NSD’s trade repository messages specifications

Current specification

Appendix 1 to the Rules for the provision of repository services by NSD Repository “Forms of Messages to Be Submitted in Hard Copy or in Electronic Format in the Course of Data Interchange with the Repository”

Forms of Messages Sent to the Repository

Document code Document type XML root Product Sender
CM010 Master Agreement Reporting Form nonpublicExecutionReport MasterAgreementTerms Reporting Agent
СМ011 Master Agreement Termination Reporting Form nonpublicExecutionReport (Event.model = MasterAgreementTermination) Reporting Agent
CM021 Foreign Exchange Swap Contact Form nonpublicExecutionReport fxSwap Reporting Agent
CM022 Foreign Exchange Spot Or Forward Transaction Form nonpublicExecutionReport fxSingleLeg Reporting Agent
CM023 Foreign Exchange Option Contract Form nonpublicExecutionReport fxOption Reporting Agent
CM024 Foreign Exchange Digital Option Contract Form nonpublicExecutionReport fxDigitalOption Reporting Agent
CM031 Forward Rate Agreement Form nonpublicExecutionReport fra Reporting Agent
CM032 Interest Rate Swap Contract Form nonpublicExecutionReport swap Reporting Agent
CM033 Interest Rate Cap/Floor/Collar Contract Form nonpublicExecutionReport capFloor Reporting Agent
CM034 Swaption Contract Form nonpublicExecutionReport swaption Reporting Agent
CM041 Repo Contract Form nonpublicExecutionReport repo Reporting Agent
CM042 Bond Spot Transaction Form nonpublicExecutionReport bondSimpleTransaction Reporting Agent
CM043 Bond/Index Forward Contract Form nonpublicExecutionReport bondForward Reporting Agent
CM044 Bond Option Form nonpublicExecutionReport bondOption Reporting Agent
CM045 Index/Bond Basket Option Contract Form nonpublicExecutionReport basketBondOption Reporting Agent
CM046 Equity Spot Transaction Form nonpublicExecutionReport equitySimpleTransaction Reporting Agent
CM047 Equity Forward Contract Form nonpublicExecutionReport equityForward Reporting Agent
CM048 Equity Option Contract Form nonpublicExecutionReport equityOption Reporting Agent
CM051 Commodity Forward Contract Form nonpublicExecutionReport commodityForward Reporting Agent
CM052 Commodity Option Contract Form nonpublicExecutionReport commodityOption Reporting Agent
CM053 Commodity Swap Form nonpublicExecutionReport commoditySwap Reporting Agent
CM054 Commodity Swaption Contract Form nonpublicExecutionReport commoditySwaption Reporting Agent
CM061 Bond Swap Contract Form nonpublicExecutionReport bondSwap Reporting Agent
CM062 Equity Swap Contract Form nonpublicExecutionReport equitySwap Reporting Agent
CM071 Credit Default Swap Contract Form nonpublicExecutionReport creditDefaultSwap Reporting Agent
CM072 Credit Default Swaption Contract Form nonpublicExecutionReport creditDefaultSwaption Reporting Agent
CM081 General Product Contract Form nonpublicExecutionReport generalProduct Reporting Agent
CM092 Credit Support Transfer Reporting Form nonpublicExecutionReport (Event.model = TransfersAndExecution) Reporting Agent
СМ093 Contract Obligation Status Reporting Form nonpublicExecutionReport (Event.model = executionStatus) Reporting Agent
CM094 Mark To Market Valuation Reporting Form nonpublicExecutionReport (Event.model = markToMarketValuation) Reporting Agent
CM083 Repo Bulk Report nonpublicExecutionReport repoBulkReport Reporting Agent
CM084 Foreign Exchange Swap Bulk Report nonpublicExecutionReport fxSwapBulkReport Reporting Agent
CM085 Foreign Exchange Spot Bulk Report nonpublicExecutionReport fxSingleLegBulkReport Reporting Agent
CM001 Confirmation Of Request Parameters nonpublicExecutionReportAcknowledgement Any Product Reporting Agent
Reporting Agent
CM002 Disagreement Notification With Request Parameters nonpublicExecutionReportException Any Product Reporting Agent
CM003 Message Retraction nonpublicExecutionReportRetracted Any Product Reporting Agent
CM004 Request For A Statement Report statementRequest - Reporting Agent / Client / Arbitrator / Liquidation commission / Central Bank of the Russian Federation
СМ016 Application For Designation Of Reporting Agent nonpublicExecutionReport designationRA Client
СМ017 Rejection Notification nonpublicExecutionReport rejectionRA Reporting Agent
CM015 Credit Support Annex Reporting Form nonpublicExecutionReport creditSupportAnnex Reporting Agent
СМ018 Application to sign up for the Provision of remote access to Repository services, with the additional format and logical check service Hard copy Client
СМ013 Notification on document revocation Client
CM005 Request for Repository’s Reports in Electronic Format (hard copy only) Client / Reporting Agent
CM006 Application for Identification Code Assignment (hard copy only) Client / Reporting Agent
CM007 Application for Identification Code Purpose Change (hard copy only) Client / Reporting Agent
СМ009 Application for Identification Code Use Discontinuance (hard copy only) Client / Reporting Agent
СМ012 Reporting Refusal Notification Client
СМ014 Notification of Repository Services Agreement Termination Client

Forms of Messages Sent by the Repository

Document code Document type XML root Product Receiver
RM001 Registration Notification nonpublicExecutionReportAcknowledgement Any product Reporting Agent
RM002 Registration/Execution Rejection Notification nonpublicExecutionReportException Any product Reporting Agent
RM003 Notification On Message Status eventStatusResponse Any product Reporting Agent
RM004 Statement Report statementReport Any product Reporting Agent
RM005 Confirmation Request nonpublicExecutionReport Any product Reporting Agent
RM006 Notification On Discrepancy In The Parameters Of Messages reportDifference Any product Reporting Agent
RM007 Pending Messages Notification pendingMessagesReport Any product Reporting Agent
RM008 Electronic Format Report Handover Certificate Hard copy only - Client / Reporting Agent
RM009 Statement Report From Section 1 Of The Contracts Register IncomingMessagesStatementReport Any product Reporting Agent / Client /  Arbitrator / Liquidation commission / Central Bank of the Russian Federation
RM010 Notification On Resignation Of Reporting Agent Or Termination Of Repository Agreement With A Repository Client RepositoryAgreementTerminationNotification - Client