NSD’s trade repository messages specifications

рус, en

Current specification

CommodityBasketConstituent

Nested view
Tree view

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
instrumentId	InstrumentId				1-1
description	xsd:string				1-1
constituentWeight	ConstituentWeight				1-1, mfr

Collapse All | Expand All

CommodityBasketConstituent

instrumentId(InstrumentId)

description(string)

constituentWeight(ConstituentWeight)

A choice of the constituent weight type.

openUnits(decimal)

	The number of units (index or securities) that constitute the underlyer of the swap. In the case of a basket swap, this element is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.
	Asset quantity in the basket.

basketPercentage(RestrictedPercentage)

	The relative weight of each respective basket constituent, expressed in percentage. A basket percentage of 5% would be represented as 0.05.
	Asset weight in the basket (per cent).
	[0;1]

basketAmount(Money)

	DEPRECATED. The relative weight of each respective basket constituent, expressed as a monetary 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.