XML Schema "fpml-reg-reporting-shared-5-11.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/recordkeeping
Version:
$Revision: 7629 $
Defined Components:
elements (2 global + 39 local), complexTypes (13), element groups (2)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Includes Schemas (2):
fpml-msg-5-11.xsd [src], fpml-repo-5-11.xsd [src]
Included in Schemas (2):
fpml-recordkeeping-processes-5-11.xsd [src], fpml-recordkeeping-processes-5-11.xsd [src]
All Element Summary
beneficiaryPartyReference (defined in RegulatoryReportingCollateralization complexType)
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within RegulatoryReportingCollateralization complexType; see XML source
cash (in postedCollateral)
Represents the amount of cash posted as collateral.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CollateralPortfolio complexType; see XML source
collateralizationType (defined in RegulatorReportCollateralInfo.model group)
Specifies how the transaction is collateralized by this party, fully or partially, or uncollateralized.
Type:
CollateralizationType
Content:
simple, 1 attribute
Defined:
locally within RegulatorReportCollateralInfo.model group; see XML source
collateralizedExposureGrouping
Whether the trade collateralized exposure is calculated at the individual (single) trade aggregation level or the net (multiple trades) aggregation level.
Type:
CollateralizedExposureGrouping
Content:
simple, 2 attributes
Defined:
locally within RegulatorReportCollateralInfo.model group; see XML source
counterPartyReference
A reference to the reporting party.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ReportingAndCounterParty.model group; see XML source
disseminationId (in publicDissemination)
Specifies the disseminationId used for public reporting.
Type:
DisseminationId
Content:
simple, 2 attributes
Defined:
locally within PublicDissemination complexType; see XML source
haircut (in nonCash)
An element defining a haircut expressed as the percentage difference between the Market Value of the collateral and the Purchase Price of the repo and calculated as 100 multiplied by a ratio of the difference between the Market Value of the collateral and the Purchase Price of the repo to the Market Value of the collateral.
Type:
DecimalFraction
Content:
simple
Defined:
locally within CollateralPosition complexType; see XML source
header (in regulatoryReportingStatus)
Standard FpML message header
Type:
ResponseMessageHeader
Content:
complex, 10 elements
Defined:
locally within RegulatoryReportingStatusMessage complexType; see XML source
holdingPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within RegulatoryReportingCollateralization complexType; see XML source
marginRatio (in nonCash)
An element defining an initial margin expressed as a ratio of the Market Value of the collateral to the Purchase Price.
Type:
DecimalFraction
Content:
simple
Defined:
locally within CollateralPosition complexType; see XML source
nonCash
Represents the type and the amount of security (non-cash) posted as collateral.
Type:
CollateralPosition
Content:
complex, 17 elements
Defined:
locally within CollateralPortfolio complexType; see XML source
onBehalfOf (in requestRegulatoryReportingStatus)
Indicates which party (or parties) (and accounts) a trade or event is being processed for.
Type:
OnBehalfOf
Content:
complex, 2 elements
Defined:
locally within RequestRegulatoryReportingStatusMessage complexType; see XML source
party (in regulatoryReportingStatus)
Reference information about parties, business units, and persons involed in the trade.
Type:
Party
Content:
complex, 1 attribute, 13 elements
Defined:
locally within RegulatoryReportingStatusMessage complexType; see XML source
party (in requestRegulatoryReportingStatus)
The supporting party definitions.
Type:
Party
Content:
complex, 1 attribute, 13 elements
Defined:
locally within RequestRegulatoryReportingStatusMessage complexType; see XML source
portfolioId
Provides code, or other identifier for the collateral portfolio to which this belongs.
Type:
CollateralPortfolioId
Content:
simple, 1 attribute
Defined:
locally within RegulatorReportCollateralInfo.model group; see XML source
postedCollateral
Information about the amount of collateral actually posted by the posting party as of a particular value date.
Type:
CollateralPortfolio
Content:
complex, 4 elements
Defined:
locally within RegulatoryReportingCollateralization complexType; see XML source
postingPartyReference
A party that can post the collateral.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within RegulatoryReportingCollateralization complexType; see XML source
primaryAssetClass (in requestRegulatoryReportingStatus)
The asset class of the underlying product.
Type:
AssetClass
Content:
simple, 1 attribute
Defined:
locally within RequestRegulatoryReportingStatusMessage complexType; see XML source
projectedTime
The date and time the public report is projected to be disseminated.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within PublicDissemination complexType; see XML source
publicationTime
The date and time the public report was disseminated.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within PublicDissemination complexType; see XML source
publicDissemination
Describes the extent to which this trade is being reported to the regime (e.g.
Type:
PublicDissemination
Content:
complex, 4 elements
Defined:
locally within ReportingStatus complexType; see XML source
reason (defined in ReportingStatus complexType)
Used to describe and validation errors or warnings associated with the message for the regime.
Type:
Reason
Content:
complex, 5 elements
Defined:
locally within ReportingStatus complexType; see XML source
regimeName
Identifies the reporting regime under which this data is reported.
Type:
ReportingRegimeName
Content:
simple, 1 attribute
Defined:
locally within ReportingStatus complexType; see XML source
regulation (defined in ReportingStatus complexType)
Identifies the reporting regime under which this data is reported.
Type:
RegulationName
Content:
simple, 1 attribute
Defined:
locally within ReportingStatus complexType; see XML source
regulation (in regulatorApplicability)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatorApplicability complexType; see XML source
regulatorApplicability
Type:
RegulatorApplicability
Content:
complex, 4 elements
Defined:
locally within ApplicableRegulations complexType; see XML source
regulatoryReportingStatus
Used to report the status of reporting on a trade to any regulators.
Type:
RegulatoryReportingStatusMessage
Content:
complex, 3 attributes, 4 elements
Defined:
globally; see XML source
Used:
never
relatedParty (in requestRegulatoryReportingStatus)
Type:
RelatedParty
Content:
complex, 4 elements
Defined:
locally within RequestRegulatoryReportingStatusMessage complexType; see XML source
reportingPartyReference
A reference to the reporting party.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ReportingAndCounterParty.model group; see XML source
reportingPurpose (defined in ReportingStatus complexType)
The reason this message is being sent, for example Snapshot, PET, Confirmation, RealTimePublic.
Type:
ReportingPurpose
Content:
simple, 1 attribute
Defined:
locally within ReportingStatus complexType; see XML source
reportingRole (defined in ReportingStatus complexType)
>Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
Type:
ReportingRole
Content:
simple, 2 attributes
Defined:
locally within ReportingStatus complexType; see XML source
reportingStatus (in regulatoryReportingStatus)
Information about how the position is being reported to regulators.
Type:
ReportingStatus
Content:
complex, 8 elements
Defined:
locally within RegulatoryReportingStatusMessage complexType; see XML source
requestRegulatoryReportingStatus
Used to request the status of reporting on a trade to any regulators.
Type:
RequestRegulatoryReportingStatusMessage
Content:
complex, 3 attributes, 6 elements
Defined:
globally; see XML source
Used:
never
status (defined in ReportingStatus complexType)
Describes the extent to which this trade is being reported to the regime (e.g.
Type:
RegulatorReportingStatusCode
Content:
simple, 1 attribute
Defined:
locally within ReportingStatus complexType; see XML source
supervisoryBody (defined in ReportingStatus complexType)
Identifies the specific regulator or other supervisory body for which this data is produced.
Type:
SupervisoryBody
Content:
simple, 1 attribute
Defined:
locally within ReportingStatus complexType; see XML source
supervisoryBody (in regulatorApplicability)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatorApplicability complexType; see XML source
totalValuationAmount
Represents aggregated Market / Fair Value amount.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CollateralPortfolio complexType; see XML source
tradeIdentifier (in regulatoryReportingStatus)
identifies the affected trade
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within RegulatoryReportingStatusMessage complexType; see XML source
tradeIdentifier (in requestRegulatoryReportingStatus)
identifies the affected trade
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within RequestRegulatoryReportingStatusMessage complexType; see XML source
valueDate (in postedCollateral)
Type:
xsd:date
Content:
simple
Defined:
locally within CollateralPortfolio complexType; see XML source
withdrawn
The date and time the public report was withdrawn from the public tape.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within PublicDissemination complexType; see XML source
Complex Type Summary
ApplicableRegulations
Speccifies the list ofregulations the trade is subject to reporting.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CollateralPortfolio
The CollateralPortfolio component provides the ability to specify the collateral in support of the transaction reporting as of a particular value date.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CollateralPortfolioId
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CollateralPosition
Content:
complex, 17 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
DisseminationId
The data type used for dissemination identifiers.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 1 location
PublicDissemination
Information related to the public dissemination.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
RegulationName
An identifier of an reporting regime or format used for regulatory reporting, for example DoddFrankAct, MiFID, HongKongOTCDRepository, etc.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
RegulatorApplicability
Speccifies the trade is subject to this regulation.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
RegulatorReportingStatusCode
A type that can be used to identify the reporting status of a transaction.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
RegulatoryReportingCollateralization
A type defining collateral information to be reported.
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
RegulatoryReportingStatusMessage
A type defining message that can be used for returning the regulatory reporting status of a trade.
Content:
complex, 3 attributes, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
ReportingStatus
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 2 locations
RequestRegulatoryReportingStatusMessage
Content:
complex, 3 attributes, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
Element Group Summary
RegulatorReportCollateralInfo.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
ReportingAndCounterParty.model
Model group that references the reporting party and counterparty.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2018-2020 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="" ecore:package="org.fpml.recordkeeping" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/recordkeeping" version="$Revision: 7629 $" xmlns="http://www.fpml.org/FpML-5/recordkeeping" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#" 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-msg-5-11.xsd"/>
<xsd:include schemaLocation="fpml-repo-5-11.xsd"/>
<xsd:complexType name="ApplicableRegulations">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Speccifies the list ofregulations the trade is subject to reporting.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="regulatorApplicability" type="RegulatorApplicability"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CollateralPortfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The CollateralPortfolio component provides the ability to specify the collateral in support of the transaction reporting as of a particular value date. It includes unbounded choice of cash or nonCash collateral. This model would allow mixing cash and non-cash collateral without any regards to order. In real life transaction, you almost always see some cash or a collection of non-cash collateral blocs.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="valueDate" type="xsd:date"/>
<xsd:choice maxOccurs="unbounded" minOccurs="0">
<xsd:element name="cash" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Represents the amount of cash posted as collateral. The cash collateral component is simple, just an instance of PositiveMoney type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="nonCash" type="CollateralPosition">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Represents the type and the amount of security (non-cash) posted as collateral. The nonCash collateral component uses SecurityValuation.model to state what security it is, how much and the current dirty price. It also includes optional ability to specify the margin or haircut that applies to this piece of collateral.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="totalValuationAmount" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation>Represents aggregated Market / Fair Value amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CollateralPortfolioId">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="collateralPortfolioIdScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CollateralPosition">
<xsd:complexContent>
<xsd:extension base="SecurityValuation">
<xsd:sequence>
<xsd:annotation>
<xsd:documentation>Pricing model</xsd:documentation>
</xsd:annotation>
<xsd:choice minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">A choice between margin ratio and haircut.</xsd:documentation>
</xsd:annotation>
<xsd:element name="marginRatio" type="DecimalFraction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An element defining an initial margin expressed as a ratio of the Market Value of the collateral to the Purchase Price. A default value of initial margin ratio of 1.00 means there is no margin and thus no risk related with the collateral. See GMRA 2000 paragraph 2(z) and GMRA 2011 paragraph 2(bb).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="haircut" type="DecimalFraction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An element defining a haircut expressed as the percentage difference between the Market Value of the collateral and the Purchase Price of the repo and calculated as 100 multiplied by a ratio of the difference between the Market Value of the collateral and the Purchase Price of the repo to the Market Value of the collateral. Haircut is alternative way to adjust the value of collateral sold in a repurchase agreement to initial margin ratio. Because an initial margin is a percentage of the Purchase Price, while a haircut is a percentage of the Market Value of collateral, the arithmetic of initial margins and haircuts is slightly different. For example, an initial margin of 102% is not equivalent to a haircut of 2%, but to 1.961% (ie 100/102%). See GMRA 2011 paragraph 2(aa).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="DisseminationId">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for dissemination identifiers.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="disseminationIdScheme" type="NonEmptyURI" use="optional"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PublicDissemination">
<xsd:annotation>
<xsd:documentation>Information related to the public dissemination.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="disseminationId" type="DisseminationId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the disseminationId used for public reporting.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element minOccurs="0" name="publicationTime" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date and time the public report was disseminated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="projectedTime" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date and time the public report is projected to be disseminated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="withdrawn" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date and time the public report was withdrawn from the public tape.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RegulationName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifier of an reporting regime or format used for regulatory reporting, for example DoddFrankAct, MiFID, HongKongOTCDRepository, etc.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/reporting-regime" name="reportingRegimeNameScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="RegulatorApplicability">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Speccifies the trade is subject to this regulation.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="supervisoryBody" type="xsd:token"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="regulation" type="xsd:token"/>
<xsd:group minOccurs="0" ref="ReportingAndCounterParty.model">
<xsd:annotation>
<xsd:documentation>
Use the reportingParty, counterParty references at the root of the message to identify the reporting party and counterparty. If the same message is going to multiple regulators and they will have different roles, the roles can be overridden at the regulator-level (if they differ from the roles specified at the root of the message)
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RegulatoryReportingCollateralization">
<xsd:annotation>
<xsd:documentation>
A type defining collateral information to be reported.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:sequence>
<xsd:element name="postingPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A party that can post the collateral.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="beneficiaryPartyReference" type="PartyReference"/>
<xsd:element minOccurs="0" name="holdingPartyReference" type="PartyReference"/>
</xsd:sequence>
<xsd:group minOccurs="0" ref="RegulatorReportCollateralInfo.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A group that includes information about activities related to credit support and collateral related to a trade.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="postedCollateral" type="CollateralPortfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information about the amount of collateral actually posted by the posting party as of a particular value date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RegulatorReportingStatusCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that can be used to identify the reporting status of a transaction. Examples include FullyReported, ReportedWithWarnings, NotReported, etc.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/reporting-status" name="reportingStatusScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="RegulatoryReportingStatusMessage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining message that can be used for returning the regulatory reporting status of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Message">
<xsd:sequence>
<xsd:element minOccurs="0" name="header" type="ResponseMessageHeader">
<xsd:annotation>
<xsd:documentation xml:lang="en">Standard FpML message header</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="tradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation>identifies the affected trade</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reportingStatus" type="ReportingStatus">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information about how the position is being reported to regulators.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="party" type="Party">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference information about parties, business units, and persons involed in the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ReportingStatus">
<xsd:annotation/>
<xsd:sequence>
<xsd:element minOccurs="0" name="regimeName" type="ReportingRegimeName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the reporting regime under which this data is reported. For example, Dodd-Frank, EMIR, MiFID, HongKongOTCDRepository, ODRF
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="supervisoryBody" type="SupervisoryBody">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="regulation" type="RegulationName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the reporting regime under which this data is reported. For example, Dodd-Frank, EMIR, MiFID, HongKongOTCDRepository, ODRF
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="reportingRole" type="ReportingRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
&gt;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:element maxOccurs="unbounded" minOccurs="0" name="reportingPurpose" type="ReportingPurpose">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The reason this message is being sent, for example Snapshot, PET, Confirmation, RealTimePublic.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="status" type="RegulatorReportingStatusCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the extent to which this trade is being reported to the regime (e.g. Not reported, reported with warnings, fully reported).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="publicDissemination" type="PublicDissemination">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the extent to which this trade is being reported to the regime (e.g. Not reported, reported with warnings, fully reported).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reason" type="Reason">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to describe and validation errors or warnings associated with the message for the regime.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:annotation/>
<xsd:complexContent>
<xsd:extension base="AddressedMessage">
<xsd:sequence>
<xsd:element maxOccurs="4" minOccurs="0" name="onBehalfOf" type="OnBehalfOf">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates which party (or parties) (and accounts) a trade or event is being processed for. Normally there will only be a maximum of 2 parties, but in the case of a novation there could be a transferor, transferee, remaining party, and other remaining party. Also, in the context of a trade package there could be several parties for which limit check is requested, necessitating multiple onBehalfOf elements. Except for these cases, there should be no more than two onBehalfOf references in a message.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="tradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation>identifies the affected trade</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="primaryAssetClass" type="AssetClass">
<xsd:annotation>
<xsd:documentation>The asset class of the underlying product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedParty" type="RelatedParty"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="party" type="Party">
<xsd:annotation>
<xsd:documentation>The supporting party definitions.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to report the status of reporting on a trade to any regulators.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to request the status of reporting on a trade to any regulators.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="collateralizedExposureGrouping" type="CollateralizedExposureGrouping">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether the trade collateralized exposure is calculated at the individual (single) trade aggregation level or the net (multiple trades) aggregation level.
</xsd:documentation>
<xsd:documentation xml:lang="en">
SFTR description of the field: Collateralization of net exposure - Indicates whether the collateral has been provided for a net exposure, rather than for a single transaction ('true' or 'false').
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="collateralizationType" type="CollateralizationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies how the transaction is collateralized by this party, fully or partially, or uncollateralized. For Transparency view, the options include Full, Partial, Uncollateralized, and One-Way. For Recordkeeping, the collateralization type refers to collateral that is posted by this firm, and One-Way option is not meaningful. In other words, if the collateralization type is Full, this trade is fully collateralized by this party.
</xsd:documentation>
<xsd:documentation xml:lang="en">
SFTR description of the field: Uncollateralised SL flag - Indicates whether the securities lending transaction is uncollateralised ('true' or 'false'). Uncollateralised SL will be 'true', if collateralizationType = 'Uncollateralized'.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="portfolioId" type="CollateralPortfolioId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides code, or other identifier for the collateral portfolio to which this belongs. The collateral portfolio describes how trades are aggregated for collateral calculation purposes. All trades that are aggregated together for collateral calculation purposes will share the same collateral portfolio code. This code may come from different sources depending on the level of aggregation defined in the CSA (e.g. it may be the LEI of a counterparty or a desk identifier).
</xsd:documentation>
<xsd:documentation xml:lang="en">
SFTR description of this field: Portfolio code - If the transaction is cleared and is included in a portfolio of transactions for which margins are exchanged, this portfolio should be identified by a unique code determined by the reporting counterparty. 52 alphanumeric character code including four special characters: .- _. Special characters are not allowed at the beginning and at the end of the code. No space allowed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Model group that references the reporting party and counterparty.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="reportingPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to the reporting party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="counterPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to the reporting party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
</xsd:schema>
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.