NSD’s trade repository messages specifications
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Current specification
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Specification
Current
Accepted
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Monthly Statistic
CollateralBalance
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Field
Type
Description
Print form title
FFSM title
Properties
Conditions
Choice begin
Branch1
cashCollateral
CashCollateral
Cash collateral
1-1,
mfr
Branch2
securityCollateral
SecurityCollateral
Security colateral
1-1,
mfr
Choice end
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CollateralBalance
Selecting one of variants:
cashCollateral
(CashCollateral)
assetReference
(AssetReference)
Refers to the asset which specifies the currency of the cash being delivered or returned.
nominalAmount
(decimal)
The amount of cash to be moved.
valueDate
(date)
The date on which the proposed collateral will be settled.
marketValue
(Money)
currency
(Currency)
The currency in which an amount is denominated.
Code of currency of denomination.
amount
(decimal)
The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.
haircut
(decimal)
The amount to which the collaterals market value will be discounted to take into account the ability to realize the value of that collateral.
collateralValue
(Money)
This is the value of the proposed collateral after the application of the haircut.
currency
(Currency)
The currency in which an amount is denominated.
Code of currency of denomination.
amount
(decimal)
The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.
securityCollateral
(SecurityCollateral)
assetReference
(AssetReference)
Refers to the asset which specifies the securities being delivered or returned.
valueDate
(date)
The date on which the proposed collateral will be settled.
Selecting one of variants:
Group
nominalAmount
(Money)
Nominal amount of the securities to be delivered or to be moved as a collateral.
currency
(Currency)
The currency in which an amount is denominated.
Code of currency of denomination.
amount
(decimal)
The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.
cleanPrice
(decimal)
Bond clean price, expressed in percentage points, 100 is the initial value of the bond.
accruals
(decimal)
Accruals, relationship is clean price and accruals equals dirty price, all prices are expressed in percentage points, 100 is the initial value of the bond.
dirtyPrice
(decimal)
Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.
Group
numberOfUnits
(decimal)
The number of units (index or securities).
unitPrice
(Money)
The price of each unit.
currency
(Currency)
The currency in which an amount is denominated.
Code of currency of denomination.
amount
(decimal)
The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.
marketValue
(Money)
The value of the proposed collateral movement prior to the application of any haircut amount.
currency
(Currency)
The currency in which an amount is denominated.
Code of currency of denomination.
amount
(decimal)
The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.
haircut
(decimal)
The amount to which the collaterals market value will be discounted to take into account the ability to realize the value of that collateral.
collateralValue
(Money)
This is the value of the proposed collateral after the application of the haircut.
currency
(Currency)
The currency in which an amount is denominated.
Code of currency of denomination.
amount
(decimal)
The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.