NSD’s trade repository messages specifications

Current specification

Documentation

An entity for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
masterAgreementMasterAgreementThe agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties. Master agreement0-1, ncfThis is not used in messages to the repository.
Choice begin
Branch1
masterConfirma​tionMasterConfirma​tionThe agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties. 1-1, ncfThis element is never used in NSD repository messages.
Branch2
brokerConfirma​tionBrokerConfirma​tionSpecifies the deails for a broker confirm.1-1, ncfThis is not used in messages to the repository.
Choice end
contractualDef​initionsContractualDef​initionsThe definitions such as those published by ISDA that will define the terms of the trade. Contractual definitions.0-∞, ncfThis is not used in messages to the repository.
contractualTer​msSupplementContractualTer​msSupplementA contractual supplement (such as those published by ISDA) that will apply to the trade. Contractual terms supplement.0-∞, ncfThis is not used in messages to the repository.
contractualMat​rixContractualMat​rixA reference to a contractual matrix of elected terms/values (such as those published by ISDA) that shall be deemed to apply to the trade. The applicable matrix is identified by reference to a name and optionally a publication date. Depending on the structure of the matrix, an additional term (specified in the matrixTerm element) may be required to further identify a subset of applicable terms/values within the matrix. Contractual matrix.0-∞, ncfThis is not used in messages to the repository.
creditSupportA​greementCreditSupportA​greementThe agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties. Credit support agreement.0-1, ncfThis is not used in messages to the repository.
attachmentResourceA human readable document related to this transaction, for example a confirmation.Attachment.0-∞
Documentation