ForwardRepoTransactionLegNsd

A transaction leg for a repo is equivalent to a single cash transaction.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
Choice begin
Branch1
id	RepoLegId	Represents the identifier of the repo leg.	Repo leg identifier.		1-∞, mre, mfr	Takes on following values: RepoFirstLeg - for repo spot leg, RepoSecondLeg - for repo forward leg.
Branch2
versionedId	VersionedRepoLegId	Represents the identifier of the repo leg with version control elements.	Versioned repo leg identifier.		1-∞, ncf	This is not used in messages to the repository.
Choice end
buyerPartyReference	PartyReference	A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.	Buyer party.	Party code.	0-1, mre, mfr
buyerAccountReference	AccountReference	A reference to the account that buys this instrument.	Buyer's account.	Party's client.	0-1, ncf	At the first stage this element is not used in the repository messages.
sellerPartyReference	PartyReference	A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.	Seller party.	Party code.	0-1, mre, mfr
sellerAccountReference	AccountReference	A reference to the account that sells this instrument.	Seller's account.	Party's client.	0-1, ncf	At the first stage this element is not used in the repository messages.
settlementDate	AdjustableOrRelativeDate	Settlement Date.	Settlement date.		1-1, mre	The relativeDate element is not used in trade terms reporting messages to the repository. The adjustableDate element is only used in messages to the repository.
Choice begin
Branch1
settlementAmount	Money	Defines settlement amount to the trade.	Settlement amount.		1-1, mre
Branch2
settlementCurrency	Currency	Settlement Currency for use where the Settlement Amount cannot be known in advance.	Settlement currency.		1-1, mre, mfr
Choice end
collateral	CollateralValuationNsd	Collateral valuation is used to carry the quantity and price details that are required to ensure that a repo contract is executed at fair value, with the value of the collateral matching the cash amount of the repo. Collateral is declared as optional here, with multiple cardinalities, since we can do a repo "Multi", with multiple instruments specified, or a "Cash Borrow/Loan" and “TriPartyRepo” with no collateral. In general cases, however it should be specified.	Collateral.		0-∞	This element is mandatory for the spot leg of the repo transaction.
@id	xsd:ID				1-1, ncf
repoInterest	xsd:decimal	The repo interest is basically the difference between the settlement amounts at spot and forward date. It is a fully figured amount, but it does not have to be specified in the message. It is not a 'Money' amount as it is implicitly expressed in the settlement currency.	Repo interest.		0-1, afr
deliveryMethod	DeliveryMethodEnum	Specifies delivery method. Includes such values as delivery versus payment, free of payment, etc.	Delivery method.		0-1, afr
deliveryDate	AdjustableOrRelativeDate	Scheduled date of delivery on the given leg of repo transaction. It is not required to be included if this is equal to the date of settlement on the given leg of repo transaction.	Delivery date.	Purchase date/period; Repurchase date/period.	1-1	The relativeDate element is not used in trade terms reporting messages to the repository. The adjustableDate element is only used in messages to the repository.

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ForwardRepoTransactionLegNsd

This type which is inheritor to the type ForwardRepoTransactionLeg is used in messages to the repository.

buyerPartyReference(PartyReference)

	A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.
	Party code.

sellerPartyReference(PartyReference)

	A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.
	Party code.

settlementDate(AdjustableOrRelativeDate)

	The relativeDate element is not used in trade terms reporting messages to the repository. The adjustableDate element is only used in messages to the repository.
	Settlement Date.

A choice of the date specification.

adjustableDate(AdjustableDate)

	Conditionally filled element. This is to be included in case of reporting information about explicit adjustable dates. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.

A choice of settlement amount and settlement currency.

settlementAmount(Money)

	Defines settlement amount to the trade.

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.

settlementCurrency(Currency)

	Settlement Currency for use where the Settlement Amount cannot be known in advance.

collateral(CollateralValuationNsd)

	This element is mandatory for the spot leg of the repo transaction.
	Collateral valuation is used to carry the quantity and price details that are required to ensure that a repo contract is executed at fair value, with the value of the collateral matching the cash amount of the repo. Collateral is declared as optional here, with multiple cardinalities, since we can do a repo "Multi", with multiple instruments specified, or a "Cash Borrow/Loan" and “TriPartyRepo” with no collateral. In general cases, however it should be specified.

A choice of the model of defining an asset.

Group

nominalAmount(Money)

	Defines collateral nominal 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.

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.

assetReference(AssetReference)

	This is used in messages to the repository to refer to the identifier of the specific asset defined for the repo transaction in Repo/BondEquity.model. The identifier should be unique within the document.
	A reference to explicitly identify which asset is being valued.

securityHaircut(SecurityHaircut)

Defines haircut of the security in the repo basket.

haircutValue(decimal)

	Defines a haircut applicable to a given collateral constituent in the transaction.

A choice of the limits of haircut value fluctuation.

haircutDivergence(decimal)

	Specifies maximum haircut divergence that determines collateral revaluation.

Sequence

haircutHigh(decimal)

	Specifies haircut high value that determines collateral revaluation.

haircutLow(decimal)

	Specifies haircut low value that determines collateral revaluation.

repoInterest(decimal)

The repo interest is basically the difference between the settlement amounts at spot and forward date. It is a fully figured amount, but it does not have to be specified in the message. It is not a 'Money' amount as it is implicitly expressed in the settlement currency.

deliveryMethod(DeliveryMethodEnum)

	Specifies delivery method. Includes such values as delivery versus payment, free of payment, etc.
	DeliveryVersusPayment;FreeOfPayment;

deliveryDate(AdjustableOrRelativeDate)

	The relativeDate element is not used in trade terms reporting messages to the repository. The adjustableDate element is only used in messages to the repository.
	Scheduled date of delivery on the given leg of repo transaction. It is not required to be included if this is equal to the date of settlement on the given leg of repo transaction.
	Purchase date/period; Repurchase date/period.

A choice of the date specification.

adjustableDate(AdjustableDate)

	Conditionally filled element. This is to be included in case of reporting information about explicit adjustable dates. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.