NSD published message formats for reporting interest rate derivative trades

04 March 2013

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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.

Please contact Alexander Ermakov on questions regarding new message formats by e-mail: or by phone +7 495 956 10 70 ext. 4966

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NSD published message formats for reporting interest rate derivative trades

Форма обратной связи для клиентов