| primaryAssetClass | AssetClass | A classification of the most important risk class of the trade. | Primary asset class. | | 0-1,
ncf | At the first stage this element is not used in the repository messages. |
| secondaryAssetClass | AssetClass | A classification of additional risk classes of the trade, if any. | Secondary asset class. | | 0-∞,
ncf | At the first stage this element is not used in the repository messages. |
| productType | ProductType | A classification of the type of product. | Product type. | Derivative instrument type. | 0-∞,
mre,
mfr | This element is mandatory for NSD messages, except for messages, related to master
agreement registration.
|
| productId | ProductId | A product reference identifier. The product ID is an identifier that describes the
key economic characteristics of the trade type, with the exception of concepts such
as size (notional, quantity, number of units) and price (fixed rate, strike, etc.)
that are negotiated for each transaction. It can be used to hold identifiers such
as the "UPI" (universal product identifier) required by certain regulatory reporting
rules. It can also be used to hold identifiers of benchmark products or product temnplates
used by certain trading systems or facilities.
| Derivatives classification code. | Classification code of the derivative financial instrument. | 0-∞,
mre,
mfr | Mandatory field for NSD messages, except for messages, related to the registration
of master agreements, repo transactions and quarterly representation of trades exercised
within 4 working days period. This is used to hold classification codes for derivatives
transactions required by FFMS.
|
| embeddedOptionType | EmbeddedOptionType | Describes the type of any embedded optionality in the transaction that might not otherwise
be apparent. Can be used to represent embedded optionality such as early termination
provisions, extendible provisions, or cancelable provisions, etc., where applicable.
If omitted, no embedded optionality is applicable.
| Embedded option type. | | 0-2,
ncf | Optional field for NSD repository messages. It is not used in messages, related to
the registration of master agreements and quarterly representation of trades exercised
within 4 working days period. This is used only if trade terms include embedded option
of a type specified in the coding scheme. At the first stage this element is not used
in the repository messages.
|
| @id | xsd:ID | | | | 1-1 | |
| exchangedCurrency1 | Payment | This is the first of the two currency flows that define a single leg of a standard
foreign exchange transaction.
| Exchanged Currency 1. | | 1-1,
mre | |
| exchangedCurrency2 | Payment | This is the second of the two currency flows that define a single leg of a standard
foreign exchange transaction.
| Exchanged Currency 2. | | 1-1,
mre | |
| dealtCurrency | DealtCurrencyEnum | Indicates which currency was dealt. | Dealt Currency (Underlying Currency). | Underlying asset code. | 0-1,
mre,
mfr | Mandatory element for messages to NSD repository. This is to be included in case of
regulatory required reporting for specifying a currency of the FX transaction as underlying
asset.
|
| Choice begin |
| Branch1 |
| tenorName | | A tenor expressed with a standard business term (i.e. Spot, TomorrowNext, etc.). | Tenor name. | | 1-1,
ncf | |
| Branch2 |
| tenorPeriod | Period | A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.). | Tenor period. | | 1-1,
ncf | |
| Choice end |
| Choice begin |
| Branch1 |
| valueDate | xsd:date | The date on which both currencies traded will settle. | Value date. | Payment date. | 1-1,
mre,
mfr | Conditionally filled element. This is to be included in case of reporting information
about single value date for both currencies of the transaction. In other cases this
is not supposed to be used. All underlying elements are included only in specified
case.
|
| Branch2 |
| currency1ValueDate | xsd:date | The date on which the currency1 amount will be settled. To be used in a split value
date scenario.
| Currency 1 value date. | Payment date. | 1-1,
mre,
mfr | Conditionally filled element. This is to be included in case of reporting information
about different value dates for currencies of the transaction. In other cases this
is not supposed to be used. All underlying elements are included only in specified
case.
|
| currency2ValueDate | xsd:date | The date on which the currency2 amount will be settled. To be used in a split value
date scenario.
| Currency 2 value date. | Payment date. | 1-1,
mre,
mfr | Conditionally filled element. This is to be included in case of reporting information
about different value dates for currencies of the transaction. In other cases this
is not supposed to be used. All underlying elements are included only in specified
case.
|
| Choice end |
| exchangeRate | ExchangeRate | The rate of exchange between the two currencies. | Rate of exchange. | Price for unit; Forward price. | 0-1,
mre | |
| nonDeliverableSettlement | FxCashSettlement | Used to describe a particular type of FX forward transaction that is settled in a
single currency (for example, a non-deliverable forward).
| Non-deliverable settlement. | Settlement method code. | 0-1 | Conditionally filled element. This is to be included in case of reporting information
about cash settlement (non-deliverable settlement) of the FX transaction. In other
cases this is not supposed to be used. All underlying elements are included only in
specified case.
|