| Message name | Description | WWW |
|---|
| auth.030.001.03 | Derivatives Trade Report (TAR)
EoD message containing all types of action types (AT) sent during the previous working day | |
| auth.108.001.01 | Derivatives Trade Margin Data Report (Margin TAR)
EoD message containing all margins (collaterals) sent during the previous working day | |
| auth.107.001.01 | Derivatives Trade State Report (TSR)
EoD message containing the latest trade states of all outstanding derivatives as of the given date | |
| auth.109.001.01 | Derivatives Trade Margin Data Transaction State Report (Margin TSR)
EoD message containing the latest margin (collateral) state assigned to outstanding derivatives as of the given date | |
| auth.092.001.04 | Derivatives Trade Rejection Statistical Report
immediate response and EoD message containing statistics on accepted and rejected reports/transactions with details of rejections as of the given date | |
| auth.091.001.02 | Derivatives Trade Reconciliation Statistical Report
immediate response and EoD message containing reconciliation statuses of all reported derivatives subject to reconciliation as of the given date | |
| auth.106.001.01 | Derivatives Trade Warnings Report
EoD message containing three sections:
1/ missing valuation - a list of outstanding derivatives for which no valuation has been reported, or for which the valuation that was reported is dated more than 14 calendar days earlier than the day for which the report is generated
2/ missing margins - a list of outstanding derivatives for which no margin information has been reported, or for which the margin information that was reported is dated more than 14 calendar days earlier than the day for which the report is generated
3/ abnormal values - a list of action types received during the previous working day and whose notional amount is abnormal for that class of derivatives | |
| head.001.001.01 | Business Application Header
The header attached to outgoing messages | |
| head.003.001.01 | The envelope message
to wrap BAH and auth.030 or auth.108 | |
