| primaryAssetClass | AssetClass | A classification of the most important risk class of the trade. | Primary asset class. | | 0-1,
ncf | At the first stage this element is not used in the repository messages. |
| secondaryAssetClass | AssetClass | A classification of additional risk classes of the trade, if any. | Secondary asset class. | | 0-∞,
ncf | At the first stage this element is not used in the repository messages. |
| productType | ProductType | A classification of the type of product. | Product type. | Derivative instrument type. | 0-∞,
mre,
mfr | This element is mandatory for NSD messages, except for messages, related to master
agreement registration.
|
| productId | ProductId | A product reference identifier. The product ID is an identifier that describes the
key economic characteristics of the trade type, with the exception of concepts such
as size (notional, quantity, number of units) and price (fixed rate, strike, etc.)
that are negotiated for each transaction. It can be used to hold identifiers such
as the "UPI" (universal product identifier) required by certain regulatory reporting
rules. It can also be used to hold identifiers of benchmark products or product temnplates
used by certain trading systems or facilities.
| Derivatives classification code. | Classification code of the derivative financial instrument. | 0-∞,
mre,
mfr | Mandatory field for NSD messages, except for messages, related to the registration
of master agreements, repo transactions and quarterly representation of trades exercised
within 4 working days period. This is used to hold classification codes for derivatives
transactions required by FFMS.
|
| embeddedOptionType | EmbeddedOptionType | Describes the type of any embedded optionality in the transaction that might not otherwise
be apparent. Can be used to represent embedded optionality such as early termination
provisions, extendible provisions, or cancelable provisions, etc., where applicable.
If omitted, no embedded optionality is applicable.
| Embedded option type. | | 0-2,
ncf | Optional field for NSD repository messages. It is not used in messages, related to
the registration of master agreements and quarterly representation of trades exercised
within 4 working days period. This is used only if trade terms include embedded option
of a type specified in the coding scheme. At the first stage this element is not used
in the repository messages.
|
| @id | xsd:ID | | | | 1-1 | |
| buyerPartyReference | PartyReference | A reference to the party that buys this instrument, ie. pays for this instrument and
receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In
the case of FRAs this the fixed rate payer.
| Buyer party. | Party code. | 0-1,
mre,
mfr | |
| buyerAccountReference | AccountReference | A reference to the account that buys this instrument. | Buyer's account. | Party's client. | 0-1,
ncf | At the first stage this element is not used in the repository messages. |
| sellerPartyReference | PartyReference | A reference to the party that sells ("writes") this instrument, i.e. that grants the
rights defined by this instrument and in return receives a payment for it. See 2000
ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.
| Seller party. | Party code. | 0-1,
mre,
mfr | |
| sellerAccountReference | AccountReference | A reference to the account that sells this instrument. | Seller's account. | Party's client. | 0-1,
ncf | At the first stage this element is not used in the repository messages. |
| underlyer | Underlyer | Specifies the underlying component, which can be either one or many and consists in
either bond, bond index or convertible bond component, or a combination of these.
| Underlyer. | | 1-1,
mre | In messages to the repository this element is used for defining underlying assets
which include bonds, covertible bonds, bond indices and combination of them (baskets)
only.
|
| Choice begin |
| Branch1 |
| notionalAmount | Money | Defines the value and the currency of the notional amount. | Notional amount. | | 1-1,
mre | |
| Branch2 |
| notionalQuantity | xsd:decimal | Defines notional quantity of bonds specified in the forward transaction confirmation. | Notional quantity. | | 1-1,
ncf | |
| Choice end |
| feature | ForwardFeature | An Forward feature such as knock provision. | Forward features. | | 0-1,
ncf | At the first stage this element is not used in the repository messages. |
| settlementDate | AdjustableOrRelativeDate | A date on which settlement under bond forward exercise. This date can be defined with
reference to Exercise Date under an option transaction or to the Valuation Date under
a Forward Transaction.
| Settlement date. | | 1-1,
mre | |
| settlementCurrency | Currency | The currency in which a cash settlement will occur for non-deliverable forwards and
non-deliverable options.
| Settlement currency. | | 0-1,
mfr | |
| settlementPriceSource | SettlementPriceSource | The source from which the settlement price is to be obtained, e.g. a Reuters page,
Prezzo di Riferimento, etc.
| Settlement price source. | Code of price source. | 0-1,
mfr | Conditionally filled element. This is to be included in case of reporting information
about cash exercise of an option or a forward. In other cases this is not supposed
to be used. All underlying elements are included only in specified case.
|
| prePayment | PrePayment | Prepayment features for Forward. | Prepayment. | | 0-1,
ncf | |
| partialDelivery | xsd:boolean | Defines if partial delivery is applicable for the bond forward transaction. | Partial delivery. | | 0-1,
afr | |
| forwardPrice | ForwardPrice | Defines a bond forward price either as a currency amount per bond or as a percentage
of the bond nominal amount.
| Forward price. | Forward price. | 1-1,
mre | |