Instrument Index Prop
39
DSB_Underlying Instrument Index Term Unit
40
DSB_Underlying Instrument Index Term Value
41
DSB_Underlying instrument ISIN
42
DSB_Underlying instrument LEI
43
DSB_Underlying Instrument UPI
44
DSB_Underlying Issuer Type
45
DSB_Valuation Method or Trigger
46
DSB_Last Update Date Time
47
DSB_Status
48
DSB_Status Reason
49
DSB_UPI
50
DSB_CFI Delivery Type
51
DSB_CFI Option Style and Type
52
DSB_Classification Type
53
DSB_Single or Multiple Currency
54
DSB_Further Grouping
55
DSB_Category
56
DSB_Group
57
DSB_Option Style and Type
58
Currency Of Variation Margin Posted (Pre-Haircut)
59
Counterparty 1
60
Counterparty 2
61
Counterparty 2 Identifier Source
62
Submitter Identifier
63
Action Type
64
Reporting Timestamp
65
Unique Swap Identifier
66
Unique Transaction Identifier
67
Next Floating Reference Reset Date Leg 1
68
Next Floating Reference Reset Date Leg 2
69
Last Floating Reference Value Leg 1
70
Last Floating Reference Value Leg 2
71
Last Floating Reference Reset Date Leg 1
72
Last Floating Reference Reset Date Leg 2
73
Delta
74
Valuation Amount
75
Valuation Currency
76
Valuation Method
77
Valuation Timestamp
78
Initial Margin Collateral Portfolio Code
79
Variation Margin Collateral Portfolio Code
80
Asset Class
81
Message Submitted Timestamp
82
Submission Identifier
83
Report Date
84
Counterparty 1 Identifier Source
85
DSB Unique product identifier (UPI)
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RS Field Tag
CFTC Guidebook Reports Applicable
CFTC Report: Display Name (non Real-time)
CFTC Reports: guidebook conversion logic
CFTC Guide Book Applicable
CFTC Report: GB: Valuation
DSBAssetClass
DSBAstCl
N/A
UPI
DSBInstrumentType
DSBInstrTyp
N/A
UPI
DSBLevel
DSBLvl
N/A
UPI
DSBProduct
DSBPrd
N/A
UPI
DSBAdditionalSubProduct
DSBAddSubPrd
N/A
UPI
DSBBaseProduct
DSBBsPrd
N/A
UPI
DSBContractSpecification
DSBStdCntrctSpec
N/A
UPI
DSBDebtSeniority
DSBDbtSnr
N/A
UPI
DSBDeliveryType
DSBDlvrTyp
N/A
UPI
DSBInstrumentISIN
DSBInstrISIN
N/A
UPI
DSBInstrumentLEI
DSBInstrLEI
N/A
UPI
DSBNotionalCurrency
DSBNotlCcy
N/A
UPI
DSBNotionalSchedule
DSBNotlSched
N/A
UPI
DSBOptionExerciseStyle
DSBOptExerSty
N/A
UPI
DSBOptionType
DSBOptTyp
N/A
UPI
DSBOtherAdditionalSubProduct
DSBOthAddSubPrd
N/A
UPI
DSBOtherBaseProduct
DSBOthBsPrd
N/A
UPI
DSBOtherLegReferenceRate
DSBOthLegRefRt
N/A
UPI
DSBOtherLegReferenceRateTermUnit
DSBOthLegRefRtTrmUnt
N/A
UPI
DSBOtherLegReferenceRateTermValue
DSBOthLegRefRtTrmVal
N/A
UPI
DSBOtherLegUnderlierCharacteristic
DSBOthLegUndlrChar
N/A
UPI
DSBOtherNotionalCurrency
DSBOthNotlCcy
N/A
UPI
DSBOtherReferenceRate
DSBOthRefRt
N/A
UPI
DSBOtherSubProduct
DSBOthSubPrd
N/A
UPI
DSBOtherUnderlierCharacteristic
DSBOthUndlrChar
N/A
UPI
DSBPlaceofSettlement
DSBPlcStlmnt
N/A
UPI
DSBReferenceRate
DSBRefRt
N/A
UPI
DSBReferenceRateTermUnit
DSBRefRtTrmUnt
N/A
UPI
DSBReferenceRateTermValue
DSBRefRtTrmVal
N/A
UPI
DSBReturnorPayoutTrigger
DSBRtnPyotTrg
N/A
UPI
DSBSettlementCurrency
DSB StlmtCcy
N/A
UPI
DSBSubProduct
DSBSubPrd
N/A
UPI
DSBUnderlierCharacteristic
DSBUndlrChar
N/A
UPI
DSBUnderlyingAssetType
DSBUndlyAstTyp
N/A
UPI
DSBUnderlyingCreditIndexSeries
DSBUndlyCrIdxSer
N/A
UPI
DSBUnderlyingCreditIndexVersion
DSBUndlyCrIdxVer
N/A
UPI
DSBUnderlyingInstrumentIndex
DSBUndlyInstrIdx
N/A
UPI
DSBUnderlyingInstrumentIndexProp
DSBUndlyInstrIdxPrp
N/A
UPI
DSBUnderlyingInstrumentIndexTermUnit
DSBUndlyInstrIdxTrmUnt
N/A
UPI
DSBUnderlyingInstrumentIndexTermValue
DSBUndlyInstrIdxTrmVal
N/A
UPI
DSBUnderlyinginstrumentISIN
DSBUndlyInstrISIN
N/A
UPI
DSBUnderlyinginstrumentLEI
DSBUndlyInstrLEI
N/A
UPI
DSBUnderlyingInstrumentUPI
DSBUndlyInstrUPI
N/A
UPI
DSBUnderlyingIssuerType
DSBUndlyIssTyp
N/A
UPI
DSBValuationMethodorTrigger
DSBValuMthdTrg
N/A
UPI
DSBLastUpdateDateTime
DSBLstUptDttm
N/A
UPI
DSBStatus
DSBSts
N/A
UPI
DSBStatusReason
DSBStsRsn
N/A
UPI
DSBUPI
DSBUPI
N/A
UPI
DSBCFIDeliveryType
DSBCFIDlvrTyp
N/A
UPI
DSBCFIOptionStyleandType
DSBCFIOptStyTyp
N/A
UPI
DSBClassificationType
DSBClsTyp
N/A
UPI
DSBSingleorMultipleCurrency
DSBSglMultCcy
N/A
UPI
DSBFurtherGrouping
DSBFthrGrpg
N/A
UPI
DSBCategory
DSBCtgry
N/A
UPI
DSBGroup
DSBGrp
N/A
UPI
DSBOptionStyleAndType
DSBOptStyTyp
N/A
UPI
currencyOfVariationMarginPostedPreHaircut
CcyVarMarPost
N/A
CFTC Tech Spec
counterparty1
CP1
N/A
CFTC Tech Spec
VA01
counterparty2
CP2
N/A
CFTC Tech Spec
VA02
counterparty2IdentifierSource
CP2IDSrc
N/A
CFTC Tech Spec
VA03
submitterIdentifier
SbmID
N/A
CFTC Tech Spec
VA04
actionType
ActnTyp
N/A
CFTC Tech Spec
VA05
reportingTimestamp
RptTS
N/A
CFTC Tech Spec
VA06
uniqueSwapIdentifier
USI
N/A
CFTC Tech Spec
VA07
uniqueTransactionIdentifier
UTI
N/A
CFTC Tech Spec
VA08
nextFloatingReferenceResetDateLeg1
NextFltRefRstDtLeg1
N/A
CFTC Tech Spec
VA09
nextFloatingReferenceResetDateLeg2
NextFltRefRstDtLeg2
N/A
CFTC Tech Spec
VA10
lastFloatingReferenceValueLeg1
LastFltRefValLeg1
N/A
CFTC Tech Spec
VA11
lastFloatingReferenceValueLeg2
LastFltRefValLeg2
N/A
CFTC Tech Spec
VA12
lastFloatingReferenceResetDateLeg1
LastFltRefRstDtLeg1
N/A
CFTC Tech Spec
VA13
lastFloatingReferenceResetDateLeg2
LastFltRefRstDtLeg2
N/A
CFTC Tech Spec
VA14
delta
Delta
N/A
CFTC Tech Spec
VA15
valuationAmount
ValuAmt
N/A
CFTC Tech Spec
VA16
valuationCurrency
ValuCcy
N/A
CFTC Tech Spec
VA17
valuationMethod
ValuMthd
N/A
CFTC Tech Spec
VA18
valuationTimestamp
ValuTS
N/A
CFTC Tech Spec
VA19
initialMarginCollateralPortfolioCode
InitMarCollatPortCd
N/A
CFTC Tech Spec
VA20
variationMarginCollateralPortfolioCode
VarMarCollatPortCD
N/A
CFTC Tech Spec
VA21
assetClass
AstCl
N/A
UPI
VA22
messageSubmittedTimestamp
SDRRcptTS
N/A
ALL
VA23
submissionIdentifier
SDRSubmID
N/A
ALL
VA24
N/A
RptDt
Generated upon creation of report as the report date that aligns with the date in the file name
ALL
VA25
counterparty1IdentifierSource
CP1IDSrc
N/A
ALL
VA26
DSBUniqueProductIdentifier
UPI
sourced from uniqueProductIdentifier
UPI
VA27
85 records

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