NSD’s trade repository messages specifications

Current specification

Taxonomy

A considerable number of types described in the standard has a predefined, fixed set of values. The set of values may be expressed both in the xsd-scheme itself with the help of <xsd:restriction> and in the external sources (reference guides) which are called Coding schemes in the standard.

Coding schemes - is a set of xml-files in the Genericode format. All types of the standards for which the relevant file exists enumerating various values derived from the Scheme type. Each type has the relevant attribute which indicates the URI of the schema defining the set of values. For most types, this attribute has the default value.

Apart from the types with the pre-defined sets of values there are types for which only restrictions are defined for the format and range of values. For such types, rules must be published which the values must satisfy.

Below is the table showing the correlation of the types used in the standard and their reference guides and formatting rules. You can also download all schemes as a single archive.

Coding schemes

Type Description Coding schemes

ClearSettlementMethod

Settlment method.NSD

ClearSettlementType

Settlment type.NSD

CorrelationId

CorrelationId element format description.NSD

CountryCode

Country codesFpML

Currency

Currencies codes.FpML, NSD

DayCountFraction

The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year.FpML

EntityId

Format of the Entity identifier.NSD

EntityName

Format of the Entity name.NSD

EventStatus

Information about the current status of the agreement in the repository.NSD

ExecutionVenueType

Type of market where a trade can be executedNSD

FloatingRateIndex

Floating Rate Option.NSD

ImplementationSpecificationVersion

Format version.NSD

IndustryClassification

Industry classificationNSD

InformationProvider

The specification of a list of information providers and vendors.NSD

InstrumentId

Commodities.NSD

LinkId

Format of the master agreement identifier.NSD

MasterAgreementOrganization

Master agreement form.NSD

MasterAgreementType

Master agreement type.NSD

MasterAgreementVersion

The version of the master agreement.NSD

MessageId

Restrictions of the format of the message identifier.NSD

OrganizationType

Organization typeNSD

PartyId

Restrictions of the format of the party's identifier.NSD

PartyName

Format of the Party name.NSD

ProductId

Product code.NSD

ProductType

Classification of the type of productNSD

QuantityUnit

The units in which a price is quoted.FpML

ReasonCode

Defines a list of error codes. NSD

RegulatoryStatus

Transaction regulatory class.NSD

RejectionReasonCodes

Types of reasons and reasons for rejectionNSD

ReportingRegimeName

Reporting regime name.NSD

TradeId

Format of the Trade identifier.NSD

TradeObligationStatus

Obligation status.NSD

Simple types

Type

Description

Lookup

AveragingInOutEnum

Averaging type for an Asian option.

FPML

BondReturnType

Bond return type.

FPML

ClientType

Client type.

НРД

CollateralForm

Collateral form.

НРД

DealtCurrencyEnum

The order of specifying the currencies.

FPML

DeliveryMethodEnum

Securities delivery method.

FPML

DocumentType

Document type.

НРД

EquityOptionTypeEnum

Equity option type.

FPML

FxBarrierTypeEnum

Barrier type.

FPML

HedgeAttributeValues

Trade purpose.

NSD

MarginType

Margin type.

НРД

MasterAgreementConfirmationEnum

Confirmation types used for reporting to the trade repository.

НРД

MasterAgreementTerminatingReason

Master Agreement termination reason

НРД

NsdSpecificCodesEnum

Codes types required by the regulation.

НРД

OptionTypeEnum

Option type (including credit default swaption).

FPML

PayoutEnum

Digital option payout specification.

FPML

PeriodEnum

Period type.

FPML

PeriodExtendedEnum

Period type (extended).

FPML

PutCallEnum

Option type.

FPML

QuoteBasisEnum

Quote basis.

FPML

ReconciliationType

Trade parameters reconciliation types used for reporting to the trade repository.

НРД

RelatedPartyEnum

Related party.

НРД

RepoDurationEnum

Repo duration type.

FPML

ReturnTypeEnum

Equity return type.

FPML

SettlementTypeEnum

Settlement method.

FPML

StrikeQuoteBasisEnum

Strike quote basis.

FPML

TouchConditionEnum

Digital option touch condition.

FPML

TriggerConditionEnum

Digital option trigger condition.

FPML

TriggerTypeEnum

Trigger type.

FPML

ValuationMethod

Valuation method.

НРД

YorN

Yes/no.

НРД