NSD’s trade repository messages specifications

Current specification

Trade

A type defining a trade agreement which is being reported.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
tradeHeaderTradeHeaderThe information on the trade which is not product specific, e.g. trade date.Trade/Master agreement general information.0-1, mre
productField must be replaced by one of next elments: bondOption, creditDefaultSwap, creditDefaultSwapOption, commodityForward, commodityOption, commoditySwap, commoditySwaption, correlationSwap, dividendSwapOptionTransactionSupplement, dividendSwapTransactionSupplement, instrumentTradeDetails, strategy, returnSwap, brokerEquityOption, equityForward, equityOption, equityOptionTransactionSupplement, fxSingleLeg, fxSwap, fxOption, fxDigitalOption, termDeposit, genericProduct, nonSchemaProduct, bulletPayment, capFloor, fra, swap, swaption, equitySwapTransactionSupplement, standardProduct, varianceOptionTransactionSupplement, varianceSwap, varianceSwapTransactionSupplement, exchangeTradedFundTransaction, unitizedFundTransaction, equityTransaction, bondTransaction, optionTransaction, futureTransaction, swapTransaction, repo, warrantTransaction, bondSwap, bondForward, bondSimpleTransaction, bondBasketOption, equitySimpleTransaction, masterAgreementTerms, generalProduct, generalOption, 0-1, mre
otherPartyPaym​entPaymentOther fees or additional payments associated with the trade, e.g. broker commissions, where one or more of the parties involved are not principal parties involved in the trade. 0-∞, ncfThis is not used in messages to the repository.
brokerPartyRef​erencePartyReferenceIdentifies that party (or parties) that brokered this trade.0-∞, ncfThis is not used in messages to the repository.
calculationAge​ntCalculationAge​ntThe ISDA calculation agent responsible for performing duties as defined in the applicable product definitions. Calculation agent.0-1, ncf
calculationAge​ntBusinessCenterBusinessCenterThe city in which the office through which ISDA Calculation Agent is acting for purposes of the transaction is located. The short-form confirm for a trade that is executed under a Sovereign or Asia Pacific Master Confirmation Agreement ( MCA ), does not need to specify the Calculation Agent. However, the confirm does need to specify the Calculation Agent City. This is due to the fact that the MCA sets the value for Calculation Agent but does not set the value for Calculation Agent City. Calculation agent location.0-1, ncf
determiningPar​tyPartyReferenceThe party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party. 0-2, ncfThis is not used in messages to the repository.
hedgingPartyPartyReferenceThe party referenced is the ISDA Hedging Party that specified in the related Confirmation as Hedging, or if no Hedging Party is specified, either party to the Transaction. 0-2, ncfThis is not used in messages to the repository.
collateralCollateralDefines collateral obiligations of a Party.Collateral.Floating margin payment agreement / Credit support annex.0-1, ncfThis element is used in compliance with FFMS requirements for the porposes of reporting information about independent amount agreed for the trade. Currently this is used when repositary message has the type CM092 (Independent amount information), in other cases this is not used in repositary messages.
documentationDocumentationDefines 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. Definitions and Master Agreement.0-1
governingLawGoverningLawIdentification of the law governing the transaction. Isn't used in repositary messages.Governing law.0-1, ncfAt the first stage this element is not used in the repository messages.
allocationsAllocations0-1, ncfThis is not used in messages to the repository.
@idxsd:ID1-1, ncf
Trade
In repository messages this is used for reporting master agreement information.