positionId(PositionId)

version(positiveInteger)

status(PositionStatusEnum)

New;Existing;Closed;

creationDate(date)

originatingEvent(PositionOriginEnum)

Trade;Allocation;Novation;Netting;Exercise;

history(PositionHistory)

Selecting of the business event.

amendment(TradeAmendmentContent)

	Negotiated amendment to a trade. Used to communicate information on the amendments to the terms of a trade. Amendment is the bilaterally agreed revision of one or more terms of a contract that involves more than a change in notional and has an economic effect. This is not to be confused with a correction to a previous notification of the same contract event.

trade(Trade)

	A full description of the amended trade (i.e. the trade after the amendment).

tradeHeader(TradeHeader)

The information on the trade which is not product specific, e.g. trade date.

partyTradeIdentifier(PartyTradeIdentifier)

	The trade reference identifier(s) allocated to the trade by the parties involved. Filling elements: partyReference, tradeId (trade identifier, if not assigned then NONREF), linkId (master agreement identifier, if master agreement and trade are registered parallel, then NONREF). Mandatory filling three "partyTradeIdentifier", by repository, by party1, by party2.

A choice of method of specifying a trade identifier.

Sequence

issuer(IssuerId)

	The data type used for issuer identifiers.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'issuer' element.

Sequence

partyReference(PartyReference)

	Reference to a party.

A choice of a trade identifier type.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'partyReference' element.

linkId(LinkId)

	Use to relating reported trade with master agreements. Contains master agreement identifier. Filled only within element describing identifier given by the repository.
	Master agreement identifier.

partyTradeInformation(PartyTradeInformation)

	Additional trade information that may be provided by each involved party.

tradeDate(IdentifiedDate)

	The trade date. This is the date the trade was originally executed. In the case of a novation, the novated part of the trade should be reported (by both the remaining party and the transferee) using a trade date corresponding to the date the novation was agreed. The remaining part of a trade should be reported (by both the transferor and the remaining party) using a trade date corresponding to the original execution date.
	Date of transaction / trade date.

product(Product)

Is substituted by one of the elements: exchangeTradedFundTransaction unitizedFundTransaction optionTransaction futureTransaction swapTransaction repo warrantTransaction bondOption creditDefaultSwap creditDefaultSwapOption commodityForward commodityOption commoditySwap commoditySwaption equityForward equityOption fxSingleLeg fxSwap fxOption fxDigitalOption bulletPayment capFloor fra swap swaption equitySwapTransactionSupplement bondSwap bondForward bondSimpleTransaction bondBasketOption equitySimpleTransaction masterAgreementTerms generalProduct generalOption

	An abstract element used as a place holder for the substituting product elements.

documentation(Documentation)

Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.

attachment(Resource)

	A human readable document related to this transaction, for example a confirmation.

name(normalizedString)

agreementDate(date)

	The date on which the change was agreed.

effectiveDate(date)

	The date on which the change become effective.

payment(Payment)

	Describes a payment made in settlement of the change. Normally there will be a single fee, but there could be additional payments such as principal exchanges resulting from the termination.

payerPartyReference(PartyReference)

	A reference to the party responsible for making the payments defined by this structure.
	Party code.

receiverPartyReference(PartyReference)

	A reference to the party that receives the payments corresponding to this structure.
	Party code.

paymentAmount(NonNegativeMoney)

	The currency amount of the payment. For the purposes of reporting to the repository, amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(NonNegativeDecimal)

	The non negative 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.
	Total payment.
	[0;

additionalEvent(AdditionalEvent)

Is substituted by one of the elements: executionStatus reportAmendment report masterAgreementTermination

Sequence

trade(Trade)

	Information about master agreement or trade which is being reported. Attribute xsi:type is not described for master agreement, but for trade xsi:type="TradeNsd".

tradeHeader(TradeHeader)

The information on the trade which is not product specific, e.g. trade date.

partyTradeIdentifier(PartyTradeIdentifier)

	The trade reference identifier(s) allocated to the trade by the parties involved. Filling elements: partyReference, tradeId (trade identifier, if not assigned then NONREF), linkId (master agreement identifier, if master agreement and trade are registered parallel, then NONREF). Mandatory filling three "partyTradeIdentifier", by repository, by party1, by party2.

A choice of method of specifying a trade identifier.

Sequence

issuer(IssuerId)

	The data type used for issuer identifiers.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'issuer' element.

Sequence

partyReference(PartyReference)

	Reference to a party.

A choice of a trade identifier type.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'partyReference' element.

linkId(LinkId)

	Use to relating reported trade with master agreements. Contains master agreement identifier. Filled only within element describing identifier given by the repository.
	Master agreement identifier.

partyTradeInformation(PartyTradeInformation)

	Additional trade information that may be provided by each involved party.

tradeDate(IdentifiedDate)

	The trade date. This is the date the trade was originally executed. In the case of a novation, the novated part of the trade should be reported (by both the remaining party and the transferee) using a trade date corresponding to the date the novation was agreed. The remaining part of a trade should be reported (by both the transferor and the remaining party) using a trade date corresponding to the original execution date.
	Date of transaction / trade date.

product(Product)

Is substituted by one of the elements: exchangeTradedFundTransaction unitizedFundTransaction optionTransaction futureTransaction swapTransaction repo warrantTransaction bondOption creditDefaultSwap creditDefaultSwapOption commodityForward commodityOption commoditySwap commoditySwaption equityForward equityOption fxSingleLeg fxSwap fxOption fxDigitalOption bulletPayment capFloor fra swap swaption equitySwapTransactionSupplement bondSwap bondForward bondSimpleTransaction bondBasketOption equitySimpleTransaction masterAgreementTerms generalProduct generalOption

	An abstract element used as a place holder for the substituting product elements.

documentation(Documentation)

Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.

attachment(Resource)

	A human readable document related to this transaction, for example a confirmation.

name(normalizedString)

Sequence

termination(TradeNotionalChange)

	This is not used in messages to the repository.
	Description of a trade termination event. It's used to transfer information about the change of the trade notional and the payment made between parties of the trade which is related to such notional change. Termination event includes the full or partial end of the contract. The partial termination is, in effect, a decrease of the notional and is also known as a “decrease”. A full termination is the cancellation of the notional of the contract and also known as “close” or “unwind” of a trade.

Selecting one of variants:

tradeIdentifier(PartyTradeIdentifier)

A choice of method of specifying a trade identifier.

Sequence

issuer(IssuerId)

	The data type used for issuer identifiers.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'issuer' element.

Sequence

partyReference(PartyReference)

	Reference to a party.

A choice of a trade identifier type.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'partyReference' element.

linkId(LinkId)

	Use to relating reported trade with master agreements. Contains master agreement identifier. Filled only within element describing identifier given by the repository.
	Master agreement identifier.

originalTrade(Trade)

	Original trade for which tetmination is being sent.

tradeHeader(TradeHeader)

The information on the trade which is not product specific, e.g. trade date.

partyTradeIdentifier(PartyTradeIdentifier)

	The trade reference identifier(s) allocated to the trade by the parties involved. Filling elements: partyReference, tradeId (trade identifier, if not assigned then NONREF), linkId (master agreement identifier, if master agreement and trade are registered parallel, then NONREF). Mandatory filling three "partyTradeIdentifier", by repository, by party1, by party2.

A choice of method of specifying a trade identifier.

Sequence

issuer(IssuerId)

	The data type used for issuer identifiers.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'issuer' element.

Sequence

partyReference(PartyReference)

	Reference to a party.

A choice of a trade identifier type.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'partyReference' element.

linkId(LinkId)

	Use to relating reported trade with master agreements. Contains master agreement identifier. Filled only within element describing identifier given by the repository.
	Master agreement identifier.

partyTradeInformation(PartyTradeInformation)

	Additional trade information that may be provided by each involved party.

tradeDate(IdentifiedDate)

	The trade date. This is the date the trade was originally executed. In the case of a novation, the novated part of the trade should be reported (by both the remaining party and the transferee) using a trade date corresponding to the date the novation was agreed. The remaining part of a trade should be reported (by both the transferor and the remaining party) using a trade date corresponding to the original execution date.
	Date of transaction / trade date.

product(Product)

Is substituted by one of the elements: exchangeTradedFundTransaction unitizedFundTransaction optionTransaction futureTransaction swapTransaction repo warrantTransaction bondOption creditDefaultSwap creditDefaultSwapOption commodityForward commodityOption commoditySwap commoditySwaption equityForward equityOption fxSingleLeg fxSwap fxOption fxDigitalOption bulletPayment capFloor fra swap swaption equitySwapTransactionSupplement bondSwap bondForward bondSimpleTransaction bondBasketOption equitySimpleTransaction masterAgreementTerms generalProduct generalOption

	An abstract element used as a place holder for the substituting product elements.

documentation(Documentation)

Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.

attachment(Resource)

	A human readable document related to this transaction, for example a confirmation.

name(normalizedString)

agreementDate(date)

	The date on which the change was agreed.

effectiveDate(date)

	The date on which the change become effective.

payment(Payment)

	Describes a payment made in settlement of the change. Normally there will be a single fee, but there could be additional payments such as principal exchanges resulting from the termination.

payerPartyReference(PartyReference)

	A reference to the party responsible for making the payments defined by this structure.
	Party code.

receiverPartyReference(PartyReference)

	A reference to the party that receives the payments corresponding to this structure.
	Party code.

paymentAmount(NonNegativeMoney)

	The currency amount of the payment. For the purposes of reporting to the repository, amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(NonNegativeDecimal)

	The non negative 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.
	Total payment.
	[0;

Choice type of a change to the trade notional.

Sequence

changeInNotionalAmount(NonNegativeMoney)

	Specifies the fixed amount by which the Notional Amount changes. The direction of the change (increase or decrease) is specified by the event type (Termination => reduction, Increase => greater.).

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(NonNegativeDecimal)

	The non negative 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.
	Total payment.
	[0;

outstandingNotionalAmount(NonNegativeMoney)

	Specifies the Notional amount after the Change.

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(NonNegativeDecimal)

	The non negative 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.
	Total payment.
	[0;

Sequence

changeInNumberOfOptions(decimal)

	Specifies the fixed amount by which the Number of Options changes.

outstandingNumberOfOptions(decimal)

Specifies the Number of Options after the Change.

Sequence

changeInNumberOfUnits(decimal)

	Specifies the fixed amount by which the Number of Units changes. Isn't used in repository messages.

outstandingNumberOfUnits(decimal)

Specifies the Number of Units after the change.

reportingRoles(ReportingRoles)

baseParty(PartyReference)

baseAccount(AccountReference)

activityProvider(PartyReference)

positionProvider(PartyReference)

valuationProvider(PartyReference)

constituent(PositionConstituent)

Selecting one of variants:

trade(Trade)

tradeHeader(TradeHeader)

The information on the trade which is not product specific, e.g. trade date.

partyTradeIdentifier(PartyTradeIdentifier)

	The trade reference identifier(s) allocated to the trade by the parties involved. Filling elements: partyReference, tradeId (trade identifier, if not assigned then NONREF), linkId (master agreement identifier, if master agreement and trade are registered parallel, then NONREF). Mandatory filling three "partyTradeIdentifier", by repository, by party1, by party2.

A choice of method of specifying a trade identifier.

Sequence

issuer(IssuerId)

	The data type used for issuer identifiers.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'issuer' element.

Sequence

partyReference(PartyReference)

	Reference to a party.

A choice of a trade identifier type.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'partyReference' element.

linkId(LinkId)

	Use to relating reported trade with master agreements. Contains master agreement identifier. Filled only within element describing identifier given by the repository.
	Master agreement identifier.

partyTradeInformation(PartyTradeInformation)

	Additional trade information that may be provided by each involved party.

tradeDate(IdentifiedDate)

	The trade date. This is the date the trade was originally executed. In the case of a novation, the novated part of the trade should be reported (by both the remaining party and the transferee) using a trade date corresponding to the date the novation was agreed. The remaining part of a trade should be reported (by both the transferor and the remaining party) using a trade date corresponding to the original execution date.
	Date of transaction / trade date.

product(Product)

Is substituted by one of the elements: exchangeTradedFundTransaction unitizedFundTransaction optionTransaction futureTransaction swapTransaction repo warrantTransaction bondOption creditDefaultSwap creditDefaultSwapOption commodityForward commodityOption commoditySwap commoditySwaption equityForward equityOption fxSingleLeg fxSwap fxOption fxDigitalOption bulletPayment capFloor fra swap swaption equitySwapTransactionSupplement bondSwap bondForward bondSimpleTransaction bondBasketOption equitySimpleTransaction masterAgreementTerms generalProduct generalOption

	An abstract element used as a place holder for the substituting product elements.

documentation(Documentation)

Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.

attachment(Resource)

	A human readable document related to this transaction, for example a confirmation.

name(normalizedString)

positionVersionReference(positiveInteger)

tradeReference(PartyTradeIdentifiers)

partyTradeIdentifier(PartyTradeIdentifier)

A choice of method of specifying a trade identifier.

Sequence

issuer(IssuerId)

	The data type used for issuer identifiers.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'issuer' element.

Sequence

partyReference(PartyReference)

	Reference to a party.

A choice of a trade identifier type.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'partyReference' element.

linkId(LinkId)

	Use to relating reported trade with master agreements. Contains master agreement identifier. Filled only within element describing identifier given by the repository.
	Master agreement identifier.

scheduledDate(ScheduledDate)

Selecting one of variants:

Sequence

unadjustedDate(date)

adjustedDate(date)

type(ScheduledDateType)

assetReference(AnyAssetReference)

Selecting one of variants:

associatedValue(AssetValuation)

objectReference(AnyAssetReference)

valuationScenarioReference(ValuationScenarioReference)

quote(Quotation)

value(decimal)

measureType(AssetMeasureType)

	The type of the value that is measured. This could be an NPV, a cash flow, a clean price, etc.

quoteUnits(PriceQuoteUnits)

	The optional units that the measure is expressed in. If not supplied, this is assumed to be a price/value in currency units.

side(QuotationSideEnum)

	The side (bid/mid/ask) of the measure.
	Bid;Ask;Mid;

currency(Currency)

	The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.

currencyType(ReportingCurrencyType)

	The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.

timing(QuoteTiming)

	When during a day the quote is for. Typically, if this element is supplied, the QuoteLocation needs also to be supplied.

Selecting one of variants:

businessCenter(BusinessCenter)

	A city or other business center.

exchangeId(ExchangeId)

	The exchange (e.g. stock or futures exchange) from which the quote is obtained.

informationSource(InformationSource)

	The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.

rateSource(InformationProvider)

An information source for obtaining a market rate. For example Bloomberg, Reuters, Telerate etc.

pricingModel(PricingModel)

	Defines the types of pricing model used to evaluate the price of an asset.

time(dateTime)

	When the quote was observed or when a calculated value was generated.

valuationDate(date)

	When the quote was computed.

expiryTime(dateTime)

	When does the quote cease to be valid.

cashflowType(CashflowType)

	For cash flows, the type of the cash flows. Examples include: Coupon payment, Premium Fee, Settlement Fee, Brokerage Fee, etc.

sensitivitySet(SensitivitySet)

name(string)

definitionReference(SensitivitySetDefinitionReference)

sensitivity(Sensitivity)

fxRate(FxRate)

quotedCurrencyPair(QuotedCurrencyPair)

Defines the two currencies for an FX trade and the quotation relationship between the two currencies.

currency1(Currency)

	The first currency specified when a pair of currencies is to be evaluated.

currency2(Currency)

	The second currency specified when a pair of currencies is to be evaluated.

quoteBasis(QuoteBasisEnum)

	The method by which the exchange rate is quoted.
	Currency1PerCurrency2;Currency2PerCurrency1;

rate(decimal)

	The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis.

associatedValueReference(ValuationReference)

valuation(AssetValuation)

objectReference(AnyAssetReference)

valuationScenarioReference(ValuationScenarioReference)

quote(Quotation)

value(decimal)

measureType(AssetMeasureType)

	The type of the value that is measured. This could be an NPV, a cash flow, a clean price, etc.

quoteUnits(PriceQuoteUnits)

	The optional units that the measure is expressed in. If not supplied, this is assumed to be a price/value in currency units.

side(QuotationSideEnum)

	The side (bid/mid/ask) of the measure.
	Bid;Ask;Mid;

currency(Currency)

	The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.

currencyType(ReportingCurrencyType)

	The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.

timing(QuoteTiming)

	When during a day the quote is for. Typically, if this element is supplied, the QuoteLocation needs also to be supplied.

Selecting one of variants:

businessCenter(BusinessCenter)

	A city or other business center.

exchangeId(ExchangeId)

	The exchange (e.g. stock or futures exchange) from which the quote is obtained.

informationSource(InformationSource)

	The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.

rateSource(InformationProvider)

An information source for obtaining a market rate. For example Bloomberg, Reuters, Telerate etc.

pricingModel(PricingModel)

	Defines the types of pricing model used to evaluate the price of an asset.

time(dateTime)

	When the quote was observed or when a calculated value was generated.

valuationDate(date)

	When the quote was computed.

expiryTime(dateTime)

	When does the quote cease to be valid.

cashflowType(CashflowType)

	For cash flows, the type of the cash flows. Examples include: Coupon payment, Premium Fee, Settlement Fee, Brokerage Fee, etc.

sensitivitySet(SensitivitySet)

name(string)

definitionReference(SensitivitySetDefinitionReference)

sensitivity(Sensitivity)

fxRate(FxRate)

quotedCurrencyPair(QuotedCurrencyPair)

Defines the two currencies for an FX trade and the quotation relationship between the two currencies.

currency1(Currency)

	The first currency specified when a pair of currencies is to be evaluated.

currency2(Currency)

	The second currency specified when a pair of currencies is to be evaluated.

quoteBasis(QuoteBasisEnum)

	The method by which the exchange rate is quoted.
	Currency1PerCurrency2;Currency2PerCurrency1;

rate(decimal)

	The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis.

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
positionId	PositionId				0-1, mre
version	xsd:positiveInteger				0-1
status	PositionStatusEnum				0-1
creationDate	xsd:date				0-1
originatingEvent	PositionOriginEnum				0-1
history	PositionHistory				0-1
reportingRoles	ReportingRoles				0-1
constituent	PositionConstituent				0-1, mre
scheduledDate	ScheduledDate				0-∞
valuation	AssetValuation				0-∞
@id	xsd:ID				1-1, ncf