Dear clients,
Please be advised that in order to improve data quality provided to the Contracts register starting 5 December, 2016 certain checks were added for messages provided to NSD’s Trade repository.
Starting 5 December NSD’s Repository shall deny processing of messages in the following cases:
- For FX instruments the following conditions are not met:
- CM021,CM022, if Quote basis = Currency1PerCurrency2, then Exchanged Currency 1/Exchanged Currency 2 = Exchange rate
- CM021,CM022, if Quote basis = Currency2PerCurrency1, then Exchanged Currency 2/Exchanged Currency 1 = Exchange rate
- CM023, if Strike quote basis = PutCurrencyPerCallCurrency, then Put currency amount/Call currency amount = Rate of exchange
- CM023, if Strike quote basis = CallCurrencyPerPutCurrency, then Call currency amount/Put currency amount = Rate of exchange
- Product Type does not correspond to a chosen form
- Missing information in the block Collateral in the Repo spot leg block in the form CM041
- Derivatives classification code in the form CM041 does not start with symbol R and does not consist of 5 symbols
- Buyer and Seller are incorrectly indicated in the forms CM021 and CM041
- The following elements are presented in the forms СМ033, СМ043, СМ045, СМ047, СМ048, СМ061, СМ062
Please consider these requirements when providing information to the Trade repository.
For the questions on repository services please use the contacts provided on NSD’s website.
See the Repository messages specifications on a specialized web site.