Version date: 29 May 2018 - onwards
TR Question 47: Reporting of deliverable currencies [last update 29 May 2018]
Reporting of deliverable currencies
How should the fields Deliverable currency and Delivery currency 2 be populated (Table 2 fields 11 and 61)?
TR Answer 47
The Deliverable currency field should be populated for all single currency derivatives, as well as those with a specific FX component. The field should be populated as the currency of the underlying to be delivered in the case of a physically settled derivative or the settlement currency, if the derivative is to be cash settled.
The Delivery currency 2 field should be populated for those derivatives with an FX component for which two currencies are delivered. If both Deliverable currency and Delivery currency 2 are populated, the field Deliverable currency should be populated with the first currency sorted in alphabetical order.