NSD’s trade repository messages specifications
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Current specification
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Monthly Statistic
CompoundingMethodEnum
Value
Description
Flat
Flat compounding. Compounding excludes the spread. Note that the first compounding period has it's interest calculated including any spread then subsequent periods compound this at a rate excluding the spread.
None
No compounding is to be applied.
Straight
Straight compounding. Compounding includes the spread.
SpreadExclusive
Spread Exclusive compounding.