NSD’s trade repository messages specifications

Current specification

CommoditySpreadSchedule

The Spread per Calculation Period. There must be a Spread specified for each Calculation Period, regardless of whether the Spread changes or remains the same between periods.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
spreadStepCommoditySpreadThe spread per Calculation Period. There must be a spread step specified for each Calculation Period, regardless of whether the spread changes or remains the same between periods. Spread step.0-∞, mre
Choice begin
Branch1
calculationPer​iodsReferenceCalculationPer​iodsReferenceA pointer style reference to the Calculation Periods defined on another leg.Calculation periods reference.1-1, ncfAt the first stage the repository doesn't use references to periods and dates.
Branch2
calculationPer​iodsScheduleReferenceCalculationPer​iodsScheduleReferenceA pointer style reference to the Calculation Periods Schedule defined on another leg.Calculation periods schedule reference.1-1, ncfAt the first stage the repository doesn't use references to periods and dates.
Branch3
calculationPer​iodsDatesReferenceCalculationPer​iodsDatesReferenceA pointer style reference to single-day-duration Calculation Periods defined on another leg. Calculation periods dates reference.1-1, ncfAt the first stage the repository doesn't use references to periods and dates.
Choice end
CommoditySpreadSchedule