In accordance with the plan NSD is to continue publishing new Repository’s message formats specifications intended for interaction between the Repository and participants.
The following message formats are available to participants:
Interest Rate Derivatives:
- Interest Rate Forward (cash-settled, DFI)
- Interest rate swap, overnight index swap (cash-settled, DFI)
- Interest rate caps and/or floors (cash-settled, DFI)
- Cross-currency interest rate swap (cash-settled/deliverable, DFI)
- Interest rate option, swaption (cash-settled, DFI)
Starting 04 March, 2013 message parameters schematics (XSD-schema) are available for published message formats.
Information on new message formats is disclosed on web-portal “Trade repository. Message specifications”.
Transition to a new message formats is planned in autumn 2013. Testing period starts in June 2013.