| 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. |
| optionType | OptionTypeEnum | | | | 1-1 | |
| exercise | Field must be replaced by one of next elments:
americanExercise,
bermudaExercise,
europeanExercise,
| | | | 1-1 | |