In accordance with the new version of the Terms and conditions for the provision of repository services messages formats schemes version 3.1 has been published in the ‘Accepted documentation’ section of the NSD’s trade repository messages specifications website.
Accepted schemes shall be implemented in the commercial environment no later than 18 December, 2013 after trial operations. Participants shall be informed about start and duration of the trial operations.
The following changes have been made in the accepted message scheme (version 3.1):
NSD’s extension names (unified file with schemes nsd-ext-merged-schema.xsd)
- Fields legalNoteRus and legalNoteEn – text of the legal clause in the Master agreement reporting form (direct link is changed to the phrase ‘on official NSD’s Repository website), Russian and English annotations are standardized, double quotation marks (“) changed into the single quotation marks (‘).
- Spelling error to the field EventStatusItemNsd has been corrected.
- Field regulatoryStatus (regulatory trade type) – number of repetitions are limited (single repetition).
- From the StatementType dictionary SHCO code is deleted (Information on contracts with a term of execution less than 4 working days (aggregate report))
- In the block additionalInformation in the generalProduct element a limitation is added for ‘any’ field in order to simplify its processing: processContents="skip".
- In TransfersAndExecutionDetails type for and executionPayment and in the executionDelivery an nfc tage is set (as for not used fields).
- Technological error is fixed in the tag appinfo of the xml:lang attribute for MargiType complex type.
- Updated tradeObligationStatusToDate parameter of the extract (Occurrence: min: 1; max: 1)
- Deleted mre tag for the haircutHigh element (haircut high value) and haircutLow (haircut low value) and tag for the possible absence of the element is added (minOccurs="0").
In the ‘Report status’ directory (http://repository.nsd.ru/en/versioned/current/taxonomy/event-status(nsdrus)) added INCOMING_DOC status (Received by the repository).
FpML Recordkeeping (fpml-recordkeeping-merged-schema.xsd).
- In the information field block referenceInformation (including reditDefaultSwap and creditDefaultSwapOption products) ncf tag is added for the id attribute in the LegalEntity block (type, defining legal entity).
- ncf tag (instead of mre) is added for the quantityReference field, with exception to the standard AveragePriceLeg block (The average price leg of an average price commodity bullion or non-precious metal forward transaction. ).
- An error fixed for settlementInformation, calculationPeriodDatesReference and fallbackExercise annotations fields for describing ncf tag: instead of ‘documentation’ it is ‘appinfo’.
- ncf tag (instead of afr) is added for the notionalReference field.
- In the message header for implementationSpecification field (specification version) added an mre (mandatory) tag, and for implementationSpecificationVersionScheme field (specification version directory) ncf tag is deleted.
In the Taxonomy section directory ‘Format versions’ is added. Directory contains the following values:
- 3.0 – current scheme version used in commercial operations.
- 3.1 – accepted version used in the UAT environment.
Important! At the present moment Repository accept documents, prepared in the 3.0 format version. After the transition to version 3.1 to the commercial operations, NSD’s Repository shall support documents in the 3.0 version with the following limitations:
- In the message header format version should be specified in accordance with the ‘Format versions’ directory.
- Verification of the message contains shall be made in accordance with the current rules, specified in the Appendix 6 to the Terms and Conditions of Repository Services Provision by ZAO NSD “Information on whether a field is fallen within the mandatory and additional field reconciliation” (Field properties).
- Repository response in any case shall be sent in version 3.1.
- Web-client and “Luch” software shall support documents creation only in the 3.1 version.