NSD’s trade repository messages specifications

Current specification

IndexReferenceInformation

A type defining a Credit Default Swap Index.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
Choice begin
Branch1
indexNameIndexNameThe name of the index expressed as a free format string. FpML does not define usage rules for this element. Index name.1-1, mre, mfr
indexIdIndexIdA CDS index identifier (e.g. RED pair code).Index identifier.0-∞, mfr
Branch2
indexIdIndexIdA CDS index identifier (e.g. RED pair code).Index identifier.1-∞, mre, mfr
Choice end
indexSeriesxsd:positiveIn​tegerA CDS index series identifier, e.g. 1, 2, 3 etc.Index series.0-1, ncf
indexAnnexVers​ionxsd:positiveIn​tegerA CDS index series version identifier, e.g. 1, 2, 3 etc.Index annex version.0-1, ncf
indexAnnexDatexsd:dateA CDS index series annex date.Index annex date.0-1, ncf
indexAnnexSour​ceIndexAnnexSour​ceA CDS index series annex source.Index annex source.0-1, ncf
excludedRefere​nceEntityLegalEntitySpecifies excluded reference entity.Excluded reference entities.0-∞, ncf
trancheTrancheThis element contains CDS tranche terms.Tranche.0-1, ncf
settledEntityM​atrixSettledEntityM​atrixUsed to specify the Relevant Settled Entity Matrix when there are settled entities at the time of the trade. Settled entity matrix.0-1, ncf
@idxsd:ID1-1, ncf
IndexReferenceInformation