This section of the learning center provides you with detailed interactive report guides for each individual GTR report, organized by asset class.

Note: Reports are removed after seven (7) days. GTR strongly recommends that clients save their batch download reports, and the daily reports to a secure local drive. After the reports are purged from the web portal, it is not possible to make them available again.

Report Publication Times:

Trades will appear on GTR reports on submission date+1. Exact publication times vary according to daily volumes. Each data center (US, Europe, Singapore) publishes Production and UAT reports in their respective local timezones. 

  • DDR: US, Canada and HK publish Monday to Saturday (EST and EDT)
  • DDRJ: Japan publishes Monday to Saturday (EST and EDT)
  • DDRL: EU publishes Monday to Saturday (UTC)
  • DDRS: Singapore and Australia publish Monday to Friday (SST)

 

UTC = Coordinated Universal Time; used globally; as GMT but does not change for daylight saving
EST = Eastern Standard Time; UTC−5; used in the Eastern Time Zone (North America) when observing standard time (Winter and Autumn)
EDT = Eastern Daylight Time; UTC−4; used in the Eastern Time Zone (North America) when observing daylight saving (Spring and Summer)
SST (or SGT or WPS) = Singapore Standard Time; UTC+8; used in Singapore; does not change for daylight saving
 

Report Essentials

REPORT USED FOR USED BY COVERAGE SHOWS NOTES
MESSAGE LEVEL     Jurisd. Includes Excludes Issued    
NACK Report Audit of NACKd messages submitted by you (the 'Data Submitter') Data Submitter ALL NACKd messages submitted by the data submitter that day ACKd or WACKd messages

Per Data Center:

Core per asset class

Lite

ETD

Trade details 

NACK only

Errors

NACKs must be corrected referring to the 'Field Details' spreadsheet relevant to that asset class and product. Field Details SS is found in the 'Supported Message Types' zip (per asset class/Core/Lite/ETD).
ACK Report Audit of ACKd messages submitted by you (the 'Data Submitter') Data Submitter (can also be Trade Party) ALL ACKd messages submitted by and/or on behalf of self and allege that day NACKd messages

Per Data Center:

Core per asset class

Lite

ETD

Trade details 

ACK only 

 
WACK Report Audit of WACKd messages submitted by you (the 'Data Submitter') Data Submitter ALL WACKd messages submitted by the data submitter that day ACKd or NACKd messages

Per Data Center:

Core per asset class

Lite

ETD

Trade details 

WACK only

Errors

WACKs only prevent reporting in HKMA.
Submission Report Audit of all messages submitted by you (the 'Data Submitter') Data Submitter ALL All messages submitted by the data submitter that day Alleges

Per Data Center:

Core per asset class

ETD

Trade details

ACK/NACK status 

 
Activity Report Audit of ACKd messages relevant to you (the 'Trade Parties') Trade Party ALL ACKd messages submitted by and/or on behalf of self and allege that day NACKd messages

Per Data Center:

Core per asset class

Lite

ETD

Trade details

Alleges

ACK only 

 
Real Time Status Report Audit of RT messages submitted by you (the 'Data Submitter') Data Submitter CFTC OTC Core trades submitted using RT messages only Not ETD or non-CFTC trades

CFTC only

Core per asset-class

Trade details 

RT status 

Under Dodd-Frank, certain CFTC reportable trades must be reported within 15mins, hence the need for the 'Real-Time' message type.
POSITION LEVEL     Jurisd. Includes Excludes Issued    
Enhanced Position Report Portfolio Reconciliation Trade Party ALL OTC Core trades only Not OTC Lite or ETD

Per Data Center:

Core per asset-class

EOD position

Trade details

Alleges

Collateral

Valuation

ESMA TR reconciliation status

Larger data set than ESMA Position Report
ESMA OTC Position Report Portfolio Reconciliation Trade Party ESMA only ESMA OTC Core and Lite trades only Not ETD or non-EU trades ESMA only per asse

EOD position

Trade details

Alleges

Collateral

Valuation

ESMA TR reconciliation status

Limited to the EMIR RTS fields
ESMA ETD Position Report Portfolio Reconciliation Trade Party ESMA only ESMA ETD trades only Not OTC or non-EU trades

ESMA only

ETD

EOD position

Trade details

Alleges

Collateral

Valuation

ESMA TR reconciliation status

Limited to the EMIR RTS fields
EURO TR RECON LEVEL     Jurisd. Includes Excludes Issued    
LEI/UTI Validations Report ITR Reconciliation Trade Party ESMA only LEI errors (expired/duplicated/not corroborated) UTI validation errors already captured in the NACK report

ESMA only

OTC and ETD on one report

LEIs and UTIs 

LEI status

LEI errors

UTI validation is actually done at the ACK/NACK stage i.e. this stage/report is concerned with LEIs only.
Pairing Exceptions Report ITR Reconciliation Trade Party ESMA only LEI and UTI pairing errors  

ESMA only

OTC and ETD on one report

LEIs and UTIs

Pair status

Pair errors

 
Unmatch Report ITR Reconciliation Trade Party ESMA only Correct/incorrect status of 44 trade detail fields; allege-side  

ESMA only

OTC and ETD on separate reports

Trade details

Alleges 

Match status

Match errors

Both sides of the trade are shown side-by-side. Any column where both trade and allege fields are populated indicates a mismatch in the data submitted and, therefore, needs to be corrected and re-submitted.

 

BILLING REPORTS                
Substantiation Report Billing verification Data Submitter (can also be Trade Party) ALL All one's billable positions for that month  

Per Data Center:

OTC Core

OTC Lite

ETD

Trade details

OTC positions billed

ETD position billed

Remote delegated positions billed 

Reports are purged every two years in all jurisdictions.

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