NSD’s trade repository messages specifications

Current specification

FxSpotRateSource

A type defining the source and time for an fx rate.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
primaryRateSou​rceInformationSou​rceThe primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate. Primary exchange rate source.Code of price source.0-1
secondaryRateS​ourceInformationSou​rceAn alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate. Secondary exchange rate source.Code of price source.0-1, ncf
fixingTimeBusinessCenter​TimeThe time at which the spot currency exchange rate will be observed. It is specified as a time in a business day calendar location, e.g. 11:00am London time. Fixing time.0-1, ncf
FxSpotRateSource