NSD’s trade repository messages specifications

Current specification

Lag

An observation period that is offset from a Calculation Period.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
lagDurationPeriodThe period during which observations will be made. If a firstObservationDateOffset is specified, the observation period will start the specified interval prior to each Calculation Period - i.e. if the firstObservationDateOffset is 4 months and the lagDuration is 3 months, observations will be taken in months 4,3 and 2 (but not 1) prior to each Calculation Period. If no firstObservationDate is specified, the observation period will end immediately preceding each Calculation Period. Lag duration.0-1, mre
firstObservati​onDateOffsetPeriodThe interval between the start of each lagDuration and the start of each respective calculation period. First observation date offset.0-1
@idxsd:ID1-1, ncf
Lag