NSD’s trade repository messages specifications

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Current specification

WeatherIndex

A type defining the Weather Index Level or Weather Index Strike Level.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
quantity	xsd:decimal	This is the Reference Level. The CDD, HDD or CPD Reference Level is specified as the number of (amount of) Weather Index Units specified by the parties in the related Confirmation.	Quantity of units.		0-1, mre, mfr
unit	QuantityUnit	Weather Index Unit derived from one of the following variable methods of determination: Cooling Degree Day (CDD), Heating Degree Day (HDD), Critical Precipitation Day (CPD) as defined in Section 11.15 of the 2005 ISDA Commodity Definitions and User Guide.	Index quantity unit.		0-1, mre, mfr
@id	xsd:ID				1-1, ncf

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WeatherIndex

quantity(decimal)

	This is the Reference Level. The CDD, HDD or CPD Reference Level is specified as the number of (amount of) Weather Index Units specified by the parties in the related Confirmation.

unit(QuantityUnit)

	Weather Index Unit derived from one of the following variable methods of determination: Cooling Degree Day (CDD), Heating Degree Day (HDD), Critical Precipitation Day (CPD) as defined in Section 11.15 of the 2005 ISDA Commodity Definitions and User Guide.