On the page Draft Documents on the special web-portal “NSD trade repository message specification” you can find a format scheme version to be discussed and reviewed by the Repository’s clients and market participants feedback from which will be taken into account.
Please note that this scheme is not included in the software of the test environment. The scheme will be available for testing within the NSD Repository’s software only after it is approved and information on such approval will be published.
The available scheme version (dated 22 October 2013) has the following amendments versus existing schemes.
Space of NSD name expansions (the combined file with schemes nsd-ext-merged-schema.xsd).
- Fields legalNoteRus and legalNoteEn – the legal notice in the Master Agreement Reporting Form is changed (a reference to a web-page is replaced with the phrase “on the Repository’s official web-site), Russian and English notes to the field are adjusted, the doubled quotation marks are removed and replaced with «'».
- A spelling mistake is corrected in the notes to the field EventStatusItemNsd.
- Field regulatoryStatus (Trade regulatory type) – a number of possible repetitions is limited to once.
- The code SHCO (Information about contracts with maturity of less than four days (an aggregate report)) is deleted from the taxonomy.
- Within the element generalProduct (Structure of data to submit information about a voluntarily product) of the element additionalInformation (Product additional information) a limitation processContents="skip" is added to simplify the processing of the field any.
- Within TransfersAndExecutionDetails (Security for and performance of obligations) the attribute ncf (non-used fields) are added for executionPayment (Payment information) and executionDelivery (Delivery information).
- A technical mistake in the description of the attribute xml:lang of the tag appinfo within the complex type MarginType is corrected.
- The parameters of the element tradeObligationStatusToDate “Information on the obligation status” (a minimum and maximum number of repetitions are limited to once).
- For the elements haircutHigh (Disount cap) and haircutLow (Dicsount floor) the attribute mre (a field to be filled in on an obligatory basis) is removed and the attribute of a possible element absence (minOccurs="0") is included.
- The value INCOMING_DOC (Reporting Form accepted by the Repository) is added to the Taxonomy “Contract Status” (Information on a contract current status within the Repository) http://repository.nsd.ru/versioned/current/taxonomy/event-status(nsdrus).
Namespace FpML Recordkeeping (combined file with shchemes fpml-recordkeeping-merged-schema.xsd).
- Within the element referenceInformation (including for the products creditDefaultSwap and creditDefaultSwapOption) the attribute ncf for the id of the element LegalEntity is added (Type specifying a legal entity)
- For the field quantityReference the attribute «ncf» was added (instead of «mre») excluding the typical element AveragePriceLeg (Parameters to define an average price for a forward trade with an average price for bullions and base metals).
- A mistake («appinfo» to replace «documentation») is corrected in the notes to the attribute «ncf» for the elements settlementInformation, calculationPeriodDatesReference and fallbackExercise.
- For the field notionalReference the attribute «ncf» (instead of «afr») is added.
- The attribute mre (mandatory creation) is added to the message header for the field implementationSpecification (Specification version). The attribute ncf (non-mandatory creation) is removed for the field implementationSpecificationVersionScheme (Taxonomy of current specification).
The Taxonomy contains the Format Version Tab (with NSD format versions ImplementationSpecificationVersion). You can find the following versions:
3.0 – current version the scheme in the production environment;
3.1 – a version to be approved and included in the test environment.
NB! Information on the ability of the Repository to process various formats will be provided additionally but no later than a month prior to such processing.
You can address any questions on new message formats to Anna Kostyreva () or by phone (495) 232-05-26.