Dear Сlients,
In accordance with a decision of participants of Working Group under the Committee on repository activities from 08.06.2016, please be advised that changes were made into the NSD’s Repository electronic messages specifications version 4.2 which are currently available for trial operations.
The electronic messages specification version 4.2 is published in the ‘Developing specification’ section of the NSD’s trade repository messages specifications specialized web-portal (changes between the 4.1 and 4.2 versions can be found here).
The following elements were modified in the scheme:
- In the contract and Master agreement reporting forms the element executionVenueType (Execution venue type) is marked as afr (para.67 and 9’);
- In the application (СМ016) the element executionVenueType (Execution venue type) is removed (para.70);
- In the RM006 for differenceSeverity new value - FLC – «Format and logic valuation service» has been added (para.71)
- The element nonStandardTerms can be indicated in case of missing element linkID in the contract form (added new validation at the Repository level).
Please pay your attention that the logic for the reporting of the forms CM092 and CM094 in the Application form CM016 was changed: when indicating ALLD in the Document type, the client authorizes the Reporting agent to submit Master agreements and contracts forms excluding the forms CM092 (Credit support transfers reporting form) and CM094 (Mark to market valuation reporting form). An authorization to report the forms CM092 and CM094 is defined by the indicator YES (TRUE) that should be marked in the separate fields Credit support transfers reporting form and Mark to market valuation reporting form.
Please refer to this information during the trial operations and submission or amendment of the Application form CM016 to the Repository.
For the questions on repository services please use the contacts provided on NSD’s website.