NSD’s trade repository messages specifications

Current specification

Product taxonomy

ValueSourceDescription
ForeignExchange:ForwardNSDDeliverable foreign exchange forward (derivative).
ForeignExchange:NDFNSDNon-deliverable foreign exchange forward (derivative).
ForeignExchange:TermNSDForeign exchange term transaction (non-derivative).
ForeignExchange:SpotNSDForeign exchange spot transaction.
ForeignExchange:FXSwapNSDDeliverable foreign exchange swap (derivative).
ForeignExchange:FXSwap:NonDerivativeNSDDeliverable foreign exchange swap (non-derivative).
ForeignExchange:FXSwap:CashNSDCash-settled foreign exchange swap (derivative).
ForeignExchange:VanillaOption:AmericanNSDAmerican vanilla foreign exchange option.
ForeignExchange:VanillaOption:BermudaNSDBermuda vanilla foreign exchange option.
ForeignExchange:VanillaOption:EuropeanNSDEuropean vanilla foreign exchange option.
ForeignExchange:CashOption:AmericanNSDAmerican cash-settled foreign exchange option.
ForeignExchange:CashOption:BermudaNSDBermuda cash-settled foreign exchange option.
ForeignExchange:NDONSDNon-deliverable foreign exchange option.
ForeignExchange:SimpleExotic:AsianNSDAsian foreign exchange option.
ForeignExchange:SimpleExotic:BarrierNSDBarrier foreign exchange option.
ForeignExchange:SimpleExotic:BarrierAsianNSDBarrier Asian foreign exchange option.
ForeignExchange:SimpleExotic:Digital:AmericanNSDAmerican digital foreign exchange option.
ForeignExchange:SimpleExotic:Digital:EuropeanNSDEuropean digital foreign exchange option.
ForeignExchange:SimpleExotic:Digital:BermudaNSDBermuda digital foreign exchange option.
InterestRate:FRANSDForward rate agreement.
InterestRate:IRSwap:FixedFloatNSDFixed-to-float interest rate swap.
InterestRate:IRSwap:FixedFixedNSDFixed-to-fixed interest rate swap.
InterestRate:IRSwap:BasisNSDBasis interest rate swap.
InterestRate:IRSwap:InflationNSDNot used (deprecated).
InterestRate:IRSwap:OISNSDOvernight index swap.
InterestRate:CrossCurrency:BasisNSDCross-currency basis interest rate swap.
InterestRate:CrossCurrency:FixedFloatNSDCross-currency fixed-to-float interest rate swap.
InterestRate:CrossCurrency:FixedFixedNSDCross-currency fixed-to-fixed interest rate swap.
InterestRate:CapFloor:CapNSDInterest rate cap.
InterestRate:CapFloor:FloorNSDInterest rate floor.
InterestRate:CapFloor:CollarNSDInterest rate collar.
InterestRate:CapFloor:StraddleNSDInterest rate straddle.
InterestRate:Option:Swaption:AmericanNSDAmerican interest rate swaption.
InterestRate:Option:Swaption:EuropeanNSDEuropean interest rate swaption.
InterestRate:Option:Swaption:BermudaNSDBermuda interest rate swaption.
InterestRate:Other:DebtSpotNSDBond spot transaction.
InterestRate:Other:DebtTermNSDBond term transaction.
InterestRate:Forward:DebtForward:SingleNameNSDSingle bond forward.
InterestRate:Forward:DebtForward:SingleIndexNSDIndex forward.
InterestRate:Forward:DebtForward:BasketNSDBond basket forward.
InterestRate:Forward:DebtForward:BasketIndexNSDIndex basket forward.
InterestRate:Option:DebtOption:SingleNameNSDSingle bond option.
InterestRate:Option:DebtOption:SingleIndexNSDIndex option.
InterestRate:Option:DebtOption:BasketNSDBond basket option.
InterestRate:Option:DebtOption:BasketIndexNSDIndex basket option.
InterestRate:Swap:BondSwap:SingleNameNSDSingle bond swap.
InterestRate:Swap:BondSwap:SingleIndexNSDBond index swap.
InterestRate:Swap:BondSwap:BasketNSDBond basket swap.
Equity:Other:EquitySpotNSDEquity spot transaction.
Equity:Other:EquityTermNSDEquity term transaction.
Equity:Forward:PriceReturnBasicPerformance:SingleNameNSDSingle equity forward.
Equity:Forward:PriceReturnBasicPerformance:SingleIndexNSDNot used (deprecated).
Equity:Forward:PriceReturnBasicPerformance:BasketNSDEquity basket forward.
Equity:Option:PriceReturnBasicPerformance:SingleNameNSDSingle equity option.
Equity:Option:PriceReturnBasicPerformance:SingleIndexNSDNot used (deprecated).
Equity:Option:PriceReturnBasicPerformance:BasketNSDEquity basket option.
Equity:Swap:PriceReturnBasicPerformance:SingleNameNSDSingle equity swap.
Equity:Swap:PriceReturnBasicPerformance:SingleIndexNSDEquity index swap.
Equity:Swap:PriceReturnBasicPerformance:BasketNSDEquity basket swap.
Commodity:SpotFwd:Physical:BullionNSDNot used (deprecated).
Commodity:SpotFwd:Physical:Bullion:AvgPriceNSDNot used (deprecated).
Commodity:SpotFwd:Physical:MetalNSDNot used (deprecated).
Commodity:SpotFwd:Physical:Metal:AvgPriceNSDNot used (deprecated).
Commodity:SpotFwd:Physical:OtherNSDNot used (deprecated).
Commodity:Forward:PhysicalNSDPhysically settled commodity forward.
Commodity:Forward:CashNSDCash-settled commodity forward.
Commodity:Option:Cash:AmericanNSDNot used (deprecated).
Commodity:Option:Cash:EuropeanNSDNot used (deprecated).
Commodity:Option:Cash:AsianNSDNot used (deprecated).
Commodity:Option:Physical:AmericanNSDNot used (deprecated).
Commodity:Option:Physical:EuropeanNSDNot used (deprecated).
Commodity:Option:AmericanNSDCommodity American option.
Commodity:Option:EuropeanNSDCommodity European option.
Commodity:Option:AsianNSDCommodity Asian option.
Commodity:Option:Weather:AmericanNSDAmerican weather option.
Commodity:Option:Weather:EuropeanNSDEuropean weather option.
Commodity:Swap:CashNSDCash-settled commodity swap.
Commodity:Swap:Physical:CoalNSDNot used (deprecated).
Commodity:Swap:Physical:ElectricityNSDNot used (deprecated).
Commodity:Swap:Physical:EnvironmentalNSDNot used (deprecated).
Commodity:Swap:Physical:GasNSDNot used (deprecated).
Commodity:Swap:Physical:OilNSDNot used (deprecated).
Commodity:Swap:PhysicalNSDPhysically settled commodity swap.
Commodity:Swap:Cash:WeatherNSDCash-settled weather swap.
Commodity:Swaption:AmericanNSDAmerican commodity swaption.
Commodity:Swaption:EuropeanNSDEuropean commodity swaption.
Credit:Swap:Index:CashNSDIndex credit default swap.
Credit:Swap:SingleName:CashNSDCash-settled single-name credit default swap.
Credit:Swap:SingleName:PhysicalNSDPhysically settled single-name credit default swap.
Credit:Swap:MultipleName:CashNSDCash-settled basket credit default swap.
Credit:Swap:MultipleName:PhysicalNSDPhysically settled basket credit default swap.
Credit:SwapOption:AmericanNSDAmerican credit default swaption.
Credit:SwapOption:EuropeanNSDEuropean credit default swaption.
Credit:SwapOption:BermudaNSDBermuda credit default swaption.
CrossAsset:Repo:BasketRepoNSDBasket repo transaction.
InterestRate:Repo:BondRepoNSDBond repo transaction.
Equity:Repo:EquityRepoNSDEquity repo transaction.
OtherNSDOther product.