All Element Summary |
||||||||||||
actionType (defined in ReportingRegime complexType) |
Reports a regulator-specific code for the action associated with this submission.
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admissionDate (defined in AdmissionToTrading complexType) |
Date and time of the admission to trading on the trading venue or the date and time when the instrument was first traded or an order or quote was first received by the trading venue.
|
|||||||||||
admissionToTrading (defined in ProductSummary complexType) |
|
|||||||||||
algorithm (defined in PartyTradeInformation complexType) |
Provides information about an algorithm that executed or otherwise participated in this trade this trade
|
|||||||||||
allocatedFraction (defined in Allocation complexType) |
The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
|
|||||||||||
allocatedNotional (defined in Allocation complexType) |
The notional allocation (amount and currency) to this particular client account.
|
|||||||||||
allocatingPartyReference (defined in Allocations complexType) |
A pointer style reference to one of the parties to the trade, defined elsewhere in the document.
|
|||||||||||
allocation (defined in Allocations complexType) |
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|||||||||||
allocations (defined in Trade complexType) |
"Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure.
|
|||||||||||
allocationsCompleted (defined in TradeProcessingTimestamps complexType) |
When allocations for this trade were completely processed.
|
|||||||||||
allocationsSubmitted (defined in TradeProcessingTimestamps complexType) |
When allocations for this trade were submitted or received by this party.
|
|||||||||||
allocationStatus (defined in PackageInformation complexType) |
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
|
|||||||||||
allocationStatus (defined in PartyTradeInformation complexType) |
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
|
|||||||||||
allocationsUpdated (defined in TradeProcessingTimestamps complexType) |
When allocations for this trade were most recently corrected.
|
|||||||||||
allocationTradeId (defined in Allocation complexType) |
Unique ID for the allocation.
|
|||||||||||
allocationTradeId (defined in PartyTradeIdentifier complexType) |
The trade id of the allocated trade.
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|
||||||||||||
approvalDate (defined in AdmissionToTrading complexType) |
Date and time the issuer has approved admission to trading or trading in its financial instruments on a trading venue.
|
|||||||||||
approvalId (defined in Approval complexType) |
An identifer for a specific appoval, to allow the approval to be identified and tracked.
|
|||||||||||
approvals (defined in AllocationContent.model group) |
A container for approval states in the workflow.
|
|||||||||||
|
A container for approval states in the workflow.
|
||||||||||||
approvedPartyReference (defined in Approval complexType) |
A pointer style reference to a party defined elsewhere in the document.
|
|||||||||||
|
The full name or identifiying ID of the relevant approver.
|
||||||||||||
approvingPartyReference (defined in Approval complexType) |
A pointer style reference to a party defined elsewhere in the document.
|
|||||||||||
associatedPartyReference (defined in TradeIdentifierExtended complexType) |
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|||||||||||
barrierDeterminationAgent (defined in Trade complexType) |
The party referenced is specified in the related Confirmation as Barrier Determination Agent.
|
|||||||||||
basePath (defined in TradeDifference complexType) |
XPath to the element in the base object.
|
|||||||||||
baseValue (defined in TradeDifference complexType) |
The value of the element in the base object.
|
|||||||||||
blockTradeId (defined in PartyTradeIdentifier complexType) |
The trade id of the block trade.
|
|||||||||||
brokerPartyReference (defined in Trade complexType) |
Identifies that party (or parties) that brokered this trade.
|
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calculationAgent (defined in CalculationAgent.model group) |
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
|
|||||||||||
calculationAgentBusinessCenter (defined in CalculationAgent.model group) |
The city in which the office through which ISDA Calculation Agent is acting for purposes of the transaction is located The short-form confirm for a trade that is executed under a Sovereign or Asia Pacific Master Confirmation Agreement ( MCA ), does not need to specify the Calculation Agent.
|
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category (defined in PackageInformation complexType) |
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
|
|||||||||||
category (defined in PartyTradeInformation complexType) |
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
|
|||||||||||
cleared (defined in TradeProcessingTimestamps complexType) |
When this trade was cleared.
|
|||||||||||
clearedDate (defined in TradeHeader complexType) |
If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
|
|||||||||||
clearingStatus (defined in PackageInformation complexType) |
Describes the status with respect to clearing (e.g.
|
|||||||||||
clearingStatus (defined in PartyTradeInformation complexType) |
Describes the status with respect to clearing (e.g.
|
|||||||||||
collateral (defined in AllocationContent.model group) |
The sum that must be posted upfront to collateralize against counterparty credit risk.
|
|||||||||||
collateral (defined in Trade complexType) |
Defines collateral obiligations of a Party
|
|||||||||||
collateralizationType (defined in PartyTradeInformation complexType) |
Specifies whether this party posts collateral.
|
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collateralPortfolio (defined in PartyTradeInformation complexType) |
Provides a name, code, or other identifier for the collateral portfolio to which this belongs.
|
|||||||||||
componentReference (defined in StrategyComponentIdentification complexType) |
A reference to a component of the strategy (typically a product).
|
|||||||||||
compressedTrade (defined in PartyTradeInformation complexType) |
Specifies whether this trade is a result of compression activity.
|
|||||||||||
confirmationMethod (defined in PartyTradeInformation complexType) |
Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.
|
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confirmed (defined in TradeProcessingTimestamps complexType) |
When this trade was confirmed.
|
|||||||||||
contractId (defined in ContractIdentifier complexType) |
A contract id which is not version aware.
|
|||||||||||
contractId (defined in VersionedContractId complexType) |
|
|||||||||||
couponStartDate (defined in InstrumentTradePricing complexType) |
The date interest started accruing for the accrued interest calculation on an interest bearing security.
|
|||||||||||
creditChargeAmount (defined in AllocationContent.model group) |
Special credit fee assessed to certain institutions.
|
|||||||||||
creditDocument (defined in EndUserExceptionDeclaration complexType) |
What arrangements will be made to provide credit?
|
|||||||||||
creditEvent (defined in CreditDerivativesNotices complexType) |
This element corresponds to the Credit Event Notice Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
|
|||||||||||
currencyPairClassification (defined in ReportingRegime complexType) |
Reports a regulator-specific code classifying the currency pair in the trade into risk categories such as Major Currencies or Emerging Markets.
|
|||||||||||
determiningParty (defined in Trade complexType) |
The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.
|
|||||||||||
differenceSeverity (defined in TradeDifference complexType) |
An indication of the severity of the difference.
|
|||||||||||
differenceType (defined in TradeDifference complexType) |
The type of difference that exists.
|
|||||||||||
documentation (defined in Trade complexType) |
Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
|
|||||||||||
element (defined in TradeDifference complexType) |
The name of the element affected.
|
|||||||||||
endUserException (defined in PartyTradeInformation complexType) |
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization, i.e. wehter there is an exemption from clearing.
|
|||||||||||
endUserExceptionDeclaration (defined in PartyTradeInformation complexType) |
Claims an end user exception and provides supporting evidence.
|
|||||||||||
endUserExceptionReason (defined in PartyTradeInformation complexType) |
Specifies a reason that the trade is exempted from a clearing requirement.
|
|||||||||||
entityClassification (defined in PartyEntityClassification complexType) |
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
|
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entityClassification (defined in ReportingRegime complexType) |
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
|
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exceedsClearingThreshold (defined in ReportingRegime complexType) |
Indicates whether the counterparty exceeds the volume threshold above which trades are required to be cleared.
|
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exDividendDate (defined in InstrumentTradePricing complexType) |
The date when a distribution of dividends or interest is deducted from a securities asset, or set aside for payment to the original bondholders.
|
|||||||||||
executionDateTime (defined in PackageInformation complexType) |
Trade execution date time, for example as provided by a central execution facility.
|
|||||||||||
executionDateTime (defined in PartyTradeInformation complexType) |
Trade execution date time, for example as provided by a central execution facility.
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|||||||||||
executionType (defined in PartyTradeInformation complexType) |
Used to describe how the trade was executed, e.g. via voice or electronically.
|
|||||||||||
executionVenueType (defined in PackageInformation complexType) |
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
|
|||||||||||
executionVenueType (defined in PartyTradeInformation complexType) |
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
|
|||||||||||
extraElement (defined in TradeDifference complexType) |
Element(s) that are extraneous in the other object.
|
|||||||||||
finalSettlementDate (defined in ProductSummary complexType) |
|
|||||||||||
governingLaw (defined in Trade complexType) |
Identification of the law governing the transaction.
|
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gross (defined in NetAndOrGross.model group) |
Value including fees and commissions.
|
|||||||||||
hedgingParty (defined in Trade complexType) |
The party referenced is the ISDA Hedging Party that specified in the related Confirmation as Hedging, or if no Hedging Party is specified, either party to the Transaction.
|
|||||||||||
indexFactor (defined in ProductSummary complexType) |
DEPRECATED.
|
|||||||||||
|
A type to hold trades of multiply-traded instruments such as securities (e.g., stocks or bonds) or listed derivatives.
|
||||||||||||
intentToAllocate (defined in PackageInformation complexType) |
Specifies whether the trade is anticipated to be allocated.
|
|||||||||||
intentToAllocate (defined in PartyTradeInformation complexType) |
Specifies whether the trade is anticipated to be allocated.
|
|||||||||||
intentToClear (defined in PackageInformation complexType) |
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
|
|||||||||||
intentToClear (defined in PartyTradeInformation complexType) |
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
|
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isAccountingHedge (defined in PartyTradeInformation complexType) |
Specifies whether the trade used to hedge a risk for accounting purposes for the specified party.
|
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isCommodityHedge (defined in TransactionClassification.model group) |
Whether the transaction reduces risk in an objectively measurable way.
|
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isDisputed (defined in PartyTradeInformation complexType) |
Used to report whether the trade is in dispute
|
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isPackageTrade (defined in TradeSummary complexType) |
|
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isPrimeBrokerTrade (defined in TradeSummary complexType) |
|
|||||||||||
isSecuritiesFinancing (defined in TransactionClassification.model group) |
Whether the transaction falls within the scope of activity but is exempted from reporting under [Securities Financing Transactions Regulation]
|
|||||||||||
issuer (defined in ProductComponentIdentifier complexType) |
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largeSizeTrade (defined in PartyTradeInformation complexType) |
Specifies whether the sender of this trade considers it to be a large notional trade or block trade for reporting purposes, and thus eligible for delayed public reporting.
|
|||||||||||
linkedTrade (defined in PartyTradeIdentifier complexType) |
Related trades
|
|||||||||||
linkId (defined in LinkedTrade complexType) |
The identifier of the linked trade.
|
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linkId (defined in PartyTradeIdentifier complexType) |
A link identifier allowing the trade to be associated with other related trades, e.g. the linkId may contain a tradeId for an associated trade or several related trades may be given the same linkId.
|
|||||||||||
linkType (defined in LinkedTrade complexType) |
The type or reason for a linked trade.
|
|||||||||||
mandatorilyClearable (defined in ReportingRegime complexType) |
Whether the particular trade type in question is required by this regulator to be cleared.
|
|||||||||||
mandatoryFacilityExecution (defined in ReportingRegime complexType) |
Whether the particular product must be executed on a SEF or DCM.
|
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mandatoryFacilityExecutionException (defined in ReportingRegime complexType) |
Specifies whether the party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
|
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mandatoryFacilityExecutionExceptionDeclaration (defined in ReportingRegime complexType) |
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
|
|||||||||||
masterConfirmationDate (defined in AllocationContent.model group) |
The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.
|
|||||||||||
message (defined in TradeDifference complexType) |
A human readable description of the problem.
|
|||||||||||
missingElement (defined in TradeDifference complexType) |
Element(s) that are missing in the other trade.
|
|||||||||||
|
The name of the algorithm.
|
||||||||||||
name (defined in ReportingRegime complexType) |
Identifies the reporting regime under which this data is reported.
|
|||||||||||
net (defined in NetAndOrGross.model group) |
Value excluding fees and commissions.
|
|||||||||||
net (defined in NetAndOrGross.model group) |
Value excluding fees and commissions.
|
|||||||||||
nominal (defined in InstrumentTradeQuantity complexType) |
The monetary value of the security (eg. fixed income security) that was traded).
|
|||||||||||
nonpubliclyReported (defined in TradeProcessingTimestamps complexType) |
When the non-public report of this was created or received by this party.
|
|||||||||||
nonpublicReportAccepted (defined in TradeProcessingTimestamps complexType) |
When the non-public report of this was first accepted for submission to a regulator.
|
|||||||||||
nonpublicReportUpdated (defined in TradeProcessingTimestamps complexType) |
When the non-public report of this was most recently corrected or corrections were received by this party.
|
|||||||||||
nonStandardTerms (defined in PartyTradeInformation complexType) |
Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms.
|
|||||||||||
notionalAmountReference (defined in PercentageRule complexType) |
A reference to the notional amount.
|
|||||||||||
notionalType (defined in ReportingRegime complexType) |
How the notional amount should be reported for the reporting regime.
|
|||||||||||
number (defined in InstrumentTradeQuantity complexType) |
The (absolute) number of units of the underlying instrument that were traded.
|
|||||||||||
offMarketPrice (defined in PartyTradeInformation complexType) |
Indicates that the price does not reflect the current market.
|
|||||||||||
|
Indicates which party (and accounts) a trade is being processed for.
|
||||||||||||
orderEntered (defined in TradeProcessingTimestamps complexType) |
When an order was first generated, as recorded for the first time when it was first entered by a person or generated by a trading algorithm (i.e., the first record of the order).
|
|||||||||||
orderId (defined in OrderIdentifier complexType) |
|
|||||||||||
orderIdentifier (defined in PackageSummary complexType) |
Unique identifier of the order that generated the trade package.
|
|||||||||||
orderSubmitted (defined in TradeProcessingTimestamps complexType) |
The time when an order is submitted by a market participant to an execution facility, as recorded based on the timestamp of the message that was sent by the participant.
|
|||||||||||
organizationCharacteristic (defined in EndUserExceptionDeclaration complexType) |
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.
|
|||||||||||
organizationCharacteristic (defined in FacilityExecutionExceptionDeclaration complexType) |
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.
|
|||||||||||
|
||||||||||||
originatingPackage (defined in TradeHeader complexType) |
Information about the trade package if any that the trade originated from.
|
|||||||||||
originatingTradeId (defined in PartyTradeIdentifier complexType) |
The trade id of the trade(s) upon which this was based, for example the ID of the trade that was submitted for clearing if this is a cleared trade, or of the original trade if this was novated or cancelled and rebooked, or the list of trades that were netted or compressed together in the case of a compression event.
|
|||||||||||
otcClassification (defined in TransactionClassification.model group) |
Classification of the OTC transaction.
|
|||||||||||
otherPartyPayment (defined in Trade complexType) |
Other fees or additional payments associated with the trade, e.g. broker commissions, where one or more of the parties involved are not principal parties involved in the trade.
|
|||||||||||
otherPath (defined in TradeDifference complexType) |
XPath to the element in the other object.
|
|||||||||||
otherValue (defined in TradeDifference complexType) |
Value of the element in the other trade.
|
|||||||||||
packageIdentifier (defined in PackageSummary complexType) |
Unique identifier of the trade package.
|
|||||||||||
packageType (defined in PackageSummary complexType) |
Specifies the package type.
|
|||||||||||
partyEntityClassification (defined in ReportingRegime complexType) |
Indicates the category or classification or business role of a trade party with respect to this reporting regime, for example Financial, NonFinancial, Dealer, Non-Dealer, LocalParty, etc.
|
|||||||||||
partyPortfolioName (defined in Portfolio complexType) |
The name of the portfolio together with the party that gave the name.
|
|||||||||||
partyReference (defined in ContractIdentifier complexType) |
A pointer style reference to a party identifier defined elsewhere in the document.
|
|||||||||||
partyReference (defined in PartyEntityClassification complexType) |
A pointer style reference to a party identifier defined elsewhere in the document.
|
|||||||||||
partyReference (defined in PartyPortfolioName complexType) |
A pointer style reference to a party identifier defined elsewhere in the document.
|
|||||||||||
partyTradeIdentifier (defined in PartyTradeIdentifiers complexType) |
|
|||||||||||
partyTradeIdentifier (defined in Portfolio complexType) |
|
|||||||||||
partyTradeIdentifier (defined in TradeIdentifiers.model group) |
The trade reference identifier(s) allocated to the trade by the parties involved.
|
|||||||||||
partyTradeIdentifier (defined in TradeIdentifiers.model group) |
The trade reference identifier(s) allocated to the trade by the parties involved.
|
|||||||||||
partyTradeInformation (defined in TradeHeader complexType) |
Additional trade information that may be provided by each involved party.
|
|||||||||||
paymentPercent (defined in PercentageRule complexType) |
A percentage of the notional amount.
|
|||||||||||
physicalSettlement (defined in CreditDerivativesNotices complexType) |
This element corresponds to the Notice of Intended Physical Settlement Delivered Under Old Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
|
|||||||||||
|
An arbitary grouping of trade references (and possibly other portfolios).
|
||||||||||||
|
An arbitary grouping of trade references (and possibly other portfolios).
|
||||||||||||
portfolioName (defined in PartyPortfolioName complexType) |
|
|||||||||||
preEnactmentTrade (defined in ReportingRegime complexType) |
Reports that this trade was executed prior to the enactment of the relevant reporting regulation.
|
|||||||||||
premiumProductReference (defined in ProductComponentIdentifier complexType) |
Indicates which product within a strategy this ID is associated with.
|
|||||||||||
premiumProductReference (defined in Strategy complexType) |
Indicates which product within a strategy represents the premium payment.
|
|||||||||||
pricing (defined in InstrumentTradeDetails complexType) |
The price paid for the instrument.
|
|||||||||||
pricingContext (defined in PartyTradeInformation complexType) |
Describes why the price of this trade does not reflect the current market price.
|
|||||||||||
principal (defined in InstrumentTradeDetails complexType) |
The value, in instrument currency, of the amount of the instrument that was traded.
|
|||||||||||
principalAmount (defined in InstrumentTradePrincipal complexType) |
The net and/or gross value of the amount traded in native currency.
|
|||||||||||
productComponentIdentifier (defined in PartyTradeIdentifier complexType) |
Deprecated: The USIs of the components of this trade, when this trade contains a strategy.
|
|||||||||||
productSummary (defined in TradeHeader complexType) |
|
|||||||||||
publiclyAvailableInformation (defined in CreditDerivativesNotices complexType) |
This element corresponds to the Notice of Publicly Available Information Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
|
|||||||||||
publiclyReported (defined in TradeProcessingTimestamps complexType) |
When the public report of this was created or received by this party.
|
|||||||||||
publicReportAccepted (defined in TradeProcessingTimestamps complexType) |
When the public report of this was most recently corrected or corrections were sent or received by this party.
|
|||||||||||
publicReportUpdated (defined in TradeProcessingTimestamps complexType) |
When the public report of this was first accepted for submission to a regulator.
|
|||||||||||
quantity (defined in InstrumentTradeDetails complexType) |
A description of how much of the instrument was traded.
|
|||||||||||
quote (defined in InstrumentTradePricing complexType) |
|
|||||||||||
reason (defined in FacilityExecutionExceptionDeclaration complexType) |
Reason for not executing the trade on SEF or other facility.
|
|||||||||||
registrationNumber (defined in SupervisorRegistration.model group) |
The ID assigned by the regulator (e.g.
|
|||||||||||
relatedBusinessUnit (defined in PartyTradeInformation complexType) |
Provides information about a unit/division/desk etc. that executed or supports this trade
|
|||||||||||
relatedParty (defined in AllocationContent.model group) |
Specifies any relevant parties to the allocation which should be referenced.
|
|||||||||||
relatedParty (defined in PackageInformation complexType) |
This may be used to identify one or more parties that perform a role within the transaction.
|
|||||||||||
relatedParty (defined in PartyTradeInformation complexType) |
This may be used to identify one or more parties that perform a role within the transaction.
|
|||||||||||
relatedParty (defined in ReportingRegime complexType) |
This may be used to identify one or more parties that perform a role within the transaction.
|
|||||||||||
relatedPerson (defined in PartyTradeInformation complexType) |
Provides information about a person that executed or supports this trade
|
|||||||||||
reportingLevel (defined in TradeSummary complexType) |
|
|||||||||||
reportingPurpose (defined in ReportingRegime complexType) |
The reason this message is being sent, for example Snapshot, PET, Confirmation, RealTimePublic.
|
|||||||||||
reportingRegime (defined in PartyTradeInformation complexType) |
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
|
|||||||||||
reportingRole (defined in PartyTradeInformation complexType) |
Identifies the role of this party in reporting this trade (e.g. originator, counterparty).
|
|||||||||||
reportingRole (defined in ReportingRegime complexType) |
Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
|
|||||||||||
requestDate (defined in AdmissionToTrading complexType) |
Date and time of the request for admission to trading on the trading venue.
|
|||||||||||
requested (defined in AdmissionToTrading complexType) |
Whether the issuer of the financial instrument has requested or approved the trading or admission to trading of their financial instruments on a trading venue.
|
|||||||||||
resultingTradeId (defined in PartyTradeIdentifier complexType) |
The trade id of a resulting trade (beta or gamma trade) that resulted from this trade during a clearing or similar operation (e.g. prime brokerage).
|
|||||||||||
|
The category of the function of the algorithm.
|
||||||||||||
seniority (defined in ProductSummary complexType) |
DEPRECATED.
|
|||||||||||
sequenceNumber (defined in PackageSummary complexType) |
Sequence number is used to identify the ordinal position of the trade within the enclosing package, e.g. number 1 of 3, 2 of 3, etc, where 3 equals package size.
|
|||||||||||
settlementType (defined in ProductSummary complexType) |
|
|||||||||||
shortSale (defined in TransactionClassification.model group) |
Classification of the transaction as a short sale or not and, if short, of the type of transaction.
|
|||||||||||
size (defined in PackageSummary complexType) |
Size of the trade package.
|
|||||||||||
|
The current state of approval (.e.g preapproved, pending approval, etc.)
|
||||||||||||
|
A strategy product.
|
||||||||||||
strategyComponentIdentifier (defined in Strategy complexType) |
Provides distinct identification for a component of a strategy.
|
|||||||||||
submittedForClearing (defined in TradeProcessingTimestamps complexType) |
When this trade was supplied to a clearing service for clearing.
|
|||||||||||
submittedForConfirmation (defined in TradeProcessingTimestamps complexType) |
When this trade was supplied to a confirmation service or counterparty for confirmation.
|
|||||||||||
supervisorRegistration (defined in EndUserExceptionDeclaration complexType) |
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number.
|
|||||||||||
supervisorRegistration (defined in FacilityExecutionExceptionDeclaration complexType) |
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number.
|
|||||||||||
supervisorRegistration (defined in ReportingRegime complexType) |
Identifies the specific regulator or other supervisory body for which this data is produced.
|
|||||||||||
supervisorRegistration (defined in ReportingRegime complexType) |
Identifies the specific regulator or other supervisory body for which this data is produced.
|
|||||||||||
supervisoryBody (defined in SupervisorRegistration.model group) |
The regulator or other supervisory body the organization is registered with (e.g.
|
|||||||||||
terminationDate (defined in AdmissionToTrading complexType) |
Date and time when the financial instrument ceases to be traded or to be admitted to trading on the trading venue.
|
|||||||||||
timestamp (defined in TradeProcessingTimestamps complexType) |
Other timestamps for this trade.
|
|||||||||||
timestamps (defined in PackageInformation complexType) |
Allows timing information about a trade to be recorded.
|
|||||||||||
timestamps (defined in PartyTradeInformation complexType) |
Allows timing information about a trade to be recorded.
|
|||||||||||
|
An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains
|
||||||||||||
trade (in valuationDocument) |
The root element in an FpML trade document.
|
|||||||||||
tradeDate (defined in TradeHeader complexType) |
The trade date.
|
|||||||||||
tradedFlatOfAccrued (defined in InstrumentTradePricing complexType) |
Whether the accrued interest in included when the trade settles.
|
|||||||||||
tradeHeader (defined in Trade complexType) |
The information on the trade which is not product specific, e.g. trade date.
|
|||||||||||
|
||||||||||||
tradeId (defined in ProductComponentIdentifier complexType) |
|
|||||||||||
tradeId (defined in TradeIdentifier complexType) |
|
|||||||||||
tradeId (defined in VersionedTradeId complexType) |
|
|||||||||||
tradeIdentifierReference (defined in StrategyComponentIdentification complexType) |
A reference to a party trade ID.
|
|||||||||||
tradePartyRelationshipType (defined in ReportingRegime complexType) |
Indicates how the parties to the trade (the counterparties) are related to each other with respect to this reporting regime, e.g.
|
|||||||||||
trader (defined in PartyTradeInformation complexType) |
Identifies the person or persons who assumed the role of trader for this trade.
|
|||||||||||
|
A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.
|
||||||||||||
tradeSummary (defined in TradeHeader complexType) |
|
|||||||||||
tradingWaiver (defined in TransactionClassification.model group) |
Classification of the pre-trade waiver, if any, that the transaction was executed under.
|
|||||||||||
transactionCharacteristic (defined in EndUserExceptionDeclaration complexType) |
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination.
|
|||||||||||
transactionCharacteristic (defined in FacilityExecutionExceptionDeclaration complexType) |
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination.
|
|||||||||||
transmissionOfOrder (defined in ReportingRegime complexType) |
|
|||||||||||
|
The type of approval (e.g.
|
||||||||||||
type (defined in TradeTimestamp complexType) |
|
|||||||||||
uniqueSwapIdentifier (defined in GlobalTradeIdentifiers.model group) |
|
|||||||||||
uniqueTransactionIdentifier (defined in GlobalTradeIdentifiers.model group) |
|
|||||||||||
uniqueTransactionIdentifier (defined in GlobalTradeIdentifiers.model group) |
|
|||||||||||
unit (defined in PartyTradeInformation complexType) |
Identifies the unit/division/desk etc. that executed or supports this trade
|
|||||||||||
updatedForClearing (defined in TradeProcessingTimestamps complexType) |
When the most recent correction to this trade was supplied to a clearing service for clearing.
|
|||||||||||
updatedForConfirmation (defined in TradeProcessingTimestamps complexType) |
When the most recent correction to this trade was supplied to a confirmation service or counterparty for confirmation.
|
|||||||||||
validation (defined in Validation.model group) |
A list of validation sets the sender asserts the document is valid with respect to.
|
|||||||||||
value (defined in TradeTimestamp complexType) |
|
|||||||||||
verificationMethod (defined in PartyTradeInformation complexType) |
Used to describe how the trade was or will be verified, e.g via a confirmation facility, via private electronic service, or via written documentation.
|
|||||||||||
versionedContractId (defined in ContractIdentifier complexType) |
A contract id which is version aware.
|
|||||||||||
versionedTradeId (defined in TradeIdentifier complexType) |
A trade identifier accompanied by a version number.
|
|||||||||||
Complex Type Summary |
||||||||||
|
Information about whether and when a product was admitted to trading on a facility.
|
||||||||||
|
||||||||||
|
A type describing a role played by an algorithm in one or more transactions.
|
||||||||||
|
||||||||||
|
Code that describes what type of allocation applies to the trade.
|
||||||||||
|
The allocations for a single side of a trade.
|
||||||||||
|
A specific approval state in the workflow.
|
||||||||||
|
An approval identifier allocated by a party.
|
||||||||||
|
||||||||||
|
A type that qualifies the type of approval.
|
||||||||||
|
The reason a trade is exempted from a clearing mandate.
|
||||||||||
|
The current status value of a clearing request.
|
||||||||||
|
Code that describes what type of collateral is posted by a party to a transaction.
|
||||||||||
|
A type used to represent the type of mechanism that can be used to confirm a trade.
|
||||||||||
|
A contact id identifier allocated by a party.
|
||||||||||
|
A type defining a contract identifier issued by the indicated party.
|
||||||||||
|
||||||||||
|
A credit arrangement used in support of swaps trading.
|
||||||||||
|
A type containing a code representing the risk classification of a currency pair, as specified by a regulator.
|
||||||||||
|
A type defining a content model that is backwards compatible with older FpML releases and which can be used to contain sets of data without expressing any processing intention.
|
||||||||||
|
The abstract base type from which all FpML compliant messages and documents must be derived.
|
||||||||||
|
Records supporting information justifying an end user exception under 17 CFR part 39.
|
||||||||||
|
A type describing the entity of a party, for example Financial, NonFinancial etc.
|
||||||||||
|
A type defining the trade execution date time and the source of it.
|
||||||||||
|
A type used to represent the type of market where a trade can be executed.
|
||||||||||
|
A type used to represent the type of market where a trade can be executed.
|
||||||||||
|
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
|
||||||||||
|
||||||||||
|
The economics of a trade of a multiply traded instrument.
|
||||||||||
|
A structure describing the price paid for the instrument.
|
||||||||||
|
A structure describing the value in "native" currency of an instrument that was traded.
|
||||||||||
|
A structure describing the amount of an instrument that was traded.
|
||||||||||
|
A type for representing information about a trade related to this.
|
||||||||||
|
The data type used for link identifiers.
|
||||||||||
|
||||||||||
|
A structure including a net and/or a gross amount and possibly fees and commissions.
|
||||||||||
|
How a notional is to be reported for this reporting regime.
|
||||||||||
|
A type that an identifier for an order.
|
||||||||||
|
A type that an order's identifier(s).
|
||||||||||
|
A characteristic of an organization used in declaring an end-user exception.
|
||||||||||
|
Indicator as to the type of transaction in accordance with Articles 20(3)(a) and 21(5)(a) of Regulation (EU) 600/2014.
|
||||||||||
|
A type defining additional information that may be recorded against a package of trades.
|
||||||||||
|
Summary information about a trade package.
|
||||||||||
|
A type that describes what thpe of package this is, e.g.
|
||||||||||
|
A type that specifies the classification of a party.
|
||||||||||
|
A type to represent a portfolio name for a particular party.
|
||||||||||
|
A type containing a code representing how two parties are related, e.g.
|
||||||||||
|
A type defining one or more trade identifiers allocated to the trade by a party.
|
||||||||||
|
A type containing multiple partyTradeIdentifier.
|
||||||||||
|
A type defining party-specific additional information that may be recorded against a trade.
|
||||||||||
|
A type defining a content model for a calculation rule defined as percentage of the notional amount.
|
||||||||||
|
A type representing an arbitary grouping of trade references.
|
||||||||||
|
The data type used for portfolio names.
|
||||||||||
|
The reason a trade's price does not reflect the current market price.
|
||||||||||
|
Deprecated: A type defining a USI for the a subproduct component of a strategy.
|
||||||||||
|
Summary information about the product that was traded.
|
||||||||||
|
An ID assigned by a regulator to an organization registered with it.
|
||||||||||
|
How a Boolean value is to be reported for this regulator.
|
||||||||||
|
A type containing a code representing the level at which this is reported (e.g.
|
||||||||||
|
A value that explains the reason or purpose that information is being reported.
|
||||||||||
|
Provides information about how the information in this message is applicable to a regulatory reporting process.
|
||||||||||
|
A type containing a code representing the role of a party in a report, e.g. the originator, the recipient, the counterparty, etc.
|
||||||||||
|
A short sale concluded by an investment firm on its own behalf or on behalf of a client, as described in Article 11.
|
||||||||||
|
A type defining a group of products making up a single trade.
|
||||||||||
|
Associates trade identifiers with components of a strategy.
|
||||||||||
|
Provides information about a regulator or other supervisory body that an organization is registered with.
|
||||||||||
|
The type or meaning of a timestamp.
|
||||||||||
|
A type defining an FpML trade.
|
||||||||||
|
A scheme used to categorize positions.
|
||||||||||
|
A type used to record the details of a difference between two business objects/
|
||||||||||
|
A type defining trade related information which is not product specific.
|
||||||||||
|
A type defining a trade identifier issued by the indicated party.
|
||||||||||
|
A type defining a trade identifier with a reference to the party that this trade is associated with.
|
||||||||||
|
Allows timing information about when a trade was processed and reported to be recorded.
|
||||||||||
|
||||||||||
|
Summary information about the trade.
|
||||||||||
|
A generic trade timestamp
|
||||||||||
|
Indication as to whether the transaction was executed under a pre-trade waiver in accordance with Articles 4 and 9 of Regulation (EU) 600/2014.
|
||||||||||
|
A characteristic of a transaction used in declaring an end-user exception.
|
||||||||||
|
A reference identifying a rule within a validation scheme.
|
||||||||||
|
A type used to represent the type of mechanism that can be used to verify a trade.
|
||||||||||
|
Contract Id with Version Support
|
||||||||||
|
Trade Id with Version Support
|
||||||||||
Element Group Summary |
||||||||||
|
||||||||||
|
||||||||||
|
Types that globally and uniquely identify trade across counterparties, for regulatory reporting and other purposes.
|
||||||||||
|
A group including a net and/or a gross amount.
|
||||||||||
|
Provides information about a regulator or other supervisory body that an organization is registered with.
|
||||||||||
|
Identification options for trades
|
||||||||||
|
Choice between identification and representation of trade execution.
|
||||||||||
|
||||||||||
|
||||||||||
Attribute Group Summary |
||||||||||
|
Set of attributes that define versioning information.
|
||||||||||
|
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2018-2019 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="conf" ecore:package="org.fpml.confirmation" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/confirmation" version="$Revision: 13680 $" xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-asset-5-11.xsd"/>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Information about whether and when a product was admitted to trading on a facility.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="requested" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Whether the issuer of the financial instrument has requested or approved the trading or admission to trading of their financial instruments on a trading venue.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Date and time of the request for admission to trading on the trading venue.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Date and time the issuer has approved admission to trading or trading in its financial instruments on a trading venue.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Date and time of the admission to trading on the trading venue or the date and time when the instrument was first traded or an order or quote was first received by the trading venue.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Date and time when the financial instrument ceases to be traded or to be admitted to trading on the trading venue.
</xsd:documentation>
<xsd:sequence>
</xsd:complexType>
<xsd:element name="name" type="xsd:token">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The category of the function of the algorithm. The related individual performs the role specified in this field for the base party. For example, if the role is "Trader", the related person acts acts or acted as the base party's trader.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing a role played by an algorithm in one or more transactions. Examples include roles such as TradingDecision, RoutingDecision. This can be extended to provide custom roles.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/algorithm-role" name="algorithmRoleScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:sequence>
</xsd:complexType>
<xsd:element maxOccurs="unbounded" name="allocationTradeId" type="TradeIdentifier">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Unique ID for the allocation. Multiple allocation trade IDs are provided to allow for the use of USI/UTI representations along with party-specific trade identifiers.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The party and/or account to which this trade is being allocated.
</xsd:documentation>
<xsd:choice>
<xsd:element name="allocatedFraction" type="xsd:decimal">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The notional allocation (amount and currency) to this particular client account.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Code that describes what type of allocation applies to the trade. Options include Unallocated, PreAllocation, PostAllocation.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/allocation-reporting-status" name="allocationReportingStatusScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element minOccurs="0" name="allocatingPartyReference" type="PartyReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to one of the parties to the trade, defined elsewhere in the document. The party referenced has requested its position in the trade to be allocated to several other parties or accounts.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element name="type" type="ApprovalType">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The type of approval (e.g. "pre-clearing credit").
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The current state of approval (.e.g preapproved, pending approval, etc.)
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The full name or identifiying ID of the relevant approver.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to a party defined elsewhere in the document. The party referenced has approved the specified item (e.g. trade or allocation).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to a party defined elsewhere in the document. The party referenced was approved for the specified item (e.g. trade or allocation) by the approving party (if specified).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An identifer for a specific appoval, to allow the approval to be identified and tracked.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An approval identifier allocated by a party. FpML does not define the domain values associated with this element.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
</xsd:extension>
</xsd:simpleContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/approval-type" name="approvalTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">The current status value of a clearing request.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/clearing-status" name="clearingStatusScheme" type="NonEmptyURI"/>
</xsd:extension>
<!--FpML 5-11: SFTR field for SL; ESMA field-->
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Code that describes what type of collateral is posted by a party to a transaction. Options include Uncollateralized, Partial, Full, One-Way.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/collateral-type" name="collateralTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<!--FpML 5-11: SFTR field for SL; ESMA field-->
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type used to represent the type of mechanism that can be used to confirm a trade.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/confirmation-method" name="confirmationMethodScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A contact id identifier allocated by a party. FpML does not define the domain values associated with this element.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
</xsd:extension>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a contract identifier issued by the indicated party.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has allocated the contract identifier.
</xsd:documentation>
<xsd:choice>
<xsd:annotation>
</xsd:choice>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Where the legal activity is to agree a contract of variation then the business process should be to modify a contract. This is a contract in its own right and not a version of a previous contract. Where the business process is to replace and supersede a contract then you have a new contract and a contract version should not be used.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
</xsd:complexType>
<xsd:element name="creditEvent" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This element corresponds to the Credit Event Notice Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This element corresponds to the Notice of Publicly Available Information Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This element corresponds to the Notice of Intended Physical Settlement Delivered Under Old Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A credit arrangement used in support of swaps trading.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/credit-document" name="creditDocumentScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type containing a code representing the risk classification of a currency pair, as specified by a regulator.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/esma-currency-pair-classification" name="currencyPairClassificationScheme" type="NonEmptyURI" use="optional"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a content model that is backwards compatible with older FpML releases and which can be used to contain sets of data without expressing any processing intention.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Document">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:group ref="Validation.model"/>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="onBehalfOf" type="OnBehalfOf">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates which party (and accounts) a trade is being processed for.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An arbitary grouping of trade references (and possibly other portfolios).
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The abstract base type from which all FpML compliant messages and documents must be derived.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Records supporting information justifying an end user exception under 17 CFR part 39.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="creditDocument" type="CreditDocument">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
What arrangements will be made to provide credit? (e.g. CSA, collateral pledge, guaranty, available resources, financing).
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="organizationCharacteristic" type="OrganizationCharacteristic">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination. Examples include "FinancialEntity", "CaptiveFinanceUnit", "BoardOfDirectorsApproval".
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="transactionCharacteristic" type="TransactionCharacteristic">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination. Examples include "BoardOfDirectorsApproval", "HedgesCommercialRisk".
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisorRegistration" type="SupervisorRegistration">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number. For example, it could specify that it is SEC registered and provide its Central Index Key.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing the entity of a party, for example Financial, NonFinancial etc.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/entity-classification" name="entityClassificationScheme" type="NonEmptyURI" use="optional"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the trade execution date time and the source of it. For use inside containing types which already have a Reference to a Party that has assigned this trade execution date time.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="xsd:dateTime">
</xsd:simpleContent>
<xsd:attribute name="executionDateTimeScheme" type="NonEmptyURI">
</xsd:extension>
<xsd:annotation>
</xsd:attribute>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identification of the source (e.g. clock id) generating the execution date time.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type used to represent the type of market where a trade can be executed.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/execution-type" name="executionTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type used to represent the type of market where a trade can be executed.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/execution-venue-type" name="executionVenueTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reason" type="Token">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Reason for not executing the trade on SEF or other facility.
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="organizationCharacteristic" type="OrganizationCharacteristic">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination. Examples include "FinancialEntity", "CaptiveFinanceUnit", "BoardOfDirectorsApproval".
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="transactionCharacteristic" type="TransactionCharacteristic">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination. Examples include "BoardOfDirectorsApproval", "HedgesCommercialRisk".
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisorRegistration" type="SupervisorRegistration">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number. For example, it could specify that it is SEC registered and provide its Central Index Key.
</xsd:documentation>
<xsd:simpleContent>
</xsd:complexType>
<xsd:extension base="xsd:date">
</xsd:extension>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The economics of a trade of a multiply traded instrument.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Product">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:group ref="BuyerSeller.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A description of how much of the instrument was traded.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The value, in instrument currency, of the amount of the instrument that was traded.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing the amount of an instrument that was traded.
</xsd:documentation>
<xsd:choice>
<xsd:element name="number" type="xsd:decimal">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The (absolute) number of units of the underlying instrument that were traded.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The monetary value of the security (eg. fixed income security) that was traded).
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing the price paid for the instrument.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="quote" type="BasicQuotation"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date interest started accruing for the accrued interest calculation on an interest bearing security.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date when a distribution of dividends or interest is deducted from a securities asset, or set aside for payment to the original bondholders. From the ex-date, any dividends that are owing on the security are paid to the original owner. As a consequence of this, on the ex-date, the securities price typically drops by the amount of the distribution (plus or minus any market activity).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Whether the accrued interest in included when the trade settles. ("true" means accrued interest is not included when the trade settles.)
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing the value in "native" currency of an instrument that was traded.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="principalAmount" type="NetAndGross">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The net and/or gross value of the amount traded in native currency.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type for representing information about a trade related to this. It identifies the related trade and the type of relationship.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="linkType" type="LinkType">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The type or reason for a linked trade. For example, it may be the block trade that originated this allocation trade, or a beta or gamma trade that resulted from this trade submitted for clearing.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The identifier of the linked trade. In the case the linked trade is identified by a USI or UTI, the issuer prefix and transaction ID components should be concatenated.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:simpleContent>
</xsd:simpleContent>
</xsd:complexType>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure including a net and/or a gross amount and possibly fees and commissions.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
How a notional is to be reported for this reporting regime. E.g. for ESMA EMIR, it would be Nominal or Monetary Amount
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/notional-type" name="notionalTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A characteristic of an organization used in declaring an end-user exception.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/organization-characteristic" name="organizationCharacteristicScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicator as to the type of transaction in accordance with Articles 20(3)(a) and 21(5)(a) of Regulation (EU) 600/2014.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/esma-mifir-otc-classification" name="otcClassificationScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining additional information that may be recorded against a package of trades.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedParty" type="RelatedParty">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This may be used to identify one or more parties that perform a role within the transaction. If this is within a partyTradeInformation block, the related party performs the role with respect to the party identifie by the "partyReference" in the partyTradeInformation block.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Trade execution date time, for example as provided by a central execution facility. Normally this refers to the original execution time of the trade, not the execution time of any post-trade events that may have affected it. However, in the case of a post trade event that reports the new version of the trade (for example, the novation trade in an novation event, or the amended trade in an amendment event), the execution date time may contain the time that the newly created or modified trade was created or modified.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows timing information about a trade to be recorded.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether the trade is anticipated to be allocated.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes the status with respect to clearing (e.g. AwaitingAcceptance, Pending, Accepted, Rejected, etc.)
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element minOccurs="0" name="packageIdentifier" type="IssuerTradeId">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Unique identifier of the order that generated the trade package.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the package type. Domain is defined within the packageTypeScheme and includes values such as: Butterfly, CalendarRoll, CalendarSpread, etc. The complete list is available at: http://www.fpml.org/coding-scheme/package-type
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Sequence number is used to identify the ordinal position of the trade within the enclosing package, e.g. number 1 of 3, 2 of 3, etc, where 3 equals package size. It’s intended to assist with ordering and reconciliation.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that describes what thpe of package this is, e.g. Butterfly.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/package-type" name="packageTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that specifies the classification of a party.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has the classification in the associated "entityClassification" element below.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type to represent a portfolio name for a particular party.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type containing a code representing how two parties are related, e.g. Affiliated, Intragroup, None.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/party-relationship-type" name="partyRelationshipTypeScheme" type="NonEmptyURI" use="optional"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining one or more trade identifiers allocated to the trade by a party. A link identifier allows the trade to be associated with other related trades, e.g. trades forming part of a larger structured transaction. It is expected that for external communication of trade there will be only one tradeId sent in the document per party.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="TradeIdentifier">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="linkId" type="LinkId">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A link identifier allowing the trade to be associated with other related trades, e.g. the linkId may contain a tradeId for an associated trade or several related trades may be given the same linkId. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list. For new implementations, the use of the "linkedTrade" element is preferred.
</xsd:documentation>
<xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="allocationTradeId" type="TradeIdentifier">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The trade id of the allocated trade. This is used by the block trade to reference the allocated trade. For new implementations, the use of the "linkedTrade" element is preferred.
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="resultingTradeId" type="TradeIdentifierExtended">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The trade id of a resulting trade (beta or gamma trade) that resulted from this trade during a clearing or similar operation (e.g. prime brokerage). For new implementations, the use of the "linkedTrade" element is preferred.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The trade id of the block trade. This is used by each one of the allocated trades to reference the block trade. This element can also represent the trade id of the parent trade for N-level allocations. In the case, this element is only used to model N-level allocations in which the trade acts as block and allocated trade at the same time. This basically means the ability to allocate a block trade to multiple allocation trades, and then allocate these in turn to other allocation trades (and so on if desired). For new implementations, the use of the "linkedTrade" element is preferred.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The trade id of the trade(s) upon which this was based, for example the ID of the trade that was submitted for clearing if this is a cleared trade, or of the original trade if this was novated or cancelled and rebooked, or the list of trades that were netted or compressed together in the case of a compression event. The originatingEvent will explain why the trade was created; the existence and number of originatingTradeId elements should correspond to the originatingEvent, and they should be interpreted using that field. If the trade is inside a business event structure (such as a novation or a compression event) this element shuld not be populated; instead the event shoudl be used to represent the other trades. For new implementations, the use of the "linkedTrade" element is preferred.
</xsd:documentation>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Added in error. Leftover from earlier proposal" maxOccurs="unbounded" minOccurs="0" name="productComponentIdentifier" type="ProductComponentIdentifier">
<xsd:annotation>
</xsd:element>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Deprecated: The USIs of the components of this trade, when this trade contains a strategy.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">A type containing multiple partyTradeIdentifier.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining party-specific additional information that may be recorded against a trade.
</xsd:documentation>
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model">
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies that party that has ownership of this information. For shared trade information, this will reference the originator of the date (for example, an execution facility or clearinghouse).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This may be used to identify one or more parties that perform a role within the transaction. If this is within a partyTradeInformation block, the related party performs the role with respect to the party identifie by the "partyReference" in the partyTradeInformation block.
</xsd:documentation>
<xsd:element fpml-annotation:deprecatedReason="This element is deprecated in favor of the reportingRole within reportingRegime." minOccurs="0" name="reportingRole" type="ReportingRole">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the role of this party in reporting this trade (e.g. originator, counterparty).
</xsd:documentation>
<xsd:element fpml-annotation:deprecatedReason="This element is deprecated in favor of relatedBusinessUnit." maxOccurs="unbounded" minOccurs="0" name="unit" type="Unit">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the unit/division/desk etc. that executed or supports this trade
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedBusinessUnit" type="RelatedBusinessUnit">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Provides information about a unit/division/desk etc. that executed or supports this trade
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Provides information about a person that executed or supports this trade
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Provides information about an algorithm that executed or otherwise participated in this trade this trade
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether the trade used to hedge a risk for accounting purposes for the specified party. (TODO: do we need to distinguish between asset and liability hedges?)
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the person or persons who assumed the role of trader for this trade. New implementations are encouraged to use the relatedPerson structure instead.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Trade execution date time, for example as provided by a central execution facility. Normally this refers to the original execution time of the trade, not the execution time of any post-trade events that may have affeted it. However, in the case of a post trade event that reports the new version of the trade (for example, the novation trade in an novation event, or the amended trade in an amendment event), the execution date time may contain the time that the newly created or modified trade was created or modified.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows timing information about a trade to be recorded.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether the trade is anticipated to be allocated.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes the status with respect to clearing (e.g. AwaitingAcceptance, Pending, Accepted, Rejected, etc.)
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether this party posts collateral. For Recordkeeping, the collateralization type refers to collateral that is posted by this firm, and One-Way is not meaningful. In other words, if the collateralization type is Full, this trade is fully collateralized by this party. For Transparency view, the options include Full, Partial, Uncollateralized, and One-Way.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Provides a name, code, or other identifier for the collateral portfolio to which this belongs.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
</xsd:documentation>
<xsd:choice>
<xsd:sequence>
</xsd:choice>
<xsd:element minOccurs="0" name="endUserException" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization, i.e. wehter there is an exemption from clearing. For historical reasons this is called "end-user exception", but this may be used to indication any exception from normal clearing mandates caused by the type of the partiees or their relationship, such as inter-affiliate trades. If a relatedParty block with a role of ClearingExceptionParty is present, that related party indicates which party is claiming the end user exception.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies a reason that the trade is exempted from a clearing requirement. This exemption may be an end-user exception, or another type such as in inter-affiliate trade.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Claims an end user exception and provides supporting evidence. If a relatedParty block with a role of ClearingExceptionParty is present, that related party indicates which party is claiming the end user exception.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms. The flag indicates that the price for this trade is not to be construed as being indicative of the market for standardised trades with otherwise identical reportable terms.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates that the price does not reflect the current market. For example, in a credit trade where the two counterparties are not of equal credit standing, there is no initial margin and one party pays collateral to the other in the form of an add-on to the price (say a price that would otherwise be 100 at the market is struck at 105 to include the collateral, resulting in a very off-market looking price.)
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes why the price of this trade does not reflect the current market price. For example, the trade may have been traded off-market as part of a termination or compression operation.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether the sender of this trade considers it to be a large notional trade or block trade for reporting purposes, and thus eligible for delayed public reporting. Normally this will only be applicable for off-facility trades.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Used to describe how the trade was executed, e.g. via voice or electronically.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Used to describe how the trade was or will be verified, e.g via a confirmation facility, via private electronic service, or via written documentation. This affect the timing of real-time reporting requirements. This field is provisional pending detailed confirmation of the data requirements, and may not be included in subsequent working drafts.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation. This affects the process flow for confirmation messages. This field is provisional pending detailed confirmation of the data requirements, and may not be included in subsequent working drafts.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether this trade is a result of compression activity.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:group>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<!--Do not delete this orphan. This is used as an example for defining a different content model for a calculation rule-->
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a content model for a calculation rule defined as percentage of the notional amount.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="PaymentRule">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="paymentPercent" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type representing an arbitary grouping of trade references.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="partyPortfolioName" type="PartyPortfolioName">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The name of the portfolio together with the party that gave the name.
</xsd:documentation>
<xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="tradeId" type="TradeId"/>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An arbitary grouping of trade references (and possibly other portfolios).
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The reason a trade is exempted from a clearing mandate.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/clearing-exception-reason" name="clearingExceptionReasonScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The reason a trade's price does not reflect the current market price.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/pricing-context" name="pricingContextScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:complexType fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Added in error. Leftover from earlier proposal" name="ProductComponentIdentifier">
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Deprecated: A type defining a USI for the a subproduct component of a strategy.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="premiumProductReference" type="ProductReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates which product within a strategy this ID is associated with.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Summary information about the product that was traded. This is intended primarily for trade reporting by TRs.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="finalSettlementDate" type="xsd:date"/>
</xsd:sequence>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Use instead the field within credit products: indexReferenceInformation/seniority" minOccurs="0" name="seniority" type="CreditSeniority">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
DEPRECATED. Use instead the field within credit products: indexReferenceInformation/seniority (RPTWG decision 2017-09)
</xsd:documentation>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Use instead the field within credit products: indexReferenceInformation/indexFactor" minOccurs="0" name="indexFactor" type="xsd:decimal">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
DEPRECATED. Use instead the field within credit products: indexReferenceInformation/indexFactor (RPTWG decision 2017-09)
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An ID assigned by a regulator to an organization registered with it. (NOTE: should this just by represented by an alternate party ID?)
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
How a Boolean value is to be reported for this regulator. Typically "true" or "false", but for ESMA "X" is also allowed, to indicate not supplied.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/reporting-boolean" name="reportingBooleanScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A value that explains the reason or purpose that information is being reported. Examples might include RealTimePublic reporting, PrimaryEconomicTerms reporting, Confirmation reporting, or Snapshot reporting.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/reporting-purpose" name="reportingPurposeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Provides information about how the information in this message is applicable to a regulatory reporting process.
</xsd:documentation>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:sequence>
</xsd:choice>
<xsd:element name="name" type="ReportingRegimeName">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the reporting regime under which this data is reported. For example, Dodd-Frank, MiFID, HongKongOTCDRepository, ODRF
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisorRegistration" type="SupervisorRegistration">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the specific regulator or other supervisory body for which this data is produced. For example, CFTC, SEC, UKFSA, ODRF, SFC, ESMA.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the specific regulator or other supervisory body for which this data is produced. For example, CFTC, SEC, UKFSA, ODRF, SFC, ESMA.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The reason this message is being sent, for example Snapshot, PET, Confirmation, RealTimePublic.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Whether the particular trade type in question is required by this regulator to be cleared.
</xsd:documentation>
<xsd:sequence minOccurs="0">
<xsd:element name="mandatoryFacilityExecution" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Whether the particular product must be executed on a SEF or DCM. See to Dodd-Frank section 723(a)(8).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether the party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
</xsd:documentation>
<xsd:element minOccurs="0" name="mandatoryFacilityExecutionExceptionDeclaration" type="FacilityExecutionExceptionDeclaration">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates whether the counterparty exceeds the volume threshold above which trades are required to be cleared.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This may be used to identify one or more parties that perform a role within the transaction. If this is within a partyTradeInformation block, the related party performs the role with respect to the party identifie by the "partyReference" in the partyTradeInformation block.
</xsd:documentation>
<xsd:choice minOccurs="0">
<xsd:element name="entityClassification" type="EntityClassification">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
</xsd:documentation>
<xsd:element maxOccurs="unbounded" name="partyEntityClassification" type="PartyEntityClassification">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates the category or classification or business role of a trade party with respect to this reporting regime, for example Financial, NonFinancial, Dealer, Non-Dealer, LocalParty, etc.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates how the parties to the trade (the counterparties) are related to each other with respect to this reporting regime, e.g. Affiliated, Intragroup, etc..
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Reports a regulator-specific code for the action associated with this submission. Used, for example, to report the ESMA action type.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Reports that this trade was executed prior to the enactment of the relevant reporting regulation.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
How the notional amount should be reported for the reporting regime. For example, for ESMA MiFIR it would be Nominal or MonetaryAmount.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Reports a regulator-specific code classifying the currency pair in the trade into risk categories such as Major Currencies or Emerging Markets.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type containing a code representing the role of a party in a report, e.g. the originator, the recipient, the counterparty, etc. This is used to clarify which participant's information is being reported.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/reporting-role" name="reportingRoleScheme" type="NonEmptyURI" use="optional"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type containing a code representing the level at which this is reported (e.g. Trade or Position)
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/reporting-level" name="reportingLevelScheme" type="NonEmptyURI" use="optional"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A short sale concluded by an investment firm on its own behalf or on behalf of a client, as described in Article 11.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/esma-mifir-short-sale" name="shortSaleScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a group of products making up a single trade.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Product">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="strategyComponentIdentifier" type="StrategyComponentIdentification">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Provides distinct identification for a component of a strategy.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates which product within a strategy represents the premium payment.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Associates trade identifiers with components of a strategy.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="tradeIdentifierReference" type="PartyTradeIdentifierReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to a party trade ID. If there are multiple trade IDs for a single component (e.g. USI, UTI, party-specific identifier), create a single "strategyComponentIdentifier" with a reference to the component, and multiple tradeIdentifierReferences, one referencing each applicable identifier.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to a component of the strategy (typically a product).
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Provides information about a regulator or other supervisory body that an organization is registered with.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element name="tradeHeader" type="TradeHeader">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The information on the trade which is not product specific, e.g. trade date.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Other fees or additional payments associated with the trade, e.g. broker commissions, where one or more of the parties involved are not principal parties involved in the trade.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies that party (or parties) that brokered this trade.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The party referenced is specified in the related Confirmation as Barrier Determination Agent.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The party referenced is the ISDA Hedging Party that specified in the related Confirmation as Hedging, or if no Hedging Party is specified, either party to the Transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identification of the law governing the transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
"Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">A container for approval states in the workflow.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/org-type-category" name="categoryScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type used to record the details of a difference between two business objects/
</xsd:documentation>
<xsd:sequence>
<xsd:element name="differenceType" type="DifferenceTypeEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">An indication of the severity of the difference.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">Element(s) that are missing in the other trade.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Element(s) that are extraneous in the other object.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining trade related information which is not product specific.
</xsd:documentation>
<xsd:sequence>
<xsd:group ref="TradeIdentifiers.model"/>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeInformation" type="PartyTradeInformation">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Additional trade information that may be provided by each involved party.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Information about the trade package if any that the trade originated from.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The trade date. This is the date the trade was originally executed. In the case of a novation, the novated part of the trade should be reported (by both the remaining party and the transferee) using a trade date corresponding to the date the novation was agreed. The remaining part of a trade should be reported (by both the transferor and the remaining party) using a trade date corresponding to the original execution date.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a trade identifier issued by the indicated party.
</xsd:documentation>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:group ref="IssuerTradeId.model"/>
</xsd:choice>
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model">
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to a party identifier and optionally an account identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.
</xsd:documentation>
<xsd:choice maxOccurs="unbounded">
<xsd:element name="tradeId" type="TradeId"/>
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A trade identifier accompanied by a version number. In regulatory reporting views, this should be avoided except for internal mnessaging.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a trade identifier with a reference to the party that this trade is associated with.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows timing information about when a trade was processed and reported to be recorded.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="orderEntered" type="xsd:dateTime">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When an order was first generated, as recorded for the first time when it was first entered by a person or generated by a trading algorithm (i.e., the first record of the order).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The time when an order is submitted by a market participant to an execution facility, as recorded based on the timestamp of the message that was sent by the participant. If the participant records this time (i.e. it is in the participant's party trade information), it will be the time the message was sent. If the execution facility records this time (i.e. it is in the facility's party trade information), it will be the time the message was received.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When the public report of this was created or received by this party. If the participant records this time (i.e. it is in the participant's party trade information), it will be the time the message was sent. If the execution records this time (i.e. it is in the facility's party trade information), it will be the time the message was received.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When the public report of this was most recently corrected or corrections were sent or received by this party.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When the public report of this was first accepted for submission to a regulator.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When the non-public report of this was created or received by this party.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When the non-public report of this was first accepted for submission to a regulator.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When the non-public report of this was most recently corrected or corrections were received by this party.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When this trade was supplied to a confirmation service or counterparty for confirmation.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When the most recent correction to this trade was supplied to a confirmation service or counterparty for confirmation.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When this trade was supplied to a clearing service for clearing.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When the most recent correction to this trade was supplied to a clearing service for clearing.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When allocations for this trade were submitted or received by this party.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When allocations for this trade were most recently corrected.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When allocations for this trade were completely processed.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Other timestamps for this trade. This is provisional in Recordkeeping and Transparency view and may be reviewed in a subsequent draft.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indication as to whether the transaction was executed under a pre-trade waiver in accordance with Articles 4 and 9 of Regulation (EU) 600/2014.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver" name="tradingWaiverScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A characteristic of a transaction used in declaring an end-user exception.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/transaction-characteristic" name="transactionCharacteristicScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference identifying a rule within a validation scheme.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type used to represent the type of mechanism that can be used to verify a trade.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/verification-method" name="verificationMethodScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element name="contractId" type="ContractId"/>
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The version of the contract id. The contractId is versioned and not the contract.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element name="tradeId" type="TradeId"/>
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The version of the trade id. The tradeId is versioned and not the trade.
</xsd:documentation>
<xsd:annotation>
</xsd:attributeGroup>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Set of attributes that define versioning information.
</xsd:documentation>
<xsd:annotation>
</xsd:attribute>
<xsd:documentation xml:lang="en">
</xsd:annotation>
</xsd:simpleType>
Indicate which version of the FpML Schema an FpML message adheres to.
</xsd:documentation>
<xsd:annotation>
</xsd:attribute>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This optional attribute can be supplied by a message creator in an FpML instance to specify which build number of the schema was used to define the message when it was generated.
</xsd:documentation>
<xsd:annotation>
</xsd:attribute>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specific build number of this schema version. This attribute is not included in an instance document. Instead, it is supplied by the XML parser when the document is validated against the FpML schema and indicates the build number of the schema file. Every time FpML publishes a change to the schema, validation rules, or examples within a version (e.g., version 4.2) the actual build number is incremented. If no changes have been made between releases within a version (i.e. from Trial Recommendation to Recommendation) the actual build number stays the same.
</xsd:documentation>
<xsd:element name="instrumentTradeDetails" substitutionGroup="product" type="InstrumentTradeDetails">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type to hold trades of multiply-traded instruments such as securities (e.g., stocks or bonds) or listed derivatives. Typically this will be used to represent the trade resulting from a physically-settled OTC product where the underlying is a security, for example the exercise of a physically-settled option.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
</xsd:group>
<xsd:element minOccurs="0" name="collateral" type="Collateral">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The sum that must be posted upfront to collateralize against counterparty credit risk.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Special credit fee assessed to certain institutions.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">A container for approval states in the workflow.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies any relevant parties to the allocation which should be referenced.
</xsd:documentation>
<xsd:sequence>
</xsd:group>
<xsd:element minOccurs="0" name="calculationAgent" type="CalculationAgent">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The city in which the office through which ISDA Calculation Agent is acting for purposes of the transaction is located The short-form confirm for a trade that is executed under a Sovereign or Asia Pacific Master Confirmation Agreement ( MCA ), does not need to specify the Calculation Agent. However, the confirm does need to specify the Calculation Agent City. This is due to the fact that the MCA sets the value for Calculation Agent but does not set the value for Calculation Agent City.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation>
</xsd:annotation>
Types that globally and uniquely identify trade across counterparties, for regulatory reporting and other purposes. Includes a USI and/or a UTI.
</xsd:documentation>
<xsd:choice>
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:group>
<xsd:choice>
<xsd:element name="net" type="xsd:decimal">
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="gross" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Provides information about a regulator or other supervisory body that an organization is registered with.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="supervisoryBody" type="SupervisoryBody">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The regulator or other supervisory body the organization is registered with (e.g. SEC).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The ID assigned by the regulator (e.g. SEC's Central Index Key).
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:group>
<xsd:choice>
<xsd:sequence>
</xsd:choice>
<xsd:annotation/>
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Trade identifiers agreed across parties to uniquely and globally identify trades for regulatory and other purposes.
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The trade reference identifier(s) allocated to the trade by the parties involved.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The trade reference identifier(s) allocated to the trade by the parties involved.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Choice between identification and representation of trade execution.
</xsd:documentation>
<xsd:choice>
<xsd:element name="trade" type="Trade">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.
</xsd:documentation>
<xsd:sequence>
</xsd:group>
<xsd:element minOccurs="0" name="isSecuritiesFinancing" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation>
</xsd:annotation>
Whether the transaction falls within the scope of activity but is exempted from reporting under [Securities Financing Transactions Regulation]
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation>
</xsd:annotation>
Classification of the OTC transaction. Note: Coding scheme definition to encapsulate: Articles 20(3)(a) and 21(5)(a) of Regulation (EU) 600/2014. e.g. default="http://www.fpml.org/coding-scheme/esma-mifir-otc-classification"
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation>
</xsd:annotation>
Classification of the pre-trade waiver, if any, that the transaction was executed under. Note: Coding scheme to encapsulate: Articles 4 and 9 of Regulation (EU) 600/2014. e.g. default="http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver"
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation>
</xsd:annotation>
Classification of the transaction as a short sale or not and, if short, of the type of transaction. Note: Coding scheme to encapsulate: Article 11 of Regulation (EU) 600/2014. e.g. default="http://www.fpml.org/coding-scheme/esma-mifir-short-sale"
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation>
</xsd:annotation>
Whether the transaction reduces risk in an objectively measurable way. Only applicable for commodity derivative transactions.
</xsd:documentation>
<xsd:group fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Replaced by Implementation Specification in msg header" name="Validation.model">
<xsd:sequence>
</xsd:group>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="validation" type="Validation">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A list of validation sets the sender asserts the document is valid with respect to.
</xsd:documentation>
</xsd:schema>
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XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.
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