Aggregate open position

This section lists the aggregate open positions reports per derivative class. The open positions are calculated using the nominal values (FINFRAG Transaction Details field number 22 – Nominal value 1) of every reported trade on a given date.

Aggregate transaction volumes

This section lists the aggregate transaction volumes per derivative class. The aggregate volumes are calculated summing all new UTIs reported during the relevant period.

Aggregate value

This section lists the aggregate value reports per derivative class. The aggregate values are calculated using the mark to market value (FINFRAG Transaction Details field number 35 – Market Value of Contract) of all outstanding trades on a given date.