NSD’s trade repository messages specifications

Current specification

ConstituentWeight

A type describing the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
Choice begin
Branch1
openUnitsxsd:decimalThe 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. Number of underlyer.Asset quantity in the basket.1-1, mre, mfr
Branch2
basketPercenta​geRestrictedPerc​entageThe relative weight of each respective basket constituent, expressed in percentage. A basket percentage of 5% would be represented as 0.05. Basket percentage.Asset weight in the basket (per cent).1-1, mre, mfr
Branch3
basketAmountMoneyDEPRECATED. The relative weight of each respective basket constituent, expressed as a monetary amount. Basket amount.1-1, mre
Choice end
ConstituentWeight