TradeNotionalChange

A structure describing a change to the trade notional.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
eventIdentifier	BusinessEventIdentifier	Individual parties should only use a single event identifier to identify a retraction. Platforms providing services on behalf of both parties in a transaction may provide event identifiers for both parties; in this case it is up to the recipient (the trade repository) to validate that the event IDs refer to the same event.	Business event identifier.		0-∞, ncf	This is not used in messages to the repository.
Choice begin
Branch1
tradeIdentifier	PartyTradeIdentifier				1-∞, mre
Branch2
originalTrade	Trade	Original trade for which tetmination is being sent.	Original trade		1-1, mre
Choice end
agreementDate	xsd:date	The date on which the change was agreed.	Change agreed date		0-1, mre, mfr
executionDateTime	ExecutionDateTime	The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).	Time when change negotiation was confirmed		0-1, ncf	This is not used in messages to the repository.
effectiveDate	xsd:date	The date on which the change become effective.	Amendment effective date		0-1, mfr
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.	Payment		0-∞, afr
Choice begin
Branch1
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.).	Notional amount change		1-∞, mre
outstandingNotionalAmount	NonNegativeMoney	Specifies the Notional amount after the Change.	Notional amount after the change		0-∞, mre
Branch2
changeInNumberOfOptions	xsd:decimal	Specifies the fixed amount by which the Number of Options changes.	Number of options change		1-1, mre
outstandingNumberOfOptions	xsd:decimal	Specifies the Number of Options after the Change.	Number of options after the change		0-1, mre
Branch3
changeInNumberOfUnits	xsd:decimal	Specifies the fixed amount by which the Number of Units changes. Isn't used in repository messages.	Change in number of units		1-1, mre
outstandingNumberOfUnits	xsd:decimal	Specifies the Number of Units after the change.	Number of units after the change		0-1, mre
Choice end

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TradeNotionalChange

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.